Vanguard® Long-Term Bond Index Fund
Schedule of Investments
(unaudited)
As of March 31, 2023
The fund files its complete
schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports
are available on the SEC’s website at www.sec.gov.
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (45.5%) | ||||||
U.S. Government Securities (45.0%) | ||||||
United States Treasury Note/Bond | 3.500% | 2/15/33 | 14,408 | 14,431 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 35 | 39 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 5,003 | 4,937 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 23,371 | 25,196 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 16,000 | 17,753 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 27,356 | 29,865 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 108,305 | 72,023 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 31,160 | 33,960 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 100,560 | 66,370 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 22,565 | 23,115 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 113,515 | 78,024 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 24,090 | 25,837 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 142,013 | 106,088 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 33,080 | 37,654 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 112,410 | 89,208 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 27,045 | 29,403 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 146,982 | 106,332 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 147,775 | 111,362 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 23,137 | 21,073 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 115,666 | 92,948 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 41,367 | 37,502 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 24,135 | 21,412 | ||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 74,483 | 68,676 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 32,553 | 27,660 | ||
United States Treasury Note/Bond | 3.375% | 8/15/42 | 43,358 | 40,682 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 48,893 | 41,422 | ||
United States Treasury Note/Bond | 4.000% | 11/15/42 | 49,404 | 50,716 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 36,760 | 33,009 | ||
United States Treasury Note/Bond | 3.875% | 2/15/43 | 3,564 | 3,596 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 67,470 | 58,214 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 50,930 | 49,370 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 53,910 | 53,186 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 44,504 | 43,002 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 71,008 | 63,286 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 77,911 | 62,074 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 53,132 | 45,212 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 23,665 | 20,566 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 55,840 | 44,297 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 55,881 | 44,321 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 61,633 | 46,476 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 31,084 | 26,470 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 57,604 | 50,106 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 50,722 | 44,112 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 69,481 | 57,734 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 71,056 | 59,098 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 73,340 | 63,955 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 77,766 | 69,394 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 75,988 | 66,323 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 84,701 | 79,208 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 84,881 | 74,271 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 85,385 | 73,018 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 86,510 | 64,990 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 85,436 | 65,973 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 92,244 | 65,349 | ||
1 | United States Treasury Note/Bond | 1.250% | 5/15/50 | 126,110 | 73,301 | |
United States Treasury Note/Bond | 1.375% | 8/15/50 | 122,559 | 73,593 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 123,479 | 79,200 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 133,519 | 91,168 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 132,667 | 101,842 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 141,524 | 99,509 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 132,302 | 90,069 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 113,356 | 84,521 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 120,459 | 103,030 | ||
United States Treasury Note/Bond | 3.000% | 8/15/52 | 104,201 | 91,534 | ||
United States Treasury Note/Bond | 4.000% | 11/15/52 | 96,965 | 102,904 | ||
United States Treasury Note/Bond | 3.625% | 2/15/53 | 86,300 | 85,693 | ||
3,776,662 | ||||||
Agency Bonds and Notes (0.5%) | ||||||
2 | AID-Israel | 5.500% | 9/18/33 | 1,000 | 1,106 | |
Federal Home Loan Banks | 5.625% | 3/14/36 | 1,000 | 1,128 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 4,055 | 4,636 | ||
3,4 | Federal Home Loan Mortgage Corp. | 0.000% | 11/15/38 | 40 | 21 | |
4 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 4,475 | 5,249 | |
4 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 770 | 934 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 2,510 | 2,584 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 4,535 | 5,213 | ||
Tennessee Valley Authority | 5.980% | 4/1/36 | 1,000 | 1,151 | ||
Tennessee Valley Authority | 6.150% | 1/15/38 | 2,450 | 2,862 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,175 | 1,288 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 9,920 | 10,591 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 2,650 | 2,709 | ||
Tennessee Valley Authority | 4.250% | 9/15/52 | 950 | 877 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 950 | 1,074 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 400 | 397 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 2,500 | 2,344 | ||
44,164 | ||||||
Total U.S. Government and Agency Obligations (Cost $4,662,995) | 3,820,826 | |||||
Corporate Bonds (47.0%) | ||||||
Communications (5.8%) | ||||||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 665 | 627 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 2,980 | 1,992 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 1,750 | 1,226 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 4,960 | 3,150 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 3,871 | 2,369 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 1,583 | 1,748 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 930 | 1,018 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 3,642 | 3,939 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
America Movil SAB de CV | 4.375% | 7/16/42 | 2,189 | 1,972 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 2,356 | 2,095 | ||
AT&T Inc. | 2.550% | 12/1/33 | 6,768 | 5,444 | ||
AT&T Inc. | 4.500% | 5/15/35 | 6,352 | 5,957 | ||
AT&T Inc. | 4.900% | 8/15/37 | 3,070 | 2,928 | ||
AT&T Inc. | 4.850% | 3/1/39 | 1,760 | 1,651 | ||
AT&T Inc. | 3.500% | 6/1/41 | 4,460 | 3,520 | ||
AT&T Inc. | 4.300% | 12/15/42 | 1,541 | 1,342 | ||
AT&T Inc. | 4.650% | 6/1/44 | 2,175 | 1,937 | ||
AT&T Inc. | 4.350% | 6/15/45 | 1,313 | 1,120 | ||
AT&T Inc. | 4.750% | 5/15/46 | 6,395 | 5,756 | ||
3 | AT&T Inc. | 5.150% | 11/15/46 | 3,572 | 3,445 | |
AT&T Inc. | 4.500% | 3/9/48 | 5,503 | 4,742 | ||
AT&T Inc. | 4.550% | 3/9/49 | 2,317 | 2,014 | ||
AT&T Inc. | 3.650% | 6/1/51 | 6,560 | 4,965 | ||
AT&T Inc. | 3.500% | 9/15/53 | 14,510 | 10,537 | ||
AT&T Inc. | 3.550% | 9/15/55 | 17,912 | 12,867 | ||
AT&T Inc. | 3.800% | 12/1/57 | 12,965 | 9,630 | ||
AT&T Inc. | 3.650% | 9/15/59 | 12,512 | 8,940 | ||
AT&T Inc. | 3.850% | 6/1/60 | 3,515 | 2,634 | ||
Bell Telephone Co. of Canada or Bell Canada | 4.464% | 4/1/48 | 831 | 729 | ||
Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | 695 | 595 | ||
3 | Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 2,225 | 1,554 | |
Charter Communications Operating LLC | 4.400% | 4/1/33 | 1,445 | 1,281 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 4,185 | 4,153 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 1,855 | 1,614 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 2,082 | 1,424 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 3,430 | 2,316 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 6,427 | 6,058 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 3,379 | 2,778 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 4,614 | 3,962 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 2,807 | 2,217 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 5,273 | 4,011 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 3,268 | 2,087 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 4,896 | 3,225 | ||
Charter Communications Operating LLC | 5.250% | 4/1/53 | 2,482 | 2,007 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 968 | 939 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 3,670 | 2,277 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 3,400 | 2,312 | ||
Charter Communications Operating LLC | 3.950% | 6/30/62 | 1,835 | 1,155 | ||
Charter Communications Operating LLC | 5.500% | 4/1/63 | 2,000 | 1,618 | ||
Comcast Corp. | 4.200% | 8/15/34 | 2,455 | 2,348 | ||
Comcast Corp. | 5.650% | 6/15/35 | 1,310 | 1,406 | ||
Comcast Corp. | 4.400% | 8/15/35 | 1,867 | 1,809 | ||
Comcast Corp. | 6.500% | 11/15/35 | 697 | 799 | ||
Comcast Corp. | 3.200% | 7/15/36 | 1,996 | 1,682 | ||
Comcast Corp. | 6.450% | 3/15/37 | 1,742 | 2,004 | ||
Comcast Corp. | 3.900% | 3/1/38 | 1,670 | 1,500 | ||
Comcast Corp. | 4.600% | 10/15/38 | 2,022 | 1,951 | ||
Comcast Corp. | 3.250% | 11/1/39 | 4,225 | 3,417 | ||
Comcast Corp. | 3.750% | 4/1/40 | 4,043 | 3,475 | ||
Comcast Corp. | 4.650% | 7/15/42 | 495 | 471 | ||
Comcast Corp. | 4.600% | 8/15/45 | 2,235 | 2,065 | ||
Comcast Corp. | 3.400% | 7/15/46 | 2,309 | 1,785 | ||
Comcast Corp. | 4.000% | 8/15/47 | 1,635 | 1,382 | ||
Comcast Corp. | 3.969% | 11/1/47 | 3,600 | 3,038 | ||
Comcast Corp. | 4.000% | 3/1/48 | 1,234 | 1,045 | ||
Comcast Corp. | 4.700% | 10/15/48 | 3,110 | 2,949 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Comcast Corp. | 3.999% | 11/1/49 | 4,847 | 4,068 | ||
Comcast Corp. | 3.450% | 2/1/50 | 4,535 | 3,494 | ||
Comcast Corp. | 2.800% | 1/15/51 | 4,435 | 2,997 | ||
Comcast Corp. | 2.887% | 11/1/51 | 7,300 | 4,982 | ||
Comcast Corp. | 2.450% | 8/15/52 | 1,750 | 1,093 | ||
Comcast Corp. | 4.049% | 11/1/52 | 1,755 | 1,480 | ||
Comcast Corp. | 2.937% | 11/1/56 | 10,648 | 7,096 | ||
Comcast Corp. | 4.950% | 10/15/58 | 2,708 | 2,622 | ||
Comcast Corp. | 2.650% | 8/15/62 | 1,184 | 722 | ||
Comcast Corp. | 2.987% | 11/1/63 | 8,927 | 5,792 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 1,395 | 1,231 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 1,016 | 825 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 2,500 | 2,061 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 2,061 | 1,719 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 1,818 | 1,386 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 3,724 | 2,472 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 1,135 | 779 | ||
Fox Corp. | 5.476% | 1/25/39 | 2,077 | 1,991 | ||
Fox Corp. | 5.576% | 1/25/49 | 3,306 | 3,162 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 1,020 | 1,083 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 1,555 | 1,392 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 1,600 | 1,633 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 1,550 | 1,455 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 1,601 | 1,542 | ||
Meta Platforms Inc. | 4.450% | 8/15/52 | 5,190 | 4,569 | ||
Meta Platforms Inc. | 4.650% | 8/15/62 | 2,765 | 2,448 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 1,945 | 1,777 | ||
Orange SA | 5.375% | 1/13/42 | 1,505 | 1,539 | ||
Orange SA | 5.500% | 2/6/44 | 1,556 | 1,639 | ||
Paramount Global | 5.500% | 5/15/33 | 645 | 606 | ||
Paramount Global | 6.875% | 4/30/36 | 2,190 | 2,235 | ||
Paramount Global | 5.900% | 10/15/40 | 1,260 | 1,119 | ||
Paramount Global | 4.850% | 7/1/42 | 1,011 | 771 | ||
Paramount Global | 4.375% | 3/15/43 | 3,670 | 2,607 | ||
Paramount Global | 5.250% | 4/1/44 | 779 | 615 | ||
Paramount Global | 4.900% | 8/15/44 | 1,401 | 1,055 | ||
Paramount Global | 4.600% | 1/15/45 | 1,529 | 1,114 | ||
Paramount Global | 4.950% | 5/19/50 | 1,867 | 1,397 | ||
Rogers Communications Inc. | 7.500% | 8/15/38 | 780 | 898 | ||
5 | Rogers Communications Inc. | 4.500% | 3/15/42 | 3,035 | 2,600 | |
Rogers Communications Inc. | 4.500% | 3/15/43 | 1,275 | 1,076 | ||
Rogers Communications Inc. | 5.450% | 10/1/43 | 315 | 297 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 1,124 | 1,011 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 825 | 656 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 1,837 | 1,488 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 1,275 | 935 | ||
5 | Rogers Communications Inc. | 4.550% | 3/15/52 | 5,235 | 4,314 | |
Telefonica Emisiones SA | 7.045% | 6/20/36 | 3,835 | 4,221 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 1,881 | 1,649 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 2,957 | 2,586 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 3,066 | 2,534 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 3,555 | 3,192 | ||
TELUS Corp. | 4.600% | 11/16/48 | 930 | 828 | ||
TELUS Corp. | 4.300% | 6/15/49 | 1,546 | 1,301 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 724 | 724 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 1,000 | 998 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 600 | 577 | ||
Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | 1,683 | 1,914 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Time Warner Cable LLC | 6.550% | 5/1/37 | 2,725 | 2,679 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 3,353 | 3,482 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 2,631 | 2,591 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 1,707 | 1,541 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 2,177 | 1,881 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 3,000 | 2,308 | ||
T-Mobile USA Inc. | 5.200% | 1/15/33 | 150 | 153 | ||
T-Mobile USA Inc. | 5.050% | 7/15/33 | 2,400 | 2,412 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 5,065 | 4,537 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 3,055 | 2,262 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 7,923 | 6,879 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 6,940 | 4,935 | ||
T-Mobile USA Inc. | 3.400% | 10/15/52 | 6,290 | 4,530 | ||
T-Mobile USA Inc. | 5.650% | 1/15/53 | 1,999 | 2,048 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 3,635 | 2,592 | ||
3 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 1,804 | 1,625 | |
3 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 1,177 | 995 | |
3 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 2,530 | 2,285 | |
3 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 250 | 183 | |
Verizon Communications Inc. | 4.500% | 8/10/33 | 5,001 | 4,833 | ||
Verizon Communications Inc. | 6.400% | 9/15/33 | 670 | 738 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 3,548 | 3,370 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 4,234 | 3,934 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 2,083 | 2,141 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 2,916 | 2,790 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 3,770 | 2,693 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 7,622 | 6,067 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 1,575 | 1,148 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 1,055 | 1,015 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 4,251 | 3,638 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 5,142 | 4,895 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 4,327 | 3,902 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 7,110 | 4,745 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 9,030 | 6,907 | ||
Verizon Communications Inc. | 3.875% | 3/1/52 | 2,150 | 1,738 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 9,033 | 5,874 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 4,175 | 2,678 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 5,950 | 4,448 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 3,488 | 3,736 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 2,706 | 2,294 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 3,481 | 3,145 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 2,110 | 1,725 | ||
Vodafone Group plc | 5.625% | 2/10/53 | 1,900 | 1,879 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 660 | 602 | ||
Vodafone Group plc | 5.750% | 2/10/63 | 1,500 | 1,486 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 1,986 | 2,254 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 2,256 | 2,598 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 533 | 591 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 1,880 | 2,229 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 1,575 | 1,540 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 2,620 | 2,222 | ||
Walt Disney Co. | 6.150% | 2/15/41 | 764 | 858 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 947 | 996 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 2,203 | 2,137 | ||
Walt Disney Co. | 4.750% | 11/15/46 | 927 | 894 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 3,675 | 2,553 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 3,771 | 3,686 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 5,033 | 4,081 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Walt Disney Co. | 3.800% | 5/13/60 | 2,665 | 2,185 | ||
5 | Warnermedia Holdings Inc. | 5.050% | 3/15/42 | 9,735 | 8,140 | |
5 | Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 11,435 | 9,277 | |
5 | Warnermedia Holdings Inc. | 5.391% | 3/15/62 | 5,620 | 4,542 | |
488,492 | ||||||
Consumer Discretionary (2.9%) | ||||||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 430 | 405 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 1,225 | 1,043 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 2,350 | 1,569 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 3,005 | 2,384 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 3,700 | 2,421 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 1,595 | 1,268 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 2,055 | 1,289 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 2,615 | 2,720 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 6,111 | 5,693 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 2,772 | 2,178 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 1,835 | 1,892 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 5,600 | 5,091 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 6,495 | 4,397 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 6,485 | 4,916 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 4,889 | 4,338 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 4,415 | 4,030 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 3,151 | 2,068 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 3,720 | 2,737 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 2,295 | 2,020 | ||
3 | American University | 3.672% | 4/1/49 | 985 | 798 | |
Aptiv plc | 4.400% | 10/1/46 | 320 | 254 | ||
Aptiv plc | 5.400% | 3/15/49 | 650 | 576 | ||
Aptiv plc | 3.100% | 12/1/51 | 1,805 | 1,145 | ||
Aptiv plc | 4.150% | 5/1/52 | 1,920 | 1,501 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 1,193 | 972 | ||
3 | Brown University | 2.924% | 9/1/50 | 731 | 547 | |
Brunswick Corp. | 5.100% | 4/1/52 | 750 | 553 | ||
3 | California Endowment | 2.498% | 4/1/51 | 625 | 412 | |
California Institute of Technology | 4.321% | 8/1/45 | 1,010 | 944 | ||
California Institute of Technology | 4.700% | 11/1/11 | 820 | 761 | ||
California Institute of Technology | 3.650% | 9/1/19 | 720 | 507 | ||
3 | Case Western Reserve University | 5.405% | 6/1/22 | 625 | 609 | |
Claremont Mckenna College | 3.775% | 1/1/22 | 650 | 452 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 700 | 600 | ||
Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | 1,535 | 1,086 | ||
3 | Duke University | 2.682% | 10/1/44 | 1,255 | 950 | |
3 | Duke University | 2.757% | 10/1/50 | 820 | 585 | |
3 | Duke University | 2.832% | 10/1/55 | 1,095 | 771 | |
eBay Inc. | 4.000% | 7/15/42 | 1,505 | 1,239 | ||
eBay Inc. | 3.650% | 5/10/51 | 1,765 | 1,320 | ||
3 | Emory University | 2.969% | 9/1/50 | 1,035 | 757 | |
3 | Ford Foundation | 2.415% | 6/1/50 | 706 | 467 | |
3 | Ford Foundation | 2.815% | 6/1/70 | 1,380 | 858 | |
Fortune Brands Innovations Inc. | 4.500% | 3/25/52 | 1,100 | 850 | ||
General Motors Co. | 5.000% | 4/1/35 | 1,140 | 1,046 | ||
General Motors Co. | 6.600% | 4/1/36 | 1,856 | 1,913 | ||
General Motors Co. | 5.150% | 4/1/38 | 1,785 | 1,613 | ||
General Motors Co. | 6.250% | 10/2/43 | 3,547 | 3,412 | ||
General Motors Co. | 5.200% | 4/1/45 | 2,603 | 2,184 | ||
General Motors Co. | 6.750% | 4/1/46 | 1,820 | 1,845 | ||
General Motors Co. | 5.400% | 4/1/48 | 2,232 | 1,929 | ||
General Motors Co. | 5.950% | 4/1/49 | 1,410 | 1,322 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | George Washington University | 4.300% | 9/15/44 | 1,475 | 1,317 | |
George Washington University | 4.868% | 9/15/45 | 925 | 897 | ||
3 | George Washington University | 4.126% | 9/15/48 | 2,309 | 2,064 | |
3 | Georgetown University | 4.315% | 4/1/49 | 1,454 | 1,250 | |
3 | Georgetown University | 2.943% | 4/1/50 | 585 | 398 | |
3 | Georgetown University | 5.215% | 10/1/18 | 330 | 306 | |
Harley-Davidson Inc. | 4.625% | 7/28/45 | 555 | 440 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 779 | 787 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 732 | 640 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 5,754 | 6,421 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 2,283 | 1,900 | ||
Home Depot Inc. | 5.400% | 9/15/40 | 1,055 | 1,109 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 1,835 | 2,057 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 1,711 | 1,551 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 1,753 | 1,736 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 1,472 | 1,368 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 3,154 | 2,865 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 2,525 | 2,174 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 2,440 | 2,298 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 3,940 | 2,919 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 3,798 | 2,945 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 2,400 | 1,513 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 2,120 | 1,453 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 2,955 | 2,379 | ||
Home Depot Inc. | 4.950% | 9/15/52 | 1,770 | 1,769 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 1,158 | 903 | ||
3 | Howard University | 5.209% | 10/1/52 | 515 | 429 | |
JD.com Inc. | 4.125% | 1/14/50 | 670 | 517 | ||
3 | Johns Hopkins University | 4.083% | 7/1/53 | 1,080 | 960 | |
3 | Johns Hopkins University | 2.813% | 1/1/60 | 878 | 581 | |
Lear Corp. | 5.250% | 5/15/49 | 770 | 682 | ||
Lear Corp. | 3.550% | 1/15/52 | 675 | 451 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 1,049 | 784 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,495 | 1,295 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 930 | 623 | ||
