| | | | | |
Security Description | | Principal Amount ($) | | Fair Value ($) | |
| | | | | |
Consumer Discretionary, continued | | | |
Starbucks Corp., 2.45%, 6/15/26, | | | | | |
Callable 3/15/26 @ 100 | | 350,000 | | 366,860 | |
| | | | 899,956 | |
Consumer Staples (0.4%) | | | | | |
Estee Lauder Cos., Inc. (The), 1.95%, | | | | | |
3/15/31, Callable 12/15/30 @ 100 | | 750,000 | | 727,244 | |
| | | | | |
Financials (0.7%) | | | | | |
American Express Co., 2.65%, 12/2/22 | 287,000 | | 297,760 | |
John Deere Capital Corp., 2.80%, | | | | | |
7/18/29 | | 350,000 | | 365,549 | |
John Deere Capital Corp., 2.95%, | | | | | |
4/1/22, MTN | | 150,000 | | 154,116 | |
JPMorgan Chase & Co., 2.95%, 10/1/26, | | | |
Callable 7/1/26 @ 100 | | 500,000 | | 534,818 | |
| | | | 1,352,243 | |
Health Care (0.5%) | | | | | |
Abbott Laboratories, 2.95%, 3/15/25, | | | | | |
Callable 12/15/24 @ 100 | | 100,000 | | 107,069 | |
Healthcare Corp., 1.15%, 6/15/25, | | | | | |
Callable 5/15/25 @ 100 | | 100,000 | | 99,729 | |
Kaiser Foundation Hospitals, 3.15%, | | | | | |
5/1/27, Callable 2/1/27 @ 100 | | 250,000 | | 272,997 | |
Pfizer, Inc., 3.40%, 5/15/24 | | 100,000 | | 108,520 | |
Stryker Corp., 3.50%, 3/15/26, Callable | | | |
12/15/25 @ 100 | | 300,000 | | 328,568 | |
| | | | 916,883 | |
Industrials (0.7%) | | | | | |
3M Co., 3.00%, 8/7/25 | | 250,000 | | 271,093 | |
Emerson Electric Co., 2.63%, 2/15/23, | | | |
Callable 11/15/22 @ 100 | | 200,000 | | 207,386 | |
Hubbell, Inc., 2.30%, 3/15/31, Callable | | | |
12/15/30 @ 100 | | 200,000 | | 195,814 | |
Hubbell, Inc., 3.35%, 3/1/26, Callable | | | | | |
12/1/25 @ 100 | | 145,000 | | 155,892 | |
Hubbell, Inc., 3.50%, 2/15/28, Callable | | | |
11/15/27 @ 100 | | 150,000 | | 161,368 | |
Hubbell, Inc., 3.63%, 11/15/22 | | 75,000 | | 78,993 | |
United Parcel Service, Inc., 2.40%, | | | | | |
11/15/26, Callable 8/15/26 @ 100 | | 200,000 | | 213,017 | |
| | | | 1,283,563 | |
Information Technology (1.7%) | | | | | |
Apple, Inc., 2.20%, 9/11/29, Callable | | | | | |
6/11/29 @ 100 | | 350,000 | | 354,805 | |
Apple, Inc., 2.85%, 2/23/23, Callable | | | | | |
12/23/22 @ 100 | | 150,000 | | 156,666 | |
Apple, Inc., 3.00%, 6/20/27, Callable | | | | | |
3/20/27 @ 100 | | 200,000 | | 216,524 | |
Intel Corp., 3.90%, 3/25/30, Callable | | | | | |
12/25/29 @ 100 | | 1,000,000 | | 1,135,045 | |
Mastercard, Inc., 2.95%, 11/21/26, | | | | | |
Callable 8/21/26 @ 100 | | 100,000 | | 107,974 | |
Mastercard, Inc., 3.30%, 3/26/27, | | | | | |
Callable 1/26/27 @ 100 | | 150,000 | | 164,928 | |
Oracle Corp., 2.50%, 4/1/25, Callable | | | | | |
3/1/25 @ 100 | | 200,000 | | 209,948 | |
Oracle Corp., 3.40%, 7/8/24, Callable | | | | | |
4/8/24 @ 100 | | 300,000 | | 322,451 | |