Lowe's Cos. Inc. | 5.150% | 7/1/33 | 1,000 | 1,009 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 1,390 | 1,320 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 760 | 538 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 448 | 363 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 2,591 | 1,981 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 2,565 | 2,075 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 1,455 | 1,250 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 1,040 | 981 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 3,725 | 2,473 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 3,723 | 3,061 | ||
Lowe's Cos. Inc. | 5.625% | 4/15/53 | 3,675 | 3,694 | ||
Lowe's Cos. Inc. | 5.750% | 7/1/53 | 500 | 509 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 2,775 | 2,267 | ||
Lowe's Cos. Inc. | 5.800% | 9/15/62 | 1,715 | 1,724 | ||
Lowe's Cos. Inc. | 5.850% | 4/1/63 | 1,000 | 1,014 | ||
Masco Corp. | 4.500% | 5/15/47 | 879 | 730 | ||
Masco Corp. | 3.125% | 2/15/51 | 470 | 310 | ||
3 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 1,268 | 1,206 | |
3 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 909 | 693 | |
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 1,050 | 820 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 1,440 | 1,608 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 1,050 | 986 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 971 | 765 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | McDonald's Corp. | 4.700% | 12/9/35 | 2,180 | 2,176 | |
3 | McDonald's Corp. | 6.300% | 10/15/37 | 1,744 | 1,988 | |
3 | McDonald's Corp. | 6.300% | 3/1/38 | 1,906 | 2,164 | |
3 | McDonald's Corp. | 5.700% | 2/1/39 | 1,082 | 1,143 | |
3 | McDonald's Corp. | 4.875% | 7/15/40 | 1,065 | 1,036 | |
3 | McDonald's Corp. | 3.700% | 2/15/42 | 664 | 550 | |
3 | McDonald's Corp. | 3.625% | 5/1/43 | 975 | 796 | |
3 | McDonald's Corp. | 4.600% | 5/26/45 | 944 | 876 | |
3 | McDonald's Corp. | 4.875% | 12/9/45 | 1,666 | 1,615 | |
3 | McDonald's Corp. | 4.450% | 3/1/47 | 1,013 | 928 | |
3 | McDonald's Corp. | 4.450% | 9/1/48 | 865 | 801 | |
3 | McDonald's Corp. | 3.625% | 9/1/49 | 3,210 | 2,569 | |
3 | McDonald's Corp. | 4.200% | 4/1/50 | 2,310 | 2,033 | |
3 | McDonald's Corp. | 5.150% | 9/9/52 | 1,835 | 1,867 | |
MDC Holdings Inc. | 6.000% | 1/15/43 | 1,413 | 1,227 | ||
NIKE Inc. | 3.250% | 3/27/40 | 1,945 | 1,649 | ||
NIKE Inc. | 3.625% | 5/1/43 | 1,180 | 1,012 | ||
NIKE Inc. | 3.875% | 11/1/45 | 2,034 | 1,840 | ||
NIKE Inc. | 3.375% | 11/1/46 | 985 | 805 | ||
NIKE Inc. | 3.375% | 3/27/50 | 2,113 | 1,743 | ||
3 | Northwestern University | 4.643% | 12/1/44 | 1,550 | 1,529 | |
3 | Northwestern University | 2.640% | 12/1/50 | 755 | 526 | |
3 | Northwestern University | 3.662% | 12/1/57 | 662 | 538 | |
Owens Corning | 7.000% | 12/1/36 | 530 | 592 | ||
Owens Corning | 4.300% | 7/15/47 | 1,170 | 965 | ||
Owens Corning | 4.400% | 1/30/48 | 1,077 | 901 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 545 | 569 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 840 | 667 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 1,245 | 855 | ||
President & Fellows of Harvard College | 3.745% | 11/15/52 | 1,465 | 1,280 | ||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 935 | 738 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 629 | 664 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 500 | 509 | ||
3 | Rockefeller Foundation | 2.492% | 10/1/50 | 1,394 | 920 | |
Snap-on Inc. | 4.100% | 3/1/48 | 713 | 637 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 1,000 | 761 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 880 | 825 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 1,968 | 1,673 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 835 | 741 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 1,373 | 1,102 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 1,055 | 957 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 2,380 | 2,145 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 700 | 521 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 2,200 | 1,707 | ||
Thomas Jefferson University | 3.847% | 11/1/57 | 975 | 731 | ||
TJX Cos. Inc. | 4.500% | 4/15/50 | 392 | 368 | ||
3 | Trustees of Boston College | 3.129% | 7/1/52 | 675 | 495 | |
3 | Trustees of Boston University | 4.061% | 10/1/48 | 730 | 645 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 1,195 | 1,343 | ||
3 | Trustees of Princeton University | 2.516% | 7/1/50 | 917 | 651 | |
Trustees of Princeton University | 4.201% | 3/1/52 | 725 | 688 | ||
3 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 400 | 261 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 660 | 605 | ||
Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | 595 | 427 | ||
3 | University of Chicago | 2.547% | 4/1/50 | 1,028 | 720 | |
3 | University of Chicago | 4.003% | 10/1/53 | 1,201 | 1,036 | |
3 | University of Miami | 4.063% | 4/1/52 | 1,375 | 1,189 | |
3 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 1,439 | 1,203 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 1,221 | 1,014 | |
3 | University of Southern California | 3.028% | 10/1/39 | 2,195 | 1,805 | |
3 | University of Southern California | 3.841% | 10/1/47 | 300 | 266 | |
University of Southern California | 2.805% | 10/1/50 | 350 | 245 | ||
3 | University of Southern California | 2.945% | 10/1/51 | 830 | 593 | |
University of Southern California | 5.250% | 10/1/11 | 620 | 645 | ||
3 | University of Southern California | 3.226% | 10/1/20 | 501 | 311 | |
3 | Washington University | 3.524% | 4/15/54 | 915 | 745 | |
Washington University | 4.349% | 4/15/22 | 950 | 798 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 750 | 611 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 1,215 | 1,010 | ||
3 | William Marsh Rice University | 3.574% | 5/15/45 | 829 | 720 | |
3 | William Marsh Rice University | 3.774% | 5/15/55 | 625 | 537 | |
3 | Yale University | 2.402% | 4/15/50 | 645 | 435 | |
241,632 | ||||||
Consumer Staples (3.7%) | ||||||
Altria Group Inc. | 5.800% | 2/14/39 | 2,339 | 2,288 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 2,170 | 1,535 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 2,082 | 1,627 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 2,981 | 2,378 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 2,282 | 2,085 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 1,921 | 1,381 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 4,644 | 4,398 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 1,125 | 827 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 2,490 | 1,678 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 230 | 223 | ||
Altria Group Inc. | 4.000% | 2/4/61 | 1,945 | 1,368 | ||
3 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 9,791 | 9,725 | |
3 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 17,762 | 17,355 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 3,112 | 3,079 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 2,230 | 2,101 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 2,383 | 2,328 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 760 | 827 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 3,664 | 3,476 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 2,017 | 2,634 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 3,532 | 3,708 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 1,612 | 2,073 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 1,279 | 1,190 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 2,593 | 2,563 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 5,447 | 5,160 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 4,911 | 4,522 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 7,158 | 7,729 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 779 | 729 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 1,187 | 1,121 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 3,965 | 4,353 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 702 | 653 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 1,690 | 1,869 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 1,180 | 1,262 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 812 | 692 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 490 | 465 | ||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 665 | 460 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 5,700 | 4,653 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 1,230 | 880 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 3,985 | 2,962 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 2,012 | 1,536 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 1,069 | 879 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 1,013 | 690 | ||
BAT Capital Corp. | 5.650% | 3/16/52 | 900 | 789 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Brown-Forman Corp. | 4.750% | 4/15/33 | 750 | 759 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 1,890 | 1,746 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 987 | 920 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 1,448 | 1,025 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 390 | 327 | ||
Church & Dwight Co. Inc. | 5.000% | 6/15/52 | 1,050 | 1,039 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 100 | 93 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 1,250 | 959 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 1,940 | 1,551 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 1,535 | 1,473 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 4,280 | 3,052 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 1,710 | 1,326 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 4,525 | 3,178 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 1,630 | 1,156 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 1,175 | 1,191 | ||
3 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 1,075 | 1,008 | |
3 | Colgate-Palmolive Co. | 3.700% | 8/1/47 | 1,015 | 921 | |
Conagra Brands Inc. | 5.300% | 11/1/38 | 1,870 | 1,835 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 975 | 955 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 850 | 745 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 1,147 | 948 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 1,865 | 1,806 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 1,390 | 1,098 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 1,255 | 1,376 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 1,307 | 1,138 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 895 | 1,109 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 612 | 581 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 1,530 | 1,245 | ||
Dollar Tree Inc. | 3.375% | 12/1/51 | 975 | 689 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,000 | 1,130 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 750 | 701 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 740 | 677 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 1,550 | 1,192 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 151 | 134 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 4,230 | 3,321 | ||
General Mills Inc. | 3.000% | 2/1/51 | 2,749 | 2,008 | ||
Haleon US Capital LLC | 4.000% | 3/24/52 | 1,700 | 1,410 | ||
Hershey Co. | 3.125% | 11/15/49 | 438 | 333 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 1,370 | 1,001 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 350 | 267 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 1,882 | 1,767 | ||
J M Smucker Co. | 2.750% | 9/15/41 | 525 | 384 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 590 | 444 | ||
5 | JBS USA LUX SA | 5.750% | 4/1/33 | 2,810 | 2,699 | |
5 | JBS USA LUX SA | 4.375% | 2/2/52 | 2,109 | 1,527 | |
5 | JBS USA LUX SA | 6.500% | 12/1/52 | 3,400 | 3,259 | |
Kellogg Co. | 4.500% | 4/1/46 | 659 | 607 | ||
5 | Kenvue Inc. | 5.100% | 3/22/43 | 1,400 | 1,444 | |
5 | Kenvue Inc. | 5.050% | 3/22/53 | 2,750 | 2,836 | |
5 | Kenvue Inc. | 5.200% | 3/22/63 | 1,400 | 1,449 | |
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 1,045 | 937 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 900 | 787 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 1,243 | 990 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 1,350 | 981 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 2,610 | 2,320 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 1,450 | 1,769 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 849 | 902 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 763 | 591 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 935 | 688 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 824 | 858 | ||
Kraft Heinz Foods Co. | 5.000% | 7/15/35 | 1,455 | 1,457 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 1,885 | 2,136 | ||
Kraft Heinz Foods Co. | 6.500% | 2/9/40 | 1,390 | 1,525 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 3,640 | 3,531 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 5,765 | 5,023 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 2,860 | 2,646 | ||
Kraft Heinz Foods Co. | 5.500% | 6/1/50 | 1,629 | 1,649 | ||
Kroger Co. | 8.000% | 9/15/29 | 775 | 886 | ||
Kroger Co. | 6.900% | 4/15/38 | 1,168 | 1,332 | ||
Kroger Co. | 5.400% | 7/15/40 | 1,049 | 1,031 | ||
Kroger Co. | 5.000% | 4/15/42 | 883 | 827 | ||
Kroger Co. | 5.150% | 8/1/43 | 859 | 816 | ||
Kroger Co. | 3.875% | 10/15/46 | 1,005 | 791 | ||
Kroger Co. | 4.450% | 2/1/47 | 1,920 | 1,691 | ||
Kroger Co. | 4.650% | 1/15/48 | 1,261 | 1,130 | ||
Kroger Co. | 3.950% | 1/15/50 | 442 | 360 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 435 | 374 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 915 | 976 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 1,499 | 1,379 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 2,587 | 2,431 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 2,981 | 2,441 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 3,017 | 2,024 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 540 | 465 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 1,995 | 1,543 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 1,388 | 1,283 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 1,460 | 1,280 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 968 | 902 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 2,698 | 2,681 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 2,445 | 2,091 | ||
PepsiCo Inc. | 4.000% | 5/2/47 | 1,303 | 1,231 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 1,215 | 1,008 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 2,745 | 2,092 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 2,605 | 2,261 | ||
PepsiCo Inc. | 2.750% | 10/21/51 | 895 | 657 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 1,150 | 1,021 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 2,723 | 2,977 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 1,615 | 1,398 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 1,740 | 1,511 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 1,665 | 1,318 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 2,365 | 1,931 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 2,127 | 1,926 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 739 | 615 | ||
Procter & Gamble Co. | 5.800% | 8/15/34 | 340 | 386 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 1,359 | 1,548 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 843 | 754 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 1,018 | 874 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 2,036 | 1,920 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 1,142 | 1,234 | ||
Reynolds American Inc. | 6.150% | 9/15/43 | 1,075 | 1,015 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 4,252 | 3,833 | ||
Sysco Corp. | 6.600% | 4/1/40 | 1,807 | 1,999 | ||
Sysco Corp. | 4.850% | 10/1/45 | 1,215 | 1,112 | ||
Sysco Corp. | 4.500% | 4/1/46 | 560 | 487 | ||
Sysco Corp. | 4.450% | 3/15/48 | 1,150 | 997 | ||
Sysco Corp. | 3.300% | 2/15/50 | 650 | 469 | ||
Sysco Corp. | 6.600% | 4/1/50 | 2,304 | 2,625 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sysco Corp. | 3.150% | 12/14/51 | 397 | 277 | ||
Target Corp. | 6.500% | 10/15/37 | 730 | 853 | ||
Target Corp. | 7.000% | 1/15/38 | 1,560 | 1,907 | ||
Target Corp. | 4.000% | 7/1/42 | 425 | 388 | ||
Target Corp. | 3.625% | 4/15/46 | 2,095 | 1,744 | ||
Target Corp. | 3.900% | 11/15/47 | 780 | 674 | ||
Target Corp. | 2.950% | 1/15/52 | 840 | 608 | ||
Target Corp. | 4.800% | 1/15/53 | 2,385 | 2,343 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 1,070 | 1,061 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 798 | 691 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 3,135 | 2,944 | ||
3 | Unilever Capital Corp. | 2.625% | 8/12/51 | 500 | 346 | |
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 2,076 | 1,772 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 1,470 | 1,099 | ||
Walmart Inc. | 5.250% | 9/1/35 | 2,555 | 2,798 | ||
Walmart Inc. | 6.200% | 4/15/38 | 2,638 | 3,122 | ||
Walmart Inc. | 3.950% | 6/28/38 | 2,591 | 2,470 | ||
Walmart Inc. | 5.625% | 4/1/40 | 782 | 869 | ||
Walmart Inc. | 5.000% | 10/25/40 | 1,764 | 1,842 | ||
Walmart Inc. | 5.625% | 4/15/41 | 1,190 | 1,350 | ||
Walmart Inc. | 2.500% | 9/22/41 | 1,296 | 982 | ||
Walmart Inc. | 4.000% | 4/11/43 | 966 | 890 | ||
Walmart Inc. | 3.625% | 12/15/47 | 817 | 703 | ||
Walmart Inc. | 4.050% | 6/29/48 | 2,583 | 2,402 | ||
Walmart Inc. | 2.950% | 9/24/49 | 975 | 742 | ||
Walmart Inc. | 2.650% | 9/22/51 | 3,130 | 2,258 | ||
Walmart Inc. | 4.500% | 9/9/52 | 1,575 | 1,574 | ||
311,522 | ||||||
Energy (4.3%) | ||||||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 2,792 | 2,708 | ||
Baker Hughes Holdings LLC | 4.080% | 12/15/47 | 1,756 | 1,428 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 2,405 | 1,860 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 4,215 | 2,987 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 2,274 | 1,531 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 4,465 | 3,098 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 3,370 | 2,368 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 4,045 | 2,915 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 1,204 | 1,251 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 1,034 | 1,030 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 825 | 863 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 805 | 841 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 600 | 640 | ||
3 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 2,050 | 1,854 | |
Cenovus Energy Inc. | 5.250% | 6/15/37 | 1,355 | 1,278 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 750 | 797 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 1,223 | 1,305 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 2,215 | 2,055 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 870 | 633 | ||
Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | 2,035 | 1,669 | ||
Chevron Corp. | 3.078% | 5/11/50 | 1,950 | 1,476 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 1,414 | 1,473 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 1,437 | 944 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 2,300 | 2,004 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 1,100 | 789 | ||
CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | 1,550 | 1,645 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 2,919 | 3,244 | ||
CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | 775 | 951 | ||
ConocoPhillips | 5.900% | 5/15/38 | 2,647 | 2,884 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ConocoPhillips | 6.500% | 2/1/39 | 1,355 | 1,583 | ||
ConocoPhillips | 4.875% | 10/1/47 | 850 | 823 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 2,252 | 2,024 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 2,810 | 2,327 | ||
ConocoPhillips Co. | 4.025% | 3/15/62 | 4,197 | 3,419 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 962 | 742 | ||
DCP Midstream Operating LP | 5.600% | 4/1/44 | 810 | 774 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 1,331 | 1,275 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 1,502 | 1,305 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 1,465 | 1,303 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 1,145 | 922 | ||
Diamondback Energy Inc. | 4.250% | 3/15/52 | 1,690 | 1,326 | ||
Diamondback Energy Inc. | 6.250% | 3/15/53 | 1,160 | 1,204 | ||
3 | Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | 700 | 623 | |
3 | Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 850 | 740 | |
3 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 1,390 | 1,621 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 575 | 556 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 2,025 | 2,373 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 1,748 | 1,407 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 1,037 | 881 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 594 | 577 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 1,050 | 831 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 1,360 | 959 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 1,187 | 1,110 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 676 | 708 | ||
3 | Energy Transfer LP | 5.800% | 6/15/38 | 775 | 753 | |
Energy Transfer LP | 7.500% | 7/1/38 | 1,285 | 1,445 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 1,150 | 1,161 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 2,080 | 2,160 | ||
Energy Transfer LP | 6.100% | 2/15/42 | 437 | 424 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 1,154 | 1,004 | ||
Energy Transfer LP | 5.950% | 10/1/43 | 625 | 597 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 1,308 | 1,152 | ||
Energy Transfer LP | 5.000% | 5/15/44 | 1,030 | 885 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 1,775 | 1,539 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 2,091 | 1,849 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 1,875 | 1,807 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 1,615 | 1,418 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 2,635 | 2,346 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 2,092 | 1,995 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 3,236 | 3,205 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 3,793 | 3,227 | ||
3 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,000 | 1,139 | |
3 | Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,245 | 1,365 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 595 | 697 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 680 | 740 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 2,275 | 2,324 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 2,485 | 2,323 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 1,548 | 1,374 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,643 | 1,524 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 2,565 | 2,446 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 1,280 | 1,186 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 1,715 | 1,462 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 2,426 | 2,231 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 2,215 | 1,880 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 2,310 | 1,794 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 2,560 | 1,819 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 1,250 | 906 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 1,092 | 989 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 3,100 | 2,403 | ||
EOG Resources Inc. | 3.900% | 4/1/35 | 1,433 | 1,314 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 835 | 840 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 1,313 | 1,062 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 5,117 | 4,797 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 2,075 | 1,722 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 3,992 | 3,596 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 2,740 | 2,061 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 5,030 | 4,657 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 5,405 | 4,314 | ||
Halliburton Co. | 4.850% | 11/15/35 | 3,106 | 2,985 | ||
Halliburton Co. | 6.700% | 9/15/38 | 1,791 | 1,971 | ||
Halliburton Co. | 4.500% | 11/15/41 | 2,090 | 1,792 | ||
Halliburton Co. | 4.750% | 8/1/43 | 3,400 | 2,995 | ||
Halliburton Co. | 5.000% | 11/15/45 | 2,313 | 2,106 | ||
Hess Corp. | 7.125% | 3/15/33 | 950 | 1,050 | ||
Hess Corp. | 6.000% | 1/15/40 | 426 | 430 | ||
Hess Corp. | 5.600% | 2/15/41 | 2,832 | 2,732 | ||
Hess Corp. | 5.800% | 4/1/47 | 920 | 900 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 800 | 896 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 1,592 | 1,618 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 925 | 977 | ||
3 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 2,235 | 2,501 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 706 | 740 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,506 | 1,548 | ||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 1,981 | 2,043 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 890 | 842 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 1,137 | 1,013 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 885 | 757 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 1,565 | 1,377 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 1,951 | 1,828 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 1,405 | 1,299 | ||
Kinder Morgan Inc. | 5.200% | 6/1/33 | 2,500 | 2,483 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 4,332 | 4,108 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 1,183 | 1,041 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 2,040 | 1,831 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 1,429 | 945 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 1,465 | 1,325 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 1,150 | 915 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 1,885 | 1,502 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 1,333 | 1,011 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 1,805 | 1,842 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 975 | 848 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 2,551 | 2,712 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 1,467 | 1,262 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 715 | 586 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 855 | 736 | ||
MPLX LP | 4.500% | 4/15/38 | 3,377 | 2,996 | ||
MPLX LP | 5.200% | 3/1/47 | 1,889 | 1,694 | ||
5 | MPLX LP | 5.200% | 12/1/47 | 600 | 534 | |
MPLX LP | 5.200% | 12/1/47 | 1,092 | 972 | ||
MPLX LP | 4.700% | 4/15/48 | 3,275 | 2,751 | ||
MPLX LP | 5.500% | 2/15/49 | 3,084 | 2,871 | ||
MPLX LP | 4.950% | 3/14/52 | 390 | 339 | ||
MPLX LP | 5.650% | 3/1/53 | 1,155 | 1,111 | ||
MPLX LP | 4.900% | 4/15/58 | 975 | 809 | ||
NOV Inc. | 3.950% | 12/1/42 | 1,583 | 1,168 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ONEOK Inc. | 6.000% | 6/15/35 | 660 | 652 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 2,075 | 1,737 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 780 | 674 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 1,255 | 975 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 1,325 | 1,028 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 634 | 679 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 1,055 | 1,100 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 1,290 | 1,363 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 970 | 956 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 876 | 867 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 1,610 | 1,626 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 1,028 | 1,036 | ||
Ovintiv Inc. | 6.500% | 2/1/38 | 700 | 698 | ||
Phillips 66 | 5.300% | 6/30/33 | 600 | 608 | ||
Phillips 66 | 4.650% | 11/15/34 | 1,978 | 1,896 | ||
Phillips 66 | 5.875% | 5/1/42 | 3,825 | 4,067 | ||
Phillips 66 | 4.875% | 11/15/44 | 760 | 711 | ||
Phillips 66 | 3.300% | 3/15/52 | 2,115 | 1,498 | ||
5 | Phillips 66 Co. | 4.680% | 2/15/45 | 840 | 749 | |
5 | Phillips 66 Co. | 4.900% | 10/1/46 | 1,960 | 1,792 | |
Plains All American Pipeline LP | 6.650% | 1/15/37 | 1,093 | 1,120 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 1,075 | 905 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 775 | 579 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 1,275 | 997 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 1,120 | 897 | ||
5 | Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | 1,125 | 1,146 | |
Shell International Finance BV | 4.125% | 5/11/35 | 2,635 | 2,528 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 3,569 | 4,119 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 3,100 | 3,294 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 880 | 673 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 1,122 | 945 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 2,439 | 2,309 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 5,770 | 5,326 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 3,327 | 2,899 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 3,099 | 2,619 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 2,426 | 1,805 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 3,676 | 2,805 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 2,606 | 1,876 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 587 | 592 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 1,334 | 1,124 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 1,338 | 1,377 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 1,350 | 1,483 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 2,059 | 2,209 | ||
Suncor Energy Inc. | 6.850% | 6/1/39 | 1,464 | 1,602 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 1,470 | 1,168 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 1,465 | 1,114 | ||
Targa Resources Corp. | 4.950% | 4/15/52 | 2,170 | 1,803 | ||
Targa Resources Corp. | 6.500% | 2/15/53 | 1,700 | 1,740 | ||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 725 | 826 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 1,340 | 1,062 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 4,985 | 3,696 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 1,170 | 877 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 2,532 | 2,375 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 570 | 572 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 925 | 942 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 2,508 | 2,645 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 1,127 | 1,047 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 1,347 | 1,530 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 1,650 | 1,956 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 1,760 | 1,813 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 1,169 | 1,063 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 2,105 | 1,888 | ||
TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 2,305 | 2,142 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 725 | 716 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 620 | 545 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 385 | 306 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 2,675 | 2,925 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 1,240 | 1,134 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 1,375 | 1,000 | ||
Valero Energy Corp. | 4.000% | 6/1/52 | 1,050 | 811 | ||
Western Midstream Operating LP | 5.450% | 4/1/44 | 562 | 491 | ||
Western Midstream Operating LP | 5.300% | 3/1/48 | 1,300 | 1,110 | ||
Western Midstream Operating LP | 5.500% | 8/15/48 | 400 | 345 | ||
Western Midstream Operating LP | 5.500% | 2/1/50 | 1,800 | 1,529 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 3,215 | 3,384 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 1,170 | 1,159 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 1,730 | 1,624 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 1,495 | 1,462 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 2,975 | 2,731 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 2,490 | 2,203 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 1,715 | 1,217 | ||
357,550 | ||||||
Financials (6.4%) | ||||||
AerCap Ireland Capital DAC | 3.400% | 10/29/33 | 3,039 | 2,456 | ||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 2,987 | 2,272 | ||
Aflac Inc. | 4.000% | 10/15/46 | 789 | 643 | ||
Aflac Inc. | 4.750% | 1/15/49 | 972 | 907 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 975 | 920 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 1,000 | 730 | ||
Allstate Corp. | 5.550% | 5/9/35 | 655 | 688 | ||
Allstate Corp. | 5.950% | 4/1/36 | 660 | 713 | ||
Allstate Corp. | 4.200% | 12/15/46 | 789 | 666 | ||
Allstate Corp. | 3.850% | 8/10/49 | 1,755 | 1,409 | ||
3 | Allstate Corp. | 6.500% | 5/15/57 | 1,160 | 1,095 | |
American Express Co. | 4.050% | 12/3/42 | 3,000 | 2,769 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 1,170 | 981 | ||
American International Group Inc. | 3.875% | 1/15/35 | 1,281 | 1,133 | ||
American International Group Inc. | 6.250% | 5/1/36 | 1,230 | 1,322 | ||
American International Group Inc. | 4.500% | 7/16/44 | 2,045 | 1,783 | ||
American International Group Inc. | 4.750% | 4/1/48 | 2,433 | 2,185 | ||
American International Group Inc. | 4.375% | 6/30/50 | 1,620 | 1,385 | ||
Ameriprise Financial Inc. | 5.150% | 5/15/33 | 1,400 | 1,397 | ||
Aon Corp. | 6.250% | 9/30/40 | 670 | 703 | ||
Aon Corp. | 2.900% | 8/23/51 | 1,350 | 899 | ||
Aon Corp. | 3.900% | 2/28/52 | 1,080 | 872 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 482 | 428 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 1,929 | 1,760 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 1,300 | 1,160 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 625 | 719 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 1,825 | 1,357 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 765 | 707 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 2,025 | 1,460 | ||
Arthur J Gallagher & Co. | 3.050% | 3/9/52 | 400 | 262 | ||
Arthur J Gallagher & Co. | 5.750% | 3/2/53 | 810 | 813 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 1,860 | 1,265 | ||
Athene Holding Ltd. | 3.450% | 5/15/52 | 1,145 | 724 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bank of America Corp. | 6.110% | 1/29/37 | 5,331 | 5,623 | ||
3 | Bank of America Corp. | 4.244% | 4/24/38 | 3,875 | 3,487 | |
Bank of America Corp. | 7.750% | 5/14/38 | 2,513 | 3,007 | ||
3 | Bank of America Corp. | 4.078% | 4/23/40 | 4,580 | 3,974 | |
3 | Bank of America Corp. | 2.676% | 6/19/41 | 9,393 | 6,640 | |
3 | Bank of America Corp. | 5.875% | 2/7/42 | 2,590 | 2,780 | |
Bank of America Corp. | 3.311% | 4/22/42 | 7,844 | 6,040 | ||
3 | Bank of America Corp. | 5.000% | 1/21/44 | 3,681 | 3,591 | |
3 | Bank of America Corp. | 4.875% | 4/1/44 | 1,718 | 1,621 | |
3 | Bank of America Corp. | 4.750% | 4/21/45 | 755 | 697 | |
3 | Bank of America Corp. | 3.946% | 1/23/49 | 3,307 | 2,669 | |
3 | Bank of America Corp. | 4.330% | 3/15/50 | 6,165 | 5,316 | |
3 | Bank of America Corp. | 4.083% | 3/20/51 | 10,000 | 8,179 | |
3 | Bank of America Corp. | 2.831% | 10/24/51 | 2,606 | 1,712 | |
3 | Bank of America Corp. | 3.483% | 3/13/52 | 305 | 229 | |
Bank of America Corp. | 2.972% | 7/21/52 | 4,323 | 2,914 | ||
3 | Bank of America NA | 6.000% | 10/15/36 | 1,691 | 1,822 | |
Barclays plc | 3.811% | 3/10/42 | 1,875 | 1,338 | ||
Barclays plc | 3.330% | 11/24/42 | 2,085 | 1,498 | ||
Barclays plc | 5.250% | 8/17/45 | 2,441 | 2,312 | ||
Barclays plc | 4.950% | 1/10/47 | 2,940 | 2,642 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 433 | 479 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 2,125 | 2,035 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 1,523 | 1,406 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 5,949 | 5,406 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 3,930 | 3,625 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 4,470 | 3,156 | ||
Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | 5,550 | 4,666 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 2,028 | 1,929 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 1,118 | 816 | ||
Brighthouse Financial Inc. | 3.850% | 12/22/51 | 750 | 478 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 625 | 540 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 2,025 | 1,351 | ||
Brookfield Finance Inc. | 3.625% | 2/15/52 | 1,075 | 730 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 1,225 | 831 | ||
Brown & Brown Inc. | 4.950% | 3/17/52 | 1,005 | 852 | ||
Chubb Corp. | 6.000% | 5/11/37 | 1,373 | 1,514 | ||
3 | Chubb Corp. | 6.500% | 5/15/38 | 2,140 | 2,469 | |
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 830 | 946 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 1,302 | 1,144 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 1,780 | 1,637 | ||
Chubb INA Holdings Inc. | 2.850% | 12/15/51 | 637 | 448 | ||
Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 1,710 | 1,158 | ||
CI Financial Corp. | 4.100% | 6/15/51 | 1,610 | 971 | ||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 675 | 730 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 1,807 | 1,856 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 1,116 | 1,156 | ||
3 | Citigroup Inc. | 3.878% | 1/24/39 | 2,655 | 2,257 | |
Citigroup Inc. | 8.125% | 7/15/39 | 2,614 | 3,381 | ||
3 | Citigroup Inc. | 5.316% | 3/26/41 | 3,204 | 3,180 | |
Citigroup Inc. | 5.875% | 1/30/42 | 2,040 | 2,166 | ||
Citigroup Inc. | 2.904% | 11/3/42 | 2,330 | 1,665 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 1,054 | 1,178 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 1,960 | 1,866 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 2,797 | 2,546 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 3,778 | 3,347 | ||
3 | Citigroup Inc. | 4.281% | 4/24/48 | 1,970 | 1,706 | |
Citigroup Inc. | 4.650% | 7/23/48 | 4,085 | 3,785 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CME Group Inc. | 5.300% | 9/15/43 | 1,835 | 1,942 | ||
CME Group Inc. | 4.150% | 6/15/48 | 420 | 387 | ||
3 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 2,659 | 2,828 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 1,799 | 1,830 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 2,909 | 2,723 | ||
5 | Corebridge Financial Inc. | 4.400% | 4/5/52 | 3,245 | 2,536 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 3,449 | 2,953 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 4,327 | 3,706 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 1,040 | 960 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 1,480 | 1,073 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 2,112 | 1,426 | ||
Fidelity National Financial Inc. | 3.200% | 9/17/51 | 875 | 530 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 1,844 | 2,083 | ||
Franklin Resources Inc. | 2.950% | 8/12/51 | 680 | 442 | ||
GATX Corp. | 5.200% | 3/15/44 | 475 | 431 | ||
GATX Corp. | 3.100% | 6/1/51 | 1,069 | 685 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 1,709 | 1,728 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 2,182 | 2,334 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 10,918 | 11,840 | ||
3 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 5,030 | 4,349 | |
3 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 6,839 | 6,158 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 2,985 | 3,289 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 4,460 | 3,358 | ||
Goldman Sachs Group Inc. | 3.436% | 2/24/43 | 4,345 | 3,347 | ||
3 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 4,187 | 3,890 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 2,660 | 2,527 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 1,144 | 1,057 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 921 | 971 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 417 | 433 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 850 | 718 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 1,525 | 1,159 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 1,200 | 792 | ||
3 | HSBC Bank USA NA | 5.875% | 11/1/34 | 1,533 | 1,537 | |
3 | HSBC Bank USA NA | 7.000% | 1/15/39 | 660 | 729 | |
3 | HSBC Holdings plc | 6.500% | 5/2/36 | 3,024 | 3,058 | |
HSBC Holdings plc | 6.500% | 9/15/37 | 410 | 419 | ||
3 | HSBC Holdings plc | 6.500% | 9/15/37 | 4,620 | 4,539 | |
3 | HSBC Holdings plc | 6.800% | 6/1/38 | 930 | 950 | |
HSBC Holdings plc | 6.100% | 1/14/42 | 1,915 | 2,050 | ||
HSBC Holdings plc | 6.332% | 3/9/44 | 2,985 | 3,151 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 5,415 | 4,780 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 655 | 572 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 2,218 | 1,566 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 3,310 | 3,223 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 4,150 | 2,718 | ||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 2,740 | 2,758 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 685 | 678 | ||
Jackson Financial Inc. | 4.000% | 11/23/51 | 775 | 515 | ||
Jefferies Financial Group Inc. | 6.250% | 1/15/36 | 380 | 391 | ||
Jefferies Financial Group Inc. | 6.500% | 1/20/43 | 976 | 991 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 3,070 | 3,498 | ||
3 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 5,292 | 4,659 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 2,034 | 2,100 | ||
3 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 2,752 | 2,101 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 4,022 | 4,197 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 1,115 | 780 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 2,963 | 3,045 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 1,070 | 814 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 2,938 | 3,029 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 2,001 | 1,924 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 3,259 | 3,086 | ||
3 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 4,665 | 4,072 | |
3 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 4,310 | 3,626 | |
3 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 4,034 | 3,344 | |
3 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 4,465 | 3,656 | |
3 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 5,927 | 4,199 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 8,440 | 6,184 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 1,055 | 1,058 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 680 | 671 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 515 | 552 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 1,155 | 880 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 840 | 630 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 1,233 | 1,100 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 3,815 | 2,957 | ||
Loews Corp. | 6.000% | 2/1/35 | 425 | 454 | ||
Loews Corp. | 4.125% | 5/15/43 | 1,120 | 952 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 1,331 | 1,352 | ||
Markel Corp. | 5.000% | 4/5/46 | 1,115 | 1,019 | ||
Markel Corp. | 4.300% | 11/1/47 | 622 | 508 | ||
Markel Corp. | 5.000% | 5/20/49 | 951 | 872 | ||
Markel Corp. | 4.150% | 9/17/50 | 810 | 649 | ||
Markel Corp. | 3.450% | 5/7/52 | 930 | 657 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 1,495 | 1,624 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 1,205 | 1,136 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 779 | 681 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 960 | 823 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 2,614 | 2,489 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 285 | 194 | ||
Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | 1,340 | 1,511 | ||
Marsh & McLennan Cos. Inc. | 5.450% | 3/15/53 | 500 | 512 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 1,355 | 1,182 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 1,712 | 1,463 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 2,905 | 2,581 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 1,700 | 1,280 | ||
MetLife Inc. | 6.375% | 6/15/34 | 990 | 1,103 | ||
MetLife Inc. | 5.700% | 6/15/35 | 1,669 | 1,763 | ||
3 | MetLife Inc. | 6.400% | 12/15/36 | 1,395 | 1,333 | |
3 | MetLife Inc. | 10.750% | 8/1/39 | 825 | 1,060 | |
MetLife Inc. | 5.875% | 2/6/41 | 2,053 | 2,133 | ||
MetLife Inc. | 4.125% | 8/13/42 | 1,524 | 1,283 | ||
MetLife Inc. | 4.875% | 11/13/43 | 2,451 | 2,286 | ||
MetLife Inc. | 4.721% | 12/15/44 | 1,500 | 1,369 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,508 | 1,266 | ||
MetLife Inc. | 5.000% | 7/15/52 | 2,180 | 2,038 | ||
MetLife Inc. | 5.250% | 1/15/54 | 1,300 | 1,269 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 309 | 279 | ||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 415 | 369 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 2,819 | 2,402 | ||
3 | Morgan Stanley | 3.971% | 7/22/38 | 3,687 | 3,251 | |
3 | Morgan Stanley | 4.457% | 4/22/39 | 1,666 | 1,529 | |
Morgan Stanley | 3.217% | 4/22/42 | 4,785 | 3,695 | ||
Morgan Stanley | 6.375% | 7/24/42 | 4,441 | 4,987 | ||
Morgan Stanley | 4.300% | 1/27/45 | 5,804 | 5,090 | ||
Morgan Stanley | 4.375% | 1/22/47 | 1,476 | 1,323 | ||
3 | Morgan Stanley | 5.597% | 3/24/51 | 4,203 | 4,442 | |
3 | Morgan Stanley | 2.802% | 1/25/52 | 4,506 | 2,976 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Nasdaq Inc. | 2.500% | 12/21/40 | 555 | 365 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 1,277 | 878 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 1,210 | 938 | ||
3 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 555 | 536 | |
Old Republic International Corp. | 3.850% | 6/11/51 | 945 | 698 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 875 | 761 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 1,207 | 1,002 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 561 | 465 | ||
Principal Financial Group Inc. | 5.500% | 3/15/53 | 700 | 669 | ||
Progressive Corp. | 4.350% | 4/25/44 | 1,130 | 1,007 | ||
Progressive Corp. | 4.125% | 4/15/47 | 2,573 | 2,250 | ||
Progressive Corp. | 4.200% | 3/15/48 | 1,235 | 1,082 | ||
Progressive Corp. | 3.950% | 3/26/50 | 895 | 749 | ||
3 | Prudential Financial Inc. | 5.750% | 7/15/33 | 550 | 586 | |
3 | Prudential Financial Inc. | 5.700% | 12/14/36 | 1,765 | 1,873 | |
3 | Prudential Financial Inc. | 6.625% | 12/1/37 | 718 | 814 | |
3 | Prudential Financial Inc. | 3.000% | 3/10/40 | 1,066 | 808 | |
3 | Prudential Financial Inc. | 6.625% | 6/21/40 | 574 | 635 | |
3 | Prudential Financial Inc. | 5.100% | 8/15/43 | 1,195 | 1,066 | |
3 | Prudential Financial Inc. | 4.600% | 5/15/44 | 938 | 851 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 3,215 | 2,581 | ||
Prudential Financial Inc. | 3.935% | 12/7/49 | 1,788 | 1,417 | ||
3 | Prudential Financial Inc. | 4.350% | 2/25/50 | 1,072 | 910 | |
3 | Prudential Financial Inc. | 3.700% | 3/13/51 | 1,524 | 1,154 | |
Raymond James Financial Inc. | 4.950% | 7/15/46 | 1,860 | 1,689 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 985 | 734 | ||
3 | Regions Bank | 6.450% | 6/26/37 | 1,000 | 1,019 | |
Regions Financial Corp. | 7.375% | 12/10/37 | 510 | 545 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 555 | 518 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 1,217 | 790 | ||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 270 | 344 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,050 | 1,217 | ||
3 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,840 | 2,083 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 565 | 597 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 938 | 882 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 1,040 | 938 | ||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 1,035 | 844 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 600 | 516 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 1,050 | 906 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,020 | 878 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 1,170 | 766 | ||
Travelers Cos. Inc. | 3.050% | 6/8/51 | 585 | 417 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 983 | 1,124 | ||
Unum Group | 5.750% | 8/15/42 | 325 | 295 | ||
Unum Group | 4.500% | 12/15/49 | 1,125 | 817 | ||
Unum Group | 4.125% | 6/15/51 | 1,200 | 860 | ||
Visa Inc. | 4.150% | 12/14/35 | 2,867 | 2,824 | ||
Visa Inc. | 2.700% | 4/15/40 | 1,039 | 822 | ||
Visa Inc. | 4.300% | 12/14/45 | 7,301 | 7,037 | ||
Visa Inc. | 3.650% | 9/15/47 | 1,580 | 1,383 | ||
Visa Inc. | 2.000% | 8/15/50 | 2,900 | 1,831 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 475 | 468 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 700 | 596 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 1,505 | 1,371 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 400 | 290 | ||
W R Berkley Corp. | 3.150% | 9/30/61 | 495 | 318 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 1,628 | 1,633 | ||
3 | Wells Fargo & Co. | 5.950% | 12/15/36 | 1,266 | 1,270 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Wells Fargo & Co. | 3.068% | 4/30/41 | 8,205 | 6,115 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 1,531 | 1,465 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 5,472 | 5,337 | ||
3 | Wells Fargo & Co. | 4.650% | 11/4/44 | 4,198 | 3,625 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 5,905 | 4,773 | ||
3 | Wells Fargo & Co. | 4.900% | 11/17/45 | 3,532 | 3,142 | |
3 | Wells Fargo & Co. | 4.400% | 6/14/46 | 4,204 | 3,467 | |
3 | Wells Fargo & Co. | 4.750% | 12/7/46 | 3,706 | 3,218 | |
3 | Wells Fargo & Co. | 5.013% | 4/4/51 | 11,352 | 10,682 | |
3 | Wells Fargo & Co. | 4.611% | 4/25/53 | 3,675 | 3,259 | |
3 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 2,511 | 2,623 | |
3 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 2,089 | 2,338 | |
Western Union Co. | 6.200% | 11/17/36 | 950 | 948 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 2,574 | 2,162 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 2,270 | 1,544 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 1,095 | 954 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 1,051 | 788 | ||
XL Group Ltd. | 5.250% | 12/15/43 | 1,025 | 1,036 | ||
536,730 | ||||||
Health Care (7.2%) | ||||||
Abbott Laboratories | 4.750% | 11/30/36 | 2,035 | 2,112 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 1,118 | 1,293 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 2,111 | 2,400 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 1,218 | 1,308 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 1,190 | 1,206 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 5,510 | 5,665 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 2,423 | 2,370 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 4,292 | 4,161 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 3,877 | 3,645 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 6,315 | 5,636 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 1,240 | 1,146 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 6,178 | 5,629 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 1,890 | 1,805 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 2,167 | 2,049 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 5,836 | 5,477 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 2,692 | 2,437 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 2,187 | 2,101 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 10,723 | 9,460 | ||
Adventist Health System | 3.630% | 3/1/49 | 850 | 626 | ||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 825 | 737 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 1,095 | 833 | ||
3 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 373 | 271 | |
Aetna Inc. | 6.625% | 6/15/36 | 1,234 | 1,369 | ||
Aetna Inc. | 6.750% | 12/15/37 | 1,363 | 1,504 | ||
Aetna Inc. | 4.500% | 5/15/42 | 803 | 721 | ||
Aetna Inc. | 4.125% | 11/15/42 | 1,295 | 1,096 | ||
Aetna Inc. | 4.750% | 3/15/44 | 1,123 | 1,026 | ||
Aetna Inc. | 3.875% | 8/15/47 | 700 | 556 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 875 | 863 | ||
3 | AHS Hospital Corp. | 2.780% | 7/1/51 | 1,050 | 699 | |
3 | Allina Health System | 3.887% | 4/15/49 | 1,235 | 1,012 | |
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,049 | 886 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 903 | 783 | ||
Amgen Inc. | 3.150% | 2/21/40 | 3,299 | 2,587 | ||
Amgen Inc. | 2.800% | 8/15/41 | 1,810 | 1,325 | ||
Amgen Inc. | 4.950% | 10/1/41 | 1,060 | 1,011 | ||
Amgen Inc. | 5.150% | 11/15/41 | 1,116 | 1,086 | ||
Amgen Inc. | 5.600% | 3/2/43 | 3,705 | 3,820 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amgen Inc. | 4.400% | 5/1/45 | 4,275 | 3,768 | ||
Amgen Inc. | 4.563% | 6/15/48 | 2,552 | 2,313 | ||
Amgen Inc. | 3.375% | 2/21/50 | 5,897 | 4,416 | ||
Amgen Inc. | 4.663% | 6/15/51 | 8,898 | 8,096 | ||
Amgen Inc. | 3.000% | 1/15/52 | 2,705 | 1,857 | ||
Amgen Inc. | 4.200% | 2/22/52 | 2,933 | 2,491 | ||
Amgen Inc. | 4.875% | 3/1/53 | 1,115 | 1,045 | ||
Amgen Inc. | 5.650% | 3/2/53 | 8,015 | 8,342 | ||
Amgen Inc. | 2.770% | 9/1/53 | 967 | 618 | ||
Amgen Inc. | 4.400% | 2/22/62 | 3,350 | 2,828 | ||
Amgen Inc. | 5.750% | 3/2/63 | 4,760 | 4,938 | ||
3 | Ascension Health | 3.106% | 11/15/39 | 1,005 | 807 | |
Ascension Health | 3.945% | 11/15/46 | 2,172 | 1,882 | ||
3 | Ascension Health | 4.847% | 11/15/53 | 922 | 914 | |
AstraZeneca plc | 6.450% | 9/15/37 | 5,461 | 6,440 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 1,300 | 1,183 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 2,493 | 2,397 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 1,295 | 1,229 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 584 | 369 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 1,715 | 1,302 | ||
Banner Health | 2.907% | 1/1/42 | 825 | 616 | ||
Banner Health | 2.913% | 1/1/51 | 666 | 457 | ||
3 | Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | 500 | 312 | |
3 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 1,166 | 884 | |
Baxalta Inc. | 5.250% | 6/23/45 | 2,110 | 2,076 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 845 | 597 | ||
Baxter International Inc. | 3.132% | 12/1/51 | 1,597 | 1,035 | ||
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 1,090 | 959 | ||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,151 | 973 | ||
3 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 920 | 625 | |
Becton Dickinson & Co. | 4.685% | 12/15/44 | 1,765 | 1,643 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 2,816 | 2,626 | ||
Becton Dickinson & Co. | 3.794% | 5/20/50 | 1,234 | 1,000 | ||
3 | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 850 | 560 | |
3 | BHSH System Obligated Group | 3.487% | 7/15/49 | 925 | 710 | |
Biogen Inc. | 3.150% | 5/1/50 | 3,990 | 2,782 | ||
Biogen Inc. | 3.250% | 2/15/51 | 1,306 | 921 | ||
3 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 825 | 586 | |
Boston Scientific Corp. | 6.750% | 11/15/35 | 460 | 521 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 802 | 752 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 439 | 538 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 1,055 | 1,004 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 3,290 | 3,063 | ||
Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 1,638 | 1,396 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 544 | 435 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 2,061 | 2,002 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 2,526 | 2,337 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 3,216 | 3,043 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 7,336 | 6,656 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 3,395 | 2,276 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 3,762 | 3,145 | ||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 2,335 | 1,926 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 1,250 | 1,084 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 1,022 | 875 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 922 | 830 | ||
3 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 1,000 | 719 | |
Children's Health System of Texas | 2.511% | 8/15/50 | 1,175 | 755 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Children's Hospital | 2.928% | 7/15/50 | 850 | 563 | |
3 | Children's Hospital Corp. | 4.115% | 1/1/47 | 580 | 517 | |
3 | Children's Hospital Corp. | 2.585% | 2/1/50 | 793 | 524 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 750 | 701 | ||
3 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 1,050 | 697 | |
Cigna Group | 4.800% | 8/15/38 | 3,727 | 3,615 | ||
Cigna Group | 3.200% | 3/15/40 | 2,258 | 1,769 | ||
3 | Cigna Group | 6.125% | 11/15/41 | 515 | 565 | |
3 | Cigna Group | 4.800% | 7/15/46 | 2,960 | 2,712 | |
3 | Cigna Group | 3.875% | 10/15/47 | 1,490 | 1,201 | |
Cigna Group | 4.900% | 12/15/48 | 4,352 | 4,095 | ||
Cigna Group | 3.400% | 3/15/50 | 2,465 | 1,822 | ||
Cigna Group | 3.400% | 3/15/51 | 3,875 | 2,851 | ||
3 | City of Hope | 5.623% | 11/15/43 | 925 | 941 | |
3 | City of Hope | 4.378% | 8/15/48 | 505 | 438 | |
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 790 | 733 | ||
3 | CommonSpirit Health | 4.350% | 11/1/42 | 2,152 | 1,840 | |
CommonSpirit Health | 3.817% | 10/1/49 | 815 | 632 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 1,067 | 871 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 1,740 | 1,344 | ||
3 | Community Health Network Inc. | 3.099% | 5/1/50 | 900 | 606 | |
3 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 1,150 | 852 | |
CVS Health Corp. | 4.875% | 7/20/35 | 1,898 | 1,858 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 9,283 | 8,845 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 630 | 666 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 1,639 | 1,410 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 1,170 | 837 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 1,580 | 1,553 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 6,541 | 6,199 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 15,375 | 14,387 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 1,867 | 1,554 | ||
CVS Health Corp. | 5.625% | 2/21/53 | 2,000 | 2,026 | ||
Danaher Corp. | 4.375% | 9/15/45 | 1,882 | 1,751 | ||
Danaher Corp. | 2.600% | 10/1/50 | 1,255 | 859 | ||
Danaher Corp. | 2.800% | 12/10/51 | 905 | 634 | ||
3 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 500 | 409 | |
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 925 | 775 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 2,005 | 1,583 | ||
Dignity Health | 4.500% | 11/1/42 | 1,250 | 1,100 | ||
Dignity Health | 5.267% | 11/1/64 | 825 | 769 | ||
3 | Duke University Health System Inc. | 3.920% | 6/1/47 | 1,305 | 1,129 | |
Elevance Health Inc. | 5.950% | 12/15/34 | 1,012 | 1,092 | ||
Elevance Health Inc. | 5.850% | 1/15/36 | 638 | 680 | ||
Elevance Health Inc. | 6.375% | 6/15/37 | 831 | 929 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 1,199 | 1,119 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 2,459 | 2,303 | ||
Elevance Health Inc. | 5.100% | 1/15/44 | 1,339 | 1,305 | ||
Elevance Health Inc. | 4.650% | 8/15/44 | 2,137 | 1,967 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 3,396 | 3,029 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 2,688 | 2,449 | ||
Elevance Health Inc. | 3.700% | 9/15/49 | 420 | 333 | ||
Elevance Health Inc. | 3.125% | 5/15/50 | 1,760 | 1,262 | ||
Elevance Health Inc. | 3.600% | 3/15/51 | 1,610 | 1,260 | ||
Elevance Health Inc. | 4.550% | 5/15/52 | 1,495 | 1,347 | ||
Elevance Health Inc. | 6.100% | 10/15/52 | 1,130 | 1,261 | ||
Elevance Health Inc. | 5.125% | 2/15/53 | 1,450 | 1,444 | ||
Elevance Health Inc. | 4.850% | 8/15/54 | 500 | 442 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 1,075 | 981 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Eli Lilly & Co. | 2.250% | 5/15/50 | 3,360 | 2,218 | ||
Eli Lilly & Co. | 4.875% | 2/27/53 | 3,035 | 3,138 | ||
Eli Lilly & Co. | 4.150% | 3/15/59 | 1,000 | 906 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 2,165 | 1,385 | ||
Eli Lilly & Co. | 4.950% | 2/27/63 | 1,650 | 1,695 | ||
3 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 725 | 561 | |
5 | GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | 1,792 | 2,002 | |
Gilead Sciences Inc. | 4.600% | 9/1/35 | 2,134 | 2,115 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 1,763 | 1,632 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 3,450 | 2,542 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 1,731 | 1,870 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 3,040 | 2,947 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 2,985 | 2,779 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 3,032 | 2,913 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 1,250 | 1,098 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 4,117 | 2,846 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 1,360 | 1,451 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 5,190 | 6,113 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 1,282 | 1,168 | ||
3 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 925 | 660 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 710 | 622 | ||
3 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 850 | 577 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 525 | 474 | ||
3 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 900 | 652 | |
HCA Inc. | 5.125% | 6/15/39 | 1,773 | 1,654 | ||
5 | HCA Inc. | 4.375% | 3/15/42 | 1,145 | 960 | |
HCA Inc. | 5.500% | 6/15/47 | 3,020 | 2,834 | ||
HCA Inc. | 5.250% | 6/15/49 | 4,026 | 3,633 | ||
HCA Inc. | 3.500% | 7/15/51 | 2,857 | 1,973 | ||
5 | HCA Inc. | 4.625% | 3/15/52 | 3,085 | 2,563 | |
Humana Inc. | 4.625% | 12/1/42 | 504 | 454 | ||
Humana Inc. | 4.950% | 10/1/44 | 1,365 | 1,279 | ||
Humana Inc. | 4.800% | 3/15/47 | 715 | 653 | ||
Humana Inc. | 3.950% | 8/15/49 | 950 | 779 | ||
Humana Inc. | 5.500% | 3/15/53 | 1,300 | 1,321 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 1,075 | 947 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 645 | 552 | ||
3 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 750 | 509 | |
Inova Health System Foundation | 4.068% | 5/15/52 | 595 | 513 | ||
3 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 1,030 | 798 | |
3 | Iowa Health System | 3.665% | 2/15/50 | 900 | 693 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 498 | 421 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 645 | 699 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 2,829 | 2,911 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 2,354 | 2,184 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 3,252 | 3,008 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 690 | 801 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 1,090 | 981 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 2,380 | 1,729 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 1,328 | 1,324 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 1,305 | 1,340 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 1,049 | 1,057 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 3,740 | 3,350 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 1,795 | 1,608 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 1,632 | 1,428 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 3,610 | 2,426 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 1,315 | 866 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 1,620 | 1,194 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 1,901 | 1,859 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 3,248 | 2,850 | ||
3 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 2,025 | 1,512 | |
3 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 1,805 | 1,275 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 1,140 | 1,316 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 955 | 891 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 1,374 | 1,232 | ||
3 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 601 | 491 | |
3 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 1,206 | 891 | |
3 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 1,200 | 862 | |
3 | Mayo Clinic | 3.774% | 11/15/43 | 740 | 636 | |
3 | Mayo Clinic | 4.128% | 11/15/52 | 540 | 479 | |
3 | Mayo Clinic | 3.196% | 11/15/61 | 1,300 | 905 | |
3 | McLaren Health Care Corp. | 4.386% | 5/15/48 | 950 | 849 | |
3 | MedStar Health Inc. | 3.626% | 8/15/49 | 822 | 599 | |
Medtronic Inc. | 4.375% | 3/15/35 | 3,614 | 3,560 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 3,707 | 3,632 | ||
Memorial Health Services | 3.447% | 11/1/49 | 1,000 | 763 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 1,175 | 1,197 | ||
3 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 420 | 297 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 1,070 | 942 | ||
3 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 648 | 562 | |
Merck & Co. Inc. | 6.500% | 12/1/33 | 1,725 | 2,023 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 1,367 | 1,253 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 1,225 | 903 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 3,322 | 2,841 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 1,899 | 1,780 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 3,295 | 2,871 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 3,130 | 2,810 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 3,399 | 2,286 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 2,865 | 2,028 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 3,105 | 2,128 | ||
3 | Methodist Hospital | 2.705% | 12/1/50 | 1,375 | 917 | |
3 | Montefiore Obligated Group | 5.246% | 11/1/48 | 825 | 602 | |
Montefiore Obligated Group | 4.287% | 9/1/50 | 750 | 464 | ||
3 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 898 | 740 | |
3 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 1,265 | 982 | |
3 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 500 | 353 | |
MultiCare Health System | 2.803% | 8/15/50 | 775 | 484 | ||
Mylan Inc. | 5.400% | 11/29/43 | 1,461 | 1,214 | ||
Mylan Inc. | 5.200% | 4/15/48 | 1,390 | 1,096 | ||
3 | MyMichigan Health | 3.409% | 6/1/50 | 756 | 536 | |
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 925 | 639 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 980 | 867 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 761 | 660 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 550 | 334 | ||
3 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 1,080 | 807 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 1,405 | 1,115 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 1,059 | 904 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 1,100 | 864 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 625 | 494 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 800 | 577 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 825 | 579 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 840 | 748 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 4,238 | 4,174 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 2,293 | 2,110 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 2,365 | 1,750 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 1,060 | 687 | |
3 | NYU Langone Hospitals | 5.750% | 7/1/43 | 645 | 690 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 888 | 839 | ||
3 | NYU Langone Hospitals | 4.368% | 7/1/47 | 815 | 736 | |
3 | NYU Langone Hospitals | 3.380% | 7/1/55 | 1,125 | 813 | |
OhioHealth Corp. | 2.834% | 11/15/41 | 675 | 508 | ||
3 | OhioHealth Corp. | 3.042% | 11/15/50 | 890 | 644 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 800 | 668 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 250 | 181 | ||
3 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 1,525 | 1,418 | |
PerkinElmer Inc. | 3.625% | 3/15/51 | 605 | 441 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 3,773 | 3,628 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 3,000 | 2,817 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 2,660 | 2,411 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 3,723 | 4,690 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 1,955 | 1,468 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 1,482 | 1,395 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 1,705 | 1,640 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 2,627 | 2,414 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 1,491 | 1,386 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 1,345 | 1,219 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 3,470 | 2,488 | ||
Piedmont Healthcare Inc. | 2.864% | 1/1/52 | 1,115 | 710 | ||
Presbyterian Healthcare Services | 4.875% | 8/1/52 | 700 | 689 | ||
3 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 1,470 | 1,172 | |
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 704 | 637 | ||
3 | Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | 415 | 304 | |
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 1,026 | 685 | ||
Royalty Pharma plc | 3.300% | 9/2/40 | 2,100 | 1,527 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 3,471 | 2,389 | ||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 885 | 745 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 702 | 551 | ||
3 | Sharp HealthCare | 2.680% | 8/1/50 | 875 | 550 | |
3 | Stanford Health Care | 3.795% | 11/15/48 | 1,179 | 984 | |
Stanford Health Care | 3.027% | 8/15/51 | 735 | 528 | ||
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 1,305 | 960 | ||
Stryker Corp. | 4.100% | 4/1/43 | 720 | 627 | ||
Stryker Corp. | 4.375% | 5/15/44 | 805 | 723 | ||
Stryker Corp. | 4.625% | 3/15/46 | 1,540 | 1,440 | ||
Stryker Corp. | 2.900% | 6/15/50 | 599 | 426 | ||
Summa Health | 3.511% | 11/15/51 | 350 | 253 | ||
3 | Sutter Health | 3.161% | 8/15/40 | 500 | 382 | |
3 | Sutter Health | 4.091% | 8/15/48 | 985 | 824 | |
3 | Sutter Health | 3.361% | 8/15/50 | 1,075 | 784 | |
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 2,144 | 1,636 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 2,961 | 2,118 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 2,151 | 1,512 | ||
Texas Health Resources | 2.328% | 11/15/50 | 825 | 496 | ||
3 | Texas Health Resources | 4.330% | 11/15/55 | 775 | 681 | |
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 2,181 | 1,660 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 1,113 | 1,164 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 1,292 | 1,180 | ||
Toledo Hospital | 5.750% | 11/15/38 | 700 | 687 | ||
3 | Trinity Health Corp. | 2.632% | 12/1/40 | 500 | 363 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 825 | 722 | ||
3 | Trinity Health Corp. | 3.434% | 12/1/48 | 1,155 | 918 | |
UnitedHealth Group Inc. | 4.500% | 4/15/33 | 2,000 | 1,988 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 2,946 | 2,961 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 1,240 | 1,355 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 2,800 | 3,224 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 1,650 | 1,935 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 2,299 | 2,777 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 1,191 | 1,016 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 653 | 495 | ||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 481 | 521 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 610 | 673 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 2,475 | 1,951 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 490 | 453 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 1,057 | 926 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 2,555 | 2,371 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,964 | 1,934 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 2,017 | 1,795 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 1,718 | 1,540 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 1,570 | 1,316 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 2,959 | 2,662 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 924 | 855 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 2,085 | 1,706 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 2,195 | 1,557 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 3,955 | 2,975 | ||
UnitedHealth Group Inc. | 4.750% | 5/15/52 | 4,050 | 3,947 | ||
UnitedHealth Group Inc. | 5.875% | 2/15/53 | 4,130 | 4,642 | ||
UnitedHealth Group Inc. | 5.050% | 4/15/53 | 2,288 | 2,313 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 2,570 | 2,068 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 1,665 | 1,168 | ||
UnitedHealth Group Inc. | 4.950% | 5/15/62 | 2,250 | 2,192 | ||
UnitedHealth Group Inc. | 6.050% | 2/15/63 | 2,845 | 3,253 | ||
UnitedHealth Group Inc. | 5.200% | 4/15/63 | 3,200 | 3,243 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 2,090 | 1,660 | ||
Viatris Inc. | 3.850% | 6/22/40 | 2,790 | 1,960 | ||
Viatris Inc. | 4.000% | 6/22/50 | 2,101 | 1,382 | ||
3 | WakeMed | 3.286% | 10/1/52 | 450 | 316 | |
3 | West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 500 | 338 | |
3 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 1,455 | 948 | |
Wyeth LLC | 6.500% | 2/1/34 | 1,016 | 1,174 | ||
Wyeth LLC | 6.000% | 2/15/36 | 1,610 | 1,785 | ||
Wyeth LLC | 5.950% | 4/1/37 | 2,090 | 2,344 | ||
3 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 1,000 | 636 | |
Zimmer Biomet Holdings Inc. | 4.250% | 8/15/35 | 373 | 326 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 600 | 612 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 795 | 689 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 2,101 | 1,965 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 856 | 721 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 794 | 721 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 840 | 599 | ||
604,636 | ||||||
Industrials (4.0%) | ||||||
3 | 3M Co. | 5.700% | 3/15/37 | 640 | 690 | |
3 | 3M Co. | 3.875% | 6/15/44 | 540 | 450 | |
3 | 3M Co. | 3.125% | 9/19/46 | 1,230 | 887 | |
3 | 3M Co. | 3.625% | 10/15/47 | 1,455 | 1,147 | |
3 | 3M Co. | 4.000% | 9/14/48 | 1,800 | 1,530 | |
3M Co. | 3.250% | 8/26/49 | 1,818 | 1,355 | ||
3M Co. | 3.700% | 4/15/50 | 1,063 | 873 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | 1,217 | 997 | |
Boeing Co. | 3.600% | 5/1/34 | 1,590 | 1,364 | ||
Boeing Co. | 3.250% | 2/1/35 | 1,490 | 1,215 | ||
Boeing Co. | 6.625% | 2/15/38 | 655 | 713 | ||
Boeing Co. | 3.550% | 3/1/38 | 759 | 605 | ||
Boeing Co. | 3.500% | 3/1/39 | 729 | 569 | ||
Boeing Co. | 6.875% | 3/15/39 | 873 | 975 | ||
Boeing Co. | 5.875% | 2/15/40 | 903 | 928 | ||
Boeing Co. | 5.705% | 5/1/40 | 6,022 | 6,075 | ||
Boeing Co. | 3.375% | 6/15/46 | 1,120 | 794 | ||
Boeing Co. | 3.650% | 3/1/47 | 561 | 406 | ||
Boeing Co. | 3.625% | 3/1/48 | 655 | 469 | ||
Boeing Co. | 3.850% | 11/1/48 | 950 | 708 | ||
Boeing Co. | 3.900% | 5/1/49 | 1,780 | 1,346 | ||
Boeing Co. | 3.750% | 2/1/50 | 940 | 710 | ||
Boeing Co. | 5.805% | 5/1/50 | 10,453 | 10,510 | ||
Boeing Co. | 3.825% | 3/1/59 | 549 | 389 | ||
Boeing Co. | 3.950% | 8/1/59 | 1,191 | 876 | ||
Boeing Co. | 5.930% | 5/1/60 | 7,122 | 7,119 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 719 | 812 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 745 | 845 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 1,530 | 1,648 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 1,344 | 1,352 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 1,221 | 1,272 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 791 | 787 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 1,705 | 1,582 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 1,345 | 1,243 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 1,531 | 1,415 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 1,466 | 1,493 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 1,776 | 1,741 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 1,675 | 1,587 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 2,140 | 1,905 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 792 | 754 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 1,861 | 1,575 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 2,530 | 2,237 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 1,745 | 1,530 | ||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 1,240 | 996 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 2,658 | 1,930 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 2,088 | 1,594 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 1,875 | 1,313 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 1,082 | 1,225 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 1,159 | 1,316 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 655 | 498 | ||
Canadian National Railway Co. | 3.650% | 2/3/48 | 1,125 | 932 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 1,005 | 939 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 1,000 | 654 | ||
Canadian National Railway Co. | 4.400% | 8/5/52 | 1,575 | 1,478 | ||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 1,547 | 1,537 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 270 | 290 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 1,680 | 1,340 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 1,466 | 1,420 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 4,965 | 3,566 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 1,265 | 1,360 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 2,780 | 2,208 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 4,071 | 3,082 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 975 | 1,022 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 635 | 718 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Caterpillar Inc. | 5.200% | 5/27/41 | 1,532 | 1,627 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 3,529 | 3,135 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 2,282 | 1,813 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 2,700 | 2,149 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 546 | 537 | ||
Crane Holdings Co. | 4.200% | 3/15/48 | 950 | 688 | ||
CSX Corp. | 6.000% | 10/1/36 | 665 | 717 | ||
CSX Corp. | 6.150% | 5/1/37 | 1,255 | 1,381 | ||
CSX Corp. | 6.220% | 4/30/40 | 1,361 | 1,506 | ||
CSX Corp. | 5.500% | 4/15/41 | 1,019 | 1,050 | ||
CSX Corp. | 4.750% | 5/30/42 | 1,704 | 1,609 | ||
CSX Corp. | 4.100% | 3/15/44 | 1,430 | 1,246 | ||
CSX Corp. | 3.800% | 11/1/46 | 1,408 | 1,149 | ||
CSX Corp. | 4.300% | 3/1/48 | 1,631 | 1,446 | ||
CSX Corp. | 4.750% | 11/15/48 | 1,208 | 1,133 | ||
CSX Corp. | 4.500% | 3/15/49 | 1,941 | 1,763 | ||
CSX Corp. | 3.350% | 9/15/49 | 615 | 465 | ||
CSX Corp. | 3.800% | 4/15/50 | 769 | 625 | ||
CSX Corp. | 3.950% | 5/1/50 | 1,325 | 1,109 | ||
CSX Corp. | 2.500% | 5/15/51 | 750 | 485 | ||
CSX Corp. | 4.500% | 11/15/52 | 2,069 | 1,893 | ||
CSX Corp. | 4.500% | 8/1/54 | 1,170 | 1,040 | ||
CSX Corp. | 4.250% | 11/1/66 | 325 | 270 | ||
CSX Corp. | 4.650% | 3/1/68 | 518 | 462 | ||
Cummins Inc. | 4.875% | 10/1/43 | 1,128 | 1,092 | ||
Cummins Inc. | 2.600% | 9/1/50 | 1,025 | 670 | ||
Deere & Co. | 3.900% | 6/9/42 | 2,518 | 2,314 | ||
Deere & Co. | 2.875% | 9/7/49 | 1,564 | 1,180 | ||
Deere & Co. | 3.750% | 4/15/50 | 1,726 | 1,531 | ||
Dover Corp. | 5.375% | 10/15/35 | 565 | 588 | ||
Dover Corp. | 5.375% | 3/1/41 | 663 | 672 | ||
Eaton Corp. | 4.150% | 11/2/42 | 1,798 | 1,588 | ||
Eaton Corp. | 3.915% | 9/15/47 | 633 | 540 | ||
Eaton Corp. | 4.700% | 8/23/52 | 1,335 | 1,284 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 3,830 | 2,619 | ||
FedEx Corp. | 4.900% | 1/15/34 | 1,915 | 1,915 | ||
FedEx Corp. | 3.900% | 2/1/35 | 870 | 782 | ||
FedEx Corp. | 3.250% | 5/15/41 | 1,545 | 1,176 | ||
FedEx Corp. | 3.875% | 8/1/42 | 1,100 | 898 | ||
FedEx Corp. | 4.100% | 4/15/43 | 1,145 | 959 | ||
FedEx Corp. | 5.100% | 1/15/44 | 2,523 | 2,398 | ||
FedEx Corp. | 4.100% | 2/1/45 | 1,141 | 942 | ||
FedEx Corp. | 4.750% | 11/15/45 | 1,023 | 927 | ||
FedEx Corp. | 4.550% | 4/1/46 | 1,382 | 1,216 | ||
FedEx Corp. | 4.400% | 1/15/47 | 754 | 648 | ||
FedEx Corp. | 4.050% | 2/15/48 | 1,647 | 1,338 | ||
FedEx Corp. | 4.950% | 10/17/48 | 2,515 | 2,356 | ||
FedEx Corp. | 5.250% | 5/15/50 | 1,935 | 1,896 | ||
3 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 1,474 | 1,231 | |
Fortive Corp. | 4.300% | 6/15/46 | 1,381 | 1,118 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 1,551 | 1,464 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 1,080 | 926 | ||
3 | General Electric Co. | 5.875% | 1/14/38 | 1,895 | 2,042 | |
Honeywell International Inc. | 5.700% | 3/15/36 | 985 | 1,090 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 1,335 | 1,476 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 945 | 1,002 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 1,030 | 902 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 1,098 | 1,116 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 1,953 | 1,762 | ||
Jacobs Engineering Group Inc. | 5.900% | 3/1/33 | 329 | 330 | ||
3 | Johnson Controls International plc | 6.000% | 1/15/36 | 1,409 | 1,501 | |
3 | Johnson Controls International plc | 4.625% | 7/2/44 | 1,116 | 1,024 | |
3 | Johnson Controls International plc | 5.125% | 9/14/45 | 403 | 390 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 839 | 738 | ||
3 | Johnson Controls International plc | 4.950% | 7/2/64 | 925 | 835 | |
3 | Kansas City Southern | 4.300% | 5/15/43 | 1,065 | 918 | |
3 | Kansas City Southern | 4.950% | 8/15/45 | 956 | 894 | |
Kansas City Southern | 4.700% | 5/1/48 | 374 | 342 | ||
Kansas City Southern | 3.500% | 5/1/50 | 1,330 | 1,003 | ||
Kansas City Southern | 4.200% | 11/15/69 | 571 | 455 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 1,704 | 1,677 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 730 | 694 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 958 | 893 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 1,700 | 1,682 | ||
3 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,570 | 1,785 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 1,504 | 1,658 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 1,549 | 1,413 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 1,577 | 1,360 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 1,697 | 1,675 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 2,709 | 2,458 | ||
Lockheed Martin Corp. | 4.150% | 6/15/53 | 2,600 | 2,366 | ||
Lockheed Martin Corp. | 5.700% | 11/15/54 | 2,220 | 2,527 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 621 | 563 | ||
Lockheed Martin Corp. | 5.900% | 11/15/63 | 2,485 | 2,911 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 1,306 | 1,228 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 743 | 630 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 1,307 | 1,149 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 916 | 832 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 1,283 | 1,050 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 933 | 791 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 975 | 813 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 2,075 | 1,526 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 2,165 | 1,503 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 605 | 501 | ||
Norfolk Southern Corp. | 4.550% | 6/1/53 | 1,600 | 1,438 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 2,565 | 1,757 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 1,185 | 838 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 925 | 934 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 895 | 895 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 2,242 | 2,158 | ||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 801 | 669 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 2,407 | 2,094 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 2,597 | 2,686 | ||
Northrop Grumman Corp. | 4.950% | 3/15/53 | 1,862 | 1,854 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 1,536 | 1,191 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 1,636 | 1,217 | ||
3 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 991 | 941 | |
3 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 639 | 709 | |
3 | Parker-Hannifin Corp. | 4.450% | 11/21/44 | 1,174 | 1,085 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 1,053 | 914 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 1,919 | 1,636 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 1,010 | 887 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 623 | 575 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 947 | 1,041 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 1,773 | 1,968 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 1,350 | 1,281 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 1,080 | 1,049 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 853 | 813 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 7,462 | 7,061 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 1,595 | 1,530 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 1,457 | 1,275 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 1,871 | 1,548 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 2,153 | 1,945 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 1,711 | 1,484 | ||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 4,022 | 3,826 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 1,941 | 1,432 | ||
Raytheon Technologies Corp. | 2.820% | 9/1/51 | 1,620 | 1,118 | ||
Raytheon Technologies Corp. | 5.375% | 2/27/53 | 2,625 | 2,764 | ||
5 | Regal Rexnord Corp. | 6.400% | 4/15/33 | 2,400 | 2,404 | |
Republic Services Inc. | 5.000% | 4/1/34 | 900 | 915 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 740 | 818 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 830 | 892 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 725 | 524 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 1,235 | 1,119 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 809 | 523 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 1,229 | 1,285 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 670 | 604 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 1,105 | 1,310 | ||
Union Pacific Corp. | 4.500% | 1/20/33 | 100 | 100 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 1,463 | 1,280 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 1,410 | 1,161 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 1,008 | 885 | ||
3 | Union Pacific Corp. | 3.550% | 8/15/39 | 895 | 762 | |
Union Pacific Corp. | 3.200% | 5/20/41 | 2,626 | 2,121 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 1,025 | 876 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 2,160 | 1,638 | ||
Union Pacific Corp. | 4.000% | 4/15/47 | 1,100 | 956 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 2,270 | 1,727 | ||
Union Pacific Corp. | 2.950% | 3/10/52 | 2,063 | 1,464 | ||
Union Pacific Corp. | 4.950% | 9/9/52 | 1,860 | 1,887 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 1,565 | 1,235 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 1,805 | 1,486 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 950 | 776 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 2,275 | 1,836 | ||
Union Pacific Corp. | 3.550% | 5/20/61 | 992 | 752 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 5,030 | 3,338 | ||
Union Pacific Corp. | 5.150% | 1/20/63 | 1,207 | 1,223 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 855 | 652 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 3,071 | 2,372 | ||
Union Pacific Corp. | 3.850% | 2/14/72 | 1,105 | 875 | ||
United Parcel Service Inc. | 4.875% | 3/3/33 | 1,500 | 1,537 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 2,247 | 2,561 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 1,252 | 1,306 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 1,470 | 1,474 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 702 | 600 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 580 | 462 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 3,304 | 2,829 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 2,175 | 2,002 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 1,491 | 1,205 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 1,315 | 1,412 | ||
United Parcel Service Inc. | 5.050% | 3/3/53 | 1,750 | 1,799 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 809 | 727 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 549 | 498 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Waste Connections Inc. | 3.050% | 4/1/50 | 1,690 | 1,188 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 1,716 | 1,190 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 2,060 | 1,569 | ||
Waste Management Inc. | 4.150% | 7/15/49 | 1,225 | 1,102 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 1,230 | 792 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 705 | 673 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 1,299 | 1,075 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 966 | 858 | ||
Xylem Inc. | 4.375% | 11/1/46 | 925 | 808 | ||
336,043 | ||||||
Materials (1.7%) | ||||||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 890 | 680 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 1,420 | 1,020 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 1,050 | 1,003 | ||
Albemarle Corp. | 5.650% | 6/1/52 | 1,000 | 956 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 1,250 | 1,316 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 760 | 770 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 971 | 1,057 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 1,455 | 1,529 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 1,721 | 1,822 | ||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 2,110 | 2,264 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 1,995 | 1,807 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 5,553 | 5,616 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 700 | 612 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 1,150 | 1,103 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 2,100 | 1,797 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 850 | 768 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 1,603 | 1,491 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 272 | 365 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 1,988 | 1,930 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 2,041 | 1,769 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 788 | 704 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 2,560 | 2,522 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 860 | 763 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 2,370 | 1,772 | ||
Dow Chemical Co. | 6.900% | 5/15/53 | 1,525 | 1,765 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 2,226 | 2,241 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 3,243 | 3,245 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 1,825 | 1,634 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 754 | 653 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 1,100 | 663 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 2,010 | 1,335 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 1,879 | 1,204 | ||
FMC Corp. | 4.500% | 10/1/49 | 1,095 | 915 | ||
Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 1,910 | 1,874 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 3,204 | 2,998 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 1,390 | 1,089 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 690 | 589 | ||
International Paper Co. | 5.000% | 9/15/35 | 1,955 | 1,913 | ||
International Paper Co. | 6.000% | 11/15/41 | 855 | 890 | ||
International Paper Co. | 4.800% | 6/15/44 | 1,792 | 1,642 | ||
International Paper Co. | 4.400% | 8/15/47 | 1,500 | 1,303 | ||
International Paper Co. | 4.350% | 8/15/48 | 1,300 | 1,128 | ||
Linde Inc. | 3.550% | 11/7/42 | 1,778 | 1,480 | ||
Linde Inc. | 2.000% | 8/10/50 | 400 | 237 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 640 | 769 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 1,715 | 1,578 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 1,181 | 1,045 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
LYB International Finance III LLC | 3.375% | 10/1/40 | 1,615 | 1,196 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 1,962 | 1,533 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 1,415 | 1,110 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 1,280 | 910 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 1,535 | 1,056 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 1,932 | 1,579 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 1,960 | 1,386 | ||
Mosaic Co. | 5.450% | 11/15/33 | 1,506 | 1,514 | ||
Mosaic Co. | 4.875% | 11/15/41 | 642 | 576 | ||
Mosaic Co. | 5.625% | 11/15/43 | 1,423 | 1,386 | ||
3 | Newmont Corp. | 5.875% | 4/1/35 | 1,247 | 1,316 | |
Newmont Corp. | 6.250% | 10/1/39 | 1,690 | 1,846 | ||
Newmont Corp. | 4.875% | 3/15/42 | 2,041 | 1,952 | ||
Newmont Corp. | 5.450% | 6/9/44 | 850 | 845 | ||
Nucor Corp. | 2.979% | 12/15/55 | 3,630 | 2,431 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,538 | 1,380 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 1,325 | 1,383 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 1,130 | 1,127 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 1,425 | 1,313 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 1,070 | 1,021 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 1,825 | 1,693 | ||
Nutrien Ltd. | 5.800% | 3/27/53 | 500 | 516 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 830 | 680 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 939 | 640 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 1,398 | 1,487 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 2,256 | 2,318 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 2,300 | 1,590 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,520 | 1,476 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 1,221 | 1,097 | ||
Rio Tinto Finance USA plc | 5.125% | 3/9/53 | 2,000 | 2,060 | ||
RPM International Inc. | 5.250% | 6/1/45 | 400 | 365 | ||
RPM International Inc. | 4.250% | 1/15/48 | 765 | 593 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 1,196 | 1,050 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 2,048 | 1,809 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 2,400 | 1,867 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 810 | 574 | ||
Sherwin-Williams Co. | 2.900% | 3/15/52 | 485 | 312 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 1,770 | 2,067 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 1,820 | 2,037 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 2,568 | 2,467 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 2,765 | 2,879 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 800 | 559 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 894 | 903 | ||
Teck Resources Ltd. | 5.200% | 3/1/42 | 1,240 | 1,134 | ||
Teck Resources Ltd. | 5.400% | 2/1/43 | 530 | 495 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 1,008 | 1,176 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 2,625 | 2,740 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 2,850 | 2,962 | ||
Vale SA | 5.625% | 9/11/42 | 500 | 492 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 1,910 | 1,699 | ||
Westlake Corp. | 2.875% | 8/15/41 | 540 | 365 | ||
Westlake Corp. | 5.000% | 8/15/46 | 1,630 | 1,419 | ||
Westlake Corp. | 4.375% | 11/15/47 | 1,230 | 987 | ||
Westlake Corp. | 3.125% | 8/15/51 | 784 | 500 | ||
Westlake Corp. | 3.375% | 8/15/61 | 875 | 541 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 1,820 | 1,493 | ||
141,528 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Real Estate (0.6%) | ||||||
Agree LP | 2.600% | 6/15/33 | 775 | 609 | ||
Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | 2,834 | 2,266 | ||
Alexandria Real Estate Equities Inc. | 4.750% | 4/15/35 | 530 | 497 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 575 | 499 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 1,670 | 1,258 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 1,190 | 731 | ||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 2,410 | 1,684 | ||
American Homes 4 Rent LP | 4.300% | 4/15/52 | 677 | 532 | ||
American Tower Corp. | 3.700% | 10/15/49 | 1,040 | 754 | ||
American Tower Corp. | 3.100% | 6/15/50 | 1,909 | 1,253 | ||
American Tower Corp. | 2.950% | 1/15/51 | 1,940 | 1,244 | ||
3 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 740 | 582 | |
3 | AvalonBay Communities Inc. | 4.150% | 7/1/47 | 525 | 432 | |
Camden Property Trust | 3.350% | 11/1/49 | 685 | 505 | ||
Corporate Office Properties LP | 2.900% | 12/1/33 | 1,374 | 956 | ||
Crown Castle Inc. | 2.900% | 4/1/41 | 2,497 | 1,780 | ||
Crown Castle Inc. | 4.750% | 5/15/47 | 428 | 374 | ||
Crown Castle Inc. | 5.200% | 2/15/49 | 1,308 | 1,212 | ||
Crown Castle Inc. | 4.000% | 11/15/49 | 690 | 536 | ||
Crown Castle Inc. | 4.150% | 7/1/50 | 775 | 620 | ||
Crown Castle Inc. | 3.250% | 1/15/51 | 1,785 | 1,230 | ||
Equinix Inc. | 3.000% | 7/15/50 | 1,121 | 737 | ||
Equinix Inc. | 2.950% | 9/15/51 | 1,468 | 938 | ||
Equinix Inc. | 3.400% | 2/15/52 | 605 | 425 | ||
ERP Operating LP | 4.500% | 7/1/44 | 880 | 770 | ||
ERP Operating LP | 4.000% | 8/1/47 | 700 | 561 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 596 | 493 | ||
Essex Portfolio LP | 2.650% | 9/1/50 | 624 | 371 | ||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 970 | 789 | ||
Healthpeak OP LLC | 6.750% | 2/1/41 | 880 | 932 | ||
Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 1,100 | 844 | ||
Kilroy Realty LP | 2.650% | 11/15/33 | 900 | 559 | ||
Kimco Realty OP LLC | 4.250% | 4/1/45 | 255 | 200 | ||
Kimco Realty OP LLC | 4.125% | 12/1/46 | 750 | 570 | ||
Kimco Realty OP LLC | 4.450% | 9/1/47 | 680 | 545 | ||
Kimco Realty OP LLC | 3.700% | 10/1/49 | 685 | 495 | ||
Mid-America Apartments LP | 2.875% | 9/15/51 | 720 | 469 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 1,455 | 1,000 | ||
National Retail Properties Inc. | 3.000% | 4/15/52 | 1,211 | 757 | ||
Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | 965 | 705 | ||
Prologis LP | 4.375% | 9/15/48 | 773 | 677 | ||
Prologis LP | 3.050% | 3/1/50 | 1,260 | 873 | ||
Prologis LP | 3.000% | 4/15/50 | 1,350 | 932 | ||
Prologis LP | 2.125% | 10/15/50 | 1,410 | 798 | ||
Prologis LP | 5.250% | 6/15/53 | 600 | 598 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 842 | 625 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 1,156 | 1,058 | ||
Regency Centers LP | 4.400% | 2/1/47 | 680 | 558 | ||
Regency Centers LP | 4.650% | 3/15/49 | 589 | 502 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 1,277 | 1,421 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 1,135 | 1,001 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 646 | 524 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 1,895 | 1,567 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 1,765 | 1,196 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 940 | 698 | ||
Simon Property Group LP | 5.850% | 3/8/53 | 889 | 885 | ||
3 | UDR Inc. | 1.900% | 3/15/33 | 640 | 479 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UDR Inc. | 3.100% | 11/1/34 | 775 | 633 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 450 | 435 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 900 | 781 | ||
VICI Properties LP | 5.625% | 5/15/52 | 1,490 | 1,342 | ||
Welltower OP LLC | 6.500% | 3/15/41 | 925 | 964 | ||
Welltower OP LLC | 4.950% | 9/1/48 | 1,095 | 942 | ||
Weyerhaeuser Co. | 4.000% | 3/9/52 | 900 | 734 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 828 | 632 | ||
52,569 | ||||||
Technology (4.4%) | ||||||
Analog Devices Inc. | 2.800% | 10/1/41 | 1,695 | 1,295 | ||
Analog Devices Inc. | 2.950% | 10/1/51 | 2,045 | 1,498 | ||
Apple Inc. | 4.500% | 2/23/36 | 1,500 | 1,550 | ||
Apple Inc. | 2.375% | 2/8/41 | 2,430 | 1,821 | ||
Apple Inc. | 3.850% | 5/4/43 | 6,353 | 5,787 | ||
Apple Inc. | 4.450% | 5/6/44 | 2,200 | 2,201 | ||
Apple Inc. | 3.450% | 2/9/45 | 4,355 | 3,741 | ||
Apple Inc. | 4.375% | 5/13/45 | 3,759 | 3,647 | ||
Apple Inc. | 4.650% | 2/23/46 | 5,841 | 5,860 | ||
Apple Inc. | 3.850% | 8/4/46 | 5,052 | 4,506 | ||
Apple Inc. | 3.750% | 9/12/47 | 2,424 | 2,118 | ||
Apple Inc. | 3.750% | 11/13/47 | 2,461 | 2,153 | ||
Apple Inc. | 2.950% | 9/11/49 | 3,621 | 2,736 | ||
Apple Inc. | 2.650% | 5/11/50 | 1,629 | 1,151 | ||
Apple Inc. | 2.400% | 8/20/50 | 2,555 | 1,708 | ||
Apple Inc. | 2.650% | 2/8/51 | 6,995 | 4,905 | ||
Apple Inc. | 2.700% | 8/5/51 | 4,066 | 2,863 | ||
Apple Inc. | 3.950% | 8/8/52 | 3,095 | 2,774 | ||
Apple Inc. | 2.550% | 8/20/60 | 4,318 | 2,862 | ||
Apple Inc. | 2.800% | 2/8/61 | 4,457 | 3,036 | ||
Apple Inc. | 2.850% | 8/5/61 | 2,649 | 1,827 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 1,620 | 1,688 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 1,580 | 1,751 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 648 | 607 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 1,710 | 1,224 | ||
5 | Broadcom Inc. | 3.419% | 4/15/33 | 5,066 | 4,238 | |
5 | Broadcom Inc. | 3.469% | 4/15/34 | 5,105 | 4,195 | |
5 | Broadcom Inc. | 3.137% | 11/15/35 | 7,365 | 5,676 | |
5 | Broadcom Inc. | 3.187% | 11/15/36 | 4,630 | 3,509 | |
5 | Broadcom Inc. | 4.926% | 5/15/37 | 4,455 | 4,042 | |
5 | Broadcom Inc. | 3.500% | 2/15/41 | 5,870 | 4,423 | |
5 | Broadcom Inc. | 3.750% | 2/15/51 | 3,330 | 2,459 | |
Cisco Systems Inc. | 5.900% | 2/15/39 | 4,452 | 5,025 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 2,840 | 3,102 | ||
Corning Inc. | 4.700% | 3/15/37 | 1,150 | 1,113 | ||
Corning Inc. | 5.750% | 8/15/40 | 1,013 | 1,061 | ||
Corning Inc. | 4.750% | 3/15/42 | 350 | 328 | ||
Corning Inc. | 5.350% | 11/15/48 | 1,771 | 1,765 | ||
Corning Inc. | 3.900% | 11/15/49 | 610 | 471 | ||
Corning Inc. | 4.375% | 11/15/57 | 1,265 | 1,076 | ||
Corning Inc. | 5.850% | 11/15/68 | 496 | 494 | ||
Corning Inc. | 5.450% | 11/15/79 | 1,434 | 1,319 | ||
Dell International LLC | 8.100% | 7/15/36 | 1,816 | 2,111 | ||
5 | Dell International LLC | 3.375% | 12/15/41 | 2,575 | 1,802 | |
Dell International LLC | 8.350% | 7/15/46 | 1,804 | 2,195 | ||
5 | Dell International LLC | 3.450% | 12/15/51 | 2,370 | 1,544 | |
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 1,815 | 1,269 | ||
Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 366 | 303 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Fidelity National Information Services Inc. | 5.625% | 7/15/52 | 800 | 767 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 3,995 | 3,398 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 2,212 | 1,653 | ||
Global Payments Inc. | 5.950% | 8/15/52 | 550 | 525 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 3,891 | 4,092 | ||
HP Inc. | 6.000% | 9/15/41 | 2,587 | 2,649 | ||
Intel Corp. | 4.600% | 3/25/40 | 1,770 | 1,662 | ||
Intel Corp. | 2.800% | 8/12/41 | 1,700 | 1,236 | ||
Intel Corp. | 4.250% | 12/15/42 | 1,125 | 988 | ||
Intel Corp. | 5.625% | 2/10/43 | 1,200 | 1,229 | ||
Intel Corp. | 4.900% | 7/29/45 | 2,450 | 2,468 | ||
Intel Corp. | 4.100% | 5/19/46 | 3,660 | 3,117 | ||
Intel Corp. | 4.100% | 5/11/47 | 1,220 | 1,033 | ||
Intel Corp. | 3.734% | 12/8/47 | 4,297 | 3,413 | ||
Intel Corp. | 3.250% | 11/15/49 | 4,160 | 2,962 | ||
Intel Corp. | 4.750% | 3/25/50 | 1,590 | 1,455 | ||
Intel Corp. | 3.050% | 8/12/51 | 3,865 | 2,641 | ||
Intel Corp. | 4.900% | 8/5/52 | 3,485 | 3,245 | ||
Intel Corp. | 5.700% | 2/10/53 | 4,381 | 4,463 | ||
Intel Corp. | 3.100% | 2/15/60 | 1,905 | 1,253 | ||
Intel Corp. | 3.200% | 8/12/61 | 1,045 | 691 | ||
Intel Corp. | 5.050% | 8/5/62 | 2,775 | 2,570 | ||
Intel Corp. | 5.900% | 2/10/63 | 2,345 | 2,411 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 3,708 | 3,285 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 1,820 | 1,880 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 1,095 | 805 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 2,240 | 1,911 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 5,958 | 5,104 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 1,635 | 1,107 | ||
International Business Machines Corp. | 3.430% | 2/9/52 | 1,280 | 932 | ||
International Business Machines Corp. | 5.100% | 2/6/53 | 3,125 | 2,986 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 995 | 1,007 | ||
KLA Corp. | 5.000% | 3/15/49 | 715 | 700 | ||
KLA Corp. | 3.300% | 3/1/50 | 825 | 631 | ||
KLA Corp. | 4.950% | 7/15/52 | 3,030 | 3,002 | ||
KLA Corp. | 5.250% | 7/15/62 | 1,435 | 1,451 | ||
Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 865 | 579 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 1,405 | 1,390 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 1,909 | 1,346 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 420 | 289 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 1,235 | 875 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 565 | 368 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 3,830 | 3,634 | ||
Microsoft Corp. | 4.200% | 11/3/35 | 660 | 667 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 6,565 | 6,078 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 2,417 | 2,396 | ||
Microsoft Corp. | 4.500% | 10/1/40 | 2,160 | 2,202 | ||
Microsoft Corp. | 5.300% | 2/8/41 | 433 | 481 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 6,920 | 6,276 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 9,913 | 6,981 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 13,191 | 9,996 | ||
Microsoft Corp. | 3.950% | 8/8/56 | 355 | 324 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 7,442 | 5,140 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 5,113 | 3,835 | ||
Moody's Corp. | 2.750% | 8/19/41 | 1,400 | 1,005 | ||
Moody's Corp. | 5.250% | 7/15/44 | 1,650 | 1,627 | ||
Moody's Corp. | 3.250% | 5/20/50 | 871 | 635 | ||
Moody's Corp. | 3.750% | 2/25/52 | 925 | 737 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Moody's Corp. | 3.100% | 11/29/61 | 425 | 281 | ||
Nokia OYJ | 6.625% | 5/15/39 | 940 | 939 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 1,839 | 1,577 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 3,287 | 2,693 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 1,127 | 903 | ||
NXP BV | 3.250% | 5/11/41 | 1,420 | 1,032 | ||
NXP BV | 3.125% | 2/15/42 | 1,615 | 1,149 | ||
NXP BV | 3.250% | 11/30/51 | 950 | 635 | ||
Oracle Corp. | 4.300% | 7/8/34 | 3,776 | 3,451 | ||
Oracle Corp. | 3.900% | 5/15/35 | 2,711 | 2,370 | ||
Oracle Corp. | 3.850% | 7/15/36 | 3,045 | 2,589 | ||
Oracle Corp. | 3.800% | 11/15/37 | 3,331 | 2,771 | ||
Oracle Corp. | 6.500% | 4/15/38 | 768 | 832 | ||
Oracle Corp. | 6.125% | 7/8/39 | 1,299 | 1,354 | ||
Oracle Corp. | 3.600% | 4/1/40 | 5,735 | 4,444 | ||
Oracle Corp. | 5.375% | 7/15/40 | 4,934 | 4,723 | ||
Oracle Corp. | 3.650% | 3/25/41 | 4,710 | 3,647 | ||
Oracle Corp. | 4.125% | 5/15/45 | 4,650 | 3,659 | ||
Oracle Corp. | 4.000% | 7/15/46 | 7,990 | 6,112 | ||
Oracle Corp. | 4.000% | 11/15/47 | 1,805 | 1,378 | ||
Oracle Corp. | 3.600% | 4/1/50 | 9,816 | 6,953 | ||
Oracle Corp. | 3.950% | 3/25/51 | 6,028 | 4,528 | ||
Oracle Corp. | 6.900% | 11/9/52 | 4,300 | 4,820 | ||
Oracle Corp. | 5.550% | 2/6/53 | 4,390 | 4,178 | ||
Oracle Corp. | 4.375% | 5/15/55 | 2,758 | 2,179 | ||
Oracle Corp. | 3.850% | 4/1/60 | 4,821 | 3,364 | ||
Oracle Corp. | 4.100% | 3/25/61 | 3,555 | 2,609 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 2,275 | 1,663 | ||
PayPal Holdings Inc. | 5.050% | 6/1/52 | 1,315 | 1,265 | ||
PayPal Holdings Inc. | 5.250% | 6/1/62 | 1,000 | 968 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 2,218 | 2,244 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 3,714 | 3,697 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 3,404 | 3,151 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 2,090 | 1,944 | ||
QUALCOMM Inc. | 6.000% | 5/20/53 | 2,130 | 2,421 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 1,507 | 1,141 | ||
S&P Global Inc. | 3.700% | 3/1/52 | 1,125 | 924 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 1,930 | 1,117 | ||
S&P Global Inc. | 3.900% | 3/1/62 | 810 | 674 | ||
Salesforce Inc. | 2.700% | 7/15/41 | 1,620 | 1,215 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 3,206 | 2,276 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 3,830 | 2,626 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 1,799 | 1,640 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 2,988 | 2,778 | ||
Texas Instruments Inc. | 2.700% | 9/15/51 | 1,122 | 804 | ||
Texas Instruments Inc. | 5.000% | 3/14/53 | 1,750 | 1,823 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 1,995 | 1,608 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 1,750 | 1,365 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 2,050 | 1,991 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 868 | 847 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 1,025 | 746 | ||
366,510 | ||||||
Utilities (6.0%) | ||||||
3 | AEP Texas Inc. | 4.150% | 5/1/49 | 690 | 572 | |
3 | AEP Texas Inc. | 3.450% | 1/15/50 | 1,195 | 880 | |
AEP Texas Inc. | 3.450% | 5/15/51 | 838 | 614 | ||
AEP Texas Inc. | 5.250% | 5/15/52 | 1,025 | 1,000 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 843 | 720 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 1,120 | 925 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 979 | 860 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 650 | 537 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 570 | 414 | ||
3 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 1,430 | 1,135 | |
3 | AEP Transmission Co. LLC | 2.750% | 8/15/51 | 825 | 545 | |
3 | AEP Transmission Co. LLC | 4.500% | 6/15/52 | 1,012 | 925 | |
AEP Transmission Co. LLC | 5.400% | 3/15/53 | 1,300 | 1,354 | ||
Alabama Power Co. | 6.125% | 5/15/38 | 660 | 712 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 891 | 953 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 609 | 510 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 757 | 648 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 1,277 | 1,029 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 1,341 | 1,164 | ||
3 | Alabama Power Co. | 3.700% | 12/1/47 | 1,155 | 918 | |
3 | Alabama Power Co. | 4.300% | 7/15/48 | 891 | 772 | |
Alabama Power Co. | 3.450% | 10/1/49 | 934 | 700 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 1,067 | 755 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 1,275 | 877 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 992 | 854 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 1,045 | 859 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 1,219 | 1,136 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 811 | 605 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 644 | 442 | ||
Ameren Illinois Co. | 5.900% | 12/1/52 | 625 | 699 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 960 | 669 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 1,354 | 1,535 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 1,035 | 923 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 725 | 630 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 1,446 | 1,165 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 873 | 747 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 545 | 466 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 2,099 | 1,598 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 1,410 | 1,034 | ||
Appalachian Power Co. | 7.000% | 4/1/38 | 1,223 | 1,417 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 708 | 609 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 718 | 613 | ||
3 | Appalachian Power Co. | 4.500% | 3/1/49 | 846 | 730 | |
3 | Appalachian Power Co. | 3.700% | 5/1/50 | 1,220 | 937 | |
Arizona Public Service Co. | 5.050% | 9/1/41 | 577 | 535 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 825 | 721 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 1,005 | 831 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 1,260 | 965 | ||
Arizona Public Service Co. | 4.200% | 8/15/48 | 850 | 690 | ||
Arizona Public Service Co. | 4.250% | 3/1/49 | 632 | 518 | ||
Arizona Public Service Co. | 3.500% | 12/1/49 | 594 | 429 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 950 | 959 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 1,250 | 1,111 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 592 | 515 | ||
Atmos Energy Corp. | 4.300% | 10/1/48 | 575 | 510 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 904 | 777 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 1,985 | 1,513 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 1,175 | 798 | ||
Atmos Energy Corp. | 5.750% | 10/15/52 | 1,035 | 1,126 | ||
Avista Corp. | 4.350% | 6/1/48 | 668 | 598 | ||
Avista Corp. | 4.000% | 4/1/52 | 702 | 594 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 720 | 803 | ||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 1,068 | 824 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 536 | 432 | |
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 695 | 603 | ||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 990 | 732 | ||
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 291 | 201 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 3,214 | 3,544 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 1,249 | 1,348 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,258 | 1,239 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 1,306 | 1,169 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 1,556 | 1,257 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 2,748 | 2,467 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 2,147 | 1,852 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 630 | 433 | ||
Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 2,061 | 1,885 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 915 | 840 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 1,045 | 834 | ||
3 | CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 570 | 664 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 695 | 570 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 824 | 762 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 1,562 | 1,318 | ||
3 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 1,931 | 1,716 | |
3 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 1,600 | 1,216 | |
3 | CenterPoint Energy Houston Electric LLC | 3.600% | 3/1/52 | 700 | 556 | |
3 | CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/52 | 407 | 396 | |
CenterPoint Energy Houston Electric LLC | 5.300% | 4/1/53 | 700 | 722 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 888 | 678 | ||
CenterPoint Energy Resources Corp. | 5.400% | 3/1/33 | 537 | 555 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 607 | 637 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 625 | 529 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 883 | 772 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 538 | 552 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 540 | 496 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 925 | 994 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 1,250 | 1,448 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 1,165 | 1,086 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 1,650 | 1,554 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 1,060 | 852 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 2,100 | 1,659 | ||
3 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 738 | 601 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 1,676 | 1,426 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 1,400 | 1,174 | ||
3 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 1,162 | 850 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 688 | 487 | ||
3 | Commonwealth Edison Co. | 3.125% | 3/15/51 | 1,055 | 758 | |
3 | Commonwealth Edison Co. | 2.750% | 9/1/51 | 570 | 379 | |
Commonwealth Edison Co. | 5.300% | 2/1/53 | 1,270 | 1,314 | ||
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 367 | 327 | ||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 1,865 | 1,606 | ||
Connecticut Light & Power Co. | 5.250% | 1/15/53 | 1,200 | 1,239 | ||
Consolidated Edison Co. of New York Inc. | 5.200% | 3/1/33 | 792 | 817 | ||
3 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 1,370 | 1,391 | |
3 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 770 | 811 | |
3 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,495 | 1,678 | |
3 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 985 | 1,136 | |
3 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 1,140 | 1,153 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 665 | 685 | ||
3 | Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 1,185 | 1,032 | |
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 1,158 | 974 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 1,246 | 1,114 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 1,149 | 1,029 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 1,225 | 989 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 1,212 | 988 | |
3 | Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 1,180 | 1,077 | |
3 | Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 2,020 | 1,707 | |
3 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 1,105 | 919 | |
Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | 1,068 | 769 | ||
Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | 1,246 | 1,404 | ||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 1,251 | 1,116 | ||
3 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 1,150 | 966 | |
3 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 950 | 768 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 1,765 | 1,528 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 435 | 327 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | 730 | 479 | |
Consolidated Edison Co. of New York Inc. | 3.600% | 6/15/61 | 1,150 | 870 | ||
Constellation Energy Generation LLC | 5.800% | 3/1/33 | 382 | 395 | ||
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 1,200 | 1,268 | ||
Constellation Energy Generation LLC | 5.600% | 6/15/42 | 1,911 | 1,883 | ||
Consumers Energy Co. | 4.625% | 5/15/33 | 1,300 | 1,297 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 865 | 740 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 843 | 628 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 627 | 532 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 1,118 | 956 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 981 | 891 | ||
Consumers Energy Co. | 3.750% | 2/15/50 | 707 | 573 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 760 | 547 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 1,121 | 873 | ||
Consumers Energy Co. | 2.650% | 8/15/52 | 660 | 434 | ||
Consumers Energy Co. | 4.200% | 9/1/52 | 1,010 | 885 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 1,566 | 916 | ||
Dayton Power & Light Co. | 3.950% | 6/15/49 | 815 | 649 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 713 | 605 | ||
3 | Dominion Energy Inc. | 6.300% | 3/15/33 | 540 | 594 | |
3 | Dominion Energy Inc. | 5.250% | 8/1/33 | 1,500 | 1,512 | |
3 | Dominion Energy Inc. | 5.950% | 6/15/35 | 955 | 1,010 | |
3 | Dominion Energy Inc. | 3.300% | 4/15/41 | 1,204 | 927 | |
3 | Dominion Energy Inc. | 4.900% | 8/1/41 | 738 | 677 | |
3 | Dominion Energy Inc. | 4.050% | 9/15/42 | 840 | 676 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 987 | 881 | ||
3 | Dominion Energy Inc. | 4.600% | 3/15/49 | 580 | 507 | |
3 | Dominion Energy Inc. | 4.850% | 8/15/52 | 1,464 | 1,324 | |
Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | 931 | 974 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 985 | 1,086 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 990 | 1,009 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 745 | 688 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 456 | 456 | ||
DTE Electric Co. | 5.200% | 4/1/33 | 950 | 981 | ||
3 | DTE Electric Co. | 4.000% | 4/1/43 | 640 | 551 | |
DTE Electric Co. | 4.300% | 7/1/44 | 510 | 453 | ||
DTE Electric Co. | 3.700% | 3/15/45 | 515 | 419 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 1,585 | 1,263 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 712 | 578 | ||
3 | DTE Electric Co. | 4.050% | 5/15/48 | 1,230 | 1,054 | |
DTE Electric Co. | 3.950% | 3/1/49 | 695 | 585 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 982 | 690 | ||
3 | DTE Electric Co. | 3.250% | 4/1/51 | 1,348 | 1,000 | |
DTE Electric Co. | 5.400% | 4/1/53 | 1,135 | 1,190 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 957 | 1,037 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 595 | 642 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 531 | 580 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 1,473 | 1,517 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,275 | 1,139 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 1,155 | 988 | ||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 600 | 488 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 1,063 | 870 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 1,165 | 932 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 2,360 | 1,970 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 1,855 | 1,364 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 1,280 | 970 | ||
Duke Energy Carolinas LLC | 5.350% | 1/15/53 | 2,230 | 2,325 | ||
Duke Energy Corp. | 3.300% | 6/15/41 | 1,596 | 1,204 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 3,263 | 2,545 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 1,068 | 846 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,335 | 1,091 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 1,650 | 1,212 | ||
Duke Energy Corp. | 5.000% | 8/15/52 | 2,500 | 2,326 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 949 | 1,059 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 699 | 795 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 1,154 | 1,208 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 1,247 | 953 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 814 | 711 | ||
Duke Energy Florida LLC | 3.000% | 12/15/51 | 1,200 | 842 | ||
Duke Energy Florida LLC | 5.950% | 11/15/52 | 935 | 1,042 | ||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 876 | 943 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 883 | 1,014 | ||
3 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 1,140 | 1,107 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 1,085 | 866 | ||
3 | Duke Energy Indiana LLC | 3.250% | 10/1/49 | 2,006 | 1,469 | |
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 325 | 215 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 824 | 631 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 526 | 448 | ||
Duke Energy Ohio Inc. | 5.650% | 4/1/53 | 700 | 734 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 1,176 | 1,319 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 554 | 478 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 920 | 795 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 899 | 774 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 1,919 | 1,651 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 740 | 586 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 890 | 691 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 493 | 308 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 1,325 | 904 | ||
Duke Energy Progress LLC | 4.000% | 4/1/52 | 937 | 779 | ||
Duke Energy Progress LLC | 5.350% | 3/15/53 | 1,000 | 1,030 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 978 | 1,017 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 540 | 494 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 2,457 | 1,999 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 432 | 370 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 1,030 | 665 | ||
Entergy Arkansas LLC | 3.350% | 6/15/52 | 535 | 394 | ||
Entergy Corp. | 3.750% | 6/15/50 | 1,490 | 1,128 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 1,238 | 1,159 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 1,491 | 1,382 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 2,756 | 2,392 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 1,432 | 1,222 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 1,067 | 728 | ||
Entergy Louisiana LLC | 4.750% | 9/15/52 | 550 | 517 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 1,832 | 1,453 | ||
Entergy Texas Inc. | 4.500% | 3/30/39 | 550 | 501 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 1,221 | 927 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 640 | 535 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 1,389 | 990 | ||
Essential Utilities Inc. | 5.300% | 5/1/52 | 1,075 | 1,042 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 808 | 698 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 905 | 795 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 857 | 734 | ||
Evergy Kansas Central Inc. | 3.450% | 4/15/50 | 525 | 395 | ||
Evergy Metro Inc. | 5.300% | 10/1/41 | 955 | 948 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 632 | 536 | ||
Evergy Metro Inc. | 4.200% | 3/15/48 | 655 | 556 | ||
3 | Evergy Metro Inc. | 4.125% | 4/1/49 | 1,100 | 927 | |
Exelon Corp. | 5.300% | 3/15/33 | 619 | 630 | ||
Exelon Corp. | 5.625% | 6/15/35 | 1,010 | 1,055 | ||
Exelon Corp. | 5.100% | 6/15/45 | 1,763 | 1,669 | ||
Exelon Corp. | 4.450% | 4/15/46 | 1,983 | 1,712 | ||
Exelon Corp. | 4.700% | 4/15/50 | 2,378 | 2,157 | ||
Exelon Corp. | 4.100% | 3/15/52 | 770 | 636 | ||
Exelon Corp. | 5.600% | 3/15/53 | 1,000 | 1,020 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 779 | 839 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 1,245 | 1,259 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 843 | 900 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 785 | 864 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 955 | 1,057 | ||
Florida Power & Light Co. | 5.690% | 3/1/40 | 1,084 | 1,169 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 1,010 | 1,043 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 1,194 | 1,063 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 1,390 | 1,183 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 1,122 | 988 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 1,680 | 1,391 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 1,923 | 1,659 | ||
Florida Power & Light Co. | 4.125% | 6/1/48 | 1,270 | 1,115 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 2,027 | 1,526 | ||
Florida Power & Light Co. | 2.875% | 12/4/51 | 1,275 | 898 | ||
3 | Georgia Power Co. | 4.750% | 9/1/40 | 1,580 | 1,442 | |
Georgia Power Co. | 4.300% | 3/15/42 | 1,638 | 1,445 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 1,410 | 1,217 | ||
3 | Georgia Power Co. | 3.700% | 1/30/50 | 1,780 | 1,381 | |
3 | Georgia Power Co. | 3.250% | 3/15/51 | 1,155 | 826 | |
Iberdrola International BV | 6.750% | 7/15/36 | 1,697 | 1,933 | ||
3 | Idaho Power Co. | 4.200% | 3/1/48 | 863 | 743 | |
3 | Idaho Power Co. | 5.500% | 3/15/53 | 500 | 520 | |
3 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,125 | 994 | |
3 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 835 | 651 | |
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 1,254 | 884 | ||
Indiana Michigan Power Co. | 5.625% | 4/1/53 | 950 | 990 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 424 | 457 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 790 | 609 | ||
Interstate Power & Light Co. | 3.100% | 11/30/51 | 980 | 672 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 651 | 626 | ||
3 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 955 | 935 | |
3 | Kentucky Utilities Co. | 5.450% | 4/15/33 | 700 | 727 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 1,342 | 1,310 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 1,347 | 1,155 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 920 | 665 | ||
3 | Louisville Gas & Electric Co. | 5.450% | 4/15/33 | 700 | 725 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 805 | 695 | ||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 1,408 | 1,354 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 1,352 | 1,185 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 1,730 | 1,483 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 1,880 | 1,523 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 2,407 | 2,153 | ||
3 | Mississippi Power Co. | 4.250% | 3/15/42 | 1,475 | 1,262 | |
National Grid USA | 5.803% | 4/1/35 | 602 | 615 | ||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 550 | 483 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 988 | 860 | ||
3 | Nevada Power Co. | 6.650% | 4/1/36 | 1,488 | 1,701 | |
3 | Nevada Power Co. | 6.750% | 7/1/37 | 667 | 776 | |
3 | Nevada Power Co. | 3.125% | 8/1/50 | 930 | 660 | |
3 | Nevada Power Co. | 5.900% | 5/1/53 | 500 | 554 | |
NextEra Energy Capital Holdings Inc. | 3.000% | 1/15/52 | 1,050 | 710 | ||
NextEra Energy Capital Holdings Inc. | 5.250% | 2/28/53 | 1,550 | 1,529 | ||
NiSource Inc. | 5.950% | 6/15/41 | 766 | 801 | ||
NiSource Inc. | 5.250% | 2/15/43 | 1,697 | 1,693 | ||
NiSource Inc. | 4.800% | 2/15/44 | 1,690 | 1,563 | ||
NiSource Inc. | 5.650% | 2/1/45 | 984 | 1,023 | ||
NiSource Inc. | 4.375% | 5/15/47 | 761 | 661 | ||
NiSource Inc. | 3.950% | 3/30/48 | 1,567 | 1,277 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 890 | 988 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 1,185 | 1,312 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 400 | 415 | ||
Northern States Power Co. | 4.125% | 5/15/44 | 1,225 | 1,075 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 1,118 | 961 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 925 | 748 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 1,450 | 1,025 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 1,156 | 766 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 1,040 | 765 | ||
Northern States Power Co. | 4.500% | 6/1/52 | 1,225 | 1,131 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 802 | 694 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 847 | 887 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 1,085 | 997 | ||
NSTAR Electric Co. | 4.950% | 9/15/52 | 1,031 | 1,023 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 1,460 | 1,493 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 952 | 904 | ||
5 | Oglethorpe Power Corp. | 4.500% | 4/1/47 | 1,000 | 852 | |
Oglethorpe Power Corp. | 5.050% | 10/1/48 | 572 | 521 | ||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 690 | 653 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 450 | 514 | ||
Ohio Power Co. | 4.150% | 4/1/48 | 785 | 675 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 809 | 675 | ||
3 | Ohio Power Co. | 2.900% | 10/1/51 | 765 | 520 | |
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 546 | 455 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 500 | 398 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 648 | 808 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 450 | 454 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 870 | 824 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 573 | 594 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 670 | 562 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 530 | 442 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 1,055 | 924 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 972 | 808 | ||
3 | Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 1,605 | 1,173 | |
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 975 | 794 | ||
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 875 | 590 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | 950 | 940 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 735 | 774 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 1,230 | 1,138 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 750 | 656 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 3,879 | 3,192 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 1,015 | 800 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 3,225 | 2,614 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 1,454 | 1,092 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 2,155 | 1,534 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 5,997 | 4,939 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 2,310 | 1,525 | ||
Pacific Gas & Electric Co. | 5.250% | 3/1/52 | 775 | 658 | ||
Pacific Gas & Electric Co. | 6.750% | 1/15/53 | 3,230 | 3,340 | ||
Pacific Gas & Electric Co. | 6.700% | 4/1/53 | 1,250 | 1,287 | ||
PacifiCorp | 5.250% | 6/15/35 | 567 | 587 | ||
PacifiCorp | 6.100% | 8/1/36 | 790 | 857 | ||
PacifiCorp | 6.250% | 10/15/37 | 2,403 | 2,691 | ||
PacifiCorp | 6.350% | 7/15/38 | 1,020 | 1,168 | ||
PacifiCorp | 6.000% | 1/15/39 | 1,157 | 1,259 | ||
PacifiCorp | 4.100% | 2/1/42 | 572 | 503 | ||
PacifiCorp | 4.125% | 1/15/49 | 1,055 | 904 | ||
PacifiCorp | 4.150% | 2/15/50 | 1,159 | 991 | ||
PacifiCorp | 3.300% | 3/15/51 | 1,225 | 906 | ||
PacifiCorp | 2.900% | 6/15/52 | 1,653 | 1,135 | ||
PacifiCorp | 5.350% | 12/1/53 | 1,970 | 2,021 | ||
PECO Energy Co. | 5.950% | 10/1/36 | 590 | 636 | ||
PECO Energy Co. | 4.150% | 10/1/44 | 833 | 725 | ||
PECO Energy Co. | 3.700% | 9/15/47 | 823 | 669 | ||
PECO Energy Co. | 3.900% | 3/1/48 | 1,065 | 903 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 750 | 535 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 555 | 393 | ||
PECO Energy Co. | 2.850% | 9/15/51 | 745 | 509 | ||
PECO Energy Co. | 4.600% | 5/15/52 | 870 | 813 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 550 | 490 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 733 | 545 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 1,020 | 720 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 1,270 | 1,460 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 1,410 | 1,239 | ||
PPL Electric Utilities Corp. | 5.000% | 5/15/33 | 1,000 | 1,022 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 965 | 1,070 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 1,080 | 947 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 631 | 543 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 1,882 | 1,675 | ||
PPL Electric Utilities Corp. | 5.250% | 5/15/53 | 1,150 | 1,191 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 670 | 688 | ||
3 | Public Service Co. of Colorado | 6.250% | 9/1/37 | 986 | 1,112 | |
Public Service Co. of Colorado | 6.500% | 8/1/38 | 571 | 656 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 490 | 402 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 665 | 591 | ||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 1,120 | 924 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 1,250 | 1,071 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 1,242 | 1,049 | ||
3 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 700 | 467 | |
3 | Public Service Co. of Colorado | 4.500% | 6/1/52 | 870 | 804 | |
6 | Public Service Co. of Colorado | 5.250% | 4/1/53 | 1,250 | 1,274 | |
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 1,740 | 1,390 | ||
Public Service Co. of New Hampshire | 5.150% | 1/15/53 | 637 | 647 | ||
3 | Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 723 | 782 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 705 | 608 | |
3 | Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 560 | 462 | |
3 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,277 | 1,052 | |
3 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 995 | 796 | |
3 | Public Service Electric & Gas Co. | 4.050% | 5/1/48 | 1,100 | 960 | |
3 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 1,150 | 967 | |
3 | Public Service Electric & Gas Co. | 3.200% | 8/1/49 | 895 | 674 | |
3 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 1,585 | 1,077 | |
3 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 669 | 395 | |
3 | Public Service Electric & Gas Co. | 5.125% | 3/15/53 | 750 | 768 | |
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 520 | 571 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 800 | 830 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 900 | 934 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 540 | 554 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 774 | 663 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 996 | 862 | ||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 1,185 | 869 | ||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 435 | 467 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 938 | 873 | ||
3 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 900 | 733 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 1,055 | 918 | ||
3 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 1,217 | 902 | |
San Diego Gas & Electric Co. | 3.700% | 3/15/52 | 1,050 | 848 | ||
San Diego Gas & Electric Co. | 5.350% | 4/1/53 | 1,125 | 1,159 | ||
Sempra Energy | 3.800% | 2/1/38 | 1,754 | 1,513 | ||
Sempra Energy | 6.000% | 10/15/39 | 1,179 | 1,240 | ||
Sempra Energy | 4.000% | 2/1/48 | 1,342 | 1,093 | ||
Southern California Edison Co. | 6.000% | 1/15/34 | 1,885 | 2,034 | ||
3 | Southern California Edison Co. | 5.750% | 4/1/35 | 1,008 | 1,062 | |
3 | Southern California Edison Co. | 5.350% | 7/15/35 | 1,225 | 1,239 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 618 | 637 | ||
3 | Southern California Edison Co. | 5.550% | 1/15/37 | 716 | 734 | |
3 | Southern California Edison Co. | 5.950% | 2/1/38 | 1,200 | 1,281 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 940 | 1,000 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 905 | 910 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 1,627 | 1,450 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 765 | 635 | ||
3 | Southern California Edison Co. | 3.900% | 3/15/43 | 791 | 644 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 2,295 | 2,084 | ||
3 | Southern California Edison Co. | 3.600% | 2/1/45 | 1,015 | 760 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 1,180 | 972 | ||
3 | Southern California Edison Co. | 4.125% | 3/1/48 | 1,690 | 1,397 | |
3 | Southern California Edison Co. | 4.875% | 3/1/49 | 981 | 909 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 970 | 748 | ||
3 | Southern California Edison Co. | 2.950% | 2/1/51 | 1,235 | 828 | |
3 | Southern California Edison Co. | 3.650% | 6/1/51 | 1,100 | 847 | |
Southern California Edison Co. | 3.450% | 2/1/52 | 1,420 | 1,048 | ||
3 | Southern California Edison Co. | 5.450% | 6/1/52 | 650 | 652 | |
Southern California Edison Co. | 5.700% | 3/1/53 | 750 | 783 | ||
Southern California Gas Co. | 5.125% | 11/15/40 | 500 | 494 | ||
Southern California Gas Co. | 3.750% | 9/15/42 | 1,175 | 963 | ||
3 | Southern California Gas Co. | 4.125% | 6/1/48 | 915 | 760 | |
3 | Southern California Gas Co. | 4.300% | 1/15/49 | 1,050 | 896 | |
3 | Southern California Gas Co. | 3.950% | 2/15/50 | 694 | 553 | |
Southern California Gas Co. | 6.350% | 11/15/52 | 1,250 | 1,439 | ||
Southern Co. | 4.250% | 7/1/36 | 2,025 | 1,857 | ||
Southern Co. | 4.400% | 7/1/46 | 3,258 | 2,837 | ||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 1,427 | 1,501 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 930 | 787 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 1,230 | 963 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 900 | 769 | ||
Southern Power Co. | 5.150% | 9/15/41 | 1,066 | 1,002 | ||
Southern Power Co. | 5.250% | 7/15/43 | 746 | 701 | ||
3 | Southern Power Co. | 4.950% | 12/15/46 | 844 | 754 | |
Southwest Gas Corp. | 3.800% | 9/29/46 | 760 | 577 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 815 | 653 | ||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 610 | 641 | ||
3 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 655 | 518 | |
3 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 595 | 460 | |
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 1,253 | 872 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 996 | 897 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 610 | 451 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 610 | 477 | ||
3 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 540 | 472 | |
3 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 1,181 | 848 | |
Tampa Electric Co. | 4.100% | 6/15/42 | 540 | 462 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 540 | 467 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 1,050 | 896 | ||
Tampa Electric Co. | 4.450% | 6/15/49 | 575 | 500 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 900 | 688 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 1,000 | 740 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 540 | 579 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 1,015 | 927 | ||
Tucson Electric Power Co. | 4.000% | 6/15/50 | 600 | 488 | ||
Tucson Electric Power Co. | 5.500% | 4/15/53 | 800 | 814 | ||
Union Electric Co. | 5.300% | 8/1/37 | 465 | 476 | ||
Union Electric Co. | 8.450% | 3/15/39 | 710 | 944 | ||
Union Electric Co. | 3.900% | 9/15/42 | 1,225 | 1,032 | ||
Union Electric Co. | 3.650% | 4/15/45 | 1,017 | 807 | ||
Union Electric Co. | 4.000% | 4/1/48 | 918 | 763 | ||
Union Electric Co. | 3.250% | 10/1/49 | 600 | 437 | ||
Union Electric Co. | 2.625% | 3/15/51 | 1,442 | 945 | ||
Union Electric Co. | 3.900% | 4/1/52 | 555 | 467 | ||
Union Electric Co. | 5.450% | 3/15/53 | 1,100 | 1,148 | ||
3 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 1,067 | 1,154 | |
3 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 1,753 | 1,888 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 1,756 | 1,958 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 1,648 | 1,392 | ||
3 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 1,342 | 1,221 | |
3 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 624 | 524 | |
3 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 1,055 | 865 | |
3 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 1,808 | 1,444 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 1,025 | 930 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 982 | 728 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 1,772 | 1,094 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/51 | 1,557 | 1,066 | ||
3 | Virginia Electric & Power Co. | 4.625% | 5/15/52 | 1,305 | 1,187 | |
Virginia Electric & Power Co. | 5.450% | 4/1/53 | 1,175 | 1,198 | ||
3 | Washington Gas Light Co. | 3.796% | 9/15/46 | 825 | 656 | |
3 | Washington Gas Light Co. | 3.650% | 9/15/49 | 955 | 736 | |
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 605 | 647 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 475 | 497 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 536 | 470 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 540 | 593 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 570 | 438 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 415 | 332 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 809 | 749 | ||
Wisconsin Public Service Corp. | 2.850% | 12/1/51 | 1,000 | 687 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 552 | 602 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 931 | 715 | ||
504,628 | ||||||
Total Corporate Bonds (Cost $4,718,522) | 3,941,840 | |||||
Sovereign Bonds (3.3%) | ||||||
Equinor ASA | 3.625% | 4/6/40 | 1,443 | 1,241 | ||
Equinor ASA | 5.100% | 8/17/40 | 2,625 | 2,705 | ||
Equinor ASA | 4.250% | 11/23/41 | 2,165 | 2,012 | ||
Equinor ASA | 3.950% | 5/15/43 | 2,587 | 2,277 | ||
Equinor ASA | 4.800% | 11/8/43 | 2,385 | 2,341 | ||
Equinor ASA | 3.250% | 11/18/49 | 3,220 | 2,481 | ||
Equinor ASA | 3.700% | 4/6/50 | 1,481 | 1,254 | ||
European Investment Bank | 4.875% | 2/15/36 | 3,527 | 3,909 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 885 | 644 | ||
3 | Inter-American Development Bank | 3.875% | 10/28/41 | 1,540 | 1,491 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 1,560 | 1,366 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 1,388 | 1,433 | ||
3 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 895 | 967 | |
7 | KFW | 0.000% | 4/18/36 | 5,140 | 3,143 | |
7 | KFW | 0.000% | 6/29/37 | 3,024 | 1,765 | |
3 | Oriental Republic of Uruguay | 5.750% | 10/28/34 | 1,295 | 1,419 | |
3 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 2,784 | 3,495 | |
3 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 900 | 828 | |
3 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 7,787 | 7,843 | |
3 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 4,813 | 4,738 | |
Province of British Columbia | 7.250% | 9/1/36 | 665 | 882 | ||
3 | Republic of Chile | 2.550% | 7/27/33 | 3,011 | 2,480 | |
3 | Republic of Chile | 3.500% | 1/31/34 | 3,055 | 2,723 | |
3 | Republic of Chile | 3.100% | 5/7/41 | 4,780 | 3,602 | |
3 | Republic of Chile | 4.340% | 3/7/42 | 4,500 | 3,982 | |
3 | Republic of Chile | 3.500% | 1/25/50 | 3,510 | 2,637 | |
3 | Republic of Chile | 4.000% | 1/31/52 | 4,515 | 3,680 | |
3 | Republic of Chile | 3.100% | 1/22/61 | 4,240 | 2,780 | |
3 | Republic of Chile | 3.250% | 9/21/71 | 1,915 | 1,248 | |
Republic of Hungary | 7.625% | 3/29/41 | 3,178 | 3,592 | ||
Republic of Indonesia | 4.350% | 1/11/48 | 2,835 | 2,523 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 2,207 | 2,236 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 1,675 | 1,335 | ||
Republic of Indonesia | 3.500% | 2/14/50 | 2,445 | 1,887 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 3,325 | 2,873 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 1,652 | 1,220 | ||
3 | Republic of Indonesia | 4.300% | 3/31/52 | 2,260 | 1,966 | |
3 | Republic of Indonesia | 5.450% | 9/20/52 | 750 | 760 | |
3 | Republic of Indonesia | 3.200% | 9/23/61 | 1,401 | 979 | |
Republic of Indonesia | 4.450% | 4/15/70 | 2,356 | 2,036 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 1,930 | 1,347 | ||
Republic of Italy | 5.375% | 6/15/33 | 1,425 | 1,432 | ||
Republic of Italy | 4.000% | 10/17/49 | 4,153 | 3,142 | ||
Republic of Italy | 3.875% | 5/6/51 | 6,020 | 4,315 | ||
Republic of Korea | 4.125% | 6/10/44 | 3,163 | 3,039 | ||
Republic of Korea | 3.875% | 9/20/48 | 589 | 541 | ||
3 | Republic of Panama | 6.400% | 2/14/35 | 3,540 | 3,690 | |
3 | Republic of Panama | 6.700% | 1/26/36 | 3,671 | 3,887 | |
3 | Republic of Panama | 4.500% | 5/15/47 | 1,495 | 1,174 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Republic of Panama | 4.500% | 4/16/50 | 4,812 | 3,662 | |
3 | Republic of Panama | 4.300% | 4/29/53 | 3,263 | 2,397 | |
3 | Republic of Panama | 6.853% | 3/28/54 | 1,100 | 1,134 | |
3 | Republic of Panama | 4.500% | 4/1/56 | 5,025 | 3,739 | |
3 | Republic of Panama | 3.870% | 7/23/60 | 4,915 | 3,224 | |
3 | Republic of Panama | 4.500% | 1/19/63 | 2,840 | 2,049 | |
Republic of Peru | 8.750% | 11/21/33 | 3,335 | 4,207 | ||
3 | Republic of Peru | 3.000% | 1/15/34 | 5,143 | 4,198 | |
3 | Republic of Peru | 6.550% | 3/14/37 | 2,267 | 2,469 | |
3 | Republic of Peru | 3.300% | 3/11/41 | 1,705 | 1,282 | |
Republic of Peru | 5.625% | 11/18/50 | 6,111 | 6,169 | ||
3 | Republic of Peru | 3.550% | 3/10/51 | 1,765 | 1,302 | |
3 | Republic of Peru | 2.780% | 12/1/60 | 3,645 | 2,177 | |
3 | Republic of Peru | 3.600% | 1/15/72 | 1,925 | 1,293 | |
3 | Republic of Peru | 3.230% | 7/28/21 | 1,865 | 1,117 | |
3,6 | Republic of Poland | 4.875% | 10/4/33 | 3,000 | 3,000 | |
3,6 | Republic of Poland | 5.500% | 4/4/53 | 2,300 | 2,346 | |
Republic of the Philippines | 5.609% | 4/13/33 | 990 | 1,060 | ||
Republic of the Philippines | 5.000% | 7/17/33 | 4,435 | 4,539 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 2,918 | 3,297 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 1,780 | 1,796 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 5,694 | 4,939 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 2,165 | 1,795 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 3,605 | 2,979 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 3,594 | 2,598 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 2,835 | 1,950 | ||
Republic of the Philippines | 3.200% | 7/6/46 | 3,540 | 2,631 | ||
Republic of the Philippines | 4.200% | 3/29/47 | 1,900 | 1,648 | ||
Republic of the Philippines | 5.950% | 10/13/47 | 600 | 651 | ||
Republic of the Philippines | 5.500% | 1/17/48 | 2,775 | 2,862 | ||
State of Israel | 4.500% | 1/30/43 | 3,818 | 3,633 | ||
State of Israel | 4.125% | 1/17/48 | 1,925 | 1,690 | ||
State of Israel | 3.375% | 1/15/50 | 3,782 | 2,907 | ||
State of Israel | 3.875% | 7/3/50 | 3,545 | 2,973 | ||
State of Israel | 4.500% | 4/3/20 | 1,688 | 1,426 | ||
3 | United Mexican States | 7.500% | 4/8/33 | 3,167 | 3,617 | |
3 | United Mexican States | 4.875% | 5/19/33 | 1,555 | 1,492 | |
3 | United Mexican States | 3.500% | 2/12/34 | 5,695 | 4,831 | |
3 | United Mexican States | 6.750% | 9/27/34 | 250 | 276 | |
3 | United Mexican States | 6.350% | 2/9/35 | 5,465 | 5,811 | |
United Mexican States | 6.050% | 1/11/40 | 6,524 | 6,636 | ||
3 | United Mexican States | 4.280% | 8/14/41 | 5,910 | 4,844 | |
3 | United Mexican States | 4.750% | 3/8/44 | 7,869 | 6,693 | |
United Mexican States | 5.550% | 1/21/45 | 3,795 | 3,576 | ||
United Mexican States | 4.600% | 1/23/46 | 4,601 | 3,786 | ||
United Mexican States | 4.350% | 1/15/47 | 2,678 | 2,121 | ||
United Mexican States | 4.600% | 2/10/48 | 3,221 | 2,631 | ||
3 | United Mexican States | 4.500% | 1/31/50 | 5,610 | 4,529 | |
3 | United Mexican States | 5.000% | 4/27/51 | 4,932 | 4,237 | |
3 | United Mexican States | 4.400% | 2/12/52 | 5,840 | 4,566 | |
3 | United Mexican States | 3.771% | 5/24/61 | 5,922 | 4,003 | |
3 | United Mexican States | 5.750% | 10/12/10 | 4,761 | 4,270 | |
Total Sovereign Bonds (Cost $325,766) | 274,398 | |||||
Taxable Municipal Bonds (2.9%) | ||||||
Alabama Federal AID Highway Finance Authority SO Revenue | 2.650% | 9/1/37 | 750 | 597 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 675 | 839 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 755 | 861 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 645 | 831 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 395 | 436 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 1,270 | 1,755 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 670 | 798 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 2,285 | 2,771 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 1,480 | 1,918 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 910 | 1,175 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | 750 | 545 | ||
Broward County FL Airport System Revenue | 3.477% | 10/1/43 | 745 | 630 | ||
California GO | 4.500% | 4/1/33 | 1,425 | 1,419 | ||
California GO | 7.500% | 4/1/34 | 3,385 | 4,230 | ||
California GO | 4.600% | 4/1/38 | 1,350 | 1,316 | ||
California GO | 7.550% | 4/1/39 | 5,320 | 6,887 | ||
California GO | 7.300% | 10/1/39 | 2,905 | 3,605 | ||
California GO | 7.350% | 11/1/39 | 3,300 | 4,115 | ||
California GO | 7.625% | 3/1/40 | 2,365 | 3,057 | ||
California GO | 7.600% | 11/1/40 | 3,710 | 4,884 | ||
California GO | 5.200% | 3/1/43 | 500 | 505 | ||
California Health Facilities Financing Authority Revenue | 4.353% | 6/1/41 | 200 | 185 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 200 | 172 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 650 | 476 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 1,385 | 986 | ||
California State University Systemwide Revenue | 2.719% | 11/1/52 | 725 | 501 | ||
California State University Systemwide Revenue | 2.939% | 11/1/52 | 725 | 507 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 800 | 876 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 650 | 479 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 1,245 | 1,369 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 650 | 771 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 300 | 282 | ||
Chicago IL O'Hare International Airport Revenue | 4.572% | 1/1/54 | 690 | 647 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 3,870 | 4,469 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 800 | 991 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 1,000 | 909 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 975 | 848 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 2.991% | 6/1/42 | 670 | 512 | ||
Cook County IL GO | 6.229% | 11/15/34 | 925 | 1,018 | ||
Dallas County TX Hospital District GO | 5.621% | 8/15/44 | 850 | 921 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 1,045 | 1,187 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 990 | 1,009 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 715 | 825 | ||
8 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,495 | 1,514 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 955 | 800 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.089% | 11/1/40 | 625 | 498 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 1,375 | 1,071 | ||
Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | 625 | 462 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | 400 | 370 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 1,000 | 1,060 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 725 | 689 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 850 | 956 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 1,165 | 1,023 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 2,111 | 2,314 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 1,951 | 2,158 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 525 | 544 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 500 | 407 | ||
Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | 600 | 501 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | 500 | 418 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 1,000 | 799 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | 750 | 587 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | 800 | 636 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | 975 | 902 | ||
Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | 1,450 | 1,134 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 875 | 891 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 2,000 | 1,497 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 575 | 470 | ||
Houston TX GO | 3.961% | 3/1/47 | 1,135 | 1,008 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 400 | 305 | ||
Illinois GO | 5.100% | 6/1/33 | 15,185 | 15,148 | ||
Illinois GO | 6.630% | 2/1/35 | 757 | 804 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 790 | 881 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 1,050 | 1,051 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 700 | 573 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 775 | 786 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 800 | 787 | ||
9 | Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | 600 | 433 | |
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 1,190 | 1,532 | ||
10 | Los Angeles CA Department of Airports International Revenue | 4.242% | 5/15/48 | 500 | 442 | |
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 575 | 624 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 1,225 | 1,457 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 925 | 1,160 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 1,960 | 2,124 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 2,065 | 2,390 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 1,025 | 1,094 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 700 | 901 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.145% | 2/1/33 | 1,400 | 1,366 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 5.048% | 12/1/34 | 700 | 714 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 5.198% | 12/1/39 | 1,200 | 1,233 | ||
Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue | 6.250% | 5/15/43 | 795 | 932 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 750 | 580 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 575 | 419 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 850 | 935 | ||
Massachusetts GO | 2.663% | 9/1/39 | 987 | 809 | ||
Massachusetts GO | 5.456% | 12/1/39 | 1,485 | 1,596 | ||
Massachusetts GO | 2.813% | 9/1/43 | 845 | 637 | ||
Massachusetts GO | 2.900% | 9/1/49 | 580 | 410 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 1,005 | 1,106 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 960 | 805 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 865 | 942 | ||
Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | 600 | 471 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 675 | 786 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 730 | 948 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 1,605 | 1,456 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 605 | 498 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 350 | 308 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 1,170 | 975 | ||
Michigan State University Revenue | 4.165% | 8/15/22 | 1,000 | 790 | ||
Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | 700 | 549 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mississippi GO | 5.245% | 11/1/34 | 700 | 733 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 1,000 | 787 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 575 | 462 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.081% | 6/15/39 | 650 | 577 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 805 | 934 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | 920 | 812 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 2,464 | 3,125 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 3,660 | 4,513 | ||
New York City NY GO | 5.517% | 10/1/37 | 775 | 834 | ||
New York City NY GO | 6.271% | 12/1/37 | 750 | 854 | ||
New York City NY GO | 5.263% | 10/1/52 | 300 | 325 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 625 | 701 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 730 | 816 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 600 | 687 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 530 | 610 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 935 | 1,013 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 985 | 1,121 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 600 | 629 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 700 | 728 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 850 | 906 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 815 | 817 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 40 | 43 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 40 | 44 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 2,100 | 1,908 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 1,490 | 1,889 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 370 | 304 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 1,000 | 798 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 1,830 | 1,928 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 770 | 817 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 600 | 478 | ||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 635 | 538 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 1,100 | 931 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 775 | 734 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 1,050 | 1,100 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 250 | 192 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 1,610 | 2,020 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 1,250 | 1,276 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 650 | 556 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 872 | 802 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 975 | 730 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,125 | 1,145 | ||
Oklahoma Development Finance Authority Revenue | 4.380% | 11/1/45 | 1,000 | 960 | ||
Oklahoma Development Finance Authority Revenue | 4.714% | 5/1/52 | 1,140 | 1,103 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 780 | 865 | ||
Pennsylvania State University Revenue | 2.790% | 9/1/43 | 750 | 586 | ||
Pennsylvania State University Revenue | 2.840% | 9/1/50 | 780 | 573 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 920 | 1,009 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 625 | 463 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 875 | 945 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 715 | 772 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 1,000 | 1,015 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 875 | 864 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 675 | 598 | ||
Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | 800 | 617 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 1,720 | 1,746 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 900 | 640 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 4,145 | 3,872 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 1,050 | 1,043 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 635 | 452 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 710 | 824 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 660 | 705 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 400 | 324 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 705 | 527 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 1,190 | 1,007 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 725 | 594 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 650 | 619 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 1,120 | 1,145 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 750 | 830 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 550 | 607 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 750 | 713 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 675 | 490 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 765 | 864 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 1,175 | 1,362 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 915 | 1,122 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 775 | 702 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 800 | 904 | ||
Texas GO | 5.517% | 4/1/39 | 2,165 | 2,379 | ||
Texas GO | 3.211% | 4/1/44 | 1,300 | 1,085 | ||
Texas Natural Gas Securitization Finance Corp. Revenue | 5.102% | 4/1/35 | 2,525 | 2,594 | ||
Texas Natural Gas Securitization Finance Corp. Revenue | 5.169% | 4/1/41 | 1,500 | 1,587 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 1,525 | 1,252 | ||
Texas Transportation Commission GO | 4.681% | 4/1/40 | 450 | 451 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 660 | 505 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 1,000 | 707 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 685 | 668 | ||
10 | Tucson City AZ COP | 2.856% | 7/1/47 | 725 | 532 | |
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 1,075 | 1,261 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 675 | 792 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 1,425 | 991 | ||
University of California Regents Medical Center Pooled Revenue | 4.563% | 5/15/53 | 700 | 642 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 1,560 | 1,067 | ||
University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | 565 | 383 | ||
University of California Revenue | 5.770% | 5/15/43 | 980 | 1,078 | ||
University of California Revenue | 5.946% | 5/15/45 | 600 | 664 | ||
University of California Revenue | 3.071% | 5/15/51 | 1,000 | 721 | ||
University of California Revenue | 4.858% | 5/15/12 | 1,440 | 1,341 | ||
University of California Revenue | 4.767% | 5/15/15 | 1,200 | 1,090 | ||
University of Michigan Revenue | 2.437% | 4/1/40 | 905 | 691 | ||
University of Michigan Revenue | 2.562% | 4/1/50 | 500 | 350 | ||
University of Michigan Revenue | 3.504% | 4/1/52 | 600 | 503 | ||
University of Michigan Revenue | 3.504% | 4/1/52 | 500 | 419 | ||
University of Michigan Revenue | 4.454% | 4/1/22 | 2,300 | 2,075 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 775 | 614 | ||
9 | University of Oregon Revenue | 3.424% | 3/1/60 | 650 | 491 | |
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | 3.555% | 9/15/19 | 725 | 491 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 1,075 | 1,105 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 800 | 654 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 600 | 403 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 690 | 561 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 1,000 | 786 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 1,675 | 1,069 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 975 | 821 | ||
Washington GO | 5.140% | 8/1/40 | 860 | 884 | ||
10 | Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 3.846% | 11/1/50 | 80 | 59 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 875 | 819 | ||
Total Taxable Municipal Bonds (Cost $251,439) | 243,844 |
Coupon | Shares | Market Value ($000) | ||||
Temporary Cash Investments (0.3%) | ||||||
Money Market Fund (0.3%) | ||||||
11 | Vanguard Market Liquidity Fund (Cost $24,532) | 4.839% | 245,349 | 24,532 | ||
Total Investments (99.0%) (Cost $9,983,254) | 8,305,440 | |||||
Other Assets and Liabilities—Net (1.0%) | 84,398 | |||||
Net Assets (100%) | 8,389,838 |
Cost is in $000. |
1 | Securities with a value of $1,497,000 have been segregated as initial margin for open futures contracts. |
2 | U.S. government-guaranteed. |
3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
5 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2023, the aggregate value was $89,513,000, representing 1.1% of net assets. |
6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2023. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
9 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
10 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
COP—Certificate of Participation. | |
DAC—Designated Activity Company. | |
GO—General Obligation Bond. | |
SO—Special Obligation. |
Derivative Financial
Instruments Outstanding as of Period End
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
Long U.S. Treasury Bond | June 2023 | 382 | 50,102 | 1,294 |
Short Futures Contracts | ||||
Ultra Long U.S. Treasury Bond | June 2023 | (406) | (57,297) | (1,593) |
(299) |
A. Security Valuation:
Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or
using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity
Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the
close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
B. Futures Contracts:
The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced,
or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices
of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further
mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing
brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any
securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at
their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. Various inputs may be used
to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not
necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant
unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the
market value of the fund's investments and derivatives as of March 31, 2023, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 3,820,826 | — | 3,820,826 |
Corporate Bonds | — | 3,941,840 | — | 3,941,840 |
Sovereign Bonds | — | 274,398 | — | 274,398 |
Taxable Municipal Bonds | — | 243,844 | — | 243,844 |
Temporary Cash Investments | 24,532 | — | — | 24,532 |
Total | 24,532 | 8,280,908 | — | 8,305,440 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 1,294 | — | — | 1,294 |
Liabilities | ||||
Futures Contracts1 | 1,593 | — | — | 1,593 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |