UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT
OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-58431
Name of Registrant: | Vanguard Valley Forge Funds |
Address of Registrant: | P.O. Box 2600 |
Valley Forge, PA 19482 |
Name and address of agent for service: | Anne E. Robinson, Esquire |
P.O. Box 876 | |
Valley Forge, PA 19482 |
Registrant’s telephone number, including area code: (610) 669-1000
Date of fiscal year end: December 31
Date of reporting period: January 1, 2021—December 31, 2021
Item 1: Reports to Shareholders
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2 | |
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7 |
• | For the 12 months ended December 31, 2021, Vanguard Balanced Index Fund returned 14.09% for Investor Shares, 14.22% for Admiral Shares, and 14.20% for Institutional Shares. The fund’s composite benchmark returned 14.28%. |
• | The U.S. economy continued to heal over the 12 months. Vaccination programs started rolling out shortly after the period began, helping some of the hardest-hit sectors such as hospitality, leisure, and travel begin to rebound, and more workers returned to the labor force. |
• | U.S. stocks performed strongly even with the spread of new COVID-19 variants, a surge in inflation, and Federal Reserve monetary policy turning less accommodative, while bond yields ended the period higher. |
• | The fund, which invests about 60% of its assets in stocks and about 40% in bonds, posted a return different from that of its composite benchmark in part because of differences in the timing for rebalancing its assets to their target allocations. |
• | The benchmark for the fund’s stock allocation, the CRSP US Total Market Index, returned 25.72%. The benchmark for the fund’s bond allocation, the Bloomberg U.S. Aggregate Float Adjusted Index, returned –1.58%. |
• | Over the decade ended December 31, the fund’s average annual return was about 11%, close to the 11.19% return of its composite benchmark. |
Average Annual Total Returns Periods Ended December 31, 2021 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.45% | 26.21% | 18.43% |
Russell 2000 Index (Small-caps) | 14.82 | 20.02 | 12.02 |
Russell 3000 Index (Broad U.S. market) | 25.66 | 25.79 | 17.97 |
FTSE All-World ex US Index (International) | 8.36 | 13.66 | 9.89 |
Bonds | |||
Bloomberg U.S. Aggregate Bond Index (Broad taxable market) | -1.54% | 4.79% | 3.57% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 1.52 | 4.73 | 4.17 |
FTSE Three-Month U.S. Treasury Bill Index | 0.05 | 0.95 | 1.11 |
CPI | |||
Consumer Price Index | 7.04% | 3.53% | 2.92% |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2021 | |||
Beginning Account Value 6/30/2021 | Ending Account Value 12/31/2021 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Balanced Index Fund | |||
Investor Shares | $1,000.00 | $1,054.10 | $0.93 |
Admiral™ Shares | 1,000.00 | 1,054.70 | 0.36 |
Institutional Shares | 1,000.00 | 1,054.70 | 0.31 |
Based on Hypothetical 5% Yearly Return | |||
Balanced Index Fund | |||
Investor Shares | $1,000.00 | $1,024.30 | $0.92 |
Admiral Shares | 1,000.00 | 1,024.85 | 0.36 |
Institutional Shares | 1,000.00 | 1,024.90 | 0.31 |
Average Annual Total Returns Periods Ended December 31, 2021 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Balanced Index Fund Investor Shares | 14.09% | 12.24% | 10.85% | $28,006 | |
Balanced Composite Index | 14.28 | 12.60 | 11.19 | 28,874 | |
Bloomberg U.S. Aggregate Float Adjusted Index | -1.58 | 3.64 | 2.94 | 13,356 | |
Spliced Total Stock Market Index | 25.72 | 18.00 | 16.31 | 45,289 |
Average Annual Total Returns Periods Ended December 31, 2021 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Balanced Index Fund Admiral Shares | 14.22% | 12.37% | 10.99% | $28,360 | |
Balanced Composite Index | 14.28 | 12.60 | 11.19 | 28,874 | |
Bloomberg U.S. Aggregate Float Adjusted Index | -1.58 | 3.64 | 2.94 | 13,356 | |
Spliced Total Stock Market Index | 25.72 | 18.00 | 16.31 | 45,289 |
One Year | Five Years | Ten Years | Final Value of a $5,000,000 Investment | ||
Balanced Index Fund Institutional Shares | 14.20% | 12.37% | 11.00% | $14,193,355 | |
Balanced Composite Index | 14.28 | 12.60 | 11.19 | 14,436,864 | |
Bloomberg U.S. Aggregate Float Adjusted Index | -1.58 | 3.64 | 2.94 | 6,677,759 | |
Spliced Total Stock Market Index | 25.72 | 18.00 | 16.31 | 22,644,332 |
Asset-Backed/Commercial Mortgage-Backed Securities | 0.9% |
Common Stocks | 62.3 |
Corporate Bonds | 10.7 |
Preferred Stocks | 0.0 |
Sovereign Bonds | 1.4 |
Taxable Municipal Bonds | 0.3 |
U.S. Government and Agency Obligations | 24.4 |
Shares | Market Value• ($000) | ||||
Common Stocks (61.1%) | |||||
Basic Materials (1.2%) | |||||
Linde plc | 395,912 | 137,156 | |||
Air Products and Chemicals Inc. | 171,563 | 52,200 | |||
Freeport-McMoRan Inc. | 1,136,596 | 47,430 | |||
Ecolab Inc. | 199,661 | 46,838 | |||
Newmont Corp. | 618,636 | 38,368 | |||
Dow Inc. | 569,188 | 32,284 | |||
International Flavors & Fragrances Inc. | 194,291 | 29,270 | |||
Fastenal Co. | 443,019 | 28,380 | |||
Nucor Corp. | 221,100 | 25,239 | |||
Albemarle Corp. | 91,255 | 21,333 | |||
LyondellBasell Industries NV Class A | 203,649 | 18,783 | |||
Celanese Corp. | 83,928 | 14,105 | |||
International Paper Co. | 298,285 | 14,013 | |||
Avery Dennison Corp. | 63,603 | 13,774 | |||
Eastman Chemical Co. | 105,625 | 12,771 | |||
CF Industries Holdings Inc. | 166,475 | 11,783 | |||
Mosaic Co. | 287,150 | 11,282 | |||
FMC Corp. | 98,415 | 10,815 | |||
Steel Dynamics Inc. | 145,988 | 9,061 | |||
Alcoa Corp. | 146,400 | 8,723 | |||
Reliance Steel & Aluminum Co. | 48,740 | 7,907 | |||
* | Cleveland-Cliffs Inc. | 349,991 | 7,619 | ||
Olin Corp. | 111,446 | 6,410 | |||
Royal Gold Inc. | 51,721 | 5,442 | |||
Huntsman Corp. | 151,313 | 5,278 | |||
Valvoline Inc. | 139,534 | 5,203 | |||
Scotts Miracle-Gro Co. | 29,878 | 4,810 | |||
* | RBC Bearings Inc. | 22,318 | 4,508 | ||
Ashland Global Holdings Inc. | 41,050 | 4,419 | |||
United States Steel Corp. | 184,243 | 4,387 | |||
Balchem Corp. | 25,816 | 4,353 | |||
Chemours Co. | 127,579 | 4,282 | |||
UFP Industries Inc. | 46,235 | 4,254 |
Shares | Market Value• ($000) | ||||
Element Solutions Inc. | 168,379 | 4,088 | |||
Avient Corp. | 72,523 | 4,058 | |||
Timken Co. | 55,105 | 3,818 | |||
* | Univar Solutions Inc. | 134,313 | 3,808 | ||
* | Hexcel Corp. | 67,317 | 3,487 | ||
Commercial Metals Co. | 94,361 | 3,424 | |||
Sensient Technologies Corp. | 32,733 | 3,275 | |||
* | MP Materials Corp. | 69,061 | 3,137 | ||
* | Livent Corp. | 127,674 | 3,113 | ||
Quaker Chemical Corp. | 11,035 | 2,547 | |||
* | Arconic Corp. | 76,237 | 2,517 | ||
Cabot Corp. | 44,156 | 2,482 | |||
Mueller Industries Inc. | 41,401 | 2,458 | |||
Westlake Chemical Corp. | 25,122 | 2,440 | |||
* | Ingevity Corp. | 32,591 | 2,337 | ||
Hecla Mining Co. | 427,152 | 2,230 | |||
NewMarket Corp. | 6,478 | 2,220 | |||
Boise Cascade Co. | 30,705 | 2,186 | |||
Tronox Holdings plc Class A | 87,714 | 2,108 | |||
Stepan Co. | 16,746 | 2,081 | |||
Minerals Technologies Inc. | 26,839 | 1,963 | |||
Innospec Inc. | 19,761 | 1,785 | |||
Worthington Industries Inc. | 27,489 | 1,503 | |||
GrafTech International Ltd. | 124,800 | 1,476 | |||
Materion Corp. | 15,393 | 1,415 | |||
Compass Minerals International Inc. | 27,193 | 1,389 | |||
Kaiser Aluminum Corp. | 13,151 | 1,235 | |||
* | GCP Applied Technologies Inc. | 37,443 | 1,185 | ||
AdvanSix Inc. | 23,829 | 1,126 | |||
* | Kraton Corp. | 23,122 | 1,071 | ||
Schnitzer Steel Industries Inc. Class A | 18,601 | 966 | |||
* | Energy Fuels Inc. | 120,446 | 919 | ||
* | Coeur Mining Inc. | 172,147 | 868 | ||
* | Amyris Inc. | 148,400 | 803 |
Shares | Market Value• ($000) | ||||
* | Sylvamo Corp. | 27,862 | 777 | ||
Schweitzer-Mauduit International Inc. | 25,778 | 771 | |||
* | Century Aluminum Co. | 43,070 | 713 | ||
Hawkins Inc. | 17,498 | 690 | |||
Carpenter Technology Corp. | 22,797 | 665 | |||
* | Uranium Energy Corp. | 191,943 | 643 | ||
Verso Corp. Class A | 22,685 | 613 | |||
Resolute Forest Products Inc. | 37,600 | 574 | |||
* | TimkenSteel Corp. | 34,305 | 566 | ||
* | Koppers Holdings Inc. | 17,410 | 545 | ||
* | Clearwater Paper Corp. | 14,637 | 537 | ||
Neenah Inc. | 11,328 | 524 | |||
Glatfelter Corp. | 29,983 | 516 | |||
* | US Silica Holdings Inc. | 53,800 | 506 | ||
* | Unifi Inc. | 16,177 | 374 | ||
Omega Flex Inc. | 2,737 | 347 | |||
Ryerson Holding Corp. | 12,967 | 338 | |||
American Vanguard Corp. | 19,365 | 317 | |||
* | Intrepid Potash Inc. | 7,428 | 317 | ||
* | Zymergen Inc. | 41,700 | 279 | ||
* | Rayonier Advanced Materials Inc. | 44,700 | 255 | ||
Haynes International Inc. | 6,067 | 245 | |||
* | LSB Industries Inc. | 21,677 | 240 | ||
* | Gatos Silver Inc. | 22,900 | 238 | ||
* | Northwest Pipe Co. | 7,317 | 233 | ||
* | Origin Materials Inc. | 23,804 | 154 | ||
* | Alto Ingredients Inc. | 31,856 | 153 | ||
Olympic Steel Inc. | 6,373 | 150 | |||
* | Ur-Energy Inc. | 114,960 | 140 | ||
Northern Technologies International Corp. | 5,764 | 88 | |||
Tredegar Corp. | 7,146 | 84 | |||
Culp Inc. | 7,359 | 70 | |||
* | Universal Stainless & Alloy Products Inc. | 7,442 | 59 | ||
* | Marrone Bio Innovations Inc. | 77,379 | 56 | ||
* | NN Inc. | 10,564 | 43 | ||
Eastern Co. | 1,347 | 34 | |||
United-Guardian Inc. | 2,067 | 34 | |||
Friedman Industries Inc. | 2,625 | 25 | |||
Chicago Rivet & Machine Co. | 710 | 19 | |||
* | Solitario Zinc Corp. | 21,690 | 11 | ||
* | Ampco-Pittsburgh Corp. | 1,874 | 9 | ||
* | United States Antimony Corp. | 19,099 | 9 | ||
* | US Gold Corp. | 708 | 6 | ||
* | Hycroft Mining Holding Corp. | 5,010 | 3 |
Shares | Market Value• ($000) | ||||
* | Paramount Gold Nevada Corp. | 1,148 | 1 | ||
* | Golden Minerals Co. | 648 | — | ||
*,1 | Partners LP CVR | 2,730 | — | ||
740,969 | |||||
Consumer Discretionary (9.7%) | |||||
* | Amazon.com Inc. | 333,119 | 1,110,732 | ||
* | Tesla Inc. | 620,870 | 656,123 | ||
Home Depot Inc. | 806,645 | 334,766 | |||
* | Walt Disney Co. | 1,404,749 | 217,582 | ||
* | Netflix Inc. | 342,384 | 206,266 | ||
Costco Wholesale Corp. | 341,912 | 194,103 | |||
NIKE Inc. Class B | 987,282 | 164,550 | |||
Walmart Inc. | 1,077,996 | 155,975 | |||
McDonald's Corp. | 577,471 | 154,803 | |||
Lowe's Cos. Inc. | 520,399 | 134,513 | |||
Starbucks Corp. | 906,573 | 106,042 | |||
Target Corp. | 369,637 | 85,549 | |||
* | Booking Holdings Inc. | 31,763 | 76,207 | ||
TJX Cos. Inc. | 882,199 | 66,977 | |||
Estee Lauder Cos. Inc. Class A | 170,786 | 63,225 | |||
Ford Motor Co. | 3,037,679 | 63,093 | |||
* | General Motors Co. | 1,010,003 | 59,216 | ||
* | Uber Technologies Inc. | 1,114,925 | 46,749 | ||
Dollar General Corp. | 179,986 | 42,446 | |||
* | Airbnb Inc. Class A | 254,704 | 42,406 | ||
Activision Blizzard Inc. | 602,407 | 40,078 | |||
* | O'Reilly Automotive Inc. | 52,107 | 36,800 | ||
* | Chipotle Mexican Grill Inc. | 20,659 | 36,117 | ||
* | Lululemon Athletica Inc. | 91,685 | 35,890 | ||
* | Aptiv plc | 209,169 | 34,502 | ||
* | AutoZone Inc. | 16,234 | 34,033 | ||
* | Hilton Worldwide Holdings Inc. | 216,359 | 33,750 | ||
* | Marriott International Inc. Class A | 203,213 | 33,579 | ||
Yum! Brands Inc. | 227,411 | 31,578 | |||
Ross Stores Inc. | 274,572 | 31,378 | |||
* | Trade Desk Inc. Class A | 338,540 | 31,024 | ||
eBay Inc. | 460,634 | 30,632 | |||
Electronic Arts Inc. | 219,265 | 28,921 | |||
DR Horton Inc. | 250,355 | 27,151 | |||
* | Copart Inc. | 166,036 | 25,174 | ||
Lennar Corp. Class A | 215,237 | 25,002 | |||
* | Dollar Tree Inc. | 174,034 | 24,455 | ||
* | ROBLOX Corp. Class A | 224,850 | 23,196 | ||
* | Etsy Inc. | 98,771 | 21,625 | ||
Tractor Supply Co. | 88,210 | 21,047 | |||
* | Expedia Group Inc. | 112,024 | 20,245 | ||
* | Southwest Airlines Co. | 459,195 | 19,672 | ||
* | Delta Air Lines Inc. | 497,435 | 19,440 | ||
VF Corp. | 262,861 | 19,247 |
Shares | Market Value• ($000) | ||||
* | Ulta Beauty Inc. | 41,954 | 17,299 | ||
Best Buy Co. Inc. | 170,237 | 17,296 | |||
Pool Corp. | 29,720 | 16,822 | |||
* | CarMax Inc. | 125,806 | 16,384 | ||
Garmin Ltd. | 120,000 | 16,340 | |||
* | Take-Two Interactive Software Inc. | 89,438 | 15,895 | ||
Domino's Pizza Inc. | 28,098 | 15,857 | |||
Genuine Parts Co. | 110,224 | 15,453 | |||
* | Carvana Co. | 65,706 | 15,230 | ||
* | NVR Inc. | 2,564 | 15,150 | ||
Darden Restaurants Inc. | 100,334 | 15,114 | |||
* | Burlington Stores Inc. | 51,629 | 15,050 | ||
* | Caesars Entertainment Inc. | 155,645 | 14,557 | ||
* | Rivian Automotive Inc. Class A | 136,064 | 14,108 | ||
MGM Resorts International | 310,681 | 13,943 | |||
ViacomCBS Inc. Class B | 457,036 | 13,793 | |||
Bath & Body Works Inc. | 193,640 | 13,514 | |||
* | Live Nation Entertainment Inc. | 112,710 | 13,490 | ||
* | Royal Caribbean Cruises Ltd. | 169,727 | 13,052 | ||
* | Carnival Corp. | 648,127 | 13,040 | ||
* | Las Vegas Sands Corp. | 326,783 | 12,300 | ||
*,2 | Lucid Group Inc. | 317,897 | 12,096 | ||
Omnicom Group Inc. | 163,425 | 11,974 | |||
LKQ Corp. | 193,879 | 11,639 | |||
Advance Auto Parts Inc. | 48,280 | 11,581 | |||
Interpublic Group of Cos. Inc. | 306,440 | 11,476 | |||
* | United Airlines Holdings Inc. | 251,462 | 11,009 | ||
* | Wayfair Inc. Class A | 57,729 | 10,967 | ||
Whirlpool Corp. | 46,663 | 10,950 | |||
*,2 | AMC Entertainment Holdings Inc. Class A | 400,400 | 10,891 | ||
PulteGroup Inc. | 187,028 | 10,691 | |||
Hasbro Inc. | 102,356 | 10,418 | |||
Vail Resorts Inc. | 31,448 | 10,312 | |||
* | Floor & Decor Holdings Inc. Class A | 77,808 | 10,116 | ||
Williams-Sonoma Inc. | 56,344 | 9,529 | |||
Fox Corp. Class A | 248,903 | 9,185 | |||
* | Lyft Inc. Class A | 214,918 | 9,183 | ||
* | American Airlines Group Inc. | 509,099 | 9,143 | ||
* | Five Below Inc. | 43,406 | 8,980 | ||
Tapestry Inc. | 215,043 | 8,731 | |||
Service Corp. International | 120,427 | 8,549 | |||
* | SiteOne Landscape Supply Inc. | 34,790 | 8,429 | ||
Lear Corp. | 45,506 | 8,325 | |||
BorgWarner Inc. | 183,363 | 8,264 |
Shares | Market Value• ($000) | ||||
* | Liberty Media Corp.-Liberty Formula One Class C | 126,132 | 7,977 | ||
* | Peloton Interactive Inc. Class A | 218,855 | 7,826 | ||
* | Deckers Outdoor Corp. | 21,254 | 7,786 | ||
* | GameStop Corp. Class A | 50,600 | 7,509 | ||
* | Capri Holdings Ltd. | 114,401 | 7,426 | ||
Aramark | 199,744 | 7,361 | |||
* | BJ's Wholesale Club Holdings Inc. | 106,704 | 7,146 | ||
Tempur Sealy International Inc. | 150,180 | 7,063 | |||
* | RH | 13,062 | 7,000 | ||
News Corp. Class A | 313,485 | 6,994 | |||
* | Wynn Resorts Ltd. | 81,051 | 6,893 | ||
Lithia Motors Inc. Class A | 23,176 | 6,882 | |||
Churchill Downs Inc. | 27,335 | 6,585 | |||
Wyndham Hotels & Resorts Inc. | 73,026 | 6,547 | |||
Toll Brothers Inc. | 89,636 | 6,489 | |||
Newell Brands Inc. | 295,416 | 6,452 | |||
* | DraftKings Inc. Class A | 232,573 | 6,389 | ||
* | Penn National Gaming Inc. | 122,492 | 6,351 | ||
Gentex Corp. | 177,567 | 6,188 | |||
Macy's Inc. | 234,551 | 6,141 | |||
* | Norwegian Cruise Line Holdings Ltd. | 290,754 | 6,030 | ||
* | Bright Horizons Family Solutions Inc. | 47,537 | 5,984 | ||
PVH Corp. | 55,919 | 5,964 | |||
* | Avis Budget Group Inc. | 28,723 | 5,956 | ||
* | Mattel Inc. | 274,615 | 5,921 | ||
* | Discovery Inc. Class C | 257,953 | 5,907 | ||
* | Planet Fitness Inc. Class A | 64,688 | 5,859 | ||
Rollins Inc. | 169,930 | 5,813 | |||
Nielsen Holdings plc | 277,896 | 5,700 | |||
Kohl's Corp. | 114,920 | 5,676 | |||
* | Fox Factory Holding Corp. | 33,297 | 5,664 | ||
* | Crocs Inc. | 43,954 | 5,636 | ||
New York Times Co. Class A | 111,908 | 5,405 | |||
Marriott Vacations Worldwide Corp. | 31,792 | 5,372 | |||
* | IAA Inc. | 105,223 | 5,326 | ||
* | Zynga Inc. Class A | 813,587 | 5,207 | ||
* | YETI Holdings Inc. | 61,224 | 5,071 | ||
Dick's Sporting Goods Inc. | 43,657 | 5,020 | |||
Polaris Inc. | 45,374 | 4,987 | |||
* | Alaska Air Group Inc. | 95,519 | 4,977 | ||
AMERCO | 6,790 | 4,931 |
Shares | Market Value• ($000) | ||||
* | Liberty Media Corp.-Liberty SiriusXM Class C | 96,759 | 4,920 | ||
* | Scientific Games Corp. | 72,093 | 4,818 | ||
* | Goodyear Tire & Rubber Co. | 223,247 | 4,760 | ||
* | Helen of Troy Ltd. | 19,027 | 4,652 | ||
* | Skechers USA Inc. Class A | 106,231 | 4,610 | ||
Hanesbrands Inc. | 273,235 | 4,568 | |||
Texas Roadhouse Inc. Class A | 51,070 | 4,560 | |||
Nexstar Media Group Inc. Class A | 30,185 | 4,557 | |||
Choice Hotels International Inc. | 28,885 | 4,506 | |||
Harley-Davidson Inc. | 118,995 | 4,485 | |||
* | AutoNation Inc. | 38,354 | 4,482 | ||
* | Terminix Global Holdings Inc. | 94,771 | 4,286 | ||
Thor Industries Inc. | 40,441 | 4,197 | |||
Ralph Lauren Corp. | 34,698 | 4,124 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 80,581 | 4,098 | ||
Wingstop Inc. | 23,709 | 4,097 | |||
* | Boyd Gaming Corp. | 62,414 | 4,092 | ||
2 | Sirius XM Holdings Inc. | 638,303 | 4,053 | ||
Leggett & Platt Inc. | 98,288 | 4,046 | |||
Fox Corp. Class B | 116,981 | 4,009 | |||
Murphy USA Inc. | 19,794 | 3,944 | |||
* | Victoria's Secret & Co. | 69,613 | 3,866 | ||
Travel + Leisure Co. | 69,851 | 3,861 | |||
Gap Inc. | 217,800 | 3,844 | |||
* | Endeavor Group Holdings Inc. Class A | 108,117 | 3,772 | ||
* | Hilton Grand Vacations Inc. | 71,892 | 3,746 | ||
* | Chewy Inc. Class A | 63,269 | 3,731 | ||
* | Under Armour Inc. Class A | 174,609 | 3,700 | ||
* | Meritage Homes Corp. | 29,258 | 3,571 | ||
Foot Locker Inc. | 81,503 | 3,556 | |||
* | JetBlue Airways Corp. | 246,521 | 3,510 | ||
* | Hyatt Hotels Corp. Class A | 35,966 | 3,449 | ||
Wendy's Co. | 140,277 | 3,346 | |||
Signet Jewelers Ltd. | 38,400 | 3,342 | |||
* | Skyline Champion Corp. | 41,920 | 3,311 | ||
TEGNA Inc. | 177,829 | 3,301 | |||
*,2 | QuantumScape Corp. Class A | 148,781 | 3,301 | ||
* | Taylor Morrison Home Corp. Class A | 93,727 | 3,277 | ||
Carter's Inc. | 31,961 | 3,235 | |||
Papa John's International Inc. | 24,176 | 3,227 |
Shares | Market Value• ($000) | ||||
Warner Music Group Corp. Class A | 74,519 | 3,218 | |||
* | Chegg Inc. | 104,794 | 3,217 | ||
H&R Block Inc. | 133,731 | 3,151 | |||
* | National Vision Holdings Inc. | 65,404 | 3,139 | ||
* | Academy Sports & Outdoors Inc. | 70,015 | 3,074 | ||
* | Asbury Automotive Group Inc. | 17,704 | 3,058 | ||
American Eagle Outfitters Inc. | 119,546 | 3,027 | |||
KB Home | 67,141 | 3,003 | |||
LCI Industries | 18,968 | 2,957 | |||
* | Sonos Inc. | 96,773 | 2,884 | ||
Steven Madden Ltd. | 61,562 | 2,861 | |||
* | Leslie's Inc. | 120,275 | 2,846 | ||
* | Boot Barn Holdings Inc. | 23,076 | 2,839 | ||
*,2 | Luminar Technologies Inc. Class A | 164,987 | 2,790 | ||
* | Liberty Media Corp.-Liberty Formula One Class A | 46,699 | 2,771 | ||
* | LGI Homes Inc. | 17,596 | 2,718 | ||
* | Grand Canyon Education Inc. | 31,598 | 2,708 | ||
* | Coty Inc. Class A | 257,567 | 2,704 | ||
Group 1 Automotive Inc. | 13,660 | 2,667 | |||
* | Madison Square Garden Sports Corp. | 15,240 | 2,648 | ||
* | Discovery Inc. Class A | 112,468 | 2,647 | ||
* | Tri Pointe Homes Inc. | 93,277 | 2,601 | ||
Dana Inc. | 112,670 | 2,571 | |||
* | Callaway Golf Co. | 93,414 | 2,563 | ||
* | SeaWorld Entertainment Inc. | 39,185 | 2,542 | ||
* | Ollie's Bargain Outlet Holdings Inc. | 49,438 | 2,531 | ||
* | Six Flags Entertainment Corp. | 59,169 | 2,519 | ||
* | Frontdoor Inc. | 68,663 | 2,516 | ||
Columbia Sportswear Co. | 25,724 | 2,507 | |||
Cracker Barrel Old Country Store Inc. | 19,343 | 2,488 | |||
MDC Holdings Inc. | 44,459 | 2,482 | |||
* | Visteon Corp. | 22,167 | 2,464 | ||
* | Dorman Products Inc. | 21,676 | 2,450 | ||
* | Gentherm Inc. | 27,223 | 2,366 | ||
Penske Automotive Group Inc. | 21,657 | 2,322 | |||
* | Allegiant Travel Co. | 11,982 | 2,241 | ||
Red Rock Resorts Inc. Class A | 40,727 | 2,240 | |||
* | Under Armour Inc. Class C | 123,193 | 2,222 |
Shares | Market Value• ($000) | ||||
Rent-A-Center Inc. | 46,212 | 2,220 | |||
* | Sabre Corp. | 256,400 | 2,202 | ||
Rush Enterprises Inc. Class A | 38,835 | 2,161 | |||
* | Shake Shack Inc. Class A | 29,830 | 2,153 | ||
* | TripAdvisor Inc. | 78,779 | 2,148 | ||
Kontoor Brands Inc. | 40,491 | 2,075 | |||
* | Figs Inc. Class A | 74,763 | 2,060 | ||
* | Vista Outdoor Inc. | 44,616 | 2,055 | ||
News Corp. Class B | 90,502 | 2,036 | |||
* | Cavco Industries Inc. | 6,408 | 2,035 | ||
Qurate Retail Inc. Class A | 266,634 | 2,026 | |||
* | PROG Holdings Inc. | 44,128 | 1,991 | ||
Winnebago Industries Inc. | 26,359 | 1,975 | |||
Graham Holdings Co. Class B | 3,134 | 1,974 | |||
* | Overstock.com Inc. | 33,041 | 1,950 | ||
* | Nordstrom Inc. | 85,641 | 1,937 | ||
Wolverine World Wide Inc. | 66,866 | 1,926 | |||
* | Coursera Inc. | 78,301 | 1,914 | ||
Century Communities Inc. | 23,127 | 1,892 | |||
John Wiley & Sons Inc. Class A | 32,872 | 1,883 | |||
World Wrestling Entertainment Inc. Class A | 38,021 | 1,876 | |||
* | Spirit Airlines Inc. | 85,301 | 1,864 | ||
*,2 | Fisker Inc. | 117,100 | 1,842 | ||
MillerKnoll Inc. | 46,289 | 1,814 | |||
* | Knowles Corp. | 74,153 | 1,731 | ||
* | Sally Beauty Holdings Inc. | 93,417 | 1,724 | ||
* | iHeartMedia Inc. Class A | 81,059 | 1,705 | ||
* | Revolve Group Inc. Class A | 29,900 | 1,676 | ||
* | Houghton Mifflin Harcourt Co. | 103,100 | 1,660 | ||
* | Abercrombie & Fitch Co. Class A | 47,338 | 1,649 | ||
* | ODP Corp. | 39,451 | 1,550 | ||
Levi Strauss & Co. Class A | 61,847 | 1,548 | |||
* | Cardlytics Inc. | 23,301 | 1,540 | ||
* | KAR Auction Services Inc. | 97,587 | 1,524 | ||
* | iRobot Corp. | 23,096 | 1,522 | ||
* | SkyWest Inc. | 38,575 | 1,516 | ||
* | Bloomin' Brands Inc. | 71,500 | 1,500 | ||
HNI Corp. | 35,491 | 1,492 | |||
* | Cheesecake Factory Inc. | 37,695 | 1,476 | ||
* | Urban Outfitters Inc. | 49,242 | 1,446 | ||
Monro Inc. | 24,603 | 1,434 |
Shares | Market Value• ($000) | ||||
* | Everi Holdings Inc. | 66,989 | 1,430 | ||
* | M/I Homes Inc. | 22,855 | 1,421 | ||
Jack in the Box Inc. | 16,056 | 1,405 | |||
* | Sleep Number Corp. | 18,237 | 1,397 | ||
Inter Parfums Inc. | 12,887 | 1,378 | |||
* | Cinemark Holdings Inc. | 84,330 | 1,359 | ||
Oxford Industries Inc. | 13,227 | 1,343 | |||
* | Driven Brands Holdings Inc. | 39,765 | 1,337 | ||
Acushnet Holdings Corp. | 25,050 | 1,330 | |||
* | Madison Square Garden Entertainment Corp. | 18,682 | 1,314 | ||
* | Brinker International Inc. | 35,325 | 1,293 | ||
* | elf Beauty Inc. | 38,814 | 1,289 | ||
La-Z-Boy Inc. | 35,433 | 1,287 | |||
* | ACV Auctions Inc. Class A | 68,008 | 1,281 | ||
Franchise Group Inc. | 24,078 | 1,256 | |||
PriceSmart Inc. | 17,082 | 1,250 | |||
* | Dave & Buster's Entertainment Inc. | 32,200 | 1,236 | ||
* | Central Garden & Pet Co. Class A | 25,668 | 1,228 | ||
Gray Television Inc. | 60,831 | 1,226 | |||
Big Lots Inc. | 27,152 | 1,223 | |||
Camping World Holdings Inc. Class A | 29,682 | 1,199 | |||
* | Bed Bath & Beyond Inc. | 80,967 | 1,180 | ||
* | Adtalem Global Education Inc. | 39,847 | 1,178 | ||
* | 2U Inc. | 57,721 | 1,158 | ||
* | Stride Inc. | 34,430 | 1,148 | ||
* | Malibu Boats Inc. Class A | 16,616 | 1,142 | ||
* | Stitch Fix Inc. Class A | 59,923 | 1,134 | ||
*,2 | ContextLogic Inc. Class A | 363,054 | 1,129 | ||
* | Lions Gate Entertainment Corp. Class B | 73,308 | 1,128 | ||
* | Petco Health & Wellness Co. Inc. Class A | 56,651 | 1,121 | ||
Sinclair Broadcast Group Inc. Class A | 41,400 | 1,094 | |||
Strategic Education Inc. | 18,403 | 1,064 | |||
Dillard's Inc. Class A | 4,301 | 1,054 | |||
Buckle Inc. | 24,717 | 1,046 | |||
* | Lions Gate Entertainment Corp. Class A | 59,304 | 987 | ||
* | GoPro Inc. Class A | 93,976 | 969 | ||
Sturm Ruger & Co. Inc. | 14,136 | 962 | |||
* | Cars.com Inc. | 59,600 | 959 | ||
* | Zumiez Inc. | 19,929 | 956 | ||
* | MarineMax Inc. | 16,108 | 951 |
Shares | Market Value• ($000) | ||||
Carriage Services Inc. Class A | 14,379 | 927 | |||
* | Dine Brands Global Inc. | 12,079 | 916 | ||
* | Bally's Corp. | 23,975 | 912 | ||
* | Monarch Casino & Resort Inc. | 11,887 | 879 | ||
* | Clear Channel Outdoor Holdings Inc. | 265,400 | 878 | ||
* | Selectquote Inc. | 96,684 | 876 | ||
* | Clean Energy Fuels Corp. | 142,539 | 874 | ||
* | G-III Apparel Group Ltd. | 30,976 | 856 | ||
EW Scripps Co. Class A | 44,261 | 856 | |||
Hibbett Inc. | 11,884 | 855 | |||
* | Mister Car Wash Inc. | 46,842 | 853 | ||
* | Dutch Bros Inc. Class A | 16,762 | 853 | ||
* | Children's Place Inc. | 10,719 | 850 | ||
* | XPEL Inc. | 12,093 | 826 | ||
Matthews International Corp. Class A | 22,042 | 808 | |||
Steelcase Inc. Class A | 68,828 | 807 | |||
* | Rover Group Inc. Class A | 82,808 | 807 | ||
* | Genesco Inc. | 12,465 | 800 | ||
* | American Axle & Manufacturing Holdings Inc. | 85,596 | 799 | ||
* | Denny's Corp. | 49,923 | 799 | ||
* | AMC Networks Inc. Class A | 22,780 | 785 | ||
* | RealReal Inc. | 66,800 | 776 | ||
*,2 | Canoo Inc. | 99,300 | 767 | ||
* | Designer Brands Inc. Class A | 53,752 | 764 | ||
* | Green Brick Partners Inc. | 24,904 | 755 | ||
Sonic Automotive Inc. Class A | 15,175 | 750 | |||
* | Citi Trends Inc. | 7,854 | 744 | ||
* | Tenneco Inc. Class A | 65,600 | 741 | ||
* | Hawaiian Holdings Inc. | 39,683 | 729 | ||
* | Lovesac Co. | 10,900 | 722 | ||
Guess? Inc. | 30,411 | 720 | |||
*,2 | Blink Charging Co. | 27,033 | 717 | ||
Standard Motor Products Inc. | 13,650 | 715 | |||
Laureate Education Inc. Class A | 58,359 | 714 | |||
* | Perdoceo Education Corp. | 59,954 | 705 | ||
* | Golden Entertainment Inc. | 13,829 | 699 | ||
Smith & Wesson Brands Inc. | 39,047 | 695 | |||
Caleres Inc. | 30,600 | 694 |
Shares | Market Value• ($000) | ||||
* | Liberty Media Corp.-Liberty Braves Class C | 24,614 | 692 | ||
Aaron's Co. Inc. | 27,396 | 675 | |||
* | WW International Inc. | 41,763 | 674 | ||
* | Sun Country Airlines Holdings Inc. | 24,720 | 674 | ||
* | Central Garden & Pet Co. | 12,440 | 655 | ||
* | Rush Street Interactive Inc. | 38,600 | 637 | ||
* | QuinStreet Inc. | 34,959 | 636 | ||
* | Viad Corp. | 14,866 | 636 | ||
RCI Hospitality Holdings Inc. | 7,914 | 616 | |||
Shoe Carnival Inc. | 15,730 | 615 | |||
Interface Inc. Class A | 37,978 | 606 | |||
* | Purple Innovation Inc. Class A | 45,093 | 598 | ||
Clarus Corp. | 21,337 | 591 | |||
* | Arko Corp. | 67,400 | 591 | ||
* | Accel Entertainment Inc. Class A | 45,284 | 590 | ||
*,2 | Portillo's Inc. Class A | 15,691 | 589 | ||
Lennar Corp. Class B | 6,077 | 581 | |||
* | Arlo Technologies Inc. | 55,119 | 578 | ||
* | TravelCenters of America Inc. | 11,200 | 578 | ||
* | Tupperware Brands Corp. | 37,700 | 576 | ||
* | Latham Group Inc. | 22,638 | 567 | ||
* | BJ's Restaurants Inc. | 16,148 | 558 | ||
Movado Group Inc. | 13,282 | 556 | |||
* | Thryv Holdings Inc. | 13,500 | 555 | ||
* | Liquidity Services Inc. | 24,357 | 538 | ||
* | ThredUp Inc. Class A | 41,643 | 531 | ||
* | Stagwell Inc. | 60,890 | 528 | ||
* | Beazer Homes USA Inc. | 22,577 | 524 | ||
* | Life Time Group Holdings Inc. | 30,100 | 518 | ||
* | Gannett Co. Inc. | 96,200 | 513 | ||
*,2 | Corsair Gaming Inc. | 24,428 | 513 | ||
* | Poshmark Inc. Class A | 29,765 | 507 | ||
* | PowerSchool Holdings Inc. Class A | 30,314 | 499 | ||
* | 1-800-Flowers.com Inc. Class A | 21,198 | 495 | ||
* | Vizio Holding Corp. Class A | 25,397 | 493 | ||
Global Industrial Co. | 11,984 | 490 | |||
2 | Krispy Kreme Inc. | 25,910 | 490 | ||
Scholastic Corp. | 12,175 | 487 | |||
* | Quotient Technology Inc. | 65,116 | 483 | ||
* | Chuy's Holdings Inc. | 15,928 | 480 | ||
* | Angi Inc. Class A | 51,994 | 479 |
Shares | Market Value• ($000) | ||||
A-Mark Precious Metals Inc. | 7,816 | 478 | |||
Winmark Corp. | 1,926 | 478 | |||
* | Stoneridge Inc. | 23,341 | 461 | ||
* | Ruth's Hospitality Group Inc. | 23,038 | 458 | ||
* | Hovnanian Enterprises Inc. Class A | 3,500 | 446 | ||
* | Bluegreen Vacations Holding Corp. Class A | 12,615 | 443 | ||
* | Chico's FAS Inc. | 82,065 | 442 | ||
* | America's Car-Mart Inc. | 4,309 | 441 | ||
* | Fossil Group Inc. | 42,400 | 436 | ||
* | Duolingo Inc. Class A | 4,048 | 430 | ||
Johnson Outdoors Inc. Class A | 4,529 | 424 | |||
*,2 | Vuzix Corp. | 47,800 | 414 | ||
* | Party City Holdco Inc. | 73,000 | 407 | ||
OneWater Marine Inc. Class A | 6,600 | 402 | |||
* | Marcus Corp. | 22,280 | 398 | ||
* | European Wax Center Inc. Class A | 13,055 | 396 | ||
Ethan Allen Interiors Inc. | 15,022 | 395 | |||
Del Taco Restaurants Inc. | 30,200 | 376 | |||
* | Cooper-Standard Holdings Inc. | 16,300 | 365 | ||
Haverty Furniture Cos. Inc. | 11,934 | 365 | |||
* | Lordstown Motors Corp. | 105,000 | 362 | ||
* | Universal Electronics Inc. | 8,830 | 360 | ||
* | Boston Omaha Corp. Class A | 12,493 | 359 | ||
* | Funko Inc. Class A | 19,100 | 359 | ||
* | Full House Resorts Inc. | 29,586 | 358 | ||
* | Frontier Group Holdings Inc. | 26,032 | 353 | ||
*,2 | Sweetgreen Inc. Class A | 10,850 | 347 | ||
* | Golden Nugget Online Gaming Inc. | 34,476 | 343 | ||
* | Liberty Media Corp.-Liberty Braves Class A | 11,719 | 337 | ||
* | LL Flooring Holdings Inc. | 19,622 | 335 | ||
* | MasterCraft Boat Holdings Inc. | 11,800 | 334 | ||
* | Century Casinos Inc. | 27,263 | 332 | ||
* | CarParts.com Inc. | 29,616 | 332 | ||
* | AMMO Inc. | 60,739 | 331 | ||
*,2 | Faraday Future Intelligent Electric Inc. | 61,601 | 328 | ||
* | Alta Equipment Group Inc. | 22,200 | 325 |
Shares | Market Value• ($000) | ||||
Kimball International Inc. Class B | 31,256 | 320 | |||
* | American Public Education Inc. | 14,286 | 318 | ||
Big 5 Sporting Goods Corp. | 16,718 | 318 | |||
Cato Corp. Class A | 18,491 | 317 | |||
* | Dream Finders Homes Inc. Class A | 16,072 | 313 | ||
* | Turtle Beach Corp. | 13,183 | 293 | ||
* | Lindblad Expeditions Holdings Inc. | 17,847 | 278 | ||
*,2 | Vinco Ventures Inc. | 115,700 | 275 | ||
*,2 | Cricut Inc. Class A | 12,396 | 274 | ||
* | Kura Sushi USA Inc. Class A | 3,346 | 270 | ||
*,2 | Genius Brands International Inc. | 253,800 | 266 | ||
*,2 | BARK Inc. | 62,355 | 263 | ||
* | Integral Ad Science Holding Corp. | 11,775 | 262 | ||
Entravision Communications Corp. Class A | 38,303 | 260 | |||
* | Audacy Inc. Class A | 100,400 | 258 | ||
* | Daily Journal Corp. | 718 | 256 | ||
* | Sciplay Corp. Class A | 18,478 | 255 | ||
* | Cumulus Media Inc. Class A | 22,600 | 254 | ||
*,2 | 1847 Goedeker Inc. | 105,100 | 252 | ||
* | XpresSpa Group Inc. | 124,200 | 251 | ||
Hooker Furnishings Corp. | 10,600 | 247 | |||
* | Noodles & Co. Class A | 27,098 | 246 | ||
* | RumbleON Inc. Class B | 5,807 | 241 | ||
* | Build-A-Bear Workshop Inc. | 12,127 | 237 | ||
*,2 | Allbirds Inc. Class A | 15,668 | 236 | ||
* | Red Robin Gourmet Burgers Inc. | 14,100 | 233 | ||
* | Snap One Holdings Corp. | 11,073 | 233 | ||
* | El Pollo Loco Holdings Inc. | 16,271 | 231 | ||
* | Motorcar Parts of America Inc. | 13,428 | 229 | ||
* | Container Store Group Inc. | 22,761 | 227 | ||
* | Vera Bradley Inc. | 26,700 | 227 | ||
* | Traeger Inc. | 18,573 | 226 | ||
* | Esports Technologies Inc. | 10,900 | 224 | ||
Rocky Brands Inc. | 5,601 | 223 | |||
* | American Outdoor Brands Inc. | 11,061 | 220 | ||
* | Eastman Kodak Co. | 46,489 | 218 | ||
* | Lands' End Inc. | 10,900 | 214 |
Shares | Market Value• ($000) | ||||
* | Udemy Inc. | 10,767 | 210 | ||
* | XL Fleet Corp. | 62,800 | 208 | ||
* | F45 Training Holdings Inc. | 19,083 | 208 | ||
* | Destination XL Group Inc. | 34,900 | 198 | ||
* | ONE Group Hospitality Inc. | 15,411 | 194 | ||
* | Universal Technical Institute Inc. | 24,531 | 192 | ||
Bassett Furniture Industries Inc. | 11,200 | 188 | |||
Tilly's Inc. Class A | 11,657 | 188 | |||
* | Barnes & Noble Education Inc. | 27,441 | 187 | ||
* | Conn's Inc. | 7,900 | 186 | ||
*,2 | Weber Inc. Class A | 13,930 | 180 | ||
National CineMedia Inc. | 63,500 | 178 | |||
* | Lazydays Holdings Inc. | 8,200 | 177 | ||
Superior Group of Cos. Inc. | 8,001 | 176 | |||
* | Kirkland's Inc. | 11,800 | 176 | ||
* | Aterian Inc. | 42,700 | 175 | ||
* | Express Inc. | 55,300 | 170 | ||
* | Mesa Air Group Inc. | 29,600 | 166 | ||
Nathan's Famous Inc. | 2,809 | 164 | |||
* | Emerald Holding Inc. | 41,000 | 163 | ||
*,2 | Arcimoto Inc. | 20,700 | 161 | ||
* | Delta Apparel Inc. | 5,328 | 158 | ||
* | Solo Brands Inc. Class A | 9,725 | 152 | ||
* | Lee Enterprises Inc. | 4,325 | 149 | ||
* | Fiesta Restaurant Group Inc. | 13,364 | 147 | ||
* | Arhaus Inc. Class A | 11,090 | 147 | ||
*,2 | Focus Universal Inc. | 16,600 | 147 | ||
* | Cinedigm Corp. Class A | 124,200 | 144 | ||
*,2 | Shift Technologies Inc. | 40,200 | 137 | ||
* | Liberty TripAdvisor Holdings Inc. Class A | 62,500 | 136 | ||
* | VOXX International Corp. Class A | 12,800 | 130 | ||
* | Nautilus Inc. | 20,996 | 129 | ||
* | Townsquare Media Inc. Class A | 9,269 | 124 | ||
*,2 | Ondas Holdings Inc. | 18,500 | 124 | ||
* | CuriosityStream Inc. | 20,600 | 122 | ||
* | Strattec Security Corp. | 3,216 | 119 | ||
Weyco Group Inc. | 4,901 | 117 | |||
Flexsteel Industries Inc. | 4,330 | 116 | |||
Carrols Restaurant Group Inc. | 37,000 | 110 | |||
Saga Communications Inc. Class A | 4,438 | 107 | |||
* | BurgerFi International Inc. | 18,200 | 103 | ||
* | Lakeland Industries Inc. | 4,633 | 101 |
Shares | Market Value• ($000) | ||||
* | Duluth Holdings Inc. Class B | 6,600 | 100 | ||
Acme United Corp. | 2,909 | 98 | |||
* | PlayAGS Inc. | 14,501 | 98 | ||
* | Janus International Group Inc. | 7,518 | 94 | ||
* | Drive Shack Inc. | 64,811 | 93 | ||
* | Tuesday Morning Corp. | 38,425 | 88 | ||
* | Biglari Holdings Inc. Class B | 610 | 87 | ||
* | iMedia Brands Inc. | 14,424 | 87 | ||
Marine Products Corp. | 6,508 | 81 | |||
Lifetime Brands Inc. | 4,913 | 78 | |||
* | HyreCar Inc. | 16,243 | 76 | ||
* | Xponential Fitness Inc. Class A | 3,373 | 69 | ||
Escalade Inc. | 4,321 | 68 | |||
NL Industries Inc. | 9,161 | 68 | |||
*,2 | AYRO Inc. | 36,700 | 59 | ||
* | Revlon Inc. Class A | 5,042 | 57 | ||
* | Lincoln Educational Services Corp. | 6,500 | 49 | ||
JOANN Inc. | 4,418 | 46 | |||
* | Urban One Inc. Class A | 9,500 | 44 | ||
* | Hall of Fame Resort & Entertainment Co. | 28,074 | 43 | ||
* | Superior Industries International Inc. | 9,407 | 42 | ||
* | Potbelly Corp. | 6,980 | 39 | ||
* | FlexShopper Inc. | 16,024 | 38 | ||
* | Marchex Inc. Class B | 15,105 | 37 | ||
* | Travelzoo | 3,978 | 37 | ||
Wayside Technology Group Inc. | 1,052 | 37 | |||
* | Fluent Inc. | 16,860 | 34 | ||
* | SRAX Inc. Class A | 7,476 | 34 | ||
* | First Watch Restaurant Group Inc. | 2,056 | 34 | ||
* | Brilliant Earth Group Inc. Class A | 1,700 | 31 | ||
* | Aspen Group Inc. | 12,570 | 30 | ||
Educational Development Corp. | 3,375 | 30 | |||
* | Gaia Inc. Class A | 3,502 | 30 | ||
* | Luby's Inc. | 10,198 | 29 | ||
Hamilton Beach Brands Holding Co. Class A | 1,820 | 26 | |||
* | Rent the Runway Inc. Class A | 2,865 | 23 | ||
* | BBQ Holdings Inc. | 1,407 | 22 | ||
* | Kewaunee Scientific Corp. | 1,646 | 21 | ||
* | Wheels Up Experience Inc. | 4,623 | 21 | ||
* | Outbrain Inc. | 1,274 | 18 | ||
FAT Brands Inc. Class A | 1,492 | 16 | |||
* | Instructure Holdings Inc. | 668 | 16 |
Shares | Market Value• ($000) | ||||
* | Zovio Inc. Class A | 11,435 | 15 | ||
* | J. Jill Inc. | 654 | 13 | ||
* | Live Ventures Inc. | 372 | 12 | ||
* | aka Brands Holding Corp. | 1,281 | 12 | ||
* | NextPlay Technologies Inc. | 13,200 | 11 | ||
* | Beasley Broadcast Group Inc. Class A | 5,320 | 10 | ||
* | Lulu's Fashion Lounge Holdings Inc. | 1,008 | 10 | ||
* | JAKKS Pacific Inc. | 779 | 8 | ||
* | Chicken Soup For The Soul Entertainment Inc. | 496 | 7 | ||
* | Salem Media Group Inc. Class A | 1,621 | 5 | ||
* | Torrid Holdings Inc. | 483 | 5 | ||
* | Unique Fabricating Inc. | 1,793 | 4 | ||
* | Reading International Inc. Class A | 444 | 2 | ||
* | Motorsport Games Inc. Class A | 696 | 2 | ||
*,1 | Zagg Inc. CVR | 26,018 | 2 | ||
FAT Brands Inc. Class B | 149 | 2 | |||
* | Charles & Colvard Ltd. | 295 | 1 | ||
*,1,2 | SRAX Inc. | 7,476 | 1 | ||
* | LiveOne Inc. | 560 | 1 | ||
*,1 | resTORbio Inc. CVR | 30 | — | ||
5,936,946 | |||||
Consumer Staples (2.9%) | |||||
Procter & Gamble Co. | 1,845,325 | 301,858 | |||
PepsiCo Inc. | 1,060,881 | 184,286 | |||
Coca-Cola Co. | 3,015,155 | 178,527 | |||
Philip Morris International Inc. | 1,206,348 | 114,603 | |||
CVS Health Corp. | 1,020,982 | 105,325 | |||
Mondelez International Inc. Class A | 1,079,781 | 71,600 | |||
Altria Group Inc. | 1,423,484 | 67,459 | |||
Colgate-Palmolive Co. | 655,962 | 55,980 | |||
Kimberly-Clark Corp. | 261,875 | 37,427 | |||
General Mills Inc. | 471,237 | 31,752 | |||
Constellation Brands Inc. Class A | 122,933 | 30,853 | |||
Walgreens Boots Alliance Inc. | 572,171 | 29,844 | |||
Sysco Corp. | 378,535 | 29,734 | |||
McKesson Corp. | 118,758 | 29,520 | |||
Archer-Daniels-Midland Co. | 435,742 | 29,452 | |||
* | Monster Beverage Corp. | 288,568 | 27,714 | ||
Corteva Inc. | 568,197 | 26,864 | |||
Kroger Co. | 524,872 | 23,756 | |||
Hershey Co. | 112,772 | 21,818 |
Shares | Market Value• ($000) | ||||
Keurig Dr Pepper Inc. | 553,871 | 20,416 | |||
Church & Dwight Co. Inc. | 194,753 | 19,962 | |||
Tyson Foods Inc. Class A | 228,793 | 19,942 | |||
Kraft Heinz Co. | 522,962 | 18,774 | |||
McCormick & Co. Inc. (Non-Voting) | 193,738 | 18,717 | |||
Clorox Co. | 95,810 | 16,705 | |||
Brown-Forman Corp. Class B | 222,199 | 16,189 | |||
AmerisourceBergen Corp. | 112,582 | 14,961 | |||
Kellogg Co. | 201,099 | 12,955 | |||
Conagra Brands Inc. | 369,245 | 12,610 | |||
J M Smucker Co. | 81,054 | 11,009 | |||
Hormel Foods Corp. | 214,358 | 10,463 | |||
Bunge Ltd. | 102,407 | 9,561 | |||
* | Darling Ingredients Inc. | 126,431 | 8,760 | ||
Lamb Weston Holdings Inc. | 114,996 | 7,288 | |||
Molson Coors Beverage Co. Class B | 143,808 | 6,666 | |||
Campbell Soup Co. | 151,658 | 6,591 | |||
Casey's General Stores Inc. | 28,991 | 5,721 | |||
* | Performance Food Group Co. | 121,436 | 5,573 | ||
* | US Foods Holding Corp. | 159,395 | 5,552 | ||
* | Post Holdings Inc. | 45,380 | 5,116 | ||
Ingredion Inc. | 49,525 | 4,786 | |||
Flowers Foods Inc. | 150,576 | 4,136 | |||
* | Boston Beer Co. Inc. Class A | 7,172 | 3,623 | ||
Spectrum Brands Holdings Inc. | 32,435 | 3,299 | |||
* | Herbalife Nutrition Ltd. | 77,810 | 3,185 | ||
* | Freshpet Inc. | 32,109 | 3,059 | ||
Sanderson Farms Inc. | 15,903 | 3,039 | |||
* | Hain Celestial Group Inc. | 69,691 | 2,970 | ||
* | Simply Good Foods Co. | 71,389 | 2,968 | ||
* | Sprouts Farmers Market Inc. | 94,034 | 2,791 | ||
*,2 | Beyond Meat Inc. | 42,680 | 2,781 | ||
WD-40 Co. | 11,317 | 2,769 | |||
Lancaster Colony Corp. | 15,051 | 2,492 | |||
Coca-Cola Consolidated Inc. | 3,775 | 2,337 | |||
Brown-Forman Corp. Class A | 33,647 | 2,281 | |||
Energizer Holdings Inc. | 55,625 | 2,231 | |||
* | United Natural Foods Inc. | 45,240 | 2,220 | ||
Primo Water Corp. | 125,912 | 2,220 | |||
* | Celsius Holdings Inc. | 29,419 | 2,194 |
Shares | Market Value• ($000) | ||||
Nu Skin Enterprises Inc. Class A | 40,298 | 2,045 | |||
Edgewell Personal Care Co. | 42,228 | 1,930 | |||
* | Hostess Brands Inc. Class A | 94,285 | 1,925 | ||
* | Beauty Health Co. | 78,759 | 1,903 | ||
Medifast Inc. | 8,884 | 1,861 | |||
J & J Snack Foods Corp. | 11,113 | 1,755 | |||
* | Grocery Outlet Holding Corp. | 60,518 | 1,711 | ||
2 | B&G Foods Inc. | 54,082 | 1,662 | ||
* | Olaplex Holdings Inc. | 50,943 | 1,484 | ||
* | TreeHouse Foods Inc. | 35,525 | 1,440 | ||
Reynolds Consumer Products Inc. | 43,004 | 1,350 | |||
Cal-Maine Foods Inc. | 33,710 | 1,247 | |||
Vector Group Ltd. | 101,595 | 1,166 | |||
* | USANA Health Sciences Inc. | 10,661 | 1,079 | ||
Weis Markets Inc. | 15,389 | 1,014 | |||
MGP Ingredients Inc. | 11,836 | 1,006 | |||
* | Pilgrim's Pride Corp. | 35,629 | 1,005 | ||
Universal Corp. | 18,258 | 1,003 | |||
* | BellRing Brands Inc. Class A | 34,059 | 972 | ||
* | Chefs' Warehouse Inc. | 27,717 | 923 | ||
National Beverage Corp. | 20,304 | 920 | |||
Ingles Markets Inc. Class A | 10,412 | 899 | |||
Andersons Inc. | 22,077 | 855 | |||
Utz Brands Inc. | 52,861 | 843 | |||
SpartanNash Co. | 31,740 | 818 | |||
Seaboard Corp. | 187 | 736 | |||
John B Sanfilippo & Son Inc. | 8,117 | 732 | |||
Fresh Del Monte Produce Inc. | 26,417 | 729 | |||
* | Hydrofarm Holdings Group Inc. | 24,181 | 684 | ||
ACCO Brands Corp. | 77,991 | 644 | |||
* | Duckhorn Portfolio Inc. | 27,109 | 633 | ||
* | Rite Aid Corp. | 39,298 | 577 | ||
*,2 | Tattooed Chef Inc. | 33,900 | 527 | ||
Tootsie Roll Industries Inc. | 12,501 | 453 | |||
* | PLBY Group Inc. | 16,900 | 450 | ||
Turning Point Brands Inc. | 11,701 | 442 | |||
PetMed Express Inc. | 17,072 | 431 | |||
* | Mission Produce Inc. | 25,628 | 402 | ||
* | Whole Earth Brands Inc. | 37,141 | 399 | ||
* | GrowGeneration Corp. | 29,800 | 389 | ||
* | 22nd Century Group Inc. | 102,339 | 316 | ||
* | Honest Co. Inc. | 38,800 | 314 | ||
* | Seneca Foods Corp. Class A | 6,515 | 312 |
Shares | Market Value• ($000) | ||||
* | Veru Inc. | 51,077 | 301 | ||
Calavo Growers Inc. | 5,930 | 251 | |||
*,2 | AppHarvest Inc. | 59,800 | 233 | ||
* | HF Foods Group Inc. | 25,551 | 216 | ||
* | Vital Farms Inc. | 11,900 | 215 | ||
* | Landec Corp. | 18,610 | 207 | ||
*,2 | Benson Hill Inc. | 27,300 | 199 | ||
* | NewAge Inc. | 181,800 | 187 | ||
Limoneira Co. | 8,859 | 133 | |||
Natural Grocers by Vitamin Cottage Inc. | 9,195 | 131 | |||
Nature's Sunshine Products Inc. | 6,506 | 120 | |||
Oil-Dri Corp. of America | 3,586 | 117 | |||
* | Alkaline Water Co. Inc. | 80,819 | 95 | ||
Alico Inc. | 2,443 | 90 | |||
* | Blue Apron Holdings Inc. Class A | 11,305 | 76 | ||
Village Super Market Inc. Class A | 3,222 | 75 | |||
* | Sovos Brands Inc. | 3,912 | 59 | ||
* | AquaBounty Technologies Inc. | 24,394 | 51 | ||
* | Lifeway Foods Inc. | 6,292 | 30 | ||
* | Natural Alternatives International Inc. | 2,268 | 29 | ||
* | Vita Coco Co. Inc. | 2,125 | 24 | ||
* | Nuzee Inc. | 5,459 | 23 | ||
* | Coffee Holding Co. Inc. | 3,188 | 14 | ||
* | Zevia PBC Class A | 1,700 | 12 | ||
* | Willamette Valley Vineyards Inc. | 1,146 | 10 | ||
* | Lifevantage Corp. | 1,316 | 8 | ||
* | Farmer Bros Co. | 816 | 6 | ||
* | Reed's Inc. | 17,454 | 6 | ||
* | Yield10 Bioscience Inc. | 1,115 | 5 | ||
* | Real Good Food Co. Inc. Class A | 842 | 5 | ||
Mannatech Inc. | 34 | 1 | |||
1,752,199 | |||||
Energy (1.7%) | |||||
Exxon Mobil Corp. | 3,274,686 | 200,378 | |||
Chevron Corp. | 1,490,580 | 174,920 | |||
ConocoPhillips | 1,023,481 | 73,875 | |||
EOG Resources Inc. | 453,983 | 40,327 | |||
Schlumberger NV | 1,097,908 | 32,882 | |||
Pioneer Natural Resources Co. | 170,934 | 31,089 | |||
Marathon Petroleum Corp. | 480,494 | 30,747 | |||
Phillips 66 | 341,610 | 24,753 | |||
Williams Cos. Inc. | 942,405 | 24,540 | |||
Valero Energy Corp. | 318,958 | 23,957 | |||
Kinder Morgan Inc. | 1,502,565 | 23,831 | |||
Devon Energy Corp. | 526,633 | 23,198 | |||
ONEOK Inc. | 348,361 | 20,470 |
Shares | Market Value• ($000) | ||||
Occidental Petroleum Corp. | 695,456 | 20,161 | |||
Cheniere Energy Inc. | 178,860 | 18,140 | |||
* | Enphase Energy Inc. | 94,535 | 17,294 | ||
Hess Corp. | 218,548 | 16,179 | |||
Diamondback Energy Inc. | 142,124 | 15,328 | |||
Halliburton Co. | 669,245 | 15,306 | |||
Baker Hughes Co. | 623,224 | 14,995 | |||
* | Plug Power Inc. | 444,279 | 12,542 | ||
Coterra Energy Inc. | 607,074 | 11,534 | |||
Marathon Oil Corp. | 617,111 | 10,133 | |||
Targa Resources Corp. | 181,208 | 9,466 | |||
APA Corp. | 282,019 | 7,584 | |||
Ovintiv Inc. | 206,400 | 6,956 | |||
* | First Solar Inc. | 75,411 | 6,573 | ||
* | EQT Corp. | 291,056 | 6,348 | ||
Texas Pacific Land Corp. | 4,859 | 6,068 | |||
Chesapeake Energy Corp. | 77,028 | 4,970 | |||
* | NOV Inc. | 283,917 | 3,847 | ||
HollyFrontier Corp. | 116,957 | 3,834 | |||
PDC Energy Inc. | 77,171 | 3,764 | |||
* | Antero Resources Corp. | 211,200 | 3,696 | ||
* | Southwestern Energy Co. | 787,254 | 3,669 | ||
DT Midstream Inc. | 76,290 | 3,660 | |||
* | Range Resources Corp. | 190,000 | 3,388 | ||
* | ChampionX Corp. | 163,617 | 3,307 | ||
* | ChargePoint Holdings Inc. | 169,400 | 3,227 | ||
Matador Resources Co. | 84,066 | 3,104 | |||
Civitas Resources Inc. | 62,154 | 3,044 | |||
Murphy Oil Corp. | 116,283 | 3,036 | |||
* | Denbury Inc. | 37,800 | 2,895 | ||
Equitrans Midstream Corp. | 271,233 | 2,805 | |||
SM Energy Co. | 95,000 | 2,801 | |||
California Resources Corp. | 58,463 | 2,497 | |||
Antero Midstream Corp. | 252,647 | 2,446 | |||
Magnolia Oil & Gas Corp. Class A | 119,410 | 2,253 | |||
* | CNX Resources Corp. | 149,642 | 2,058 | ||
Arcosa Inc. | 37,754 | 1,990 | |||
* | Stem Inc. | 104,800 | 1,988 | ||
* | Shoals Technologies Group Inc. Class A | 80,635 | 1,959 | ||
Continental Resources Inc. | 43,147 | 1,931 | |||
* | Ameresco Inc. Class A | 22,694 | 1,848 | ||
Helmerich & Payne Inc. | 76,958 | 1,824 | |||
* | Whiting Petroleum Corp. | 28,000 | 1,811 | ||
* | Callon Petroleum Co. | 37,860 | 1,789 | ||
Cactus Inc. Class A | 43,533 | 1,660 |
Shares | Market Value• ($000) | ||||
* | Renewable Energy Group Inc. | 38,614 | 1,639 | ||
Oasis Petroleum Inc. | 12,400 | 1,562 | |||
* | Array Technologies Inc. | 96,968 | 1,521 | ||
* | Weatherford International plc | 52,700 | 1,461 | ||
* | SunPower Corp. | 69,836 | 1,457 | ||
* | Green Plains Inc. | 39,800 | 1,383 | ||
New Fortress Energy Inc. Class A | 57,132 | 1,379 | |||
Patterson-UTI Energy Inc. | 155,700 | 1,316 | |||
* | Transocean Ltd. | 472,900 | 1,305 | ||
World Fuel Services Corp. | 48,882 | 1,294 | |||
* | FuelCell Energy Inc. | 247,802 | 1,289 | ||
Arch Resources Inc. | 12,992 | 1,186 | |||
Warrior Met Coal Inc. | 39,915 | 1,026 | |||
Northern Oil & Gas Inc. | 46,974 | 967 | |||
* | PBF Energy Inc. Class A | 72,800 | 944 | ||
Archrock Inc. | 121,402 | 908 | |||
* | Centennial Resource Development Inc. Class A | 150,400 | 899 | ||
* | Fluence Energy Inc. Class A | 25,093 | 892 | ||
* | Oceaneering International Inc. | 77,592 | 878 | ||
* | Tellurian Inc. | 276,100 | 850 | ||
* | Laredo Petroleum Inc. | 13,700 | 824 | ||
* | Delek US Holdings Inc. | 53,179 | 797 | ||
* | Liberty Oilfield Services Inc. Class A | 81,500 | 791 | ||
Core Laboratories NV | 33,200 | 741 | |||
* | NOW Inc. | 84,388 | 721 | ||
* | Peabody Energy Corp. | 70,100 | 706 | ||
* | Alpha Metallurgical Resources Inc. | 11,300 | 690 | ||
* | Gevo Inc. | 156,500 | 670 | ||
Brigham Minerals Inc. Class A | 30,671 | 647 | |||
* | ProPetro Holding Corp. | 76,300 | ��� 618 | ||
* | Par Pacific Holdings Inc. | 36,939 | 609 | ||
* | Dril-Quip Inc. | 30,657 | 603 | ||
* | DMC Global Inc. | 14,657 | 581 | ||
Berry Corp. | 68,200 | 574 | |||
* | Bristow Group Inc. Class A | 18,117 | 574 | ||
* | Noble Corp. | 20,295 | 504 | ||
SunCoke Energy Inc. | 75,864 | 500 | |||
* | REX American Resources Corp. | 5,013 | 481 | ||
* | Gulfport Energy Corp. | 6,675 | 481 | ||
* | MRC Global Inc. | 69,500 | 478 | ||
* | Comstock Resources Inc. | 59,000 | 477 |
Shares | Market Value• ($000) | ||||
* | NexTier Oilfield Solutions Inc. | 122,500 | 435 | ||
* | Montauk Renewables Inc. | 40,536 | 416 | ||
* | Nabors Industries Ltd. | 5,100 | 414 | ||
* | CONSOL Energy Inc. | 18,000 | 409 | ||
* | TPI Composites Inc. | 27,321 | 409 | ||
* | Centrus Energy Corp. Class A | 8,083 | 403 | ||
* | Select Energy Services Inc. Class A | 61,205 | 381 | ||
* | Talos Energy Inc. | 38,100 | 373 | ||
* | RPC Inc. | 75,816 | 344 | ||
* | Helix Energy Solutions Group Inc. | 105,500 | 329 | ||
* | Ranger Oil Corp. | 11,500 | 310 | ||
* | Tidewater Inc. | 24,300 | 260 | ||
* | Aemetis Inc. | 20,069 | 247 | ||
* | W&T Offshore Inc. | 74,445 | 240 | ||
* | TETRA Technologies Inc. | 81,500 | 231 | ||
CVR Energy Inc. | 13,241 | 223 | |||
* | SandRidge Energy Inc. | 20,416 | 214 | ||
* | Camber Energy Inc. | 243,600 | 207 | ||
* | Earthstone Energy Inc. Class A | 18,800 | 206 | ||
* | Crescent Energy Inc. Class A | 15,398 | 195 | ||
* | FTS International Inc. Class A | 7,319 | 192 | ||
* | American Superconductor Corp. | 17,108 | 186 | ||
* | Oil States International Inc. | 36,200 | 180 | ||
* | Ring Energy Inc. | 74,543 | 170 | ||
*,2 | EVgo Inc. | 17,000 | 169 | ||
* | Newpark Resources Inc. | 55,400 | 163 | ||
* | Trecora Resources | 18,356 | 148 | ||
*,2 | Advent Technologies Holdings Inc. | 20,900 | 147 | ||
* | VAALCO Energy Inc. | 44,869 | 144 | ||
* | NextDecade Corp. | 48,400 | 138 | ||
* | Volta Inc. | 18,800 | 138 | ||
* | SilverBow Resources Inc. | 6,268 | 136 | ||
Altus Midstream Co. | 1,925 | 118 | |||
* | Beam Global | 5,900 | 110 | ||
Evolution Petroleum Corp. | 20,558 | 104 | |||
Falcon Minerals Corp. | 20,945 | 102 | |||
NACCO Industries Inc. Class A | 2,823 | 102 | |||
* | Matrix Service Co. | 12,854 | 97 | ||
* | Sunworks Inc. | 21,900 | 67 | ||
* | Ranger Energy Services Inc. Class A | 5,868 | 60 | ||
* | Natural Gas Services Group Inc. | 5,139 | 54 |
Shares | Market Value• ($000) | ||||
* | American Resources Corp. | 26,300 | 47 | ||
*,2 | ESS Tech Inc. | 4,109 | 47 | ||
* | FTC Solar Inc. | 6,004 | 45 | ||
Adams Resources & Energy Inc. | 1,461 | 41 | |||
* | Capstone Green Energy Corp. | 11,235 | 37 | ||
* | Ramaco Resources Inc. | 2,725 | 37 | ||
* | Geospace Technologies Corp. | 5,246 | 35 | ||
PHX Minerals Inc. | 13,999 | 30 | |||
*,2 | KLX Energy Services Holdings Inc. | 4,751 | 15 | ||
* | US Well Services Inc. Class A | 9,467 | 11 | ||
* | Hallador Energy Co. | 4,036 | 10 | ||
* | Nabors Industries Ltd. Warrants Exp. 6/11/26 | 2,040 | 8 | ||
* | MIND Technology Inc. | 4,211 | 7 | ||
* | Mammoth Energy Services Inc. | 2,105 | 4 | ||
* | Profire Energy Inc. | 1,221 | 1 | ||
* | Tidewater Inc. Class A Warrants Exp. 7/31/23 | 535 | — | ||
* | Tidewater Inc. Class B Warrants Exp. 7/31/23 | 579 | — | ||
*,1 | Seventy Seven Energy Inc. | 42,434 | — | ||
*,1 | Harvest Natural Resources Inc. | 20,906 | — | ||
*,2 | FTS International Inc. Warrants Exp. 11/19/23 | 2,146 | — | ||
1,047,244 | |||||
Financials (6.7%) | |||||
* | Berkshire Hathaway Inc. Class B | 1,230,867 | 368,029 | ||
JPMorgan Chase & Co. | 2,279,170 | 360,907 | |||
Bank of America Corp. | 5,366,275 | 238,746 | |||
Wells Fargo & Co. | 3,079,824 | 147,770 | |||
Morgan Stanley | 1,111,388 | 109,094 | |||
Charles Schwab Corp. | 1,192,274 | 100,270 | |||
Goldman Sachs Group Inc. | 259,351 | 99,215 | |||
BlackRock Inc. | 105,997 | 97,047 | |||
Citigroup Inc. | 1,528,473 | 92,304 | |||
S&P Global Inc. | 183,752 | 86,718 | |||
Blackstone Inc. | 532,085 | 68,846 | |||
Marsh & McLennan Cos. Inc. | 375,859 | 65,332 | |||
PNC Financial Services Group Inc. | 325,490 | 65,267 | |||
CME Group Inc. | 279,429 | 63,838 | |||
Truist Financial Corp. | 1,028,416 | 60,214 | |||
Intercontinental Exchange Inc. | 429,831 | 58,788 | |||
US Bancorp | 1,026,393 | 57,652 |
Shares | Market Value• ($000) | ||||
Chubb Ltd. | 282,841 | 54,676 | |||
Aon plc Class A | 162,100 | 48,721 | |||
Progressive Corp. | 451,958 | 46,393 | |||
Moody's Corp. | 116,708 | 45,584 | |||
MSCI Inc. | 61,195 | 37,494 | |||
American International Group Inc. | 645,870 | 36,724 | |||
* | Berkshire Hathaway Inc. Class A | 79 | 35,602 | ||
T. Rowe Price Group Inc. | 175,054 | 34,423 | |||
Bank of New York Mellon Corp. | 581,617 | 33,780 | |||
KKR & Co. Inc. | 433,006 | 32,259 | |||
Prudential Financial Inc. | 287,754 | 31,146 | |||
MetLife Inc. | 490,554 | 30,655 | |||
* | SVB Financial Group | 44,058 | 29,882 | ||
Travelers Cos. Inc. | 190,748 | 29,839 | |||
First Republic Bank | 138,780 | 28,659 | |||
Arthur J Gallagher & Co. | 160,936 | 27,306 | |||
Aflac Inc. | 461,521 | 26,948 | |||
Ameriprise Financial Inc. | 88,081 | 26,571 | |||
Discover Financial Services | 226,908 | 26,221 | |||
Allstate Corp. | 220,038 | 25,887 | |||
* | Coinbase Global Inc. Class A | 101,666 | 25,657 | ||
State Street Corp. | 270,247 | 25,133 | |||
Fifth Third Bancorp | 528,135 | 23,000 | |||
Willis Towers Watson plc | 96,582 | 22,937 | |||
Nasdaq Inc. | 90,440 | 18,993 | |||
Northern Trust Corp. | 154,405 | 18,468 | |||
Hartford Financial Services Group Inc. | 266,427 | 18,394 | |||
Huntington Bancshares Inc. | 1,119,206 | 17,258 | |||
Broadridge Financial Solutions Inc. | 90,858 | 16,611 | |||
KeyCorp | 712,620 | 16,483 | |||
Regions Financial Corp. | 728,148 | 15,874 | |||
Citizens Financial Group Inc. | 325,399 | 15,375 | |||
M&T Bank Corp. | 98,345 | 15,104 | |||
Principal Financial Group Inc. | 204,172 | 14,768 | |||
Signature Bank | 45,339 | 14,666 | |||
Raymond James Financial Inc. | 145,561 | 14,614 | |||
FactSet Research Systems Inc. | 29,544 | 14,359 | |||
Cincinnati Financial Corp. | 118,455 | 13,496 | |||
Brown & Brown Inc. | 187,020 | 13,144 | |||
* | Markel Corp. | 10,624 | 13,110 | ||
Ally Financial Inc. | 268,658 | 12,791 | |||
* | Arch Capital Group Ltd. | 284,494 | 12,646 | ||
Apollo Asset Management Inc. | 164,971 | 11,949 |
Shares | Market Value• ($000) | ||||
MarketAxess Holdings Inc. | 28,360 | 11,664 | |||
Cboe Global Markets Inc. | 83,723 | 10,917 | |||
Fidelity National Financial Inc. | 205,960 | 10,747 | |||
Equitable Holdings Inc. | 324,690 | 10,647 | |||
LPL Financial Holdings Inc. | 60,085 | 9,619 | |||
Loews Corp. | 162,843 | 9,406 | |||
Ares Management Corp. Class A | 114,063 | 9,270 | |||
Lincoln National Corp. | 134,568 | 9,186 | |||
* | Athene Holding Ltd. Class A | 107,915 | 8,993 | ||
Comerica Inc. | 99,589 | 8,664 | |||
East West Bancorp Inc. | 109,793 | 8,639 | |||
W R Berkley Corp. | 103,812 | 8,553 | |||
Annaly Capital Management Inc. | 1,089,913 | 8,523 | |||
Carlyle Group Inc. | 152,896 | 8,394 | |||
Everest Re Group Ltd. | 30,404 | 8,328 | |||
Tradeweb Markets Inc. Class A | 81,760 | 8,187 | |||
Franklin Resources Inc. | 235,898 | 7,900 | |||
Western Alliance Bancorp | 72,854 | 7,843 | |||
American Financial Group Inc. | 56,102 | 7,704 | |||
Zions Bancorp NA | 118,544 | 7,487 | |||
Invesco Ltd. | 322,900 | 7,433 | |||
* | SoFi Technologies Inc. | 468,499 | 7,407 | ||
Assurant Inc. | 44,328 | 6,909 | |||
* | Alleghany Corp. | 10,344 | 6,906 | ||
Globe Life Inc. | 71,931 | 6,741 | |||
* | Upstart Holdings Inc. | 44,446 | 6,725 | ||
First Horizon Corp. | 408,556 | 6,672 | |||
Morningstar Inc. | 18,842 | 6,444 | |||
RenaissanceRe Holdings Ltd. | 36,796 | 6,231 | |||
First American Financial Corp. | 79,376 | 6,210 | |||
SEI Investments Co. | 100,098 | 6,100 | |||
AGNC Investment Corp. | 404,573 | 6,085 | |||
People's United Financial Inc. | 339,037 | 6,042 | |||
Reinsurance Group of America Inc. | 52,975 | 5,800 | |||
Voya Financial Inc. | 87,458 | 5,799 | |||
Janus Henderson Group plc | 136,710 | 5,734 | |||
Jefferies Financial Group Inc. | 147,021 | 5,704 | |||
Commerce Bancshares Inc. | 82,766 | 5,689 | |||
Cullen/Frost Bankers Inc. | 44,492 | 5,609 |
Shares | Market Value• ($000) | ||||
Stifel Financial Corp. | 79,617 | 5,607 | |||
Pinnacle Financial Partners Inc. | 57,819 | 5,522 | |||
Old Republic International Corp. | 223,320 | 5,489 | |||
Starwood Property Trust Inc. | 224,443 | 5,454 | |||
First Financial Bankshares Inc. | 105,848 | 5,381 | |||
Synovus Financial Corp. | 108,123 | 5,176 | |||
Affiliated Managers Group Inc. | 31,012 | 5,102 | |||
Popular Inc. | 61,198 | 5,021 | |||
Prosperity Bancshares Inc. | 68,362 | 4,943 | |||
Interactive Brokers Group Inc. Class A | 61,481 | 4,883 | |||
Primerica Inc. | 31,342 | 4,804 | |||
Glacier Bancorp Inc. | 82,597 | 4,683 | |||
2 | Blue Owl Capital Inc. Class A | 314,037 | 4,682 | ||
SLM Corp. | 229,431 | ���4,513 | |||
SouthState Corp. | 55,913 | 4,479 | |||
OneMain Holdings Inc. | 88,380 | 4,423 | |||
Valley National Bancorp | 316,107 | 4,346 | |||
New York Community Bancorp Inc. | 354,132 | 4,324 | |||
Bank OZK | 92,693 | 4,313 | |||
Cadence Bank | 144,017 | 4,290 | |||
Houlihan Lokey Inc. Class A | 41,095 | 4,254 | |||
Kinsale Capital Group Inc. | 17,448 | 4,151 | |||
Wintrust Financial Corp. | 45,237 | 4,108 | |||
Webster Financial Corp. | 72,907 | 4,071 | |||
Sterling Bancorp | 155,708 | 4,016 | |||
PacWest Bancorp | 88,689 | 4,006 | |||
CIT Group Inc. | 76,687 | 3,937 | |||
* | Credit Acceptance Corp. | 5,702 | 3,921 | ||
Selective Insurance Group Inc. | 47,379 | 3,882 | |||
Erie Indemnity Co. Class A | 20,124 | 3,877 | |||
Essent Group Ltd. | 84,486 | 3,847 | |||
RLI Corp. | 34,012 | 3,813 | |||
* | Trupanion Inc. | 28,674 | 3,786 | ||
Blackstone Mortgage Trust Inc. Class A | 123,133 | 3,770 | |||
MGIC Investment Corp. | 258,788 | 3,732 | |||
First Citizens BancShares Inc. Class A | 4,432 | 3,678 | |||
United Bankshares Inc. | 100,384 | 3,642 | |||
Evercore Inc. Class A | 26,559 | 3,608 | |||
New Residential Investment Corp. | 332,439 | 3,560 | |||
Unum Group | 143,845 | 3,534 |
Shares | Market Value• ($000) | ||||
* | Brighthouse Financial Inc. | 68,213 | 3,533 | ||
UMB Financial Corp. | 33,176 | 3,520 | |||
Hancock Whitney Corp. | 69,229 | 3,463 | |||
Lazard Ltd. Class A | 79,007 | 3,447 | |||
Umpqua Holdings Corp. | 174,642 | 3,360 | |||
Walker & Dunlop Inc. | 22,270 | 3,360 | |||
Axis Capital Holdings Ltd. | 61,543 | 3,352 | |||
ServisFirst Bancshares Inc. | 38,177 | 3,243 | |||
Hanover Insurance Group Inc. | 24,200 | 3,172 | |||
Community Bank System Inc. | 42,578 | 3,171 | |||
FNB Corp. | 260,858 | 3,164 | |||
* | Silvergate Capital Corp. Class A | 20,900 | 3,097 | ||
Radian Group Inc. | 145,589 | 3,076 | |||
BankUnited Inc. | 70,989 | 3,004 | |||
Moelis & Co. Class A | 46,576 | 2,911 | |||
Home BancShares Inc. | 118,828 | 2,893 | |||
Kemper Corp. | 48,794 | 2,869 | |||
Independent Bank Corp. (XNGS) | 35,043 | 2,857 | |||
First Hawaiian Inc. | 104,038 | 2,843 | |||
Pacific Premier Bancorp Inc. | 70,426 | 2,819 | |||
Chimera Investment Corp. | 186,331 | 2,810 | |||
Federated Hermes Inc. Class B | 74,613 | 2,804 | |||
Bank of Hawaii Corp. | 33,438 | 2,801 | |||
Assured Guaranty Ltd. | 54,663 | 2,744 | |||
Investors Bancorp Inc. | 179,888 | 2,725 | |||
Eastern Bankshares Inc. | 134,797 | 2,719 | |||
Associated Banc-Corp | 117,960 | 2,665 | |||
Jackson Financial Inc. Class A | 63,447 | 2,654 | |||
American Equity Investment Life Holding Co. | 67,739 | 2,636 | |||
Ameris Bancorp | 52,432 | 2,605 | |||
Hamilton Lane Inc. Class A | 25,113 | 2,602 | |||
United Community Banks Inc. | 71,252 | 2,561 | |||
Cathay General Bancorp | 59,073 | 2,540 | |||
Piper Sandler Cos. | 13,900 | 2,481 | |||
Simmons First National Corp. Class A | 83,566 | 2,472 | |||
Navient Corp. | 115,948 | 2,460 | |||
* | Texas Capital Bancshares Inc. | 40,374 | 2,433 | ||
CNO Financial Group Inc. | 101,811 | 2,427 | |||
Old National Bancorp | 133,102 | 2,412 |
Shares | Market Value• ($000) | ||||
* | Marathon Digital Holdings Inc. | 73,100 | 2,402 | ||
White Mountains Insurance Group Ltd. | 2,367 | 2,400 | |||
First Bancorp (XNYS) | 171,477 | 2,363 | |||
FirstCash Holdings Inc. | 31,396 | 2,349 | |||
* | Axos Financial Inc. | 41,263 | 2,307 | ||
BOK Financial Corp. | 21,714 | 2,291 | |||
Fulton Financial Corp. | 133,136 | 2,263 | |||
Live Oak Bancshares Inc. | 25,351 | 2,213 | |||
Artisan Partners Asset Management Inc. Class A | 46,193 | 2,201 | |||
* | Mr Cooper Group Inc. | 52,481 | 2,184 | ||
Independent Bank Group Inc. | 30,229 | 2,181 | |||
Virtu Financial Inc. Class A | 75,081 | 2,165 | |||
CVB Financial Corp. | 99,166 | 2,123 | |||
Atlantic Union Bankshares Corp. | 56,812 | 2,119 | |||
* | Focus Financial Partners Inc. Class A | 35,470 | 2,118 | ||
* | Triumph Bancorp Inc. | 17,721 | 2,110 | ||
Flagstar Bancorp Inc. | 43,708 | 2,095 | |||
* | Enstar Group Ltd. | 8,341 | 2,065 | ||
Arbor Realty Trust Inc. | 111,563 | 2,044 | |||
* | Cannae Holdings Inc. | 58,096 | 2,042 | ||
Columbia Banking System Inc. | 61,691 | 2,019 | |||
Washington Federal Inc. | 59,887 | 1,999 | |||
International Bancshares Corp. | 45,546 | 1,931 | |||
*,2 | Riot Blockchain Inc. | 86,376 | 1,929 | ||
First Financial Bancorp | 78,497 | 1,914 | |||
* | PRA Group Inc. | 37,948 | 1,905 | ||
WSFS Financial Corp. | 37,739 | 1,891 | |||
First Merchants Corp. | 44,957 | 1,883 | |||
First Midwest Bancorp Inc. | 91,703 | 1,878 | |||
* | Ryan Specialty Group Holdings Inc. Class A | 46,371 | 1,871 | ||
* | LendingClub Corp. | 75,742 | 1,831 | ||
Goosehead Insurance Inc. Class A | 13,782 | 1,793 | |||
Cohen & Steers Inc. | 19,235 | 1,779 | |||
PennyMac Financial Services Inc. | 25,487 | 1,778 | |||
Sandy Spring Bancorp Inc. | 36,663 | 1,763 | |||
Renasant Corp. | 46,285 | 1,757 | |||
Hilltop Holdings Inc. | 49,862 | 1,752 | |||
Towne Bank | 55,144 | 1,742 | |||
WesBanco Inc. | 49,756 | 1,741 | |||
* | Open Lending Corp. Class A | 76,637 | 1,723 |
Shares | Market Value• ($000) | ||||
Argo Group International Holdings Ltd. | 29,000 | 1,685 | |||
Stewart Information Services Corp. | 21,020 | 1,676 | |||
Virtus Investment Partners Inc. | 5,611 | 1,667 | |||
StepStone Group Inc. Class A | 39,484 | 1,641 | |||
* | Genworth Financial Inc. Class A | 401,904 | 1,628 | ||
MFA Financial Inc. | 356,428 | 1,625 | |||
Park National Corp. | 11,601 | 1,593 | |||
Apollo Commercial Real Estate Finance Inc. | 120,100 | 1,581 | |||
Eagle Bancorp Inc. | 26,956 | 1,573 | |||
* | NMI Holdings Inc. Class A | 71,996 | 1,573 | ||
Banner Corp. | 25,603 | 1,553 | |||
Lakeland Financial Corp. | 19,365 | 1,552 | |||
Two Harbors Investment Corp. | 268,244 | 1,548 | |||
Great Western Bancorp Inc. | 44,841 | 1,523 | |||
Rocket Cos. Inc. Class A | 108,000 | 1,512 | |||
Heartland Financial USA Inc. | 29,504 | 1,493 | |||
* | Customers Bancorp Inc. | 22,811 | 1,491 | ||
Meta Financial Group Inc. | 24,753 | 1,477 | |||
Seacoast Banking Corp. of Florida | 41,404 | 1,465 | |||
Veritex Holdings Inc. | 36,677 | 1,459 | |||
Provident Financial Services Inc. | 59,830 | 1,449 | |||
Enterprise Financial Services Corp. | 30,641 | 1,443 | |||
Trustmark Corp. | 43,844 | 1,423 | |||
* | BRP Group Inc. Class A | 39,163 | 1,414 | ||
Hope Bancorp Inc. | 95,305 | 1,402 | |||
First Interstate BancSystem Inc. Class A | 33,906 | 1,379 | |||
iStar Inc. | 53,353 | 1,378 | |||
Northwest Bancshares Inc. | 95,807 | 1,357 | |||
PennyMac Mortgage Investment Trust | 77,816 | 1,349 | |||
FB Financial Corp. | 30,533 | 1,338 | |||
NBT Bancorp Inc. | 34,151 | 1,315 | |||
First Commonwealth Financial Corp. | 79,953 | 1,286 | |||
Mercury General Corp. | 23,981 | 1,272 | |||
Capitol Federal Financial Inc. | 111,812 | 1,267 | |||
OFG Bancorp | 47,383 | 1,258 | |||
BGC Partners Inc. Class A | 266,472 | 1,239 |
Shares | Market Value• ($000) | ||||
Horace Mann Educators Corp. | 32,016 | 1,239 | |||
PJT Partners Inc. Class A | 16,627 | 1,232 | |||
Redwood Trust Inc. | 93,146 | 1,229 | |||
First Bancorp (XNGS) | 26,703 | 1,221 | |||
Westamerica Bancorp | 20,952 | 1,210 | |||
First Busey Corp. | 44,167 | 1,198 | |||
* | Lightwave Logic Inc. | 79,946 | 1,190 | ||
Nelnet Inc. Class A | 12,171 | 1,189 | |||
* | Palomar Holdings Inc. | 18,357 | 1,189 | ||
* | Lemonade Inc. | 28,001 | 1,179 | ||
* | Enova International Inc. | 28,241 | 1,157 | ||
Southside Bancshares Inc. | 27,595 | 1,154 | |||
Ladder Capital Corp. | 95,925 | 1,150 | |||
* | Encore Capital Group Inc. | 18,315 | 1,138 | ||
New York Mortgage Trust Inc. | 299,871 | 1,116 | |||
Santander Consumer USA Holdings Inc. | 26,422 | 1,110 | |||
Safety Insurance Group Inc. | 12,882 | 1,095 | |||
Berkshire Hills Bancorp Inc. | 38,101 | 1,083 | |||
ConnectOne Bancorp Inc. | 32,319 | 1,057 | |||
OceanFirst Financial Corp. | 47,292 | 1,050 | |||
ProAssurance Corp. | 40,958 | 1,036 | |||
Compass Diversified Holdings | 32,800 | 1,003 | |||
Tompkins Financial Corp. | 11,876 | 993 | |||
Employers Holdings Inc. | 23,775 | 984 | |||
Brookline Bancorp Inc. | 60,096 | 973 | |||
City Holding Co. | 11,542 | 944 | |||
BancFirst Corp. | 13,363 | 943 | |||
S&T Bancorp Inc. | 29,832 | 940 | |||
National Bank Holdings Corp. Class A | 21,371 | 939 | |||
Dime Community Bancshares Inc. | 26,247 | 923 | |||
Kearny Financial Corp. | 69,617 | 922 | |||
* | Bancorp Inc. | 36,263 | 918 | ||
AMERISAFE Inc. | 16,825 | 906 | |||
Broadmark Realty Capital Inc. | 95,813 | 904 | |||
TriCo Bancshares | 20,965 | 901 | |||
HomeStreet Inc. | 16,988 | 883 | |||
Lakeland Bancorp Inc. | 46,124 | 876 | |||
Premier Financial Corp. | 27,886 | 862 | |||
B. Riley Financial Inc. | 9,694 | 861 | |||
First Foundation Inc. | 34,444 | 856 | |||
Banc of California Inc. | 43,520 | 854 | |||
* | World Acceptance Corp. | 3,432 | 842 |
Shares | Market Value• ($000) | ||||
Federal Agricultural Mortgage Corp. Class C | 6,747 | 836 | |||
* | Columbia Financial Inc. | 40,013 | 835 | ||
* | Metropolitan Bank Holding Corp. | 7,788 | 830 | ||
BrightSpire Capital Inc. Class A | 80,213 | 823 | |||
Origin Bancorp Inc. | 19,150 | 822 | |||
James River Group Holdings Ltd. | 27,686 | 798 | |||
Heritage Financial Corp. | 31,999 | 782 | |||
Univest Financial Corp. | 25,927 | 776 | |||
TFS Financial Corp. | 43,322 | 774 | |||
* | Blucora Inc. | 43,886 | 760 | ||
* | Nicolet Bankshares Inc. | 8,820 | 756 | ||
* | Oscar Health Inc. Class A | 96,200 | 755 | ||
Horizon Bancorp Inc. | 36,147 | 754 | |||
* | StoneX Group Inc. | 12,274 | 752 | ||
Preferred Bank | 10,231 | 734 | |||
Stock Yards Bancorp Inc. | 11,392 | 728 | |||
Ready Capital Corp. | 46,360 | 725 | |||
WisdomTree Investments Inc. | 118,321 | 724 | |||
Flushing Financial Corp. | 29,220 | 710 | |||
Hanmi Financial Corp. | 29,756 | 705 | |||
Ellington Financial Inc. | 41,200 | 704 | |||
First Mid Bancshares Inc. | 16,367 | 700 | |||
Washington Trust Bancorp Inc. | 12,408 | 699 | |||
KKR Real Estate Finance Trust Inc. | 33,241 | 692 | |||
* | LendingTree Inc. | 5,624 | 690 | ||
Brightsphere Investment Group Inc. | 26,882 | 688 | |||
* | TriState Capital Holdings Inc. | 22,326 | 676 | ||
Byline Bancorp Inc. | 24,690 | 675 | |||
QCR Holdings Inc. | 11,992 | 672 | |||
* | Ambac Financial Group Inc. | 41,421 | 665 | ||
First Bancshares Inc. | 16,891 | 652 | |||
* | SiriusPoint Ltd. | 79,922 | 650 | ||
Bryn Mawr Bank Corp. | 14,271 | 642 | |||
TPG RE Finance Trust Inc. | 51,600 | 636 | |||
Camden National Corp. | 12,984 | 625 | |||
HarborOne Bancorp Inc. | 42,084 | 625 | |||
Merchants Bancorp | 13,172 | 623 | |||
Republic Bancorp Inc. Class A | 11,932 | 607 | |||
Peoples Bancorp Inc. | 18,937 | 602 | |||
Cowen Inc. Class A | 16,460 | 594 | |||
German American Bancorp Inc. | 15,163 | 591 |
Shares | Market Value• ($000) | ||||
Victory Capital Holdings Inc. Class A | 16,103 | 588 | |||
Northfield Bancorp Inc. | 36,333 | 587 | |||
* | CrossFirst Bankshares Inc. | 37,503 | 585 | ||
ARMOUR Residential REIT Inc. | 57,425 | 563 | |||
Allegiance Bancshares Inc. | 13,313 | 562 | |||
Independent Bank Corp. | 23,360 | 558 | |||
* | Clearwater Analytics Holdings Inc. Class A | 23,584 | 542 | ||
* | MBIA Inc. | 33,738 | 533 | ||
Central Pacific Financial Corp. | 18,857 | 531 | |||
* | Amerant Bancorp Inc. Class A | 15,321 | 529 | ||
Great Southern Bancorp Inc. | 8,882 | 526 | |||
Midland States Bancorp Inc. | 21,164 | 525 | |||
First Community Bankshares Inc. | 15,146 | 506 | |||
First Financial Corp. | 11,121 | 504 | |||
* | MoneyGram International Inc. | 63,600 | 502 | ||
* | Atlantic Capital Bancshares Inc. | 17,184 | 494 | ||
First of Long Island Corp. | 22,884 | 494 | |||
Community Trust Bancorp Inc. | 11,278 | 492 | |||
Peapack-Gladstone Financial Corp. | 13,498 | 478 | |||
Granite Point Mortgage Trust Inc. | 40,300 | 472 | |||
RBB Bancorp | 18,000 | 472 | |||
Heritage Commerce Corp. | 39,071 | 467 | |||
TrustCo Bank Corp. | 13,865 | 462 | |||
National Western Life Group Inc. Class A | 2,144 | 460 | |||
Universal Insurance Holdings Inc. | 27,082 | 460 | |||
Cambridge Bancorp | 4,871 | 456 | |||
Bank First Corp. | 6,300 | 455 | |||
HCI Group Inc. | 5,310 | 444 | |||
Farmers National Banc Corp. | 23,843 | 442 | |||
Bank of Marin Bancorp | 11,775 | 438 | |||
* | Bridgewater Bancshares Inc. | 24,367 | 431 | ||
Mercantile Bank Corp. | 11,852 | 415 | |||
* | AssetMark Financial Holdings Inc. | 15,755 | 413 | ||
HomeTrust Bancshares Inc. | 13,088 | 405 |
Shares | Market Value• ($000) | ||||
Hingham Institution For Savings | 962 | 404 | |||
Diamond Hill Investment Group Inc. | 2,051 | 398 | |||
2 | UWM Holdings Corp. Class A | 66,500 | 394 | ||
Invesco Mortgage Capital Inc. | 139,800 | 389 | |||
GCM Grosvenor Inc. Class A | 37,046 | 389 | |||
Dynex Capital Inc. | 22,923 | 383 | |||
* | eHealth Inc. | 14,951 | 381 | ||
Regional Management Corp. | 6,593 | 379 | |||
Bar Harbor Bankshares | 13,006 | 376 | |||
Reliant Bancorp Inc. | 10,499 | 373 | |||
State Auto Financial Corp. | 7,111 | 368 | |||
Business First Bancshares Inc. | 12,976 | 367 | |||
* | Oportun Financial Corp. | 18,084 | 366 | ||
Arrow Financial Corp. | 10,301 | 363 | |||
1st Source Corp. | 7,223 | 358 | |||
* | Carter Bankshares Inc. | 23,054 | 355 | ||
Mid Penn Bancorp Inc. | 11,147 | 354 | |||
Spirit of Texas Bancshares Inc. | 12,308 | 354 | |||
Waterstone Financial Inc. | 16,159 | 353 | |||
Equity Bancshares Inc. Class A | 10,342 | 351 | |||
MidWestOne Financial Group Inc. | 10,700 | 346 | |||
* | Franklin BSP Realty Trust Inc. | 23,021 | 344 | ||
Oppenheimer Holdings Inc. Class A | 7,396 | 343 | |||
2 | Orchid Island Capital Inc. | 75,915 | 342 | ||
Sculptor Capital Management Inc. Class A | 15,482 | 331 | |||
Metrocity Bankshares Inc. | 12,006 | 331 | |||
CBTX Inc. | 11,252 | 326 | |||
Capstar Financial Holdings Inc. | 15,265 | 321 | |||
Financial Institutions Inc. | 10,038 | 319 | |||
* | Root Inc. Class A | 99,200 | 308 | ||
* | EZCORP Inc. Class A | 41,670 | 307 | ||
West Bancorp Inc. | 9,617 | 299 | |||
* | Howard Bancorp Inc. | 12,984 | 283 | ||
* | Southern First Bancshares Inc. | 4,512 | 282 | ||
Curo Group Holdings Corp. | 17,313 | 277 | |||
Enterprise Bancorp Inc. | 6,024 | 271 |
Shares | Market Value• ($000) | ||||
* | Professional Holding Corp. Class A | 14,100 | 270 | ||
CNB Financial Corp. | 10,149 | 269 | |||
* | BayCom Corp. | 14,250 | 267 | ||
Southern Missouri Bancorp Inc. | 5,023 | 262 | |||
Ames National Corp. | 10,700 | 262 | |||
Level One Bancorp Inc. | 6,551 | 258 | |||
Capital City Bank Group Inc. | 9,619 | 254 | |||
Blue Ridge Bankshares Inc. | 14,200 | 254 | |||
Old Second Bancorp Inc. | 20,067 | 253 | |||
First Internet Bancorp | 5,320 | 250 | |||
MVB Financial Corp. | 6,021 | 250 | |||
PCSB Financial Corp. | 13,132 | 250 | |||
* | Romeo Power Inc. | 68,600 | 250 | ||
Guaranty Bancshares Inc. | 6,616 | 249 | |||
Civista Bancshares Inc. | 10,116 | 247 | |||
* | Coastal Financial Corp. | 4,840 | 245 | ||
Alerus Financial Corp. | 8,341 | 244 | |||
Greenhill & Co. Inc. | 13,600 | 244 | |||
Macatawa Bank Corp. | 27,543 | 243 | |||
Home Bancorp Inc. | 5,803 | 241 | |||
American National Bankshares Inc. | 6,302 | 237 | |||
SmartFinancial Inc. | 8,647 | 237 | |||
Five Star Bancorp | 7,900 | 237 | |||
* | California Bancorp | 11,800 | 236 | ||
Richmond Mutual Bancorp Inc. | 14,600 | 235 | |||
Amalgamated Financial Corp. | 13,999 | 235 | |||
Community Financial Corp. | 5,956 | 234 | |||
PCB Bancorp | 10,610 | 233 | |||
Eagle Bancorp Montana Inc. | 10,100 | 232 | |||
Sierra Bancorp | 8,494 | 231 | |||
Citizens & Northern Corp. | 8,811 | 230 | |||
First Bancorp Inc. | 7,333 | 230 | |||
Peoples Financial Services Corp. | 4,308 | 227 | |||
Investors Title Co. | 1,135 | 224 | |||
ChoiceOne Financial Services Inc. | 8,370 | 222 | |||
* | MainStreet Bancshares Inc. | 8,911 | 219 | ||
AG Mortgage Investment Trust Inc. | 21,166 | 217 | |||
Luther Burbank Corp. | 15,347 | 215 | |||
Tiptree Inc. Class A | 15,559 | 215 | |||
* | FVCBankcorp Inc. | 10,750 | 213 |
Shares | Market Value• ($000) | ||||
Hawthorn Bancshares Inc. | 8,220 | 212 | |||
* | Greenlight Capital Re Ltd. Class A | 27,050 | 212 | ||
Farmers & Merchants Bancorp Inc. | 6,384 | 210 | |||
Great Ajax Corp. | 15,903 | 209 | |||
* | GoHealth Inc. Class A | 54,500 | 207 | ||
FNCB Bancorp Inc. | 22,643 | 206 | |||
FS Bancorp Inc. | 6,138 | 206 | |||
Marlin Business Services Corp. | 8,800 | 205 | |||
* | Republic First Bancorp Inc. | 54,003 | 201 | ||
LCNB Corp. | 10,252 | 200 | |||
Primis Financial Corp. | 13,308 | 200 | |||
* | MetroMile Inc. | 90,900 | 199 | ||
Virginia National Bankshares Corp. | 5,321 | 197 | |||
Northeast Bank | 5,474 | 196 | |||
Summit Financial Group Inc. | 7,124 | 196 | |||
Central Valley Community Bancorp | 9,286 | 193 | |||
Red River Bancshares Inc. | 3,606 | 193 | |||
Manhattan Bridge Capital Inc. | 34,560 | 190 | |||
AFC Gamma Inc. | 8,300 | 189 | |||
Northrim Bancorp Inc. | 4,327 | 188 | |||
Evans Bancorp Inc. | 4,577 | 184 | |||
* | MarketWise Inc. | 24,300 | 183 | ||
Shore Bancshares Inc. | 8,614 | 180 | |||
* | Pioneer Bancorp Inc. | 15,418 | 175 | ||
Manning & Napier Inc. Class A | 20,773 | 173 | |||
South Plains Financial Inc. | 6,236 | 173 | |||
Franklin Financial Services Corp. | 5,214 | 172 | |||
First Bank | 11,738 | 170 | |||
* | Citizens Inc. Class A | 31,480 | 167 | ||
Independence Holding Co. | 2,858 | 162 | |||
Fidelity D&D Bancorp Inc. | 2,713 | 160 | |||
* | Ocwen Financial Corp. | 4,011 | 160 | ||
Codorus Valley Bancorp Inc. | 7,091 | 153 | |||
First Northwest Bancorp | 7,546 | 153 | |||
United Security Bancshares | 18,866 | 153 | |||
National Bankshares Inc. | 4,164 | 151 | |||
*,2 | Hagerty Inc. Class A | 10,600 | 150 | ||
ACNB Corp. | 4,637 | 145 | |||
*,2 | SurgePays Inc. | 71,336 | 144 |
Shares | Market Value• ($000) | ||||
* | Doma Holdings Inc. | 27,800 | 141 | ||
Pzena Investment Management Inc. Class A | 14,523 | 138 | |||
BCB Bancorp Inc. | 8,673 | 134 | |||
Orrstown Financial Services Inc. | 5,232 | 132 | |||
Western New England Bancorp Inc. | 14,848 | 130 | |||
* | Trean Insurance Group Inc. | 14,300 | 127 | ||
First Business Financial Services Inc. | 4,314 | 126 | |||
Middlefield Banc Corp. | 5,094 | 126 | |||
First Financial Northwest Inc. | 7,628 | 123 | |||
Crawford & Co. Class A | 16,065 | 120 | |||
Western Asset Mortgage Capital Corp. | 56,301 | 119 | |||
BankFinancial Corp. | 10,939 | 117 | |||
Chemung Financial Corp. | 2,549 | 117 | |||
Lument Finance Trust Inc. | 30,449 | 117 | |||
* | Esquire Financial Holdings Inc. | 3,649 | 115 | ||
* | Medallion Financial Corp. | 19,864 | 115 | ||
Riverview Bancorp Inc. | 14,806 | 114 | |||
Territorial Bancorp Inc. | 4,529 | 114 | |||
Investar Holding Corp. | 6,106 | 112 | |||
* | Maiden Holdings Ltd. | 35,700 | 109 | ||
Parke Bancorp Inc. | 5,084 | 108 | |||
OP Bancorp | 8,347 | 107 | |||
Bank of Princeton | 3,544 | 104 | |||
Sachem Capital Corp. | 17,836 | 104 | |||
Ellington Residential Mortgage REIT | 9,773 | 102 | |||
Penns Woods Bancorp Inc. | 4,312 | 102 | |||
ESSA Bancorp Inc. | 5,800 | 101 | |||
First Community Corp. | 4,821 | 100 | |||
* | NI Holdings Inc. | 5,165 | 98 | ||
First Guaranty Bancshares Inc. | 4,784 | 97 | |||
Norwood Financial Corp. | 3,727 | 97 | |||
Timberland Bancorp Inc. | 3,406 | 94 | |||
* | Safeguard Scientifics Inc. | 12,586 | 93 | ||
Associated Capital Group Inc. Class A | 2,140 | 92 | |||
Greene County Bancorp Inc. | 2,506 | 92 | |||
Bankwell Financial Group Inc. | 2,772 | 91 | |||
C&F Financial Corp. | 1,671 | 86 |
Shares | Market Value• ($000) | ||||
SB Financial Group Inc. | 4,383 | 85 | |||
* | Hippo Holdings Inc. | 30,075 | 85 | ||
Donegal Group Inc. Class A | 5,852 | 84 | |||
1st Constitution Bancorp | 3,259 | 84 | |||
Unity Bancorp Inc. | 3,156 | 83 | |||
Nexpoint Real Estate Finance Inc. | 4,115 | 79 | |||
Provident Bancorp Inc. | 4,080 | 76 | |||
* | BM Technologies Inc. | 7,778 | 72 | ||
Prudential Bancorp Inc. | 5,160 | 70 | |||
* | Sterling Bancorp Inc. | 12,013 | 69 | ||
* | Security National Financial Corp. Class A | 7,430 | 68 | ||
* | ACRES Commercial Realty Corp. | 5,440 | 68 | ||
* | Consumer Portfolio Services Inc. | 5,489 | 65 | ||
Westwood Holdings Group Inc. | 3,791 | 64 | |||
HBT Financial Inc. | 3,343 | 63 | |||
Cherry Hill Mortgage Investment Corp. | 6,865 | 57 | |||
Federal Agricultural Mortgage Corp. Class A | 484 | 57 | |||
First Savings Financial Group Inc. | 2,109 | 56 | |||
* | Malvern Bancorp Inc. | 3,581 | 56 | ||
Provident Financial Holdings Inc. | 3,235 | 54 | |||
Angel Oak Mortgage Inc. | 3,309 | 54 | |||
First United Corp. | 2,828 | 53 | |||
Peoples Bancorp of North Carolina Inc. | 1,927 | 53 | |||
United Fire Group Inc. | 2,175 | 50 | |||
CB Financial Services Inc. | 2,000 | 48 | |||
First Capital Inc. | 1,200 | 48 | |||
Silvercrest Asset Management Group Inc. Class A | 2,679 | 46 | |||
Bank7 Corp. | 1,874 | 43 | |||
US Global Investors Inc. Class A | 9,831 | 43 | |||
Plumas Bancorp | 1,230 | 42 | |||
* | LM Funding America Inc. | 7,984 | 39 | ||
* | P10 Inc. Class A | 2,535 | 35 | ||
AmeriServ Financial Inc. | 8,751 | 34 | |||
* | Sunlight Financial Holdings Inc. | 6,855 | 33 | ||
Hennessy Advisors Inc. | 2,219 | 24 | |||
Union Bankshares Inc. | 804 | 23 | |||
Meridian Corp. | 591 | 22 |
Shares | Market Value• ($000) | ||||
* | Great Elm Group Inc. | 10,698 | 22 | ||
Capital Bancorp Inc. | 594 | 16 | |||
* | Elevate Credit Inc. | 5,276 | 16 | ||
* | First Western Financial Inc. | 400 | 12 | ||
* | Impac Mortgage Holdings Inc. | 10,822 | 12 | ||
* | Nicholas Financial Inc. | 983 | 12 | ||
Sound Financial Bancorp Inc. | 195 | 9 | |||
* | NeuroOne Medical Technologies Corp. | 4,608 | 9 | ||
* | USCB Financial Holdings Inc. | 587 | 8 | ||
* | FedNat Holding Co. | 4,599 | 6 | ||
* | HV Bancorp Inc. | 292 | 6 | ||
* | Affinity Bancshares Inc. | 367 | 6 | ||
* | Finwise Bancorp | 344 | 5 | ||
* | FG Financial Group Inc. | 1,083 | 4 | ||
* | Broadway Financial Corp. | 546 | 1 | ||
4,060,572 | |||||
Health Care (7.8%) | |||||
UnitedHealth Group Inc. | 727,890 | 365,503 | |||
Johnson & Johnson | 2,024,684 | 346,363 | |||
Pfizer Inc. | 4,339,447 | 256,244 | |||
Thermo Fisher Scientific Inc. | 304,472 | 203,156 | |||
Abbott Laboratories | 1,367,180 | 192,417 | |||
AbbVie Inc. | 1,366,145 | 184,976 | |||
Eli Lilly & Co. | 665,708 | 183,882 | |||
Danaher Corp. | 494,901 | 162,827 | |||
Merck & Co. Inc. | 1,953,145 | 149,689 | |||
Medtronic plc | 1,039,819 | 107,569 | |||
Bristol-Myers Squibb Co. | 1,720,358 | 107,264 | |||
* | Intuitive Surgical Inc. | 276,497 | 99,345 | ||
Amgen Inc. | 435,248 | 97,918 | |||
Zoetis Inc. | 367,054 | 89,572 | |||
Anthem Inc. | 187,851 | 87,076 | |||
Gilead Sciences Inc. | 968,742 | 70,340 | |||
Stryker Corp. | 254,909 | 68,168 | |||
* | Moderna Inc. | 266,397 | 67,660 | ||
* | Edwards Lifesciences Corp. | 484,081 | 62,713 | ||
Cigna Corp. | 256,315 | 58,858 | |||
Becton Dickinson & Co. | 220,210 | 55,378 | |||
* | Regeneron Pharmaceuticals Inc. | 77,716 | 49,079 | ||
* | Boston Scientific Corp. | 1,106,881 | 47,020 | ||
HCA Healthcare Inc. | 180,479 | 46,369 | |||
Humana Inc. | 99,624 | 46,212 | |||
* | Illumina Inc. | 120,992 | 46,030 | ||
* | IDEXX Laboratories Inc. | 65,818 | 43,339 | ||
* | Vertex Pharmaceuticals Inc. | 196,817 | 43,221 |
Shares | Market Value• ($000) | ||||
* | IQVIA Holdings Inc. | 148,871 | 42,002 | ||
* | Dexcom Inc. | 75,128 | 40,340 | ||
* | Align Technology Inc. | 58,069 | 38,162 | ||
Agilent Technologies Inc. | 234,808 | 37,487 | |||
* | Centene Corp. | 452,850 | 37,315 | ||
Baxter International Inc. | 389,246 | 33,413 | |||
ResMed Inc. | 113,407 | 29,540 | |||
* | Veeva Systems Inc. Class A | 107,828 | 27,548 | ||
* | Biogen Inc. | 113,690 | 27,277 | ||
West Pharmaceutical Services Inc. | 57,852 | 27,133 | |||
* | Laboratory Corp. of America Holdings | 74,281 | 23,340 | ||
Cerner Corp. | 228,443 | 21,216 | |||
Zimmer Biomet Holdings Inc. | 163,307 | 20,747 | |||
* | Horizon Therapeutics plc | 176,863 | 19,059 | ||
PerkinElmer Inc. | 93,512 | 18,802 | |||
STERIS plc | 74,642 | 18,169 | |||
* | Catalent Inc. | 133,537 | 17,097 | ||
* | Seagen Inc. | 106,561 | 16,474 | ||
Quest Diagnostics Inc. | 95,137 | 16,460 | |||
* | Avantor Inc. | 389,100 | 16,397 | ||
Cooper Cos. Inc. | 38,163 | 15,988 | |||
* | Alnylam Pharmaceuticals Inc. | 93,164 | 15,799 | ||
Bio-Techne Corp. | 30,477 | 15,767 | |||
* | Charles River Laboratories International Inc. | 39,538 | 14,897 | ||
* | Hologic Inc. | 193,813 | 14,838 | ||
* | Molina Healthcare Inc. | 45,704 | 14,538 | ||
* | Insulet Corp. | 52,459 | 13,958 | ||
Viatris Inc. | 946,855 | 12,811 | |||
* | BioMarin Pharmaceutical Inc. | 143,522 | 12,680 | ||
* | Bio-Rad Laboratories Inc. Class A | 16,301 | 12,317 | ||
* | ABIOMED Inc. | 33,877 | 12,168 | ||
Teleflex Inc. | 36,863 | 12,109 | |||
* | Masimo Corp. | 38,619 | 11,307 | ||
Cardinal Health Inc. | 213,907 | 11,014 | |||
* | Repligen Corp. | 40,880 | 10,827 | ||
* | Incyte Corp. | 145,635 | 10,690 | ||
* | Exact Sciences Corp. | 134,048 | 10,433 | ||
* | Teladoc Health Inc. | 110,442 | 10,141 | ||
* | Elanco Animal Health Inc. | 352,405 | 10,001 | ||
Royalty Pharma plc Class A | 249,147 | 9,929 | |||
DENTSPLY SIRONA Inc. | 171,226 | 9,553 | |||
* | 10X Genomics Inc. Class A | 64,105 | 9,549 | ||
* | Novavax Inc. | 58,917 | 8,429 | ||
* | Syneos Health Inc. | 81,308 | 8,349 |
Shares | Market Value• ($000) | ||||
* | Henry Schein Inc. | 107,244 | 8,315 | ||
* | Penumbra Inc. | 27,389 | 7,869 | ||
* | United Therapeutics Corp. | 35,090 | 7,582 | ||
* | Guardant Health Inc. | 74,779 | 7,479 | ||
* | Tandem Diabetes Care Inc. | 48,374 | 7,281 | ||
Universal Health Services Inc. Class B | 54,453 | 7,060 | |||
* | Tenet Healthcare Corp. | 82,587 | 6,747 | ||
Bruker Corp. | 78,306 | 6,571 | |||
Chemed Corp. | 12,005 | 6,351 | |||
* | Neurocrine Biosciences Inc. | 74,062 | 6,308 | ||
* | Natera Inc. | 65,782 | 6,143 | ||
* | Omnicell Inc. | 33,920 | 6,121 | ||
* | Intellia Therapeutics Inc. | 51,638 | 6,106 | ||
Organon & Co. | 198,184 | 6,035 | |||
* | Jazz Pharmaceuticals plc | 45,496 | 5,796 | ||
* | Sarepta Therapeutics Inc. | 64,239 | 5,785 | ||
* | Envista Holdings Corp. | 127,962 | 5,766 | ||
* | Mirati Therapeutics Inc. | 38,568 | 5,658 | ||
* | DaVita Inc. | 47,793 | 5,437 | ||
* | Arrowhead Pharmaceuticals Inc. | 79,044 | 5,241 | ||
* | Novocure Ltd. | 69,676 | 5,231 | ||
Encompass Health Corp. | 77,791 | 5,077 | |||
* | Medpace Holdings Inc. | 22,875 | 4,979 | ||
* | Blueprint Medicines Corp. | 45,871 | 4,913 | ||
* | Shockwave Medical Inc. | 26,535 | 4,732 | ||
* | Inspire Medical Systems Inc. | 20,063 | 4,616 | ||
* | Exelixis Inc. | 249,428 | 4,560 | ||
* | Globus Medical Inc. Class A | 61,883 | 4,468 | ||
* | Halozyme Therapeutics Inc. | 109,864 | 4,418 | ||
* | Arena Pharmaceuticals Inc. | 46,793 | 4,349 | ||
* | Acadia Healthcare Co. Inc. | 71,294 | 4,328 | ||
* | Amedisys Inc. | 25,876 | 4,189 | ||
* | Ultragenyx Pharmaceutical Inc. | 49,084 | 4,127 | ||
Perrigo Co. plc | 105,409 | 4,100 | |||
* | Integra LifeSciences Holdings Corp. | 57,964 | 3,883 | ||
Premier Inc. Class A | 94,291 | 3,882 | |||
* | Neogen Corp. | 83,534 | 3,793 | ||
* | Fate Therapeutics Inc. | 63,965 | 3,743 | ||
* | ICU Medical Inc. | 15,603 | 3,703 | ||
* | Quidel Corp. | 27,119 | 3,661 |
Shares | Market Value• ($000) | ||||
* | Maravai LifeSciences Holdings Inc. Class A | 85,735 | 3,592 | ||
* | agilon health Inc. | 130,641 | 3,527 | ||
Ensign Group Inc. | 41,909 | 3,519 | |||
* | STAAR Surgical Co. | 37,070 | 3,384 | ||
* | Pacific Biosciences of California Inc. | 160,575 | 3,285 | ||
* | LHC Group Inc. | 23,642 | 3,244 | ||
* | Option Care Health Inc. | 113,567 | 3,230 | ||
CONMED Corp. | 22,493 | 3,189 | |||
* | Beam Therapeutics Inc. | 39,611 | 3,157 | ||
* | Intra-Cellular Therapies Inc. | 59,584 | 3,119 | ||
* | Alkermes plc | 130,658 | 3,039 | ||
* | Apellis Pharmaceuticals Inc. | 63,291 | 2,992 | ||
* | Ionis Pharmaceuticals Inc. | 97,727 | 2,974 | ||
* | NeoGenomics Inc. | 87,102 | 2,972 | ||
* | HealthEquity Inc. | 66,826 | 2,956 | ||
* | Oak Street Health Inc. | 86,603 | 2,870 | ||
* | Denali Therapeutics Inc. | 63,172 | 2,817 | ||
* | Cytokinetics Inc. | 61,453 | 2,801 | ||
* | Adaptive Biotechnologies Corp. | 95,724 | 2,686 | ||
* | R1 RCM Inc. | 104,602 | 2,666 | ||
* | Twist Bioscience Corp. | 34,055 | 2,636 | ||
* | Vir Biotechnology Inc. | 62,706 | 2,625 | ||
* | Merit Medical Systems Inc. | 41,563 | 2,589 | ||
* | Arvinas Inc. | 31,494 | 2,587 | ||
* | Progyny Inc. | 50,712 | 2,553 | ||
Owens & Minor Inc. | 57,373 | 2,496 | |||
* | Amicus Therapeutics Inc. | 215,043 | 2,484 | ||
* | Invitae Corp. | 162,468 | 2,481 | ||
* | Insmed Inc. | 90,806 | 2,474 | ||
Select Medical Holdings Corp. | 83,545 | 2,456 | |||
* | iRhythm Technologies Inc. | 20,527 | 2,416 | ||
* | Prestige Consumer Healthcare Inc. | 39,699 | 2,408 | ||
* | Integer Holdings Corp. | 27,169 | 2,325 | ||
* | Karuna Therapeutics Inc. | 17,747 | 2,325 | ||
* | AtriCure Inc. | 32,970 | 2,292 | ||
* | PTC Therapeutics Inc. | 56,936 | 2,268 | ||
* | Certara Inc. | 79,316 | 2,254 | ||
* | ACADIA Pharmaceuticals Inc. | 96,465 | 2,251 | ||
* | Zentalis Pharmaceuticals Inc. | 26,401 | 2,219 | ||
* | Haemonetics Corp. | 41,619 | 2,207 | ||
* | Warby Parker Inc. Class A | 47,324 | 2,203 | ||
* | Veracyte Inc. | 53,419 | 2,201 | ||
* | Inari Medical Inc. | 23,634 | 2,157 |
Shares | Market Value• ($000) | ||||
* | Nevro Corp. | 26,322 | 2,134 | ||
* | NuVasive Inc. | 40,501 | 2,125 | ||
* | Apollo Medical Holdings Inc. | 28,897 | 2,123 | ||
* | Kodiak Sciences Inc. | 24,897 | 2,111 | ||
* | Nektar Therapeutics | 151,005 | 2,040 | ||
* | Ligand Pharmaceuticals Inc. | 13,152 | 2,031 | ||
* | 1Life Healthcare Inc. | 114,893 | 2,019 | ||
* | Pacira BioSciences Inc. | 33,454 | 2,013 | ||
* | Ortho Clinical Diagnostics Holdings plc | 92,739 | 1,984 | ||
Patterson Cos. Inc. | 67,060 | 1,968 | |||
* | Xencor Inc. | 48,973 | 1,965 | ||
* | BioCryst Pharmaceuticals Inc. | 140,809 | 1,950 | ||
* | Iovance Biotherapeutics Inc. | 99,947 | 1,908 | ||
* | CareDx Inc. | 41,759 | 1,899 | ||
* | TG Therapeutics Inc. | 98,767 | 1,877 | ||
* | Sotera Health Co. | 78,231 | 1,842 | ||
* | GoodRx Holdings Inc. Class A | 56,002 | 1,830 | ||
* | MEDNAX Inc. | 65,446 | 1,781 | ||
* | Doximity Inc. Class A | 35,359 | 1,773 | ||
* | Sage Therapeutics Inc. | 41,348 | 1,759 | ||
* | Emergent BioSolutions Inc. | 39,912 | 1,735 | ||
* | Surgery Partners Inc. | 30,873 | 1,649 | ||
* | Agios Pharmaceuticals Inc. | 49,588 | 1,630 | ||
* | Evolent Health Inc. Class A | 57,899 | 1,602 | ||
* | Myriad Genetics Inc. | 57,956 | 1,600 | ||
* | Outset Medical Inc. | 34,549 | 1,592 | ||
* | ChemoCentryx Inc. | 43,416 | 1,581 | ||
* | Glaukos Corp. | 34,543 | 1,535 | ||
* | Relay Therapeutics Inc. | 49,945 | 1,534 | ||
* | Axonics Inc. | 27,239 | 1,525 | ||
* | Arcus Biosciences Inc. | 37,550 | 1,520 | ||
* | NanoString Technologies Inc. | 35,956 | 1,518 | ||
* | Fulgent Genetics Inc. | 15,018 | 1,511 | ||
* | Kymera Therapeutics Inc. | 23,679 | 1,503 | ||
* | Global Blood Therapeutics Inc. | 51,225 | 1,499 | ||
* | IVERIC bio Inc. | 88,614 | 1,482 | ||
* | REVOLUTION Medicines Inc. | 58,441 | 1,471 | ||
* | Lantheus Holdings Inc. | 50,813 | 1,468 | ||
* | Heska Corp. | 8,036 | 1,466 | ||
* | Corcept Therapeutics Inc. | 73,703 | 1,459 | ||
* | Travere Therapeutics Inc. | 46,950 | 1,457 |
Shares | Market Value• ($000) | ||||
* | ModivCare Inc. | 9,812 | 1,455 | ||
* | SpringWorks Therapeutics Inc. | 23,306 | 1,445 | ||
* | Codexis Inc. | 46,017 | 1,439 | ||
* | Editas Medicine Inc. | 54,137 | 1,437 | ||
* | Vericel Corp. | 36,244 | 1,424 | ||
* | Turning Point Therapeutics Inc. | 29,516 | 1,408 | ||
* | AdaptHealth Corp. Class A | 57,535 | 1,407 | ||
* | Community Health Systems Inc. | 104,756 | 1,394 | ||
* | Celldex Therapeutics Inc. | 36,000 | 1,391 | ||
* | Avanos Medical Inc. | 40,014 | 1,387 | ||
* | Bridgebio Pharma Inc. | 82,622 | 1,378 | ||
* | CorVel Corp. | 6,585 | 1,370 | ||
* | OPKO Health Inc. | 283,861 | 1,365 | ||
* | Health Catalyst Inc. | 34,173 | 1,354 | ||
* | Phreesia Inc. | 31,922 | 1,330 | ||
* | Cerevel Therapeutics Holdings Inc. | 39,300 | 1,274 | ||
* | Avid Bioservices Inc. | 43,517 | 1,270 | ||
*,2 | Cassava Sciences Inc. | 28,700 | 1,254 | ||
* | Ironwood Pharmaceuticals Inc. Class A | 107,020 | 1,248 | ||
* | ImmunoGen Inc. | 166,161 | 1,233 | ||
* | Supernus Pharmaceuticals Inc. | 40,997 | 1,195 | ||
* | Addus HomeCare Corp. | 12,566 | 1,175 | ||
* | Protagonist Therapeutics Inc. | 33,765 | 1,155 | ||
* | Silk Road Medical Inc. | 26,751 | 1,140 | ||
* | Multiplan Corp. | 257,400 | 1,140 | ||
*,2 | Ginkgo Bioworks Holdings Inc. | 135,810 | 1,129 | ||
* | Dynavax Technologies Corp. | 79,261 | 1,115 | ||
* | BioLife Solutions Inc. | 29,559 | 1,102 | ||
* | RadNet Inc. | 36,356 | 1,095 | ||
* | Enanta Pharmaceuticals Inc. | 14,469 | 1,082 | ||
* | Krystal Biotech Inc. | 15,447 | 1,081 | ||
* | Sana Biotechnology Inc. | 69,018 | 1,068 | ||
* | Harmony Biosciences Holdings Inc. | 24,670 | 1,052 | ||
* | Quanterix Corp. | 24,560 | 1,041 | ||
Healthcare Services Group Inc. | 58,412 | 1,039 | |||
* | C4 Therapeutics Inc. | 31,822 | 1,025 | ||
* | Atara Biotherapeutics Inc. | 64,886 | 1,023 | ||
*,2 | Sorrento Therapeutics Inc. | 219,776 | 1,022 | ||
* | Accolade Inc. | 37,810 | 997 |
Shares | Market Value• ($000) | ||||
* | Recursion Pharmaceuticals Inc. Class A | 57,932 | 992 | ||
* | Cerus Corp. | 145,208 | 989 | ||
* | Cano Health Inc. | 108,304 | 965 | ||
* | Anavex Life Sciences Corp. | 55,577 | 964 | ||
* | Coherus Biosciences Inc. | 60,235 | 961 | ||
* | Privia Health Group Inc. | 37,138 | 961 | ||
US Physical Therapy Inc. | 9,960 | 952 | |||
* | REGENXBIO Inc. | 28,991 | 948 | ||
* | Prometheus Biosciences Inc. | 23,715 | 938 | ||
* | Varex Imaging Corp. | 29,662 | 936 | ||
* | Crinetics Pharmaceuticals Inc. | 32,549 | 925 | ||
* | FibroGen Inc. | 65,127 | 918 | ||
* | Revance Therapeutics Inc. | 55,192 | 901 | ||
* | Tivity Health Inc. | 33,514 | 886 | ||
* | MannKind Corp. | 202,620 | 885 | ||
* | Inovio Pharmaceuticals Inc. | 175,516 | 876 | ||
* | AngioDynamics Inc. | 31,392 | 866 | ||
*,2 | Senseonics Holdings Inc. | 324,200 | 866 | ||
* | Inhibrx Inc. | 19,765 | 863 | ||
* | Nurix Therapeutics Inc. | 29,820 | 863 | ||
* | Axsome Therapeutics Inc. | 22,706 | 858 | ||
* | Clover Health Investments Corp. Class A | 230,600 | 858 | ||
Atrion Corp. | 1,196 | 843 | |||
* | Seer Inc. Class A | 36,017 | 822 | ||
* | Nuvation Bio Inc. | 96,553 | 821 | ||
* | Alignment Healthcare Inc. | 58,089 | 817 | ||
* | American Well Corp. Class A | 134,427 | 812 | ||
* | Allogene Therapeutics Inc. | 54,133 | 808 | ||
* | Rocket Pharmaceuticals Inc. | 36,880 | 805 | ||
* | Syndax Pharmaceuticals Inc. | 36,687 | 803 | ||
* | Magellan Health Inc. | 8,363 | 794 | ||
* | Alector Inc. | 38,347 | 792 | ||
LeMaitre Vascular Inc. | 15,395 | 773 | |||
*,2 | Butterfly Network Inc. | 114,143 | 764 | ||
* | Morphic Holding Inc. | 16,100 | 763 | ||
* | Amphastar Pharmaceuticals Inc. | 32,577 | 759 | ||
* | NextGen Healthcare Inc. | 42,598 | 758 | ||
* | Brookdale Senior Living Inc. | 146,031 | 754 |
Shares | Market Value• ($000) | ||||
* | Castle Biosciences Inc. | 17,567 | 753 | ||
* | iTeos Therapeutics Inc. | 16,182 | 753 | ||
* | MacroGenics Inc. | 46,700 | 750 | ||
* | ViewRay Inc. | 134,216 | 740 | ||
* | Natus Medical Inc. | 31,072 | 737 | ||
* | Heron Therapeutics Inc. | 78,614 | 718 | ||
* | Intersect ENT Inc. | 26,064 | 712 | ||
* | Innoviva Inc. | 41,215 | 711 | ||
* | Kura Oncology Inc. | 50,715 | 710 | ||
* | OptimizeRx Corp. | 11,439 | 710 | ||
* | Arcturus Therapeutics Holdings Inc. | 19,143 | 708 | ||
* | Endo International plc | 187,335 | 704 | ||
* | Instil Bio Inc. | 41,166 | 704 | ||
National HealthCare Corp. | 10,338 | 702 | |||
* | OrthoPediatrics Corp. | 11,689 | 700 | ||
* | Meridian Bioscience Inc. | 34,159 | 697 | ||
* | Pulmonx Corp. | 21,458 | 688 | ||
* | Avidity Biosciences Inc. | 28,875 | 686 | ||
* | Berkeley Lights Inc. | 37,687 | 685 | ||
*,2 | Ocugen Inc. | 150,100 | 683 | ||
* | Madrigal Pharmaceuticals Inc. | 8,030 | 680 | ||
* | MaxCyte Inc. | 66,640 | 679 | ||
* | Zogenix Inc. | 41,447 | 674 | ||
* | Agiliti Inc. | 28,916 | 670 | ||
* | Keros Therapeutics Inc. | 11,369 | 665 | ||
*,2 | Bionano Genomics Inc. | 222,000 | 664 | ||
* | CryoLife Inc. | 32,432 | 660 | ||
* | Vanda Pharmaceuticals Inc. | 41,986 | 659 | ||
* | Bluebird Bio Inc. | 65,600 | 655 | ||
* | Aclaris Therapeutics Inc. | 44,964 | 654 | ||
* | HealthStream Inc. | 24,591 | 648 | ||
* | Sangamo Therapeutics Inc. | 86,053 | 645 | ||
* | Vaxcyte Inc. | 27,032 | 643 | ||
National Research Corp. | 15,398 | 639 | |||
* | Joint Corp. | 9,539 | 627 | ||
* | Hims & Hers Health Inc. | 94,600 | 620 | ||
* | Inotiv Inc. | 14,694 | 618 | ||
* | Cardiovascular Systems Inc. | 32,605 | 612 | ||
* | Hanger Inc. | 33,589 | 609 | ||
* | Inogen Inc. | 17,882 | 608 | ||
* | Replimune Group Inc. | 22,443 | 608 | ||
* | Scholar Rock Holding Corp. | 24,294 | 603 | ||
* | AnaptysBio Inc. | 17,100 | 594 | ||
* | Surmodics Inc. | 12,342 | 594 | ||
* | RAPT Therapeutics Inc. | 16,085 | 591 | ||
* | Reata Pharmaceuticals Inc. Class A | 21,633 | 570 |
Shares | Market Value• ($000) | ||||
* | Day One Biopharmaceuticals Inc. | 33,661 | 567 | ||
*,2 | Vaxart Inc. | 88,300 | 554 | ||
* | OraSure Technologies Inc. | 61,474 | 534 | ||
* | Gossamer Bio Inc. | 47,085 | 533 | ||
* | Orthofix Medical Inc. | 17,120 | 532 | ||
* | Definitive Healthcare Corp. Class A | 19,292 | 527 | ||
* | Agenus Inc. | 161,917 | 521 | ||
* | PMV Pharmaceuticals Inc. | 22,524 | 520 | ||
* | Antares Pharma Inc. | 145,010 | 518 | ||
* | Gritstone bio Inc. | 39,937 | 514 | ||
* | Theravance Biopharma Inc. | 46,501 | 514 | ||
* | Cutera Inc. | 12,390 | 512 | ||
* | Triple-S Management Corp. Class B | 14,094 | 503 | ||
* | PetIQ Inc. Class A | 21,893 | 497 | ||
* | Apria Inc. | 15,201 | 496 | ||
* | Ideaya Biosciences Inc. | 20,767 | 491 | ||
* | Pennant Group Inc. | 21,097 | 487 | ||
* | Praxis Precision Medicines Inc. | 24,467 | 482 | ||
* | Eagle Pharmaceuticals Inc. | 9,445 | 481 | ||
* | Anika Therapeutics Inc. | 13,242 | 474 | ||
* | Organogenesis Holdings Inc. Class A | 51,218 | 473 | ||
* | Alphatec Holdings Inc. | 41,167 | 471 | ||
* | SI-BONE Inc. | 21,195 | 471 | ||
* | 2seventy bio Inc. | 18,244 | 468 | ||
* | Kezar Life Sciences Inc. | 27,667 | 463 | ||
* | Relmada Therapeutics Inc. | 20,489 | 462 | ||
* | Arcutis Biotherapeutics Inc. | 22,106 | 458 | ||
* | Collegium Pharmaceutical Inc. | 24,298 | 454 | ||
* | Sutro Biopharma Inc. | 30,272 | 450 | ||
* | NGM Biopharmaceuticals Inc. | 24,958 | 442 | ||
* | Adicet Bio Inc. | 25,167 | 440 | ||
* | BioAtla Inc. | 22,308 | 438 | ||
* | Chinook Therapeutics Inc. | 26,644 | 435 | ||
* | Design Therapeutics Inc. | 19,979 | 428 | ||
* | UFP Technologies Inc. | 6,036 | 424 | ||
* | Y-mAbs Therapeutics Inc. | 25,975 | 421 | ||
* | Kronos Bio Inc. | 30,839 | 419 | ||
* | ImmunityBio Inc. | 68,635 | 417 | ||
* | Verve Therapeutics Inc. | 11,320 | 417 |
Shares | Market Value• ($000) | ||||
* | Catalyst Pharmaceuticals Inc. | 61,500 | 416 | ||
* | Atea Pharmaceuticals Inc. | 46,519 | 416 | ||
* | ANI Pharmaceuticals Inc. | 8,894 | 410 | ||
* | Ocular Therapeutix Inc. | 58,771 | 410 | ||
* | Cara Therapeutics Inc. | 33,414 | 407 | ||
* | 4D Molecular Therapeutics Inc. | 18,526 | 406 | ||
* | Intercept Pharmaceuticals Inc. | 24,800 | 404 | ||
* | Amneal Pharmaceuticals Inc. | 81,700 | 391 | ||
* | Viridian Therapeutics Inc. | 19,741 | 390 | ||
* | Rhythm Pharmaceuticals Inc. | 38,261 | 382 | ||
* | Computer Programs & Systems Inc. | 12,734 | 373 | ||
* | Pliant Therapeutics Inc. | 27,456 | 371 | ||
* | Albireo Pharma Inc. | 15,900 | 370 | ||
* | Talaris Therapeutics Inc. | 24,089 | 368 | ||
* | Chimerix Inc. | 57,135 | 367 | ||
* | Karyopharm Therapeutics Inc. | 56,638 | 364 | ||
* | Tricida Inc. | 37,700 | 360 | ||
* | ORIC Pharmaceuticals Inc. | 24,507 | 360 | ||
* | TransMedics Group Inc. | 18,731 | 359 | ||
* | Fulcrum Therapeutics Inc. | 20,212 | 358 | ||
* | Stoke Therapeutics Inc. | 14,884 | 357 | ||
* | Athira Pharma Inc. | 26,677 | 348 | ||
* | Edgewise Therapeutics Inc. | 22,791 | 348 | ||
* | Rubius Therapeutics Inc. | 35,800 | 347 | ||
* | Immunovant Inc. | 40,700 | 347 | ||
* | Cullinan Oncology Inc. | 22,492 | 347 | ||
* | Forma Therapeutics Holdings Inc. | 24,215 | 344 | ||
*,2 | Clovis Oncology Inc. | 126,700 | 343 | ||
* | Aerie Pharmaceuticals Inc. | 47,900 | 336 | ||
* | Bioventus Inc. Class A | 23,179 | 336 | ||
* | Geron Corp. | 272,053 | 332 | ||
* | Marinus Pharmaceuticals Inc. | 27,908 | 332 | ||
* | MiMedx Group Inc. | 55,000 | 332 | ||
* | Deciphera Pharmaceuticals Inc. | 33,810 | 330 | ||
* | Checkpoint Therapeutics Inc. | 105,825 | 329 | ||
* | Mersana Therapeutics Inc. | 52,904 | 329 | ||
* | Personalis Inc. | 22,769 | 325 | ||
* | Altimmune Inc. | 35,370 | 324 |
Shares | Market Value• ($000) | ||||
* | Homology Medicines Inc. | 87,700 | 319 | ||
* | SeaSpine Holdings Corp. | 23,457 | 319 | ||
* | Aadi Bioscience Inc. | 13,200 | 319 | ||
* | Omeros Corp. | 49,283 | 317 | ||
* | Rigel Pharmaceuticals Inc. | 119,340 | 316 | ||
* | Curis Inc. | 66,098 | 315 | ||
* | Seres Therapeutics Inc. | 37,775 | 315 | ||
* | Lineage Cell Therapeutics Inc. | 128,266 | 314 | ||
Phibro Animal Health Corp. Class A | 15,356 | 314 | |||
* | Sight Sciences Inc. | 17,683 | 311 | ||
* | Avita Medical Inc. | 25,856 | 310 | ||
* | Akero Therapeutics Inc. | 14,617 | 309 | ||
Utah Medical Products Inc. | 3,090 | 309 | |||
* | Spero Therapeutics Inc. | 19,238 | 308 | ||
* | Singular Genomics Systems Inc. | 26,684 | 308 | ||
* | Tactile Systems Technology Inc. | 16,140 | 307 | ||
* | 908 Devices Inc. | 11,858 | 307 | ||
* | KalVista Pharmaceuticals Inc. | 23,051 | 305 | ||
* | Vapotherm Inc. | 14,711 | 305 | ||
* | DermTech Inc. | 19,000 | 300 | ||
* | Allakos Inc. | 30,574 | 299 | ||
* | InfuSystem Holdings Inc. | 17,567 | 299 | ||
* | Radius Health Inc. | 43,070 | 298 | ||
* | Imago Biosciences Inc. | 12,579 | 298 | ||
* | Allovir Inc. | 22,947 | 297 | ||
* | VistaGen Therapeutics Inc. | 151,563 | 296 | ||
* | Treace Medical Concepts Inc. | 15,840 | 295 | ||
* | Tabula Rasa HealthCare Inc. | 19,595 | 294 | ||
* | Selecta Biosciences Inc. | 90,109 | 294 | ||
* | Accuray Inc. | 61,258 | 292 | ||
* | Dyne Therapeutics Inc. | 24,345 | 289 | ||
* | Cue Biopharma Inc. | 25,288 | 286 | ||
* | Viking Therapeutics Inc. | 61,875 | 285 | ||
* | LifeStance Health Group Inc. | 29,884 | 284 | ||
* | BioDelivery Sciences International Inc. | 91,333 | 283 | ||
* | Bioxcel Therapeutics Inc. | 13,911 | 283 | ||
* | Phathom Pharmaceuticals Inc. | 14,260 | 280 | ||
* | ALX Oncology Holdings Inc. | 13,029 | 280 | ||
* | SomaLogic Inc. | 24,014 | 280 |
Shares | Market Value• ($000) | ||||
* | Adverum Biotechnologies Inc. | 156,400 | 275 | ||
* | Apyx Medical Corp. | 21,359 | 274 | ||
* | Axogen Inc. | 29,257 | 274 | ||
* | Precigen Inc. | 73,808 | 274 | ||
* | Akebia Therapeutics Inc. | 119,228 | 269 | ||
* | Frequency Therapeutics Inc. | 52,100 | 267 | ||
* | Sierra Oncology Inc. | 12,300 | 267 | ||
* | EyePoint Pharmaceuticals Inc. | 21,612 | 265 | ||
* | Akoya Biosciences Inc. | 17,202 | 263 | ||
* | Aligos Therapeutics Inc. | 21,969 | 261 | ||
* | 23andMe Holding Co. | 38,500 | 256 | ||
* | Verastem Inc. | 123,360 | 253 | ||
* | Optinose Inc. | 155,600 | 252 | ||
*,2 | CTI BioPharma Corp. | 101,176 | 251 | ||
* | MEI Pharma Inc. | 93,726 | 250 | ||
* | Kiniksa Pharmaceuticals Ltd. Class A | 21,265 | 250 | ||
* | Olema Pharmaceuticals Inc. | 26,604 | 249 | ||
* | Vera Therapeutics Inc. Class A | 9,252 | 247 | ||
* | Dare Bioscience Inc. | 122,500 | 245 | ||
* | Arbutus Biopharma Corp. | 62,345 | 243 | ||
* | Passage Bio Inc. | 38,001 | 241 | ||
* | Cortexyme Inc. | 18,900 | 239 | ||
* | Esperion Therapeutics Inc. | 47,475 | 237 | ||
* | Precision BioSciences Inc. | 31,777 | 235 | ||
* | Applied Molecular Transport Inc. | 16,784 | 235 | ||
*,2 | Xeris Biopharma Holdings Inc. | 79,815 | 234 | ||
* | Foghorn Therapeutics Inc. | 10,206 | 233 | ||
* | Zomedica Corp. | 759,400 | 233 | ||
* | Provention Bio Inc. | 41,033 | 231 | ||
* | G1 Therapeutics Inc. | 22,493 | 230 | ||
* | DICE Therapeutics Inc. | 9,000 | 228 | ||
* | Tenaya Therapeutics Inc. | 11,999 | 227 | ||
* | CEL-SCI Corp. | 31,842 | 226 | ||
* | Ikena Oncology Inc. | 18,053 | 226 | ||
* | Asensus Surgical Inc. | 202,501 | 225 | ||
* | Caribou Biosciences Inc. | 14,884 | 225 | ||
* | Poseida Therapeutics Inc. | 32,859 | 224 | ||
* | Semler Scientific Inc. | 2,400 | 220 | ||
* | Cymabay Therapeutics Inc. | 63,502 | 215 | ||
*,2 | SmileDirectClub Inc. Class A | 90,900 | 214 | ||
* | Stereotaxis Inc. | 34,516 | 214 | ||
*,2 | Erasca Inc. | 13,761 | 214 |
Shares | Market Value• ($000) | ||||
* | Aveanna Healthcare Holdings Inc. | 28,788 | 213 | ||
* | Fluidigm Corp. | 54,000 | 212 | ||
* | Finch Therapeutics Group Inc. | 21,220 | 212 | ||
* | Shattuck Labs Inc. | 24,751 | 211 | ||
* | Jounce Therapeutics Inc. | 24,864 | 208 | ||
* | SIGA Technologies Inc. | 27,490 | 207 | ||
* | 89bio Inc. | 15,864 | 207 | ||
* | Harpoon Therapeutics Inc. | 27,100 | 205 | ||
* | Mirum Pharmaceuticals Inc. | 12,837 | 205 | ||
* | Zynex Inc. | 20,458 | 204 | ||
* | Lexicon Pharmaceuticals Inc. | 51,632 | 203 | ||
* | Co-Diagnostics Inc. | 22,573 | 202 | ||
* | Codiak Biosciences Inc. | 18,019 | 201 | ||
* | Acumen Pharmaceuticals Inc. | 29,773 | 201 | ||
* | CytomX Therapeutics Inc. | 46,219 | 200 | ||
* | Sema4 Holdings Corp. | 44,435 | 198 | ||
* | Aerovate Therapeutics Inc. | 16,663 | 196 | ||
*,1 | PDL BioPharma Inc. | 78,003 | 193 | ||
* | ZIOPHARM Oncology Inc. | 176,915 | 193 | ||
* | CVRx Inc. | 15,660 | 192 | ||
* | Generation Bio Co. | 26,818 | 190 | ||
* | SQZ Biotechnologies Co. | 21,128 | 189 | ||
* | Oyster Point Pharma Inc. | 10,086 | 184 | ||
* | Sientra Inc. | 50,000 | 183 | ||
* | Lucira Health Inc. | 21,208 | 183 | ||
*,2 | ADMA Biologics Inc. | 129,071 | 182 | ||
* | Harvard Bioscience Inc. | 25,649 | 181 | ||
* | Infinity Pharmaceuticals Inc. | 80,200 | 180 | ||
* | Kinnate Biopharma Inc. | 10,167 | 180 | ||
*,2 | Leap Therapeutics Inc. | 55,143 | 179 | ||
* | Durect Corp. | 180,792 | 178 | ||
* | Monte Rosa Therapeutics Inc. | 8,728 | 178 | ||
* | Icosavax Inc. | 7,790 | 178 | ||
* | ChromaDex Corp. | 47,403 | 177 | ||
* | Aldeyra Therapeutics Inc. | 43,700 | 175 | ||
* | Tyra Biosciences Inc. | 12,400 | 174 | ||
* | Apollo Endosurgery Inc. | 20,415 | 172 | ||
* | Enzo Biochem Inc. | 53,422 | 171 | ||
*,2 | Lyell Immunopharma Inc. | 22,126 | 171 | ||
* | KemPharm Inc. | 19,400 | 169 | ||
* | Alpha Teknova Inc. | 8,236 | 169 |
Shares | Market Value• ($000) | ||||
* | Cogent Biosciences Inc. | 19,553 | 168 | ||
* | Cytek Biosciences Inc. | 10,318 | 168 | ||
* | Janux Therapeutics Inc. | 8,474 | 167 | ||
* | Epizyme Inc. | 66,376 | 166 | ||
* | Matinas BioPharma Holdings Inc. | 164,758 | 166 | ||
* | 9 Meters Biopharma Inc. | 169,534 | 166 | ||
* | Evolus Inc. | 25,400 | 165 | ||
* | Paratek Pharmaceuticals Inc. | 36,785 | 165 | ||
*,2 | Citius Pharmaceuticals Inc. | 106,287 | 164 | ||
* | Signify Health Inc. Class A | 11,548 | 164 | ||
* | IGM Biosciences Inc. | 5,561 | 163 | ||
* | Annexon Inc. | 14,204 | 163 | ||
*,2 | Ardelyx Inc. | 146,000 | 161 | ||
* | Aeglea BioTherapeutics Inc. | 33,281 | 158 | ||
* | Atossa Therapeutics Inc. | 98,096 | 157 | ||
* | MyMD Pharmaceuticals Inc. | 25,990 | 157 | ||
* | Astria Therapeutics Inc. | 29,158 | 157 | ||
* | PDS Biotechnology Corp. | 19,304 | 156 | ||
* | Verrica Pharmaceuticals Inc. | 16,816 | 154 | ||
* | Enochian Biosciences Inc. | 21,000 | 153 | ||
* | Harrow Health Inc. | 17,757 | 153 | ||
* | Qualigen Therapeutics Inc. | 142,700 | 153 | ||
* | Outlook Therapeutics Inc. | 111,564 | 152 | ||
* | Spectrum Pharmaceuticals Inc. | 118,300 | 150 | ||
Forian Inc. | 16,600 | 150 | |||
* | Castlight Health Inc. Class B | 96,580 | 149 | ||
* | CytoSorbents Corp. | 35,641 | 149 | ||
* | Cardiff Oncology Inc. | 24,797 | 149 | ||
*,2 | Immunome Inc. | 11,471 | 149 | ||
* | Beyond Air Inc. | 15,642 | 148 | ||
* | aTyr Pharma Inc. | 19,720 | 147 | ||
*,2 | PhaseBio Pharmaceuticals Inc. | 54,300 | 142 | ||
* | Accelerate Diagnostics Inc. | 27,042 | 141 | ||
* | PAVmed Inc. | 56,600 | 139 | ||
* | ClearPoint Neuro Inc. | 12,373 | 139 | ||
* | Graphite Bio Inc. | 11,215 | 139 | ||
* | Tango Therapeutics Inc. | 12,700 | 139 | ||
* | Oncocyte Corp. | 63,657 | 138 | ||
* | Ovid therapeutics Inc. | 43,087 | 138 | ||
* | Athersys Inc. | 152,037 | 137 |
Shares | Market Value• ($000) | ||||
* | TFF Pharmaceuticals Inc. | 15,224 | 135 | ||
* | Nuvalent Inc. Class A | 7,066 | 135 | ||
* | Evelo Biosciences Inc. | 22,014 | 134 | ||
* | iCAD Inc. | 18,133 | 131 | ||
* | Syros Pharmaceuticals Inc. | 40,282 | 131 | ||
* | Sio Gene Therapies Inc. | 101,900 | 131 | ||
XBiotech Inc. | 11,679 | 130 | |||
* | Immunic Inc. | 13,600 | 130 | ||
* | PLx Pharma Inc. | 16,010 | 128 | ||
* | Taysha Gene Therapies Inc. | 10,918 | 127 | ||
* | Elevation Oncology Inc. | 21,141 | 127 | ||
* | Capricor Therapeutics Inc. | 43,100 | 126 | ||
* | Molecular Templates Inc. | 31,960 | 125 | ||
* | PROCEPT BioRobotics Corp. | 5,018 | 125 | ||
* | iRadimed Corp. | 2,691 | 124 | ||
* | Palatin Technologies Inc. | 238,694 | 122 | ||
*,2 | Century Therapeutics Inc. | 7,713 | 122 | ||
* | Seelos Therapeutics Inc. | 73,332 | 120 | ||
* | Otonomy Inc. | 57,340 | 119 | ||
* | Tarsus Pharmaceuticals Inc. | 5,270 | 119 | ||
* | Surface Oncology Inc. | 24,474 | 117 | ||
* | Actinium Pharmaceuticals Inc. | 19,281 | 116 | ||
* | Applied Therapeutics Inc. | 12,523 | 112 | ||
* | Sensei Biotherapeutics Inc. | 19,290 | 112 | ||
* | Pulse Biosciences Inc. | 7,474 | 111 | ||
* | Rapid Micro Biosystems Inc. Class A | 10,406 | 111 | ||
* | Retractable Technologies Inc. | 15,700 | 109 | ||
* | Viemed Healthcare Inc. | 20,899 | 109 | ||
* | Viracta Therapeutics Inc. | 29,734 | 109 | ||
* | Zynerba Pharmaceuticals Inc. | 37,481 | 108 | ||
* | Magenta Therapeutics Inc. | 24,259 | 107 | ||
* | Akouos Inc. | 12,445 | 106 | ||
* | Nkarta Inc. | 6,914 | 106 | ||
* | Humanigen Inc. | 28,100 | 105 | ||
* | Eiger BioPharmaceuticals Inc. | 19,995 | 104 | ||
* | Sesen Bio Inc. | 128,046 | 104 | ||
* | Synlogic Inc. | 42,408 | 103 | ||
*,2 | Progenity Inc. | 49,399 | 103 | ||
* | Celcuity Inc. | 7,727 | 102 |
Shares | Market Value• ($000) | ||||
* | Athenex Inc. | 74,162 | 101 | ||
* | Exagen Inc. | 8,667 | 101 | ||
* | AVEO Pharmaceuticals Inc. | 21,170 | 99 | ||
*,2 | Conformis Inc. | 129,153 | 98 | ||
* | Terns Pharmaceuticals Inc. | 13,813 | 98 | ||
* | Clene Inc. | 23,900 | 98 | ||
* | Electromed Inc. | 7,476 | 97 | ||
* | iBio Inc. | 174,700 | 96 | ||
* | Liquidia Corp. | 19,729 | 96 | ||
* | Aptinyx Inc. Class A | 35,501 | 95 | ||
* | XOMA Corp. | 4,561 | 95 | ||
*,2 | Vor BioPharma Inc. | 8,142 | 95 | ||
* | La Jolla Pharmaceutical Co. | 20,200 | 94 | ||
* | TherapeuticsMD Inc. | 263,400 | 94 | ||
* | Prelude Therapeutics Inc. | 7,538 | 94 | ||
* | Orgenesis Inc. | 32,261 | 93 | ||
* | Clearside Biomedical Inc. | 33,500 | 92 | ||
* | DiaMedica Therapeutics Inc. | 24,554 | 92 | ||
* | SCYNEXIS Inc. | 15,090 | 92 | ||
* | Savara Inc. | 73,243 | 91 | ||
* | CorMedix Inc. | 19,865 | 90 | ||
* | BrainStorm Cell Therapeutics Inc. | 22,317 | 89 | ||
* | Aspira Women's Health Inc. | 49,767 | 88 | ||
* | Absci Corp. | 10,720 | 88 | ||
* | Ampio Pharmaceuticals Inc. | 152,721 | 87 | ||
* | FONAR Corp. | 5,825 | 87 | ||
* | Neuronetics Inc. | 19,481 | 87 | ||
* | Tonix Pharmaceuticals Holding Corp. | 244,100 | 87 | ||
* | Heat Biologics Inc. | 28,727 | 87 | ||
* | NRX Pharmaceuticals Inc. | 18,200 | 87 | ||
* | Avalo Therapeutics Inc. | 51,342 | 87 | ||
* | Adagio Therapeutics Inc. | 11,806 | 86 | ||
* | Fortress Biotech Inc. | 34,017 | 85 | ||
* | Puma Biotechnology Inc. | 28,100 | 85 | ||
* | SELLAS Life Sciences Group Inc. | 14,905 | 82 | ||
* | Dyadic International Inc. | 17,910 | 81 | ||
* | Invacare Corp. | 29,423 | 80 | ||
* | NexImmune Inc. | 17,304 | 80 | ||
* | GlycoMimetics Inc. | 54,900 | 79 | ||
* | Neoleukin Therapeutics Inc. | 15,800 | 76 | ||
* | Summit Therapeutics Inc. | 28,141 | 76 | ||
* | Celsion Corp. | 137,871 | 74 |
Shares | Market Value• ($000) | ||||
* | Oncternal Therapeutics Inc. | 32,400 | 74 | ||
* | Decibel Therapeutics Inc. | 15,840 | 74 | ||
* | Repro-Med Systems Inc. | 24,374 | 73 | ||
* | Angion Biomedica Corp. | 25,035 | 73 | ||
* | OpGen Inc. | 72,000 | 72 | ||
* | Trevena Inc. | 123,816 | 72 | ||
* | Annovis Bio Inc. | 4,100 | 72 | ||
* | Alpine Immune Sciences Inc. | 5,130 | 71 | ||
* | Cabaletta Bio Inc. | 18,792 | 71 | ||
* | ContraFect Corp. | 26,913 | 71 | ||
* | Genprex Inc. | 54,200 | 71 | ||
* | NeuBase Therapeutics Inc. | 25,226 | 71 | ||
* | MediciNova Inc. | 25,702 | 69 | ||
* | T2 Biosystems Inc. | 134,241 | 69 | ||
* | IntriCon Corp. | 4,234 | 68 | ||
* | Hepion Pharmaceuticals Inc. | 59,700 | 68 | ||
* | Cidara Therapeutics Inc. | 52,829 | 67 | ||
* | Adamis Pharmaceuticals Corp. | 109,800 | 66 | ||
* | scPharmaceuticals Inc. | 13,000 | 65 | ||
* | Novan Inc. | 14,992 | 63 | ||
* | Tela Bio Inc. | 4,801 | 61 | ||
* | Applied Genetic Technologies Corp. | 31,353 | 60 | ||
*,2 | Eton Pharmaceuticals Inc. | 13,900 | 60 | ||
* | Bolt Biotherapeutics Inc. | 12,305 | 60 | ||
* | Sensus Healthcare Inc. | 8,033 | 58 | ||
* | Mustang Bio Inc. | 34,227 | 57 | ||
* | Larimar Therapeutics Inc. | 5,300 | 57 | ||
*,2 | Galectin Therapeutics Inc. | 26,902 | 56 | ||
* | IRIDEX Corp. | 8,974 | 55 | ||
* | Recro Pharma Inc. | 31,949 | 55 | ||
* | Acutus Medical Inc. | 15,949 | 54 | ||
*,2 | Impel Neuropharma Inc. | 6,194 | 53 | ||
* | AcelRx Pharmaceuticals Inc. | 92,758 | 52 | ||
*,2 | BioSig Technologies Inc. | 23,402 | 52 | ||
* | Marker Therapeutics Inc. | 54,947 | 52 | ||
*,1 | Alder Biopharmaceuticals Inc. CVR Exp. 12/31/24 | 57,977 | 51 | ||
* | Inmune Bio Inc. | 5,000 | 51 | ||
* | GT Biopharma Inc. | 16,775 | 51 | ||
* | Corvus Pharmaceuticals Inc. | 20,935 | 50 | ||
* | Lannett Co. Inc. | 30,199 | 49 | ||
* | Venus Concept Inc. | 28,327 | 48 | ||
* | Agile Therapeutics Inc. | 94,172 | 46 |
Shares | Market Value• ($000) | ||||
* | Five Star Senior Living Inc. | 15,685 | 46 | ||
* | Cumberland Pharmaceuticals Inc. | 9,187 | 43 | ||
*,1,2 | Tobira Therapeutics Inc. CVR Exp. 12/31/28 | 9,469 | 43 | ||
* | LENSAR Inc. | 7,146 | 43 | ||
* | Hookipa Pharma Inc. | 18,030 | 42 | ||
* | Rezolute Inc. | 8,500 | 41 | ||
* | Cyclerion Therapeutics Inc. | 23,450 | 40 | ||
* | CareMax Inc. | 5,255 | 40 | ||
* | Jaguar Health Inc. | 37,232 | 39 | ||
* | Axcella Health Inc. | 18,254 | 38 | ||
* | Tracon Pharmaceuticals Inc. | 13,800 | 38 | ||
* | Roivant Sciences Ltd. | 3,744 | 38 | ||
* | Anixa Biosciences Inc. | 12,599 | 37 | ||
* | Aquestive Therapeutics Inc. | 9,542 | 37 | ||
* | Eyenovia Inc. | 8,993 | 36 | ||
* | Kaleido Biosciences Inc. | 15,140 | 36 | ||
* | Merrimack Pharmaceuticals Inc. | 9,104 | 36 | ||
* | Abeona Therapeutics Inc. | 102,300 | 34 | ||
* | Eloxx Pharmaceuticals Inc. | 48,700 | 34 | ||
* | Lipocine Inc. | 34,514 | 34 | ||
* | Vincerx Pharma Inc. | 3,312 | 34 | ||
* | Champions Oncology Inc. | 3,815 | 31 | ||
* | Ontrak Inc. | 4,876 | 31 | ||
* | Equillium Inc. | 7,975 | 30 | ||
* | X4 Pharmaceuticals Inc. | 13,208 | 30 | ||
*,2 | Delcath Systems Inc. | 3,900 | 30 | ||
* | Lantern Pharma Inc. | 3,734 | 30 | ||
* | Immuneering Corp. Class A | 1,865 | 30 | ||
* | Convey Health Solutions Holdings Inc. | 3,410 | 29 | ||
* | Humacyte Inc. | 3,979 | 29 | ||
* | Aura Biosciences Inc. | 1,713 | 29 | ||
* | ElectroCore Inc. | 47,524 | 28 | ||
* | Zosano Pharma Corp. | 60,367 | 28 | ||
* | LogicBio Therapeutics Inc. | 11,514 | 27 | ||
* | RxSight Inc. | 2,417 | 27 | ||
* | IMARA Inc. | 11,325 | 25 | ||
* | Cyclacel Pharmaceuticals Inc. | 6,337 | 25 | ||
* | Point Biopharma Global Inc. Class A | 4,522 | 25 | ||
* | Windtree Therapeutics Inc. | 14,800 | 24 | ||
* | Virpax Pharmaceuticals Inc. | 6,900 | 24 |
Shares | Market Value• ($000) | ||||
* | Cellectar Biosciences Inc. | 35,100 | 23 | ||
* | Eliem Therapeutics Inc. | 2,237 | 23 | ||
* | Catalyst Biosciences Inc. | 23,975 | 22 | ||
* | IsoRay Inc. | 55,618 | 22 | ||
*,2 | Jasper Therapeutics Inc. | 2,834 | 22 | ||
* | Xilio Therapeutics Inc. | 1,346 | 22 | ||
* | NantHealth Inc. | 20,200 | 21 | ||
*,2 | Vicarious Surgical Inc. | 1,962 | 21 | ||
* | Bright Health Group Inc. | 5,823 | 20 | ||
*,2 | Quantum-Si Inc. | 2,552 | 20 | ||
* | Psychemedics Corp. | 2,717 | 19 | ||
* | Sonnet BioTherapeutics Holdings Inc. | 45,300 | 19 | ||
*,2 | Rani Therapeutics Holdings Inc. Class A | 1,173 | 19 | ||
* | IsoPlexis Corp. | 2,025 | 19 | ||
* | Reviva Pharmaceuticals Holdings Inc. | 6,340 | 18 | ||
* | Sharecare Inc. | 3,925 | 18 | ||
* | Genocea Biosciences Inc. | 14,841 | 17 | ||
*,2 | Bellerophon Therapeutics Inc. | 5,364 | 17 | ||
* | Rain Therapeutics Inc. | 1,285 | 17 | ||
* | Inhibikase Therapeutics Inc. | 11,895 | 17 | ||
* | Tyme Technologies Inc. | 26,570 | 16 | ||
* | Aptevo Therapeutics Inc. | 1,975 | 16 | ||
* | Salarius Pharmaceuticals Inc. | 31,300 | 16 | ||
*,2 | Cue Health Inc. | 1,207 | 16 | ||
* | Cyclo Therapeutics Inc. | 3,977 | 15 | ||
* | Talkspace Inc. | 7,738 | 15 | ||
* | Paragon 28 Inc. | 852 | 15 | ||
* | BioVie Inc. Class A | 3,174 | 14 | ||
* | Talis Biomedical Corp. | 3,442 | 14 | ||
* | Cyteir Therapeutics Inc. | 1,198 | 14 | ||
* | Omega Therapeutics Inc. | 1,250 | 14 | ||
* | Forte Biosciences Inc. | 6,200 | 13 | ||
* | Candel Therapeutics Inc. | 1,695 | 13 | ||
* | Exicure Inc. | 57,794 | 12 | ||
* | Strata Skin Sciences Inc. | 8,329 | 12 | ||
* | PolarityTE Inc. | 20,900 | 12 | ||
* | Sera Prognostics Inc. Class A | 1,687 | 12 | ||
* | Alimera Sciences Inc. | 2,158 | 11 | ||
* | Cocrystal Pharma Inc. | 17,553 | 11 | ||
* | Inozyme Pharma Inc. | 1,634 | 11 | ||
* | F-star Therapeutics Inc. | 2,284 | 11 | ||
* | Vivos Therapeutics Inc. | 5,061 | 11 | ||
* | Theseus Pharmaceuticals Inc. | 848 | 11 | ||
* | NeuroPace Inc. | 1,026 | 10 |
Shares | Market Value• ($000) | ||||
* | TScan Therapeutics Inc. | 2,125 | 10 | ||
* | Thorne HealthTech Inc. | 1,688 | 10 | ||
* | Oncorus Inc. | 1,785 | 9 | ||
* | Panbela Therapeutics Inc. | 5,105 | 9 | ||
* | Reneo Pharmaceuticals Inc. | 1,021 | 9 | ||
* | Codex DNA Inc. | 859 | 9 | ||
* | Cognition Therapeutics Inc. | 1,430 | 9 | ||
* | Entrada Therapeutics Inc. | 507 | 9 | ||
* | Lucid Diagnostics Inc. | 1,684 | 9 | ||
* | cbdMD Inc. | 7,102 | 8 | ||
* | Lumos Pharma Inc. | 1,193 | 8 | ||
* | Nephros Inc. | 1,398 | 8 | ||
* | IN8bio Inc. | 1,854 | 8 | ||
* | Rallybio Corp. | 822 | 8 | ||
*,1 | Strongbridge Biopharma plc CVR | 45,300 | 8 | ||
* | Ventyx Biosciences Inc. | 428 | 8 | ||
* | Opiant Pharmaceuticals Inc. | 206 | 7 | ||
* | Soleno Therapeutics Inc. | 16,045 | 7 | ||
* | Solid Biosciences Inc. | 4,046 | 7 | ||
* | Minerva Surgical Inc. | 1,366 | 7 | ||
* | Sonendo Inc. | 1,265 | 7 | ||
* | Avenue Therapeutics Inc. | 6,688 | 6 | ||
* | Galera Therapeutics Inc. | 1,409 | 6 | ||
*,1 | OncoMed Pharmaceuticals Inc. CVR | 23,234 | 6 | ||
* | Soligenix Inc. | 8,654 | 6 | ||
* | Spruce Biosciences Inc. | 1,424 | 6 | ||
* | Nuwellis Inc. | 4,900 | 6 | ||
* | Pyxis Oncology Inc. | 511 | 6 | ||
* | Vaxxinity Inc. Class A | 1,015 | 6 | ||
* | ImmuCell Corp. | 596 | 5 | ||
* | Black Diamond Therapeutics Inc. | 900 | 5 | ||
* | Biodesix Inc. | 957 | 5 | ||
* | Sigilon Therapeutics Inc. | 1,915 | 5 | ||
* | Landos Biopharma Inc. | 1,108 | 5 | ||
* | Longboard Pharmaceuticals Inc. | 962 | 5 | ||
* | Biomea Fusion Inc. | 692 | 5 | ||
* | Biolase Inc. | 11,167 | 4 | ||
*,1 | Aduro Biotech Inc. CVR | 6,844 | 4 | ||
* | Helius Medical Technologies Inc. Class A | 724 | 4 | ||
* | Werewolf Therapeutics Inc. | 345 | 4 | ||
* | Tempest Therapeutics Inc. | 814 | 4 |
Shares | Market Value• ($000) | ||||
*,1 | Adamas Pharmaceuticals Inc. CVR | 59,600 | 4 | ||
* | AgeX Therapeutics Inc. | 2,858 | 3 | ||
* | Caladrius Biosciences Inc. | 3,127 | 3 | ||
*,1,2 | Oncternal Therapeutics Inc. CVR | 2,749 | 3 | ||
* | Checkmate Pharmaceuticals Inc. | 931 | 3 | ||
* | Graybug Vision Inc. | 1,888 | 3 | ||
* | Allena Pharmaceuticals Inc. | 2,783 | 2 | ||
* | Brickell Biotech Inc. | 8,068 | 2 | ||
* | Lyra Therapeutics Inc. | 360 | 2 | ||
* | Avrobio Inc. | 165 | 1 | ||
* | Baudax Bio Inc. | 6,059 | 1 | ||
* | Cohbar Inc. | 2,678 | 1 | ||
*,1 | Elanco Animal Health Inc. CVR | 37,378 | 1 | ||
* | Evoke Pharma Inc. | 920 | 1 | ||
*,1 | Ocera Therapeutics Inc. CVR | 3,700 | 1 | ||
* | Metacrine Inc. | 1,478 | 1 | ||
*,1 | Miragen Therapeutics Inc. CVR | 36,076 | 1 | ||
* | VYNE Therapeutics Inc. | 724 | 1 | ||
* | CareCloud Inc. | 237 | 1 | ||
* | Aileron Therapeutics Inc. | 250 | — | ||
*,1 | Ambit Biosciences Corp. CVR | 1,900 | — | ||
* | OncoSec Medical Inc. | 163 | — | ||
*,1 | Biosante Pharmaceutical Inc. CVR | 14,250 | — | ||
* | Ekso Bionics Holdings Inc. | 67 | — | ||
* | Geron Corp. Warrants Exp. 12/31/25 | 39,917 | — | ||
*,1 | Lantheus Holdings Inc. CVR | 82,198 | — | ||
*,1 | F-star Therapeutics Inc. CVR | 2,729 | — | ||
* | First Wave BioPharma Inc. | 68 | — | ||
4,752,251 | |||||
Industrials (7.8%) | |||||
Visa Inc. Class A | 1,290,660 | 279,699 | |||
Mastercard Inc. Class A | 678,119 | 243,662 | |||
Accenture plc Class A | 500,973 | 207,678 | |||
* | PayPal Holdings Inc. | 908,197 | 171,268 | ||
Union Pacific Corp. | 495,932 | 124,940 | |||
United Parcel Service Inc. Class B | 563,462 | 120,772 | |||
Honeywell International Inc. | 531,877 | 110,902 |
Shares | Market Value• ($000) | ||||
Raytheon Technologies Corp. | 1,156,739 | 99,549 | |||
* | Boeing Co. | 454,211 | 91,442 | ||
Caterpillar Inc. | 417,610 | 86,337 | |||
Automatic Data Processing Inc. | 326,767 | 80,574 | |||
General Electric Co. | 850,129 | 80,312 | |||
3M Co. | 444,675 | 78,988 | |||
Deere & Co. | 215,669 | 73,951 | |||
American Express Co. | 449,321 | 73,509 | |||
CSX Corp. | 1,712,856 | 64,403 | |||
Sherwin-Williams Co. | 182,826 | 64,384 | |||
Lockheed Martin Corp. | 180,300 | 64,080 | |||
Norfolk Southern Corp. | 188,025 | 55,977 | |||
Illinois Tool Works Inc. | 216,747 | 53,493 | |||
Eaton Corp. plc | 308,187 | 53,261 | |||
Fidelity National Information Services Inc. | 472,117 | 51,532 | |||
* | Block Inc. Class A | 309,915 | 50,054 | ||
* | Fiserv Inc. | 461,346 | 47,883 | ||
FedEx Corp. | 184,790 | 47,794 | |||
Capital One Financial Corp. | 328,900 | 47,720 | |||
Johnson Controls International plc | 545,159 | 44,327 | |||
Emerson Electric Co. | 459,174 | 42,689 | |||
Northrop Grumman Corp. | 110,200 | 42,655 | |||
General Dynamics Corp. | 183,630 | 38,281 | |||
Trane Technologies plc | 184,214 | 37,217 | |||
IHS Markit Ltd. | 279,043 | 37,090 | |||
Carrier Global Corp. | 672,477 | 36,475 | |||
Paychex Inc. | 247,360 | 33,765 | |||
L3Harris Technologies Inc. | 152,653 | 32,552 | |||
DuPont de Nemours Inc. | 401,920 | 32,467 | |||
PPG Industries Inc. | 184,252 | 31,772 | |||
Parker-Hannifin Corp. | 99,410 | 31,624 | |||
Rockwell Automation Inc. | 89,781 | 31,320 | |||
Global Payments Inc. | 225,413 | 30,471 | |||
* | Mettler-Toledo International Inc. | 17,888 | 30,360 | ||
Cintas Corp. | 68,153 | 30,203 | |||
* | Keysight Technologies Inc. | 141,340 | 29,188 | ||
Old Dominion Freight Line Inc. | 80,297 | 28,777 | |||
Verisk Analytics Inc. | 125,347 | 28,671 | |||
Otis Worldwide Corp. | 329,159 | 28,660 | |||
Equifax Inc. | 94,788 | 27,753 | |||
AMETEK Inc. | 180,048 | 26,474 | |||
* | TransDigm Group Inc. | 40,945 | 26,052 | ||
* | Zebra Technologies Corp. Class A | 41,439 | 24,664 |
Shares | Market Value• ($000) | ||||
Ball Corp. | 251,893 | 24,250 | |||
Cummins Inc. | 110,271 | 24,055 | |||
Stanley Black & Decker Inc. | 126,175 | 23,799 | |||
Martin Marietta Materials Inc. | 48,545 | 21,385 | |||
PACCAR Inc. | 242,276 | 21,383 | |||
Vulcan Materials Co. | 98,110 | 20,366 | |||
Dover Corp. | 111,825 | 20,307 | |||
Synchrony Financial | 423,776 | 19,659 | |||
Fortive Corp. | 252,282 | 19,247 | |||
* | Bill.com Holdings Inc. | 75,055 | 18,700 | ||
* | United Rentals Inc. | 56,200 | 18,675 | ||
Ingersoll Rand Inc. | 296,614 | 18,352 | |||
TransUnion | 150,111 | 17,800 | |||
* | Waters Corp. | 47,678 | 17,765 | ||
Expeditors International of Washington Inc. | 131,743 | 17,692 | |||
WW Grainger Inc. | 34,030 | 17,636 | |||
* | Generac Holdings Inc. | 48,869 | 17,198 | ||
* | Trimble Inc. | 196,915 | 17,169 | ||
Xylem Inc. | 140,388 | 16,835 | |||
* | Teledyne Technologies Inc. | 36,182 | 15,808 | ||
Jacobs Engineering Group Inc. | 100,552 | 14,000 | |||
IDEX Corp. | 58,790 | 13,893 | |||
* | Affirm Holdings Inc. Class A | 137,213 | 13,798 | ||
* | FleetCor Technologies Inc. | 60,341 | 13,507 | ||
JB Hunt Transport Services Inc. | 64,990 | 13,284 | |||
Textron Inc. | 171,182 | 13,215 | |||
Masco Corp. | 185,200 | 13,005 | |||
Westinghouse Air Brake Technologies Corp. | 138,082 | 12,719 | |||
* | Builders FirstSource Inc. | 147,699 | 12,659 | ||
Quanta Services Inc. | 108,667 | 12,460 | |||
* | Trex Co. Inc. | 89,084 | 12,029 | ||
Fortune Brands Home & Security Inc. | 104,827 | 11,206 | |||
Crown Holdings Inc. | 99,359 | 10,991 | |||
CH Robinson Worldwide Inc. | 100,583 | 10,826 | |||
Graco Inc. | 130,029 | 10,483 | |||
RPM International Inc. | 101,954 | 10,297 | |||
Nordson Corp. | 40,312 | 10,290 | |||
Cognex Corp. | 131,520 | 10,227 | |||
Carlisle Cos. Inc. | 40,658 | 10,088 | |||
Packaging Corp. of America | 72,716 | 9,900 | |||
Jack Henry & Associates Inc. | 58,410 | 9,754 | |||
Howmet Aerospace Inc. | 304,760 | 9,701 | |||
Pentair plc | 128,229 | 9,365 | |||
Allegion plc | 69,477 | 9,202 |
Shares | Market Value• ($000) | ||||
HEICO Corp. Class A | 71,273 | 9,160 | |||
Robert Half International Inc. | 81,793 | 9,122 | |||
Westrock Co. | 204,790 | 9,084 | |||
Regal Rexnord Corp. | 53,220 | 9,057 | |||
Snap-on Inc. | 41,165 | 8,866 | |||
A O Smith Corp. | 102,581 | 8,807 | |||
Hubbell Inc. Class B | 42,212 | 8,791 | |||
Booz Allen Hamilton Holding Corp. | 103,605 | 8,785 | |||
* | Fair Isaac Corp. | 20,230 | 8,773 | ||
* | AECOM | 112,510 | 8,703 | ||
* | Middleby Corp. | 43,075 | 8,475 | ||
Lennox International Inc. | 25,337 | 8,218 | |||
Toro Co. | 81,900 | 8,183 | |||
Watsco Inc. | 25,711 | 8,044 | |||
* | Axon Enterprise Inc. | 50,656 | 7,953 | ||
Genpact Ltd. | 148,680 | 7,892 | |||
* | GXO Logistics Inc. | 86,271 | 7,836 | ||
Sealed Air Corp. | 115,428 | 7,788 | |||
* | Berry Global Group Inc. | 105,381 | 7,775 | ||
* | Sensata Technologies Holding plc | 125,473 | 7,740 | ||
* | Mohawk Industries Inc. | 42,440 | 7,732 | ||
MKS Instruments Inc. | 43,738 | 7,618 | |||
Tetra Tech Inc. | 42,025 | 7,136 | |||
* | TopBuild Corp. | 25,765 | 7,109 | ||
Knight-Swift Transportation Holdings Inc. Class A | 116,552 | 7,103 | |||
* | Paylocity Holding Corp. | 30,018 | 7,089 | ||
* | Saia Inc. | 20,467 | 6,898 | ||
Owens Corning | 75,906 | 6,869 | |||
* | WillScot Mobile Mini Holdings Corp. | 167,758 | 6,851 | ||
ITT Inc. | 66,984 | 6,845 | |||
Lincoln Electric Holdings Inc. | 45,373 | 6,328 | |||
AptarGroup Inc. | 51,461 | 6,303 | |||
Brunswick Corp. | 60,945 | 6,139 | |||
Littelfuse Inc. | 19,448 | 6,120 | |||
* | XPO Logistics Inc. | 76,971 | 5,960 | ||
Oshkosh Corp. | 52,189 | 5,882 | |||
Acuity Brands Inc. | 27,109 | 5,740 | |||
Huntington Ingalls Industries Inc. | 30,281 | 5,655 | |||
Donaldson Co. Inc. | 94,916 | 5,625 | |||
Western Union Co. | 314,945 | 5,619 | |||
* | Axalta Coating Systems Ltd. | 166,750 | 5,523 | ||
AGCO Corp. | 46,940 | 5,446 | |||
EMCOR Group Inc. | 42,293 | 5,388 | |||
Eagle Materials Inc. | 32,221 | 5,364 | |||
Advanced Drainage Systems Inc. | 39,185 | 5,334 | |||
Louisiana-Pacific Corp. | 67,875 | 5,318 |
Shares | Market Value• ($000) | ||||
Landstar System Inc. | 29,114 | 5,212 | |||
Woodward Inc. | 47,454 | 5,194 | |||
* | WESCO International Inc. | 39,133 | 5,150 | ||
* | Coherent Inc. | 19,213 | 5,121 | ||
nVent Electric plc | 133,260 | 5,064 | |||
* | WEX Inc. | 35,437 | 4,975 | ||
MDU Resources Group Inc. | 159,676 | 4,924 | |||
* | ASGN Inc. | 39,781 | 4,909 | ||
Simpson Manufacturing Co. Inc. | 34,791 | 4,838 | |||
Exponent Inc. | 40,673 | 4,748 | |||
* | Euronet Worldwide Inc. | 39,081 | 4,657 | ||
* | Colfax Corp. | 100,151 | 4,604 | ||
Sonoco Products Co. | 78,493 | 4,544 | |||
* | AMN Healthcare Services Inc. | 37,118 | 4,541 | ||
* | Chart Industries Inc. | 28,437 | 4,535 | ||
Curtiss-Wright Corp. | 31,407 | 4,355 | |||
Armstrong World Industries Inc. | 37,250 | 4,325 | |||
MSA Safety Inc. | 28,275 | 4,268 | |||
Watts Water Technologies Inc. Class A | 21,803 | 4,233 | |||
Graphic Packaging Holding Co. | 216,174 | 4,215 | |||
* | FTI Consulting Inc. | 26,791 | 4,110 | ||
* | MasTec Inc. | 44,542 | 4,110 | ||
ManpowerGroup Inc. | 41,715 | 4,060 | |||
* | Atkore Inc. | 36,492 | 4,058 | ||
Vontier Corp. | 131,924 | 4,054 | |||
Crane Co. | 39,614 | 4,030 | |||
* | AZEK Co. Inc. Class A | 86,671 | 4,008 | ||
Valmont Industries Inc. | 15,869 | 3,975 | |||
John Bean Technologies Corp. | 25,319 | 3,888 | |||
Maximus Inc. | 47,978 | 3,822 | |||
Air Lease Corp. Class A | 86,032 | 3,805 | |||
* | Summit Materials Inc. Class A | 92,508 | 3,713 | ||
Spirit AeroSystems Holdings Inc. Class A | 85,093 | 3,667 | |||
* | ExlService Holdings Inc. | 25,124 | 3,637 | ||
* | API Group Corp. | 139,128 | 3,585 | ||
BWX Technologies Inc. | 74,286 | 3,557 | |||
Insperity Inc. | 29,132 | 3,441 | |||
Ryder System Inc. | 41,279 | 3,403 | |||
Zurn Water Solutions Corp. | 91,183 | 3,319 | |||
HB Fuller Co. | 40,865 | 3,310 | |||
Triton International Ltd. | 53,756 | 3,238 | |||
Applied Industrial Technologies Inc. | 31,488 | 3,234 | |||
Korn Ferry | 41,988 | 3,180 | |||
Herc Holdings Inc. | 20,104 | 3,147 |
Shares | Market Value• ($000) | ||||
* | TuSimple Holdings Inc. Class A | 87,386 | 3,133 | ||
* | ACI Worldwide Inc. | 87,710 | 3,044 | ||
Franklin Electric Co. Inc. | 32,145 | 3,040 | |||
GATX Corp. | 29,145 | 3,037 | |||
* | Resideo Technologies Inc. | 116,412 | 3,030 | ||
Flowserve Corp. | 97,252 | 2,976 | |||
EVERTEC Inc. | 59,287 | 2,963 | |||
MSC Industrial Direct Co. Inc. Class A | 34,707 | 2,917 | |||
* | TriNet Group Inc. | 30,503 | 2,906 | ||
Matson Inc. | 31,959 | 2,877 | |||
* | Fluor Corp. | 115,942 | 2,872 | ||
Allison Transmission Holdings Inc. | 78,826 | 2,865 | |||
* | Kirby Corp. | 47,914 | 2,847 | ||
SPX FLOW Inc. | 32,818 | 2,838 | |||
AAON Inc. | 35,020 | 2,782 | |||
Silgan Holdings Inc. | 64,739 | 2,773 | |||
Comfort Systems USA Inc. | 27,730 | 2,744 | |||
HEICO Corp. | 18,859 | 2,720 | |||
Hillenbrand Inc. | 52,249 | 2,716 | |||
Aerojet Rocketdyne Holdings Inc. | 57,927 | 2,709 | |||
EnerSys | 34,008 | 2,689 | |||
Forward Air Corp. | 21,914 | 2,654 | |||
Altra Industrial Motion Corp. | 50,393 | 2,599 | |||
Brink's Co. | 39,245 | 2,573 | |||
UniFirst Corp. | 12,218 | 2,571 | |||
Otter Tail Corp. | 35,769 | 2,555 | |||
Helios Technologies Inc. | 24,221 | 2,547 | |||
Installed Building Products Inc. | 18,205 | 2,544 | |||
Alliance Data Systems Corp. | 38,085 | 2,535 | |||
* | Mercury Systems Inc. | 45,971 | 2,531 | ||
Badger Meter Inc. | 23,530 | 2,507 | |||
* | Beacon Roofing Supply Inc. | 43,447 | 2,492 | ||
* | Itron Inc. | 36,164 | 2,478 | ||
Belden Inc. | 36,682 | 2,411 | |||
Kennametal Inc. | 67,081 | 2,409 | |||
* | Hub Group Inc. Class A | 27,417 | 2,310 | ||
* | Masonite International Corp. | 19,508 | 2,301 | ||
Werner Enterprises Inc. | 47,783 | 2,277 | |||
Terex Corp. | 51,642 | 2,270 | |||
Albany International Corp. Class A | 25,497 | 2,255 | |||
* | Bloom Energy Corp. Class A | 102,629 | 2,251 | ||
* | Dycom Industries Inc. | 23,804 | 2,232 | ||
* | Shift4 Payments Inc. Class A | 38,337 | 2,221 |
Shares | Market Value• ($000) | ||||
ArcBest Corp. | 18,411 | 2,207 | |||
ABM Industries Inc. | 53,734 | 2,195 | |||
Kadant Inc. | 9,398 | 2,166 | |||
Encore Wire Corp. | 15,065 | 2,156 | |||
* | Vicor Corp. | 16,932 | 2,150 | ||
* | Atlas Air Worldwide Holdings Inc. | 22,608 | 2,128 | ||
* | SPX Corp. | 35,607 | 2,125 | ||
* | Welbilt Inc. | 89,184 | 2,120 | ||
Federal Signal Corp. | 46,796 | 2,028 | |||
Trinity Industries Inc. | 66,308 | 2,002 | |||
* | CryoPort Inc. | 33,788 | 1,999 | ||
Mueller Water Products Inc. Class A | 136,309 | 1,963 | |||
Brady Corp. Class A | 36,359 | 1,960 | |||
* | Virgin Galactic Holdings Inc. | 144,422 | 1,932 | ||
* | JELD-WEN Holding Inc. | 72,979 | 1,924 | ||
Moog Inc. Class A | 23,750 | 1,923 | |||
* | Alight Inc. Class A | 177,244 | 1,916 | ||
EnPro Industries Inc. | 17,205 | 1,894 | |||
* | Kratos Defense & Security Solutions Inc. | 96,224 | 1,867 | ||
* | GMS Inc. | 30,824 | 1,853 | ||
* | Flywire Corp. | 48,541 | 1,847 | ||
Barnes Group Inc. | 38,984 | 1,816 | |||
* | Verra Mobility Corp. Class A | 115,015 | 1,775 | ||
ESCO Technologies Inc. | 19,033 | 1,713 | |||
* | Gibraltar Industries Inc. | 25,334 | 1,689 | ||
* | CBIZ Inc. | 43,020 | 1,683 | ||
Maxar Technologies Inc. | 55,378 | 1,635 | |||
* | Allegheny Technologies Inc. | 101,487 | 1,617 | ||
McGrath RentCorp | 19,879 | 1,595 | |||
ICF International Inc. | 15,290 | 1,568 | |||
* | Hayward Holdings Inc. | 59,693 | 1,566 | ||
ManTech International Corp. Class A | 21,151 | 1,543 | |||
Greif Inc. Class A | 25,426 | 1,535 | |||
* | O-I Glass Inc. | 127,502 | 1,534 | ||
* | Green Dot Corp. Class A | 42,199 | 1,529 | ||
*,2 | Nikola Corp. | 154,000 | 1,520 | ||
CSW Industrials Inc. | 12,202 | 1,475 | |||
* | MYR Group Inc. | 13,343 | 1,475 | ||
Granite Construction Inc. | 37,297 | 1,443 | |||
* | NV5 Global Inc. | 10,289 | 1,421 | ||
Shyft Group Inc. | 28,838 | 1,417 | |||
Alamo Group Inc. | 9,579 | 1,410 | |||
TTEC Holdings Inc. | 15,547 | 1,408 | |||
Patrick Industries Inc. | 17,336 | 1,399 | |||
* | Air Transport Services Group Inc. | 46,816 | 1,375 | ||
TriMas Corp. | 36,833 | 1,363 | |||
* | Veritiv Corp. | 11,100 | 1,361 |
Shares | Market Value• ($000) | ||||
* | Montrose Environmental Group Inc. | 19,220 | 1,355 | ||
Mesa Laboratories Inc. | 4,118 | 1,351 | |||
* | Meritor Inc. | 54,124 | 1,341 | ||
Lindsay Corp. | 8,794 | 1,337 | |||
* | OSI Systems Inc. | 14,171 | 1,321 | ||
* | Ranpak Holdings Corp. Class A | 34,100 | 1,281 | ||
Tennant Co. | 15,277 | 1,238 | |||
Griffon Corp. | 42,387 | 1,207 | |||
Astec Industries Inc. | 16,978 | 1,176 | |||
* | TaskUS Inc. Class A | 21,330 | 1,151 | ||
* | AeroVironment Inc. | 18,273 | 1,133 | ||
* | Proto Labs Inc. | 21,863 | 1,123 | ||
H&E Equipment Services Inc. | 25,264 | 1,118 | |||
* | PGT Innovations Inc. | 49,708 | 1,118 | ||
* | Donnelley Financial Solutions Inc. | 23,600 | 1,112 | ||
* | Aspen Aerogels Inc. | 22,066 | 1,099 | ||
ADT Inc. | 127,467 | 1,072 | |||
AZZ Inc. | 19,359 | 1,070 | |||
Greenbrier Cos. Inc. | 23,192 | 1,064 | |||
Schneider National Inc. Class B | 39,552 | 1,064 | |||
* | Repay Holdings Corp. Class A | 57,838 | 1,057 | ||
Kforce Inc. | 14,009 | 1,054 | |||
Enerpac Tool Group Corp. Class A | 50,940 | 1,033 | |||
Deluxe Corp. | 32,129 | 1,032 | |||
Standex International Corp. | 9,089 | 1,006 | |||
Kaman Corp. | 23,276 | 1,004 | |||
* | ZipRecruiter Inc. Class A | 40,276 | 1,004 | ||
* | AAR Corp. | 25,566 | 998 | ||
* | FARO Technologies Inc. | 14,129 | 989 | ||
Primoris Services Corp. | 41,117 | 986 | |||
* | Evo Payments Inc. Class A | 38,485 | 985 | ||
Columbus McKinnon Corp. | 21,022 | 972 | |||
* | CoreCivic Inc. | 97,038 | 967 | ||
* | Triumph Group Inc. | 49,800 | 923 | ||
* | Gates Industrial Corp. plc | 57,755 | 919 | ||
* | American Woodmark Corp. | 14,041 | 915 | ||
* | Energy Recovery Inc. | 41,500 | 892 | ||
* | Huron Consulting Group Inc. | 17,876 | 892 | ||
Apogee Enterprises Inc. | 18,339 | 883 | |||
* | Cimpress plc | 12,144 | 870 | ||
* | Cross Country Healthcare Inc. | 30,721 | 853 | ||
Pitney Bowes Inc. | 128,500 | 852 |
Shares | Market Value• ($000) | ||||
* | Ferro Corp. | 38,106 | 832 | ||
Gorman-Rupp Co. | 18,581 | 828 | |||
* | Marqeta Inc. Class A | 47,293 | 812 | ||
* | Construction Partners Inc. Class A | 27,142 | 798 | ||
* | Cornerstone Building Brands Inc. | 45,453 | 793 | ||
* | Desktop Metal Inc. Class A | 159,504 | 790 | ||
* | Core & Main Inc. Class A | 25,801 | 783 | ||
Quanex Building Products Corp. | 31,234 | 774 | |||
Marten Transport Ltd. | 42,381 | 727 | |||
* | Aurora Innovation Inc. | 64,300 | 724 | ||
Heartland Express Inc. | 41,821 | 703 | |||
* | TrueBlue Inc. | 25,332 | 701 | ||
* | GreenSky Inc. Class A | 61,300 | 696 | ||
* | Great Lakes Dredge & Dock Corp. | 43,592 | 685 | ||
Heidrick & Struggles International Inc. | 15,472 | 677 | |||
* | First Advantage Corp. | 35,553 | 677 | ||
Wabash National Corp. | 33,665 | 657 | |||
Insteel Industries Inc. | 16,294 | 649 | |||
* | BTRS Holdings Inc. Class A | 80,374 | 629 | ||
* | RR Donnelley & Sons Co. | 55,500 | 625 | ||
CRA International Inc. | 6,430 | 600 | |||
* | Sterling Construction Co. Inc. | 22,643 | 596 | ||
Chase Corp. | 5,851 | 583 | |||
Myers Industries Inc. | 29,048 | 581 | |||
* | Manitowoc Co. Inc. | 31,178 | 580 | ||
* | Titan Machinery Inc. | 17,060 | 575 | ||
* | Latch Inc. | 74,183 | 562 | ||
* | Napco Security Technologies Inc. | 11,097 | 555 | ||
* | Danimer Scientific Inc. | 65,200 | 555 | ||
* | Forrester Research Inc. | 9,338 | 548 | ||
* | Advantage Solutions Inc. | 68,200 | 547 | ||
* | BlueLinx Holdings Inc. | 5,692 | 545 | ||
* | Titan International Inc. | 47,500 | 521 | ||
* | Hyliion Holdings Corp. | 83,600 | 518 | ||
* | PureCycle Technologies Inc. | 54,029 | 517 | ||
Resources Connection Inc. | 27,891 | 498 | |||
* | Yellow Corp. | 39,500 | 497 | ||
* | Babcock & Wilcox Enterprises Inc. | 52,446 | 473 | ||
*,2 | Workhorse Group Inc. | 108,333 | 472 | ||
* | PAE Inc. | 46,600 | 463 | ||
* | Custom Truck One Source Inc. | 57,575 | 461 |
Shares | Market Value• ($000) | ||||
* | CIRCOR International Inc. | 16,867 | 458 | ||
* | Vectrus Inc. | 9,894 | 453 | ||
* | SP Plus Corp. | 15,915 | 449 | ||
Ennis Inc. | 22,944 | 448 | |||
Douglas Dynamics Inc. | 11,440 | 447 | |||
* | Transcat Inc. | 4,840 | 447 | ||
International Seaways Inc. | 29,965 | 440 | |||
* | Loyalty Ventures Inc. | 14,634 | 440 | ||
Allied Motion Technologies Inc. | 11,944 | 436 | |||
* | BrightView Holdings Inc. | 30,953 | 436 | ||
VSE Corp. | 7,076 | 431 | |||
* | Enovix Corp. | 15,600 | 426 | ||
*,2 | Blade Air Mobility Inc. | 48,000 | 424 | ||
Barrett Business Services Inc. | 6,077 | 420 | |||
* | Cantaloupe Inc. | 47,000 | 417 | ||
* | Ducommun Inc. | 8,885 | 416 | ||
* | Conduent Inc. | 77,700 | 415 | ||
National Presto Industries Inc. | 5,050 | 414 | |||
* | Willdan Group Inc. | 11,769 | 414 | ||
Kelly Services Inc. Class A | 24,290 | 407 | |||
* | DXP Enterprises Inc. | 15,764 | 405 | ||
* | CS Disco Inc. | 11,329 | 405 | ||
* | Modine Manufacturing Co. | 39,900 | 403 | ||
* | Franklin Covey Co. | 8,348 | 387 | ||
* | Thermon Group Holdings Inc. | 22,609 | 383 | ||
Kronos Worldwide Inc. | 25,377 | 381 | |||
* | International Money Express Inc. | 23,900 | 381 | ||
* | Tutor Perini Corp. | 30,540 | 378 | ||
Argan Inc. | 9,742 | 377 | |||
Miller Industries Inc. | 11,281 | 377 | |||
* | DHI Group Inc. | 60,119 | 375 | ||
* | Payoneer Global Inc. | 50,701 | 373 | ||
* | Vishay Precision Group Inc. | 9,889 | 367 | ||
REV Group Inc. | 25,884 | 366 | |||
* | Velodyne Lidar Inc. | 77,900 | 361 | ||
* | Paya Holdings Inc. | 56,700 | 359 | ||
Cass Information Systems Inc. | 9,079 | 357 | |||
Eagle Bulk Shipping Inc. | 7,784 | 354 | |||
* | AvidXchange Holdings Inc. | 22,584 | 340 | ||
Pactiv Evergreen Inc. | 25,797 | 327 | |||
* | Joby Aviation Inc. | 44,325 | 324 | ||
* | Atlanticus Holdings Corp. | 4,500 | 321 | ||
* | Vivint Smart Home Inc. | 32,800 | 321 | ||
*,2 | View Inc. | 81,047 | 317 |
Shares | Market Value• ($000) | ||||
* | IES Holdings Inc. | 5,998 | 304 | ||
Hyster-Yale Materials Handling Inc. | 7,125 | 293 | |||
* | Paymentus Holdings Inc. Class A | 7,993 | 280 | ||
* | Daseke Inc. | 25,698 | 258 | ||
Park Aerospace Corp. | 19,093 | 252 | |||
* | Radiant Logistics Inc. | 33,408 | 244 | ||
* | Ipsidy Inc. | 16,640 | 233 | ||
* | PAM Transportation Services Inc. | 3,252 | 231 | ||
* | Sterling Check Corp. | 11,094 | 228 | ||
Information Services Group Inc. | 29,685 | 226 | |||
LSI Industries Inc. | 32,279 | 221 | |||
* | Commercial Vehicle Group Inc. | 26,700 | 215 | ||
Powell Industries Inc. | 7,254 | 214 | |||
*,2 | Eos Energy Enterprises Inc. | 28,200 | 212 | ||
*,2 | Lightning eMotors Inc. | 35,019 | 210 | ||
* | Infrastructure & Energy Alternatives Inc. | 22,200 | 204 | ||
* | Mirion Technologies Inc. | 19,100 | 200 | ||
* | Atlas Technical Consultants Inc. Class A | 23,600 | 199 | ||
* | Acacia Research Corp. | 38,613 | 198 | ||
* | Luna Innovations Inc. | 22,193 | 187 | ||
* | ShotSpotter Inc. | 6,113 | 180 | ||
* | Astronics Corp. | 14,905 | 179 | ||
* | Horizon Global Corp. | 22,200 | 177 | ||
* | Overseas Shipholding Group Inc. Class A | 92,336 | 174 | ||
* | Blue Bird Corp. | 11,011 | 172 | ||
* | Hudson Technologies Inc. | 38,729 | 172 | ||
*,2 | Biotricity Inc. | 42,800 | 170 | ||
* | CECO Environmental Corp. | 26,869 | 167 | ||
United States Lime & Minerals Inc. | 1,281 | 165 | |||
* | Concrete Pumping Holdings Inc. | 19,696 | 162 | ||
*,2 | Katapult Holdings Inc. | 46,100 | 155 | ||
* | Lawson Products Inc. | 2,806 | 154 | ||
* | Rekor Systems Inc. | 23,522 | 154 | ||
* | Forterra Inc. | 6,454 | 153 | ||
* | INNOVATE Corp. | 41,047 | 152 | ||
Hurco Cos. Inc. | 5,051 | 150 | |||
Park-Ohio Holdings Corp. | 7,030 | 149 | |||
* | Orion Group Holdings Inc. | 38,600 | 146 | ||
* | Byrna Technologies Inc. | 10,800 | 144 | ||
* | Mistras Group Inc. | 18,400 | 137 | ||
* | I3 Verticals Inc. Class A | 5,954 | 136 |
Shares | Market Value• ($000) | ||||
* | US Xpress Enterprises Inc. Class A | 22,566 | 132 | ||
* | Performant Financial Corp. | 54,600 | 132 | ||
* | USA Truck Inc. | 6,111 | 121 | ||
ARC Document Solutions Inc. | 34,251 | 120 | |||
* | EVI Industries Inc. | 3,846 | 120 | ||
* | Iteris Inc. | 30,071 | 120 | ||
* | Agrify Corp. | 12,105 | 111 | ||
* | Archer Aviation Inc. Class A | 17,955 | 108 | ||
Universal Logistics Holdings Inc. | 5,573 | 105 | |||
*,2 | Orbital Energy Group Inc. | 44,153 | 97 | ||
* | IZEA Worldwide Inc. | 69,691 | 93 | ||
* | Rocket Lab USA Inc. | 7,577 | 93 | ||
* | Manitex International Inc. | 14,516 | 92 | ||
*,2 | Momentus Inc. | 21,500 | 90 | ||
* | L B Foster Co. Class A | 6,452 | 89 | ||
* | Energous Corp. | 69,135 | 86 | ||
*,2 | Wrap Technologies Inc. | 21,600 | 85 | ||
* | Covenant Logistics Group Inc. Class A | 3,030 | 80 | ||
*,2 | BitNile Holdings Inc. | 66,700 | 79 | ||
* | Skillsoft Corp. | 8,406 | 77 | ||
Graham Corp. | 6,141 | 76 | |||
* | LightPath Technologies Inc. Class A | 30,132 | 74 | ||
* | MICT Inc. | 80,454 | 67 | ||
* | Moneylion Inc. | 16,457 | 66 | ||
* | Core Molding Technologies Inc. | 7,270 | 62 | ||
* | HireRight Holdings Corp. | 3,794 | 61 | ||
* | Gencor Industries Inc. | 5,230 | 60 | ||
* | Hillman Solutions Corp. | 5,613 | 60 | ||
* | RCM Technologies Inc. | 8,104 | 58 | ||
* | Electric Last Mile Solutions I | 8,293 | 58 | ||
Preformed Line Products Co. | 865 | 56 | |||
* | GreenBox POS | 13,200 | 55 | ||
* | Twin Disc Inc. | 4,630 | 51 | ||
* | Orion Energy Systems Inc. | 13,570 | 49 | ||
Perella Weinberg Partners Class A | 3,821 | 49 | |||
* | Willis Lease Finance Corp. | 1,168 | 44 | ||
* | Proterra Inc. | 4,979 | 44 | ||
* | PFSweb Inc. | 3,353 | 43 | ||
* | Astra Space Inc. | 6,227 | 43 |
Shares | Market Value• ($000) | ||||
* | Ultralife Corp. | 6,533 | 39 | ||
* | Huttig Building Products Inc. | 3,194 | 35 | ||
* | RF Industries Ltd. | 3,910 | 31 | ||
* | Mayville Engineering Co. Inc. | 1,894 | 28 | ||
* | Enjoy Technology Inc. | 5,983 | 28 | ||
* | ALJ Regional Holdings Inc. | 15,022 | 27 | ||
* | DSS Inc. | 38,500 | 26 | ||
* | Usio Inc. | 5,651 | 25 | ||
* | IHS Holding Ltd. | 1,728 | 24 | ||
* | Broadwind Inc. | 12,171 | 23 | ||
* | Frequency Electronics Inc. | 2,246 | 22 | ||
* | CPI Card Group Inc. | 1,080 | 20 | ||
* | Odyssey Marine Exploration Inc. | 3,525 | 18 | ||
* | Coda Octopus Group Inc. | 2,088 | 17 | ||
* | Karat Packaging Inc. | 844 | 17 | ||
* | Legalzoom.com Inc. | 970 | 16 | ||
* | Air Industries Group | 16,125 | 15 | ||
* | Lightbridge Corp. | 2,095 | 14 | ||
* | Air T Inc. | 532 | 13 | ||
* | Berkshire Grey Inc. | 2,347 | 13 | ||
* | ENGlobal Corp. | 8,787 | 12 | ||
* | Applied DNA Sciences Inc. | 2,700 | 11 | ||
* | Volt Information Sciences Inc. | 3,158 | 9 | ||
* | ServiceSource International Inc. | 9,500 | 9 | ||
* | Armstrong Flooring Inc. | 3,946 | 8 | ||
* | ClearSign Technologies Corp. | 5,732 | 8 | ||
* | StarTek Inc. | 1,506 | 8 | ||
* | Ballantyne Strong Inc. | 2,465 | 7 | ||
* | Wireless Telecom Group Inc. | 2,760 | 6 | ||
*,2 | Microvast Holdings Inc. | 995 | 6 | ||
Innovative Solutions & Support Inc. | 784 | 5 | |||
* | Remitly Global Inc. | 97 | 2 | ||
* | Alpha Pro Tech Ltd. | 135 | 1 | ||
* | Shapeways Holdings Inc. | 162 | 1 | ||
* | Digital Ally Inc. | 144 | — | ||
* | Sypris Solutions Inc. | 92 | — | ||
*,1 | Patriot National Inc. | 7,513 | — | ||
4,783,289 | |||||
Other (0.1%)3 | |||||
4 | Vanguard Total Bond Market ETF | 375,384 | 31,814 | ||
Real Estate (2.2%) | |||||
American Tower Corp. | 352,698 | 103,164 |
Shares | Market Value• ($000) | ||||
Prologis Inc. | 574,423 | 96,710 | |||
Crown Castle International Corp. | 335,323 | 69,995 | |||
Equinix Inc. | 69,770 | 59,014 | |||
Public Storage | 116,118 | 43,493 | |||
Simon Property Group Inc. | 254,812 | 40,711 | |||
Digital Realty Trust Inc. | 220,691 | 39,034 | |||
SBA Communications Corp. | 84,975 | 33,057 | |||
Realty Income Corp. | 438,721 | 31,408 | |||
Welltower Inc. | 329,791 | 28,286 | |||
AvalonBay Communities Inc. | 109,773 | 27,728 | |||
* | CBRE Group Inc. Class A | 247,622 | 26,869 | ||
Alexandria Real Estate Equities Inc. | 115,562 | 25,766 | |||
Equity Residential | 278,332 | 25,189 | |||
* | CoStar Group Inc. | 306,520 | 24,224 | ||
Weyerhaeuser Co. | 580,864 | 23,920 | |||
Extra Space Storage Inc. | 105,123 | 23,835 | |||
Mid-America Apartment Communities Inc. | 90,159 | 20,686 | |||
Invitation Homes Inc. | 447,566 | 20,293 | |||
Duke Realty Corp. | 295,069 | 19,368 | |||
Sun Communities Inc. | 88,649 | 18,614 | |||
Essex Property Trust Inc. | 51,256 | 18,054 | |||
Ventas Inc. | 309,709 | 15,832 | |||
Healthpeak Properties Inc. | 421,075 | 15,197 | |||
VICI Properties Inc. | 479,442 | 14,436 | |||
UDR Inc. | 233,103 | 13,984 | |||
Camden Property Trust | 77,243 | 13,802 | |||
Boston Properties Inc. | 110,896 | 12,773 | |||
Iron Mountain Inc. | 227,336 | 11,896 | |||
Equity LifeStyle Properties Inc. | 130,337 | 11,425 | |||
Kimco Realty Corp. | 460,874 | 11,361 | |||
WP Carey Inc. | 138,300 | 11,347 | |||
Medical Properties Trust Inc. | 456,471 | 10,786 | |||
* | Jones Lang LaSalle Inc. | 39,189 | 10,555 | ||
Regency Centers Corp. | 135,464 | 10,207 | |||
* | Host Hotels & Resorts Inc. | 561,710 | 9,768 | ||
CubeSmart | 168,087 | 9,566 | |||
American Homes 4 Rent Class A | 210,582 | 9,183 | |||
Life Storage Inc. | 58,722 | 8,995 | |||
Rexford Industrial Realty Inc. | 110,799 | 8,987 | |||
CyrusOne Inc. | 95,434 | 8,562 | |||
Gaming & Leisure Properties Inc. | 174,687 | 8,500 | |||
Federal Realty Investment Trust | 60,946 | 8,308 |
Shares | Market Value• ($000) | ||||
Lamar Advertising Co. Class A | 67,897 | 8,236 | |||
EastGroup Properties Inc. | 31,467 | 7,170 | |||
National Retail Properties Inc. | 140,798 | 6,768 | |||
First Industrial Realty Trust Inc. | 100,106 | 6,627 | |||
Americold Realty Trust | 201,623 | 6,611 | |||
Apartment Income REIT Corp. | 118,943 | 6,503 | |||
STORE Capital Corp. | 188,500 | 6,484 | |||
* | Zillow Group Inc. Class C | 101,517 | 6,482 | ||
American Campus Communities Inc. | 110,678 | 6,341 | |||
Brixmor Property Group Inc. | 240,800 | 6,119 | |||
Kilroy Realty Corp. | 90,833 | 6,037 | |||
STAG Industrial Inc. | 125,562 | 6,022 | |||
Vornado Realty Trust | 139,000 | 5,819 | |||
Healthcare Trust of America Inc. Class A | 171,788 | 5,736 | |||
Omega Healthcare Investors Inc. | 185,513 | 5,489 | |||
* | Opendoor Technologies Inc. | 361,700 | 5,284 | ||
Terreno Realty Corp. | 58,377 | 4,979 | |||
Innovative Industrial Properties Inc. | 18,745 | 4,928 | |||
Cousins Properties Inc. | 117,472 | 4,732 | |||
Douglas Emmett Inc. | 133,507 | 4,472 | |||
Rayonier Inc. | 109,101 | 4,403 | |||
Spirit Realty Capital Inc. | 89,721 | 4,324 | |||
National Storage Affiliates Trust | 60,803 | 4,208 | |||
* | Ryman Hospitality Properties Inc. | 43,225 | 3,975 | ||
Agree Realty Corp. | 54,510 | 3,890 | |||
* | Zillow Group Inc. Class A | 60,785 | 3,782 | ||
SL Green Realty Corp. | 52,643 | 3,774 | |||
Highwoods Properties Inc. | 83,910 | 3,742 | |||
Kite Realty Group Trust | 171,323 | 3,731 | |||
LXP Industrial Trust | 228,752 | 3,573 | |||
Healthcare Realty Trust Inc. | 110,361 | 3,492 | |||
* | Park Hotels & Resorts Inc. | 181,185 | 3,421 | ||
* | DigitalBridge Group Inc. | 400,413 | 3,335 | ||
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 62,447 | 3,317 | |||
* | Howard Hughes Corp. | 32,476 | 3,305 | ||
Physicians Realty Trust | 166,300 | 3,131 |
Shares | Market Value• ($000) | ||||
Broadstone Net Lease Inc. | 123,557 | 3,067 | |||
Outfront Media Inc. | 113,461 | 3,043 | |||
Hudson Pacific Properties Inc. | 123,118 | 3,042 | |||
PS Business Parks Inc. | 16,320 | 3,006 | |||
* | Redfin Corp. | 77,098 | 2,960 | ||
PotlatchDeltic Corp. | 48,682 | 2,932 | |||
JBG SMITH Properties | 100,265 | 2,879 | |||
EPR Properties | 58,033 | 2,756 | |||
Apple Hospitality REIT Inc. | 168,683 | 2,724 | |||
Essential Properties Realty Trust Inc. | 93,280 | 2,689 | |||
Macerich Co. | 153,362 | 2,650 | |||
Corporate Office Properties Trust | 92,448 | 2,586 | |||
Uniti Group Inc. | 182,435 | 2,556 | |||
* | Equity Commonwealth | 93,391 | 2,419 | ||
Kennedy-Wilson Holdings Inc. | 100,111 | 2,391 | |||
* | Cushman & Wakefield plc | 105,999 | 2,357 | ||
Pebblebrook Hotel Trust | 102,600 | 2,295 | |||
Sabra Health Care REIT Inc. | 166,337 | 2,252 | |||
Newmark Group Inc. Class A | 117,490 | 2,197 | |||
SITE Centers Corp. | 135,915 | 2,152 | |||
* | Sunstone Hotel Investors Inc. | 177,804 | 2,086 | ||
Independence Realty Trust Inc. | 77,465 | 2,001 | |||
National Health Investors Inc. | 33,528 | 1,927 | |||
Four Corners Property Trust Inc. | 63,265 | 1,861 | |||
Piedmont Office Realty Trust Inc. Class A | 100,960 | 1,856 | |||
RLJ Lodging Trust | 131,556 | 1,833 | |||
CareTrust REIT Inc. | 79,600 | 1,817 | |||
Brandywine Realty Trust | 133,714 | 1,794 | |||
eXp World Holdings Inc. | 52,290 | 1,762 | |||
* | Xenia Hotels & Resorts Inc. | 96,530 | 1,748 | ||
Retail Opportunity Investments Corp. | 85,930 | 1,684 | |||
Urban Edge Properties | 87,419 | 1,661 | |||
Washington REIT | 63,767 | 1,648 | |||
* | Compass Inc. Class A | 176,151 | 1,601 | ||
Monmouth Real Estate Investment Corp. | 75,726 | 1,591 | |||
* | DiamondRock Hospitality Co. | 156,295 | 1,502 | ||
* | Realogy Holdings Corp. | 87,100 | 1,464 | ||
Easterly Government Properties Inc. Class A | 63,662 | 1,459 |
Shares | Market Value• ($000) | ||||
Acadia Realty Trust | 66,507 | 1,452 | |||
Industrial Logistics Properties Trust | 57,267 | 1,435 | |||
Tanger Factory Outlet Centers Inc. | 72,392 | 1,396 | |||
Alexander & Baldwin Inc. | 53,230 | 1,336 | |||
St. Joe Co. | 25,476 | 1,326 | |||
American Assets Trust Inc. | 34,997 | 1,313 | |||
Service Properties Trust | 148,010 | 1,301 | |||
NexPoint Residential Trust Inc. | 15,303 | 1,283 | |||
Safehold Inc. | 15,495 | 1,237 | |||
InvenTrust Properties Corp. | 43,555 | 1,187 | |||
Centerspace | 10,641 | 1,180 | |||
Global Net Lease Inc. | 70,884 | 1,083 | |||
* | Veris Residential Inc. | 57,742 | 1,061 | ||
LTC Properties Inc. | 31,068 | 1,061 | |||
Getty Realty Corp. | 32,126 | 1,031 | |||
Office Properties Income Trust | 40,326 | 1,002 | |||
* | Marcus & Millichap Inc. | 18,757 | 965 | ||
RPT Realty | 70,559 | 944 | |||
American Finance Trust Inc. Class A | 99,800 | 911 | |||
Empire State Realty Trust Inc. Class A | 98,200 | 874 | |||
Paramount Group Inc. | 103,629 | 864 | |||
UMH Properties Inc. | 30,027 | 821 | |||
Global Medical REIT Inc. | 46,224 | 820 | |||
* | Orion Office REIT Inc. | 42,982 | 802 | ||
Armada Hoffler Properties Inc. | 52,430 | 798 | |||
Community Healthcare Trust Inc. | 16,547 | 782 | |||
* | Summit Hotel Properties Inc. | 77,848 | 760 | ||
* | Apartment Investment & Management Co. Class A | 96,501 | 745 | ||
Gladstone Commercial Corp. | 28,553 | 736 | |||
Saul Centers Inc. | 13,262 | 703 | |||
Preferred Apartment Communities Inc. | 38,542 | 696 | |||
NETSTREIT Corp. | 27,548 | 631 | |||
GEO Group Inc. | 77,796 | 603 | |||
Franklin Street Properties Corp. | 98,415 | 586 | |||
* | Douglas Elliman Inc. | 50,798 | 584 | ||
Plymouth Industrial REIT Inc. | 18,051 | 578 | |||
* | CorePoint Lodging Inc. | 36,700 | 576 | ||
* | Radius Global Infrastructure Inc. | 35,500 | 572 |
Shares | Market Value• ($000) | ||||
Diversified Healthcare Trust | 181,625 | 561 | |||
2 | Bluerock Residential Growth REIT Inc. Class A | 20,718 | 547 | ||
Universal Health Realty Income Trust | 9,107 | 542 | |||
* | Chatham Lodging Trust | 38,700 | 531 | ||
Gladstone Land Corp. | 15,740 | 531 | |||
Ares Commercial Real Estate Corp. | 35,500 | 516 | |||
Urstadt Biddle Properties Inc. Class A | 23,329 | 497 | |||
RE/MAX Holdings Inc. Class A | 15,637 | 477 | |||
City Office REIT Inc. | 23,669 | 467 | |||
One Liberty Properties Inc. | 13,037 | 460 | |||
* | Tejon Ranch Co. | 22,743 | 434 | ||
Phillips Edison & Co. Inc. | 13,121 | 433 | |||
* | Seritage Growth Properties Class A | 31,500 | 418 | ||
Alexander's Inc. | 1,565 | 407 | |||
* | Hersha Hospitality Trust Class A | 40,700 | 373 | ||
* | Bridge Investment Group Holdings Inc. Class A | 14,583 | 364 | ||
CatchMark Timber Trust Inc. Class A | 41,677 | 363 | |||
RMR Group Inc. Class A | 10,425 | 362 | |||
Whitestone REIT | 35,347 | 358 | |||
Cedar Realty Trust Inc. | 13,200 | 331 | |||
CTO Realty Growth Inc. | 5,259 | 323 | |||
* | Ashford Hospitality Trust Inc. | 33,216 | 319 | ||
* | Forestar Group Inc. | 14,329 | 312 | ||
Retail Value Inc. | 47,200 | 303 | |||
* | FRP Holdings Inc. | 5,128 | 296 | ||
* | Vidler Water Resouces Inc. | 22,524 | 272 | ||
Farmland Partners Inc. | 21,975 | 263 | |||
Postal Realty Trust Inc. Class A | 12,803 | 253 | |||
* | Power REIT | 3,393 | 234 | ||
* | CBL & Associates Properties Inc. | 7,000 | 218 | ||
* | Braemar Hotels & Resorts Inc. | 41,700 | 213 | ||
Indus Realty Trust Inc. | 2,416 | 196 | |||
* | Offerpad Solutions Inc. | 30,100 | 193 | ||
Alpine Income Property Trust Inc. | 7,700 | 154 | |||
* | Stratus Properties Inc. | 3,856 | 141 | ||
Clipper Realty Inc. | 14,042 | 140 | |||
* | Fathom Holdings Inc. | 5,900 | 121 |
Shares | Market Value• ($000) | ||||
BRT Apartments Corp. | 4,134 | 99 | |||
New York City REIT Inc. Class A | 7,784 | 83 | |||
Global Self Storage Inc. | 10,820 | 62 | |||
Urstadt Biddle Properties Inc. | 2,208 | 42 | |||
* | Rafael Holdings Inc. Class B | 7,468 | 38 | ||
* | Altisource Portfolio Solutions SA | 2,562 | 29 | ||
* | WeWork Inc. | 3,318 | 29 | ||
* | Trinity Place Holdings Inc. | 15,000 | 28 | ||
* | Sotherly Hotels Inc. | 10,121 | 21 | ||
* | Harbor Custom Development Inc. | 6,890 | 18 | ||
* | Maui Land & Pineapple Co. Inc. | 1,478 | 15 | ||
*,1 | Spirit MTA REIT | 44,200 | 12 | ||
1,368,812 | |||||
Technology (17.7%) | |||||
Apple Inc. | 12,045,040 | 2,138,838 | |||
Microsoft Corp. | 5,801,983 | 1,951,323 | |||
* | Alphabet Inc. Class A | 230,854 | 668,793 | ||
* | Meta Platforms Inc. Class A | 1,828,928 | 615,160 | ||
* | Alphabet Inc. Class C | 210,404 | 608,823 | ||
NVIDIA Corp. | 1,835,692 | 539,895 | |||
* | Adobe Inc. | 367,781 | 208,554 | ||
Broadcom Inc. | 299,370 | 199,204 | |||
* | salesforce.com Inc. | 718,815 | 182,672 | ||
Intel Corp. | 3,142,306 | 161,829 | |||
QUALCOMM Inc. | 865,686 | 158,308 | |||
Intuit Inc. | 218,059 | 140,260 | |||
* | Advanced Micro Devices Inc. | 933,648 | 134,352 | ||
Texas Instruments Inc. | 708,915 | 133,609 | |||
Oracle Corp. | 1,267,916 | 110,575 | |||
Applied Materials Inc. | 698,444 | 109,907 | |||
* | ServiceNow Inc. | 153,986 | 99,954 | ||
International Business Machines Corp. | 693,311 | 92,668 | |||
Micron Technology Inc. | 864,971 | 80,572 | |||
Lam Research Corp. | 108,947 | 78,349 | |||
Analog Devices Inc. | 417,259 | 73,342 | |||
* | Snowflake Inc. Class A | 209,579 | 70,995 | ||
Marvell Technology Inc. | 632,321 | 55,322 | |||
KLA Corp. | 117,617 | 50,588 | |||
* | Autodesk Inc. | 170,123 | 47,837 | ||
* | Snap Inc. Class A | 942,677 | 44,334 | ||
* | Synopsys Inc. | 118,397 | 43,629 | ||
Xilinx Inc. | 192,240 | 40,761 | |||
TE Connectivity Ltd. | 252,207 | 40,691 | |||
Amphenol Corp. Class A | 463,386 | 40,528 | |||
Roper Technologies Inc. | 82,148 | 40,405 | |||
* | Workday Inc. Class A | 147,545 | 40,306 |
Shares | Market Value• ($000) | ||||
* | Palo Alto Networks Inc. | 72,332 | 40,272 | ||
* | Cadence Design Systems Inc. | 215,110 | 40,086 | ||
* | Fortinet Inc. | 107,826 | 38,753 | ||
Microchip Technology Inc. | 429,398 | 37,383 | |||
Cognizant Technology Solutions Corp. Class A | 408,065 | 36,204 | |||
* | Twilio Inc. Class A | 130,390 | 34,337 | ||
HP Inc. | 894,381 | 33,691 | |||
* | Datadog Inc. Class A | 188,936 | 33,651 | ||
* | Crowdstrike Holdings Inc. Class A | 151,553 | 31,030 | ||
* | Zoom Video Communications Inc. Class A | 159,227 | 29,283 | ||
* | EPAM Systems Inc. | 41,910 | 28,015 | ||
* | Match Group Inc. | 206,545 | 27,316 | ||
* | ANSYS Inc. | 68,075 | 27,306 | ||
* | MongoDB Inc. | 48,549 | 25,699 | ||
* | Twitter Inc. | 591,779 | 25,577 | ||
* | Okta Inc. | 113,443 | 25,431 | ||
* | Cloudflare Inc. Class A | 190,555 | 25,058 | ||
* | Palantir Technologies Inc. Class A | 1,328,714 | 24,196 | ||
* | DoorDash Inc. Class A | 156,885 | 23,360 | ||
* | HubSpot Inc. | 34,878 | 22,990 | ||
* | ON Semiconductor Corp. | 334,859 | 22,744 | ||
Corning Inc. | 593,989 | 22,114 | |||
* | DocuSign Inc. | 144,447 | 22,001 | ||
CDW Corp. | 105,163 | 21,535 | |||
* | Zscaler Inc. | 64,436 | 20,705 | ||
Teradyne Inc. | 126,482 | 20,684 | |||
* | Gartner Inc. | 61,156 | 20,446 | ||
Skyworks Solutions Inc. | 128,747 | 19,974 | |||
* | Unity Software Inc. | 132,812 | 18,991 | ||
VMware Inc. Class A | 163,329 | 18,927 | |||
* | VeriSign Inc. | 73,823 | 18,738 | ||
Seagate Technology Holdings plc | 161,645 | ��� 18,263 | |||
* | Tyler Technologies Inc. | 32,155 | 17,298 | ||
Monolithic Power Systems Inc. | 34,369 | 16,955 | |||
* | Paycom Software Inc. | 39,865 | 16,552 | ||
* | AppLovin Corp. Class A | 171,523 | 16,168 | ||
Hewlett Packard Enterprise Co. | 1,023,130 | 16,135 | |||
NetApp Inc. | 175,064 | 16,104 | |||
* | Pinterest Inc. Class A | 435,010 | 15,813 | ||
* | Western Digital Corp. | 231,589 | 15,102 | ||
* | Akamai Technologies Inc. | 127,177 | 14,885 | ||
Entegris Inc. | 106,632 | 14,777 | |||
* | Splunk Inc. | 126,371 | 14,624 |
Shares | Market Value• ($000) | ||||
SS&C Technologies Holdings Inc. | 168,650 | 13,826 | |||
* | Qorvo Inc. | 85,791 | 13,417 | ||
* | Nuance Communications Inc. | 223,206 | 12,348 | ||
* | ZoomInfo Technologies Inc. Class A | 186,930 | 12,001 | ||
* | RingCentral Inc. Class A | 63,384 | 11,875 | ||
* | Dell Technologies Inc. Class C | 211,347 | 11,871 | ||
* | F5 Inc. | 47,481 | 11,619 | ||
NortonLifeLock Inc. | 431,710 | 11,216 | |||
* | Ceridian HCM Holding Inc. | 105,522 | 11,023 | ||
* | GoDaddy Inc. Class A | 129,455 | 10,986 | ||
* | Wolfspeed Inc. | 90,324 | 10,096 | ||
* | PTC Inc. | 82,378 | 9,980 | ||
* | Zendesk Inc. | 94,387 | 9,844 | ||
Leidos Holdings Inc. | 108,268 | 9,625 | |||
* | Black Knight Inc. | 115,488 | 9,573 | ||
* | Dynatrace Inc. | 155,132 | 9,362 | ||
Citrix Systems Inc. | 96,800 | 9,156 | |||
* | Coupa Software Inc. | 57,727 | 9,124 | ||
* | UiPath Inc. Class A | 199,657 | 8,611 | ||
* | Synaptics Inc. | 28,837 | 8,349 | ||
* | Avalara Inc. | 63,751 | 8,231 | ||
* | Lattice Semiconductor Corp. | 106,648 | 8,218 | ||
* | IAC/InterActiveCorp | 62,136 | 8,122 | ||
* | Aspen Technology Inc. | 52,508 | 7,992 | ||
* | Manhattan Associates Inc. | 49,206 | 7,651 | ||
Bentley Systems Inc. Class B | 156,035 | 7,541 | |||
* | Guidewire Software Inc. | 65,251 | 7,408 | ||
* | Five9 Inc. | 53,673 | 7,370 | ||
* | Smartsheet Inc. Class A | 93,716 | 7,258 | ||
* | Arrow Electronics Inc. | 52,679 | 7,073 | ||
Jabil Inc. | 99,821 | 7,022 | |||
* | Elastic NV | 56,222 | 6,920 | ||
* | Pure Storage Inc. Class A | 211,078 | 6,871 | ||
* | Silicon Laboratories Inc. | 32,010 | 6,608 | ||
* | DXC Technology Co. | 198,974 | 6,405 | ||
Azenta Inc. | 58,086 | 5,989 | |||
Concentrix Corp. | 33,142 | 5,920 | |||
Vertiv Holdings Co. Class A | 233,700 | 5,835 | |||
* | Dropbox Inc. Class A | 236,339 | 5,800 | ||
* | II-VI Inc. | 83,603 | 5,713 | ||
* | Ambarella Inc. | 27,083 | 5,495 | ||
Universal Display Corp. | 32,967 | 5,441 | |||
KBR Inc. | 109,746 | 5,226 | |||
* | Nutanix Inc. Class A | 162,749 | 5,185 |
Shares | Market Value• ($000) | ||||
Dolby Laboratories Inc. Class A | 51,446 | 4,899 | |||
* | CACI International Inc. Class A | 18,126 | 4,880 | ||
* | Anaplan Inc. | 106,311 | 4,874 | ||
* | Rapid7 Inc. | 41,301 | 4,861 | ||
* | Novanta Inc. | 26,630 | 4,696 | ||
* | Semtech Corp. | 52,192 | 4,641 | ||
* | IPG Photonics Corp. | 26,841 | 4,620 | ||
* | New Relic Inc. | 41,666 | 4,582 | ||
CMC Materials Inc. | 23,137 | 4,435 | |||
* | Asana Inc. Class A | 57,469 | 4,284 | ||
* | Cirrus Logic Inc. | 46,060 | 4,238 | ||
* | Blackline Inc. | 40,808 | 4,225 | ||
Power Integrations Inc. | 45,156 | 4,195 | |||
* | NCR Corp. | 104,273 | 4,192 | ||
* | SPS Commerce Inc. | 29,067 | 4,138 | ||
* | Digital Turbine Inc. | 67,013 | 4,087 | ||
National Instruments Corp. | 92,905 | 4,057 | |||
* | Change Healthcare Inc. | 189,343 | 4,048 | ||
CDK Global Inc. | 95,861 | 4,001 | |||
* | Rogers Corp. | 14,596 | 3,985 | ||
* | MaxLinear Inc. Class A | 52,598 | 3,965 | ||
* | Varonis Systems Inc. | 79,140 | 3,860 | ||
* | Tenable Holdings Inc. | 69,171 | 3,809 | ||
Science Applications International Corp. | 45,384 | 3,794 | |||
* | Workiva Inc. Class A | 29,035 | 3,789 | ||
* | Onto Innovation Inc. | 36,971 | 3,743 | ||
* | Diodes Inc. | 34,039 | 3,738 | ||
TD SYNNEX Corp. | 32,463 | 3,712 | |||
* | Ziff Davis Inc. | 33,309 | 3,693 | ||
Pegasystems Inc. | 32,505 | 3,635 | |||
* | Procore Technologies Inc. | 45,339 | 3,626 | ||
* | Qualys Inc. | 25,938 | 3,559 | ||
* | Fabrinet | 29,174 | 3,456 | ||
* | Teradata Corp. | 81,116 | 3,445 | ||
* | Sailpoint Technologies Holdings Inc. | 70,681 | 3,417 | ||
* | Q2 Holdings Inc. | 42,552 | 3,380 | ||
* | DigitalOcean Holdings Inc. | 41,754 | 3,354 | ||
* | Perficient Inc. | 25,596 | 3,309 | ||
* | Envestnet Inc. | 41,283 | 3,275 | ||
Avnet Inc. | 78,105 | 3,220 | |||
* | SiTime Corp. | 11,000 | 3,218 | ||
* | Mandiant Corp. | 176,573 | 3,097 | ||
* | Alarm.com Holdings Inc. | 36,158 | 3,067 | ||
* | Upwork Inc. | 89,743 | 3,066 | ||
* | Box Inc. Class A | 115,713 | 3,031 | ||
* | Insight Enterprises Inc. | 28,351 | 3,022 | ||
* | Blackbaud Inc. | 37,739 | 2,981 | ||
* | MACOM Technology Solutions Holdings Inc. | 37,577 | 2,942 |
Shares | Market Value• ($000) | ||||
* | Alteryx Inc. Class A | 47,494 | 2,873 | ||
* | FormFactor Inc. | 62,092 | 2,839 | ||
* | Dun & Bradstreet Holdings Inc. | 137,332 | 2,814 | ||
Advanced Energy Industries Inc. | 30,831 | 2,807 | |||
* | Rambus Inc. | 94,189 | 2,768 | ||
*,2 | MicroStrategy Inc. Class A | 4,991 | 2,718 | ||
* | Altair Engineering Inc. Class A | 34,353 | 2,656 | ||
* | Fastly Inc. Class A | 72,156 | 2,558 | ||
* | Kyndryl Holdings Inc. | 139,762 | 2,530 | ||
* | LiveRamp Holdings Inc. | 52,341 | 2,510 | ||
* | Verint Systems Inc. | 47,440 | 2,491 | ||
* | Sprout Social Inc. Class A | 27,314 | 2,477 | ||
* | nCino Inc. | 45,140 | 2,476 | ||
Xerox Holdings Corp. | 107,612 | 2,436 | |||
* | CommVault Systems Inc. | 34,685 | 2,391 | ||
* | E2open Parent Holdings Inc. | 208,689 | 2,350 | ||
Vishay Intertechnology Inc. | 106,745 | 2,335 | |||
Switch Inc. Class A | 80,373 | 2,302 | |||
* | Plexus Corp. | 23,897 | 2,291 | ||
* | Cargurus Inc. Class A | 67,976 | 2,287 | ||
* | Cerence Inc. | 29,489 | 2,260 | ||
* | Bumble Inc. Class A | 66,183 | 2,241 | ||
* | Yelp Inc. Class A | 57,290 | 2,076 | ||
* | Sanmina Corp. | 50,034 | 2,074 | ||
Shutterstock Inc. | 18,476 | 2,049 | |||
* | Momentive Global Inc. | 96,774 | 2,047 | ||
* | Appian Corp. | 31,088 | 2,027 | ||
* | Vimeo Inc. | 110,126 | 1,978 | ||
* | 3D Systems Corp. | 91,666 | 1,974 | ||
* | Axcelis Technologies Inc. | 26,006 | 1,939 | ||
* | Everbridge Inc. | 28,790 | 1,938 | ||
* | Ultra Clean Holdings Inc. | 33,444 | 1,918 | ||
* | NetScout Systems Inc. | 57,830 | 1,913 | ||
* | Jamf Holding Corp. | 49,955 | 1,899 | ||
* | Bottomline Technologies DE Inc. | 33,297 | 1,880 | ||
* | Allscripts Healthcare Solutions Inc. | 100,264 | 1,850 | ||
McAfee Corp. Class A | 70,222 | 1,811 | |||
* | TechTarget Inc. | 18,851 | 1,803 | ||
* | LivePerson Inc. | 49,636 | 1,773 | ||
* | PagerDuty Inc. | 50,717 | 1,762 | ||
* | C3.ai Inc. Class A | 56,109 | 1,753 | ||
Progress Software Corp. | 35,509 | 1,714 | |||
* | Magnite Inc. | 96,985 | 1,697 | ||
* | Duck Creek Technologies Inc. | 55,901 | 1,683 |
Shares | Market Value• ($000) | ||||
* | Allegro MicroSystems Inc. | 45,972 | 1,663 | ||
* | Covetrus Inc. | 81,869 | 1,635 | ||
* | Zuora Inc. Class A | 86,545 | 1,617 | ||
* | Super Micro Computer Inc. | 36,500 | 1,604 | ||
Xperi Holding Corp. | 83,942 | 1,587 | |||
* | Qualtrics International Inc. Class A | 44,033 | 1,559 | ||
* | Appfolio Inc. Class A | 12,485 | 1,511 | ||
* | BigCommerce Holdings Inc. | 42,020 | 1,486 | ||
Methode Electronics Inc. | 30,210 | 1,485 | |||
* | Ping Identity Holding Corp. | 64,842 | 1,484 | ||
* | Confluent Inc. Class A | 19,431 | 1,481 | ||
* | Schrodinger Inc. | 41,432 | 1,443 | ||
* | Amplitude Inc. Class A | 27,198 | 1,440 | ||
CSG Systems International Inc. | 24,796 | 1,429 | |||
Amkor Technology Inc. | 57,239 | 1,419 | |||
* | DoubleVerify Holdings Inc. | 42,002 | 1,398 | ||
* | SentinelOne Inc. Class A | 27,571 | 1,392 | ||
* | Cohu Inc. | 36,517 | 1,391 | ||
* | Grid Dynamics Holdings Inc. | 33,078 | 1,256 | ||
* | Avaya Holdings Corp. | 60,729 | 1,202 | ||
* | Impinj Inc. | 13,362 | 1,185 | ||
* | JFrog Ltd. | 38,100 | 1,132 | ||
* | PROS Holdings Inc. | 32,175 | 1,110 | ||
* | Bandwidth Inc. Class A | 15,236 | 1,093 | ||
* | SMART Global Holdings Inc. | 15,386 | 1,092 | ||
* | HashiCorp Inc. Class A | 11,900 | 1,083 | ||
* | Ichor Holdings Ltd. | 23,453 | 1,080 | ||
* | ePlus Inc. | 20,000 | 1,078 | ||
* | Domo Inc. Class B | 21,491 | 1,066 | ||
* | PAR Technology Corp. | 20,186 | 1,065 | ||
* | Veeco Instruments Inc. | 37,309 | 1,062 | ||
* | Eventbrite Inc. Class A | 60,790 | 1,060 | ||
CTS Corp. | 27,307 | 1,003 | |||
* | Informatica Inc. Class A | 26,860 | 993 | ||
* | Unisys Corp. | 48,242 | 992 | ||
* | TTM Technologies Inc. | 66,115 | 985 | ||
* | Porch Group Inc. | 60,900 | 949 | ||
* | ACM Research Inc. Class A | 10,980 | 936 | ||
* | Sumo Logic Inc. | 68,945 | 935 | ||
* | Yext Inc. | 91,569 | 908 | ||
* | Vroom Inc. | 83,000 | 896 | ||
* | Olo Inc. Class A | 42,310 | 880 | ||
* | CEVA Inc. | 19,501 | 843 | ||
* | Avid Technology Inc. | 25,562 | 833 |
Shares | Market Value• ($000) | ||||
* | Alpha & Omega Semiconductor Ltd. | 13,758 | 833 | ||
* | Photronics Inc. | 43,753 | 825 | ||
*,2 | Skillz Inc. Class A | 109,300 | 813 | ||
* | PDF Solutions Inc. | 25,459 | 809 | ||
* | Model N Inc. | 26,774 | 804 | ||
* | Paycor HCM Inc. | 27,391 | 789 | ||
* | nLight Inc. | 32,121 | 769 | ||
* | Parsons Corp. | 21,903 | 737 | ||
* | KnowBe4 Inc. Class A | 31,926 | 732 | ||
* | Gitlab Inc. Class A | 8,196 | 713 | ||
* | Agilysys Inc. | 15,831 | 704 | ||
* | PubMatic Inc. Class A | 20,566 | 700 | ||
*,2 | Matterport Inc. | 33,584 | 693 | ||
American Software Inc. Class A | 26,372 | 690 | |||
Benchmark Electronics Inc. | 25,359 | 687 | |||
* | Aeva Technologies Inc. | 90,600 | 685 | ||
* | ScanSource Inc. | 18,847 | 661 | ||
A10 Networks Inc. | 39,654 | 657 | |||
Ebix Inc. | 21,336 | 649 | |||
* | Tucows Inc. Class A | 7,729 | 648 | ||
* | Consensus Cloud Solutions Inc. | 11,103 | 643 | ||
* | Identiv Inc. | 21,679 | 610 | ||
* | Samsara Inc. Class A | 21,700 | 610 | ||
Simulations Plus Inc. | 12,535 | 593 | |||
*,2 | Toast Inc. Class A | 17,089 | 593 | ||
* | Telos Corp. | 38,079 | 587 | ||
* | Freshworks Inc. Class A | 22,369 | 587 | ||
*,2 | MicroVision Inc. | 113,698 | 570 | ||
* | Mitek Systems Inc. | 31,555 | 560 | ||
* | Alkami Technology Inc. | 27,498 | 552 | ||
* | N-able Inc. | 49,481 | 549 | ||
* | NeoPhotonics Corp. | 35,595 | 547 | ||
* | ON24 Inc. | 31,300 | 543 | ||
* | Aehr Test Systems | 22,224 | 537 | ||
* | Diebold Nixdorf Inc. | 59,335 | 537 | ||
* | Datto Holding Corp. | 19,651 | 518 | ||
* | Squarespace Inc. Class A | 17,500 | 516 | ||
* | Thoughtworks Holding Inc. | 18,583 | 498 | ||
* | OneSpan Inc. | 29,119 | 493 | ||
* | Ouster Inc. | 92,000 | 478 | ||
* | Braze Inc. Class A | 6,196 | 478 | ||
* | ChannelAdvisor Corp. | 18,866 | 466 | ||
* | Veritone Inc. | 20,477 | 460 | ||
SolarWinds Corp. | 32,181 | 457 | |||
* | Digimarc Corp. | 11,500 | 454 | ||
* | Kimball Electronics Inc. | 20,481 | 446 | ||
* | SEMrush Holdings Inc. Class A | 19,197 | 400 | ||
2 | Vivid Seats Inc. Class A | 36,700 | 399 |
Shares | Market Value• ($000) | ||||
* | CCC Intelligent Solutions Holdings Inc. | 34,715 | 395 | ||
PC Connection Inc. | 8,866 | 382 | |||
* | Upland Software Inc. | 21,208 | 380 | ||
* | Cyxtera Technologies Inc. | 29,000 | 366 | ||
*,2 | indie Semiconductor Inc. Class A | 29,939 | 359 | ||
*,2 | IonQ Inc. | 21,300 | 356 | ||
* | Vertex Inc. Class A | 22,097 | 351 | ||
* | Expensify Inc. Class A | 7,860 | 346 | ||
* | Brightcove Inc. | 33,486 | 342 | ||
* | Groupon Inc. | 14,600 | 338 | ||
* | Rackspace Technology Inc. | 24,798 | 334 | ||
* | Limelight Networks Inc. | 96,551 | 331 | ||
* | Atomera Inc. | 16,254 | 327 | ||
Hackett Group Inc. | 15,802 | 324 | |||
* | Enfusion Inc. Class A | 14,958 | 313 | ||
* | CyberOptics Corp. | 6,679 | 311 | ||
* | AXT Inc. | 32,600 | 287 | ||
* | GTY Technology Holdings Inc. | 41,016 | 275 | ||
*,2 | Kopin Corp. | 64,443 | 264 | ||
NVE Corp. | 3,806 | 260 | |||
* | MediaAlpha Inc. Class A | 16,800 | 259 | ||
* | Clear Secure Inc. Class A | 7,969 | 250 | ||
* | Cleanspark Inc. | 26,200 | 249 | ||
* | Xometry Inc. Class A | 4,695 | 241 | ||
* | Intapp Inc. | 9,357 | 235 | ||
* | ForgeRock Inc. Class A | 8,681 | 232 | ||
* | Alpine 4 Holdings Inc. | 117,100 | 225 | ||
* | Nextdoor Holdings Inc. | 28,100 | 222 | ||
*,2 | KULR Technology Group Inc. | 79,473 | 219 | ||
* | MeridianLink Inc. | 9,754 | 211 | ||
* | Sprinklr Inc. Class A | 13,221 | 210 | ||
* | EverQuote Inc. Class A | 12,900 | 202 | ||
*,2 | Nuvve Holding Corp. | 15,200 | 202 | ||
* | TrueCar Inc. | 59,207 | 201 | ||
* | Benefitfocus Inc. | 18,600 | 198 | ||
* | EMCORE Corp. | 28,435 | 198 | ||
* | Smith Micro Software Inc. | 40,208 | 198 | ||
* | Synchronoss Technologies Inc. | 80,600 | 197 | ||
* | Greenidge Generation Holdings Inc. | 12,210 | 196 | ||
* | comScore Inc. | 58,400 | 195 | ||
* | Quantum Corp. | 33,700 | 186 | ||
* | Phunware Inc. | 67,200 | 177 | ||
* | CoreCard Corp. | 4,500 | 175 | ||
* | SmartRent Inc. Class A | 17,700 | 171 | ||
* | Innodata Inc. | 28,773 | 170 |
Shares | Market Value• ($000) | ||||
* | Rimini Street Inc. | 27,624 | 165 | ||
* | eGain Corp. | 16,436 | 164 | ||
* | Zeta Global Holdings Corp. Class A | 18,457 | 155 | ||
* | Couchbase Inc. | 5,911 | 148 | ||
* | Pixelworks Inc. | 32,934 | 145 | ||
* | WM Technology Inc. | 23,988 | 143 | ||
* | VirnetX Holding Corp. | 52,143 | 136 | ||
* | Red Violet Inc. | 3,326 | 132 | ||
* | SecureWorks Corp. Class A | 8,244 | 132 | ||
* | inTEST Corp. | 10,157 | 129 | ||
* | SkyWater Technology Inc. | 7,497 | 122 | ||
* | Amtech Systems Inc. | 11,877 | 117 | ||
* | Quantum Computing Inc. | 33,100 | 113 | ||
* | Zedge Inc. Class B | 12,613 | 107 | ||
* | Asure Software Inc. | 13,700 | 107 | ||
* | Exela Technologies Inc. | 121,993 | 107 | ||
*,2 | Inpixon | 161,300 | 97 | ||
* | eMagin Corp. | 70,432 | 91 | ||
* | AvePoint Inc. | 13,161 | 83 | ||
* | Super League Gaming Inc. | 34,300 | 81 | ||
* | Computer Task Group Inc. | 7,990 | 80 | ||
* | NerdWallet Inc. Class A | 5,158 | 80 | ||
* | Intevac Inc. | 15,339 | 72 | ||
* | Immersion Corp. | 12,233 | 70 | ||
*,2 | Verb Technology Co. Inc. | 52,596 | 65 | ||
* | TransAct Technologies Inc. | 5,458 | 60 | ||
* | Park City Group Inc. | 9,689 | 56 | ||
* | Everspin Technologies Inc. | 4,413 | 50 | ||
* | Remark Holdings Inc. | 48,342 | 48 | ||
* | Daktronics Inc. | 8,619 | 44 | ||
* | GSI Technology Inc. | 9,342 | 43 | ||
* | Waitr Holdings Inc. | 58,338 | 43 | ||
* | Boxlight Corp. Class A | 28,067 | 39 | ||
Richardson Electronics Ltd. | 2,700 | 37 | |||
* | Cipher Mining Inc. | 7,848 | 36 | ||
* | Inuvo Inc. | 65,578 | 35 | ||
* | AstroNova Inc. | 2,465 | 33 | ||
* | CSP Inc. | 3,181 | 28 | ||
*,2 | SeaChange International Inc. | 16,682 | 27 | ||
* | Issuer Direct Corp. | 848 | 25 | ||
* | Kubient Inc. | 6,900 | 21 | ||
* | Evolving Systems Inc. | 8,822 | 20 | ||
* | Intellicheck Inc. | 4,082 | 19 | ||
* | Qumu Corp. | 8,832 | 19 | ||
* | EngageSmart Inc. | 772 | 19 | ||
*,2 | NextNav Inc. | 2,050 | 18 |
Shares | Market Value• ($000) | ||||
* | Streamline Health Solutions Inc. | 11,428 | 17 | ||
* | Data I/O Corp. | 3,396 | 16 | ||
* | Key Tronic Corp. | 2,174 | 14 | ||
* | RealNetworks Inc. | 13,821 | 14 | ||
* | AutoWeb Inc. | 3,439 | 12 | ||
* | CVD Equipment Corp. | 2,737 | 11 | ||
* | Intrusion Inc. | 3,079 | 11 | ||
* | Arteris Inc. | 510 | 11 | ||
* | Backblaze Inc. Class A | 596 | 10 | ||
* | Weave Communications Inc. | 672 | 10 | ||
* | GSE Systems Inc. | 5,300 | 9 | ||
* | 1stdibs.com Inc. | 694 | 9 | ||
* | KORE Group Holdings Inc. | 1,340 | 9 | ||
* | BSQUARE Corp. | 4,685 | 8 | ||
* | UserTesting Inc. | 962 | 8 | ||
* | WidePoint Corp. | 1,600 | 6 | ||
* | Stronghold Digital Mining Inc. Class A | 503 | 6 | ||
* | QuickLogic Corp. | 937 | 5 | ||
* | EverCommerce Inc. | 292 | 5 | ||
* | Mastech Digital Inc. | 260 | 4 | ||
*,1 | Media General Inc. CVR | 82,296 | 3 | ||
10,786,500 | |||||
Telecommunications (1.6%) | |||||
Cisco Systems Inc. | 2,932,838 | 185,854 | |||
Comcast Corp. Class A | 3,523,001 | 177,313 | |||
Verizon Communications Inc. | 2,925,010 | 151,984 | |||
AT&T Inc. | 5,518,640 | 135,759 | |||
* | Charter Communications Inc. Class A | 90,188 | 58,800 | ||
* | T-Mobile US Inc. | 437,713 | 50,766 | ||
Motorola Solutions Inc. | 131,575 | 35,749 | |||
* | Arista Networks Inc. | 180,188 | 25,902 | ||
* | Roku Inc. | 90,753 | 20,710 | ||
* | Liberty Broadband Corp. Class C | 101,678 | 16,380 | ||
Lumen Technologies Inc. | 806,489 | 10,121 | |||
* | Ciena Corp. | 120,587 | 9,282 | ||
Juniper Networks Inc. | 253,716 | 9,060 | |||
Cable One Inc. | 4,294 | 7,572 | |||
* | DISH Network Corp. Class A | 193,925 | ��� 6,291 | ||
* | Lumentum Holdings Inc. | 53,695 | 5,679 | ||
* | Frontier Communications Parent Inc. | 174,336 | 5,141 | ||
* | Liberty Broadband Corp. Class A | 26,922 | 4,332 | ||
* | Iridium Communications Inc. | 95,751 | 3,954 | ||
* | Vonage Holdings Corp. | 184,834 | 3,843 |
Shares | Market Value• ($000) | ||||
* | Calix Inc. | 41,625 | 3,329 | ||
* | Viavi Solutions Inc. | 186,473 | 3,286 | ||
* | Altice USA Inc. Class A | 172,745 | 2,795 | ||
Cogent Communications Holdings Inc. | 33,438 | 2,447 | |||
* | Viasat Inc. | 54,846 | 2,443 | ||
InterDigital Inc. | 24,570 | 1,760 | |||
* | Vocera Communications Inc. | 27,022 | 1,752 | ||
* | CommScope Holding Co. Inc. | 156,200 | 1,724 | ||
* | Extreme Networks Inc. | 100,915 | 1,584 | ||
* | fuboTV Inc. | 98,154 | 1,523 | ||
* | Infinera Corp. | 145,087 | 1,391 | ||
* | 8x8 Inc. | 81,172 | 1,360 | ||
Telephone & Data Systems Inc. | 56,948 | 1,148 | |||
* | Harmonic Inc. | 90,373 | 1,063 | ||
ADTRAN Inc. | 43,334 | 989 | |||
Shenandoah Telecommunications Co. | 36,710 | 936 | |||
* | Plantronics Inc. | 30,788 | 903 | ||
* | Globalstar Inc. | 719,107 | 834 | ||
* | IDT Corp. Class B | 18,097 | 799 | ||
* | WideOpenWest Inc. | 36,037 | 776 | ||
* | NETGEAR Inc. | 24,562 | 717 | ||
* | Anterix Inc. | 11,305 | 664 | ||
* | Digi International Inc. | 25,720 | 632 | ||
* | Clearfield Inc. | 7,179 | 606 | ||
* | Gogo Inc. | 41,820 | 566 | ||
* | EchoStar Corp. Class A | 20,919 | 551 | ||
Comtech Telecommunications Corp. | 22,650 | 537 | |||
* | Consolidated Communications Holdings Inc. | 54,100 | 405 | ||
* | Ooma Inc. | 19,530 | 399 | ||
* | Inseego Corp. | 68,062 | 397 | ||
ATN International Inc. | 8,375 | 335 | |||
* | United States Cellular Corp. | 10,230 | 322 | ||
*,2 | AST SpaceMobile Inc. | 36,000 | 286 | ||
* | Akoustis Technologies Inc. | 32,901 | 220 | ||
* | Casa Systems Inc. | 34,412 | 195 | ||
Bel Fuse Inc. Class B | 14,300 | 185 | |||
* | Powerfleet Inc. | 36,995 | 175 | ||
* | Cambium Networks Corp. | 6,400 | 164 | ||
* | Hemisphere Media Group Inc. Class A | 22,025 | 160 | ||
* | DZS Inc. | 9,587 | 155 | ||
* | CalAmp Corp. | 21,071 | 149 | ||
* | Airgain Inc. | 8,585 | 91 |
Shares | Market Value• ($000) | ||||
* | KVH Industries Inc. | 9,132 | 84 | ||
* | Aviat Networks Inc. | 1,868 | 60 | ||
* | Genasys Inc. | 13,190 | 52 | ||
* | Crexendo Inc. | 5,700 | 28 | ||
* | Resonant Inc. | 6,278 | 11 | ||
* | Kaltura Inc. | 2,554 | 9 | ||
Network-1 Technologies Inc. | 2,710 | 8 | |||
* | ClearOne Inc. | 4,114 | 5 | ||
Communications Systems Inc. | 1,854 | 4 | |||
Bel Fuse Inc. Class A | 181 | 3 | |||
* | Optical Cable Corp. | 476 | 3 | ||
* | Lantronix Inc. | 111 | 1 | ||
965,513 | |||||
Utilities (1.7%) | |||||
NextEra Energy Inc. | 1,516,227 | 141,555 | |||
Duke Energy Corp. | 596,550 | 62,578 | |||
Southern Co. | 820,766 | 56,288 | |||
Waste Management Inc. | 324,591 | 54,174 | |||
Dominion Energy Inc. | 629,121 | 49,424 | |||
Exelon Corp. | 758,854 | 43,831 | |||
American Electric Power Co. Inc. | 392,058 | 34,881 | |||
Sempra Energy | 236,033 | 31,222 | |||
Xcel Energy Inc. | 422,083 | 28,575 | |||
Waste Connections Inc. | 203,380 | 27,715 | |||
American Water Works Co. Inc. | 140,454 | 26,526 | |||
Public Service Enterprise Group Inc. | 397,302 | 26,512 | |||
Eversource Energy | 269,933 | 24,559 | |||
WEC Energy Group Inc. | 251,871 | 24,449 | |||
Consolidated Edison Inc. | 271,644 | 23,177 | |||
Republic Services Inc. | 161,812 | 22,565 | |||
Edison International | 297,157 | 20,281 | |||
* | PG&E Corp. | 1,490,159 | 18,091 | ||
Entergy Corp. | 158,296 | 17,832 | |||
Ameren Corp. | 198,898 | 17,704 | |||
FirstEnergy Corp. | 422,245 | 17,561 | |||
PPL Corp. | 580,675 | 17,455 | |||
DTE Energy Co. | 137,880 | 16,482 | |||
CMS Energy Corp. | 228,593 | 14,870 | |||
CenterPoint Energy Inc. | 446,303 | 12,456 | |||
Alliant Energy Corp. | 198,721 | 12,215 | |||
Evergy Inc. | 177,816 | 12,200 | |||
AES Corp. | 488,671 | 11,875 | |||
Atmos Energy Corp. | 102,879 | 10,779 | |||
Essential Utilities Inc. | 172,929 | 9,285 | |||
Vistra Corp. | 378,203 | 8,612 | |||
NiSource Inc. | 308,817 | 8,526 | |||
NRG Energy Inc. | 186,768 | 8,046 | |||
UGI Corp. | 142,144 | 6,526 | |||
OGE Energy Corp. | 156,724 | 6,015 |
Shares | Market Value• ($000) | ||||
Pinnacle West Capital Corp. | 80,208 | 5,662 | |||
* | Sunrun Inc. | 151,467 | 5,195 | ||
National Fuel Gas Co. | 73,362 | 4,691 | |||
IDACORP Inc. | 40,156 | 4,550 | |||
* | Evoqua Water Technologies Corp. | 93,598 | 4,376 | ||
* | Stericycle Inc. | 73,158 | 4,363 | ||
* | Clean Harbors Inc. | 38,583 | 3,849 | ||
Portland General Electric Co. | 71,201 | 3,768 | |||
Hawaiian Electric Industries Inc. | 85,697 | 3,556 | |||
Black Hills Corp. | 49,932 | 3,524 | |||
* | Casella Waste Systems Inc. Class A | 39,363 | 3,362 | ||
ONE Gas Inc. | 41,664 | 3,233 | |||
American States Water Co. | 29,394 | 3,041 | |||
New Jersey Resources Corp. | 73,659 | 3,024 | |||
Southwest Gas Holdings Inc. | 42,821 | 3,000 | |||
California Water Service Group | 39,958 | 2,871 | |||
Avangrid Inc. | 57,037 | 2,845 | |||
Ormat Technologies Inc. | 34,520 | 2,737 | |||
Spire Inc. | 37,955 | 2,475 | |||
Avista Corp. | 57,440 | 2,441 | |||
ALLETE Inc. | 36,684 | 2,434 | |||
MGE Energy Inc. | 28,969 | 2,383 | |||
NorthWestern Corp. | 40,235 | 2,300 | |||
South Jersey Industries Inc. | 83,773 | 2,188 | |||
Chesapeake Utilities Corp. | 14,578 | 2,126 | |||
PNM Resources Inc. | 46,364 | 2,115 | |||
Clearway Energy Inc. Class C | 54,482 | 1,963 | |||
* | Sunnova Energy International Inc. | 68,864 | 1,923 | ||
SJW Group | 24,606 | 1,801 | |||
Middlesex Water Co. | 14,057 | 1,691 | |||
Clearway Energy Inc. Class A | 35,643 | 1,193 | |||
* | Harsco Corp. | 61,710 | 1,031 |
Shares | Market Value• ($000) | ||||
Northwest Natural Holding Co. | 17,575 | 857 | |||
York Water Co. | 9,268 | 461 | |||
* | Heritage-Crystal Clean Inc. | 14,261 | 457 | ||
* | US Ecology Inc. | 13,958 | 446 | ||
Unitil Corp. | 8,518 | 392 | |||
Artesian Resources Corp. Class A | 6,216 | 288 | |||
* | Vertex Energy Inc. | 54,099 | 245 | ||
* | Archaea Energy Inc. | 13,200 | 241 | ||
* | Pure Cycle Corp. | 12,111 | 177 | ||
RGC Resources Inc. | 5,719 | 132 | |||
Via Renewables Inc. Class A | 9,045 | 103 | |||
Genie Energy Ltd. Class B | 13,020 | 73 | |||
Global Water Resources Inc. | 2,764 | 47 | |||
* | Aris Water Solution Inc. Class A | 2,534 | 33 | ||
* | Sharps Compliance Corp. | 2,867 | 20 | ||
* | Charah Solutions Inc. | 4,103 | 19 | ||
* | Advanced Emissions Solutions Inc. | 2,073 | 14 | ||
* | Perma-Fix Environmental Services Inc. | 605 | 4 | ||
* | Aqua Metals Inc. | 780 | 1 | ||
* | Renovare Environmental Inc. | 490 | — | ||
1,024,563 | |||||
Total Common Stocks (Cost $9,806,300) | 37,250,672 | ||||
Preferred Stocks (0.0%) | |||||
Meta Materials Inc. Pfd., 1/31/22 | 92,934 | 140 | |||
FAT Brands Inc. Pfd., 8.250%, 2/7/22 | 346 | 6 | |||
Air T Funding Pfd., 8.000%, 6/7/24 | 28 | 1 | |||
Total Preferred Stocks (Cost $5) | 147 | ||||
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (23.9%) | ||||||
U.S. Government Securities (16.2%) | ||||||
United States Treasury Note/Bond | 0.125% | 11/30/22 | 51,333 | 51,213 | ||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 20,628 | 20,928 | ||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 14,210 | 14,377 | ||
United States Treasury Note/Bond | 0.125% | 12/31/22 | 4,726 | 4,711 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 0.125% | 1/31/23 | 5,333 | 5,315 | ||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 25,218 | 25,568 | ||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 11,203 | 11,395 | ||
United States Treasury Note/Bond | 7.125% | 2/15/23 | 1,100 | 1,180 | ||
United States Treasury Note/Bond | 0.125% | 2/28/23 | 1,273 | 1,268 | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 3,327 | 3,366 | ||
United States Treasury Note/Bond | 0.500% | 3/15/23 | 245,065 | 245,103 | ||
United States Treasury Note/Bond | 0.125% | 3/31/23 | 48,261 | 48,027 | ||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 28,975 | 29,324 | ||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 10,271 | 10,523 | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 48,650 | 48,483 | ||
United States Treasury Note/Bond | 0.125% | 4/30/23 | 12,635 | 12,566 | ||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 22,585 | 22,910 | ||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 29,606 | 29,435 | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 36,518 | 37,111 | ||
United States Treasury Note/Bond | 0.125% | 5/31/23 | 25,775 | 25,614 | ||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 13,985 | 14,193 | ||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 5,895 | 6,076 | ||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 87,590 | 87,179 | ||
United States Treasury Note/Bond | 0.125% | 6/30/23 | 17,211 | 17,093 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 30,610 | 30,969 | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 14,541 | 14,982 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 27,487 | 27,285 | ||
United States Treasury Note/Bond | 0.125% | 7/31/23 | 42,335 | 41,998 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 51,209 | 51,721 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 40,739 | 42,101 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 72,385 | 71,786 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 26,338 | 27,124 | ||
United States Treasury Note/Bond | 6.250% | 8/15/23 | 32,780 | 35,720 | ||
United States Treasury Note/Bond | 0.125% | 8/31/23 | 18,290 | 18,127 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 12,820 | 12,970 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 2,380 | 2,462 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 64,998 | 64,399 | ||
United States Treasury Note/Bond | 0.250% | 9/30/23 | 76,795 | 76,255 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 20,585 | 20,833 | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 3,149 | 3,269 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 61,900 | 61,281 | ||
United States Treasury Note/Bond | 0.375% | 10/31/23 | 51,875 | 51,583 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 21,251 | 21,609 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 3 | 3 | ||
United States Treasury Note/Bond | 0.250% | 11/15/23 | 11,380 | 11,286 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 281 | 292 | ||
United States Treasury Note/Bond | 0.500% | 11/30/23 | 12,528 | 12,479 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 10,555 | 10,837 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 7 | 8 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 158,420 | 156,588 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 16 | 16 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 7,276 | 7,547 | ||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 90,690 | 89,542 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 37,380 | 38,525 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 37,219 | 38,551 | ||
United States Treasury Note/Bond | 0.125% | 2/15/24 | 54,230 | 53,527 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 29,974 | 31,220 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 10,040 | 10,329 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 35,519 | 36,729 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 0.250% | 3/15/24 | 108,795 | 107,503 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 46,008 | 47,345 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 59,975 | 59,366 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 20,345 | 20,895 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 21,021 | 21,707 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 69,650 | 68,703 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 54,662 | 56,772 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 46,835 | 48,123 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 56,083 | 55,259 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 23,576 | 24,088 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 30,635 | 31,482 | ||
United States Treasury Note/Bond | 0.375% | 7/15/24 | 42,593 | 42,061 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 13,537 | 13,839 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 14,710 | 15,177 | ||
United States Treasury Note/Bond | 0.375% | 8/15/24 | 53,215 | 52,508 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 49,886 | 51,788 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 18,258 | 18,423 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 10,623 | 10,890 | ||
United States Treasury Note/Bond | 0.375% | 9/15/24 | 57,320 | 56,505 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 22,661 | 23,019 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 40,408 | 41,721 | ||
United States Treasury Note/Bond | 0.625% | 10/15/24 | 128,515 | 127,471 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 35,320 | 36,600 | ||
United States Treasury Note/Bond | 0.750% | 11/15/24 | 37,635 | 37,429 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 46,200 | 47,889 | ||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 675 | 800 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 33,166 | 33,684 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 22,105 | 22,837 | ||
United States Treasury Note/Bond | 1.000% | 12/15/24 | 89,030 | 89,113 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 9,385 | 9,598 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 19,217 | 19,935 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 20,340 | 21,262 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 36,848 | 37,948 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 32,270 | 32,381 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 19,890 | 20,956 | ||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 245,241 | 241,141 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 65,185 | 63,729 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 53,483 | 56,659 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 40,319 | 41,730 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 68,490 | 66,607 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 25,340 | 26,864 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 16,050 | 15,591 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 24,044 | 25,412 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 67,172 | 65,146 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 34,960 | 37,150 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 52,746 | 54,387 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 1,943 | 2,339 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 33,812 | 32,750 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 39,495 | 38,236 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 25,440 | 24,585 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 6,372 | 6,637 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 88,850 | 86,157 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 26,597 | 25,774 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 78,780 | 76,220 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 59,937 | 60,958 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 54,345 | 52,791 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 69,340 | 68,018 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 25,535 | 26,628 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 7,546 | 7,395 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 44,065 | 46,213 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 36,415 | 35,670 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 17,795 | 18,482 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 64,211 | 63,188 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 16,182 | 16,635 | ||
United States Treasury Note/Bond | 0.625% | 7/31/26 | 50,979 | 49,561 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 15,760 | 16,206 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 51,244 | 51,821 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 3,095 | 3,853 | ||
United States Treasury Note/Bond | 0.750% | 8/31/26 | 6,113 | 5,975 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 60,635 | 59,555 | ||
United States Treasury Note/Bond | 1.125% | 10/31/26 | 17,773 | 17,656 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 24,345 | 24,756 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 50,899 | 52,649 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 910 | 1,134 | ||
United States Treasury Note/Bond | 1.250% | 11/30/26 | 9,805 | 9,800 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 25,526 | 25,957 | ||
United States Treasury Note/Bond | 1.250% | 12/31/26 | 61,115 | 61,048 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 29,266 | 29,947 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 26,207 | 27,448 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 98,502 | 97,702 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 64,045 | 61,903 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 73,800 | 70,767 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 39,787 | 41,982 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 67,015 | 64,167 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 19,470 | 18,624 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 75,475 | 71,689 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 44,310 | 46,477 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 49,244 | 46,982 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 45,460 | 43,031 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 56,885 | 54,147 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 49,833 | 52,317 | ||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 775 | 983 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 81,305 | 77,862 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 74,020 | 70,828 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 61,625 | 59,353 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 20,868 | 22,547 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 84,425 | 83,198 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 72,966 | 72,327 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 64,511 | 63,926 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 25,665 | 27,959 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 68,185 | 67,514 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 103,749 | 102,695 | ||
United States Treasury Note/Bond | 1.000% | 7/31/28 | 84,064 | 81,831 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 53,510 | 58,443 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 895 | 1,124 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 41,850 | 41,052 | ||
United States Treasury Note/Bond | 1.250% | 9/30/28 | 113,870 | 112,553 | ||
United States Treasury Note/Bond | 1.375% | 10/31/28 | 54,550 | 54,328 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 27,149 | 30,178 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 14,810 | 18,517 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.500% | 11/30/28 | 76,835 | 77,147 | ||
United States Treasury Note/Bond | 1.375% | 12/31/28 | 15,040 | 14,974 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 19,267 | 19,541 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 36,000 | 36,889 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 66,128 | 66,449 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 81,827 | 76,495 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 5,570 | 7,680 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 88,711 | 82,710 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 94,936 | 90,219 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 107,602 | 104,408 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 8,005 | 10,692 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 98,188 | 99,385 | ||
United States Treasury Note/Bond | 1.250% | 8/15/31 | 100,007 | 97,726 | ||
United States Treasury Note/Bond | 1.375% | 11/15/31 | 86,825 | 85,685 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 10,234 | 14,045 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 16,211 | 23,574 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 18,517 | 25,461 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 6,044 | 8,432 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 7,403 | 9,269 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 7,883 | 10,789 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 9,884 | 13,933 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 11,686 | 16,264 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 10,000 | 14,339 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 52,285 | 45,733 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 5,139 | 7,178 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 37,305 | 32,496 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 8,449 | 11,117 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 57,480 | 52,244 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 4,317 | 5,956 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 56,471 | 55,800 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 5,967 | 8,761 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 69,360 | 72,741 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 11,000 | 15,486 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 70,496 | 68,194 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 12,000 | 15,654 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 19,695 | 19,883 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 13,128 | 15,764 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 12,579 | 15,138 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 11,950 | 14,138 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 14,706 | 16,744 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 22,620 | 25,755 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 23,361 | 28,146 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 32,064 | 37,224 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 27,265 | 35,351 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 19,000 | 25,098 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 28,823 | 37,493 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 22,600 | 28,448 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 30,000 | 36,398 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 29,816 | 35,546 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 31,348 | 34,458 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 24,914 | 29,788 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 34,616 | 40,642 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 16,493 | 19,804 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 34,749 | 38,360 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 32,775 | 36,216 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 29,394 | 31,056 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 12,440 | 14,714 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 29,180 | 35,326 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 30,222 | 36,677 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 32,138 | 37,390 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 32,850 | 38,239 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 32,745 | 39,954 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 37,817 | 47,248 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 41,008 | 50,146 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 26,886 | 35,178 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 5,000 | 6,144 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | �� 25,488 | 30,689 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 35,650 | 38,162 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 34,864 | 38,307 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 41,881 | 42,515 | ||
5 | United States Treasury Note/Bond | 1.250% | 5/15/50 | 77,501 | 65,779 | |
United States Treasury Note/Bond | 1.375% | 8/15/50 | 76,670 | 67,134 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 58,713 | 54,658 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 69,680 | 68,940 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 75,905 | 83,851 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 68,070 | 69,389 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 62,355 | 61,858 | ||
9,850,666 | ||||||
Agency Bonds and Notes (0.4%) | ||||||
6 | AID-Israel | 5.500% | 12/4/23 | 375 | 408 | |
6 | AID-Israel | 5.500% | 4/26/24 | 1,400 | 1,545 | |
6 | AID-Israel | 5.500% | 9/18/33 | 400 | 550 | |
6 | AID-Jordan | 3.000% | 6/30/25 | 400 | 424 | |
Federal Farm Credit Banks | 0.125% | 2/3/23 | 2,000 | 1,993 | ||
Federal Farm Credit Banks | 0.125% | 4/13/23 | 3,000 | 2,985 | ||
Federal Farm Credit Banks | 0.125% | 5/10/23 | 2,225 | 2,212 | ||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 575 | 585 | ||
Federal Farm Credit Banks | 0.500% | 12/1/23 | 3,000 | 2,986 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 500 | 527 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 2,500 | 2,470 | ||
Federal Farm Credit Banks | 0.875% | 11/18/24 | 876 | 873 | ||
Federal Home Loan Banks | 1.375% | 2/17/23 | 4,000 | 4,041 | ||
Federal Home Loan Banks | 2.125% | 3/10/23 | 3,155 | 3,216 | ||
Federal Home Loan Banks | 0.125% | 3/17/23 | 3,000 | 2,987 | ||
Federal Home Loan Banks | 0.125% | 6/2/23 | 8,500 | 8,446 | ||
Federal Home Loan Banks | 0.125% | 8/28/23 | 2,925 | 2,900 | ||
Federal Home Loan Banks | 0.500% | 11/9/23 | 1,050 | 1,046 | ||
Federal Home Loan Banks | 0.625% | 12/22/23 | 900 | 898 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 3,515 | 3,639 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 2,000 | 2,096 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 1,990 | 2,019 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 815 | 908 | ||
7 | Federal Home Loan Banks | 1.000% | 12/20/24 | 900 | 900 | |
Federal Home Loan Banks | 0.500% | 4/14/25 | 3,500 | 3,436 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 800 | 778 | ||
Federal Home Loan Banks | 1.250% | 12/21/26 | 500 | 499 | ||
Federal Home Loan Banks | 3.250% | 6/9/28 | 2,700 | 2,989 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 1,965 | 2,190 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 2,775 | 4,024 | ||
8 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 4,800 | 4,791 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 3,000 | 2,993 | |
7,8 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 4,000 | 4,126 | |
8 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 6,000 | 5,971 | |
8 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 4,975 | 4,943 | |
8 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 4,800 | 4,765 | |
8 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 3,500 | 3,463 | |
8 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 7,000 | 6,938 | |
8 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 6,000 | 5,942 | |
8 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 5,000 | 5,072 | |
7,8 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 4,500 | 4,382 | |
8 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 10,500 | 10,203 | |
7,8 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 2,270 | 3,120 | |
8 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 6,141 | 8,790 | |
8 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 8,174 | 8,343 | |
8 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 2,500 | 2,490 | |
8 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 3,000 | 2,984 | |
8 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 2,000 | 2,074 | |
8 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 4,000 | 3,963 | |
8 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 3,881 | 4,016 | |
8 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 2,055 | 2,098 | |
8 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 660 | 689 | |
8 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 3,890 | 3,960 | |
8 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 3,460 | 3,522 | |
8 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 3,000 | 2,939 | |
8 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 6,000 | 5,836 | |
8 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 8,500 | 8,276 | |
8 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 1,600 | 1,659 | |
8 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 2,900 | 2,979 | |
8 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 8,500 | 8,181 | |
8 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 2,000 | 2,650 | |
8 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 2,405 | 3,408 | |
8 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 2,025 | 2,920 | |
8 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 7,000 | 6,590 | |
8 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 9,320 | 13,131 | |
8 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 1,260 | 1,878 | |
7 | Private Export Funding Corp. | 3.550% | 1/15/24 | 725 | 761 | |
7 | Private Export Funding Corp. | 2.450% | 7/15/24 | 525 | 541 | |
7 | Private Export Funding Corp. | 1.750% | 11/15/24 | 280 | 284 | |
7 | Private Export Funding Corp. | 3.250% | 6/15/25 | 175 | 185 | |
7 | Private Export Funding Corp. | 1.400% | 7/15/28 | 800 | 780 | |
Tennessee Valley Authority | 2.875% | 9/15/24 | 954 | 1,001 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 500 | 493 | ||
7 | Tennessee Valley Authority | 6.750% | 11/1/25 | 2,920 | 3,517 | |
7 | Tennessee Valley Authority | 2.875% | 2/1/27 | 1,000 | 1,071 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 2,000 | 2,843 | ||
Tennessee Valley Authority | 1.500% | 9/15/31 | 1,650 | 1,616 | ||
7 | Tennessee Valley Authority | 4.700% | 7/15/33 | 575 | 735 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 500 | 645 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 785 | 1,147 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 225 | 323 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 1,912 | 2,712 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 580 | 944 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 519 | 779 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 700 | 1,004 | ||
256,036 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Conventional Mortgage-Backed Securities (7.3%) | ||||||
7,8 | Freddie Mac Gold Pool | 2.000% | 8/1/28–12/1/31 | 1,623 | 1,664 | |
7,8 | Freddie Mac Gold Pool | 2.500% | 4/1/27–2/1/43 | 29,115 | 30,168 | |
7,8 | Freddie Mac Gold Pool | 3.000% | 10/1/24–4/1/47 | 89,773 | 94,093 | |
7,8 | Freddie Mac Gold Pool | 3.500% | 9/1/25–11/1/48 | 99,104 | 105,638 | |
7,8 | Freddie Mac Gold Pool | 4.000% | 3/1/24–11/1/48 | 56,595 | 61,189 | |
7,8 | Freddie Mac Gold Pool | 4.500% | 3/1/23–1/1/49 | 25,646 | 28,051 | |
7,8 | Freddie Mac Gold Pool | 5.000% | 4/1/22–1/1/49 | 8,378 | 9,356 | |
7,8 | Freddie Mac Gold Pool | 5.500% | 1/1/23–6/1/41 | 7,070 | 8,062 | |
7,8 | Freddie Mac Gold Pool | 6.000% | 2/1/26–5/1/40 | 3,922 | 4,601 | |
7,8 | Freddie Mac Gold Pool | 6.500% | 3/1/24–3/1/39 | 1,027 | 1,167 | |
7,8 | Freddie Mac Gold Pool | 7.000% | 3/1/26–12/1/38 | 315 | 354 | |
7,8 | Freddie Mac Gold Pool | 7.500% | 2/1/24–5/1/28 | 33 | 34 | |
7,8 | Freddie Mac Gold Pool | 8.000% | 12/1/25–1/1/31 | 27 | 32 | |
7,8 | Freddie Mac Gold Pool | 8.500% | 10/1/26–5/1/27 | 3 | 3 | |
7,8 | Freddie Mac Gold Pool | 9.000% | 7/1/24 | 3 | 3 | |
7 | Ginnie Mae I Pool | 3.000% | 1/15/26–5/15/45 | 4,823 | 5,022 | |
7 | Ginnie Mae I Pool | 3.500% | 11/15/25–9/15/49 | 5,280 | 5,618 | |
7 | Ginnie Mae I Pool | 4.000% | 10/15/24–6/15/46 | ��� 7,629 | 8,280 | |
7 | Ginnie Mae I Pool | 4.500% | 10/15/24–2/15/49 | 7,178 | 8,061 | |
7,9 | Ginnie Mae I Pool | 5.000% | 5/15/34–12/15/51 | 5,214 | 5,905 | |
7 | Ginnie Mae I Pool | 5.500% | 1/15/32–6/15/41 | 2,880 | 3,224 | |
7 | Ginnie Mae I Pool | 6.000% | 5/15/28–12/15/40 | 1,682 | 1,854 | |
7 | Ginnie Mae I Pool | 6.500% | 4/15/26–8/15/39 | 603 | 655 | |
7 | Ginnie Mae I Pool | 7.000% | 3/15/24–8/15/32 | 237 | 266 | |
7 | Ginnie Mae I Pool | 7.500% | 7/15/24–3/15/32 | 71 | 78 | |
7 | Ginnie Mae I Pool | 8.000% | 7/15/25–3/15/32 | 47 | 56 | |
7 | Ginnie Mae I Pool | 8.500% | 1/15/27–6/15/30 | 6 | 6 | |
7 | Ginnie Mae I Pool | 9.000% | 7/15/25–9/15/25 | 3 | 3 | |
7 | Ginnie Mae II Pool | 1.500% | 2/20/51–4/20/51 | 4,175 | 4,060 | |
7,9 | Ginnie Mae II Pool | 2.000% | 8/20/50–1/15/52 | 198,681 | 200,659 | |
7,9 | Ginnie Mae II Pool | 2.500% | 6/20/27–1/15/52 | 182,824 | 187,599 | |
7,9 | Ginnie Mae II Pool | 3.000% | 2/20/27–1/15/52 | 203,506 | 212,158 | |
7 | Ginnie Mae II Pool | 3.500% | 9/20/25–11/20/51 | 153,256 | 161,558 | |
7 | Ginnie Mae II Pool | 4.000% | 9/20/25–5/20/50 | 73,679 | 78,882 | |
7 | Ginnie Mae II Pool | 4.500% | 11/20/35–1/20/50 | 37,400 | 40,352 | |
7,9 | Ginnie Mae II Pool | 5.000% | 5/20/39–12/15/51 | 12,330 | 13,678 | |
7 | Ginnie Mae II Pool | 5.500% | 12/20/33–9/20/41 | 2,996 | 3,479 | |
7 | Ginnie Mae II Pool | 6.000% | 3/20/33–7/20/39 | 1,205 | 1,414 | |
7 | Ginnie Mae II Pool | 6.500% | 12/20/35–11/20/39 | 382 | 443 | |
7 | Ginnie Mae II Pool | 7.000% | 4/20/38–8/20/38 | 42 | 49 | |
7,8,9 | UMBS Pool | 1.500% | 7/1/35–1/25/52 | 269,614 | 265,028 | |
7,8,9 | UMBS Pool | 2.000% | 11/1/23–1/25/52 | 1,078,956 | 1,082,639 | |
7,8,9 | UMBS Pool | 2.500% | 8/1/22–1/25/52 | 730,738 | 748,576 | |
7,8,9 | UMBS Pool | 3.000% | 1/1/26–1/25/52 | 438,123 | 457,605 | |
7,8 | UMBS Pool | 3.500% | 9/1/25–5/1/51 | 257,950 | 274,418 | |
7,8 | UMBS Pool | 4.000% | 2/1/24–3/1/51 | 186,668 | 201,386 | |
7,8 | UMBS Pool | 4.500% | 4/1/23–7/1/50 | 90,659 | 98,989 | |
7,8 | UMBS Pool | 5.000% | 12/1/22–3/1/50 | 30,348 | 33,820 | |
7,8 | UMBS Pool | 5.500% | 7/1/25–6/1/49 | 11,085 | 12,597 | |
7,8 | UMBS Pool | 6.000% | 4/1/28–5/1/41 | 8,757 | 10,279 | |
7,8 | UMBS Pool | 6.500% | 1/1/26–10/1/39 | 2,672 | 3,075 | |
7,8 | UMBS Pool | 7.000% | 12/1/22–11/1/37 | 891 | 1,041 | |
7,8 | UMBS Pool | 7.500% | 10/1/25–12/1/32 | 82 | 94 | |
7,8 | UMBS Pool | 8.000% | 1/1/26–7/1/30 | 12 | 15 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | UMBS Pool | 8.500% | 10/1/24–7/1/30 | 11 | 12 | |
7,8 | UMBS Pool | 9.000% | 1/1/25–6/1/26 | 3 | 3 | |
4,477,351 | ||||||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 1.627% | 12/1/41 | 34 | 34 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 1.560% | 9/1/37 | 72 | 74 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.432% | 1.681% | 7/1/36 | 8 | 9 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.471% | 1.791% | 3/1/43 | 116 | 120 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 1.780% | 12/1/43 | 70 | 72 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.554% | 1.804% | 9/1/43 | 13 | 13 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.560% | 2.316% | 7/1/43 | 203 | 211 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.597% | 1.847% | 8/1/35 | 39 | 40 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.601% | 1.851% | 10/1/37 | 18 | 19 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.605% | 1.882% | 6/1/43 | 45 | 47 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 1.998% | 2/1/36 | 17 | 18 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 2.002% | 3/1/38 | 6 | 6 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 1.885% | 11/1/36 | 14 | 14 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 1.910% | 9/1/40 | 5 | 5 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.662% | 2.006% | 1/1/37 | 13 | 14 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 1.915% | 6/1/36 | 2 | 2 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.670% | 1.921% | 10/1/42 | 46 | 48 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.679% | 1.944% | 8/1/39 | 45 | 47 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.683% | 1.935% | 1/1/42 | 63 | 66 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 1.935% | 12/1/33 | 12 | 12 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 1.940% | 6/1/42 | 122 | 126 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 1.940% | 10/1/39–9/1/42 | 78 | 81 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 1.964% | 5/1/40 | 11 | 12 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 1.945% | 7/1/39 | 6 | 7 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 1.948% | 8/1/40 | 12 | 13 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 1.950% | 12/1/40 | 29 | 30 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.075% | 7/1/37 | 9 | 9 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 1.951% | 10/1/42 | 34 | 35 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 1.955% | 11/1/39 | 9 | 9 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.709% | 2.039% | 5/1/42 | 57 | 59 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.730% | 1.986% | 9/1/43 | 81 | 85 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.736% | 1.986% | 6/1/41 | 9 | 9 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.747% | 1.997% | 7/1/41 | 51 | 54 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.000% | 10/1/40 | 9 | 9 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.752% | 2.002% | 9/1/34 | 10 | 10 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.755% | 2.011% | 11/1/39 | 15 | 16 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.769% | 2.085% | 5/1/42 | 19 | 20 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 2.155% | 2/1/41 | 19 | 20 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.785% | 2.080% | 7/1/42 | 45 | 47 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.794% | 2.273% | 8/1/42 | 86 | 90 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.170% | 3/1/42 | 53 | 55 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.798% | 2.099% | 2/1/42 | 135 | 142 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 2.058% | 3/1/42 | 48 | 51 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.803% | 2.053% | 9/1/40 | 29 | 30 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 2.055% | 11/1/41 | 37 | 39 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.060% | 11/1/33–12/1/40 | 36 | 38 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.063% | 11/1/41 | 23 | 24 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.074% | 1/1/42 | 21 | 22 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.065% | 11/1/40–12/1/41 | 50 | 52 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.070% | 5/1/41 | 27 | 29 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.190% | 2/1/41 | 14 | 14 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 2.070% | 12/1/40 | 4 | 4 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 2.153% | 3/1/41 | 27 | 28 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.821% | 2.077% | 2/1/42 | 32 | 34 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 2.200% | 3/1/41 | 23 | 24 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.080% | 6/1/41 | 41 | 43 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.194% | 4/1/41 | 30 | 31 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.832% | 2.146% | 2/1/41 | 13 | 13 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 2.107% | 1/1/40 | 28 | 29 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.839% | 2.089% | 12/1/39 | 14 | 15 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 2.090% | 8/1/39 | 15 | 15 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.864% | 2.114% | 5/1/40 | 6 | 6 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 2.149% | 11/1/34 | 21 | 22 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.914% | 2.164% | 4/1/37 | 24 | 26 | |
7,8,10 | Fannie Mae Pool, 1YR CMT + 2.155% | 2.280% | 12/1/37 | 37 | 39 | |
7,8,10 | Fannie Mae Pool, 1YR CMT + 2.313% | 2.438% | 1/1/35 | 21 | ��� 22 | |
7,8,10 | Fannie Mae Pool, 6M USD LIBOR + 1.058% | 1.183% | 4/1/37 | 13 | 13 | |
7,8,10 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 2.006% | 8/1/37 | 24 | 25 | |
7,8 | Fannie Mae REMICS | 2.405% | 3/25/23 | 490 | 496 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.473% | 1.793% | 3/1/37 | 1 | 1 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.516% | 1.781% | 9/1/37 | 14 | 15 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 2.000% | 1/1/38 | 4 | 4 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 1.890% | 5/1/42–11/1/43 | 62 | 64 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 1.899% | 12/1/36 | 22 | 23 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 1.910% | 10/1/37 | 7 | 7 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 1.915% | 12/1/34 | 5 | 5 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 2.070% | 2/1/37 | 15 | 16 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 2.102% | 1/1/35 | 2 | 2 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 1.993% | 12/1/36 | 13 | 13 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 2.120% | 12/1/40 | 41 | 42 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.000% | 5/1/38 | 2 | 2 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.046% | 12/1/41 | 31 | 33 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.800% | 2.125% | 12/1/35 | 12 | 13 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.825% | 2.078% | 3/1/42 | 37 | 39 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.844% | 2.166% | 2/1/42 | 9 | 10 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.130% | 5/1/40–6/1/41 | 30 | 31 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.132% | 6/1/40 | 6 | 6 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.255% | 12/1/40–3/1/41 | 39 | 41 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.887% | 2.247% | 2/1/42 | 18 | 19 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.896% | 2.145% | 9/1/40 | 41 | 43 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.150% | 6/1/40–11/1/40 | 21 | 22 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.261% | 1/1/41 | 6 | 7 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.285% | 2/1/41 | 21 | 21 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.951% | 2.201% | 5/1/37 | 44 | 45 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 2.460% | 3/1/38 | 5 | 5 | |
7,8,10 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.370% | 11/1/34 | 21 | 21 | |
7,8,10 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.375% | 2/1/36–5/1/36 | 21 | 22 | |
7,8,10 | Freddie Mac Non Gold Pool, 1YR CMT + 2.410% | 2.533% | 10/1/36 | 21 | 22 | |
7,8,10 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 1.790% | 1/1/37 | 43 | 44 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.625% | 7/20/38–8/20/41 | 207 | 212 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.875% | 4/20/41–6/20/43 | 246 | 252 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.000% | 1/20/41–3/20/43 | 362 | 375 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.125% | 10/20/38–12/20/43 | 405 | 419 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.000% | 5/20/41 | 9 | 9 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.125% | 11/20/40 | 5 | 5 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.375% | 5/20/41 | 6 | 6 | |
4,909 | ||||||
Total U.S. Government and Agency Obligations (Cost $14,488,489) | 14,588,962 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (0.9%) | ||||||
7 | Ally Auto Receivables Trust Series 2018-3 | 3.120% | 7/17/23 | 99 | 99 | |
7 | Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | 125 | 127 | |
7 | Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | 125 | 127 | |
7 | American Express Credit Account Master Trust Series 2017-7 | 2.350% | 5/15/25 | 975 | 988 | |
7 | American Express Credit Account Master Trust Series 2018-2 | 3.010% | 10/15/25 | 1,075 | 1,104 | |
7 | American Express Credit Account Master Trust Series 2021-1 | 0.900% | 11/15/26 | 2,025 | 2,010 | |
7 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.500% | 1/18/24 | 120 | 122 | |
7 | AmeriCredit Automobile Receivables Trust Series 2019-1 | 2.970% | 11/20/23 | 3 | 3 | |
7 | AmeriCredit Automobile Receivables Trust Series 2020-1 | 1.110% | 8/19/24 | 621 | 623 | |
7 | AmeriCredit Automobile Receivables Trust Series 2020-2 | 0.660% | 12/18/24 | 25 | 25 | |
7 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.530% | 6/18/25 | 1,025 | 1,023 | |
7 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | 100 | 99 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.370% | 8/18/25 | 250 | 249 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | 150 | 149 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | 100 | 99 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | 75 | 74 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 0.760% | 8/18/26 | 100 | 99 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.170% | 8/18/27 | 50 | 50 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.410% | 8/18/27 | 100 | 99 | |
7 | BA Credit Card Trust Series 2019-A1 | 1.740% | 1/15/25 | 750 | 756 | |
7 | BA Credit Card Trust Series 2020-A1 | 0.340% | 5/15/26 | 1,000 | 988 | |
7 | BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | 250 | 246 | |
7 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | 136 | 141 | |
7 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | 300 | 318 | |
7 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | 1,080 | 1,168 | |
7 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | 420 | 451 | |
7 | BANK Series 2017-BNK4 | 3.625% | 5/15/50 | 800 | 869 | |
7 | BANK Series 2017-BNK5 | 3.390% | 6/15/60 | 700 | 754 | |
7 | BANK Series 2017-BNK5 | 3.624% | 6/15/60 | 350 | 374 | |
7 | BANK Series 2017-BNK6 | 3.254% | 7/15/60 | 175 | 185 | |
7 | BANK Series 2017-BNK6 | 3.518% | 7/15/60 | 980 | 1,061 | |
7 | BANK Series 2017-BNK6 | 3.741% | 7/15/60 | 780 | 839 | |
7 | BANK Series 2017-BNK7 | 3.175% | 9/15/60 | 480 | 508 | |
7 | BANK Series 2017-BNK7 | 3.435% | 9/15/60 | 275 | 297 | |
7 | BANK Series 2017-BNK7 | 3.748% | 9/15/60 | 300 | 324 | |
7 | BANK Series 2017-BNK8 | 3.488% | 11/15/50 | 600 | 650 | |
7 | BANK Series 2017-BNK8 | 3.731% | 11/15/50 | 100 | 108 | |
7 | BANK Series 2017-BNK8 | 4.069% | 11/15/50 | 250 | 263 | |
7 | BANK Series 2017-BNK9 | 3.279% | 11/15/54 | 600 | 635 | |
7 | BANK Series 2017-BNK9 | 3.538% | 11/15/54 | 600 | 652 | |
7 | BANK Series 2018-BN10 | 3.641% | 2/15/61 | 125 | 133 | |
7 | BANK Series 2018-BN10 | 3.688% | 2/15/61 | 400 | 438 | |
7 | BANK Series 2018-BN10 | 3.898% | 2/15/61 | 150 | 164 | |
7 | BANK Series 2018-BN11 | 4.046% | 3/15/61 | 400 | 447 | |
7 | BANK Series 2018-BN12 | 4.255% | 5/15/61 | 500 | 565 | |
7 | BANK Series 2018-BN12 | 4.355% | 5/15/61 | 150 | 167 | |
7 | BANK Series 2018-BN13 | 3.953% | 8/15/61 | 165 | 182 | |
7 | BANK Series 2018-BN13 | 4.217% | 8/15/61 | 225 | 254 | |
7 | BANK Series 2018-BN14 | 3.966% | 9/15/60 | 100 | 110 | |
7 | BANK Series 2018-BN14 | 4.128% | 9/15/60 | 208 | 216 | |
7 | BANK Series 2018-BN14 | 4.231% | 9/15/60 | 250 | 283 | |
7 | BANK Series 2018-BN14 | 4.481% | 9/15/60 | 175 | 198 | |
7 | BANK Series 2018-BN15 | 4.407% | 11/15/61 | 470 | 537 | |
7 | BANK Series 2019-BN16 | 4.005% | 2/15/52 | 275 | 309 | |
7 | BANK Series 2019-BN17 | 3.714% | 4/15/52 | 360 | 398 | |
7 | BANK Series 2019-BN17 | 3.976% | 4/15/52 | 75 | 83 | |
7 | BANK Series 2019-BN18 | 3.584% | 5/15/62 | 640 | 703 | |
7 | BANK Series 2019-BN18 | 3.826% | 5/15/62 | 200 | 220 | |
7 | BANK Series 2019-BN19 | 3.183% | 8/15/61 | 350 | 375 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | BANK Series 2019-BN19 | 4.033% | 8/15/61 | 140 | 146 | |
7 | BANK Series 2019-BN20 | 3.011% | 9/15/62 | 725 | 771 | |
7 | BANK Series 2019-BN21 | 2.851% | 10/17/52 | 595 | 626 | |
7 | BANK Series 2019-BN21 | 3.093% | 10/17/52 | 300 | 314 | |
7 | BANK Series 2019-BN22 | 2.978% | 11/15/62 | 315 | 334 | |
7 | BANK Series 2019-BN23 | 2.920% | 12/15/52 | 735 | 777 | |
7 | BANK Series 2019-BN23 | 3.203% | 12/15/52 | 275 | 292 | |
7 | BANK Series 2019-BN24 | 2.960% | 11/15/62 | 575 | 610 | |
7 | BANK Series 2019-BN24 | 3.283% | 11/15/62 | 275 | 292 | |
7 | BANK Series 2020-BN25 | 2.649% | 1/15/63 | 375 | 390 | |
7 | BANK Series 2020-BN25 | 2.841% | 1/15/63 | 265 | 272 | |
7 | BANK Series 2020-BN26 | 2.403% | 3/15/63 | 675 | 689 | |
7 | BANK Series 2020-BN26 | 2.687% | 3/15/63 | 215 | 220 | |
7 | BANK Series 2020-BN27 | 2.144% | 4/15/63 | 600 | 601 | |
7 | BANK Series 2020-BN27 | 2.551% | 4/15/63 | 175 | 178 | |
7 | BANK Series 2020-BN28 | 1.844% | 3/15/63 | 180 | 176 | |
7 | BANK Series 2020-BN29 | 1.997% | 11/15/53 | 250 | 247 | |
7 | BANK Series 2020-BN30 | 1.925% | 12/15/53 | 300 | 295 | |
7 | BANK Series 2020-BN30 | 2.111% | 12/15/53 | 35 | 34 | |
7 | BANK Series 2021-BN31 | 2.036% | 2/15/54 | 225 | 223 | |
7 | BANK Series 2021-BN31 | 2.211% | 2/15/54 | 125 | 123 | |
7 | BANK Series 2021-BN32 | 2.643% | 4/15/54 | 350 | 364 | |
7 | BANK Series 2021-BN33 | 2.556% | 5/15/64 | 175 | 181 | |
7 | BANK Series 2021-BN34 | 2.438% | 6/15/63 | 675 | 690 | |
7 | BANK Series 2021-BN35 | 2.285% | 6/15/64 | 400 | 404 | |
7 | BANK Series 2021-BN36 | 2.470% | 9/15/64 | 600 | 615 | |
7 | BANK Series 2021-BN36 | 2.695% | 9/15/64 | 175 | 179 | |
7 | BANK Series 2021-BN37 | 2.618% | 11/15/64 | 600 | 622 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | 225 | 246 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | 1,150 | 1,206 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | 100 | 106 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | 625 | 662 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | 375 | 400 | |
7 | BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | 1,175 | 1,267 | |
7 | BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | 325 | 351 | |
7 | BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | 500 | 568 | |
7 | BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | 450 | 463 | |
7 | BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | 143 | 148 | |
7 | BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | 150 | 148 | |
7 | BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | 525 | 516 | |
7 | BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | 110 | 109 | |
7 | BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | 650 | 651 | |
7 | BBCMS Mortgage Trust Series 2021-C11 | 2.322% | 9/15/54 | 225 | 225 | |
7 | BBCMS Mortgage Trust Series 2021-C11 | 2.536% | 9/15/54 | 100 | 101 | |
7 | BBCMS Mortgage Trust Series 2021-C12 | 2.689% | 11/15/54 | 375 | 387 | |
7 | BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | 650 | 661 | |
7 | Bear Stearns Commercial Mortgage Securities Trust Series 2007-T26 | 5.430% | 1/12/45 | 46 | 46 | |
7 | Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | 450 | 491 | |
7 | Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | 200 | 217 | |
7 | Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | 450 | 458 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | 2,280 | 2,512 | |
7 | Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | 625 | 685 | |
7 | Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | 295 | 302 | |
7 | Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | 1,000 | 1,112 | |
7 | Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | 250 | 280 | |
7 | Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | 500 | 559 | |
7 | Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | 1,175 | 1,327 | |
7 | Benchmark Mortgage Trust Series 2018-B6 | 4.203% | 10/10/51 | 285 | 293 | |
7 | Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | 450 | 510 | |
7 | Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | 125 | 141 | |
7 | Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | 25 | 29 | |
7 | Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | 435 | 493 | |
7 | Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | 200 | 227 | |
7 | Benchmark Mortgage Trust Series 2019-B9 | 3.751% | 3/15/52 | 100 | 110 | |
7 | Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | 261 | 293 | |
7 | Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | 300 | 331 | |
7 | Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | 125 | 138 | |
7 | Benchmark Mortgage Trust Series 2019-B11 | 3.281% | 5/15/52 | 200 | 215 | |
7 | Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | 1,175 | 1,286 | |
7 | Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | 310 | 340 | |
7 | Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | 300 | 317 | |
7 | Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | 225 | 239 | |
7 | Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | 265 | 279 | |
7 | Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | 375 | 391 | |
7 | Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | 100 | 104 | |
7 | Benchmark Mortgage Trust Series 2020-B17 | 2.211% | 3/15/53 | 175 | 175 | |
7 | Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | 850 | 857 | |
7 | Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | 105 | 106 | |
7 | Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | 212 | 207 | |
7 | Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | 75 | 73 | |
7 | Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | 425 | 420 | |
7 | Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | 35 | 35 | |
7 | Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | 525 | 516 | |
7 | Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | 50 | 49 | |
7 | Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | 400 | 394 | |
7 | Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | 575 | 593 | |
7 | Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | 175 | 181 | |
7 | Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | 875 | 865 | |
7 | Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | 275 | 272 | |
7 | Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | 500 | 515 | |
7 | Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | 100 | 103 | |
7 | Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | 550 | 567 | |
7 | Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | 250 | 259 | |
7 | Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | 375 | 388 | |
7 | Benchmark Mortgage Trust Series 2021-B28 | 2.224% | 8/15/54 | 350 | 350 | |
7 | Benchmark Mortgage Trust Series 2021-B29 | 2.284% | 9/15/54 | 75 | 76 | |
7 | Benchmark Mortgage Trust Series 2021-B29 | 2.388% | 9/15/54 | 225 | 228 | |
7 | Benchmark Mortgage Trust Series 2021-B29 | 2.612% | 9/15/54 | 75 | 76 | |
7 | Benchmark Mortgage Trust Series 2021-B30 | 2.576% | 11/15/54 | 925 | 952 | |
7 | BMW Vehicle Lease Trust Series 2021-1 | 0.290% | 1/25/24 | 250 | 249 | |
7 | BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | 75 | 75 | |
7 | BMW Vehicle Lease Trust Series 2021-2 | 0.330% | 12/26/24 | 1,150 | 1,140 | |
7 | BMW Vehicle Lease Trust Series 2021-2 | 0.430% | 1/27/25 | 800 | 791 | |
7 | BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | 92 | 92 | |
7 | BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | 25 | 25 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | 65 | 72 | |
7 | Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | 550 | 575 | |
7 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | 560 | 592 | |
7 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | 240 | 256 | |
7 | Capital One Multi-Asset Execution Trust Series 2019-A3 | 2.060% | 8/15/28 | 700 | 720 | |
7 | Capital One Multi-Asset Execution Trust Series 2021-A1 | 0.550% | 7/15/26 | 850 | 838 | |
7 | Capital One Multi-Asset Execution Trust Series 2021-A2 | 1.390% | 7/15/30 | 2,175 | 2,139 | |
7 | Capital One Multi-Asset Execution Trust Series 2021-A3 | 1.040% | 11/16/26 | 1,875 | 1,867 | |
7 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.510% | 11/15/23 | 155 | 156 | |
7 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | 150 | 153 | |
7 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | 50 | 51 | |
7 | Capital One Prime Auto Receivables Trust Series 2021-1 | 0.770% | 9/15/26 | 400 | 397 | |
7 | Capital One Prime Auto Receivables Trust Series 2021-1 | 1.040% | 4/15/27 | 100 | 99 | |
7 | CarMax Auto Owner Trust Series 2018-1 | 2.640% | 6/15/23 | 49 | 49 | |
7 | CarMax Auto Owner Trust Series 2018-2 | 3.160% | 7/17/23 | 149 | 150 | |
7 | CarMax Auto Owner Trust Series 2019-3 | 2.180% | 8/15/24 | 161 | 162 | |
7 | CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | 100 | 102 | |
7 | CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | 345 | 348 | |
7 | CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | 55 | 56 | |
7 | CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | 100 | 100 | |
7 | CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | 25 | 25 | |
7 | CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | 1,825 | 1,816 | |
7 | CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | 75 | 74 | |
7 | CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | 25 | 25 | |
7 | CarMax Auto Owner Trust Series 2021-1 | 0.340% | 12/15/25 | 250 | 248 | |
7 | CarMax Auto Owner Trust Series 2021-1 | 0.530% | 10/15/26 | 50 | 49 | |
7 | CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | 475 | 471 | |
7 | CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | 100 | 99 | |
7 | CarMax Auto Owner Trust Series 2021-4 | 0.560% | 9/15/26 | 500 | 492 | |
7 | CarMax Auto Owner Trust Series 2021-4 | 0.820% | 4/15/27 | 100 | 98 | |
7 | Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | 100 | 99 | |
7 | Carvana Auto Receivables Trust Series 2021-P3 | 0.700% | 11/10/26 | 300 | 296 | |
7 | Carvana Auto Receivables Trust Series 2021-P3 | 1.030% | 6/10/27 | 75 | 74 | |
7 | CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | 625 | 647 | |
7 | CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | 600 | 643 | |
7 | CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | 66 | 69 | |
7 | CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | 503 | 542 | |
7 | CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | 131 | 139 | |
7 | CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | 500 | 537 | |
7 | CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | 300 | 321 | |
7 | CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | 250 | 264 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | 475 | 511 | |
7 | CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | 275 | 292 | |
7 | CD Mortgage Trust Series 2018-CD7 | 4.213% | 8/15/51 | 30 | 33 | |
7 | CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | 575 | 651 | |
7 | CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | 200 | 204 | |
7 | CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | 775 | 815 | |
7 | CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | 550 | 566 | |
7 | CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | 425 | 457 | |
7 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | 550 | 578 | |
7 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | 400 | 425 | |
7 | CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | 1,350 | 1,422 | |
7 | CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | 300 | 323 | |
7 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | 800 | 862 | |
7 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | 200 | 214 | |
7 | Chase Issuance Trust Series 2020-A1 | 1.530% | 1/15/25 | 1,900 | 1,917 | |
7 | Citibank Credit Card Issuance Trust Series 2018-A3 | 3.290% | 5/23/25 | 2,000 | 2,070 | |
7 | Citibank Credit Card Issuance Trust Series 2018-A6 | 3.210% | 12/7/24 | 400 | 410 | |
7 | Citibank Credit Card Issuance Trust Series 2018-A7 | 3.960% | 10/13/30 | 1,000 | 1,149 | |
7 | Citigroup Commercial Mortgage Trust Series 2012-GC8 | 3.024% | 9/10/45 | 553 | 556 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | 100 | 102 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | 100 | 102 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | 250 | 262 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | 350 | 366 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | 29 | 29 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | 275 | 288 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | 100 | 105 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | 100 | 105 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/10/47 | 32 | 33 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/10/47 | 125 | 131 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/10/47 | 125 | 131 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | 200 | 210 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | 150 | 156 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | 300 | 314 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | 650 | 684 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | 800 | 833 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | 325 | 337 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | 650 | 679 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | 318 | 331 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | 350 | 373 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.515% | 9/10/58 | 196 | 206 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | 425 | 455 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | 195 | 201 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | 425 | 448 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | 175 | 183 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | 2,100 | 2,241 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | 250 | 256 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | 250 | 261 | |
7 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.209% | 10/12/50 | 100 | 106 | |
7 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | 1,100 | 1,183 | |
7 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | 150 | 161 | |
7 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.744% | 3/10/51 | 175 | 190 | |
7 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | 150 | 153 | |
7 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | 1,200 | 1,332 | |
7 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | 184 | 196 | |
7 | Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | 975 | 1,023 | |
7 | Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | 1,125 | 1,195 | |
7 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | 450 | 468 | |
7 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | 190 | 198 | |
7 | CNH Equipment Trust Series 2021-C | 0.810% | 12/15/26 | 275 | 272 | |
7 | COMM Mortgage Trust Series 2012-CR2 | 3.147% | 8/15/45 | 144 | 144 | |
7 | COMM Mortgage Trust Series 2012-CR2 | 3.791% | 8/15/45 | 189 | 190 | |
7 | COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | 348 | 351 | |
7 | COMM Mortgage Trust Series 2013-CR6 | 3.101% | 3/10/46 | 1,858 | 1,875 | |
7 | COMM Mortgage Trust Series 2013-CR7 | 3.213% | 3/10/46 | 92 | 93 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | 273 | 281 | |
7 | COMM Mortgage Trust Series 2013-CR9 | 4.255% | 7/10/45 | 365 | 378 | |
7 | COMM Mortgage Trust Series 2013-CR10 | 4.210% | 8/10/46 | 160 | 166 | |
7 | COMM Mortgage Trust Series 2013-CR11 | 3.660% | 8/10/50 | 75 | 77 | |
7 | COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | 259 | 269 | |
7 | COMM Mortgage Trust Series 2013-CR11 | 4.258% | 8/10/50 | 330 | 345 | |
7 | COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | 200 | 210 | |
7 | COMM Mortgage Trust Series 2013-CR12 | 3.623% | 10/10/46 | 46 | 47 | |
7 | COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | 161 | 165 | |
7 | COMM Mortgage Trust Series 2013-CR12 | 4.046% | 10/10/46 | 125 | 130 | |
7 | COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | 75 | 78 | |
7 | COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | 50 | 52 | |
7 | COMM Mortgage Trust Series 2013-CR13 | 3.706% | 11/10/46 | 21 | 21 | |
7 | COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | 450 | 472 | |
7 | COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | 150 | 157 | |
7 | COMM Mortgage Trust Series 2013-LC6 | 2.941% | 1/10/46 | 209 | 211 | |
7 | COMM Mortgage Trust Series 2013-LC6 | 3.282% | 1/10/46 | 154 | 157 | |
7 | COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | 60 | 61 | |
7 | COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | 224 | 232 | |
7 | COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | 99 | 99 | |
7 | COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | 275 | 289 | |
7 | COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | 325 | 342 | |
7 | COMM Mortgage Trust Series 2014-CR14 | 4.605% | 2/10/47 | 175 | 184 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | 49 | 51 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | 209 | 219 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 4.641% | 2/10/47 | 105 | 110 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 4.691% | 2/10/47 | 175 | 184 | |
7 | COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | 47 | 48 | |
7 | COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | 275 | 290 | |
7 | COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | 100 | 103 | |
7 | COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | 67 | 68 | |
7 | COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | 125 | 132 | |
7 | COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | 150 | 158 | |
7 | COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | 650 | 683 | |
7 | COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | 150 | 158 | |
7 | COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | 275 | 289 | |
7 | COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | 3,814 | 3,944 | |
7 | COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | 325 | 342 | |
7 | COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | 240 | 253 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | 35 | 36 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | 202 | 212 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | 57 | 60 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | 36 | 38 | |
7 | COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | 350 | 369 | |
7 | COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | 225 | 236 | |
7 | COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | 167 | 175 | |
7 | COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | 500 | 529 | |
7 | COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | 252 | 259 | |
7 | COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | 800 | 844 | |
7 | COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | 225 | 238 | |
7 | COMM Mortgage Trust Series 2015-CR22 | 2.856% | 3/10/48 | 47 | 47 | |
7 | COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | 575 | 603 | |
7 | COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | 500 | 527 | |
7 | COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | 167 | 172 | |
7 | COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | 475 | 502 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | 175 | 186 | |
7 | COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | 467 | 484 | |
7 | COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | 425 | 455 | |
7 | COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | 850 | 907 | |
7 | COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | 313 | 325 | |
7 | COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | 400 | 426 | |
7 | COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | 325 | 341 | |
7 | COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | 44 | 45 | |
7 | COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | 425 | 444 | |
7 | COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | 200 | 210 | |
7 | COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | 200 | 215 | |
7 | COMM Mortgage Trust Series 2015-PC1 | 3.902% | 7/10/50 | 450 | 480 | |
7 | COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | 1,200 | 1,289 | |
7 | COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | 414 | 432 | |
7 | COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | 125 | 135 | |
7 | COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | 500 | 562 | |
7 | COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | 450 | 475 | |
7 | COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | 150 | 160 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | 400 | 420 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | 200 | 209 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | 175 | 179 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | 550 | 580 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | 225 | 235 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | 228 | 236 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | 925 | 984 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.119% | 8/15/48 | 200 | 206 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | 152 | 158 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | 500 | 536 | |
7 | CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | 800 | 856 | |
7 | CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | 800 | 853 | |
7 | CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | 250 | 268 | |
7 | CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | 575 | 616 | |
7 | CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | 1,200 | 1,316 | |
7 | CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | 250 | 280 | |
7 | CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | 975 | 1,089 | |
7 | CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | 1,125 | 1,205 | |
7 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | 1,075 | 1,120 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | 175 | 184 | |
7 | DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | 400 | 458 | |
7 | DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | 300 | 314 | |
7 | DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | 325 | 337 | |
7 | DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | 600 | 639 | |
7 | DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | 150 | 160 | |
7 | DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 8/15/53 | 200 | 197 | |
7 | Discover Card Execution Note Trust Series 2018-A1 | 3.030% | 8/15/25 | 1,000 | 1,026 | |
7 | Discover Card Execution Note Trust Series 2021-A1 | 0.580% | 9/15/26 | 850 | 837 | |
7 | Discover Card Execution Note Trust Series 2021-A2 | 1.030% | 9/15/28 | 725 | 708 | |
7 | Drive Auto Receivables Trust Series 2018-5 | 4.300% | 4/15/26 | 150 | 154 | |
7 | Drive Auto Receivables Trust Series 2019-1 | 4.090% | 6/15/26 | 460 | 469 | |
7 | Drive Auto Receivables Trust Series 2020-2 | 1.420% | 3/17/25 | 50 | 50 | |
7 | Drive Auto Receivables Trust Series 2021-1 | 0.650% | 7/15/25 | 125 | 125 | |
7 | Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | 100 | 100 | |
7 | Drive Auto Receivables Trust Series 2021-2 | 0.580% | 12/15/25 | 300 | 298 | |
7 | Drive Auto Receivables Trust Series 2021-2 | 0.870% | 10/15/27 | 250 | 247 | |
7 | Drive Auto Receivables Trust Series 2021-2 | 1.390% | 3/15/29 | 225 | 221 | |
7 | Drive Auto Receivables Trust Series 2021-3 | 1.110% | 5/15/26 | 75 | 75 | |
7 | Drive Auto Receivables Trust Series 2021-3 | 1.470% | 1/15/27 | 100 | 100 | |
7 | Exeter Automobile Receivables Trust Series 2020-3A | 1.320% | 7/15/25 | 310 | 310 | |
7 | Exeter Automobile Receivables Trust Series 2021-1A | 0.500% | 2/18/25 | 150 | 150 | |
7 | Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | 350 | 350 | |
7 | Exeter Automobile Receivables Trust Series 2021-3A | 0.690% | 1/15/26 | 175 | 174 | |
7 | Exeter Automobile Receivables Trust Series 2021-3A | 0.960% | 10/15/26 | 175 | 173 | |
7 | Exeter Automobile Receivables Trust Series 2021-3A | 1.550% | 6/15/27 | 75 | 74 | |
7,8 | Fannie Mae-Aces Series 2013-M7 | 2.280% | 12/27/22 | 141 | 142 | |
7,8 | Fannie Mae-Aces Series 2014-M1 | 3.123% | 7/25/23 | 747 | 767 | |
7,8 | Fannie Mae-Aces Series 2014-M3 | 3.489% | 1/25/24 | 211 | 220 | |
7,8 | Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | 429 | 445 | |
7,8 | Fannie Mae-Aces Series 2014-M7 | 3.228% | 6/25/24 | 832 | 868 | |
7,8 | Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | 505 | 522 | |
7,8 | Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | 657 | 682 | |
7,8 | Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | 324 | 338 | |
7,8 | Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | 902 | 931 | |
7,8 | Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | 534 | 553 | |
7,8 | Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | 344 | 357 | |
7,8 | Fannie Mae-Aces Series 2015-M4 | 2.509% | 7/25/22 | 107 | 107 | |
7,8 | Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | 524 | 542 | |
7,8 | Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | 824 | 861 | |
7,8 | Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | 345 | 369 | |
7,8 | Fannie Mae-Aces Series 2015-M12 | 2.799% | 5/25/25 | 678 | 709 | |
7,8 | Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | 858 | 900 | |
7,8 | Fannie Mae-Aces Series 2016-M2 | 2.152% | 1/25/23 | 221 | 223 | |
7,8 | Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | 389 | 407 | |
7,8 | Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | 400 | 418 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | 800 | 833 | |
7,8 | Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | 600 | 621 | |
7,8 | Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | 85 | 86 | |
7,8 | Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | 189 | 193 | |
7,8 | Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | 1,300 | 1,341 | |
7,8 | Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | 900 | 932 | |
7,8 | Fannie Mae-Aces Series 2016-M12 | 2.450% | 9/25/26 | 950 | 987 | |
7,8 | Fannie Mae-Aces Series 2016-M13 | 2.496% | 9/25/26 | 234 | 244 | |
7,8 | Fannie Mae-Aces Series 2017-M1 | 2.415% | 10/25/26 | 1,025 | 1,066 | |
7,8 | Fannie Mae-Aces Series 2017-M2 | 2.784% | 2/25/27 | 1,131 | 1,197 | |
7,8 | Fannie Mae-Aces Series 2017-M3 | 2.466% | 12/25/26 | 1,390 | 1,455 | |
7,8 | Fannie Mae-Aces Series 2017-M4 | 2.556% | 12/25/26 | 998 | 1,047 | |
7,8 | Fannie Mae-Aces Series 2017-M5 | 3.120% | 4/25/29 | 282 | 308 | |
7,8 | Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | 675 | 716 | |
7,8 | Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | 1,560 | 1,675 | |
7,8 | Fannie Mae-Aces Series 2017-M10 | 2.554% | 7/25/24 | 413 | 424 | |
7,8 | Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | 500 | 541 | |
7,8 | Fannie Mae-Aces Series 2017-M12 | 3.069% | 6/25/27 | 1,050 | 1,125 | |
7,8 | Fannie Mae-Aces Series 2017-M14 | 2.867% | 11/25/27 | 348 | 371 | |
7,8 | Fannie Mae-Aces Series 2017-M15 | 3.140% | 11/25/27 | 1,150 | 1,210 | |
7,8 | Fannie Mae-Aces Series 2018-M1 | 2.991% | 12/25/27 | 527 | 565 | |
7,8 | Fannie Mae-Aces Series 2018-M2 | 2.902% | 1/25/28 | 1,425 | 1,529 | |
7,8 | Fannie Mae-Aces Series 2018-M3 | 3.086% | 2/25/30 | 325 | 356 | |
7,8 | Fannie Mae-Aces Series 2018-M4 | 3.059% | 3/25/28 | 668 | 724 | |
7,8 | Fannie Mae-Aces Series 2018-M7 | 3.065% | 3/25/28 | 392 | 424 | |
7,8 | Fannie Mae-Aces Series 2018-M10 | 3.369% | 7/25/28 | 200 | 221 | |
7,8 | Fannie Mae-Aces Series 2018-M12 | 3.638% | 8/25/30 | 850 | 969 | |
7,8 | Fannie Mae-Aces Series 2018-M13 | 3.709% | 9/25/30 | 825 | 948 | |
7,8 | Fannie Mae-Aces Series 2018-M14 | 3.581% | 8/25/28 | 700 | 784 | |
7,8 | Fannie Mae-Aces Series 2019-M1 | 3.552% | 9/25/28 | 750 | 835 | |
7,8 | Fannie Mae-Aces Series 2019-M2 | 3.626% | 11/25/28 | 858 | 961 | |
7,8 | Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | 900 | 1,020 | |
7,8 | Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | 775 | 852 | |
7,8 | Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | 975 | 1,065 | |
7,8 | Fannie Mae-Aces Series 2019-M9 | 2.937% | 6/25/29 | 1,825 | 1,972 | |
7,8 | Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | 2,725 | 2,946 | |
7,8 | Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | 1,000 | 1,050 | |
7,8 | Fannie Mae-Aces Series 2019-M18 | 2.577% | 9/25/31 | 2,100 | 2,239 | |
7,8 | Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | 125 | 129 | |
7,8 | Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | 1,475 | 1,559 | |
7,8 | Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | 815 | 852 | |
7,8 | Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | 525 | 541 | |
7,8 | Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | 300 | 303 | |
7,8 | Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | 350 | 342 | |
7,8 | Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | 1,150 | 1,103 | |
7,8 | Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | 900 | 877 | |
7,8 | Fannie Mae-Aces Series 2020-M52 | 1.319% | 10/25/30 | 975 | 949 | |
7,8 | Fannie Mae-Aces Series 2021-M1 | 1.390% | 11/25/30 | 725 | 710 | |
7,8 | Fannie Mae-Aces Series 2021-M3G | 1.250% | 1/25/31 | 1,050 | 1,004 | |
7,8 | Fannie Mae-Aces Series 2021-M4 | 1.466% | 2/25/31 | 4,275 | 4,174 | |
7,8 | Fannie Mae-Aces Series 2021-M11 | 1.459% | 3/25/31 | 1,900 | 1,864 | |
7,8 | Fannie Mae-Aces Series 2021-M13 | 1.605% | 4/25/31 | 215 | 213 | |
7,8 | Fannie Mae-Aces Series 2021-M13 | 1.629% | 3/25/33 | 200 | 195 | |
7,8 | Fannie Mae-Aces Series 2021-M19 | 1.741% | 10/25/31 | 1,250 | 1,247 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K027 | 2.637% | 1/25/23 | 1,275 | 1,294 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K029 | 3.320% | 2/25/23 | 1,215 | 1,244 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K031 | 3.300% | 4/25/23 | 1,260 | 1,295 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K034 | 3.531% | 7/25/23 | 1,208 | 1,249 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | 1,375 | 1,430 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | 50 | 52 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | 61 | 62 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | 1,275 | 1,333 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | 72 | 73 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | 850 | 892 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | 188 | 193 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | 1,025 | 1,078 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | 1,000 | 1,051 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | 81 | 82 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | 2,375 | 2,469 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | 73 | 74 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | 600 | 630 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 2.493% | 11/25/24 | 205 | 207 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 11/25/25 | 675 | 709 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | 650 | 688 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | 109 | 112 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | 525 | 559 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | 1,025 | 1,090 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | 450 | 475 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | 750 | 800 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | 450 | 479 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | 275 | 291 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | 700 | 736 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | 1,000 | 1,050 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | 575 | 601 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | 1,025 | 1,074 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | 500 | 527 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | 800 | 858 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | 1,000 | 1,083 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | 2,000 | 2,171 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | 2,400 | 2,616 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | 1,775 | 1,935 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | 1,300 | 1,407 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | 915 | 993 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | 600 | 648 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | 875 | 950 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | 500 | 545 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | 875 | 952 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | 275 | 301 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | 960 | 1,051 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | 450 | 497 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | 500 | 550 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | 1,000 | 1,115 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | 675 | 755 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | 2,575 | 2,920 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | 500 | 566 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | 1,000 | 1,140 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | 273 | 296 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | 800 | 912 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | 1,200 | 1,367 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | 550 | 628 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | 3,425 | 3,942 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 10/25/28 | 2,400 | 2,702 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | 1,025 | 1,172 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | 91 | 97 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | 800 | 906 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | 1,175 | 1,327 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | 475 | 533 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | 900 | 1,001 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | 300 | 336 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | 975 | 1,079 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | 1,650 | 1,792 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | 1,150 | 1,244 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | 1,150 | 1,237 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | 1,000 | 1,056 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | 1,850 | 1,942 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | 850 | 903 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | 1,500 | 1,587 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | 1,400 | 1,483 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | 1,100 | 1,174 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 1/25/30 | 1,835 | 1,907 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 3/25/53 | 365 | 369 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | 600 | 591 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | 1,000 | 988 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | 225 | 221 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | 550 | 534 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | 700 | 680 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | 1,250 | 1,215 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | 1,200 | 1,168 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | 1,600 | 1,567 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | 1,100 | 1,077 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 8/25/30 | 124 | 120 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 10/25/30 | 700 | 688 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 11/25/30 | 49 | 48 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | 700 | 687 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 12/25/30 | 2,150 | 2,126 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | 1,225 | 1,215 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | 1.846% | 1/25/31 | 875 | 881 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | 1,075 | 1,102 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | 600 | 617 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | 1,115 | 1,138 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | 250 | 246 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | 1,800 | 1,821 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | 1.723% | 6/25/31 | 700 | 696 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | 1.853% | 7/25/31 | 5,750 | 5,784 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | 2.023% | 8/25/31 | 500 | 510 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | 2.096% | 9/25/31 | 900 | 924 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 1.714% | 7/25/31 | 100 | 100 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 2.243% | 10/25/31 | 850 | 884 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | 2.154% | 10/25/31 | 550 | 567 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | 400 | 438 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | 1,600 | 1,763 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | 900 | 999 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | 250 | 280 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | 400 | 455 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | 400 | 460 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | 850 | 992 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | 275 | 322 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | 375 | 442 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | 3.900% | 12/25/30 | 300 | 350 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | 3.950% | 11/25/30 | 300 | 349 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K718 | 2.791% | 1/25/22 | 17 | 17 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K722 | 2.183% | 5/25/22 | 80 | 80 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | 481 | 492 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | 1,000 | 1,032 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | 1,200 | 1,242 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | 659 | 682 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | 1,500 | 1,554 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | 1,163 | 1,213 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | 2,000 | 2,093 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | 1,200 | 1,271 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | 1,000 | 1,058 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | 1,000 | 1,069 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | 1,565 | 1,672 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | 2,000 | 2,118 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | 1,700 | 1,785 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | 1,850 | 1,836 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | 1,725 | 1,732 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | 850 | 860 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | 550 | 557 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | 1.712% | 7/25/28 | 418 | 422 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | 1.657% | 8/25/28 | 1,100 | 1,105 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | 2.031% | 10/25/54 | 725 | 745 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | 300 | 345 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | 2,135 | 2,486 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | 375 | 425 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | 950 | 1,083 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | 2,295 | 2,448 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | 950 | 1,020 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | 625 | 612 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | 875 | 833 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | 1,250 | 1,190 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | 1.860% | 10/25/35 | 375 | 362 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | 2.013% | 12/25/35 | 1,065 | 1,046 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | 249 | 255 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | 875 | 900 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | 2.184% | 8/25/36 | 700 | 700 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | 2.361% | 10/25/36 | 675 | 690 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | 800 | 848 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | 800 | 843 | |
7 | Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | 175 | 178 | |
7 | Ford Credit Auto Lease Trust Series 2021-A | 0.260% | 2/15/24 | 450 | 449 | |
7 | Ford Credit Auto Lease Trust Series 2021-A | 0.300% | 4/15/24 | 100 | 99 | |
7 | Ford Credit Auto Lease Trust Series 2021-B | 0.370% | 10/15/24 | 575 | 571 | |
7 | Ford Credit Auto Owner Trust Series 2019-A | 2.780% | 9/15/23 | 182 | 184 | |
7 | Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | 275 | 280 | |
7 | Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | 39 | 39 | |
7 | Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | 566 | 566 | |
7 | Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | 125 | 125 | |
7 | Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | 275 | 274 | |
7 | Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | 125 | 123 | |
7 | Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | 650 | 646 | |
7 | Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | 235 | 231 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 900 | 926 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | 4.060% | 11/15/30 | 700 | 782 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2019-2 | 3.060% | 4/15/26 | 775 | 808 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | 765 | 789 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 1,065 | 1,060 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 675 | 665 | |
7 | GM Financial Automobile Leasing Trust Series 2020-1 | 1.670% | 12/20/22 | 44 | 44 | |
7 | GM Financial Automobile Leasing Trust Series 2020-1 | 1.700% | 12/20/23 | 40 | 40 | |
7 | GM Financial Automobile Leasing Trust Series 2020-2 | 0.800% | 7/20/23 | 75 | 75 | |
7 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.510% | 10/21/24 | 75 | 75 | |
7 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | 25 | 25 | |
7 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.340% | 5/20/24 | 400 | 398 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | 75 | 74 | |
7 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.390% | 10/21/24 | 550 | 545 | |
7 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.500% | 7/21/25 | 100 | 99 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2018-2 | 3.020% | 12/18/23 | 333 | 334 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | 115 | 117 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | 125 | 125 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | 450 | 448 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | 65 | 64 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | 350 | 348 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | 1,390 | 1,373 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | 235 | 233 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | 75 | 74 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.480% | 6/16/26 | 425 | 421 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.730% | 8/16/27 | 225 | 221 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.680% | 9/16/26 | 275 | 273 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.990% | 10/18/27 | 100 | 99 | |
7 | GM Financial Leasing Trust Series 2021-1 | 0.260% | 2/20/24 | 300 | 299 | |
7 | GM Financial Leasing Trust Series 2021-1 | 0.330% | 2/20/25 | 75 | 75 | |
7 | GM Financial Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | 50 | 50 | |
7 | GS Mortgage Securities Corp. II Series 2013-GC10 | 2.943% | 2/10/46 | 246 | 250 | |
7 | GS Mortgage Securities Corp. II Series 2013-GC10 | 3.279% | 2/10/46 | 92 | 94 | |
7 | GS Mortgage Securities Trust Series 2012-GCJ7 | 3.377% | 5/10/45 | 45 | 45 | |
7 | GS Mortgage Securities Trust Series 2012-GCJ9 | 2.773% | 11/10/45 | 316 | 319 | |
7 | GS Mortgage Securities Trust Series 2013-GC12 | 3.135% | 6/10/46 | 275 | 282 | |
7 | GS Mortgage Securities Trust Series 2013-GC12 | 3.375% | 6/10/46 | 118 | 121 | |
7 | GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | 40 | 40 | |
7 | GS Mortgage Securities Trust Series 2013-GC14 | 4.243% | 8/10/46 | 1,075 | 1,119 | |
7 | GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | 44 | 45 | |
7 | GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | 625 | 654 | |
7 | GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | 1,025 | 1,073 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | 275 | 284 | |
7 | GS Mortgage Securities Trust Series 2014-GC22 | 3.467% | 6/10/47 | 75 | 77 | |
7 | GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | 150 | 158 | |
7 | GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | 475 | 502 | |
7 | GS Mortgage Securities Trust Series 2014-GC24 | 4.512% | 9/10/47 | 125 | 128 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | 145 | 150 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | 800 | 843 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | 125 | 132 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | 125 | 129 | |
7 | GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | 500 | 525 | |
7 | GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | 450 | 474 | |
7 | GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | 313 | 325 | |
7 | GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | 175 | 187 | |
7 | GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | 336 | 348 | |
7 | GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | 400 | 424 | |
7 | GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | 300 | 315 | |
7 | GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | 775 | 809 | |
7 | GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | 275 | 294 | |
7 | GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | 200 | 211 | |
7 | GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | 625 | 678 | |
7 | GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | 250 | 268 | |
7 | GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | 700 | 749 | |
7 | GS Mortgage Securities Trust Series 2017-GS6 | 3.638% | 5/10/50 | 100 | 107 | |
7 | GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | 30 | 32 | |
7 | GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | 983 | 1,055 | |
7 | GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | 262 | 279 | |
7 | GS Mortgage Securities Trust Series 2017-GS8 | 3.205% | 11/10/50 | 200 | 212 | |
7 | GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | 400 | 438 | |
7 | GS Mortgage Securities Trust Series 2019-GC40 | 2.904% | 7/10/52 | 250 | 262 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | 550 | 588 | |
7 | GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | 1,125 | 1,191 | |
7 | GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | 275 | 292 | |
7 | GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | 500 | 531 | |
7 | GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | 525 | 553 | |
7 | GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | 150 | 158 | |
7 | GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | 250 | 254 | |
7 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | 475 | 467 | |
7 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | 75 | 74 | |
7 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.560% | 11/16/26 | 700 | 694 | |
7 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.820% | 5/15/29 | 125 | 123 | |
7 | Honda Auto Receivables Owner Trust Series 2019-2 | 2.540% | 3/21/25 | 125 | 127 | |
7 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | 70 | 71 | |
7 | Honda Auto Receivables Owner Trust Series 2020-2 | 0.820% | 7/15/24 | 242 | 242 | |
7 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.370% | 10/18/24 | 1,465 | 1,460 | |
7 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | 75 | 74 | |
7 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | 425 | 422 | |
7 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | 185 | 182 | |
7 | Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | 550 | 545 | |
7 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.410% | 11/18/25 | 300 | 297 | |
7 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.600% | 12/20/27 | 75 | 74 | |
7 | Honda Auto Receivables Owner Trust Series 2021-4 | 0.880% | 1/21/26 | 400 | 399 | |
7 | Honda Auto Receivables Owner Trust Series 2021-4 | 1.140% | 6/21/28 | 100 | 100 | |
7 | Hyundai Auto Receivables Trust Series 2018-A | 2.940% | 6/17/24 | 63 | 63 | |
7 | Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | 75 | 76 | |
7 | Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | 50 | 50 | |
7 | Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | 175 | 175 | |
7 | Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | 75 | 75 | |
7 | Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | 200 | 199 | |
7 | Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | 50 | 49 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | 150 | 149 | |
7 | Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | 75 | 74 | |
7 | Hyundai Auto Receivables Trust Series 2021-C | 0.740% | 5/15/26 | 225 | 224 | |
7 | Hyundai Auto Receivables Trust Series 2021-C | 1.030% | 12/15/27 | 100 | 99 | |
7 | John Deere Owner Trust Series 2021-B | 0.520% | 3/16/26 | 400 | 394 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C6 | 3.507% | 5/15/45 | 288 | 289 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C8 | 2.829% | 10/15/45 | 1,260 | 1,266 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-CBX | 3.483% | 6/15/45 | 72 | 73 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | 143 | 146 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | 109 | 111 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | 53 | 54 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | 130 | 133 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | 300 | 314 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | 150 | 157 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.941% | 12/15/46 | 150 | 158 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 2.960% | 4/15/46 | 673 | 686 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | 175 | 177 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | 250 | 262 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | 325 | 349 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | 975 | 1,010 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | 400 | 432 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | 325 | 350 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | 122 | 125 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.037% | 7/15/45 | 81 | 83 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | 82 | 84 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | 596 | 611 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | 220 | 226 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | 23 | 23 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | 435 | 452 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | 275 | 287 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | 77 | 79 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | 625 | 653 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | 125 | 131 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.886% | 1/15/47 | 188 | 196 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | 774 | 807 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | 93 | 98 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.793% | 2/15/47 | 113 | 117 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | 74 | 75 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | 225 | 234 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | 175 | 184 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | 53 | 54 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | 100 | 105 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | 75 | 79 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | 650 | 682 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | 175 | 182 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | 319 | 337 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | 188 | 199 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | 5 | 5 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | 150 | 157 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | 300 | 310 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | 750 | 788 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | 200 | 209 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | 360 | 377 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | 200 | 210 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | 200 | 207 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | 267 | 275 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.179% | 2/15/48 | 218 | 226 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.227% | 10/15/48 | 500 | 519 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | 100 | 102 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | 143 | 148 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | 350 | 368 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | 280 | 289 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | 425 | 453 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | 200 | 215 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | 146 | 152 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | 441 | 466 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | 293 | 304 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | 425 | 442 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | 300 | 321 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/15/49 | 258 | 268 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | 1,250 | 1,349 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.050% | 7/15/50 | 104 | 105 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | 250 | 269 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | 400 | 428 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | 1,400 | 1,570 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | 850 | 921 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | 75 | 81 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | 300 | 315 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | 150 | 154 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | 3.141% | 12/15/49 | 100 | 106 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | 2,000 | 2,163 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | 425 | 452 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | 275 | 295 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | 175 | 188 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | 1,000 | 1,123 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | 125 | 140 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | 1,250 | 1,331 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | 250 | 249 | |
7 | Mercedes-Benz Auto Lease Trust Series 2020-A | 1.840% | 12/15/22 | 123 | 123 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Mercedes-Benz Auto Lease Trust Series 2020-A | 1.880% | 9/15/25 | 125 | 126 | |
7 | Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | 50 | 50 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.250% | 1/16/24 | 300 | 299 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | 125 | 124 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | 225 | 223 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | 100 | 99 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | 30 | 30 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.460% | 6/15/26 | 325 | 322 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.730% | 12/15/27 | 50 | 49 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C5 | 3.176% | 8/15/45 | 163 | 164 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 2.918% | 2/15/46 | 179 | 181 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | 36 | 37 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.134% | 12/15/48 | 225 | 228 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.376% | 12/15/48 | 100 | 102 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.102% | 5/15/46 | 150 | 152 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.456% | 5/15/46 | 125 | 128 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.075% | 7/15/46 | 1,600 | 1,651 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.151% | 8/15/46 | 240 | 247 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.351% | 8/15/46 | 120 | 119 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 4.259% | 10/15/46 | 445 | 464 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | 300 | 314 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.745% | 11/15/46 | 150 | 157 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | 375 | 393 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.859% | 2/15/47 | 150 | 158 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | 36 | 37 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | 325 | 341 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.332% | 6/15/47 | 125 | 127 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | 100 | 106 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.456% | 10/15/47 | 125 | 131 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | 132 | 136 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | 275 | 289 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | 106 | 109 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | 725 | 759 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | 293 | 301 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | 325 | 341 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | 200 | 206 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | 102 | 106 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | 450 | 480 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | 275 | 294 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | 376 | 387 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | 350 | 373 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | 208 | 216 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | 800 | 852 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | 154 | 159 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | 250 | 268 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.272% | 1/15/49 | 177 | 183 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | 197 | 204 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | 800 | 851 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | 800 | 834 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | 950 | 1,003 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | 800 | 869 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | 325 | 350 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | 1,000 | 1,081 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | 400 | 429 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | 400 | 424 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | 575 | 623 | |
7 | Morgan Stanley Capital I Series 2017-HR2 | 3.587% | 12/15/50 | 225 | 244 | |
7 | Morgan Stanley Capital I Trust Series 2012-C4 | 3.773% | 3/15/45 | 106 | 106 | |
7 | Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | 300 | 321 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | 400 | 422 | |
7 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | 317 | 332 | |
7 | Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | 800 | 833 | |
7 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | 825 | 888 | |
7 | Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.329% | 3/15/49 | 125 | 132 | |
7 | Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | 550 | 593 | |
7 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | 1,050 | 1,138 | |
7 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | 125 | 136 | |
7 | Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | 200 | 215 | |
7 | Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | 250 | 272 | |
7 | Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | 625 | 701 | |
7 | Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | 775 | 826 | |
7 | Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | 300 | 296 | |
7 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | 750 | 776 | |
7 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | 115 | 119 | |
7 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.444% | 6/15/54 | 375 | 380 | |
7 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.749% | 6/15/54 | 50 | 51 | |
7 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.951% | 6/15/54 | 25 | 25 | |
7 | Morgan Stanley Capital I Trust Series 2021-L7 | 2.574% | 10/15/54 | 725 | 742 | |
7 | Nissan Auto Lease Trust Series 2020-A | 1.840% | 1/17/23 | 83 | 83 | |
7 | Nissan Auto Lease Trust Series 2020-A | 1.880% | 4/15/25 | 75 | 75 | |
7 | Nissan Auto Lease Trust Series 2021-A | 0.520% | 8/15/24 | 350 | 348 | |
7 | Nissan Auto Lease Trust Series 2021-A | 0.650% | 7/15/26 | 100 | 100 | |
7 | Nissan Auto Receivables Owner Trust Series 2019-B | 2.540% | 12/15/25 | 150 | 153 | |
7 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | 150 | 152 | |
7 | Nissan Auto Receivables Owner Trust Series 2020-A | 1.380% | 12/16/24 | 135 | 136 | |
7 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | 176 | 176 | |
7 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | 50 | 50 | |
7 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | 475 | 470 | |
7 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | 225 | 220 | |
7 | PSNH Funding LLC 3 Series 2018-1 | 3.094% | 2/1/26 | 82 | 84 | |
7 | PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | 100 | 106 | |
7 | PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | 225 | 256 | |
7 | Santander Drive Auto Receivables Trust Series 2020-1 | 4.110% | 12/15/25 | 195 | 201 | |
7 | Santander Drive Auto Receivables Trust Series 2020-2 | 0.960% | 11/15/24 | 95 | 95 | |
7 | Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | 150 | 151 | |
7 | Santander Drive Auto Receivables Trust Series 2020-3 | 0.690% | 3/17/25 | 150 | 150 | |
7 | Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | 100 | 100 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Santander Drive Auto Receivables Trust Series 2020-4 | 0.730% | 3/17/25 | 100 | 100 | |
7 | Santander Drive Auto Receivables Trust Series 2020-4 | 1.010% | 1/15/26 | 150 | 150 | |
7 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.500% | 4/15/25 | 375 | 375 | |
7 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | 200 | 200 | |
7 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.590% | 9/15/25 | 135 | 135 | |
7 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.900% | 6/15/26 | 320 | 317 | |
7 | Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | 275 | 272 | |
7 | Santander Drive Auto Receivables Trust Series 2021-3 | 0.950% | 9/15/27 | 175 | 173 | |
7 | Santander Drive Auto Receivables Trust Series 2021-3 | 1.330% | 9/15/27 | 250 | 246 | |
7 | Santander Drive Auto Receivables Trust Series 2021-4 | 0.880% | 6/15/26 | 425 | 421 | |
7 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.260% | 2/16/27 | 225 | 222 | |
7 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.670% | 10/15/27 | 100 | 99 | |
7 | Synchrony Card Funding LLC Series 2019-A2 | 2.340% | 6/15/25 | 260 | 262 | |
7 | Synchrony Credit Card Master Note Trust Series 2018-2 | 3.470% | 5/15/26 | 1,175 | 1,216 | |
7 | Toyota Auto Receivables Owner Trust Series 2018-A | 2.520% | 5/15/23 | 61 | 61 | |
7 | Toyota Auto Receivables Owner Trust Series 2018-B | 3.110% | 11/15/23 | 75 | 75 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | 195 | 197 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | 47 | 47 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | 165 | 165 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | 300 | 299 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | 50 | 49 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | 250 | 249 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | 100 | 98 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | 1,450 | 1,436 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | 175 | 172 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.430% | 1/15/26 | 525 | 520 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.720% | 1/15/27 | 125 | 123 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-D | 0.710% | 4/15/26 | 250 | 248 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-D | 1.020% | 3/15/27 | 100 | 99 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | 800 | 853 | |
7 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | 350 | 374 | |
7 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | 600 | 645 | |
7 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | 150 | 159 | |
7 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | 725 | 772 | |
7 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | 300 | 320 | |
7 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | 475 | 493 | |
7 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | 600 | 647 | |
7 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | 262 | 279 | |
7 | UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | 400 | 429 | |
7 | UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | 600 | 651 | |
7 | UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | 325 | 353 | |
7 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | 600 | 653 | |
7 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | 200 | 221 | |
7 | UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | 325 | 360 | |
7 | UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | 1,200 | 1,327 | |
7 | UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | 800 | 900 | |
7 | UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | 150 | 168 | |
7 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | 475 | 534 | |
7 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | 113 | 117 | |
7 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | 600 | 679 | |
7 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | 100 | 113 | |
7 | UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | 975 | 1,112 | |
7 | UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | 575 | 653 | |
7 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | 400 | 439 | |
7 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | 125 | 137 | |
7 | UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | 450 | 472 | |
7 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | 275 | 291 | |
7 | UBS-Barclays Commercial Mortgage Trust Series 2012-C4 | 2.850% | 12/10/45 | 1,000 | 1,009 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | UBS-Barclays Commercial Mortgage Trust Series 2013-C5 | 3.185% | 3/10/46 | 290 | 293 | |
7 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | 175 | 178 | |
7 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | 75 | 76 | |
7 | Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | 2,500 | 2,468 | |
7 | Verizon Master Trust Series 2021-2 | 0.990% | 4/20/28 | 1,550 | 1,538 | |
7 | Verizon Owner Trust Series 2020-A | 1.850% | 7/22/24 | 730 | 735 | |
7 | Verizon Owner Trust Series 2020-B | 0.470% | 2/20/25 | 1,969 | 1,964 | |
7 | Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | 1,030 | 1,024 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | 85 | 85 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.020% | 6/22/26 | 550 | 550 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.260% | 10/20/28 | 100 | 100 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2012-LC5 | 2.918% | 10/15/45 | 199 | 200 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | 48 | 50 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | 900 | 945 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | 50 | 51 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.271% | 12/15/47 | 90 | 90 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | 400 | 421 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | 200 | 210 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | ���2/15/48 | 254 | 261 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | 200 | 209 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | 175 | 181 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C27 | 3.190% | 2/15/48 | 685 | 707 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | 625 | 662 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | 117 | 124 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | 174 | 179 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | 625 | 664 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.664% | 9/15/58 | 225 | 240 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | 72 | 74 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | 853 | 893 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | 200 | 207 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | 130 | 135 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | 275 | 295 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | 225 | 242 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | 24 | 24 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | 71 | 73 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | 175 | 183 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | 263 | 274 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | 200 | 215 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | 760 | 801 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | 525 | 544 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | 179 | 185 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | 475 | 508 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | 315 | 335 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | 325 | 339 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | 175 | 180 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | 325 | 354 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | 320 | 329 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | 614 | 644 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 3.367% | 10/15/49 | 100 | 105 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | 210 | 227 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | 854 | 922 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | 242 | 259 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | 725 | 781 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | 400 | 429 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | 400 | 425 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | 600 | 650 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | 150 | 161 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | 1,000 | 1,079 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | 1,200 | 1,302 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | 1,200 | 1,302 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | 1,200 | 1,333 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | 200 | 220 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | 775 | 870 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | 1,000 | 1,123 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | 475 | 533 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | 1,075 | 1,227 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | 500 | 568 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | 975 | 1,094 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | 575 | 635 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | 780 | 841 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | 200 | 210 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | 350 | 369 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | 750 | 798 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | 450 | 482 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | 675 | 702 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | 135 | 138 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | 175 | 174 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | 2.626% | 4/15/54 | 400 | 414 | |
7 | WFRBS Commercial Mortgage Trust Series 2012-C7 | 3.431% | 6/15/45 | 276 | 277 | |
7 | WFRBS Commercial Mortgage Trust Series 2012-C7 | 4.090% | 6/15/45 | 250 | 250 | |
7 | WFRBS Commercial Mortgage Trust Series 2012-C8 | 3.001% | 8/15/45 | 153 | 153 | |
7 | WFRBS Commercial Mortgage Trust Series 2012-C9 | 2.870% | 11/15/45 | 311 | 314 | |
7 | WFRBS Commercial Mortgage Trust Series 2012-C10 | 2.875% | 12/15/45 | 600 | 606 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C11 | 3.071% | 3/15/45 | 248 | 252 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.198% | 3/15/48 | 76 | 77 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.560% | 3/15/48 | 52 | 53 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.001% | 5/15/45 | 222 | 226 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | 44 | 45 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.337% | 6/15/46 | 400 | 411 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | 200 | 204 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | 45 | 46 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.153% | 8/15/46 | 650 | 672 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | 160 | 165 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | 68 | 69 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | 180 | 188 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | 290 | 304 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | 39 | 40 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | 100 | 104 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | 100 | 104 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | 100 | 105 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | 1,436 | 1,507 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | 50 | 52 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.862% | 12/15/46 | 75 | 78 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | 174 | 182 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.039% | 3/15/46 | 50 | 53 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | 22 | 22 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.660% | 3/15/47 | 52 | 52 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | 175 | 184 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | 50 | 52 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | 46 | 47 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | 125 | 131 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | 125 | 131 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | 253 | 263 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | 425 | 446 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | 650 | 683 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | 100 | 105 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | 140 | 145 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | 125 | 133 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | 75 | 79 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C25 | 3.631% | 11/15/47 | 200 | 211 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | 124 | 126 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | 725 | 759 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | 300 | 314 | |
7 | World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | 322 | 325 | |
7 | World Omni Auto Receivables Trust Series 2020-A | 1.700% | 1/17/23 | 200 | 201 | |
7 | World Omni Auto Receivables Trust Series 2020-A | 1.790% | 6/16/25 | 115 | 116 | |
7 | World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | 175 | 175 | |
7 | World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | 50 | 50 | |
7 | World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | 200 | 200 | |
7 | World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | 75 | 74 | |
7 | World Omni Auto Receivables Trust Series 2021-A | 0.300% | 1/15/26 | 215 | 214 | |
7 | World Omni Auto Receivables Trust Series 2021-A | 0.480% | 9/15/26 | 50 | 49 | |
7 | World Omni Auto Receivables Trust Series 2021-B | 0.420% | 6/15/26 | 350 | 346 | |
7 | World Omni Auto Receivables Trust Series 2021-C | 0.440% | 8/17/26 | 350 | 346 | |
7 | World Omni Auto Receivables Trust Series 2021-C | 0.640% | 9/15/27 | 150 | 147 | |
7 | World Omni Auto Receivables Trust Series 2021-D | 0.810% | 10/15/26 | 375 | 373 | |
7 | World Omni Auto Receivables Trust Series 2021-D | 1.100% | 11/15/27 | 250 | 249 | |
7 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.450% | 2/15/24 | 350 | 348 | |
7 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | 75 | 75 | |
7 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.420% | 8/15/24 | 200 | 198 | |
7 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.500% | 11/16/26 | 75 | 74 | |
7 | World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | 50 | 50 | |
7 | World Omni Select Auto Trust Series 2021-A | 0.530% | 3/15/27 | 150 | 149 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $540,550) | 554,269 | |||||
Corporate Bonds (10.5%) | ||||||
Communications (0.9%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 1,047 | 1,122 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 1,000 | 924 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 325 | 391 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 1,200 | 1,053 | ||
Alphabet Inc. | 3.375% | 2/25/24 | 100 | 106 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 800 | 782 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alphabet Inc. | 1.998% | 8/15/26 | 1,600 | 1,651 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 900 | 868 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 1,800 | 1,696 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 1,000 | 911 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 2,000 | 1,793 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 1,600 | 1,430 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 700 | 757 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 700 | 724 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 800 | 1,106 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 300 | 407 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 1,500 | 2,075 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 950 | 1,124 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 2,000 | 2,433 | ||
AT&T Inc. | 4.050% | 12/15/23 | 375 | 397 | ||
AT&T Inc. | 0.900% | 3/25/24 | 1,500 | 1,494 | ||
AT&T Inc. | 4.450% | 4/1/24 | 825 | 881 | ||
AT&T Inc. | 3.950% | 1/15/25 | 804 | 860 | ||
AT&T Inc. | 3.400% | 5/15/25 | 3,632 | 3,843 | ||
AT&T Inc. | 3.600% | 7/15/25 | 825 | 880 | ||
AT&T Inc. | 4.125% | 2/17/26 | 2,514 | 2,741 | ||
AT&T Inc. | 1.700% | 3/25/26 | 3,000 | 2,988 | ||
AT&T Inc. | 3.800% | 2/15/27 | 2,570 | 2,794 | ||
AT&T Inc. | 2.300% | 6/1/27 | 2,650 | 2,701 | ||
AT&T Inc. | 1.650% | 2/1/28 | 2,750 | 2,693 | ||
7 | AT&T Inc. | 4.100% | 2/15/28 | 952 | 1,058 | |
AT&T Inc. | 4.350% | 3/1/29 | 2,700 | 3,038 | ||
7 | AT&T Inc. | 4.300% | 2/15/30 | 2,249 | 2,534 | |
AT&T Inc. | 2.750% | 6/1/31 | 2,600 | 2,651 | ||
AT&T Inc. | 2.250% | 2/1/32 | 3,000 | 2,903 | ||
AT&T Inc. | 2.550% | 12/1/33 | 3,118 | 3,053 | ||
AT&T Inc. | 4.500% | 5/15/35 | 2,230 | 2,574 | ||
AT&T Inc. | 5.250% | 3/1/37 | 2,825 | 3,495 | ||
AT&T Inc. | 4.900% | 8/15/37 | 1,405 | 1,691 | ||
AT&T Inc. | 4.850% | 3/1/39 | 1,000 | 1,195 | ||
AT&T Inc. | 5.350% | 9/1/40 | 1,205 | 1,524 | ||
AT&T Inc. | 3.500% | 6/1/41 | 2,650 | 2,727 | ||
AT&T Inc. | 5.550% | 8/15/41 | 410 | 535 | ||
AT&T Inc. | 5.150% | 3/15/42 | 1,000 | 1,239 | ||
AT&T Inc. | 4.900% | 6/15/42 | 900 | 1,081 | ||
AT&T Inc. | 4.300% | 12/15/42 | 1,523 | 1,718 | ||
AT&T Inc. | 3.100% | 2/1/43 | 3,600 | 3,486 | ||
AT&T Inc. | 4.350% | 6/15/45 | 1,137 | 1,287 | ||
AT&T Inc. | 4.750% | 5/15/46 | 1,825 | 2,206 | ||
7 | AT&T Inc. | 5.150% | 11/15/46 | 742 | 945 | |
AT&T Inc. | 4.500% | 3/9/48 | 1,900 | 2,218 | ||
AT&T Inc. | 4.550% | 3/9/49 | 5,062 | 5,967 | ||
AT&T Inc. | 5.150% | 2/15/50 | 750 | 962 | ||
AT&T Inc. | 3.650% | 6/1/51 | 3,135 | 3,253 | ||
AT&T Inc. | 3.300% | 2/1/52 | 1,800 | 1,763 | ||
AT&T Inc. | 3.500% | 9/15/53 | 6,906 | 6,980 | ||
AT&T Inc. | 3.550% | 9/15/55 | 7,751 | 7,765 | ||
AT&T Inc. | 3.800% | 12/1/57 | 5,253 | 5,473 | ||
AT&T Inc. | 3.650% | 9/15/59 | 4,249 | 4,289 | ||
AT&T Inc. | 3.850% | 6/1/60 | 1,155 | 1,206 | ||
AT&T Inc. | 3.500% | 2/1/61 | 1,400 | 1,382 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Baidu Inc. | 3.875% | 9/29/23 | 800 | 833 | ||
Baidu Inc. | 4.375% | 5/14/24 | 400 | 426 | ||
Baidu Inc. | 3.075% | 4/7/25 | 200 | 208 | ||
Baidu Inc. | 1.720% | 4/9/26 | 500 | 494 | ||
Baidu Inc. | 3.625% | 7/6/27 | 325 | 349 | ||
Baidu Inc. | 4.375% | 3/29/28 | 400 | 443 | ||
Baidu Inc. | 4.875% | 11/14/28 | 300 | 344 | ||
Baidu Inc. | 3.425% | 4/7/30 | 700 | 735 | ||
Baidu Inc. | 2.375% | 8/23/31 | 650 | 627 | ||
7 | Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 400 | 408 | |
Booking Holdings Inc. | 2.750% | 3/15/23 | 2,400 | 2,452 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 400 | 425 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 755 | 817 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 650 | 709 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 500 | 529 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 450 | 508 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 2,300 | 3,382 | ||
7 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 1,330 | 1,414 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 3,500 | 3,855 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 880 | 943 | ||
Charter Communications Operating LLC | 2.250% | 1/15/29 | 1,000 | 978 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 1,300 | 1,494 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 1,815 | 1,800 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 800 | 760 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 1,964 | 2,544 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 800 | 953 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 1,000 | 975 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 1,000 | 970 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 3,310 | 4,525 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 1,650 | 1,971 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 2,550 | 3,184 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 750 | 869 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 2,700 | 3,027 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 1,845 | 1,783 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 2,500 | 2,502 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 1,325 | 1,898 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 2,800 | 2,641 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 1,300 | 1,345 | ||
Charter Communications Operating LLC | 3.950% | 6/30/62 | 1,250 | 1,208 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 1,108 | 1,193 | ||
Comcast Corp. | 3.375% | 2/15/25 | 999 | 1,061 | ||
Comcast Corp. | 3.375% | 8/15/25 | 2,955 | 3,153 | ||
Comcast Corp. | 3.950% | 10/15/25 | 3,089 | 3,377 | ||
Comcast Corp. | 3.150% | 3/1/26 | 2,000 | 2,133 | ||
Comcast Corp. | 2.350% | 1/15/27 | 1,930 | 1,996 | ||
Comcast Corp. | 3.300% | 2/1/27 | 1,375 | 1,478 | ||
Comcast Corp. | 3.300% | 4/1/27 | 1,250 | 1,346 | ||
Comcast Corp. | 3.150% | 2/15/28 | 1,381 | 1,483 | ||
Comcast Corp. | 4.150% | 10/15/28 | 5,000 | 5,674 | ||
Comcast Corp. | 2.650% | 2/1/30 | 1,050 | 1,088 | ||
Comcast Corp. | 3.400% | 4/1/30 | 1,375 | 1,499 | ||
Comcast Corp. | 4.250% | 10/15/30 | 1,200 | 1,385 | ||
Comcast Corp. | 1.950% | 1/15/31 | 1,300 | 1,271 | ||
Comcast Corp. | 1.500% | 2/15/31 | 3,400 | 3,203 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Comcast Corp. | 4.250% | 1/15/33 | 1,275 | 1,494 | ||
Comcast Corp. | 7.050% | 3/15/33 | 1,025 | 1,471 | ||
Comcast Corp. | 5.650% | 6/15/35 | 1,080 | 1,428 | ||
Comcast Corp. | 4.400% | 8/15/35 | 1,000 | 1,189 | ||
Comcast Corp. | 6.500% | 11/15/35 | 71 | 102 | ||
Comcast Corp. | 3.200% | 7/15/36 | 700 | 745 | ||
Comcast Corp. | 6.450% | 3/15/37 | 1,350 | 1,957 | ||
Comcast Corp. | 3.900% | 3/1/38 | 1,225 | 1,382 | ||
Comcast Corp. | 4.600% | 10/15/38 | 2,300 | 2,794 | ||
Comcast Corp. | 3.250% | 11/1/39 | 575 | 606 | ||
Comcast Corp. | 3.750% | 4/1/40 | 2,650 | 2,964 | ||
Comcast Corp. | 4.650% | 7/15/42 | 565 | 695 | ||
Comcast Corp. | 4.600% | 8/15/45 | 1,291 | 1,598 | ||
Comcast Corp. | 3.400% | 7/15/46 | 3,200 | 3,372 | ||
Comcast Corp. | 4.000% | 8/15/47 | 1,700 | 1,949 | ||
Comcast Corp. | 3.969% | 11/1/47 | 1,871 | 2,142 | ||
Comcast Corp. | 4.000% | 3/1/48 | 922 | 1,060 | ||
Comcast Corp. | 4.700% | 10/15/48 | 1,300 | 1,664 | ||
Comcast Corp. | 3.999% | 11/1/49 | 1,803 | 2,089 | ||
Comcast Corp. | 3.450% | 2/1/50 | 1,400 | 1,496 | ||
Comcast Corp. | 2.800% | 1/15/51 | 1,575 | 1,501 | ||
11 | Comcast Corp. | 2.887% | 11/1/51 | 4,731 | 4,577 | |
Comcast Corp. | 2.450% | 8/15/52 | 500 | 448 | ||
Comcast Corp. | 4.049% | 11/1/52 | 1,317 | 1,548 | ||
11 | Comcast Corp. | 2.937% | 11/1/56 | 4,888 | 4,656 | |
Comcast Corp. | 4.950% | 10/15/58 | 1,150 | 1,588 | ||
Comcast Corp. | 2.650% | 8/15/62 | 1,500 | 1,332 | ||
11 | Comcast Corp. | 2.987% | 11/1/63 | 1,684 | 1,601 | |
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 3,450 | 5,016 | ||
Discovery Communications LLC | 2.950% | 3/20/23 | 600 | 614 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 210 | 220 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 534 | 568 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 1,350 | 1,416 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 576 | 614 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 550 | 614 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 1,609 | 1,748 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 500 | 551 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 1,930 | 2,064 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 530 | 633 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 1,155 | 1,590 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 700 | 828 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 1,130 | 1,397 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 689 | 871 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 900 | 1,059 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 1,245 | 1,311 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 275 | 307 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 500 | 478 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 800 | 759 | ||
Expedia Group Inc. | 3.600% | 12/15/23 | 200 | 208 | ||
Expedia Group Inc. | 4.500% | 8/15/24 | 500 | 534 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 1,600 | 1,785 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 900 | 1,006 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 1,500 | 1,602 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 1,025 | 1,048 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 1,000 | 1,000 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fox Corp. | 4.030% | 1/25/24 | 1,575 | 1,664 | ||
Fox Corp. | 3.050% | 4/7/25 | 240 | 252 | ||
Fox Corp. | 4.709% | 1/25/29 | 1,000 | 1,143 | ||
Fox Corp. | 3.500% | 4/8/30 | 560 | 604 | ||
Fox Corp. | 5.476% | 1/25/39 | 950 | 1,222 | ||
Fox Corp. | 5.576% | 1/25/49 | 1,900 | 2,591 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 450 | 514 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 550 | 597 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 50 | 72 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 500 | 680 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 1,640 | 1,932 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 350 | 474 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 800 | 1,007 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 176 | 187 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 325 | 373 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 400 | 466 | ||
Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | 500 | 500 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 500 | 512 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 850 | 1,155 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 500 | 713 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 1,450 | 1,747 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 650 | 689 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 1,150 | 1,236 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 620 | 620 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 400 | 450 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 750 | 760 | ||
Orange SA | 9.000% | 3/1/31 | 2,260 | 3,462 | ||
Orange SA | 5.375% | 1/13/42 | 700 | 921 | ||
Orange SA | 5.500% | 2/6/44 | 600 | 822 | ||
Rogers Communications Inc. | 3.000% | 3/15/23 | 230 | 234 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 300 | 313 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 475 | ��506 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 540 | 621 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 500 | 616 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 1,600 | 1,860 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 1,675 | 1,844 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 1,835 | 2,628 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 1,600 | 1,847 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 2,500 | 3,103 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 1,200 | 1,442 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 900 | 1,174 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 1,580 | 2,244 | ||
TELUS Corp. | 2.800% | 2/16/27 | 500 | 520 | ||
TELUS Corp. | 4.300% | 6/15/49 | 1,000 | 1,232 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 400 | 375 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 560 | 589 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 400 | 426 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 350 | 454 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 400 | 562 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 1,300 | 1,703 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 1,585 | 2,244 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 1,850 | 2,522 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 750 | 932 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 925 | 1,121 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 730 | 794 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 825 | 896 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 1,150 | 1,672 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 2,150 | 2,278 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 1,300 | 1,286 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 6,500 | 7,038 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 4,000 | 3,978 | ||
11 | T-Mobile USA Inc. | 2.400% | 3/15/29 | 275 | 278 | |
T-Mobile USA Inc. | 3.875% | 4/15/30 | 6,675 | 7,304 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 1,900 | 1,891 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 900 | 873 | ||
11 | T-Mobile USA Inc. | 2.700% | 3/15/32 | 925 | 932 | |
T-Mobile USA Inc. | 4.375% | 4/15/40 | 3,250 | 3,705 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 2,500 | 2,436 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 2,690 | 3,152 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 3,100 | 3,026 | ||
11 | T-Mobile USA Inc. | 3.400% | 10/15/52 | 2,100 | 2,094 | |
T-Mobile USA Inc. | 3.600% | 11/15/60 | 1,200 | 1,195 | ||
11 | T-Mobile USA Inc. | 3.600% | 11/15/60 | 600 | 596 | |
7 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 600 | 637 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 1,000 | 1,058 | ||
7 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 1,415 | 1,434 | |
7 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 50 | 71 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 325 | 395 | ||
7 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 485 | 573 | |
7 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 400 | 449 | |
7 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 400 | 409 | |
VeriSign Inc. | 2.700% | 6/15/31 | 700 | 705 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 1,100 | 1,169 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 1,525 | 1,488 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 2,500 | 2,488 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 2,437 | 2,539 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 2,750 | 3,058 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 1,100 | 1,161 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 2,700 | 2,708 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 3,207 | 3,647 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 3,514 | 3,939 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 3,990 | 4,217 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 500 | 469 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 4,176 | 3,972 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 2,000 | 1,893 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 3,600 | 3,637 | ||
11 | Verizon Communications Inc. | 2.355% | 3/15/32 | 4,600 | 4,537 | |
Verizon Communications Inc. | 4.500% | 8/10/33 | 3,075 | 3,623 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 2,200 | 2,561 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 3,509 | 4,124 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 1,200 | 1,563 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 1,675 | 2,103 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 2,775 | 2,634 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 4,000 | 4,198 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 905 | 894 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 2,480 | 2,878 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 3,661 | 4,716 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 3,000 | 3,762 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 1,200 | 1,380 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 3,600 | 3,419 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Verizon Communications Inc. | 3.550% | 3/22/51 | 4,150 | 4,472 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 4,339 | 4,115 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 1,500 | 1,420 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 3,740 | 4,048 | ||
ViacomCBS Inc. | 3.875% | 4/1/24 | 388 | 408 | ||
ViacomCBS Inc. | 3.700% | 8/15/24 | 575 | 609 | ||
ViacomCBS Inc. | 3.500% | 1/15/25 | 500 | 527 | ||
ViacomCBS Inc. | 4.750% | 5/15/25 | 1,000 | 1,098 | ||
ViacomCBS Inc. | 4.000% | 1/15/26 | 500 | 540 | ||
ViacomCBS Inc. | 2.900% | 1/15/27 | 3,133 | 3,270 | ||
ViacomCBS Inc. | 3.375% | 2/15/28 | 1,425 | 1,519 | ||
ViacomCBS Inc. | 3.700% | 6/1/28 | 400 | 433 | ||
ViacomCBS Inc. | 4.950% | 1/15/31 | 1,200 | 1,418 | ||
ViacomCBS Inc. | 4.200% | 5/19/32 | 2,000 | 2,258 | ||
ViacomCBS Inc. | 4.850% | 7/1/42 | 675 | 809 | ||
ViacomCBS Inc. | 4.375% | 3/15/43 | 887 | 1,009 | ||
ViacomCBS Inc. | 5.850% | 9/1/43 | 1,975 | 2,669 | ||
ViacomCBS Inc. | 5.250% | 4/1/44 | 500 | 624 | ||
ViacomCBS Inc. | 4.900% | 8/15/44 | 700 | 850 | ||
ViacomCBS Inc. | 4.950% | 5/19/50 | 1,750 | 2,223 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 1,200 | 1,264 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 2,619 | 2,835 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 2,510 | 2,828 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 625 | 874 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 425 | 565 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 200 | 272 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 3,630 | 4,515 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 1,125 | 1,310 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 2,645 | 3,454 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 1,250 | 1,577 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 1,400 | 1,628 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 600 | 785 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 2,175 | 2,213 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 1,000 | 1,059 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 1,255 | 1,337 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 500 | 538 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 2,000 | 2,024 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 281 | 302 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 400 | 440 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 2,300 | 2,343 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 1,400 | 1,392 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 1,085 | 1,219 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 3,000 | 3,118 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 392 | 545 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 775 | 1,085 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 2,800 | 4,010 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 800 | 1,121 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 1,600 | 2,372 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 475 | 590 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 2,700 | 2,960 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 1,400 | 1,927 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 690 | 883 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 100 | 131 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 2,000 | 1,936 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 1,155 | 1,523 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Walt Disney Co. | 3.600% | 1/13/51 | 2,000 | 2,263 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 1,100 | 1,278 | ||
Weibo Corp. | 3.500% | 7/5/24 | 825 | 848 | ||
Weibo Corp. | 3.375% | 7/8/30 | 700 | 693 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 1,025 | 1,085 | ||
577,650 | ||||||
Consumer Discretionary (0.6%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 700 | 766 | ||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 200 | 204 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 2,225 | 2,342 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 2,335 | 2,473 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 1,454 | 1,404 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 600 | 684 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 535 | 580 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 1,000 | 913 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 1,900 | 2,099 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 1,325 | 1,235 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 900 | 1,025 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 900 | 834 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 475 | 481 | ||
Amazon.com Inc. | 2.400% | 2/22/23 | 1,150 | 1,172 | ||
Amazon.com Inc. | 0.250% | 5/12/23 | 1,000 | 996 | ||
Amazon.com Inc. | 0.400% | 6/3/23 | 1,750 | 1,745 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 2,000 | 1,980 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 1,000 | 988 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 875 | 997 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 2,500 | 2,474 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 2,200 | 2,170 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 1,550 | 1,675 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 2,125 | 2,123 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 1,500 | 1,455 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 4,000 | 4,044 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 975 | 1,246 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 3,590 | 4,217 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 1,900 | 1,962 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 1,275 | 1,740 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 3,400 | 4,139 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 2,298 | 2,187 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 3,025 | 3,231 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 1,785 | 2,290 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 2,295 | 2,209 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 1,500 | 1,618 | ||
7 | American Honda Finance Corp. | 2.600% | 11/16/22 | 500 | 509 | |
7 | American Honda Finance Corp. | 1.950% | 5/10/23 | 1,400 | 1,423 | |
7 | American Honda Finance Corp. | 0.875% | 7/7/23 | 500 | 501 | |
7 | American Honda Finance Corp. | 3.450% | 7/14/23 | 400 | 416 | |
7 | American Honda Finance Corp. | 0.650% | 9/8/23 | 1,175 | 1,172 | |
7 | American Honda Finance Corp. | 3.625% | 10/10/23 | 400 | 419 | |
7 | American Honda Finance Corp. | 2.900% | 2/16/24 | 1,725 | 1,789 | |
7 | American Honda Finance Corp. | 2.400% | 6/27/24 | 400 | 412 | |
7 | American Honda Finance Corp. | 0.550% | 7/12/24 | 500 | 493 | |
7 | American Honda Finance Corp. | 2.150% | 9/10/24 | 475 | 487 | |
7 | American Honda Finance Corp. | 1.200% | 7/8/25 | 500 | 498 | |
7 | American Honda Finance Corp. | 1.000% | 9/10/25 | 600 | 591 | |
7 | American Honda Finance Corp. | 2.300% | 9/9/26 | 250 | 258 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | American Honda Finance Corp. | 2.350% | 1/8/27 | 375 | 386 | |
7 | American Honda Finance Corp. | 3.500% | 2/15/28 | 400 | 438 | |
7 | American Honda Finance Corp. | 2.000% | 3/24/28 | 900 | 910 | |
7 | American Honda Finance Corp. | 1.800% | 1/13/31 | 1,000 | 977 | |
7 | American University | 3.672% | 4/1/49 | 400 | 462 | |
Aptiv plc | 4.350% | 3/15/29 | 150 | 170 | ||
Aptiv plc | 4.400% | 10/1/46 | 225 | 264 | ||
Aptiv plc | 5.400% | 3/15/49 | 305 | 405 | ||
Aptiv plc | 3.100% | 12/1/51 | 1,300 | 1,239 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 762 | 801 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 500 | 544 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 250 | 270 | ||
AutoNation Inc. | 1.950% | 8/1/28 | 2,000 | 1,954 | ||
AutoZone Inc. | 2.875% | 1/15/23 | 250 | 254 | ||
AutoZone Inc. | 3.125% | 7/15/23 | 275 | 283 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 430 | 448 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 748 | 786 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 23 | 25 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 300 | 316 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 700 | 766 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 550 | 602 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 1,400 | 1,562 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 1,158 | 1,091 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 850 | 965 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 250 | 264 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 900 | 931 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 500 | 582 | ||
7 | Brown University in Providence in the State of Rhode Island & Providence Plant | 2.924% | 9/1/50 | 500 | 543 | |
Brunswick Corp. | 0.850% | 8/18/24 | 500 | 493 | ||
Brunswick Corp. | 2.400% | 8/18/31 | ��� 500 | 482 | ||
7 | California Endowment | 2.498% | 4/1/51 | 150 | 148 | |
California Institute of Technology | 4.700% | 11/1/11 | 700 | 1,025 | ||
California Institute of Technology | 3.650% | 9/1/19 | 450 | 527 | ||
Choice Hotels International Inc. | 3.700% | 12/1/29 | 500 | 531 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 325 | 483 | ||
11 | Daimler Finance North America LLC | 0.750% | 3/1/24 | 500 | 495 | |
11 | Daimler Finance North America LLC | 2.625% | 3/10/30 | 1,000 | 1,026 | |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 605 | 901 | ||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 750 | 815 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 550 | 636 | ||
DR Horton Inc. | 4.750% | 2/15/23 | 700 | 723 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 325 | 346 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 700 | 722 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 1,485 | 1,534 | ||
7 | Duke University | 2.682% | 10/1/44 | 300 | 301 | |
7 | Duke University | 2.757% | 10/1/50 | 340 | 352 | |
7 | Duke University | 2.832% | 10/1/55 | 1,000 | 1,036 | |
eBay Inc. | 2.750% | 1/30/23 | 625 | 637 | ||
eBay Inc. | 1.900% | 3/11/25 | 1,115 | 1,128 | ||
eBay Inc. | 1.400% | 5/10/26 | 675 | 665 | ||
eBay Inc. | 3.600% | 6/5/27 | 500 | 543 | ||
eBay Inc. | 2.700% | 3/11/30 | 865 | 885 | ||
eBay Inc. | 2.600% | 5/10/31 | 675 | 683 | ||
eBay Inc. | 4.000% | 7/15/42 | 600 | 675 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
eBay Inc. | 3.650% | 5/10/51 | 925 | 1,006 | ||
7 | Emory University | 2.143% | 9/1/30 | 600 | 607 | |
7 | Emory University | 2.969% | 9/1/50 | 150 | 158 | |
7 | Ford Foundation | 2.415% | 6/1/50 | 250 | 243 | |
7 | Ford Foundation | 2.815% | 6/1/70 | 750 | 773 | |
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 600 | 628 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 455 | 488 | ||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 400 | 423 | ||
General Motors Co. | 4.875% | 10/2/23 | 1,955 | 2,077 | ||
General Motors Co. | 5.400% | 10/2/23 | 1,500 | 1,606 | ||
General Motors Co. | 4.000% | 4/1/25 | 425 | 455 | ||
General Motors Co. | 6.125% | 10/1/25 | 3,300 | 3,794 | ||
General Motors Co. | 4.200% | 10/1/27 | 400 | 439 | ||
General Motors Co. | 6.800% | 10/1/27 | 1,800 | 2,213 | ||
General Motors Co. | 5.000% | 10/1/28 | 650 | 744 | ||
General Motors Co. | 5.000% | 4/1/35 | 1,030 | 1,223 | ||
General Motors Co. | 6.600% | 4/1/36 | 600 | 810 | ||
General Motors Co. | 5.150% | 4/1/38 | 825 | 993 | ||
��� | General Motors Co. | 6.250% | 10/2/43 | 1,235 | 1,689 | |
General Motors Co. | 5.200% | 4/1/45 | 1,120 | 1,386 | ||
General Motors Co. | 6.750% | 4/1/46 | 700 | 1,013 | ||
General Motors Co. | 5.400% | 4/1/48 | 675 | 862 | ||
General Motors Co. | 5.950% | 4/1/49 | 900 | 1,231 | ||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 300 | 303 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 750 | 766 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 1,000 | 1,030 | ||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 1,295 | 1,348 | ||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 900 | 936 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 550 | 555 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 1,100 | 1,180 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 750 | 746 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 800 | 842 | ||
General Motors Financial Co. Inc. | 1.200% | 10/15/24 | 680 | 675 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 1,700 | 1,786 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 650 | 693 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 1,014 | 1,050 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 1,675 | 1,805 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 500 | 516 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 1,175 | 1,318 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 900 | 886 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 525 | 568 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 1,210 | 1,333 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 1,500 | 1,534 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 500 | 540 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 875 | 875 | ||
General Motors Financial Co. Inc. | 2.400% | 10/15/28 | 365 | 364 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 775 | 920 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 1,625 | 1,733 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 500 | 486 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 900 | 897 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 600 | 564 | ||
7 | George Washington University | 4.300% | 9/15/44 | 550 | 699 | |
7 | George Washington University | 4.126% | 9/15/48 | 800 | 972 | |
7 | Georgetown University | 4.315% | 4/1/49 | 378 | 470 | |
7 | Georgetown University | 2.943% | 4/1/50 | 405 | 407 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Georgetown University | 5.215% | 10/1/18 | 243 | 347 | |
Harley-Davidson Inc. | 4.625% | 7/28/45 | 500 | 532 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 500 | 537 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 725 | 799 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 400 | 554 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 350 | 435 | ||
Home Depot Inc. | 2.700% | 4/1/23 | 600 | 613 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 1,750 | 1,861 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 2,940 | 3,074 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 850 | 812 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 700 | 790 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 2,400 | 2,557 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 3,215 | 3,377 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 1,000 | 943 | ||
Home Depot Inc. | 1.875% | 9/15/31 | 700 | 689 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 2,995 | 4,240 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 3,415 | 3,699 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 1,775 | 2,544 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 975 | 1,175 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 500 | 624 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 1,820 | 2,238 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 900 | 1,057 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 875 | 1,134 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 2,350 | 2,477 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 1,000 | 1,093 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 1,000 | 921 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 2,000 | 1,985 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 800 | 819 | ||
Hyatt Hotels Corp. | 1.300% | 10/1/23 | 500 | 500 | ||
Hyatt Hotels Corp. | 1.800% | 10/1/24 | 500 | 501 | ||
Hyatt Hotels Corp. | 5.375% | 4/23/25 | 500 | 556 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 350 | 381 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 850 | 918 | ||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 400 | 478 | ||
JD.com Inc. | 3.875% | 4/29/26 | 400 | 427 | ||
JD.com Inc. | 3.375% | 1/14/30 | 300 | 313 | ||
JD.com Inc. | 4.125% | 1/14/50 | 400 | 425 | ||
7 | Johns Hopkins University | 4.083% | 7/1/53 | 490 | 648 | |
Kohl's Corp. | 3.375% | 5/1/31 | 500 | 509 | ||
Kohl's Corp. | 5.550% | 7/17/45 | 750 | 869 | ||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 2,450 | 2,490 | ||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 425 | 426 | ||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 1,200 | 1,215 | ||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 290 | 292 | ||
Lear Corp. | 3.800% | 9/15/27 | 204 | 222 | ||
Lear Corp. | 4.250% | 5/15/29 | 400 | 442 | ||
Lear Corp. | 3.500% | 5/30/30 | 350 | 373 | ||
Lear Corp. | 2.600% | 1/15/32 | 500 | 493 | ||
Lear Corp. | 5.250% | 5/15/49 | 500 | 632 | ||
Lear Corp. | 3.550% | 1/15/52 | 500 | 494 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 550 | 579 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 700 | 747 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 500 | 503 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 100 | 99 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,075 | 1,301 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Leland Stanford Junior University | 2.413% | 6/1/50 | 355 | 346 | ||
Lennar Corp. | 4.750% | 11/15/22 | 400 | 409 | ||
Lennar Corp. | 4.500% | 4/30/24 | 3,000 | 3,190 | ||
Lennar Corp. | 4.750% | 5/30/25 | 1,000 | 1,089 | ||
Lennar Corp. | 5.250% | 6/1/26 | 1,500 | 1,687 | ||
Lennar Corp. | 4.750% | 11/29/27 | 1,000 | 1,133 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 3,300 | 3,443 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 400 | 419 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 1,000 | 1,084 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 975 | 1,040 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 1,700 | 1,771 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 642 | 685 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 500 | 480 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 925 | 906 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 1,550 | 1,699 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 1,375 | 1,596 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 1,000 | 950 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 1,300 | 1,330 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 525 | 660 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 925 | 904 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 63 | 71 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 1,030 | 1,129 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 1,650 | 1,905 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 500 | 628 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 500 | 679 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 1,000 | 988 | ||
Lowe's Cos. Inc. | 3.500% | 4/1/51 | 550 | 593 | ||
Magna International Inc. | 3.625% | 6/15/24 | 825 | 869 | ||
Magna International Inc. | 4.150% | 10/1/25 | 300 | 326 | ||
Magna International Inc. | 2.450% | 6/15/30 | 500 | 507 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 525 | 554 | ||
Marriott International Inc. | 3.750% | 10/1/25 | 200 | 212 | ||
7 | Marriott International Inc. | 3.125% | 6/15/26 | 1,809 | 1,888 | |
7 | Marriott International Inc. | 4.650% | 12/1/28 | 2,000 | 2,244 | |
7 | Marriott International Inc. | 4.625% | 6/15/30 | 1,300 | 1,469 | |
7 | Marriott International Inc. | 2.850% | 4/15/31 | 1,200 | 1,197 | |
7 | Marriott International Inc. | 3.500% | 10/15/32 | 850 | 891 | |
Masco Corp. | 3.500% | 11/15/27 | 100 | 107 | ||
Masco Corp. | 1.500% | 2/15/28 | 500 | 484 | ||
Masco Corp. | 7.750% | 8/1/29 | 94 | 126 | ||
Masco Corp. | 2.000% | 10/1/30 | 500 | 479 | ||
Masco Corp. | 2.000% | 2/15/31 | 500 | 480 | ||
Masco Corp. | 4.500% | 5/15/47 | 725 | 875 | ||
Masco Corp. | 3.125% | 2/15/51 | 500 | 500 | ||
7 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 370 | 408 | |
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 860 | 1,523 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 700 | 1,046 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 150 | 188 | ||
7 | McDonald's Corp. | 3.350% | 4/1/23 | 170 | 175 | |
7 | McDonald's Corp. | 3.375% | 5/26/25 | 1,209 | 1,285 | |
7 | McDonald's Corp. | 3.300% | 7/1/25 | 818 | 868 | |
7 | McDonald's Corp. | 3.700% | 1/30/26 | 1,125 | 1,216 | |
7 | McDonald's Corp. | 3.500% | 3/1/27 | 200 | 217 | |
7 | McDonald's Corp. | 3.500% | 7/1/27 | 2,750 | 2,988 | |
7 | McDonald's Corp. | 3.800% | 4/1/28 | 500 | 550 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | McDonald's Corp. | 2.625% | 9/1/29 | 600 | 618 | |
7 | McDonald's Corp. | 2.125% | 3/1/30 | 600 | 599 | |
7 | McDonald's Corp. | 3.600% | 7/1/30 | 2,175 | 2,405 | |
7 | McDonald's Corp. | 4.700% | 12/9/35 | 675 | 826 | |
7 | McDonald's Corp. | 6.300% | 3/1/38 | 100 | 142 | |
7 | McDonald's Corp. | 5.700% | 2/1/39 | 375 | 511 | |
7 | McDonald's Corp. | 3.700% | 2/15/42 | 725 | 804 | |
7 | McDonald's Corp. | 3.625% | 5/1/43 | 400 | 435 | |
7 | McDonald's Corp. | 4.600% | 5/26/45 | 925 | 1,144 | |
7 | McDonald's Corp. | 4.875% | 12/9/45 | 1,225 | 1,578 | |
7 | McDonald's Corp. | 4.450% | 3/1/47 | 750 | 917 | |
7 | McDonald's Corp. | 4.450% | 9/1/48 | 900 | 1,110 | |
7 | McDonald's Corp. | 3.625% | 9/1/49 | 2,000 | 2,212 | |
7 | McDonald's Corp. | 4.200% | 4/1/50 | 1,000 | 1,214 | |
MDC Holdings Inc. | 2.500% | 1/15/31 | 400 | 388 | ||
MDC Holdings Inc. | 6.000% | 1/15/43 | 500 | 631 | ||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 550 | 563 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 375 | 403 | ||
NIKE Inc. | 2.250% | 5/1/23 | 50 | 51 | ||
NIKE Inc. | 2.400% | 3/27/25 | 650 | 673 | ||
NIKE Inc. | 2.375% | 11/1/26 | 1,000 | 1,047 | ||
NIKE Inc. | 2.750% | 3/27/27 | 650 | 689 | ||
NIKE Inc. | 2.850% | 3/27/30 | 1,575 | 1,674 | ||
NIKE Inc. | 3.250% | 3/27/40 | 700 | 762 | ||
NIKE Inc. | 3.625% | 5/1/43 | 525 | 599 | ||
NIKE Inc. | 3.875% | 11/1/45 | 1,000 | 1,202 | ||
NIKE Inc. | 3.375% | 11/1/46 | 375 | 416 | ||
NIKE Inc. | 3.375% | 3/27/50 | 1,500 | 1,698 | ||
7 | Northwestern University | 4.643% | 12/1/44 | 350 | 455 | |
7 | Northwestern University | 2.640% | 12/1/50 | 245 | 251 | |
7 | Northwestern University | 3.662% | 12/1/57 | 200 | 250 | |
NVR Inc. | 3.000% | 5/15/30 | 1,250 | 1,299 | ||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 300 | 310 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 500 | 537 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 1,300 | 1,411 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 350 | 396 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 500 | 474 | ||
Owens Corning | 4.200% | 12/1/24 | 250 | 267 | ||
Owens Corning | 3.400% | 8/15/26 | 500 | 529 | ||
Owens Corning | 3.950% | 8/15/29 | 375 | 410 | ||
Owens Corning | 3.875% | 6/1/30 | 100 | 109 | ||
Owens Corning | 7.000% | 12/1/36 | 18 | 25 | ||
Owens Corning | 4.300% | 7/15/47 | 1,150 | 1,321 | ||
Owens Corning | 4.400% | 1/30/48 | 525 | 615 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 250 | 341 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 400 | 454 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 725 | 731 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 700 | 796 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 1,000 | 1,303 | ||
PVH Corp. | 4.625% | 7/10/25 | 500 | 545 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 100 | 108 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 700 | 730 | ||
7 | Rockefeller Foundation | 2.492% | 10/1/50 | 1,000 | 988 | |
Ross Stores Inc. | 4.600% | 4/15/25 | 575 | 630 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 400 | 383 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sands China Ltd. | 5.125% | 8/8/25 | 1,689 | 1,764 | ||
Sands China Ltd. | 3.800% | 1/8/26 | 975 | 978 | ||
11 | Sands China Ltd. | 2.300% | 3/8/27 | 300 | 283 | |
Sands China Ltd. | 5.400% | 8/8/28 | 1,900 | 2,052 | ||
11 | Sands China Ltd. | 2.850% | 3/8/29 | 400 | 375 | |
Sands China Ltd. | 4.375% | 6/18/30 | 800 | 816 | ||
11 | Sands China Ltd. | 3.250% | 8/8/31 | 500 | 468 | |
Snap-on Inc. | 3.250% | 3/1/27 | 225 | 242 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 275 | 333 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 400 | 422 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 375 | 400 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 375 | 426 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 1,500 | 1,517 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 300 | 392 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 400 | 535 | ||
7 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 200 | 205 | |
Starbucks Corp. | 3.100% | 3/1/23 | 1,350 | 1,384 | ||
Starbucks Corp. | 3.850% | 10/1/23 | 585 | 611 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 665 | 691 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 500 | 542 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 250 | 280 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 700 | 765 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 600 | 599 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 2,000 | 2,041 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 200 | 235 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 1,685 | 2,085 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 700 | 730 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 1,000 | 1,078 | ||
Steelcase Inc. | 5.125% | 1/18/29 | 335 | 380 | ||
Stellantis NV | 5.250% | 4/15/23 | 1,300 | 1,366 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 109 | 118 | ||
Tapestry Inc. | 3.050% | 3/15/32 | 500 | 502 | ||
TJX Cos. Inc. | 2.500% | 5/15/23 | 800 | 815 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 750 | 776 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 500 | 482 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 1,000 | 1,123 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 500 | 478 | ||
TJX Cos. Inc. | 4.500% | 4/15/50 | 500 | 672 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 895 | 931 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 3,000 | 2,974 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 300 | 309 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 1,000 | 994 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 500 | 554 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 400 | 419 | ||
7 | Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 550 | 561 | |
7 | Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 750 | 766 | |
7 | Toyota Motor Credit Corp. | 2.900% | 3/30/23 | 1,000 | 1,028 | |
7 | Toyota Motor Credit Corp. | 0.400% | 4/6/23 | 800 | 797 | |
7 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 1,000 | 996 | |
7 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 1,100 | 1,110 | |
7 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 500 | 496 | |
7 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 950 | 988 | |
7 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 775 | 764 | |
Toyota Motor Credit Corp. | 0.625% | 9/13/24 | 700 | 691 | ||
7 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 1,125 | 1,143 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 100 | 106 | |
7 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 1,000 | 977 | |
7 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 1,500 | 1,479 | |
7 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 850 | 914 | |
7 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 2,100 | 2,035 | |
7 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 850 | 912 | |
7 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 650 | 651 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 1,450 | 1,615 | ||
7 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 625 | 628 | |
7 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 1,400 | 1,535 | |
Toyota Motor Credit Corp. | 1.900% | 9/12/31 | 1,000 | 978 | ||
Tractor Supply Co. | 1.750% | 11/1/30 | 400 | 376 | ||
7 | Trustees of Boston College | 3.129% | 7/1/52 | 300 | 322 | |
7 | Trustees of Boston University | 4.061% | 10/1/48 | 220 | 270 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 620 | 895 | ||
7 | Trustees of Princeton University | 2.516% | 7/1/50 | 565 | 566 | |
7 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 325 | 311 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 600 | 910 | ||
7 | University of Chicago | 2.547% | 4/1/50 | 800 | 773 | |
University of Chicago | 3.000% | 10/1/52 | 175 | 184 | ||
7 | University of Chicago | 4.003% | 10/1/53 | 390 | 492 | |
7 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 890 | 1,035 | |
7 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 325 | 379 | |
7 | University of Southern California | 3.028% | 10/1/39 | 525 | 555 | |
7 | University of Southern California | 3.841% | 10/1/47 | 500 | 588 | |
7 | University of Southern California | 2.945% | 10/1/51 | 1,125 | 1,152 | |
University of Southern California | 5.250% | 10/1/11 | 275 | 454 | ||
7 | University of Southern California | 3.226% | 10/1/20 | 300 | 307 | |
VF Corp. | 2.400% | 4/23/25 | 600 | 617 | ||
VF Corp. | 2.800% | 4/23/27 | 700 | 732 | ||
VF Corp. | 2.950% | 4/23/30 | 594 | 616 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 275 | 291 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 600 | 693 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 887 | 1,058 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 200 | 247 | ||
7 | William Marsh Rice University | 3.574% | 5/15/45 | 715 | 829 | |
7 | Yale University | 0.873% | 4/15/25 | 325 | 323 | |
7 | Yale University | 1.482% | 4/15/30 | 325 | 317 | |
7 | Yale University | 2.402% | 4/15/50 | 500 | 492 | |
386,674 | ||||||
Consumer Staples (0.7%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 425 | 553 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 1,092 | 1,153 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 550 | 578 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 1,275 | 1,306 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 1,200 | 1,318 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 350 | 362 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 1,525 | 1,722 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 775 | 805 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 2,000 | 1,899 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 1,175 | 1,415 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 1,100 | 1,014 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 710 | 721 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 675 | 704 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 2,075 | 2,399 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Altria Group Inc. | 3.875% | 9/16/46 | 1,400 | 1,357 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 1,500 | 1,879 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 1,010 | 1,051 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 1,500 | 1,399 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 416 | 543 | ||
Altria Group Inc. | 4.000% | 2/4/61 | 500 | 480 | ||
7 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 4,177 | 4,506 | |
7 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 5,820 | 7,030 | |
7 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 11,182 | 14,164 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 850 | 1,020 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 1,000 | 1,114 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 675 | 816 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 2,275 | 2,861 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 3,929 | 4,368 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 4,580 | 5,333 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 3,700 | 4,054 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 1,225 | 1,432 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 735 | 1,196 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 2,030 | 2,662 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 1,000 | 1,176 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 1,660 | 2,083 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 1,275 | 1,386 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 2,575 | 3,151 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 1,787 | 2,139 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 1,600 | 2,213 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 1,450 | 1,791 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 2,200 | 2,770 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 2,025 | 2,526 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 1,649 | 1,719 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 675 | 733 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 280 | 371 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 300 | 356 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 525 | 691 | ||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 500 | 502 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 300 | 350 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 750 | 760 | ||
BAT Capital Corp. | 2.764% | 8/15/22 | 1,135 | 1,147 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 3,350 | 3,484 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 800 | 833 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 3,750 | 4,132 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 2,725 | 2,860 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 1,425 | 1,390 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 200 | 207 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 500 | 562 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 1,750 | 1,700 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 775 | 818 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 1,000 | 960 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 2,025 | 2,117 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 1,725 | 1,958 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 1,425 | 1,378 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 750 | 737 | ||
Beam Suntory Inc. | 3.250% | 6/15/23 | 50 | 51 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 350 | 373 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 395 | 502 | ||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 625 | 664 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 1,293 | 1,365 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 500 | 544 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 1,000 | 1,015 | ||
Campbell Soup Co. | 3.650% | 3/15/23 | 279 | 288 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 300 | 321 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 700 | 738 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 625 | 694 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 400 | 398 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 550 | 688 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 525 | 516 | ||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 100 | 101 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 350 | 372 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 325 | 384 | ||
Clorox Co. | 3.500% | 12/15/24 | 600 | 639 | ||
Clorox Co. | 3.100% | 10/1/27 | 650 | 692 | ||
Clorox Co. | 3.900% | 5/15/28 | 400 | 448 | ||
Clorox Co. | 1.800% | 5/15/30 | 1,100 | 1,067 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 775 | 790 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 1,250 | 1,360 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 100 | 100 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 500 | ��� 493 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 821 | 789 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 500 | 508 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 900 | 996 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 2,125 | 2,059 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 1,250 | 1,180 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 1,000 | 1,016 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 350 | 416 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 1,300 | 1,307 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 500 | 519 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 525 | 668 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 1,150 | 1,131 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 1,000 | 1,061 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 2,225 | 2,141 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 600 | 596 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 350 | 378 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 600 | 612 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 500 | 472 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 650 | 850 | ||
7 | Colgate-Palmolive Co. | 1.950% | 2/1/23 | 400 | 405 | |
7 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 825 | 868 | |
7 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 550 | 691 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 750 | 763 | ||
Conagra Brands Inc. | 3.200% | 1/25/23 | 355 | 362 | ||
Conagra Brands Inc. | 0.500% | 8/11/23 | 500 | 496 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 625 | 666 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 1,038 | 1,142 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 1,325 | 1,273 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 100 | 129 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 1,025 | 1,179 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 250 | 354 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 1,250 | 1,580 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 775 | 1,048 | ||
Constellation Brands Inc. | 3.200% | 2/15/23 | 750 | 767 | ||
Constellation Brands Inc. | 4.250% | 5/1/23 | 900 | 939 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Constellation Brands Inc. | 4.750% | 11/15/24 | 375 | 410 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 400 | 440 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 500 | 558 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 2,919 | 3,165 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 450 | 485 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 1,700 | 1,835 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 250 | 287 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 625 | 658 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 1,275 | 1,307 | ||
Constellation Brands Inc. | 2.250% | 8/1/31 | 700 | 684 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 875 | 1,045 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 275 | 311 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 1,075 | 1,411 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 575 | 629 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 1,075 | 1,117 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 800 | 859 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 3,970 | 3,941 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 1,000 | 969 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 5,550 | 5,376 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 475 | 715 | ||
Diageo Capital plc | 2.625% | 4/29/23 | 2,000 | 2,042 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 1,100 | 1,128 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 550 | 549 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 800 | 817 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 1,000 | 988 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 675 | 670 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 250 | 350 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 25 | 29 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 325 | 498 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 375 | 458 | ||
Dollar General Corp. | 3.250% | 4/15/23 | 1,300 | 1,332 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 500 | 544 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 550 | 603 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 400 | 445 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 900 | 974 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 460 | 531 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 1,450 | 1,558 | ||
Dollar Tree Inc. | 3.375% | 12/1/51 | 500 | 504 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 400 | 429 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 525 | 538 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 600 | 622 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 500 | 493 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 150 | 214 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 375 | 470 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 450 | 492 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 350 | 375 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 1,000 | 985 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 551 | 652 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 2,150 | 2,258 | ||
General Mills Inc. | 3.700% | 10/17/23 | 2,250 | 2,355 | ||
General Mills Inc. | 3.650% | 2/15/24 | 325 | 341 | ||
General Mills Inc. | 4.200% | 4/17/28 | 1,100 | 1,228 | ||
General Mills Inc. | 2.875% | 4/15/30 | 550 | 573 | ||
General Mills Inc. | 2.250% | 10/14/31 | 750 | 742 | ||
General Mills Inc. | 3.000% | 2/1/51 | 1,398 | 1,400 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hershey Co. | 2.625% | 5/1/23 | 250 | 255 | ||
Hershey Co. | 3.375% | 5/15/23 | 825 | 853 | ||
Hershey Co. | 2.050% | 11/15/24 | 246 | 252 | ||
Hershey Co. | 0.900% | 6/1/25 | 175 | 173 | ||
Hershey Co. | 3.200% | 8/21/25 | 455 | 483 | ||
Hershey Co. | 1.700% | 6/1/30 | 395 | 387 | ||
Hershey Co. | 3.125% | 11/15/49 | 275 | 297 | ||
Hershey Co. | 2.650% | 6/1/50 | 700 | 703 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 750 | 744 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 500 | 499 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 775 | 760 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 750 | 798 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 400 | 425 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 600 | 619 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 300 | 342 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 700 | 746 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 300 | 323 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 350 | 351 | ||
J M Smucker Co. | 2.125% | 3/15/32 | 500 | 484 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 400 | 468 | ||
J M Smucker Co. | 2.750% | 9/15/41 | 250 | 242 | ||
J M Smucker Co. | 4.375% | 3/15/45 | 100 | 122 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 550 | 594 | ||
Kellogg Co. | 2.650% | 12/1/23 | 209 | 215 | ||
Kellogg Co. | 3.250% | 4/1/26 | 950 | 1,008 | ||
Kellogg Co. | 3.400% | 11/15/27 | 950 | 1,024 | ||
Kellogg Co. | 4.300% | 5/15/28 | 425 | 481 | ||
Kellogg Co. | 2.100% | 6/1/30 | 500 | 491 | ||
7 | Kellogg Co. | 7.450% | 4/1/31 | 500 | 705 | |
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 804 | 838 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 1,350 | 1,401 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 875 | 954 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 250 | 265 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 325 | 335 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 375 | 402 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 2,575 | 2,725 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 500 | 494 | ||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 41 | 71 | ||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 425 | 525 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 1,000 | 1,191 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 325 | 386 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 575 | 637 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 500 | 520 | ||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 150 | 154 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 100 | 106 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 350 | 370 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 600 | 582 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 100 | 113 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 575 | 620 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 560 | 604 | ||
Kimberly-Clark Corp. | 2.000% | 11/2/31 | 500 | 498 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 700 | 953 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 325 | 355 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 550 | 660 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 415 | 428 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 153 | 211 | ||
Kroger Co. | 3.850% | 8/1/23 | 325 | 338 | ||
Kroger Co. | 4.000% | 2/1/24 | 400 | 421 | ||
Kroger Co. | 3.500% | 2/1/26 | 500 | 536 | ||
Kroger Co. | 2.650% | 10/15/26 | 500 | 520 | ||
Kroger Co. | 4.500% | 1/15/29 | 500 | 575 | ||
7 | Kroger Co. | 7.700% | 6/1/29 | 200 | 271 | |
Kroger Co. | 8.000% | 9/15/29 | 750 | 1,036 | ||
Kroger Co. | 2.200% | 5/1/30 | 1,250 | 1,244 | ||
Kroger Co. | 1.700% | 1/15/31 | 1,250 | 1,187 | ||
Kroger Co. | 6.900% | 4/15/38 | 300 | 441 | ||
Kroger Co. | 5.400% | 7/15/40 | 250 | 327 | ||
Kroger Co. | 5.000% | 4/15/42 | 650 | 824 | ||
Kroger Co. | 5.150% | 8/1/43 | 350 | 456 | ||
Kroger Co. | 4.450% | 2/1/47 | 679 | 825 | ||
Kroger Co. | 4.650% | 1/15/48 | 325 | 404 | ||
Kroger Co. | 3.950% | 1/15/50 | 700 | 807 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 600 | 627 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 700 | 757 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 2,300 | 2,325 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 500 | 479 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 75 | 90 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 1,235 | 1,349 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 640 | 913 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 750 | 968 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 1,650 | 1,731 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 1,150 | 1,387 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 2,485 | 2,759 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 400 | 401 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 1,950 | 2,020 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 1,250 | 1,170 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 500 | 477 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 1,000 | 936 | ||
PepsiCo Inc. | 2.750% | 3/1/23 | 1,000 | 1,025 | ||
PepsiCo Inc. | 0.750% | 5/1/23 | 450 | 451 | ||
PepsiCo Inc. | 0.400% | 10/7/23 | 500 | 498 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 1,675 | 1,764 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 1,495 | 1,547 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 1,725 | 1,805 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 1,425 | 1,527 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 575 | 608 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 375 | 394 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 1,225 | 1,316 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 1,225 | 1,295 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 1,725 | 1,680 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 750 | 716 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 1,325 | 1,497 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 1,000 | 1,011 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 541 | 647 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 725 | 825 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 475 | 591 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 1,650 | 2,166 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 1,675 | 1,892 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 850 | 959 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 875 | 917 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PepsiCo Inc. | 3.625% | 3/19/50 | 785 | 930 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 300 | 379 | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 550 | 556 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 1,600 | 1,623 | ||
Philip Morris International Inc. | 2.625% | 3/6/23 | 550 | 562 | ||
Philip Morris International Inc. | 1.125% | 5/1/23 | 450 | 452 | ||
Philip Morris International Inc. | 2.125% | 5/10/23 | 450 | 457 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 940 | 986 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 1,000 | 1,040 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 950 | 953 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 675 | 717 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 1,255 | 1,309 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 500 | 483 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 425 | 453 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 400 | 424 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 600 | 647 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 1,575 | 1,546 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 500 | 476 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 575 | 810 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 1,175 | 1,341 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 550 | 637 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 75 | 81 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 875 | 968 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 775 | 941 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 960 | 1,096 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 1,025 | 1,065 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 800 | 781 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 800 | 839 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 4,000 | 4,243 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 2,055 | 2,233 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 625 | 591 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 625 | 893 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 1,294 | 1,510 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 413 | 498 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 806 | 1,003 | ||
Reynolds American Inc. | 4.850% | 9/15/23 | 250 | 266 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 2,231 | 2,409 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 1,075 | 1,277 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 325 | 435 | ||
7 | Reynolds American Inc. | 8.125% | 5/1/40 | 400 | 583 | |
7 | Reynolds American Inc. | 7.000% | 8/4/41 | 150 | 198 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 400 | 493 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 1,985 | 2,413 | ||
Sysco Corp. | 3.750% | 10/1/25 | 1,086 | 1,164 | ||
Sysco Corp. | 3.300% | 7/15/26 | 975 | 1,037 | ||
Sysco Corp. | 3.250% | 7/15/27 | 925 | 983 | ||
Sysco Corp. | 5.950% | 4/1/30 | 564 | 705 | ||
Sysco Corp. | 2.450% | 12/14/31 | 500 | 501 | ||
Sysco Corp. | 6.600% | 4/1/40 | 735 | 1,071 | ||
Sysco Corp. | 4.850% | 10/1/45 | 125 | 153 | ||
Sysco Corp. | 4.500% | 4/1/46 | 950 | 1,110 | ||
Sysco Corp. | 4.450% | 3/15/48 | 700 | 824 | ||
Sysco Corp. | 3.300% | 2/15/50 | 425 | 431 | ||
Sysco Corp. | 6.600% | 4/1/50 | 950 | 1,483 | ||
Sysco Corp. | 3.150% | 12/14/51 | 600 | 591 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Target Corp. | 3.500% | 7/1/24 | 877 | 929 | ||
Target Corp. | 2.250% | 4/15/25 | 500 | 516 | ||
Target Corp. | 2.500% | 4/15/26 | 1,075 | 1,127 | ||
Target Corp. | 3.375% | 4/15/29 | 850 | 935 | ||
Target Corp. | 2.350% | 2/15/30 | 500 | 514 | ||
Target Corp. | 2.650% | 9/15/30 | 1,750 | 1,838 | ||
Target Corp. | 6.500% | 10/15/37 | 450 | 674 | ||
Target Corp. | 7.000% | 1/15/38 | 300 | 473 | ||
Target Corp. | 4.000% | 7/1/42 | 500 | 612 | ||
Target Corp. | 3.625% | 4/15/46 | 500 | 588 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 4,525 | 4,813 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 580 | 629 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 1,125 | 1,212 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 1,145 | 1,295 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 425 | 517 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 550 | 715 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 1,700 | 2,287 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 500 | 497 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 2,600 | 2,722 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 1,150 | 1,190 | ||
Unilever Capital Corp. | 0.626% | 8/12/24 | 500 | 497 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 250 | 266 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 550 | 583 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 550 | 563 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 1,575 | 1,589 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 500 | 473 | ||
Unilever Capital Corp. | 1.750% | 8/12/31 | 500 | 486 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 800 | 1,076 | ||
7 | Unilever Capital Corp. | 2.625% | 8/12/51 | 500 | 495 | |
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 1,525 | 1,624 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 1,475 | 1,571 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 1,200 | 1,271 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 1,205 | 1,453 | ||
Walmart Inc. | 2.350% | 12/15/22 | 975 | 991 | ||
Walmart Inc. | 2.550% | 4/11/23 | 575 | 588 | ||
Walmart Inc. | 3.400% | 6/26/23 | 1,650 | 1,717 | ||
Walmart Inc. | 3.300% | 4/22/24 | 1,225 | 1,285 | ||
Walmart Inc. | 2.850% | 7/8/24 | 1,150 | 1,203 | ||
Walmart Inc. | 2.650% | 12/15/24 | 875 | 916 | ||
Walmart Inc. | 3.550% | 6/26/25 | 1,275 | 1,376 | ||
Walmart Inc. | 3.050% | 7/8/26 | 1,700 | 1,823 | ||
Walmart Inc. | 1.050% | 9/17/26 | 462 | 458 | ||
Walmart Inc. | 1.500% | 9/22/28 | 675 | 671 | ||
Walmart Inc. | 3.250% | 7/8/29 | 1,633 | 1,800 | ||
Walmart Inc. | 2.375% | 9/24/29 | 175 | 182 | ||
Walmart Inc. | 1.800% | 9/22/31 | 462 | 458 | ||
Walmart Inc. | 5.250% | 9/1/35 | 820 | 1,116 | ||
Walmart Inc. | 6.200% | 4/15/38 | 570 | 868 | ||
Walmart Inc. | 3.950% | 6/28/38 | 2,175 | 2,617 | ||
Walmart Inc. | 5.625% | 4/1/40 | 312 | 448 | ||
Walmart Inc. | 5.000% | 10/25/40 | 235 | 318 | ||
Walmart Inc. | 2.500% | 9/22/41 | 463 | 467 | ||
Walmart Inc. | 4.000% | 4/11/43 | 1,920 | 2,348 | ||
Walmart Inc. | 4.300% | 4/22/44 | 700 | 883 | ||
Walmart Inc. | 3.625% | 12/15/47 | 1,300 | 1,542 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Walmart Inc. | 4.050% | 6/29/48 | 1,256 | 1,596 | ||
Walmart Inc. | 2.950% | 9/24/49 | 1,720 | 1,845 | ||
Walmart Inc. | 2.650% | 9/22/51 | 700 | 715 | ||
421,452 | ||||||
Energy (0.8%) | ||||||
Baker Hughes Holdings LLC | 2.773% | 12/15/22 | 1,540 | 1,570 | ||
Baker Hughes Holdings LLC | 1.231% | 12/15/23 | 600 | 603 | ||
Baker Hughes Holdings LLC | 2.061% | 12/15/26 | 500 | 505 | ||
Baker Hughes Holdings LLC | 3.337% | 12/15/27 | 1,050 | 1,120 | ||
Baker Hughes Holdings LLC | 3.138% | 11/7/29 | 650 | 687 | ||
Baker Hughes Holdings LLC | 4.486% | 5/1/30 | 400 | 461 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 1,020 | 1,279 | ||
Baker Hughes Holdings LLC | 4.080% | 12/15/47 | 1,269 | 1,447 | ||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 310 | 316 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 945 | 1,024 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 425 | 488 | ||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 100 | 112 | ||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 2,000 | 2,111 | ||
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 1,080 | 1,138 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 1,614 | 1,741 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 800 | 856 | ||
7 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 2,800 | 2,964 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 1,800 | 1,998 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 2,600 | 2,868 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 900 | 867 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 1,000 | 1,011 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 1,700 | 1,675 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 1,450 | 1,365 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 1,900 | 1,835 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 1,200 | 1,176 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 1,900 | 1,961 | ||
BP Capital Markets plc | 3.994% | 9/26/23 | 350 | 368 | ||
BP Capital Markets plc | 3.535% | 11/4/24 | 1,335 | 1,421 | ||
BP Capital Markets plc | 3.506% | 3/17/25 | 950 | 1,012 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 2,135 | 2,296 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 685 | 754 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 600 | 860 | ||
Burlington Resources LLC | 5.950% | 10/15/36 | 400 | 542 | ||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 800 | 815 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 400 | 419 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 500 | 532 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 400 | 404 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 2,000 | 2,150 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 1,500 | 1,533 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 475 | 633 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 400 | 516 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 700 | 875 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 700 | 923 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 1,000 | 1,316 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 325 | 450 | ||
7 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 90 | 112 | |
Cenovus Energy Inc. | 5.375% | 7/15/25 | 1,106 | 1,223 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 1,700 | 1,855 | ||
Cenovus Energy Inc. | 4.400% | 4/15/29 | 575 | 636 | ||
Cenovus Energy Inc. | 2.650% | 1/15/32 | 450 | 441 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 1,000 | 1,186 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 300 | 407 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 1,525 | 2,073 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 925 | 1,151 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 700 | 705 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 1,200 | 1,328 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 750 | 832 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 2,250 | 2,543 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 1,150 | 1,231 | ||
11 | Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | 600 | 587 | |
Chevron Corp. | 2.355% | 12/5/22 | 4,245 | 4,298 | ||
Chevron Corp. | 1.141% | 5/11/23 | 900 | 906 | ||
Chevron Corp. | 3.191% | 6/24/23 | 1,175 | 1,212 | ||
Chevron Corp. | 2.895% | 3/3/24 | 200 | 208 | ||
Chevron Corp. | 1.554% | 5/11/25 | 3,150 | 3,181 | ||
Chevron Corp. | 3.326% | 11/17/25 | 200 | 214 | ||
Chevron Corp. | 1.995% | 5/11/27 | 500 | 509 | ||
Chevron Corp. | 2.236% | 5/11/30 | 2,200 | 2,233 | ||
Chevron Corp. | 3.078% | 5/11/50 | 900 | 956 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 500 | 500 | ||
Chevron USA Inc. | 0.426% | 8/11/23 | 500 | 499 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 500 | 490 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 500 | 483 | ||
Chevron USA Inc. | 3.850% | 1/15/28 | 450 | 500 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 1,000 | 1,085 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 450 | 618 | ||
Chevron USA Inc. | 5.050% | 11/15/44 | 450 | 593 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 500 | 462 | ||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 200 | 205 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 1,300 | 1,421 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 600 | 562 | ||
CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | 200 | 213 | ||
CNOOC Finance 2014 ULC | 4.875% | 4/30/44 | 200 | 237 | ||
CNOOC Finance 2015 USA LLC | 3.750% | 5/2/23 | 200 | 207 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 600 | 672 | ||
CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | 800 | 1,123 | ||
CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | 400 | 494 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 900 | 1,188 | ||
CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | 400 | 596 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 1,045 | 1,140 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 672 | 891 | ||
11 | ConocoPhillips | 3.750% | 10/1/27 | 1,250 | 1,368 | |
11 | ConocoPhillips | 4.300% | 8/15/28 | 1,000 | 1,125 | |
11 | ConocoPhillips | 2.400% | 2/15/31 | 500 | 503 | |
ConocoPhillips | 5.900% | 10/15/32 | 400 | 524 | ||
ConocoPhillips | 5.900% | 5/15/38 | 1,255 | 1,726 | ||
ConocoPhillips | 6.500% | 2/1/39 | 1,950 | 2,838 | ||
11 | ConocoPhillips | 4.875% | 10/1/47 | 755 | 997 | |
ConocoPhillips Co. | 3.350% | 11/15/24 | 200 | 211 | ||
ConocoPhillips Co. | 4.950% | 3/15/26 | 1,000 | 1,130 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 875 | 1,151 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 750 | 903 | ||
Continental Resources Inc. | 4.375% | 1/15/28 | 600 | 649 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 250 | 279 | ||
11 | Coterra Energy Inc. | 4.375% | 6/1/24 | 700 | 741 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
11 | Coterra Energy Inc. | 3.900% | 5/15/27 | 700 | 754 | |
11 | Coterra Energy Inc. | 4.375% | 3/15/29 | 600 | 674 | |
Devon Energy Corp. | 5.250% | 9/15/24 | 600 | 648 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 300 | 343 | ||
Devon Energy Corp. | 5.250% | 10/15/27 | 360 | 379 | ||
Devon Energy Corp. | 5.875% | 6/15/28 | 260 | 282 | ||
Devon Energy Corp. | 4.500% | 1/15/30 | 518 | 556 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 590 | 835 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 245 | 344 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 1,310 | 1,649 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 600 | 694 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 700 | 851 | ||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 800 | 831 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 700 | 739 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 1,700 | 1,802 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 875 | 902 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 500 | 574 | ||
11 | Eastern Gas Transmission & Storage Inc. | 3.600% | 12/15/24 | 83 | 88 | |
11 | Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 1,000 | 1,028 | |
11 | Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | 325 | 398 | |
11 | Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 400 | 475 | |
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 1,439 | 1,641 | ||
7 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 300 | 450 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 75 | 96 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 1,300 | 2,027 | ||
Enbridge Inc. | 0.550% | 10/4/23 | 500 | 497 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 500 | 523 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 715 | 736 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 500 | 494 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 1,000 | 1,103 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 800 | 864 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 825 | 866 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 900 | 885 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 925 | 1,082 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 300 | 407 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 325 | 365 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 1,000 | 1,020 | ||
Energy Transfer LP | 3.600% | 2/1/23 | 975 | 995 | ||
7 | Energy Transfer LP | 4.250% | 3/15/23 | 1,600 | 1,646 | |
7 | Energy Transfer LP | 4.200% | 9/15/23 | 300 | 313 | |
Energy Transfer LP | 4.500% | 11/1/23 | 475 | 498 | ||
Energy Transfer LP | 4.250% | 4/1/24 | 900 | 946 | ||
Energy Transfer LP | 3.900% | 5/15/24 | 625 | 653 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 2,091 | 2,215 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 375 | 387 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 1,878 | 2,140 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 300 | 328 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 800 | 865 | ||
7 | Energy Transfer LP | 5.500% | 6/1/27 | 1,000 | 1,143 | |
Energy Transfer LP | 4.950% | 5/15/28 | 800 | 890 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 1,300 | 1,494 | ||
Energy Transfer LP | 4.150% | 9/15/29 | 550 | 591 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 1,775 | 1,886 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 250 | 284 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 350 | 447 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Energy Transfer LP | 5.800% | 6/15/38 | 1,080 | 1,312 | |
Energy Transfer LP | 7.500% | 7/1/38 | 800 | 1,104 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 875 | 1,074 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 300 | 385 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 425 | 471 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 950 | 1,088 | ||
Energy Transfer LP | 5.000% | 5/15/44 | 450 | 488 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 150 | 170 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 1,525 | 1,762 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 1,050 | 1,311 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 1,705 | 1,965 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 700 | 826 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 1,350 | 1,688 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 1,200 | 1,569 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 1,900 | 2,188 | ||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 1,250 | 1,280 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 750 | 788 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 825 | 878 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 400 | 430 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 2,300 | 2,443 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 1,226 | 1,279 | ||
7 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,375 | 1,862 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 300 | 445 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 470 | 625 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 850 | 1,020 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 1,000 | 1,148 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,780 | 2,143 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 982 | 1,221 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 500 | 608 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 1,550 | 1,766 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 2,000 | 2,440 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 1,100 | 1,244 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 1,000 | 1,053 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 500 | 491 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 950 | 947 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 300 | 379 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 2,300 | 2,483 | ||
7 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 400 | 409 | |
7 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 1,225 | 1,233 | |
EOG Resources Inc. | 2.625% | 3/15/23 | 900 | 916 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 600 | 656 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 1,000 | 1,156 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 700 | 951 | ||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 3,730 | 3,773 | ||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 2,000 | 2,091 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 5,775 | 6,075 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 1,350 | 1,430 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 400 | 414 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 1,100 | 1,186 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 1,000 | 1,026 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 1,425 | 1,564 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 1,875 | 1,946 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 3,965 | 4,055 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 3,550 | 4,193 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 750 | 823 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 1,000 | 1,170 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 1,269 | 1,288 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 2,300 | 2,831 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 2,600 | 2,821 | ||
Halliburton Co. | 3.500% | 8/1/23 | 50 | 52 | ||
Halliburton Co. | 3.800% | 11/15/25 | 892 | 963 | ||
Halliburton Co. | 2.920% | 3/1/30 | 900 | 930 | ||
Halliburton Co. | 4.850% | 11/15/35 | 1,000 | 1,183 | ||
Halliburton Co. | 6.700% | 9/15/38 | 1,070 | 1,472 | ||
Halliburton Co. | 4.500% | 11/15/41 | 675 | 752 | ||
Halliburton Co. | 4.750% | 8/1/43 | 725 | 838 | ||
Halliburton Co. | 5.000% | 11/15/45 | 1,909 | 2,302 | ||
11 | Helmerich & Payne Inc. | 2.900% | 9/29/31 | 565 | 558 | |
Hess Corp. | 3.500% | 7/15/24 | 245 | 256 | ||
Hess Corp. | 4.300% | 4/1/27 | 500 | 545 | ||
Hess Corp. | 7.300% | 8/15/31 | 485 | 648 | ||
Hess Corp. | 7.125% | 3/15/33 | 415 | 553 | ||
Hess Corp. | 6.000% | 1/15/40 | 722 | 918 | ||
Hess Corp. | 5.600% | 2/15/41 | 1,100 | 1,358 | ||
Hess Corp. | 5.800% | 4/1/47 | 500 | 643 | ||
HollyFrontier Corp. | 2.625% | 10/1/23 | 400 | 408 | ||
HollyFrontier Corp. | 5.875% | 4/1/26 | 860 | 964 | ||
HollyFrontier Corp. | 4.500% | 10/1/30 | 900 | 973 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 465 | 481 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 1,625 | 1,725 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 850 | 907 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 175 | 241 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 300 | 377 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 400 | 533 | ||
7 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 335 | 464 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,625 | 2,168 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,290 | 1,735 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 300 | 438 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 1,822 | 2,054 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 500 | 582 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 500 | 614 | ||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 300 | 307 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 817 | 884 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 500 | 499 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 1,080 | 1,202 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 500 | 477 | ||
7 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 330 | 469 | |
7 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 1,025 | 1,442 | |
Kinder Morgan Inc. | 5.300% | 12/1/34 | 1,325 | 1,597 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 1,375 | 1,740 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 200 | 240 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 2,500 | 2,380 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 1,025 | 1,037 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 450 | 503 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 1,000 | 1,051 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 350 | 423 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 300 | 333 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 725 | 792 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 200 | 241 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 625 | 665 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Marathon Oil Corp. | 4.400% | 7/15/27 | 1,350 | 1,481 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 930 | 1,200 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 650 | 860 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 200 | 241 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 3,000 | 3,276 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 1,035 | 1,180 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 1,150 | 1,238 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 1,075 | 1,483 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 200 | 236 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 900 | 1,024 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 325 | 384 | ||
MPLX LP | 3.500% | 12/1/22 | 150 | 153 | ||
MPLX LP | 3.375% | 3/15/23 | 400 | 410 | ||
MPLX LP | 4.500% | 7/15/23 | 1,300 | 1,354 | ||
MPLX LP | 4.875% | 12/1/24 | 838 | 911 | ||
MPLX LP | 4.875% | 6/1/25 | 3,085 | 3,376 | ||
MPLX LP | 1.750% | 3/1/26 | 600 | 596 | ||
MPLX LP | 4.250% | 12/1/27 | 2,010 | 2,227 | ||
MPLX LP | 4.000% | 3/15/28 | 950 | 1,033 | ||
MPLX LP | 4.800% | 2/15/29 | 500 | 572 | ||
MPLX LP | 2.650% | 8/15/30 | 3,000 | 2,995 | ||
MPLX LP | 4.500% | 4/15/38 | 1,575 | 1,772 | ||
MPLX LP | 5.200% | 3/1/47 | 1,950 | 2,386 | ||
MPLX LP | 4.700% | 4/15/48 | 1,200 | 1,397 | ||
MPLX LP | 5.500% | 2/15/49 | 1,775 | 2,270 | ||
NOV Inc. | 3.600% | 12/1/29 | 500 | 524 | ||
NOV Inc. | 3.950% | 12/1/42 | 800 | 786 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 1,425 | 1,551 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 200 | 206 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 1,000 | 1,150 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 1,150 | 1,244 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 1,000 | 1,107 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 1,810 | 1,876 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 1,000 | 1,021 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 1,000 | 1,261 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 775 | 903 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 650 | 788 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 800 | 884 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 700 | 777 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 450 | 491 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 360 | 473 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 300 | 402 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 1,340 | 1,697 | ||
Ovintiv Exploration Inc. | 5.625% | 7/1/24 | 200 | 220 | ||
Ovintiv Exploration Inc. | 5.375% | 1/1/26 | 100 | 111 | ||
Ovintiv Inc. | 7.375% | 11/1/31 | 450 | 592 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 700 | 900 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 1,000 | 1,307 | ||
Ovintiv Inc. | 6.500% | 2/1/38 | 500 | 646 | ||
Phillips 66 | 3.700% | 4/6/23 | 300 | 310 | ||
Phillips 66 | 0.900% | 2/15/24 | 1,000 | 994 | ||
Phillips 66 | 3.850% | 4/9/25 | 600 | 640 | ||
Phillips 66 | 1.300% | 2/15/26 | 500 | 491 | ||
Phillips 66 | 3.900% | 3/15/28 | 600 | 650 | ||
Phillips 66 | 2.150% | 12/15/30 | 1,400 | 1,348 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Phillips 66 | 4.650% | 11/15/34 | 1,000 | 1,174 | ||
Phillips 66 | 4.875% | 11/15/44 | 3,750 | 4,742 | ||
Phillips 66 | 3.300% | 3/15/52 | 900 | 902 | ||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 250 | 256 | ||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 600 | 632 | ||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 425 | 453 | ||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 400 | 430 | ||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 250 | 259 | ||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 1,080 | 1,267 | ||
Pioneer Natural Resources Co. | 0.550% | 5/15/23 | 200 | 199 | ||
Pioneer Natural Resources Co. | 0.750% | 1/15/24 | 300 | 297 | ||
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 500 | 486 | ||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 390 | 426 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 1,025 | 973 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 975 | 941 | ||
Plains All American Pipeline LP | 2.850% | 1/31/23 | 1,200 | 1,217 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 2,155 | 2,254 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 600 | 655 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 350 | 384 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 1,200 | 1,248 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 525 | 553 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 500 | 648 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 500 | 533 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 500 | 547 | ||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 1,200 | 1,256 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 1,470 | 1,599 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 3,225 | 3,582 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 1,200 | 1,377 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 1,600 | 1,801 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 1,200 | 1,317 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 2,500 | 2,825 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 600 | 599 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 1,190 | 1,243 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 1,300 | 1,332 | ||
Shell International Finance BV | 0.375% | 9/15/23 | 500 | 497 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 1,000 | 1,025 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 2,565 | 2,733 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 1,300 | 1,383 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 505 | 529 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 1,300 | 1,455 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 1,450 | 1,483 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 2,405 | 2,516 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 3,125 | 3,655 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 1,320 | 1,931 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 700 | 950 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 500 | 502 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 525 | 579 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 1,700 | 2,125 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 2,900 | 3,534 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 2,500 | 2,915 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 1,600 | 1,801 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 1,400 | 1,444 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 1,735 | 1,849 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 950 | 965 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 800 | 854 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 1,666 | 1,756 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 950 | 1,008 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 220 | 253 | ||
Suncor Energy Inc. | 2.800% | 5/15/23 | 600 | 614 | ||
Suncor Energy Inc. | 3.100% | 5/15/25 | 800 | 837 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 450 | 545 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 700 | 905 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 700 | 983 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 2,090 | 2,865 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 700 | 784 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 700 | 759 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 200 | 219 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 260 | 323 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 500 | 640 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 1,025 | 1,055 | ||
TotalEnergies Capital International SA | 2.700% | 1/25/23 | 1,025 | 1,047 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 975 | 1,028 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 700 | 724 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 925 | 1,006 | ||
TotalEnergies Capital International SA | 2.829% | 1/10/30 | 1,900 | 1,996 | ||
TotalEnergies Capital International SA | 2.986% | 6/29/41 | 625 | 635 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 500 | 541 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 2,300 | 2,363 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 500 | 533 | ||
TotalEnergies Capital SA | 3.883% | 10/11/28 | 775 | 866 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 500 | 521 | ||
TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | 800 | 794 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 1,700 | 1,899 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 1,900 | 2,121 | ||
TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | 700 | 696 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 1,900 | 2,237 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 800 | 1,003 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 125 | 163 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 1,650 | 2,247 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 500 | 597 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 600 | 900 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 830 | 1,152 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 850 | 1,062 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 1,800 | 2,296 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 300 | 329 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 1,000 | 1,054 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 400 | 486 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 1,500 | 1,685 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 1,500 | 1,603 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 517 | 516 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 460 | 507 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 1,000 | 1,091 | ||
Valero Energy Corp. | 2.800% | 12/1/31 | 400 | 399 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 1,850 | 2,548 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 1,355 | 1,833 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 875 | 871 | ||
Valero Energy Partners LP | 4.375% | 12/15/26 | 103 | 114 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 400 | 443 | ||
Williams Cos. Inc. | 3.700% | 1/15/23 | 885 | 904 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 560 | 590 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Williams Cos. Inc. | 4.550% | 6/24/24 | 2,500 | 2,679 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 1,775 | 1,891 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 1,125 | 1,216 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 1,325 | 1,432 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 2,100 | 2,243 | ||
Williams Cos. Inc. | 2.600% | 3/15/31 | 1,000 | 997 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 990 | 1,340 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 925 | 1,212 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 800 | 993 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 600 | 781 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 725 | 868 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 900 | 1,111 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 475 | 578 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 400 | 406 | ||
493,499 | ||||||
Financials (2.9%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 75 | 110 | ||
7 | Aegon NV | 5.500% | 4/11/48 | 585 | 671 | |
AerCap Ireland Capital DAC | 3.300% | 1/23/23 | 650 | 664 | ||
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 250 | 260 | ||
AerCap Ireland Capital DAC | 1.150% | 10/29/23 | 1,500 | 1,494 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 500 | 515 | ||
AerCap Ireland Capital DAC | 1.650% | 10/29/24 | 3,500 | 3,495 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 3,763 | 4,303 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 500 | 538 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 500 | 491 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 3,000 | 3,258 | ||
AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 3,500 | 3,526 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 875 | 923 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 500 | 552 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 1,000 | 1,064 | ||
AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 4,000 | 4,060 | ||
AerCap Ireland Capital DAC | 3.300% | 1/30/32 | 4,000 | 4,079 | ||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 3,000 | 3,114 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 350 | 372 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 725 | 772 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 500 | 529 | ||
Aflac Inc. | 3.625% | 11/15/24 | 580 | 620 | ||
Aflac Inc. | 3.250% | 3/17/25 | 325 | 344 | ||
Aflac Inc. | 2.875% | 10/15/26 | 884 | 932 | ||
Aflac Inc. | 3.600% | 4/1/30 | 1,000 | 1,103 | ||
Aflac Inc. | 4.000% | 10/15/46 | 150 | 176 | ||
Aflac Inc. | 4.750% | 1/15/49 | 1,080 | 1,436 | ||
Air Lease Corp. | 2.250% | 1/15/23 | 750 | 760 | ||
Air Lease Corp. | 2.750% | 1/15/23 | 400 | 407 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 425 | 440 | ||
7 | Air Lease Corp. | 4.250% | 2/1/24 | 550 | 580 | |
Air Lease Corp. | 0.800% | 8/18/24 | 500 | 490 | ||
Air Lease Corp. | 4.250% | 9/15/24 | 475 | 506 | ||
7 | Air Lease Corp. | 2.300% | 2/1/25 | 1,175 | 1,193 | |
Air Lease Corp. | 3.250% | 3/1/25 | 600 | 624 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 750 | 784 | ||
Air Lease Corp. | 1.875% | 8/17/26 | 750 | 739 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 200 | 211 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 1,000 | 1,058 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Air Lease Corp. | 2.100% | 9/1/28 | 500 | 484 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 300 | 331 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 595 | 611 | ||
7 | Air Lease Corp. | 3.000% | 2/1/30 | 625 | 627 | |
Air Lease Corp. | 3.125% | 12/1/30 | 1,250 | 1,276 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 450 | 471 | ||
Aircastle Ltd. | 4.125% | 5/1/24 | 1,625 | 1,700 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 500 | 536 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 300 | 378 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 1,250 | 1,243 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 350 | 375 | ||
Allstate Corp. | 3.150% | 6/15/23 | 2,350 | 2,430 | ||
Allstate Corp. | 3.280% | 12/15/26 | 400 | 430 | ||
Allstate Corp. | 1.450% | 12/15/30 | 500 | 473 | ||
Allstate Corp. | 5.550% | 5/9/35 | 105 | 139 | ||
Allstate Corp. | 4.500% | 6/15/43 | 725 | 888 | ||
Allstate Corp. | 4.200% | 12/15/46 | 600 | 723 | ||
Allstate Corp. | 3.850% | 8/10/49 | 400 | 468 | ||
7 | Allstate Corp. | 5.750% | 8/15/53 | 90 | 94 | |
7 | Allstate Corp. | 6.500% | 5/15/57 | 650 | 853 | |
Ally Financial Inc. | 3.050% | 6/5/23 | 2,000 | 2,050 | ||
Ally Financial Inc. | 1.450% | 10/2/23 | 4,000 | 4,014 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 1,200 | 1,265 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 550 | 602 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 600 | 677 | ||
7 | Ally Financial Inc. | 8.000% | 11/1/31 | 2,308 | 3,266 | |
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 300 | 341 | ||
American Express Co. | 2.500% | 8/1/22 | 2,400 | 2,424 | ||
American Express Co. | 2.650% | 12/2/22 | 1,500 | 1,529 | ||
American Express Co. | 3.400% | 2/27/23 | 950 | 977 | ||
American Express Co. | 3.700% | 8/3/23 | 1,500 | 1,564 | ||
American Express Co. | 3.400% | 2/22/24 | 1,000 | 1,047 | ||
American Express Co. | 2.500% | 7/30/24 | 1,065 | 1,100 | ||
American Express Co. | 3.000% | 10/30/24 | 1,200 | 1,258 | ||
American Express Co. | 3.625% | 12/5/24 | 1,404 | 1,500 | ||
American Express Co. | 4.200% | 11/6/25 | 1,212 | 1,334 | ||
11 | American Express Co. | 3.300% | 5/3/27 | 1,960 | 2,102 | |
American Express Co. | 4.050% | 12/3/42 | 621 | 737 | ||
7 | American Express Credit Corp. | 2.700% | 3/3/22 | 1,350 | 1,352 | |
American Financial Group Inc. | 3.500% | 8/15/26 | 250 | 267 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 356 | 426 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 500 | 594 | ||
American International Group Inc. | 4.125% | 2/15/24 | 650 | 690 | ||
American International Group Inc. | 2.500% | 6/30/25 | 1,805 | 1,863 | ||
American International Group Inc. | 3.750% | 7/10/25 | 950 | 1,019 | ||
American International Group Inc. | 3.900% | 4/1/26 | 1,000 | 1,086 | ||
American International Group Inc. | 4.200% | 4/1/28 | 750 | 839 | ||
American International Group Inc. | 4.250% | 3/15/29 | 500 | 571 | ||
American International Group Inc. | 3.400% | 6/30/30 | 2,230 | 2,418 | ||
American International Group Inc. | 3.875% | 1/15/35 | 800 | 889 | ||
American International Group Inc. | 4.700% | 7/10/35 | 325 | 388 | ||
American International Group Inc. | 6.250% | 5/1/36 | 600 | 832 | ||
American International Group Inc. | 4.500% | 7/16/44 | 2,125 | 2,619 | ||
American International Group Inc. | 4.800% | 7/10/45 | 1,000 | 1,269 | ||
American International Group Inc. | 4.750% | 4/1/48 | 545 | 699 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | American International Group Inc. | 5.750% | 4/1/48 | 525 | 591 | |
American International Group Inc. | 4.375% | 6/30/50 | 500 | 623 | ||
American International Group Inc. | 4.375% | 1/15/55 | 950 | 1,169 | ||
7 | American International Group Inc. | 8.175% | 5/15/58 | 400 | 588 | |
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 1,575 | 1,660 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 350 | 374 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 3,459 | 3,613 | ||
7 | Aon Corp. | 8.205% | 1/1/27 | 150 | 189 | |
Aon Corp. | 4.500% | 12/15/28 | 600 | 684 | ||
Aon Corp. | 3.750% | 5/2/29 | 380 | 417 | ||
Aon Corp. | 2.800% | 5/15/30 | 1,620 | 1,670 | ||
Aon Corp. | 2.050% | 8/23/31 | 750 | 729 | ||
Aon Corp. | 6.250% | 9/30/40 | 150 | 216 | ||
Aon Corp. | 2.900% | 8/23/51 | 1,000 | 964 | ||
Aon plc | 4.000% | 11/27/23 | 100 | 105 | ||
Aon plc | 3.500% | 6/14/24 | 575 | 605 | ||
Aon plc | 3.875% | 12/15/25 | 300 | 325 | ||
Aon plc | 4.600% | 6/14/44 | 625 | 770 | ||
Aon plc | 4.750% | 5/15/45 | 695 | 867 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 799 | 878 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 100 | 130 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 500 | 721 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 975 | 1,044 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 275 | 358 | ||
Ares Capital Corp. | 3.500% | 2/10/23 | 600 | 614 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 825 | 872 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 480 | 508 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 967 | 1,003 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 1,000 | 1,055 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 1,320 | 1,304 | ||
Ares Capital Corp. | 3.200% | 11/15/31 | 500 | 491 | ||
Arthur J Gallagher & Co. | 2.400% | 11/9/31 | 500 | 493 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 500 | 526 | ||
Arthur J Gallagher & Co. | 3.050% | 3/9/52 | 500 | 485 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 1,875 | 1,989 | ||
Assurant Inc. | 4.200% | 9/27/23 | 100 | 105 | ||
Assurant Inc. | 4.900% | 3/27/28 | 400 | 458 | ||
Assurant Inc. | 6.750% | 2/15/34 | 92 | 120 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 262 | 284 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 500 | 523 | ||
Assured Guaranty US Holdings Inc. | 3.600% | 9/15/51 | 500 | 521 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 835 | 914 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 900 | 1,113 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 4,500 | 4,749 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 500 | 548 | ||
Athene Holding Ltd. | 3.450% | 5/15/52 | 500 | 503 | ||
7 | Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 1,750 | 1,781 | |
7 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 250 | 272 | |
AXA SA | 8.600% | 12/15/30 | 1,080 | 1,565 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 1,840 | 2,007 | ||
7 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 250 | 262 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 1,500 | 1,634 | ||
Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | 500 | 486 | ||
Banco Santander SA | 3.848% | 4/12/23 | 1,200 | 1,242 | ||
Banco Santander SA | 2.706% | 6/27/24 | 400 | 414 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Banco Santander SA | 5.179% | 11/19/25 | 1,300 | 1,445 | ||
Banco Santander SA | 1.849% | 3/25/26 | 1,000 | 994 | ||
Banco Santander SA | 4.250% | 4/11/27 | 2,000 | 2,199 | ||
Banco Santander SA | 3.800% | 2/23/28 | 200 | 217 | ||
Banco Santander SA | 4.379% | 4/12/28 | 1,200 | 1,344 | ||
Banco Santander SA | 3.306% | 6/27/29 | 500 | 531 | ||
Banco Santander SA | 3.490% | 5/28/30 | 1,000 | 1,059 | ||
Banco Santander SA | 2.749% | 12/3/30 | 600 | 587 | ||
Banco Santander SA | 2.958% | 3/25/31 | 1,000 | 1,020 | ||
7 | Bank of America Corp. | 3.300% | 1/11/23 | 925 | 950 | |
Bank of America Corp. | 4.100% | 7/24/23 | 1,425 | 1,498 | ||
7 | Bank of America Corp. | 3.004% | 12/20/23 | 11,530 | 11,769 | |
7 | Bank of America Corp. | 3.550% | 3/5/24 | 3,535 | 3,641 | |
7 | Bank of America Corp. | 0.523% | 6/14/24 | 4,000 | 3,973 | |
7 | Bank of America Corp. | 3.864% | 7/23/24 | 625 | 651 | |
7 | Bank of America Corp. | 4.200% | 8/26/24 | 3,025 | 3,241 | |
7 | Bank of America Corp. | 0.810% | 10/24/24 | 2,500 | 2,483 | |
7 | Bank of America Corp. | 4.000% | 1/22/25 | 4,240 | 4,534 | |
7 | Bank of America Corp. | 3.950% | 4/21/25 | 3,036 | 3,246 | |
Bank of America Corp. | 0.976% | 4/22/25 | 2,000 | 1,984 | ||
7 | Bank of America Corp. | 0.981% | 9/25/25 | 500 | 494 | |
7 | Bank of America Corp. | 3.093% | 10/1/25 | 2,500 | 2,603 | |
7 | Bank of America Corp. | 2.456% | 10/22/25 | 2,175 | 2,234 | |
7 | Bank of America Corp. | 1.530% | 12/6/25 | 5,250 | 5,263 | |
7 | Bank of America Corp. | 3.366% | 1/23/26 | 1,300 | 1,369 | |
7 | Bank of America Corp. | 4.450% | 3/3/26 | 7,252 | 7,991 | |
7 | Bank of America Corp. | 3.500% | 4/19/26 | 830 | 894 | |
7 | Bank of America Corp. | 1.319% | 6/19/26 | 11,450 | 11,331 | |
7 | Bank of America Corp. | 4.250% | 10/22/26 | 1,500 | 1,656 | |
7 | Bank of America Corp. | 1.197% | 10/24/26 | 2,000 | 1,961 | |
7 | Bank of America Corp. | 1.658% | 3/11/27 | 3,500 | 3,475 | |
7 | Bank of America Corp. | 3.559% | 4/23/27 | 2,275 | 2,434 | |
Bank of America Corp. | 1.734% | 7/22/27 | 2,500 | 2,481 | ||
7 | Bank of America Corp. | 3.248% | 10/21/27 | 2,225 | 2,372 | |
7 | Bank of America Corp. | 3.824% | 1/20/28 | 450 | 488 | |
7 | Bank of America Corp. | 3.705% | 4/24/28 | 1,400 | 1,520 | |
7 | Bank of America Corp. | 3.593% | 7/21/28 | 3,008 | 3,238 | |
7 | Bank of America Corp. | 3.419% | 12/20/28 | 6,357 | 6,794 | |
7 | Bank of America Corp. | 3.970% | 3/5/29 | 1,425 | 1,560 | |
7 | Bank of America Corp. | 2.087% | 6/14/29 | 6,000 | 5,965 | |
7 | Bank of America Corp. | 4.271% | 7/23/29 | 6,175 | 6,884 | |
�� 7 | Bank of America Corp. | 3.974% | 2/7/30 | 500 | 551 | |
7 | Bank of America Corp. | 3.194% | 7/23/30 | 2,000 | 2,109 | |
7 | Bank of America Corp. | 2.884% | 10/22/30 | 4,175 | 4,309 | |
7 | Bank of America Corp. | 2.496% | 2/13/31 | 175 | 176 | |
7 | Bank of America Corp. | 2.592% | 4/29/31 | 6,000 | 6,058 | |
7 | Bank of America Corp. | 1.922% | 10/24/31 | 3,000 | 2,875 | |
7 | Bank of America Corp. | 2.651% | 3/11/32 | 1,500 | 1,519 | |
Bank of America Corp. | 2.687% | 4/22/32 | 4,575 | 4,647 | ||
Bank of America Corp. | 2.299% | 7/21/32 | 7,500 | 7,365 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 1,000 | 1,005 | ||
Bank of America Corp. | 2.482% | 9/21/36 | 1,500 | 1,452 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 2,010 | 2,705 | ||
7 | Bank of America Corp. | 4.244% | 4/24/38 | 2,600 | 3,046 | |
Bank of America Corp. | 7.750% | 5/14/38 | 2,075 | 3,254 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Bank of America Corp. | 4.078% | 4/23/40 | 1,425 | 1,634 | |
7 | Bank of America Corp. | 2.676% | 6/19/41 | 4,450 | 4,278 | |
7 | Bank of America Corp. | 5.875% | 2/7/42 | 1,350 | 1,912 | |
Bank of America Corp. | 3.311% | 4/22/42 | 3,500 | 3,678 | ||
7 | Bank of America Corp. | 5.000% | 1/21/44 | 1,950 | 2,563 | |
7 | Bank of America Corp. | 4.875% | 4/1/44 | 550 | 716 | |
7 | Bank of America Corp. | 4.750% | 4/21/45 | 350 | 436 | |
7 | Bank of America Corp. | 4.443% | 1/20/48 | 2,675 | 3,321 | |
7 | Bank of America Corp. | 3.946% | 1/23/49 | 1,175 | 1,371 | |
7 | Bank of America Corp. | 4.330% | 3/15/50 | 700 | 867 | |
7 | Bank of America Corp. | 4.083% | 3/20/51 | 5,500 | 6,610 | |
7 | Bank of America Corp. | 2.831% | 10/24/51 | 2,000 | 1,961 | |
7 | Bank of America Corp. | 3.483% | 3/13/52 | 1,000 | 1,102 | |
Bank of America Corp. | 2.972% | 7/21/52 | 1,500 | 1,506 | ||
7 | Bank of America NA | 6.000% | 10/15/36 | 600 | 820 | |
7 | Bank of Montreal | 2.900% | 3/26/22 | 2,350 | 2,364 | |
Bank of Montreal | 0.450% | 12/8/23 | 500 | 495 | ||
7 | Bank of Montreal | 3.300% | 2/5/24 | 1,000 | 1,046 | |
7 | Bank of Montreal | 2.500% | 6/28/24 | 800 | 826 | |
7 | Bank of Montreal | 0.625% | 7/9/24 | 675 | 666 | |
7 | Bank of Montreal | 1.850% | 5/1/25 | 820 | 833 | |
7 | Bank of Montreal | 0.949% | 1/22/27 | 1,000 | 971 | |
7 | Bank of Montreal | 4.338% | 10/5/28 | 400 | 420 | |
7 | Bank of Montreal | 3.803% | 12/15/32 | 1,600 | 1,713 | |
7 | Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 375 | 380 | |
7 | Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 850 | 869 | |
7 | Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 625 | 648 | |
7 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 525 | 547 | |
7 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 825 | 843 | |
7 | Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 900 | 948 | |
7 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 600 | 632 | |
7 | Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 742 | 810 | |
7 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 3,561 | 3,739 | |
7 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 969 | 1,007 | |
7 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 1,500 | 1,618 | |
7 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 600 | 651 | |
7 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 1,200 | 1,295 | |
7 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 1,000 | 1,060 | |
7 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 500 | 538 | |
Bank of Nova Scotia | 2.375% | 1/18/23 | 2,250 | 2,290 | ||
Bank of Nova Scotia | 1.950% | 2/1/23 | 1,825 | 1,849 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 1,000 | 1,011 | ||
Bank of Nova Scotia | 0.400% | 9/15/23 | 1,000 | 993 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 500 | 524 | ||
Bank of Nova Scotia | 0.650% | 7/31/24 | 550 | 543 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 3,575 | 3,662 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 3,000 | 2,985 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 1,250 | 1,376 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 725 | 757 | ||
Bank of Nova Scotia | 1.300% | 9/15/26 | 1,000 | 982 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 219 | 241 | ||
Barclays plc | 3.684% | 1/10/23 | 950 | 950 | ||
7 | Barclays plc | 4.338% | 5/16/24 | 1,000 | 1,042 | |
Barclays plc | 1.007% | 12/10/24 | 1,300 | 1,290 | ||
Barclays plc | 3.650% | 3/16/25 | 3,000 | 3,172 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Barclays plc | 3.932% | 5/7/25 | 800 | 842 | |
Barclays plc | 4.375% | 1/12/26 | 1,200 | 1,311 | ||
7 | Barclays plc | 2.852% | 5/7/26 | 2,025 | 2,087 | |
Barclays plc | 5.200% | 5/12/26 | 1,260 | 1,410 | ||
Barclays plc | 4.337% | 1/10/28 | 1,000 | 1,095 | ||
Barclays plc | 4.836% | 5/9/28 | 4,750 | 5,222 | ||
7 | Barclays plc | 4.972% | 5/16/29 | 1,000 | 1,144 | |
7 | Barclays plc | 5.088% | 6/20/30 | 2,975 | 3,368 | |
Barclays plc | 2.645% | 6/24/31 | 1,000 | 998 | ||
Barclays plc | 2.667% | 3/10/32 | 1,750 | 1,736 | ||
Barclays plc | 3.564% | 9/23/35 | 700 | 717 | ||
Barclays plc | 5.250% | 8/17/45 | 500 | 664 | ||
Barclays plc | 4.950% | 1/10/47 | 1,300 | 1,684 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 1,500 | 1,488 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | �� 130 | 185 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 600 | 735 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 550 | 661 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 2,000 | 2,429 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 1,810 | 2,221 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 2,185 | 2,158 | ||
Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | 500 | 465 | ||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 225 | 231 | ||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 1,675 | 1,711 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 3,231 | 3,452 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 825 | 1,020 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 425 | 443 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 700 | 740 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 550 | 594 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 1,000 | 1,089 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 1,250 | 1,284 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 915 | 902 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 950 | 943 | ||
11 | Blackstone Private Credit Fund | 2.625% | 12/15/26 | 1,442 | 1,407 | |
11 | Blackstone Private Credit Fund | 3.250% | 3/15/27 | 725 | 726 | |
Blackstone Secured Lending Fund | 3.650% | 7/14/23 | 500 | 515 | ||
Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 500 | 527 | ||
Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 500 | 500 | ||
11 | Blackstone Secured Lending Fund | 2.850% | 9/30/28 | 750 | 732 | |
7 | BNP Paribas SA | 3.250% | 3/3/23 | 375 | 386 | |
7 | BNP Paribas SA | 4.250% | 10/15/24 | 500 | 539 | |
11 | BNP Paribas SA | 3.052% | 1/13/31 | 1,175 | 1,211 | |
11 | BPCE SA | 3.000% | 5/22/22 | 1,000 | 1,010 | |
BPCE SA | 4.000% | 4/15/24 | 1,200 | 1,278 | ||
7 | BPCE SA | 3.375% | 12/2/26 | 250 | 268 | |
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 500 | 597 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 487 | 535 | ||
Brighthouse Financial Inc. | 3.850% | 12/22/51 | 500 | 496 | ||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 658 | 704 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 725 | 766 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 150 | 165 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 500 | 549 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 600 | 692 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 320 | 361 | ||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 1,200 | 1,212 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 750 | 923 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Brookfield Finance LLC | 3.450% | 4/15/50 | 1,200 | 1,243 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 400 | 427 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 275 | 311 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 1,000 | 980 | ||
Canadian Imperial Bank of Commerce | 0.450% | 6/22/23 | 1,000 | 993 | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 1,000 | 1,001 | ||
7 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 1,000 | 1,045 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 1,100 | 1,087 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 800 | 835 | ||
Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | 750 | 743 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 190 | 194 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 500 | 489 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 1,050 | 1,024 | ||
Capital One Bank USA NA | 3.375% | 2/15/23 | 1,140 | 1,171 | ||
7 | Capital One Bank USA NA | 2.280% | 1/28/26 | 750 | 765 | |
Capital One Financial Corp. | 3.050% | 3/9/22 | 675 | 677 | ||
Capital One Financial Corp. | 3.200% | 1/30/23 | 2,000 | 2,049 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 82 | 85 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 250 | 263 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 2,575 | 2,715 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 4,050 | 4,269 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 502 | 543 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 500 | 544 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 250 | 268 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 1,075 | 1,166 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 1,750 | 1,889 | ||
Capital One Financial Corp. | 1.878% | 11/2/27 | 1,790 | 1,782 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 2,000 | 2,178 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 1,290 | 1,399 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 500 | 475 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 1,225 | 1,246 | ||
Charles Schwab Corp. | 2.650% | 1/25/23 | 400 | 408 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 420 | 441 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 1,000 | 1,088 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 669 | 713 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 100 | 108 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 1,000 | 977 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 3,000 | 2,962 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 1,100 | 1,178 | ||
Charles Schwab Corp. | 3.300% | 4/1/27 | 700 | 751 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 400 | 430 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 440 | 494 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 475 | 510 | ||
Charles Schwab Corp. | 2.750% | 10/1/29 | 300 | 314 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 1,000 | 1,010 | ||
Charles Schwab Corp. | 1.950% | 12/1/31 | 1,550 | 1,522 | ||
Chubb Corp. | 6.000% | 5/11/37 | 375 | 533 | ||
7 | Chubb Corp. | 6.500% | 5/15/38 | 1,322 | 1,974 | |
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 1,085 | 1,102 | ||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 350 | 358 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 275 | 290 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 1,164 | 1,231 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 2,200 | 2,363 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 2,500 | 2,354 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 180 | 264 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 225 | 270 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 800 | 994 | ||
Chubb INA Holdings Inc. | 2.850% | 12/15/51 | 500 | 503 | ||
Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 1,000 | 1,021 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 2,000 | 2,056 | ||
7 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 300 | 385 | |
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 275 | 374 | ||
Citigroup Inc. | 3.500% | 5/15/23 | 450 | 465 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 2,575 | 2,714 | ||
Citigroup Inc. | 3.750% | 6/16/24 | 2,975 | 3,158 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 725 | 772 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 2,000 | 1,987 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 3,544 | 3,778 | ||
Citigroup Inc. | 3.300% | 4/27/25 | 275 | 292 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 1,450 | 1,440 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 1,975 | 2,152 | ||
Citigroup Inc. | 5.500% | ��� 9/13/25 | 1,000 | 1,131 | ||
Citigroup Inc. | 1.281% | 11/3/25 | 1,500 | 1,497 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 400 | 432 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 975 | 1,077 | ||
7 | Citigroup Inc. | 3.106% | 4/8/26 | 5,750 | 6,028 | |
Citigroup Inc. | 3.400% | 5/1/26 | 750 | 804 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 3,000 | 3,180 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 775 | 858 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 3,450 | 3,847 | ||
7 | Citigroup Inc. | 3.887% | 1/10/28 | 2,075 | 2,250 | |
Citigroup Inc. | 6.625% | 1/15/28 | 800 | 999 | ||
7 | Citigroup Inc. | 3.668% | 7/24/28 | 2,675 | 2,885 | |
Citigroup Inc. | 4.125% | 7/25/28 | 425 | 467 | ||
7 | Citigroup Inc. | 3.520% | 10/27/28 | 2,760 | 2,960 | |
7 | Citigroup Inc. | 3.980% | 3/20/30 | 2,000 | 2,206 | |
7 | Citigroup Inc. | 2.976% | 11/5/30 | 1,175 | 1,221 | |
7 | Citigroup Inc. | 2.666% | 1/29/31 | 175 | 178 | |
7 | Citigroup Inc. | 4.412% | 3/31/31 | 8,750 | 9,998 | |
7 | Citigroup Inc. | 2.572% | 6/3/31 | 2,500 | 2,521 | |
Citigroup Inc. | 6.625% | 6/15/32 | 750 | 994 | ||
Citigroup Inc. | 2.520% | 11/3/32 | 2,000 | 2,001 | ||
Citigroup Inc. | 5.875% | 2/22/33 | 200 | 254 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 525 | 680 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 1,699 | 2,313 | ||
7 | Citigroup Inc. | 3.878% | 1/24/39 | 1,100 | 1,248 | |
Citigroup Inc. | 8.125% | 7/15/39 | 1,099 | 1,865 | ||
7 | Citigroup Inc. | 5.316% | 3/26/41 | 4,950 | 6,520 | |
Citigroup Inc. | 5.875% | 1/30/42 | 800 | 1,131 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 500 | 752 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 750 | 981 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 1,200 | 1,516 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 825 | 1,021 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 1,480 | 1,907 | ||
7 | Citizens Bank NA | 3.700% | 3/29/23 | 250 | 258 | |
7 | Citizens Bank NA | 3.750% | 2/18/26 | 500 | 539 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 2,231 | 2,326 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 450 | 452 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 825 | 865 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 180 | 178 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CME Group Inc. | 3.000% | 3/15/25 | 133 | 140 | ||
CME Group Inc. | 3.750% | 6/15/28 | 300 | 333 | ||
CME Group Inc. | 5.300% | 9/15/43 | 720 | 1,003 | ||
CME Group Inc. | 4.150% | 6/15/48 | 500 | 646 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 895 | 945 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 400 | 431 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 800 | 886 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 500 | 553 | ||
7 | Comerica Bank | 4.000% | 7/27/25 | 578 | 624 | |
Comerica Inc. | 3.700% | 7/31/23 | 750 | 781 | ||
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 1,000 | 988 | ||
7 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 1,815 | 1,936 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 802 | 870 | ||
7 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 1,800 | 1,937 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 750 | 1,046 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 3,250 | 4,335 | ||
Credit Suisse AG | 0.495% | 2/2/24 | 500 | 494 | ||
7 | Credit Suisse AG | 3.625% | 9/9/24 | 2,325 | 2,466 | |
Credit Suisse AG | 1.250% | 8/7/26 | 800 | 780 | ||
11 | Credit Suisse Group AG | 3.574% | 1/9/23 | 1,175 | 1,175 | |
Credit Suisse Group AG | 3.800% | 6/9/23 | 2,335 | 2,420 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 1,500 | 1,593 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 3,390 | 3,733 | ||
11 | Credit Suisse Group AG | 4.194% | 4/1/31 | 1,000 | 1,103 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 2,450 | 3,099 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 465 | 662 | ||
7 | Deutsche Bank AG | 3.300% | 11/16/22 | 2,500 | 2,551 | |
Deutsche Bank AG | 3.950% | 2/27/23 | 1,300 | 1,341 | ||
7 | Deutsche Bank AG | 0.962% | 11/8/23 | 950 | 948 | |
7 | Deutsche Bank AG | 3.700% | 5/30/24 | 775 | 812 | |
7 | Deutsche Bank AG | 3.961% | 11/26/25 | 1,500 | 1,587 | |
7 | Deutsche Bank AG | 4.100% | 1/13/26 | 400 | 428 | |
Deutsche Bank AG | 1.686% | 3/19/26 | 1,500 | 1,496 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 1,600 | 1,598 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 500 | 500 | ||
7 | Deutsche Bank AG | 3.547% | 9/18/31 | 500 | 527 | |
Deutsche Bank AG | 3.035% | 5/28/32 | 1,500 | 1,511 | ||
7 | Discover Bank | 3.350% | 2/6/23 | 600 | 614 | |
7 | Discover Bank | 4.200% | 8/8/23 | 500 | 525 | |
Discover Bank | 2.450% | 9/12/24 | 600 | 614 | ||
7 | Discover Bank | 4.250% | 3/13/26 | 2,043 | 2,231 | |
7 | Discover Bank | 3.450% | 7/27/26 | 1,455 | 1,541 | |
7 | Discover Bank | 4.682% | 8/9/28 | 425 | 444 | |
7 | Discover Bank | 4.650% | 9/13/28 | 500 | 568 | |
7 | Discover Bank | 2.700% | 2/6/30 | 400 | 405 | |
Discover Financial Services | 3.850% | 11/21/22 | 225 | 231 | ||
Discover Financial Services | 3.950% | 11/6/24 | 350 | 373 | ||
Discover Financial Services | 3.750% | 3/4/25 | 953 | 1,009 | ||
Discover Financial Services | 4.500% | 1/30/26 | 3,183 | 3,486 | ||
Discover Financial Services | 4.100% | 2/9/27 | 1,175 | 1,279 | ||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 325 | 353 | ||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 330 | 372 | ||
Eaton Vance Corp. | 3.625% | 6/15/23 | 225 | 233 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 300 | 322 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 680 | 760 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 258 | 267 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 600 | 756 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 4,460 | 4,997 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 1,200 | 1,502 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 300 | 377 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 500 | 526 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 1,250 | 1,225 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 400 | 446 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 600 | 672 | ||
Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 1,000 | 1,030 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 500 | 529 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 750 | 740 | ||
Fidelity National Financial Inc. | 3.200% | 9/17/51 | 1,000 | 960 | ||
Fifth Third Bancorp | 3.500% | 3/15/22 | 950 | 953 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 475 | 502 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 500 | 524 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 1,823 | 1,871 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 1,500 | 1,551 | ||
Fifth Third Bancorp | 1.707% | 11/1/27 | 500 | 494 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 300 | 331 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 710 | 1,165 | ||
7 | Fifth Third Bank NA | 1.800% | 1/30/23 | 315 | 318 | |
7 | Fifth Third Bank NA | 3.950% | 7/28/25 | 625 | 680 | |
7 | Fifth Third Bank NA | 3.850% | 3/15/26 | 1,500 | 1,620 | |
7 | Fifth Third Bank NA | 2.250% | 2/1/27 | 1,165 | 1,192 | |
First American Financial Corp. | 4.600% | 11/15/24 | 220 | 239 | ||
First American Financial Corp. | 2.400% | 8/15/31 | 600 | 588 | ||
7 | First Republic Bank | 1.912% | 2/12/24 | 500 | 505 | |
7 | First Republic Bank | 4.375% | 8/1/46 | 200 | 240 | |
7 | First Republic Bank | 4.625% | 2/13/47 | 375 | 472 | |
Franklin Resources Inc. | 2.850% | 3/30/25 | 250 | 262 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 500 | 472 | ||
Franklin Resources Inc. | 2.950% | 8/12/51 | 500 | 485 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 100 | 105 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 1,000 | 1,047 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 1,580 | 1,611 | ||
GATX Corp. | 3.250% | 3/30/25 | 375 | 392 | ||
GATX Corp. | 3.850% | 3/30/27 | 250 | 270 | ||
GATX Corp. | 3.500% | 3/15/28 | 200 | 214 | ||
GATX Corp. | 4.550% | 11/7/28 | 600 | 684 | ||
GATX Corp. | 4.700% | 4/1/29 | 275 | 317 | ||
GATX Corp. | 4.000% | 6/30/30 | 460 | 509 | ||
GATX Corp. | 1.900% | 6/1/31 | 500 | 475 | ||
GATX Corp. | 5.200% | 3/15/44 | 150 | 190 | ||
GATX Corp. | 4.500% | 3/30/45 | 150 | 174 | ||
GATX Corp. | 3.100% | 6/1/51 | 500 | 487 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 2,320 | 2,432 | ||
GE Capital Funding LLC | 4.550% | 5/15/32 | 700 | 827 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 8,342 | 10,005 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 385 | 438 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 500 | 493 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 500 | 512 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 975 | 1,346 | ||
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 1,725 | 1,775 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Goldman Sachs Group Inc. | 0.481% | 1/27/23 | 3,500 | 3,490 | |
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 2,805 | 2,876 | ||
Goldman Sachs Group Inc. | 0.523% | 3/8/23 | 1,500 | 1,496 | ||
Goldman Sachs Group Inc. | 1.217% | 12/6/23 | 3,200 | 3,207 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 5,000 | 5,244 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 1,750 | 1,856 | ||
Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 5,000 | 4,980 | ||
Goldman Sachs Group Inc. | 0.925% | 10/21/24 | 3,400 | 3,386 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 4,929 | 5,199 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 1,000 | 1,058 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 1,000 | 1,067 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 2,450 | 2,636 | ||
7 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 2,000 | 1,949 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 1,030 | 1,215 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 1,100 | 1,184 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 2,000 | 1,959 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 7,000 | 6,977 | ||
7 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 6,050 | 6,530 | |
7 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 1,200 | 1,306 | |
7 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 2,150 | 2,389 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 1,000 | 1,017 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 6,425 | 7,066 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 2,200 | 2,106 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 3,000 | 3,015 | ||
Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 3,000 | 2,954 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 3,400 | 3,423 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 2,975 | 4,063 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 3,620 | 5,133 | ||
7 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 2,230 | 2,550 | |
7 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 1,500 | 1,789 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 2,090 | 3,036 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 3,120 | 3,230 | ||
7 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 1,710 | 2,182 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 2,075 | 2,693 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 525 | 676 | ||
Golub Capital BDC Inc. | 2.500% | 8/24/26 | 684 | 673 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 270 | 296 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 500 | 518 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 600 | 841 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 500 | 586 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 500 | 547 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 700 | 689 | ||
7 | HSBC Bank USA NA | 7.000% | 1/15/39 | 650 | 1,010 | |
7 | HSBC Holdings plc | 3.262% | 3/13/23 | 3,525 | 3,541 | |
HSBC Holdings plc | 3.600% | 5/25/23 | 1,525 | 1,582 | ||
HSBC Holdings plc | 4.250% | 3/14/24 | 1,000 | 1,056 | ||
7 | HSBC Holdings plc | 3.950% | 5/18/24 | 2,100 | 2,179 | |
HSBC Holdings plc | 0.732% | 8/17/24 | 1,000 | 991 | ||
HSBC Holdings plc | 1.162% | 11/22/24 | 3,575 | 3,564 | ||
7 | HSBC Holdings plc | 3.803% | 3/11/25 | 2,800 | 2,940 | |
7 | HSBC Holdings plc | 2.633% | 11/7/25 | 200 | 205 | |
HSBC Holdings plc | 4.300% | 3/8/26 | 3,570 | 3,907 | ||
7 | HSBC Holdings plc | 1.645% | 4/18/26 | 3,000 | 2,979 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 1,950 | 2,106 | ||
7 | HSBC Holdings plc | 2.099% | 6/4/26 | 7,135 | 7,179 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | HSBC Holdings plc | 4.292% | 9/12/26 | 3,100 | 3,348 | |
HSBC Holdings plc | 4.375% | 11/23/26 | 3,000 | 3,275 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 1,000 | 977 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 3,575 | 3,586 | ||
7 | HSBC Holdings plc | 4.041% | 3/13/28 | 2,000 | 2,162 | |
7 | HSBC Holdings plc | 2.013% | 9/22/28 | 8,000 | 7,833 | |
7 | HSBC Holdings plc | 4.583% | 6/19/29 | 800 | 896 | |
HSBC Holdings plc | 2.206% | 8/17/29 | 1,000 | 981 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 3,425 | 4,016 | ||
7 | HSBC Holdings plc | 2.848% | 6/4/31 | 2,000 | 2,029 | |
7 | HSBC Holdings plc | 2.357% | 8/18/31 | 4,000 | 3,908 | |
7 | HSBC Holdings plc | 7.625% | 5/17/32 | 400 | 552 | |
HSBC Holdings plc | 2.871% | 11/22/32 | 3,000 | 3,027 | ||
7 | HSBC Holdings plc | 7.350% | 11/27/32 | 400 | 535 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 2,485 | 3,380 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 660 | 909 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 1,450 | 2,063 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 1,200 | 1,719 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 1,700 | 2,215 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 400 | 421 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 250 | 258 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 400 | 430 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 1,125 | 1,143 | ||
7 | Huntington National Bank | 3.125% | 4/1/22 | 400 | 402 | |
7 | Huntington National Bank | 2.500% | 8/7/22 | 600 | 607 | |
Huntington National Bank | 1.800% | 2/3/23 | 1,125 | 1,135 | ||
7 | Huntington National Bank | 3.550% | 10/6/23 | 650 | 679 | |
7 | Huntington National Bank | 4.270% | 11/25/26 | 450 | 489 | |
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 750 | 813 | ||
ING Groep NV | 4.100% | 10/2/23 | 1,500 | 1,578 | ||
ING Groep NV | 3.550% | 4/9/24 | 400 | 420 | ||
ING Groep NV | 3.950% | 3/29/27 | 1,300 | 1,425 | ||
ING Groep NV | 4.550% | 10/2/28 | 1,000 | 1,147 | ||
ING Groep NV | 4.050% | 4/9/29 | 610 | 681 | ||
Intercontinental Exchange Inc. | 0.700% | 6/15/23 | 1,800 | 1,798 | ||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 290 | 306 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 1,100 | 1,189 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 200 | 213 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 500 | 553 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 2,240 | 2,222 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 1,000 | 959 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 1,500 | 1,458 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 600 | 749 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 1,035 | 1,046 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 1,700 | 1,681 | ||
International Lease Finance Corp. | 5.875% | 8/15/22 | 615 | 634 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 950 | 1,002 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 800 | 865 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 900 | 1,188 | ||
11 | Jackson Financial Inc. | 1.125% | 11/22/23 | 200 | 200 | |
11 | Jackson Financial Inc. | 3.125% | 11/23/31 | 500 | 504 | |
11 | Jackson Financial Inc. | 4.000% | 11/23/51 | 500 | 505 | |
Janus Capital Group Inc. | 4.875% | 8/1/25 | 250 | 274 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 475 | 496 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 600 | 682 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Jefferies Group LLC | 4.150% | 1/23/30 | 1,100 | 1,221 | ||
Jefferies Group LLC | 2.750% | 10/15/32 | 500 | 497 | ||
Jefferies Group LLC | 6.250% | 1/15/36 | 320 | 425 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 350 | 485 | ||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 650 | 651 | ||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 4,375 | 4,493 | ||
7 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 500 | 503 | |
7 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 1,500 | 1,509 | |
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 1,705 | 1,760 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 100 | 102 | ||
7 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 3,130 | 3,233 | |
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 622 | 658 | ||
7 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 8,840 | 8,903 | |
7 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 725 | 756 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 2,200 | 2,341 | ||
7 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 3,000 | 3,160 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 3,312 | 3,482 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 1,000 | 986 | ||
7 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 1,480 | 1,540 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 3,300 | 3,262 | ||
JPMorgan Chase & Co. | 0.969% | 6/23/25 | 2,000 | 1,982 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 2,194 | 2,374 | ||
JPMorgan Chase & Co. | 0.768% | 8/9/25 | 1,250 | 1,232 | ||
7 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 3,000 | 3,067 | |
JPMorgan Chase & Co. | 1.561% | 12/10/25 | 4,875 | 4,884 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 2,550 | 2,720 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 1,125 | 1,195 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 5,652 | 5,970 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 3,000 | 3,777 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 4,000 | 3,897 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 1,650 | 1,820 | ||
7 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 2,729 | 2,954 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 4,500 | 4,353 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 1,000 | 988 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 2,000 | 1,961 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 1,000 | 1,078 | ||
7 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 3,521 | 3,814 | |
7 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 775 | 834 | |
7 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 4,950 | 4,984 | |
7 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 2,900 | 3,110 | |
7 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 1,700 | 1,878 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 2,000 | 1,983 | ||
7 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 1,600 | 1,745 | |
7 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 2,000 | 2,052 | |
7 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 5,675 | 6,570 | |
7 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 3,500 | 3,622 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 1,000 | 949 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 1,785 | 1,719 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 4,000 | 4,050 | ||
JPMorgan Chase & Co. | 2.545% | 11/8/32 | 2,725 | 2,743 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 3,010 | 4,383 | ||
7 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 1,980 | 2,243 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 1,375 | 1,873 | ||
7 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 8,000 | 8,291 | |
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 1,200 | 1,632 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 2,955 | 3,077 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 2,000 | 2,781 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 3,250 | 4,243 | ||
7 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 2,775 | 3,381 | |
7 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 3,500 | 4,098 | |
7 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 3,275 | 3,379 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 3,300 | 3,558 | ||
Kemper Corp. | 4.350% | 2/15/25 | 167 | 179 | ||
7 | KeyBank NA | 3.375% | 3/7/23 | 500 | 515 | |
7 | KeyBank NA | 0.423% | 1/3/24 | 1,945 | 1,938 | |
7 | KeyBank NA | 3.300% | 6/1/25 | 500 | 532 | |
7 | KeyCorp | 4.150% | 10/29/25 | 850 | 930 | |
7 | KeyCorp | 2.250% | 4/6/27 | 750 | 763 | |
7 | KeyCorp | 4.100% | 4/30/28 | 1,400 | 1,568 | |
7 | KeyCorp | 2.550% | 10/1/29 | 600 | 614 | |
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 106 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 1,350 | 1,448 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 425 | 486 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 425 | 475 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 450 | 616 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 225 | 236 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 212 | 224 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 250 | 271 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 850 | 933 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 1,025 | 1,431 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 500 | 606 | ||
7 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 975 | 979 | |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 3,300 | 3,456 | ||
Lloyds Banking Group plc | 3.900% | 3/12/24 | 800 | 844 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 500 | 539 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 500 | 544 | ||
7 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 4,000 | 4,228 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 2,050 | 2,237 | ||
7 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 750 | 766 | |
Lloyds Banking Group plc | 4.650% | 3/24/26 | 1,000 | 1,102 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 1,000 | 1,081 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 3,025 | 3,401 | ||
7 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 2,250 | 2,405 | |
Lloyds Banking Group plc | 4.344% | 1/9/48 | 1,250 | 1,463 | ||
Loews Corp. | 2.625% | 5/15/23 | 350 | 357 | ||
Loews Corp. | 3.750% | 4/1/26 | 695 | 753 | ||
Loews Corp. | 3.200% | 5/15/30 | 500 | 532 | ||
Loews Corp. | 6.000% | 2/1/35 | 250 | 333 | ||
Loews Corp. | 4.125% | 5/15/43 | 275 | 317 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 550 | 571 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 458 | 459 | ||
7 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 1,425 | 1,489 | |
7 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 250 | 268 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 575 | 630 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 1,130 | 1,160 | ||
7 | Manulife Financial Corp. | 4.061% | 2/24/32 | ��� 760 | 819 | |
Manulife Financial Corp. | 5.375% | 3/4/46 | 850 | 1,194 | ||
Markel Corp. | 3.500% | 11/1/27 | 200 | 215 | ||
Markel Corp. | 3.350% | 9/17/29 | 250 | 270 | ||
Markel Corp. | 5.000% | 4/5/46 | 1,100 | 1,398 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Markel Corp. | 4.300% | 11/1/47 | 200 | 233 | ||
Markel Corp. | 5.000% | 5/20/49 | 200 | 256 | ||
Markel Corp. | 3.450% | 5/7/52 | 500 | 518 | ||
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 222 | 228 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 350 | 366 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 1,600 | 1,693 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 425 | 451 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 375 | 407 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 575 | 657 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 665 | 664 | ||
Marsh & McLennan Cos. Inc. | 2.375% | 12/15/31 | 250 | 252 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 1,050 | 1,399 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 400 | 500 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 200 | 250 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 2,350 | 3,165 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 200 | 200 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 1,000 | 1,054 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 2,519 | 2,582 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 510 | 543 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 2,550 | 2,758 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 450 | 493 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 500 | 535 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 2,000 | 2,199 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 500 | 500 | ||
Mastercard Inc. | 2.000% | 11/18/31 | 700 | 698 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 350 | 414 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 550 | 663 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 835 | 967 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 2,400 | 2,885 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 500 | 521 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 315 | 347 | ||
7 | MetLife Inc. | 4.368% | 9/15/23 | 500 | 529 | |
MetLife Inc. | 3.600% | 4/10/24 | 750 | 793 | ||
MetLife Inc. | 3.000% | 3/1/25 | 500 | 526 | ||
MetLife Inc. | 3.600% | 11/13/25 | 561 | 606 | ||
MetLife Inc. | 4.550% | 3/23/30 | 1,500 | 1,774 | ||
MetLife Inc. | 6.500% | 12/15/32 | 250 | 348 | ||
MetLife Inc. | 6.375% | 6/15/34 | 505 | 702 | ||
MetLife Inc. | 5.700% | 6/15/35 | 425 | 572 | ||
7 | MetLife Inc. | 6.400% | 12/15/36 | 1,505 | 1,853 | |
MetLife Inc. | 5.875% | 2/6/41 | 645 | 912 | ||
MetLife Inc. | 4.125% | 8/13/42 | 525 | 621 | ||
MetLife Inc. | 4.875% | 11/13/43 | 1,396 | 1,819 | ||
MetLife Inc. | 4.721% | 12/15/44 | 1,150 | 1,491 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,000 | 1,191 | ||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 800 | 804 | ||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 1,200 | 1,236 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 1,500 | 1,566 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 200 | 205 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 1,200 | 1,257 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 800 | 829 | ||
7 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 1,000 | 995 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 3,720 | 3,797 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 2,000 | 2,142 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 500 | 497 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mitsubishi UFJ Financial Group Inc. | 0.953% | 7/19/25 | 4,500 | 4,449 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 235 | 255 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 700 | 727 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 3,300 | 3,589 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 500 | 491 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 1,000 | 1,068 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 2,625 | 2,910 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 2,500 | 2,792 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 1,290 | 1,413 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 825 | 871 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 1,175 | 1,187 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 1,000 | 972 | ||
Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | 2,500 | 2,468 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 200 | 241 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | �� 2,600 | 2,943 | ||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 425 | 438 | ||
7 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 1,000 | 996 | |
7 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 300 | 313 | |
7 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 1,625 | 1,680 | |
7 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 400 | 411 | |
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 250 | 270 | ||
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 2,000 | 1,938 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 675 | 663 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 400 | 444 | ||
7 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 1,000 | 1,115 | |
7 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 2,400 | 2,520 | |
7 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 1,000 | 1,007 | |
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 1,500 | 1,457 | ||
Morgan Stanley | 4.875% | 11/1/22 | 1,575 | 1,629 | ||
7 | Morgan Stanley | 3.125% | 1/23/23 | 2,000 | 2,049 | |
7 | Morgan Stanley | 3.750% | 2/25/23 | 682 | 706 | |
7 | Morgan Stanley | 4.100% | 5/22/23 | 2,025 | 2,110 | |
7 | Morgan Stanley | 0.560% | 11/10/23 | 4,000 | 3,993 | |
7 | Morgan Stanley | 0.529% | 1/25/24 | 5,000 | 4,983 | |
Morgan Stanley | 0.731% | 4/5/24 | 2,000 | 1,994 | ||
7 | Morgan Stanley | 3.875% | 4/29/24 | 5,814 | 6,169 | |
7 | Morgan Stanley | 0.791% | 1/22/25 | 3,000 | 2,971 | |
Morgan Stanley | 0.790% | 5/30/25 | 2,000 | 1,974 | ||
7 | Morgan Stanley | 2.720% | 7/22/25 | 1,948 | 2,008 | |
7 | Morgan Stanley | 4.000% | 7/23/25 | 4,164 | 4,516 | |
7 | Morgan Stanley | 1.164% | 10/21/25 | 2,500 | 2,478 | |
Morgan Stanley | 5.000% | 11/24/25 | 1,100 | 1,231 | ||
7 | Morgan Stanley | 3.875% | 1/27/26 | 1,800 | 1,951 | |
7 | Morgan Stanley | 2.188% | 4/28/26 | 750 | 765 | |
7 | Morgan Stanley | 3.125% | 7/27/26 | 3,150 | 3,339 | |
7 | Morgan Stanley | 6.250% | 8/9/26 | 1,294 | 1,545 | |
7 | Morgan Stanley | 4.350% | 9/8/26 | 6,479 | 7,176 | |
Morgan Stanley | 0.985% | 12/10/26 | 3,600 | 3,492 | ||
Morgan Stanley | 3.625% | 1/20/27 | 2,135 | 2,317 | ||
Morgan Stanley | 3.950% | 4/23/27 | 745 | 819 | ||
Morgan Stanley | 1.593% | 5/4/27 | 5,398 | 5,343 | ||
7 | Morgan Stanley | 1.512% | 7/20/27 | 1,500 | 1,476 | |
7 | Morgan Stanley | 3.591% | 7/22/28 | 3,040 | 3,279 | |
7 | Morgan Stanley | 3.772% | 1/24/29 | 2,850 | 3,103 | |
7 | Morgan Stanley | 4.431% | 1/23/30 | 300 | 342 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Morgan Stanley | 2.699% | 1/22/31 | 775 | 794 | |
7 | Morgan Stanley | 3.622% | 4/1/31 | 8,000 | 8,727 | |
7 | Morgan Stanley | 1.794% | 2/13/32 | 2,000 | 1,895 | |
Morgan Stanley | 7.250% | 4/1/32 | 705 | 1,011 | ||
7 | Morgan Stanley | 1.928% | 4/28/32 | 2,200 | 2,102 | |
7 | Morgan Stanley | 2.239% | 7/21/32 | 3,500 | 3,429 | |
7 | Morgan Stanley | 2.511% | 10/20/32 | 2,000 | 1,998 | |
7 | Morgan Stanley | 3.971% | 7/22/38 | 2,100 | 2,390 | |
Morgan Stanley | 3.217% | 4/22/42 | 1,375 | 1,442 | ||
Morgan Stanley | 6.375% | 7/24/42 | 2,400 | 3,634 | ||
Morgan Stanley | 4.300% | 1/27/45 | 2,850 | 3,503 | ||
Morgan Stanley | 4.375% | 1/22/47 | 1,950 | 2,446 | ||
7 | Morgan Stanley | 5.597% | 3/24/51 | 2,700 | 4,032 | |
7 | Morgan Stanley | 2.802% | 1/25/52 | 2,780 | 2,729 | |
7 | MUFG Union Bank NA | 3.150% | 4/1/22 | 3,250 | 3,264 | |
7 | MUFG Union Bank NA | 2.100% | 12/9/22 | 1,945 | 1,969 | |
Nasdaq Inc. | 4.250% | 6/1/24 | 125 | 133 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 675 | 735 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 500 | 465 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 1,000 | 926 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 165 | 168 | ||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 755 | 773 | ||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 250 | 260 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 150 | 162 | ||
7 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 1,788 | 1,864 | |
7 | National Bank of Canada | 2.100% | 2/1/23 | 1,080 | 1,094 | |
7 | National Bank of Canada | 0.550% | 11/15/24 | 500 | 494 | |
NatWest Group plc | 3.875% | 9/12/23 | 2,500 | 2,607 | ||
NatWest Group plc | 6.000% | 12/19/23 | 360 | 391 | ||
NatWest Group plc | 5.125% | 5/28/24 | 1,134 | 1,223 | ||
7 | NatWest Group plc | 4.519% | 6/25/24 | 1,000 | 1,046 | |
7 | NatWest Group plc | 4.269% | 3/22/25 | 3,800 | 4,024 | |
NatWest Group plc | 4.800% | 4/5/26 | 225 | 251 | ||
7 | NatWest Group plc | 3.073% | 5/22/28 | 2,450 | 2,553 | |
7 | NatWest Group plc | 4.892% | 5/18/29 | 2,000 | 2,288 | |
7 | NatWest Group plc | 3.754% | 11/1/29 | 700 | 731 | |
7 | NatWest Group plc | 5.076% | 1/27/30 | 1,140 | 1,323 | |
7 | NatWest Group plc | 4.445% | 5/8/30 | 175 | 197 | |
7 | NatWest Group plc | 3.032% | 11/28/35 | 1,200 | 1,183 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 2,700 | 2,778 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 2,600 | 2,602 | ||
Nomura Holdings Inc. | 2.172% | 7/14/28 | 2,800 | 2,743 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 1,610 | 1,659 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 750 | 748 | ||
Nomura Holdings Inc. | 2.608% | 7/14/31 | 825 | 813 | ||
Northern Trust Corp. | 2.375% | 8/2/22 | 745 | 753 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 600 | 657 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 325 | 362 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 500 | 538 | ||
7 | Northern Trust Corp. | 3.375% | 5/8/32 | 275 | 290 | |
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 100 | 104 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 500 | 496 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 465 | 506 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 425 | 461 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 500 | 539 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
��� | ORIX Corp. | 3.250% | 12/4/24 | 600 | 632 | |
ORIX Corp. | 3.700% | 7/18/27 | 650 | 707 | ||
ORIX Corp. | 2.250% | 3/9/31 | 1,000 | 1,001 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 100 | 107 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 100 | 104 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 1,300 | 1,348 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 1,137 | 1,158 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 500 | 489 | ||
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 500 | 490 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 390 | 428 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 500 | 530 | ||
People's United Bank NA | 4.000% | 7/15/24 | 275 | 289 | ||
People's United Financial Inc. | 3.650% | 12/6/22 | 413 | 421 | ||
7 | PNC Bank NA | 2.950% | 1/30/23 | 1,100 | 1,125 | |
PNC Bank NA | 3.800% | 7/25/23 | 700 | 729 | ||
7 | PNC Bank NA | 3.300% | 10/30/24 | 887 | 937 | |
7 | PNC Bank NA | 2.950% | 2/23/25 | 1,089 | 1,144 | |
7 | PNC Bank NA | 3.250% | 6/1/25 | 825 | 877 | |
7 | PNC Bank NA | 4.200% | 11/1/25 | 825 | 905 | |
7 | PNC Bank NA | 3.100% | 10/25/27 | 250 | 268 | |
7 | PNC Bank NA | 3.250% | 1/22/28 | 600 | 644 | |
7 | PNC Bank NA | 4.050% | 7/26/28 | 1,000 | 1,122 | |
7 | PNC Bank NA | 2.700% | 10/22/29 | 300 | 310 | |
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 400 | 408 | ||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 200 | 209 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 500 | 529 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 831 | 871 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 700 | 753 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 2,880 | 3,135 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 1,350 | 1,392 | ||
PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 1,250 | 1,260 | ||
Primerica Inc. | 2.800% | 11/19/31 | 500 | 506 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 200 | 206 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 696 | 736 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 300 | 317 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 500 | 552 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 100 | 99 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 500 | 622 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 340 | 411 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 265 | 327 | ||
Progressive Corp. | 6.625% | 3/1/29 | 150 | 194 | ||
Progressive Corp. | 3.700% | 1/26/45 | 250 | 280 | ||
Progressive Corp. | 4.125% | 4/15/47 | 385 | 468 | ||
Progressive Corp. | 4.200% | 3/15/48 | 465 | 575 | ||
Progressive Corp. | 3.950% | 3/26/50 | 1,520 | 1,837 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 27 | 28 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 625 | 622 | ||
7 | Prudential Financial Inc. | 2.100% | 3/10/30 | 1,000 | 1,005 | |
7 | Prudential Financial Inc. | 5.750% | 7/15/33 | 345 | 448 | |
7 | Prudential Financial Inc. | 5.700% | 12/14/36 | 805 | 1,086 | |
7 | Prudential Financial Inc. | 6.625% | 12/1/37 | 300 | 435 | |
7 | Prudential Financial Inc. | 6.625% | 6/21/40 | 250 | 374 | |
7 | Prudential Financial Inc. | 5.625% | 6/15/43 | 1,275 | 1,327 | |
7 | Prudential Financial Inc. | 5.100% | 8/15/43 | 225 | 270 | |
7 | Prudential Financial Inc. | 4.600% | 5/15/44 | 1,600 | 1,997 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Prudential Financial Inc. | 5.375% | 5/15/45 | 650 | 698 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 1,882 | 2,188 | ||
7 | Prudential Financial Inc. | 5.700% | 9/15/48 | 1,150 | 1,294 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 1,415 | 1,657 | ||
7 | Prudential Financial Inc. | 4.350% | 2/25/50 | 935 | 1,168 | |
7 | Prudential Financial Inc. | 3.700% | 10/1/50 | 700 | 708 | |
Prudential plc | 3.125% | 4/14/30 | 740 | 790 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 250 | 290 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 875 | 1,122 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 500 | 553 | ||
7 | Regions Bank | 6.450% | 6/26/37 | 500 | 699 | |
Regions Financial Corp. | 1.800% | 8/12/28 | 500 | 490 | ||
Regions Financial Corp. | 7.375% | 12/10/37 | 500 | 753 | ||
7 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 250 | 264 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 328 | 356 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 300 | 329 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 159 | 169 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 225 | 242 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 200 | 217 | ||
7 | Royal Bank of Canada | 2.800% | 4/29/22 | 1,000 | 1,008 | |
7 | Royal Bank of Canada | 1.950% | 1/17/23 | 400 | 406 | |
7 | Royal Bank of Canada | 1.600% | 4/17/23 | 900 | 910 | |
7 | Royal Bank of Canada | 3.700% | 10/5/23 | 1,050 | 1,101 | |
7 | Royal Bank of Canada | 0.425% | 1/19/24 | 1,500 | 1,482 | |
7 | Royal Bank of Canada | 2.550% | 7/16/24 | 975 | 1,008 | |
Royal Bank of Canada | 0.650% | 7/29/24 | 1,000 | 986 | ||
7 | Royal Bank of Canada | 0.750% | 10/7/24 | 500 | 495 | |
7 | Royal Bank of Canada | 2.250% | 11/1/24 | 1,750 | 1,799 | |
7 | Royal Bank of Canada | 1.150% | 6/10/25 | 2,050 | 2,032 | |
7 | Royal Bank of Canada | 0.875% | 1/20/26 | 1,400 | 1,363 | |
7 | Royal Bank of Canada | 4.650% | 1/27/26 | 1,865 | 2,073 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 1,675 | 1,647 | ||
7 | Royal Bank of Canada | 1.150% | 7/14/26 | 600 | 588 | |
7 | Royal Bank of Canada | 1.400% | 11/2/26 | 500 | 493 | |
7 | Royal Bank of Canada | 2.300% | 11/3/31 | 3,650 | 3,665 | |
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 850 | 869 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 867 | 939 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 6,867 | 7,200 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 900 | 989 | ||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 700 | 700 | ||
7 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 3,000 | 2,953 | |
7 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 500 | 536 | |
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 500 | 505 | ||
Santander UK plc | 2.100% | 1/13/23 | 818 | 830 | ||
Santander UK plc | 4.000% | 3/13/24 | 1,200 | 1,271 | ||
Santander UK plc | 2.875% | 6/18/24 | 225 | 233 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 240 | 318 | ||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 225 | 235 | ||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 500 | 502 | ||
11 | Societe Generale SA | 3.000% | 1/22/30 | 1,000 | 1,034 | |
11 | Standard Chartered plc | 4.644% | 4/1/31 | 1,000 | 1,134 | |
State Street Corp. | 3.100% | 5/15/23 | 550 | 567 | ||
7 | State Street Corp. | 3.776% | 12/3/24 | 1,000 | 1,053 | |
State Street Corp. | 3.550% | 8/18/25 | 635 | 685 | ||
7 | State Street Corp. | 2.354% | 11/1/25 | 550 | 567 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
State Street Corp. | 2.650% | 5/19/26 | 4,500 | 4,743 | ||
7 | State Street Corp. | 4.141% | 12/3/29 | 800 | 909 | |
State Street Corp. | 2.400% | 1/24/30 | 625 | 643 | ||
State Street Corp. | 2.200% | 3/3/31 | 500 | 498 | ||
7 | State Street Corp. | 3.031% | 11/1/34 | 550 | 570 | |
Stewart Information Services Corp. | 3.600% | 11/15/31 | 500 | 507 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 400 | 426 | ||
Stifel Financial Corp. | 4.000% | 5/15/30 | 100 | 110 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 75 | 78 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 725 | 765 | ||
7 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 2,925 | 3,078 | |
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 1,500 | 1,535 | ||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 1,000 | 1,042 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 2,000 | 2,101 | ||
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 850 | 840 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 2,500 | 2,583 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 1,500 | 1,542 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | �� 1/15/25 | 1,805 | 1,849 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 1,250 | 1,243 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 829 | 804 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 1,200 | 1,244 | ||
Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 1,000 | 977 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 650 | 684 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 1,000 | 1,073 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 2,600 | 2,790 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 1,700 | 1,840 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 650 | 720 | ||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 3,000 | 2,943 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 250 | 283 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 1,000 | 1,044 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 1,100 | 1,144 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 400 | 409 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 1,175 | 1,203 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 1,300 | 1,270 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 750 | 707 | ||
Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | 1,000 | 980 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 600 | 555 | ||
SVB Financial Group | 3.500% | 1/29/25 | 319 | 337 | ||
SVB Financial Group | 1.800% | 10/28/26 | 600 | 598 | ||
SVB Financial Group | 2.100% | 5/15/28 | 500 | 500 | ||
SVB Financial Group | 3.125% | 6/5/30 | 300 | 315 | ||
SVB Financial Group | 1.800% | 2/2/31 | 700 | 663 | ||
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 250 | 302 | ||
Synchrony Financial | 4.375% | 3/19/24 | 500 | 528 | ||
Synchrony Financial | 4.250% | 8/15/24 | 700 | 742 | ||
Synchrony Financial | 4.500% | 7/23/25 | 1,298 | 1,403 | ||
Synchrony Financial | 3.700% | 8/4/26 | 500 | 532 | ||
Synchrony Financial | 3.950% | 12/1/27 | 1,125 | 1,210 | ||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 850 | 852 | ||
7 | Toronto-Dominion Bank | 1.900% | 12/1/22 | 900 | 911 | |
7 | Toronto-Dominion Bank | 0.250% | 1/6/23 | 2,000 | 1,994 | |
7 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 5,000 | 5,001 | |
7 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 1,000 | 1,042 | |
7 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 1,000 | 993 | |
7 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 550 | 576 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 3,000 | 3,111 | |
Toronto-Dominion Bank | 1.250% | 12/13/24 | 3,100 | 3,102 | ||
7 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 1,550 | 1,538 | |
7 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 900 | 873 | |
7 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 600 | 590 | |
7 | Toronto-Dominion Bank | 2.000% | 9/10/31 | 600 | 591 | |
7 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 500 | 537 | |
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 625 | 977 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 475 | 703 | ||
7 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,060 | 1,520 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 530 | 718 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 500 | 636 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 250 | 309 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 1,050 | 1,259 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 250 | 304 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 500 | 477 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 450 | 493 | ||
7 | Truist Bank | 3.000% | 2/2/23 | 450 | 460 | |
7 | Truist Bank | 2.750% | 5/1/23 | 250 | 256 | |
7 | Truist Bank | 3.200% | 4/1/24 | 3,000 | 3,141 | |
7 | Truist Bank | 3.689% | 8/2/24 | 725 | 756 | |
7 | Truist Bank | 2.150% | 12/6/24 | 2,300 | 2,371 | |
7 | Truist Bank | 3.625% | 9/16/25 | 2,600 | 2,782 | |
7 | Truist Bank | 3.300% | 5/15/26 | 1,216 | 1,294 | |
7 | Truist Bank | 3.800% | 10/30/26 | 400 | 435 | |
7 | Truist Financial Corp. | 2.750% | 4/1/22 | 750 | 753 | |
7 | Truist Financial Corp. | 3.750% | 12/6/23 | 900 | 946 | |
7 | Truist Financial Corp. | 2.500% | 8/1/24 | 100 | 103 | |
7 | Truist Financial Corp. | 2.850% | 10/26/24 | 791 | 827 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 35 | 38 | ||
7 | Truist Financial Corp. | 3.700% | 6/5/25 | 1,902 | 2,044 | |
7 | Truist Financial Corp. | 1.200% | 8/5/25 | 500 | 497 | |
7 | Truist Financial Corp. | 1.267% | 3/2/27 | 2,000 | 1,960 | |
7 | Truist Financial Corp. | 1.125% | 8/3/27 | 2,750 | 2,661 | |
7 | Truist Financial Corp. | 3.875% | 3/19/29 | 600 | 661 | |
7 | Truist Financial Corp. | 1.887% | 6/7/29 | 675 | 664 | |
7 | Truist Financial Corp. | 1.950% | 6/5/30 | 300 | 296 | |
11 | UBS Group AG | 3.126% | 8/13/30 | 1,175 | 1,230 | |
Unum Group | 4.000% | 3/15/24 | 200 | 211 | ||
Unum Group | 4.000% | 6/15/29 | 210 | 232 | ||
Unum Group | 5.750% | 8/15/42 | 400 | 491 | ||
Unum Group | 4.500% | 12/15/49 | 500 | 536 | ||
Unum Group | 4.125% | 6/15/51 | 500 | 509 | ||
7 | US Bancorp | 3.000% | 3/15/22 | 575 | 577 | |
7 | US Bancorp | 3.700% | 1/30/24 | 650 | 686 | |
US Bancorp | 3.375% | 2/5/24 | 1,000 | 1,049 | ||
US Bancorp | 2.400% | 7/30/24 | 1,025 | 1,059 | ||
7 | US Bancorp | 3.950% | 11/17/25 | 150 | 164 | |
7 | US Bancorp | 3.100% | 4/27/26 | 2,257 | 2,389 | |
7 | US Bancorp | 2.375% | 7/22/26 | 125 | 130 | |
7 | US Bancorp | 3.150% | 4/27/27 | 1,450 | 1,555 | |
7 | US Bancorp | 3.900% | 4/26/28 | 525 | 590 | |
7 | US Bancorp | 3.000% | 7/30/29 | 1,775 | 1,874 | |
US Bank NA | 1.950% | 1/9/23 | 1,220 | 1,236 | ||
7 | US Bank NA | 2.850% | 1/23/23 | 600 | 613 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | US Bank NA | 3.400% | 7/24/23 | 850 | 884 | |
7 | US Bank NA | 2.050% | 1/21/25 | 1,250 | 1,279 | |
7 | US Bank NA | 2.800% | 1/27/25 | 1,749 | 1,826 | |
Visa Inc. | 2.800% | 12/14/22 | 1,500 | 1,527 | ||
Visa Inc. | 3.150% | 12/14/25 | 4,000 | 4,269 | ||
Visa Inc. | 1.900% | 4/15/27 | 1,400 | 1,423 | ||
Visa Inc. | 0.750% | 8/15/27 | 500 | 481 | ||
Visa Inc. | 2.750% | 9/15/27 | 896 | 948 | ||
Visa Inc. | 2.050% | 4/15/30 | 1,475 | 1,491 | ||
Visa Inc. | 1.100% | 2/15/31 | 800 | 747 | ||
Visa Inc. | 4.150% | 12/14/35 | 2,100 | 2,514 | ||
Visa Inc. | 2.700% | 4/15/40 | 1,450 | 1,480 | ||
Visa Inc. | 4.300% | 12/14/45 | 3,730 | 4,695 | ||
Visa Inc. | 3.650% | 9/15/47 | 655 | 762 | ||
Visa Inc. | 2.000% | 8/15/50 | 1,500 | 1,319 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 750 | 809 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 650 | 890 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 125 | 157 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 290 | 362 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 1,000 | 1,091 | ||
W R Berkley Corp. | 3.150% | 9/30/61 | 500 | 480 | ||
Wachovia Corp. | 6.605% | 10/1/25 | 1,000 | 1,166 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 150 | 219 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 325 | 412 | ||
Wachovia Corp. | 6.550% | 10/15/35 | 100 | 134 | ||
7 | Wells Fargo & Co. | 3.450% | 2/13/23 | 3,500 | 3,600 | |
Wells Fargo & Co. | 4.125% | 8/15/23 | 1,675 | 1,757 | ||
7 | Wells Fargo & Co. | 3.750% | 1/24/24 | 1,000 | 1,051 | |
7 | Wells Fargo & Co. | 1.654% | 6/2/24 | 5,000 | 5,042 | |
7 | Wells Fargo & Co. | 3.550% | 9/29/25 | 1,149 | 1,227 | |
7 | Wells Fargo & Co. | 2.406% | 10/30/25 | 3,400 | 3,484 | |
7 | Wells Fargo & Co. | 2.164% | 2/11/26 | 5,000 | 5,083 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 4,025 | 4,230 | ||
7 | Wells Fargo & Co. | 2.188% | 4/30/26 | 3,000 | 3,057 | |
7 | Wells Fargo & Co. | 4.100% | 6/3/26 | 7,151 | 7,798 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 2,275 | 2,393 | ||
7 | Wells Fargo & Co. | 4.300% | �� 7/22/27 | 1,500 | 1,677 | |
7 | Wells Fargo & Co. | 2.393% | 6/2/28 | 1,500 | 1,525 | |
7 | Wells Fargo & Co. | 4.150% | 1/24/29 | 200 | 224 | |
7 | Wells Fargo & Co. | 2.879% | 10/30/30 | 8,000 | 8,317 | |
7 | Wells Fargo & Co. | 4.478% | 4/4/31 | 5,210 | 6,041 | |
7 | Wells Fargo & Co. | 5.950% | 12/15/36 | 225 | 304 | |
7 | Wells Fargo & Co. | 3.068% | 4/30/41 | 6,000 | 6,138 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 1,550 | 2,036 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 1,900 | 2,565 | ||
7 | Wells Fargo & Co. | 4.650% | 11/4/44 | 2,175 | 2,635 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 650 | 745 | ||
7 | Wells Fargo & Co. | 4.900% | 11/17/45 | 2,300 | 2,899 | |
7 | Wells Fargo & Co. | 4.400% | 6/14/46 | 1,375 | 1,628 | |
7 | Wells Fargo & Co. | 4.750% | 12/7/46 | 2,175 | 2,705 | |
7 | Wells Fargo & Co. | 5.013% | 4/4/51 | 5,500 | 7,517 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 550 | 740 | ||
7 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 425 | 573 | |
7 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 605 | 880 | |
Western Union Co. | 2.850% | 1/10/25 | 400 | 414 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Western Union Co. | 1.350% | 3/15/26 | 500 | 491 | ||
Western Union Co. | 2.750% | 3/15/31 | 500 | 495 | ||
Western Union Co. | 6.200% | 11/17/36 | 410 | 504 | ||
Westpac Banking Corp. | 2.750% | 1/11/23 | 800 | 817 | ||
Westpac Banking Corp. | 2.000% | 1/13/23 | 620 | 629 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 400 | 416 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 1,000 | 1,050 | ||
Westpac Banking Corp. | 1.019% | 11/18/24 | 900 | 897 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 1,575 | 1,626 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 450 | 475 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 5,650 | 5,939 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 800 | 864 | ||
Westpac Banking Corp. | 1.953% | 11/20/28 | 900 | 897 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 1,620 | 1,687 | ||
7 | Westpac Banking Corp. | 2.894% | 2/4/30 | 3,007 | 3,070 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 1,750 | 1,888 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 1,250 | 1,219 | ||
Westpac Banking Corp. | 3.020% | 11/18/36 | 2,000 | 1,978 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 1,000 | 978 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 600 | 629 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 1,500 | 1,678 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 1,260 | 1,293 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 200 | 254 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 625 | 679 | ||
XLIT Ltd. | 4.450% | 3/31/25 | 467 | 507 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 100 | 138 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 450 | 617 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 250 | 259 | ||
1,786,570 | ||||||
Health Care (1.2%) | ||||||
Abbott Laboratories | 2.950% | 3/15/25 | 1,760 | 1,849 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 1,539 | 1,671 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 1,502 | 1,660 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 1,850 | 1,799 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 400 | 386 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 1,200 | 1,532 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 425 | 627 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 250 | 362 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 310 | 427 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 4,865 | 6,677 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 2,150 | 2,189 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 1,075 | 1,093 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 1,625 | 1,648 | ||
AbbVie Inc. | 2.800% | 3/15/23 | 225 | 229 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 1,025 | 1,048 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 1,250 | 1,310 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 975 | 1,031 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 4,225 | 4,382 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 2,407 | 2,568 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 3,618 | 3,845 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 5,071 | 5,365 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 4,390 | 4,624 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 1,750 | 1,977 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 4,150 | 4,443 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 3,150 | 3,766 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AbbVie Inc. | 4.500% | 5/14/35 | 2,030 | 2,427 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 1,675 | 1,969 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 3,850 | 4,413 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 930 | 1,134 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 2,619 | 3,142 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 945 | 1,185 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 2,525 | 3,138 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 2,757 | 3,409 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 3,100 | 3,746 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 400 | 518 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 4,465 | 5,361 | ||
Adventist Health System | 2.952% | 3/1/29 | 350 | 366 | ||
Adventist Health System | 3.630% | 3/1/49 | 375 | 416 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 225 | 251 | ||
7 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 100 | 100 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 375 | 472 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 250 | 277 | ||
7 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 300 | 313 | |
Aetna Inc. | 2.750% | 11/15/22 | 650 | 658 | ||
Aetna Inc. | 2.800% | 6/15/23 | 950 | 973 | ||
Aetna Inc. | 3.500% | 11/15/24 | 995 | 1,051 | ||
Aetna Inc. | 6.625% | 6/15/36 | 1,100 | 1,570 | ||
Aetna Inc. | 6.750% | 12/15/37 | 350 | 508 | ||
Aetna Inc. | 4.500% | 5/15/42 | 375 | 442 | ||
Aetna Inc. | 4.125% | 11/15/42 | 325 | 368 | ||
Aetna Inc. | 3.875% | 8/15/47 | 1,000 | 1,117 | ||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 400 | 415 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 450 | 475 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 293 | 303 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 325 | 318 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 500 | 495 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 325 | 443 | ||
7 | AHS Hospital Corp. | 2.780% | 7/1/51 | 500 | 495 | |
7 | Allina Health System | 3.887% | 4/15/49 | 325 | 382 | |
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 900 | 941 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 325 | 341 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 700 | 754 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 975 | 1,002 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 1,000 | 1,012 | ||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 100 | 114 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 816 | 958 | ||
Amgen Inc. | 3.625% | 5/22/24 | 1,150 | 1,212 | ||
Amgen Inc. | 1.900% | 2/21/25 | 840 | 854 | ||
Amgen Inc. | 3.125% | 5/1/25 | 300 | 316 | ||
Amgen Inc. | 2.600% | 8/19/26 | 1,845 | 1,923 | ||
Amgen Inc. | 2.200% | 2/21/27 | 2,475 | 2,532 | ||
Amgen Inc. | 3.200% | 11/2/27 | 1,000 | 1,076 | ||
Amgen Inc. | 1.650% | 8/15/28 | 1,000 | 980 | ||
Amgen Inc. | 2.450% | 2/21/30 | 1,675 | 1,705 | ||
Amgen Inc. | 2.300% | 2/25/31 | 2,100 | 2,109 | ||
Amgen Inc. | 2.000% | 1/15/32 | 1,250 | 1,209 | ||
Amgen Inc. | 3.150% | 2/21/40 | 2,800 | 2,865 | ||
Amgen Inc. | 2.800% | 8/15/41 | 1,000 | 967 | ||
Amgen Inc. | 4.950% | 10/1/41 | 500 | 626 | ||
Amgen Inc. | 5.150% | 11/15/41 | 451 | 577 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amgen Inc. | 4.400% | 5/1/45 | 2,350 | 2,805 | ||
Amgen Inc. | 4.563% | 6/15/48 | 656 | 812 | ||
Amgen Inc. | 3.375% | 2/21/50 | 1,875 | 1,948 | ||
Amgen Inc. | 4.663% | 6/15/51 | 1,939 | 2,468 | ||
Amgen Inc. | 3.000% | 1/15/52 | 4,500 | 4,387 | ||
Amgen Inc. | 2.770% | 9/1/53 | 1,626 | 1,524 | ||
Anthem Inc. | 2.950% | 12/1/22 | 600 | 612 | ||
Anthem Inc. | 3.300% | 1/15/23 | 771 | 792 | ||
Anthem Inc. | 3.500% | 8/15/24 | 975 | 1,030 | ||
Anthem Inc. | 2.375% | 1/15/25 | 1,409 | 1,450 | ||
Anthem Inc. | 3.650% | 12/1/27 | 1,750 | 1,921 | ||
Anthem Inc. | 2.875% | 9/15/29 | 425 | 445 | ||
Anthem Inc. | 2.250% | 5/15/30 | 4,000 | 3,991 | ||
Anthem Inc. | 2.550% | 3/15/31 | 1,280 | 1,309 | ||
Anthem Inc. | 5.850% | 1/15/36 | 300 | 402 | ||
Anthem Inc. | 6.375% | 6/15/37 | 300 | 425 | ||
Anthem Inc. | 4.625% | 5/15/42 | 1,275 | 1,588 | ||
Anthem Inc. | 4.650% | 1/15/43 | 1,750 | 2,185 | ||
Anthem Inc. | 5.100% | 1/15/44 | 1,200 | 1,584 | ||
Anthem Inc. | 4.650% | 8/15/44 | 525 | 658 | ||
Anthem Inc. | 4.375% | 12/1/47 | 1,100 | 1,348 | ||
Anthem Inc. | 4.550% | 3/1/48 | 120 | 150 | ||
Anthem Inc. | 3.700% | 9/15/49 | 700 | 782 | ||
Anthem Inc. | 3.125% | 5/15/50 | 1,270 | 1,308 | ||
Anthem Inc. | 3.600% | 3/15/51 | 1,500 | 1,668 | ||
7 | Ascension Health | 2.532% | 11/15/29 | 1,056 | 1,100 | |
7 | Ascension Health | 3.106% | 11/15/39 | 300 | 320 | |
Ascension Health | 3.945% | 11/15/46 | 650 | 801 | ||
7 | Ascension Health | 4.847% | 11/15/53 | 610 | 867 | |
AstraZeneca Finance LLC | 0.700% | 5/28/24 | 1,000 | 992 | ||
AstraZeneca Finance LLC | 1.200% | 5/28/26 | 500 | 494 | ||
AstraZeneca Finance LLC | 1.750% | 5/28/28 | 1,100 | 1,093 | ||
AstraZeneca Finance LLC | 2.250% | 5/28/31 | 500 | 505 | ||
AstraZeneca plc | 0.300% | 5/26/23 | 500 | 497 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 590 | 615 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 2,574 | 2,762 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 1,000 | 967 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 500 | 536 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 1,020 | 963 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 4,105 | 6,052 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 670 | 799 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 1,975 | 2,524 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 550 | 709 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 500 | 444 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 1,000 | 1,052 | ||
Banner Health | 2.338% | 1/1/30 | 375 | 380 | ||
Banner Health | 1.897% | 1/1/31 | 500 | 484 | ||
Banner Health | 2.907% | 1/1/42 | 500 | 508 | ||
7 | Banner Health | 3.181% | 1/1/50 | 225 | 239 | |
Banner Health | 2.913% | 1/1/51 | 500 | 508 | ||
7 | Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | 500 | 467 | |
7 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 500 | 540 | |
Baxalta Inc. | 3.600% | 6/23/22 | 97 | 98 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 1,411 | 1,520 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 415 | 552 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
11 | Baxter International Inc. | 0.868% | 12/1/23 | 950 | 946 | |
11 | Baxter International Inc. | 1.322% | 11/29/24 | 950 | 949 | |
Baxter International Inc. | 2.600% | 8/15/26 | 400 | 415 | ||
11 | Baxter International Inc. | 1.915% | 2/1/27 | 1,175 | 1,180 | |
11 | Baxter International Inc. | 2.272% | 12/1/28 | 1,175 | 1,184 | |
Baxter International Inc. | 3.950% | 4/1/30 | 555 | 619 | ||
Baxter International Inc. | 1.730% | 4/1/31 | 600 | 574 | ||
11 | Baxter International Inc. | 2.539% | 2/1/32 | 1,675 | 1,692 | |
Baxter International Inc. | 3.500% | 8/15/46 | 375 | 408 | ||
11 | Baxter International Inc. | 3.132% | 12/1/51 | 950 | 980 | |
7 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 500 | 482 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 400 | 490 | ||
7 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 1,500 | 1,497 | |
Becton Dickinson & Co. | 3.363% | 6/6/24 | 873 | 914 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 495 | 526 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 1,430 | 1,559 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,000 | 1,035 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 1,000 | 964 | ||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 88 | 104 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 769 | 967 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 1,225 | 1,544 | ||
7 | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 500 | 496 | |
Biogen Inc. | 4.050% | 9/15/25 | 1,450 | 1,574 | ||
Biogen Inc. | 2.250% | 5/1/30 | 2,625 | 2,587 | ||
Biogen Inc. | 3.150% | 5/1/50 | 1,175 | 1,145 | ||
11 | Biogen Inc. | 3.250% | 2/15/51 | 1,309 | 1,297 | |
7 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 308 | 334 | |
7 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 250 | 245 | |
7 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 250 | 261 | |
Boston Scientific Corp. | 3.450% | 3/1/24 | 725 | 758 | ||
Boston Scientific Corp. | 3.850% | 5/15/25 | 420 | 452 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 650 | 658 | ||
Boston Scientific Corp. | 3.750% | 3/1/26 | 1,034 | 1,113 | ||
Boston Scientific Corp. | 4.000% | 3/1/29 | 675 | 750 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 1,200 | 1,222 | ||
Boston Scientific Corp. | 6.750% | 11/15/35 | 325 | 452 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 750 | 897 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 225 | 351 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 1,600 | 2,032 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 700 | 706 | ||
Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 725 | 739 | ||
Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 575 | 587 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 125 | 130 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 825 | 821 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 2,700 | 2,823 | ||
Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 2,195 | 2,376 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 500 | 489 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 1,985 | 2,131 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 1,095 | 1,197 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 1,700 | 1,896 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 3,395 | 3,713 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 500 | 476 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 1,330 | 1,573 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 825 | 781 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 390 | 416 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 2,091 | 2,785 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 1,750 | 2,170 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 2,725 | 3,483 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 3,555 | 4,397 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 825 | 782 | ||
Cardinal Health Inc. | 3.200% | 3/15/23 | 325 | 333 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 500 | 519 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 225 | 241 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 400 | 462 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 250 | 283 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 375 | 451 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 500 | 565 | ||
7 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 500 | 512 | |
Children's Health System of Texas | 2.511% | 8/15/50 | 500 | 470 | ||
7 | Children's Hospital | 2.928% | 7/15/50 | 500 | 491 | |
7 | Children's Hospital Corp. | 4.115% | 1/1/47 | 200 | 246 | |
7 | Children's Hospital Corp. | 2.585% | 2/1/50 | 200 | 192 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 150 | 188 | ||
7 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 500 | 488 | |
7 | CHRISTUS Health | 4.341% | 7/1/28 | 425 | 479 | |
7 | Cigna Corp. | 3.050% | 11/30/22 | 500 | 510 | |
7 | Cigna Corp. | 3.000% | 7/15/23 | 1,375 | 1,415 | |
Cigna Corp. | 3.750% | 7/15/23 | 476 | 495 | ||
7 | Cigna Corp. | 3.250% | 4/15/25 | 3,576 | 3,768 | |
7 | Cigna Corp. | 4.500% | 2/25/26 | 1,655 | 1,834 | |
7 | Cigna Corp. | 3.400% | 3/1/27 | 2,850 | 3,067 | |
Cigna Corp. | 4.375% | 10/15/28 | 1,775 | 2,018 | ||
Cigna Corp. | 2.400% | 3/15/30 | 1,515 | 1,525 | ||
Cigna Corp. | 4.800% | 8/15/38 | 1,570 | 1,930 | ||
Cigna Corp. | 3.200% | 3/15/40 | 1,250 | 1,291 | ||
7 | Cigna Corp. | 6.125% | 11/15/41 | 334 | 478 | |
7 | Cigna Corp. | 4.800% | 7/15/46 | 4,550 | 5,743 | |
7 | Cigna Corp. | 3.875% | 10/15/47 | 1,775 | 1,971 | |
Cigna Corp. | 3.400% | 3/15/50 | 1,725 | 1,799 | ||
Cigna Corp. | 3.400% | 3/15/51 | 1,000 | 1,051 | ||
7 | City of Hope | 5.623% | 11/15/43 | 250 | 350 | |
7 | City of Hope | 4.378% | 8/15/48 | 500 | 624 | |
CommonSpirit Health | 2.760% | 10/1/24 | 500 | 516 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 500 | 496 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 725 | 771 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 500 | 513 | ||
7 | CommonSpirit Health | 4.350% | 11/1/42 | 790 | 904 | |
CommonSpirit Health | 3.817% | 10/1/49 | 225 | 258 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 780 | 910 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 330 | 368 | ||
7 | Community Health Network Inc. | 3.099% | 5/1/50 | 2,000 | 1,995 | |
7 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 425 | 455 | |
CVS Health Corp. | 2.750% | 12/1/22 | 1,575 | 1,597 | ||
CVS Health Corp. | 4.750% | 12/1/22 | 775 | 795 | ||
CVS Health Corp. | 3.375% | 8/12/24 | 360 | 378 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 3,175 | 3,415 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 6,547 | 6,858 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 1,300 | 1,369 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 475 | 515 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CVS Health Corp. | 1.300% | 8/21/27 | 1,000 | 971 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 4,284 | 4,811 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 675 | 720 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 1,563 | 1,716 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 2,000 | 1,909 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 1,000 | 960 | ||
CVS Health Corp. | 2.125% | 9/15/31 | 1,000 | 980 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 525 | 644 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 4,300 | 5,239 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 375 | 522 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 2,175 | 2,490 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 3,500 | 3,362 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 650 | 857 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 4,775 | 6,209 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 7,465 | 9,768 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 1,700 | 2,053 | ||
Danaher Corp. | 3.350% | 9/15/25 | 1,102 | 1,175 | ||
Danaher Corp. | 2.600% | 10/1/50 | 800 | 762 | ||
Danaher Corp. | 2.800% | 12/10/51 | 500 | 495 | ||
7 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 300 | 362 | |
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 575 | 607 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 1,150 | 1,164 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 1,450 | 1,483 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 725 | 772 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 1,200 | 1,308 | ||
Dignity Health | 3.812% | 11/1/24 | 100 | 106 | ||
Dignity Health | 4.500% | 11/1/42 | 550 | 652 | ||
Dignity Health | 5.267% | 11/1/64 | 225 | 314 | ||
7 | Duke University Health System Inc. | 3.920% | 6/1/47 | 450 | 536 | |
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 475 | 534 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 380 | 398 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 335 | 368 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 1,335 | 1,641 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 1,000 | 938 | ||
7 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 500 | 580 | |
Gilead Sciences Inc. | 2.500% | 9/1/23 | 1,025 | 1,050 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 562 | 559 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 1,375 | 1,445 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 345 | 365 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 4,305 | 4,643 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 175 | 184 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 900 | 870 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 500 | 479 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 700 | 848 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 1,250 | 1,438 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 500 | 479 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 800 | 1,099 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 1,325 | 1,675 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 1,400 | 1,711 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 2,675 | 3,390 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 1,825 | 1,767 | ||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 75 | 77 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 2,050 | 2,123 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 1,874 | 2,017 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 2,150 | 2,403 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 180 | 238 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 2,245 | 3,307 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 750 | 747 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 1,025 | 1,071 | ||
7 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 500 | 490 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 500 | 618 | ||
7 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 500 | 503 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 225 | 301 | ||
7 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 300 | 316 | |
HCA Inc. | 4.750% | 5/1/23 | 1,075 | 1,126 | ||
HCA Inc. | 5.000% | 3/15/24 | 1,650 | 1,775 | ||
HCA Inc. | 5.250% | 4/15/25 | 1,350 | 1,496 | ||
HCA Inc. | 5.250% | 6/15/26 | 1,150 | 1,294 | ||
HCA Inc. | 4.500% | 2/15/27 | 1,535 | 1,694 | ||
HCA Inc. | 4.125% | 6/15/29 | 2,420 | 2,668 | ||
HCA Inc. | 2.375% | 7/15/31 | 750 | 738 | ||
HCA Inc. | 5.125% | 6/15/39 | 825 | 1,020 | ||
HCA Inc. | 5.500% | 6/15/47 | 1,700 | 2,231 | ||
HCA Inc. | 5.250% | 6/15/49 | 1,445 | 1,863 | ||
HCA Inc. | 3.500% | 7/15/51 | 1,000 | 1,025 | ||
Humana Inc. | 3.150% | 12/1/22 | 400 | 407 | ||
Humana Inc. | 2.900% | 12/15/22 | 600 | 612 | ||
Humana Inc. | 0.650% | 8/3/23 | 700 | 697 | ||
Humana Inc. | 3.850% | 10/1/24 | 861 | 914 | ||
Humana Inc. | 4.500% | 4/1/25 | 750 | 818 | ||
Humana Inc. | 1.350% | 2/3/27 | 500 | 486 | ||
Humana Inc. | 3.950% | 3/15/27 | 950 | 1,039 | ||
Humana Inc. | 3.125% | 8/15/29 | 400 | 418 | ||
Humana Inc. | 4.875% | 4/1/30 | 480 | 563 | ||
Humana Inc. | 2.150% | 2/3/32 | 500 | 484 | ||
Humana Inc. | 4.625% | 12/1/42 | 375 | 462 | ||
Humana Inc. | 4.950% | 10/1/44 | 620 | 800 | ||
Humana Inc. | 3.950% | 8/15/49 | 470 | 538 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 300 | 375 | ||
Illumina Inc. | 0.550% | 3/23/23 | 500 | 497 | ||
Illumina Inc. | 2.550% | 3/23/31 | 500 | 501 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 500 | 607 | ||
7 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 500 | 504 | |
7 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 750 | 858 | |
7 | Iowa Health System | 3.665% | 2/15/50 | 400 | 455 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 575 | 688 | ||
Johnson & Johnson | 2.050% | 3/1/23 | 600 | 609 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 650 | 682 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 1,506 | 1,573 | ||
Johnson & Johnson | 0.550% | 9/1/25 | �� 925 | 902 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 1,600 | 1,668 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 1,225 | 1,198 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 1,100 | 1,173 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 250 | 342 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 800 | 770 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 550 | 707 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 900 | 1,106 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Johnson & Johnson | 3.550% | 3/1/36 | 1,325 | 1,515 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 2,150 | 2,475 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 745 | 1,075 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 800 | 895 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 325 | 470 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 925 | 876 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 419 | 538 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 225 | 300 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 550 | 700 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 1,750 | 2,061 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 500 | 595 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 250 | 287 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 925 | 863 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 1,025 | 969 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 475 | 506 | ||
7 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 500 | 502 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 925 | 1,221 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 675 | 835 | ||
7 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 375 | 404 | |
7 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 1,500 | 1,546 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 300 | 438 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 785 | 996 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 500 | 523 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 425 | 436 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 1,421 | 1,501 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 500 | 495 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 450 | 488 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 525 | 546 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 500 | 510 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 800 | 977 | ||
7 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 150 | 173 | |
7 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 400 | 423 | |
7 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 275 | 342 | |
7 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 725 | 792 | |
7 | Mayo Clinic | 3.774% | 11/15/43 | 250 | 290 | |
7 | Mayo Clinic | 4.000% | 11/15/47 | 150 | 182 | |
7 | Mayo Clinic | 4.128% | 11/15/52 | 125 | 159 | |
7 | Mayo Clinic | 3.196% | 11/15/61 | 750 | 801 | |
McKesson Corp. | 2.700% | 12/15/22 | 2,370 | 2,403 | ||
McKesson Corp. | 0.900% | 12/3/25 | 750 | 727 | ||
7 | MedStar Health Inc. | 3.626% | 8/15/49 | 250 | 275 | |
Medtronic Inc. | 3.500% | 3/15/25 | 938 | 1,000 | ||
Medtronic Inc. | 4.375% | 3/15/35 | 2,608 | 3,212 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 1,254 | 1,645 | ||
Memorial Health Services | 3.447% | 11/1/49 | 500 | 560 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 100 | 134 | ||
7 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 250 | 256 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 450 | 566 | ||
7 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 150 | 192 | |
Merck & Co. Inc. | 2.800% | 5/18/23 | 2,000 | 2,059 | ||
Merck & Co. Inc. | 2.900% | 3/7/24 | 500 | 521 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 2,250 | 2,355 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 2,743 | 2,687 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 1,450 | 1,460 | ||
Merck & Co. Inc. | 1.900% | 12/10/28 | 550 | 552 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Merck & Co. Inc. | 3.400% | 3/7/29 | 1,500 | 1,635 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 770 | 737 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 800 | 802 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 525 | 758 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 600 | 703 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 1,275 | 1,219 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 1,425 | 1,608 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 980 | 1,190 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 2,295 | 2,638 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 600 | 730 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 1,250 | 1,180 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 1,675 | 1,667 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 1,200 | 1,197 | ||
7 | Mercy Health | 4.302% | 7/1/28 | 175 | 197 | |
7 | Methodist Hospital | 2.705% | 12/1/50 | 500 | 486 | |
7 | Montefiore Obligated Group | 5.246% | 11/1/48 | 600 | 650 | |
7 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 200 | 230 | |
7 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 450 | 488 | |
7 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 500 | 518 | |
MultiCare Health System | 2.803% | 8/15/50 | 500 | 489 | ||
Mylan Inc. | 4.200% | 11/29/23 | 705 | 739 | ||
Mylan Inc. | 4.550% | 4/15/28 | 575 | 644 | ||
Mylan Inc. | 5.400% | 11/29/43 | 400 | 495 | ||
Mylan Inc. | 5.200% | 4/15/48 | 625 | 774 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 480 | 587 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 425 | 552 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 500 | 478 | ||
7 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 400 | 483 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 525 | 600 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 850 | 1,012 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 375 | 415 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 500 | 504 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 500 | 526 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 1,000 | 1,077 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 2,735 | 2,886 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 255 | 259 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 1,400 | 1,484 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 2,340 | 2,383 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 800 | 856 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 2,175 | 2,208 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 525 | 606 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 1,050 | 1,346 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 1,200 | 1,456 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 850 | 861 | ||
7 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 245 | 229 | |
7 | NYU Langone Hospitals | 5.750% | 7/1/43 | 375 | 537 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 325 | 411 | ||
7 | NYU Langone Hospitals | 4.368% | 7/1/47 | 425 | 504 | |
7 | NYU Langone Hospitals | 3.380% | 7/1/55 | 525 | 541 | |
7 | Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | 500 | 489 | |
OhioHealth Corp. | 2.297% | 11/15/31 | 500 | 503 | ||
OhioHealth Corp. | 2.834% | 11/15/41 | 500 | 510 | ||
7 | OhioHealth Corp. | 3.042% | 11/15/50 | 300 | 314 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Orlando Health Obligated Group | 4.089% | 10/1/48 | 225 | 271 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 500 | 522 | ||
7 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 300 | 399 | |
7 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 500 | 517 | |
PerkinElmer Inc. | 0.550% | 9/15/23 | 500 | 496 | ||
PerkinElmer Inc. | 0.850% | 9/15/24 | 500 | 493 | ||
PerkinElmer Inc. | 1.900% | 9/15/28 | 500 | 491 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 650 | 692 | ||
PerkinElmer Inc. | 2.550% | 3/15/31 | 500 | 504 | ||
PerkinElmer Inc. | 2.250% | 9/15/31 | 500 | 487 | ||
PerkinElmer Inc. | 3.625% | 3/15/51 | 350 | 379 | ||
�� | Pfizer Inc. | 3.000% | 6/15/23 | 1,136 | 1,175 | |
Pfizer Inc. | 3.200% | 9/15/23 | 475 | 494 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 500 | 520 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 200 | 212 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 300 | 296 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 2,556 | 2,711 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 1,295 | 1,395 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 600 | 667 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 750 | 827 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 1,175 | 1,235 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 1,750 | 1,712 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 1,900 | 1,858 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 1,050 | 1,245 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 600 | 714 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 550 | 643 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 1,015 | 1,634 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 750 | 746 | ||
Pfizer Inc. | 5.600% | 9/15/40 | 1,100 | 1,539 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 780 | 959 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 725 | 908 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 1,575 | 1,947 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 500 | 629 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 850 | 1,042 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 3,275 | 3,298 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 912 | 1,184 | ||
7 | Piedmont Healthcare Inc. | 2.044% | 1/1/32 | 500 | 486 | |
Piedmont Healthcare Inc. | 2.864% | 1/1/52 | 500 | 489 | ||
7 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 457 | 479 | |
7 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 500 | 516 | |
7 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 325 | 371 | |
7 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 400 | 471 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 300 | 317 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 250 | 264 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 1,141 | 1,221 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 350 | 396 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 800 | 834 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 425 | 439 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 61 | 77 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 200 | 250 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 1,000 | 946 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 900 | 846 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Royalty Pharma plc | 0.750% | 9/2/23 | 500 | 497 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 1,000 | 982 | ||
�� | Royalty Pharma plc | 1.750% | 9/2/27 | 1,400 | 1,377 | |
Royalty Pharma plc | 2.200% | 9/2/30 | 900 | 872 | ||
Royalty Pharma plc | 3.300% | 9/2/40 | 1,000 | 997 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 800 | 794 | ||
Royalty Pharma plc | 3.350% | 9/2/51 | 500 | 481 | ||
7 | Rush Obligated Group | 3.922% | 11/15/29 | 245 | 274 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 350 | 414 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 100 | 111 | ||
Sanofi | 3.375% | 6/19/23 | 1,050 | 1,088 | ||
Sanofi | 3.625% | 6/19/28 | 1,000 | 1,125 | ||
7 | Seattle Children's Hospital | 2.719% | 10/1/50 | 500 | 488 | |
7 | Sharp HealthCare | 2.680% | 8/1/50 | 500 | 480 | |
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 2,350 | 2,416 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 2,685 | 2,849 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 820 | 792 | ||
7 | Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 275 | 304 | |
7 | SSM Health Care Corp. | 3.688% | 6/1/23 | 725 | 748 | |
7 | SSM Health Care Corp. | 3.823% | 6/1/27 | 375 | 412 | |
7 | Stanford Health Care | 3.795% | 11/15/48 | 450 | 534 | |
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 600 | 654 | ||
Stryker Corp. | 0.600% | 12/1/23 | 500 | 497 | ||
Stryker Corp. | 3.375% | 5/15/24 | 475 | 497 | ||
Stryker Corp. | 1.150% | 6/15/25 | 400 | 397 | ||
Stryker Corp. | 3.375% | 11/1/25 | 500 | 533 | ||
Stryker Corp. | 3.500% | 3/15/26 | 890 | 954 | ||
Stryker Corp. | 3.650% | 3/7/28 | 450 | 489 | ||
Stryker Corp. | 1.950% | 6/15/30 | 750 | 733 | ||
Stryker Corp. | 4.100% | 4/1/43 | 325 | 381 | ||
Stryker Corp. | 4.375% | 5/15/44 | 1,275 | 1,550 | ||
Stryker Corp. | 4.625% | 3/15/46 | 155 | ��� 199 | ||
Stryker Corp. | 2.900% | 6/15/50 | 500 | 505 | ||
7 | Sutter Health | 1.321% | 8/15/25 | 500 | 498 | |
7 | Sutter Health | 3.695% | 8/15/28 | 300 | 330 | |
7 | Sutter Health | 2.294% | 8/15/30 | 500 | 500 | |
7 | Sutter Health | 3.161% | 8/15/40 | 500 | 510 | |
7 | Sutter Health | 4.091% | 8/15/48 | 375 | 441 | |
7 | Sutter Health | 3.361% | 8/15/50 | 475 | 498 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 2,500 | 2,646 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 2,460 | 2,890 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 2,225 | 2,169 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 2,700 | 2,719 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 1,790 | 1,815 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 900 | 935 | ||
Texas Health Resources | 2.328% | 11/15/50 | 500 | 450 | ||
7 | Texas Health Resources | 4.330% | 11/15/55 | 100 | 133 | |
Thermo Fisher Scientific Inc. | 0.797% | 10/18/23 | 900 | 897 | ||
Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | 900 | 899 | ||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 1,230 | 1,321 | ||
Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | 500 | 497 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 890 | 923 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 1,000 | 986 | ||
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 1,500 | 1,515 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 350 | 486 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 400 | 498 | ||
7 | Toledo Hospital | 5.325% | 11/15/28 | 275 | 309 | |
Toledo Hospital | 6.015% | 11/15/48 | 325 | 397 | ||
7 | Trinity Health Corp. | 2.632% | 12/1/40 | 500 | 490 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 450 | 542 | ||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 400 | 407 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 1,330 | 1,365 | ||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 500 | 519 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 550 | 569 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 2,750 | 2,983 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 200 | 218 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 781 | 778 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 750 | 802 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 500 | 495 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 600 | 654 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 2,100 | 2,343 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 500 | 561 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 475 | 503 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 2,935 | 2,913 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 2,900 | 2,946 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 200 | 295 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 325 | 483 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 1,355 | 2,080 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 1,510 | 1,669 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 2,245 | 2,265 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 240 | 343 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 1,400 | 1,462 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 325 | 395 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 800 | 933 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 75 | 91 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,315 | 1,721 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 775 | 944 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 950 | 1,163 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 1,200 | 1,486 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 1,100 | 1,406 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 680 | 785 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 520 | 531 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 1,900 | 2,058 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 2,250 | 2,696 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 2,640 | 2,734 | ||
11 | Universal Health Services Inc. | 2.650% | 10/15/30 | 700 | 695 | |
7 | UPMC | 3.600% | 4/3/25 | 400 | 423 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 1,100 | 1,186 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 2,250 | 2,759 | ||
Viatris Inc. | 1.650% | 6/22/25 | 600 | 598 | ||
Viatris Inc. | 2.300% | 6/22/27 | 2,350 | 2,371 | ||
Viatris Inc. | 2.700% | 6/22/30 | 1,525 | 1,531 | ||
Viatris Inc. | 3.850% | 6/22/40 | 1,425 | 1,520 | ||
Viatris Inc. | 4.000% | 6/22/50 | 2,425 | 2,593 | ||
7 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 200 | 256 | |
7 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 500 | 487 | |
Wyeth LLC | 7.250% | 3/1/23 | 350 | 375 | ||
Wyeth LLC | 6.450% | 2/1/24 | 780 | 865 | ||
Wyeth LLC | 6.500% | 2/1/34 | 500 | 713 | ||
Wyeth LLC | 6.000% | 2/15/36 | 410 | 577 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wyeth LLC | 5.950% | 4/1/37 | 1,605 | 2,259 | ||
7 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 500 | 464 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 600 | 666 | ||
Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | 700 | 698 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 1,000 | 1,047 | ||
Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 700 | 704 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 200 | 267 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 280 | 334 | ||
Zoetis Inc. | 3.250% | 2/1/23 | 1,475 | 1,503 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 350 | 386 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 800 | 846 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 400 | 445 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 575 | 567 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 900 | 1,147 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 400 | 475 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 325 | 416 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 250 | 261 | ||
715,930 | ||||||
Industrials (0.8%) | ||||||
3M Co. | 1.750% | 2/14/23 | 500 | 505 | ||
7 | 3M Co. | 2.250% | 3/15/23 | 1,325 | 1,347 | |
7 | 3M Co. | 3.250% | 2/14/24 | 400 | 418 | |
3M Co. | 2.000% | 2/14/25 | 600 | 615 | ||
3M Co. | 2.650% | 4/15/25 | 1,069 | 1,116 | ||
7 | 3M Co. | 2.250% | 9/19/26 | 100 | 104 | |
3M Co. | 2.875% | 10/15/27 | 1,639 | 1,747 | ||
7 | 3M Co. | 3.375% | 3/1/29 | 650 | 709 | |
3M Co. | 2.375% | 8/26/29 | 1,555 | 1,596 | ||
3M Co. | 3.050% | 4/15/30 | 600 | 643 | ||
7 | 3M Co. | 3.125% | 9/19/46 | 1,125 | 1,186 | |
7 | 3M Co. | 3.625% | 10/15/47 | 450 | 514 | |
7 | 3M Co. | 4.000% | 9/14/48 | 182 | 220 | |
3M Co. | 3.250% | 8/26/49 | 375 | 409 | ||
3M Co. | 3.700% | 4/15/50 | 1,200 | 1,420 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 705 | 687 | ||
Allegion plc | 3.500% | 10/1/29 | 325 | 346 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 128 | 133 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 350 | 371 | ||
7 | American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | 750 | 735 | |
7 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 211 | 216 | |
7 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 343 | 348 | |
7 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 765 | 766 | |
7 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 174 | 173 | |
7 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 391 | 405 | |
7 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 324 | 329 | |
7 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 202 | 204 | |
Amphenol Corp. | 3.200% | 4/1/24 | 200 | 208 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 170 | 173 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amphenol Corp. | 4.350% | 6/1/29 | 300 | 341 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 750 | 776 | ||
Amphenol Corp. | 2.200% | 9/15/31 | 400 | 392 | ||
7 | BNSF Funding Trust I | 6.613% | 12/15/55 | 325 | 367 | |
Boeing Co. | 1.167% | 2/4/23 | 1,200 | 1,200 | ||
Boeing Co. | 2.800% | 3/1/23 | 345 | 351 | ||
Boeing Co. | 4.508% | 5/1/23 | 2,625 | 2,738 | ||
Boeing Co. | 1.875% | 6/15/23 | 500 | 504 | ||
Boeing Co. | 1.950% | 2/1/24 | 500 | 507 | ||
Boeing Co. | 1.433% | 2/4/24 | 2,225 | 2,223 | ||
Boeing Co. | 2.800% | 3/1/24 | 450 | 463 | ||
Boeing Co. | 2.850% | 10/30/24 | 450 | 465 | ||
Boeing Co. | 4.875% | 5/1/25 | 3,980 | 4,358 | ||
Boeing Co. | 2.750% | 2/1/26 | 500 | 515 | ||
Boeing Co. | 2.196% | 2/4/26 | 5,000 | 4,999 | ||
Boeing Co. | 3.100% | 5/1/26 | 400 | 417 | ||
Boeing Co. | 2.250% | 6/15/26 | 325 | 327 | ||
Boeing Co. | 2.700% | 2/1/27 | 1,715 | 1,748 | ||
Boeing Co. | 2.800% | 3/1/27 | 200 | 204 | ||
Boeing Co. | 5.040% | 5/1/27 | 1,760 | 1,988 | ||
Boeing Co. | 3.250% | 2/1/28 | 1,350 | 1,408 | ||
Boeing Co. | 3.250% | 3/1/28 | 275 | 284 | ||
Boeing Co. | 3.450% | 11/1/28 | 1,000 | 1,050 | ||
Boeing Co. | 3.200% | 3/1/29 | 900 | 931 | ||
Boeing Co. | 2.950% | 2/1/30 | 500 | 506 | ||
Boeing Co. | 5.150% | 5/1/30 | 3,915 | 4,568 | ||
Boeing Co. | 3.625% | 2/1/31 | 4,350 | 4,641 | ||
Boeing Co. | 6.125% | 2/15/33 | 325 | 412 | ||
Boeing Co. | 3.600% | 5/1/34 | 1,375 | 1,437 | ||
Boeing Co. | 3.250% | 2/1/35 | 600 | 605 | ||
Boeing Co. | 6.625% | 2/15/38 | 100 | 134 | ||
Boeing Co. | 3.500% | 3/1/39 | 200 | 201 | ||
Boeing Co. | 6.875% | 3/15/39 | 285 | 396 | ||
Boeing Co. | 5.875% | 2/15/40 | 545 | 700 | ||
Boeing Co. | 5.705% | 5/1/40 | 3,965 | 5,095 | ||
Boeing Co. | 3.375% | 6/15/46 | 450 | 434 | ||
Boeing Co. | 3.650% | 3/1/47 | 475 | 473 | ||
Boeing Co. | 3.850% | 11/1/48 | 200 | 206 | ||
Boeing Co. | 3.900% | 5/1/49 | 650 | 681 | ||
Boeing Co. | 3.750% | 2/1/50 | 1,100 | 1,140 | ||
Boeing Co. | 5.805% | 5/1/50 | 5,000 | 6,769 | ||
Boeing Co. | 3.825% | 3/1/59 | 225 | 226 | ||
Boeing Co. | 3.950% | 8/1/59 | 360 | 374 | ||
Boeing Co. | 5.930% | 5/1/60 | 3,415 | 4,735 | ||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 625 | 639 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 625 | 651 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 400 | 421 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 400 | 422 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 250 | 263 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 275 | 296 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 700 | 845 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 875 | 948 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 125 | 178 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 775 | 1,102 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 625 | 867 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 675 | 881 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 1,225 | 1,657 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 200 | 258 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 575 | 703 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 500 | 609 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 850 | 1,049 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 500 | 671 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 1,100 | 1,440 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 1,600 | 2,012 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 500 | 600 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 600 | 772 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 550 | 642 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 225 | 272 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 1,875 | 2,255 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 575 | 705 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 745 | 773 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 800 | 871 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 575 | 579 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 288 | 300 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 375 | 393 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 350 | 485 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 350 | 491 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 350 | 500 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 500 | 528 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 1,000 | 1,277 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 1,700 | 1,584 | ||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 430 | 445 | ||
Canadian Pacific Railway Co. | 1.350% | 12/2/24 | 1,000 | 1,001 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 100 | 104 | ||
Canadian Pacific Railway Co. | 1.750% | 12/2/26 | 1,000 | 1,004 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 400 | 395 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 275 | 384 | ||
Canadian Pacific Railway Co. | 2.450% | 12/2/31 | 930 | 947 | ||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 425 | 548 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 775 | 1,063 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 2,000 | 2,045 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 675 | 867 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 1,500 | 1,534 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 830 | 1,233 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 1,600 | 1,639 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 1,475 | 1,514 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 2,625 | 2,682 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 390 | 397 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 1,950 | 2,034 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 1,900 | 2,021 | ||
7 | Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 1,300 | 1,317 | |
7 | Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 1,000 | 1,018 | |
7 | Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 1,400 | 1,451 | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 500 | 500 | ||
7 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 1,825 | 1,816 | |
7 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 400 | 421 | |
7 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 325 | 339 | |
7 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 730 | 769 | |
7 | Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | 500 | 494 | |
7 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 1,572 | 1,668 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 375 | 377 | |
7 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 825 | 809 | |
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 200 | 207 | ||
7 | Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 500 | 494 | |
7 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 1,500 | 1,456 | |
Caterpillar Inc. | 3.400% | 5/15/24 | 450 | 473 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 2,585 | 2,698 | ||
Caterpillar Inc. | 1.900% | 3/12/31 | 500 | 497 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 720 | 1,025 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 475 | 651 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 1,504 | 1,760 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 375 | 474 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 1,600 | 1,761 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 700 | 774 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 125 | 141 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 250 | 253 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 2,455 | 2,595 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 260 | 261 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 400 | 392 | ||
7 | CNH Industrial NV | 3.850% | 11/15/27 | 375 | 409 | |
7 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 391 | 407 | |
Crane Co. | 4.450% | 12/15/23 | 400 | 422 | ||
Crane Co. | 4.200% | 3/15/48 | 525 | 582 | ||
CSX Corp. | 3.400% | 8/1/24 | 400 | 421 | ||
CSX Corp. | 3.350% | 11/1/25 | 400 | 427 | ||
CSX Corp. | 2.600% | 11/1/26 | 200 | 208 | ||
CSX Corp. | 3.250% | 6/1/27 | 650 | 698 | ||
CSX Corp. | 3.800% | 3/1/28 | 1,275 | 1,401 | ||
CSX Corp. | 4.250% | 3/15/29 | 900 | 1,017 | ||
CSX Corp. | 2.400% | 2/15/30 | 2,525 | 2,567 | ||
CSX Corp. | 6.150% | 5/1/37 | 1,000 | 1,397 | ||
CSX Corp. | 6.220% | 4/30/40 | 599 | 861 | ||
CSX Corp. | 5.500% | 4/15/41 | 725 | 968 | ||
CSX Corp. | 4.750% | 5/30/42 | 460 | 577 | ||
CSX Corp. | 4.400% | 3/1/43 | 93 | 111 | ||
CSX Corp. | 4.100% | 3/15/44 | 800 | 930 | ||
CSX Corp. | 3.800% | 11/1/46 | 400 | 453 | ||
CSX Corp. | 4.300% | 3/1/48 | 1,000 | 1,218 | ||
CSX Corp. | 4.500% | 3/15/49 | 900 | 1,125 | ||
CSX Corp. | 3.800% | 4/15/50 | 605 | 692 | ||
CSX Corp. | 2.500% | 5/15/51 | 500 | 463 | ||
CSX Corp. | 4.250% | 11/1/66 | 500 | 612 | ||
CSX Corp. | 4.650% | 3/1/68 | 275 | 359 | ||
Cummins Inc. | 3.650% | 10/1/23 | 350 | 365 | ||
Cummins Inc. | 0.750% | 9/1/25 | 821 | 806 | ||
Cummins Inc. | 1.500% | 9/1/30 | 800 | 758 | ||
Cummins Inc. | 4.875% | 10/1/43 | 525 | 694 | ||
Cummins Inc. | 2.600% | 9/1/50 | 600 | 564 | ||
Deere & Co. | 2.750% | 4/15/25 | 750 | 784 | ||
Deere & Co. | 5.375% | 10/16/29 | 455 | 564 | ||
Deere & Co. | 3.100% | 4/15/30 | 770 | 830 | ||
Deere & Co. | 7.125% | 3/3/31 | 400 | 559 | ||
Deere & Co. | 3.900% | 6/9/42 | 1,000 | 1,189 | ||
Deere & Co. | 2.875% | 9/7/49 | 200 | 207 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Deere & Co. | 3.750% | 4/15/50 | 650 | 780 | ||
11 | Delta Air Lines Inc. | 7.000% | 5/1/25 | 1,169 | 1,338 | |
11 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 500 | 547 | |
7 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 430 | 443 | |
7 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 364 | 357 | |
Dover Corp. | 2.950% | 11/4/29 | 575 | 607 | ||
Dover Corp. | 5.375% | 3/1/41 | 280 | 362 | ||
Eaton Corp. | 2.750% | 11/2/22 | 1,075 | 1,093 | ||
Eaton Corp. | 3.103% | 9/15/27 | 665 | 711 | ||
Eaton Corp. | 4.000% | 11/2/32 | 717 | 825 | ||
Eaton Corp. | 4.150% | 11/2/42 | 75 | 88 | ||
Eaton Corp. | 3.915% | 9/15/47 | 550 | 639 | ||
Emerson Electric Co. | 2.625% | 2/15/23 | 300 | 305 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 450 | 475 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 2,000 | 1,946 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 750 | 753 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 375 | 370 | ||
Emerson Electric Co. | 5.250% | 11/15/39 | 135 | 180 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 450 | 434 | ||
FedEx Corp. | 3.250% | 4/1/26 | 500 | 535 | ||
FedEx Corp. | 3.400% | 2/15/28 | 1,000 | 1,080 | ||
FedEx Corp. | 3.100% | 8/5/29 | 825 | 872 | ||
FedEx Corp. | 4.250% | 5/15/30 | 1,600 | 1,820 | ||
FedEx Corp. | 2.400% | 5/15/31 | 450 | 451 | ||
FedEx Corp. | 3.900% | 2/1/35 | 200 | 223 | ||
FedEx Corp. | 3.250% | 5/15/41 | 450 | 461 | ||
FedEx Corp. | 3.875% | 8/1/42 | 200 | 219 | ||
FedEx Corp. | 4.100% | 4/15/43 | 300 | 336 | ||
FedEx Corp. | 5.100% | 1/15/44 | 600 | 765 | ||
FedEx Corp. | 4.100% | 2/1/45 | 300 | 336 | ||
FedEx Corp. | 4.750% | 11/15/45 | 1,075 | 1,312 | ||
FedEx Corp. | 4.550% | 4/1/46 | 2,050 | 2,455 | ||
FedEx Corp. | 4.400% | 1/15/47 | 800 | 944 | ||
FedEx Corp. | 4.050% | 2/15/48 | 700 | 791 | ||
FedEx Corp. | 4.950% | 10/17/48 | 750 | 957 | ||
FedEx Corp. | 5.250% | 5/15/50 | 1,150 | 1,541 | ||
FedEx Corp. | 4.500% | 2/1/65 | 150 | 177 | ||
7 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 779 | 761 | |
Flowserve Corp. | 3.500% | 10/1/30 | 500 | 518 | ||
Fortive Corp. | 3.150% | 6/15/26 | 585 | 620 | ||
Fortive Corp. | 4.300% | 6/15/46 | 425 | 507 | ||
General Dynamics Corp. | 2.250% | 11/15/22 | 900 | 910 | ||
General Dynamics Corp. | 3.375% | 5/15/23 | 700 | 724 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 500 | 508 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 525 | 556 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 1,500 | 1,605 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 250 | 257 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 350 | 381 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 500 | 524 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 705 | 781 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 755 | 840 | ||
General Dynamics Corp. | 2.250% | 6/1/31 | 500 | 507 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
General Dynamics Corp. | 4.250% | 4/1/40 | 570 | 697 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 625 | 711 | ||
General Dynamics Corp. | 4.250% | 4/1/50 | 505 | 647 | ||
7 | General Electric Co. | 3.150% | 9/7/22 | 318 | 324 | |
7 | General Electric Co. | 3.100% | 1/9/23 | 4,149 | 4,241 | |
7 | General Electric Co. | 6.750% | 3/15/32 | 1,185 | 1,615 | |
7 | General Electric Co. | 5.875% | 1/14/38 | 2,512 | 3,415 | |
Honeywell International Inc. | 2.150% | 8/8/22 | 600 | 605 | ||
Honeywell International Inc. | 0.483% | 8/19/22 | 140 | 140 | ||
Honeywell International Inc. | 3.350% | 12/1/23 | 1,175 | 1,229 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 800 | 826 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 3,730 | 3,744 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 1,150 | 1,204 | ||
Honeywell International Inc. | 1.100% | 3/1/27 | 1,150 | 1,122 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 350 | 367 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 1,125 | 1,119 | ||
Honeywell International Inc. | 1.750% | 9/1/31 | 1,150 | 1,120 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 300 | 410 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 305 | 421 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 855 | 1,185 | ||
Honeywell International Inc. | 2.800% | 6/1/50 | 500 | 521 | ||
11 | Huntington Ingalls Industries Inc. | 0.670% | 8/16/23 | 500 | 496 | |
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 250 | 265 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 400 | 424 | ||
11 | Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | 2,500 | 2,449 | |
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 800 | 892 | ||
IDEX Corp. | 3.000% | 5/1/30 | 300 | 312 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 1,145 | 1,200 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 1,100 | 1,157 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 800 | 936 | ||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 400 | 405 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 650 | 707 | ||
7 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 654 | 703 | |
7 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 457 | 457 | |
7 | John Deere Capital Corp. | 2.700% | 1/6/23 | 425 | 434 | |
John Deere Capital Corp. | 2.800% | 1/27/23 | 275 | 281 | ||
7 | John Deere Capital Corp. | 2.800% | 3/6/23 | 1,500 | 1,538 | |
7 | John Deere Capital Corp. | 3.450% | 6/7/23 | 200 | 208 | |
7 | John Deere Capital Corp. | 0.700% | 7/5/23 | 375 | 375 | |
7 | John Deere Capital Corp. | 0.400% | 10/10/23 | 500 | 497 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 200 | 210 | ||
7 | John Deere Capital Corp. | 0.450% | 1/17/24 | 1,000 | 990 | |
7 | John Deere Capital Corp. | 2.600% | 3/7/24 | 400 | 414 | |
7 | John Deere Capital Corp. | 3.350% | 6/12/24 | 700 | 740 | |
7 | John Deere Capital Corp. | 0.625% | 9/10/24 | 925 | 916 | |
7 | John Deere Capital Corp. | 2.050% | 1/9/25 | 575 | 592 | |
7 | John Deere Capital Corp. | 3.450% | 3/13/25 | 1,225 | 1,308 | |
7 | John Deere Capital Corp. | 3.400% | 9/11/25 | 325 | 348 | |
7 | John Deere Capital Corp. | 0.700% | 1/15/26 | 500 | 486 | |
7 | John Deere Capital Corp. | 2.650% | 6/10/26 | 300 | 314 | |
7 | John Deere Capital Corp. | 1.050% | 6/17/26 | 500 | 492 | |
7 | John Deere Capital Corp. | 2.250% | 9/14/26 | 1,647 | 1,705 | |
7 | John Deere Capital Corp. | 2.800% | 9/8/27 | 250 | 266 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | John Deere Capital Corp. | 3.050% | 1/6/28 | 600 | 643 | |
7 | John Deere Capital Corp. | 1.500% | 3/6/28 | 500 | 492 | |
7 | John Deere Capital Corp. | 3.450% | 3/7/29 | 623 | 686 | |
7 | John Deere Capital Corp. | 2.800% | 7/18/29 | 490 | 517 | |
7 | John Deere Capital Corp. | 2.450% | 1/9/30 | 1,000 | 1,031 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 500 | 476 | ||
7 | Johnson Controls International plc | 3.625% | 7/2/24 | 442 | 465 | |
7 | Johnson Controls International plc | 3.900% | 2/14/26 | 219 | 237 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 500 | 480 | ||
Johnson Controls International plc | 2.000% | 9/16/31 | 500 | 483 | ||
7 | Johnson Controls International plc | 6.000% | 1/15/36 | 210 | 289 | |
7 | Johnson Controls International plc | 4.625% | 7/2/44 | 800 | 976 | |
7 | Johnson Controls International plc | 5.125% | 9/14/45 | 80 | 105 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 400 | 487 | ||
7 | Johnson Controls International plc | 4.950% | 7/2/64 | 286 | 372 | |
7 | Kansas City Southern | 3.000% | 5/15/23 | 400 | 409 | |
Kansas City Southern | 2.875% | 11/15/29 | 550 | 571 | ||
7 | Kansas City Southern | 4.300% | 5/15/43 | 500 | 581 | |
7 | Kansas City Southern | 4.950% | 8/15/45 | 500 | 639 | |
Kansas City Southern | 3.500% | 5/1/50 | 1,600 | 1,709 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 1,000 | 1,123 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 734 | 794 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 375 | 423 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 425 | 442 | ||
Kirby Corp. | 4.200% | 3/1/28 | 1,200 | 1,294 | ||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 775 | 805 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 270 | 285 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 550 | 587 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 831 | 904 | ||
7 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 600 | 674 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 750 | 775 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 600 | 572 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 100 | 122 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 475 | 625 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 100 | 103 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 500 | 494 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 500 | 492 | ||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 270 | 276 | ||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 463 | 485 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 1,200 | 1,301 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 485 | 541 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 565 | 690 | ||
7 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,915 | 2,695 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 316 | 442 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 3,275 | 3,880 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 750 | 859 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 1,050 | 1,363 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 700 | �� 699 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 622 | 770 | ||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 1,580 | 1,607 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 200 | 210 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 415 | 444 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 100 | 130 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 125 | 133 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 750 | 828 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 1,200 | 1,234 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 565 | 714 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 425 | 486 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 975 | 1,201 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 300 | 377 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 850 | 983 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 50 | 60 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 615 | 731 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 330 | 352 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 1,600 | 1,623 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 973 | 1,169 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 756 | 772 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 500 | 570 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 500 | 518 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 1,300 | 1,357 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 675 | 717 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 3,400 | 3,636 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 1,540 | 1,779 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 2,165 | 2,802 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 850 | 1,097 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 1,550 | 1,958 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 2,950 | 3,483 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 795 | 1,116 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 300 | 333 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 400 | 451 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 80 | 83 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 1,575 | 1,605 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 1,350 | 1,377 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 1,400 | 1,420 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 2,000 | 2,048 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 550 | 581 | ||
7 | PACCAR Financial Corp. | 2.300% | 8/10/22 | 250 | 253 | |
PACCAR Financial Corp. | 3.400% | 8/9/23 | 300 | 312 | ||
7 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 500 | 496 | |
7 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 500 | 493 | |
7 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 250 | 256 | |
7 | PACCAR Financial Corp. | 0.900% | 11/8/24 | 500 | 497 | |
7 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 750 | 762 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 475 | 491 | ||
7 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 467 | 490 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 1,600 | 1,712 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 1,000 | 1,059 | ||
7 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 200 | 229 | |
7 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 575 | 800 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 500 | 585 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 950 | 1,111 | ||
Precision Castparts Corp. | 2.500% | 1/15/23 | 1,075 | 1,092 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 675 | 717 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 375 | 432 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 275 | 340 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 775 | 807 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 1,680 | 1,821 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 2,000 | 2,157 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 975 | 1,038 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 75 | 95 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 3,445 | 3,855 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 500 | 499 | ||
Raytheon Technologies Corp. | 1.900% | 9/1/31 | 925 | 892 | ||
Raytheon Technologies Corp. | 2.375% | 3/15/32 | 950 | 950 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 500 | 650 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 585 | 808 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 463 | 653 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 1,000 | 1,204 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 225 | 284 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 925 | 1,143 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 3,150 | 3,894 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 285 | 360 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 1,025 | 1,198 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 900 | 1,005 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 1,325 | 1,614 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 1,500 | 1,745 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 1,475 | 1,507 | ||
Raytheon Technologies Corp. | 2.820% | 9/1/51 | 925 | 894 | ||
Raytheon Technologies Corp. | 3.030% | 3/15/52 | 950 | 954 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 60 | 62 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 500 | 524 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 500 | 486 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 2,322 | 2,430 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 725 | 726 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 500 | 465 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 625 | 590 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 475 | 679 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 300 | 411 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 650 | 666 | ||
Rockwell Automation Inc. | 0.350% | 8/15/23 | 500 | 497 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 350 | 384 | ||
Rockwell Automation Inc. | 1.750% | 8/15/31 | 500 | 487 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 575 | 721 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 500 | 491 | ||
7 | Ryder System Inc. | 3.400% | 3/1/23 | 350 | 359 | |
7 | Ryder System Inc. | 3.750% | 6/9/23 | 1,490 | 1,546 | |
7 | Ryder System Inc. | 3.650% | 3/18/24 | 550 | 579 | |
7 | Ryder System Inc. | 2.500% | 9/1/24 | 250 | 257 | |
7 | Ryder System Inc. | 4.625% | 6/1/25 | 581 | 637 | |
7 | Ryder System Inc. | 1.750% | 9/1/26 | 500 | 498 | |
7 | Ryder System Inc. | 2.900% | 12/1/26 | 325 | 340 | |
Southwest Airlines Co. | 4.750% | 5/4/23 | 675 | 707 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 3,500 | 3,888 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 400 | 419 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 1,925 | 2,203 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 540 | 577 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 400 | 400 | ||
7 | Southwest Airlines Co. Pass-Through Trust Series 2007-1 | 6.150% | 8/1/22 | 22 | 22 | |
7 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 214 | 222 | |
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 500 | 498 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 500 | 495 | ||
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 500 | 502 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 900 | 915 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Textron Inc. | 4.300% | 3/1/24 | 625 | 660 | ||
Textron Inc. | 3.875% | 3/1/25 | 225 | 240 | ||
Textron Inc. | 4.000% | 3/15/26 | 300 | 324 | ||
Textron Inc. | 3.650% | 3/15/27 | 1,025 | 1,101 | ||
Textron Inc. | 3.375% | 3/1/28 | 325 | 343 | ||
Textron Inc. | 3.900% | 9/17/29 | 250 | 274 | ||
Timken Co. | 3.875% | 9/1/24 | 200 | 210 | ||
Timken Co. | 4.500% | 12/15/28 | 400 | 447 | ||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 900 | 942 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 1,200 | 1,310 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 1,350 | 1,429 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 325 | 346 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 975 | 1,065 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 150 | 186 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 350 | 435 | ||
Trimble Inc. | 4.150% | 6/15/23 | 100 | 104 | ||
Trimble Inc. | 4.750% | 12/1/24 | 600 | 650 | ||
Trimble Inc. | 4.900% | 6/15/28 | 400 | 456 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,000 | 1,048 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 450 | 480 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 550 | 834 | ||
Union Pacific Corp. | 2.950% | 1/15/23 | 650 | 662 | ||
Union Pacific Corp. | 2.750% | 4/15/23 | 200 | 204 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 600 | 622 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 325 | 340 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 400 | 418 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 400 | 422 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 930 | 1,004 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 900 | 956 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 648 | 680 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 400 | 411 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 240 | 255 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 1,475 | 1,508 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 500 | 511 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 900 | 986 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 1,800 | 1,884 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 708 | 794 | ||
Union Pacific Corp. | 3.200% | 5/20/41 | 1,500 | 1,597 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 500 | 594 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 550 | 589 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 850 | 913 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 1,082 | 1,267 | ||
Union Pacific Corp. | 2.950% | 3/10/52 | 500 | 507 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 425 | 505 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 1,106 | 1,300 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 2,025 | 2,000 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 350 | 426 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 1,400 | 1,602 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 1,700 | 1,971 | ||
7 | United Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 523 | 542 | |
7 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 457 | 479 | |
7 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 482 | 504 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | United Airlines Pass-Through Trust Class A Series 2015-1 | 3.700% | 12/1/22 | 200 | 203 | |
7 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 316 | 317 | |
7 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 2,760 | 3,016 | |
7 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 202 | 208 | |
7 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 434 | 445 | |
7 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 410 | 444 | |
7 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 444 | 441 | |
7 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 1,167 | 1,215 | |
United Parcel Service Inc. | 2.800% | 11/15/24 | 950 | 994 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 1,200 | 1,296 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 2,609 | 2,717 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 400 | 414 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 1,000 | 1,178 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 505 | 728 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 465 | 627 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 350 | 458 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 300 | 344 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 390 | 438 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 800 | 1,026 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 200 | 227 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 2,870 | 4,245 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 475 | 584 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 300 | 383 | ||
11 | Vontier Corp. | 1.800% | 4/1/26 | 500 | 491 | |
11 | Vontier Corp. | 2.400% | 4/1/28 | 500 | 487 | |
11 | Vontier Corp. | 2.950% | 4/1/31 | 500 | 493 | |
Waste Connections Inc. | 4.250% | 12/1/28 | 2,091 | 2,351 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 950 | 1,028 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 500 | 509 | ||
Waste Connections Inc. | 2.200% | 1/15/32 | 700 | 687 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 300 | 298 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 700 | 688 | ||
Waste Management Inc. | 2.400% | 5/15/23 | 1,100 | 1,120 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 500 | 488 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 1,600 | 1,710 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 500 | 477 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 1,400 | 1,318 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 500 | 519 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 500 | 476 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 1,100 | 1,166 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 1,070 | 1,117 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 725 | 769 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 750 | 853 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 475 | 483 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 825 | 1,056 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 325 | 371 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 350 | 430 | ||
Xylem Inc. | 3.250% | 11/1/26 | 300 | 321 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Xylem Inc. | 1.950% | 1/30/28 | 250 | 248 | ||
Xylem Inc. | 2.250% | 1/30/31 | 400 | 396 | ||
Xylem Inc. | 4.375% | 11/1/46 | 475 | 568 | ||
494,159 | ||||||
Materials (0.3%) | ||||||
Air Products and Chemicals Inc. | 2.750% | 2/3/23 | 250 | 255 | ||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 1,200 | 1,263 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 150 | 152 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 700 | 704 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 600 | 605 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 1,000 | 1,019 | ||
Albemarle Corp. | 4.150% | 12/1/24 | 532 | 570 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 325 | 424 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 500 | 568 | ||
7 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 300 | 312 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 500 | 506 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 500 | 506 | ||
AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 750 | 743 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 700 | 704 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 400 | 439 | ||
ArcelorMittal SA | 4.250% | 7/16/29 | 400 | 438 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 809 | 1,119 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 480 | 649 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 375 | 510 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 500 | 648 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 770 | 1,045 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 250 | 340 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 675 | 921 | ||
Berry Global Inc. | 0.950% | 2/15/24 | 1,100 | 1,089 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 1,400 | 1,370 | ||
Berry Global Inc. | 1.650% | 1/15/27 | 1,000 | 974 | ||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 475 | 500 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 150 | 179 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 850 | 1,006 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 2,350 | 3,108 | ||
Cabot Corp. | 4.000% | 7/1/29 | 240 | 260 | ||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 175 | 178 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 150 | 158 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 650 | 703 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 675 | 690 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 400 | 418 | ||
Celanese US Holdings LLC | 1.400% | 8/5/26 | 500 | 488 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 300 | 319 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 850 | 987 | ||
CF Industries Inc. | 3.450% | 6/1/23 | 225 | 232 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 700 | 848 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 775 | 933 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 700 | 884 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 50 | 55 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 800 | 862 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 58 | 78 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 750 | 738 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 386 | 446 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 556 | 999 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 375 | 485 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dow Chemical Co. | 4.375% | 11/15/42 | 1,300 | 1,550 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 400 | 490 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 1,450 | 2,044 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 925 | 1,182 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 750 | 813 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 2,050 | 2,168 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 1,500 | 1,657 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 2,725 | 3,159 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 1,625 | 2,090 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 1,600 | 2,237 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 1,073 | 1,146 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 125 | 142 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 490 | 590 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 850 | 1,013 | ||
Ecolab Inc. | 0.900% | 12/15/23 | 200 | 200 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 600 | 631 | ||
Ecolab Inc. | 1.650% | 2/1/27 | 200 | 201 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 1,400 | 1,518 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 700 | 840 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 500 | 468 | ||
Ecolab Inc. | 2.125% | 2/1/32 | 300 | 298 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 400 | 394 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 978 | 961 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 700 | 706 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 400 | 402 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 250 | 263 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 150 | 168 | ||
FMC Corp. | 4.100% | 2/1/24 | 750 | 787 | ||
FMC Corp. | 3.200% | 10/1/26 | 300 | 318 | ||
FMC Corp. | 3.450% | 10/1/29 | 400 | 426 | ||
FMC Corp. | 4.500% | 10/1/49 | 400 | 480 | ||
11 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 1,000 | 987 | |
Georgia-Pacific LLC | 8.875% | 5/15/31 | 700 | 1,084 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 250 | 278 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 300 | 305 | ||
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 100 | 102 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 415 | 470 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 550 | 645 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 500 | 643 | ||
International Paper Co. | 5.000% | 9/15/35 | 150 | 187 | ||
International Paper Co. | 7.300% | 11/15/39 | 805 | 1,226 | ||
International Paper Co. | 6.000% | 11/15/41 | 300 | 415 | ||
International Paper Co. | 4.800% | 6/15/44 | 600 | 758 | ||
International Paper Co. | 4.350% | 8/15/48 | 450 | 553 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 400 | 434 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 100 | 112 | ||
Linde Inc. | 2.650% | 2/5/25 | 500 | 520 | ||
Linde Inc. | 1.100% | 8/10/30 | 500 | 467 | ||
Linde Inc. | 3.550% | 11/7/42 | 300 | 341 | ||
Linde Inc. | 2.000% | 8/10/50 | 700 | 611 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 284 | 297 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 700 | 899 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 500 | 621 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 1,962 | 1,933 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 900 | 896 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
LYB International Finance III LLC | 3.375% | 10/1/40 | 600 | 624 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 560 | 646 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 850 | 981 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 1,300 | 1,381 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 500 | 529 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 910 | 1,118 | ||
Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 169 | 168 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,150 | 1,227 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 500 | 535 | ||
7 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 375 | 378 | |
Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 506 | 503 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 600 | 703 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 743 | 753 | ||
Mosaic Co. | 4.250% | 11/15/23 | 1,000 | 1,051 | ||
Mosaic Co. | 4.050% | 11/15/27 | 600 | 661 | ||
Mosaic Co. | 5.450% | 11/15/33 | 100 | 124 | ||
Mosaic Co. | 5.625% | 11/15/43 | 425 | 565 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 500 | 498 | ||
Newmont Corp. | 2.800% | 10/1/29 | 550 | 565 | ||
Newmont Corp. | 2.250% | 10/1/30 | 1,600 | 1,579 | ||
Newmont Corp. | 2.600% | 7/15/32 | 1,000 | 1,003 | ||
7 | Newmont Corp. | 5.875% | 4/1/35 | 725 | 946 | |
Newmont Corp. | 6.250% | 10/1/39 | 500 | 700 | ||
Newmont Corp. | 4.875% | 3/15/42 | 1,450 | 1,817 | ||
Nucor Corp. | 4.000% | 8/1/23 | 325 | 339 | ||
Nucor Corp. | 2.000% | 6/1/25 | 1,014 | 1,035 | ||
Nucor Corp. | 2.700% | 6/1/30 | 300 | 309 | ||
Nucor Corp. | 2.979% | 12/15/55 | 1,400 | 1,390 | ||
Nutrien Ltd. | 1.900% | 5/13/23 | 400 | 405 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 250 | 261 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 500 | 548 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 1,175 | 1,239 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,250 | 1,421 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 300 | 404 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 385 | 525 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 225 | 286 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 286 | 384 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 1,199 | 1,612 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 500 | 528 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 400 | 431 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 950 | 994 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 200 | 234 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 100 | 100 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 300 | 309 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 500 | 490 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 600 | 612 | ||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 360 | 373 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 675 | 665 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 1,800 | 1,755 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 325 | 448 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 450 | 609 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 225 | 294 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 565 | 752 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 2,400 | 2,382 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,100 | 1,410 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 119 | 143 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 150 | 203 | ||
RPM International Inc. | 3.750% | 3/15/27 | 150 | 163 | ||
RPM International Inc. | 4.550% | 3/1/29 | 275 | 312 | ||
RPM International Inc. | 5.250% | 6/1/45 | 75 | 97 | ||
RPM International Inc. | 4.250% | 1/15/48 | 450 | 518 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 1,925 | 2,012 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 900 | 958 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 600 | 652 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 300 | 325 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 700 | 737 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 500 | 501 | ||
Sherwin-Williams Co. | 2.200% | 3/15/32 | 500 | 494 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 220 | 250 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 270 | 332 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 1,100 | 1,372 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 504 | 570 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 800 | 843 | ||
Sherwin-Williams Co. | 2.900% | 3/15/52 | 500 | 489 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 700 | 732 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 650 | 696 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 425 | 609 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 750 | 1,052 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 1,100 | 1,390 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 1,405 | 1,927 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 725 | 753 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 300 | 308 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 1,300 | 1,275 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 1,275 | 1,362 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 1,300 | 1,371 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 500 | 505 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 1,050 | 1,215 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 1,200 | 1,319 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 1,000 | 1,017 | ||
7 | Suzano Austria GmbH | 3.125% | 1/15/32 | 1,200 | 1,161 | |
Teck Resources Ltd. | 3.900% | 7/15/30 | 1,000 | 1,076 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 1,025 | 1,330 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 150 | 191 | ||
Teck Resources Ltd. | 6.250% | 7/15/41 | 800 | 1,065 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 1,228 | 1,426 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 1,100 | 1,140 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 375 | 528 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 1,980 | 2,631 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 1,060 | 1,423 | ||
Vale SA | 5.625% | 9/11/42 | 923 | 1,103 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 250 | 271 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 575 | 620 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 1,050 | 1,288 | ||
Westlake Chemical Corp. | 3.375% | 6/15/30 | 900 | 955 | ||
Westlake Chemical Corp. | 2.875% | 8/15/41 | ��� 350 | 338 | ||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 825 | 1,044 | ||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 435 | 513 | ||
Westlake Chemical Corp. | 3.125% | 8/15/51 | 500 | 483 | ||
Westlake Chemical Corp. | 3.375% | 8/15/61 | 900 | 866 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 475 | 655 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
WestRock MWV LLC | 7.950% | 2/15/31 | 275 | 387 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 525 | 548 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 600 | 670 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 1,325 | 1,409 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 800 | 883 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 607 | 665 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 1,325 | 1,542 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 700 | 796 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 1,000 | 1,031 | ||
173,692 | ||||||
Real Estate (0.4%) | ||||||
Agree LP | 2.000% | 6/15/28 | 500 | 491 | ||
Agree LP | 2.600% | 6/15/33 | 500 | 492 | ||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 598 | 636 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 300 | 329 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 200 | 217 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 350 | 388 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 200 | 230 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,529 | 1,582 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 500 | 586 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 388 | 466 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 600 | 649 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 500 | 480 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 3,000 | 2,818 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 200 | 259 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 565 | 658 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 500 | 496 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 500 | 512 | ||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 225 | 231 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 250 | 267 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 313 | 332 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 300 | 321 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 500 | 511 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 250 | 277 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 325 | 376 | ||
American Homes 4 Rent LP | 2.375% | 7/15/31 | 675 | 664 | ||
American Homes 4 Rent LP | 3.375% | 7/15/51 | 500 | 506 | ||
American Tower Corp. | 3.500% | 1/31/23 | 1,075 | 1,104 | ||
American Tower Corp. | 5.000% | 2/15/24 | 1,900 | 2,045 | ||
American Tower Corp. | 3.375% | 5/15/24 | 500 | 523 | ||
American Tower Corp. | 2.950% | 1/15/25 | 885 | 920 | ||
American Tower Corp. | 1.600% | 4/15/26 | 500 | 496 | ||
American Tower Corp. | 1.450% | 9/15/26 | 550 | 539 | ||
American Tower Corp. | 3.375% | 10/15/26 | 1,069 | 1,136 | ||
American Tower Corp. | 2.750% | 1/15/27 | 2,709 | 2,794 | ||
American Tower Corp. | 3.125% | 1/15/27 | 575 | 602 | ||
American Tower Corp. | 3.550% | 7/15/27 | 1,100 | 1,177 | ||
American Tower Corp. | 3.600% | 1/15/28 | 500 | 537 | ||
American Tower Corp. | 1.500% | 1/31/28 | 1,000 | 958 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
American Tower Corp. | 3.800% | 8/15/29 | 1,475 | 1,606 | ||
American Tower Corp. | 2.900% | 1/15/30 | 1,490 | 1,529 | ||
American Tower Corp. | 2.100% | 6/15/30 | 560 | 540 | ||
American Tower Corp. | 1.875% | 10/15/30 | 700 | 662 | ||
American Tower Corp. | 2.700% | 4/15/31 | 500 | 504 | ||
American Tower Corp. | 2.300% | 9/15/31 | 550 | 535 | ||
American Tower Corp. | 3.700% | 10/15/49 | 500 | 536 | ||
American Tower Corp. | 3.100% | 6/15/50 | 560 | 545 | ||
American Tower Corp. | 2.950% | 1/15/51 | 1,000 | 948 | ||
7 | AvalonBay Communities Inc. | 2.850% | 3/15/23 | 200 | 203 | |
7 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 865 | 912 | |
7 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 1,050 | 1,111 | |
7 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 425 | 452 | |
7 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 250 | 264 | |
7 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 50 | 53 | |
7 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 300 | 322 | |
7 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 350 | 375 | |
AvalonBay Communities Inc. | 1.900% | 12/1/28 | 500 | 496 | ||
7 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 500 | 508 | |
7 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 855 | 877 | |
AvalonBay Communities Inc. | 2.050% | 1/15/32 | 1,500 | 1,481 | ||
7 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 255 | 302 | |
Boston Properties LP | 3.125% | 9/1/23 | 1,375 | 1,416 | ||
Boston Properties LP | 3.800% | 2/1/24 | 2,521 | 2,637 | ||
Boston Properties LP | 3.200% | 1/15/25 | 550 | 576 | ||
Boston Properties LP | 2.750% | 10/1/26 | 475 | 495 | ||
Boston Properties LP | 2.900% | 3/15/30 | 1,000 | 1,021 | ||
Boston Properties LP | 3.250% | 1/30/31 | 600 | 628 | ||
Boston Properties LP | 2.550% | 4/1/32 | 500 | 498 | ||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 270 | 277 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 1,950 | 2,095 | ||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 1,300 | 1,364 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 475 | 503 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 400 | 434 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 300 | 323 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 2,000 | 1,996 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 1,088 | 1,205 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 1,400 | 1,537 | ||
Camden Property Trust | 2.950% | 12/15/22 | 1,000 | 1,016 | ||
Camden Property Trust | 4.100% | 10/15/28 | 250 | 282 | ||
Camden Property Trust | 3.150% | 7/1/29 | 100 | 106 | ||
Camden Property Trust | 2.800% | 5/15/30 | 1,735 | 1,810 | ||
Camden Property Trust | 3.350% | 11/1/49 | 800 | 879 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 625 | 700 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 500 | 503 | ||
CC Holdings GS V LLC | 3.849% | 4/15/23 | 1,000 | 1,035 | ||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 100 | 108 | ||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 1,125 | 1,224 | ||
Corporate Office Properties LP | 2.900% | 12/1/33 | 1,975 | 1,944 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 625 | 644 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 525 | 549 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 522 | 516 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 1,405 | 1,538 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Crown Castle International Corp. | 3.700% | 6/15/26 | 1,175 | 1,261 | ||
Crown Castle International Corp. | 1.050% | 7/15/26 | 500 | 484 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 1,190 | 1,281 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 525 | 571 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 400 | 417 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 1,300 | 1,374 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 1,250 | 1,216 | ||
Crown Castle International Corp. | 2.100% | 4/1/31 | 500 | 480 | ||
Crown Castle International Corp. | 2.500% | 7/15/31 | 600 | 596 | ||
Crown Castle International Corp. | 2.900% | 4/1/41 | 2,300 | 2,235 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 300 | 368 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 430 | 553 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 700 | 792 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 1,200 | 1,186 | ||
CubeSmart LP | 4.000% | 11/15/25 | 160 | 172 | ||
CubeSmart LP | 3.125% | 9/1/26 | 425 | 446 | ||
CubeSmart LP | 2.250% | 12/15/28 | 500 | 502 | ||
CubeSmart LP | 4.375% | 2/15/29 | 150 | 170 | ||
CubeSmart LP | 3.000% | 2/15/30 | 500 | 522 | ||
CubeSmart LP | 2.000% | 2/15/31 | 300 | 290 | ||
CubeSmart LP | 2.500% | 2/15/32 | 500 | 499 | ||
CyrusOne LP | 2.900% | 11/15/24 | 1,505 | 1,557 | ||
CyrusOne LP | 2.150% | 11/1/30 | 500 | 494 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 1,350 | 1,527 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 1,100 | 1,195 | ||
Duke Realty LP | 3.750% | 12/1/24 | 202 | 214 | ||
Duke Realty LP | 3.250% | 6/30/26 | 1,075 | 1,144 | ||
Duke Realty LP | 3.375% | 12/15/27 | 250 | 267 | ||
Duke Realty LP | 4.000% | 9/15/28 | 500 | 559 | ||
Duke Realty LP | 2.875% | 11/15/29 | 250 | 261 | ||
Duke Realty LP | 1.750% | 7/1/30 | 750 | 715 | ||
Duke Realty LP | 3.050% | 3/1/50 | 175 | 173 | ||
EPR Properties | 4.500% | 6/1/27 | 564 | 596 | ||
EPR Properties | 3.750% | 8/15/29 | 686 | 692 | ||
EPR Properties | 3.600% | 11/15/31 | 545 | 542 | ||
Equinix Inc. | 2.625% | 11/18/24 | 2,900 | 2,992 | ||
Equinix Inc. | 1.250% | 7/15/25 | 500 | 491 | ||
Equinix Inc. | 1.000% | 9/15/25 | 500 | 487 | ||
Equinix Inc. | 1.450% | 5/15/26 | 420 | 412 | ||
Equinix Inc. | 2.900% | 11/18/26 | 1,250 | 1,300 | ||
Equinix Inc. | 1.800% | 7/15/27 | 1,150 | 1,135 | ||
Equinix Inc. | 1.550% | 3/15/28 | 116 | 112 | ||
Equinix Inc. | 2.000% | 5/15/28 | 250 | 245 | ||
Equinix Inc. | 3.200% | 11/18/29 | 1,000 | 1,050 | ||
Equinix Inc. | 2.150% | 7/15/30 | 825 | 802 | ||
Equinix Inc. | 2.500% | 5/15/31 | 850 | 850 | ||
Equinix Inc. | 3.000% | 7/15/50 | 400 | 383 | ||
Equinix Inc. | 2.950% | 9/15/51 | 400 | 377 | ||
Equinix Inc. | 3.400% | 2/15/52 | 400 | 408 | ||
ERP Operating LP | 3.000% | 4/15/23 | 625 | 640 | ||
ERP Operating LP | 3.375% | 6/1/25 | 350 | 371 | ||
ERP Operating LP | 2.850% | 11/1/26 | 1,300 | 1,365 | ||
ERP Operating LP | 3.500% | 3/1/28 | 500 | 545 | ||
ERP Operating LP | 4.150% | 12/1/28 | 300 | 340 | ||
ERP Operating LP | 3.000% | 7/1/29 | 250 | 265 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
ERP Operating LP | 2.500% | 2/15/30 | 300 | 308 | ||
ERP Operating LP | 1.850% | 8/1/31 | 600 | 582 | ||
ERP Operating LP | 4.500% | 7/1/44 | 550 | 694 | ||
ERP Operating LP | 4.500% | 6/1/45 | 350 | 442 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 50 | 51 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 275 | 289 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 200 | 211 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 963 | 1,019 | ||
�� | Essex Portfolio LP | 4.000% | 3/1/29 | 280 | 311 | |
Essex Portfolio LP | 3.000% | 1/15/30 | 405 | 424 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 877 | 820 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 455 | 458 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 1,000 | 1,231 | ||
Extra Space Storage LP | 2.550% | 6/1/31 | 500 | 497 | ||
Extra Space Storage LP | 2.350% | 3/15/32 | 500 | 488 | ||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 325 | 332 | ||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 225 | 238 | ||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 75 | 79 | ||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 825 | 981 | ||
GLP Capital LP | 5.375% | 11/1/23 | 500 | 531 | ||
GLP Capital LP | 3.350% | 9/1/24 | 300 | 311 | ||
GLP Capital LP | 5.250% | 6/1/25 | 625 | 687 | ||
GLP Capital LP | 5.375% | 4/15/26 | 1,100 | 1,229 | ||
GLP Capital LP | 5.750% | 6/1/28 | 100 | 116 | ||
GLP Capital LP | 5.300% | 1/15/29 | 825 | 934 | ||
GLP Capital LP | 4.000% | 1/15/30 | 570 | 604 | ||
GLP Capital LP | 4.000% | 1/15/31 | 800 | 854 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 300 | 323 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 300 | 299 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 877 | 937 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 400 | 434 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 395 | 410 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 500 | 475 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 213 | 224 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 150 | 159 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 500 | 542 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 4,000 | 4,195 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 100 | 104 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 175 | 262 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 850 | 938 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 500 | 516 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 500 | 498 | ||
7 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 728 | 772 | |
7 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 400 | 409 | |
7 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 1,213 | 1,246 | |
7 | Host Hotels & Resorts LP | 2.900% | 12/15/31 | 1,000 | 967 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 250 | 269 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 200 | 227 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 240 | 250 | ||
Invitation Homes Operating Partnership LP | 2.300% | 11/15/28 | 675 | 668 | ||
Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 675 | 662 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 850 | 892 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 350 | 402 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 1,200 | 1,243 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 500 | 486 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kilroy Realty LP | 2.650% | 11/15/33 | 1,500 | 1,458 | ||
Kimco Realty Corp. | 3.375% | 10/15/22 | 200 | 203 | ||
Kimco Realty Corp. | 3.500% | 4/15/23 | 200 | 205 | ||
Kimco Realty Corp. | 3.125% | 6/1/23 | 550 | 564 | ||
Kimco Realty Corp. | 4.450% | 1/15/24 | 75 | 78 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 500 | 526 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 1,294 | 1,348 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 1,000 | 986 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 250 | 254 | ||
Kimco Realty Corp. | 2.250% | 12/1/31 | 500 | 487 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 425 | 489 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 250 | 298 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 725 | 772 | ||
Life Storage LP | 3.500% | 7/1/26 | 475 | 509 | ||
Life Storage LP | 3.875% | 12/15/27 | 100 | 110 | ||
Life Storage LP | 4.000% | 6/15/29 | 125 | 139 | ||
Life Storage LP | 2.200% | 10/15/30 | 500 | 492 | ||
Life Storage LP | 2.400% | 10/15/31 | 950 | 934 | ||
LXP Industrial Trust | 2.700% | 9/15/30 | 500 | 498 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 350 | 367 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 325 | 342 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 1,000 | 1,082 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 295 | 305 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 900 | 859 | ||
Mid-America Apartments LP | 2.875% | 9/15/51 | 500 | 493 | ||
National Health Investors Inc. | 3.000% | 2/1/31 | 1,000 | 966 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 275 | 291 | ||
National Retail Properties Inc. | 4.000% | 11/15/25 | 450 | 488 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 449 | 480 | ||
National Retail Properties Inc. | 3.500% | 10/15/27 | 550 | 590 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 300 | 338 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 325 | 329 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 250 | 315 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 500 | 488 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 500 | 518 | ||
National Retail Properties Inc. | 3.000% | 4/15/52 | 500 | 474 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 500 | 522 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 250 | 264 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 500 | 497 | ||
Office Properties Income Trust | 3.450% | 10/15/31 | 550 | 534 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 452 | 471 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 275 | 294 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 281 | 301 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 475 | 530 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 300 | 332 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 2,000 | 2,078 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 750 | 756 | ||
Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | 1,000 | 978 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 290 | 322 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 300 | 329 | ||
Physicians Realty LP | 2.625% | 11/1/31 | 1,000 | 998 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 300 | 308 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 275 | 289 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 250 | 256 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Piedmont Operating Partnership LP | 2.750% | 4/1/32 | 500 | 491 | ||
Prologis LP | 3.250% | 10/1/26 | 583 | 623 | ||
Prologis LP | 2.125% | 4/15/27 | 900 | 916 | ||
Prologis LP | 3.875% | 9/15/28 | 300 | 337 | ||
Prologis LP | 4.375% | 2/1/29 | 50 | 57 | ||
Prologis LP | 2.250% | 4/15/30 | 400 | 402 | ||
Prologis LP | 1.250% | 10/15/30 | 1,214 | 1,131 | ||
Prologis LP | 1.625% | 3/15/31 | 1,000 | 954 | ||
Prologis LP | 4.375% | 9/15/48 | 300 | 378 | ||
Prologis LP | 3.000% | 4/15/50 | 510 | 528 | ||
Prologis LP | 2.125% | 10/15/50 | 500 | 434 | ||
Public Storage | 1.500% | 11/9/26 | 575 | 575 | ||
Public Storage | 3.094% | 9/15/27 | 300 | 321 | ||
Public Storage | 1.850% | 5/1/28 | 600 | 599 | ||
Public Storage | 1.950% | 11/9/28 | 575 | 574 | ||
Public Storage | 3.385% | 5/1/29 | 420 | 458 | ||
Public Storage | 2.300% | 5/1/31 | 1,000 | 1,010 | ||
Public Storage | 2.250% | 11/9/31 | 575 | 577 | ||
Realty Income Corp. | 4.600% | 2/6/24 | 375 | 399 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 250 | 265 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 200 | 215 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 738 | 819 | ||
Realty Income Corp. | 4.875% | 6/1/26 | 350 | 395 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 775 | 856 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 525 | 554 | ||
Realty Income Corp. | 3.950% | 8/15/27 | 475 | 527 | ||
Realty Income Corp. | 3.400% | 1/15/28 | 1,000 | 1,079 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 1,290 | 1,405 | ||
Realty Income Corp. | 2.200% | 6/15/28 | �� 500 | 505 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 575 | 621 | ||
Realty Income Corp. | 3.100% | 12/15/29 | 500 | 531 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 2,000 | 2,149 | ||
Realty Income Corp. | 2.850% | 12/15/32 | 500 | 520 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 500 | 471 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 820 | 1,062 | ||
Regency Centers LP | 3.600% | 2/1/27 | 340 | 366 | ||
Regency Centers LP | 4.125% | 3/15/28 | 250 | 278 | ||
Regency Centers LP | 2.950% | 9/15/29 | 400 | 415 | ||
Regency Centers LP | 4.400% | 2/1/47 | 400 | 474 | ||
Rexford Industrial Realty LP | 2.150% | 9/1/31 | 650 | 619 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 1,332 | 1,467 | ||
Safehold Operating Partnership LP | 2.850% | 1/15/32 | 650 | 636 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 3,400 | 3,473 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 500 | 524 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 595 | 606 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 700 | 747 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 195 | 207 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 300 | 321 | ||
Simon Property Group LP | 1.375% | 1/15/27 | 500 | 490 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 820 | 881 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 1,000 | 1,074 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 500 | 492 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 1,595 | 1,618 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 500 | 510 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 600 | 588 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Simon Property Group LP | 2.250% | 1/15/32 | 500 | 488 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 500 | 738 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 350 | 432 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 425 | 506 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 700 | 720 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 1,500 | 1,684 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 463 | 485 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 250 | 267 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 1,000 | 1,108 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 315 | 330 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 1,200 | 1,174 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 245 | 269 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 520 | 546 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 225 | 250 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 300 | 336 | ||
Sun Communities Operating LP | 2.300% | 11/1/28 | 725 | 720 | ||
Sun Communities Operating LP | 2.700% | 7/15/31 | 500 | 498 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 723 | 747 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 250 | 267 | ||
7 | UDR Inc. | 2.950% | 9/1/26 | 600 | 624 | |
7 | UDR Inc. | 3.500% | 7/1/27 | 150 | 160 | |
7 | UDR Inc. | 3.500% | 1/15/28 | 50 | 53 | |
7 | UDR Inc. | 3.200% | 1/15/30 | 240 | 253 | |
7 | UDR Inc. | 2.100% | 8/1/32 | 1,175 | 1,124 | |
7 | UDR Inc. | 1.900% | 3/15/33 | 1,000 | 926 | |
UDR Inc. | 3.100% | 11/1/34 | 265 | 274 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 325 | 340 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 200 | 209 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 456 | 471 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 59 | 62 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 275 | 300 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 325 | 338 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 450 | 526 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 325 | 438 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 250 | 293 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 650 | 816 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 425 | 446 | ||
Vornado Realty LP | 3.400% | 6/1/31 | 500 | 515 | ||
Welltower Inc. | 4.500% | 1/15/24 | 725 | 767 | ||
Welltower Inc. | 3.625% | 3/15/24 | 225 | 237 | ||
Welltower Inc. | 4.000% | 6/1/25 | 1,264 | 1,362 | ||
Welltower Inc. | 4.250% | 4/1/26 | 856 | 938 | ||
Welltower Inc. | 2.700% | 2/15/27 | 701 | 731 | ||
Welltower Inc. | 4.250% | 4/15/28 | 750 | 841 | ||
Welltower Inc. | 4.125% | 3/15/29 | 500 | 559 | ||
Welltower Inc. | 3.100% | 1/15/30 | 1,250 | 1,312 | ||
Welltower Inc. | 2.750% | 1/15/31 | 500 | 511 | ||
Welltower Inc. | 2.800% | 6/1/31 | 700 | 716 | ||
Welltower Inc. | 2.750% | 1/15/32 | 525 | 531 | ||
Welltower Inc. | 6.500% | 3/15/41 | 200 | 291 | ||
Welltower Inc. | 4.950% | 9/1/48 | 400 | 524 | ||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 150 | 181 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 750 | 837 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 800 | 891 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 775 | 1,090 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 125 | 171 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 550 | 585 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 200 | 213 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 300 | 329 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 200 | 221 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 1,000 | 952 | ||
247,857 | ||||||
Technology (1.0%) | ||||||
Adobe Inc. | 1.700% | 2/1/23 | 280 | 283 | ||
Adobe Inc. | 1.900% | 2/1/25 | 100 | 102 | ||
Adobe Inc. | 3.250% | 2/1/25 | 800 | 847 | ||
Adobe Inc. | 2.150% | 2/1/27 | 500 | 514 | ||
Adobe Inc. | 2.300% | 2/1/30 | 1,100 | 1,125 | ||
Altera Corp. | 4.100% | 11/15/23 | 750 | 793 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 600 | 597 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 300 | 315 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 500 | 546 | ||
Analog Devices Inc. | 1.700% | 10/1/28 | 800 | 795 | ||
Analog Devices Inc. | 2.100% | 10/1/31 | 900 | 901 | ||
Analog Devices Inc. | 2.800% | 10/1/41 | 950 | 962 | ||
Analog Devices Inc. | 2.950% | 10/1/51 | 950 | 976 | ||
Apple Inc. | 2.850% | 2/23/23 | 1,634 | 1,670 | ||
Apple Inc. | 2.400% | 5/3/23 | 5,790 | 5,926 | ||
Apple Inc. | 0.750% | 5/11/23 | 2,500 | 2,509 | ||
Apple Inc. | 3.000% | 2/9/24 | 1,375 | 1,433 | ||
Apple Inc. | 2.850% | 5/11/24 | 2,500 | 2,606 | ||
Apple Inc. | 1.800% | 9/11/24 | 1,500 | 1,532 | ||
Apple Inc. | 2.750% | 1/13/25 | 1,200 | 1,255 | ||
Apple Inc. | 1.125% | 5/11/25 | 6,450 | 6,436 | ||
Apple Inc. | 0.550% | 8/20/25 | 1,000 | 976 | ||
Apple Inc. | 0.700% | 2/8/26 | 2,200 | 2,149 | ||
Apple Inc. | 3.250% | 2/23/26 | 3,805 | 4,071 | ||
Apple Inc. | 2.450% | 8/4/26 | 500 | 522 | ||
Apple Inc. | 2.050% | 9/11/26 | 3,000 | 3,085 | ||
Apple Inc. | 3.350% | 2/9/27 | 200 | 217 | ||
Apple Inc. | 3.200% | 5/11/27 | 2,700 | 2,913 | ||
Apple Inc. | 2.900% | 9/12/27 | 2,331 | 2,485 | ||
Apple Inc. | 3.000% | 11/13/27 | 1,025 | 1,101 | ||
Apple Inc. | 1.200% | 2/8/28 | 2,200 | 2,137 | ||
Apple Inc. | 1.400% | 8/5/28 | 2,000 | 1,959 | ||
Apple Inc. | 2.200% | 9/11/29 | 4,475 | 4,581 | ||
Apple Inc. | 1.650% | 5/11/30 | 3,000 | 2,931 | ||
Apple Inc. | 1.250% | 8/20/30 | 1,000 | 944 | ||
Apple Inc. | 1.650% | 2/8/31 | 2,500 | 2,436 | ||
Apple Inc. | 1.700% | 8/5/31 | 900 | 879 | ||
Apple Inc. | 4.500% | 2/23/36 | 825 | 1,035 | ||
Apple Inc. | 2.375% | 2/8/41 | 1,300 | 1,261 | ||
Apple Inc. | 3.850% | 5/4/43 | 2,825 | 3,337 | ||
Apple Inc. | 4.450% | 5/6/44 | 625 | 798 | ||
Apple Inc. | 3.450% | 2/9/45 | 2,344 | 2,618 | ||
Apple Inc. | 4.375% | 5/13/45 | 2,275 | 2,878 | ||
Apple Inc. | 4.650% | 2/23/46 | 3,720 | 4,887 | ||
Apple Inc. | 3.850% | 8/4/46 | 2,350 | 2,784 | ||
Apple Inc. | 4.250% | 2/9/47 | 800 | 1,003 | ||
Apple Inc. | 3.750% | 9/12/47 | 842 | 985 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Apple Inc. | 3.750% | 11/13/47 | 1,000 | 1,175 | ||
Apple Inc. | 2.950% | 9/11/49 | 1,600 | 1,654 | ||
Apple Inc. | 2.650% | 5/11/50 | 1,855 | 1,822 | ||
Apple Inc. | 2.400% | 8/20/50 | 1,000 | 939 | ||
Apple Inc. | 2.650% | 2/8/51 | 2,700 | 2,653 | ||
Apple Inc. | 2.700% | 8/5/51 | 1,600 | 1,588 | ||
Apple Inc. | 2.550% | 8/20/60 | 1,500 | 1,412 | ||
Apple Inc. | 2.800% | 2/8/61 | 1,600 | 1,582 | ||
Apple Inc. | 2.850% | 8/5/61 | 1,300 | 1,307 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 756 | 822 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 1,065 | 1,150 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 350 | 343 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 400 | 519 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 250 | 365 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 1,225 | 1,561 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 550 | 553 | ||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 400 | 412 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 509 | 531 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 300 | 320 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 250 | 271 | ||
Arrow Electronics Inc. | 2.950% | 2/15/32 | 400 | 403 | ||
Autodesk Inc. | 3.600% | 12/15/22 | 100 | 102 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 250 | 272 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 375 | 404 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 360 | 373 | ||
Autodesk Inc. | 2.400% | 12/15/31 | 900 | 899 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 825 | 886 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 1,000 | 998 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 1,300 | 1,228 | ||
Avnet Inc. | 4.875% | 12/1/22 | 400 | 414 | ||
Avnet Inc. | 4.625% | 4/15/26 | 450 | 493 | ||
Avnet Inc. | 3.000% | 5/15/31 | 200 | 198 | ||
Block Financial LLC | 5.250% | 10/1/25 | 350 | 389 | ||
Block Financial LLC | 2.500% | 7/15/28 | 400 | 401 | ||
Block Financial LLC | 3.875% | 8/15/30 | 600 | 642 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 3,150 | 3,416 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 800 | 855 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 700 | 714 | ||
Broadcom Inc. | 4.700% | 4/15/25 | 1,600 | 1,750 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 1,233 | 1,295 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 3,600 | 3,936 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 1,588 | 1,692 | ||
11 | Broadcom Inc. | 1.950% | 2/15/28 | 600 | 591 | |
Broadcom Inc. | 4.110% | 9/15/28 | 1,865 | 2,046 | ||
Broadcom Inc. | 4.750% | 4/15/29 | 2,000 | 2,278 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 1,700 | 1,979 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 2,000 | 2,218 | ||
11 | Broadcom Inc. | 2.450% | 2/15/31 | 2,200 | 2,150 | |
Broadcom Inc. | 4.300% | 11/15/32 | 1,500 | 1,689 | ||
11 | Broadcom Inc. | 2.600% | 2/15/33 | 1,500 | 1,455 | |
11 | Broadcom Inc. | 3.419% | 4/15/33 | 2,692 | 2,810 | |
11 | Broadcom Inc. | 3.469% | 4/15/34 | 2,902 | 3,028 | |
11 | Broadcom Inc. | 3.137% | 11/15/35 | 1,360 | 1,367 | |
11 | Broadcom Inc. | 3.187% | 11/15/36 | 300 | 301 | |
11 | Broadcom Inc. | 3.500% | 2/15/41 | 2,100 | 2,138 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
11 | Broadcom Inc. | 3.750% | 2/15/51 | 1,500 | 1,567 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 320 | 341 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 375 | 388 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 900 | 908 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 279 | 300 | ||
CDW LLC | 4.125% | 5/1/25 | 300 | 308 | ||
CDW LLC | 4.250% | 4/1/28 | 347 | 359 | ||
CDW LLC | 3.250% | 2/15/29 | 487 | 491 | ||
11 | CGI Inc. | 1.450% | 9/14/26 | 625 | 612 | |
11 | CGI Inc. | 2.300% | 9/14/31 | 400 | 385 | |
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 825 | 904 | ||
Cisco Systems Inc. | 2.600% | 2/28/23 | 250 | 256 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 500 | 512 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 2,000 | 2,122 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 1,550 | 1,651 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 1,350 | 1,421 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 1,400 | 2,015 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 1,275 | 1,782 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 500 | 486 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 800 | 868 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 300 | 304 | ||
Corning Inc. | 4.700% | 3/15/37 | 750 | 884 | ||
Corning Inc. | 5.750% | 8/15/40 | 665 | 903 | ||
Corning Inc. | 4.750% | 3/15/42 | 300 | 377 | ||
Corning Inc. | 4.375% | 11/15/57 | 775 | 928 | ||
Corning Inc. | 5.850% | 11/15/68 | 400 | 590 | ||
Corning Inc. | 5.450% | 11/15/79 | 700 | 921 | ||
Dell Inc. | 6.500% | 4/15/38 | 400 | 513 | ||
Dell International LLC | 5.450% | 6/15/23 | 1,026 | 1,084 | ||
Dell International LLC | 4.000% | 7/15/24 | 1,625 | 1,725 | ||
Dell International LLC | 5.850% | 7/15/25 | 700 | 794 | ||
Dell International LLC | 6.020% | 6/15/26 | 4,500 | 5,214 | ||
Dell International LLC | 4.900% | 10/1/26 | 1,000 | 1,127 | ||
Dell International LLC | 6.100% | 7/15/27 | 800 | 959 | ||
Dell International LLC | 5.300% | 10/1/29 | 1,650 | 1,938 | ||
Dell International LLC | 6.200% | 7/15/30 | 1,675 | 2,117 | ||
Dell International LLC | 8.100% | 7/15/36 | 972 | 1,484 | ||
11 | Dell International LLC | 3.375% | 12/15/41 | 1,000 | 990 | |
Dell International LLC | 8.350% | 7/15/46 | 571 | 956 | ||
11 | Dell International LLC | 3.450% | 12/15/51 | 1,200 | 1,152 | |
DXC Technology Co. | 1.800% | 9/15/26 | 700 | 693 | ||
DXC Technology Co. | 2.375% | 9/15/28 | 2,600 | 2,549 | ||
Emerson Electric Co. | 2.000% | 12/21/28 | 1,000 | 1,000 | ||
Emerson Electric Co. | 2.200% | 12/21/31 | 900 | 896 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 900 | 882 | ||
Equifax Inc. | 3.950% | 6/15/23 | 225 | 234 | ||
Equifax Inc. | 2.600% | 12/1/24 | 200 | 207 | ||
Equifax Inc. | 2.600% | 12/15/25 | 375 | 388 | ||
Equifax Inc. | 3.100% | 5/15/30 | 445 | 466 | ||
Equifax Inc. | 2.350% | 9/15/31 | 900 | 888 | ||
Fidelity National Information Services Inc. | 0.375% | 3/1/23 | 500 | 498 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 500 | 493 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 1,100 | 1,073 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 700 | 678 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 250 | 273 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 1,200 | 1,174 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 700 | 705 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 1,000 | 1,046 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 2,400 | 2,482 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 2,267 | 2,424 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 2,100 | 2,223 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 1,550 | 1,577 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 800 | 897 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 2,505 | 2,694 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 1,900 | 1,929 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 1,650 | 1,968 | ||
Flex Ltd. | 5.000% | 2/15/23 | 500 | 522 | ||
Flex Ltd. | 4.750% | 6/15/25 | 25 | 27 | ||
Flex Ltd. | 4.875% | 6/15/29 | 514 | 584 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 500 | 485 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 500 | 489 | ||
Global Payments Inc. | 3.750% | 6/1/23 | 500 | 515 | ||
Global Payments Inc. | 4.000% | 6/1/23 | 475 | 494 | ||
Global Payments Inc. | 1.500% | 11/15/24 | 500 | 500 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 1,425 | 1,466 | ||
Global Payments Inc. | 1.200% | 3/1/26 | 1,000 | 973 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 600 | 666 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 700 | 703 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 300 | 335 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 1,100 | 1,145 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 500 | 509 | ||
Global Payments Inc. | 2.900% | 11/15/31 | 800 | 813 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 1,200 | 1,378 | ||
11 | GXO Logistics Inc. | 2.650% | 7/15/31 | 500 | 493 | |
Harman International Industries Inc. | 4.150% | 5/15/25 | 351 | 377 | ||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 300 | 305 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 900 | 950 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 2,000 | 2,012 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 1,600 | 1,776 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 440 | 440 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 950 | 1,246 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 1,850 | 2,477 | ||
HP Inc. | 2.200% | 6/17/25 | 1,925 | 1,968 | ||
11 | HP Inc. | 1.450% | 6/17/26 | 900 | 886 | |
HP Inc. | 3.000% | 6/17/27 | 2,500 | 2,631 | ||
HP Inc. | 3.400% | 6/17/30 | 1,500 | 1,584 | ||
11 | HP Inc. | 2.650% | 6/17/31 | 900 | 889 | |
HP Inc. | 6.000% | 9/15/41 | 1,110 | 1,479 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 300 | 318 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 275 | 290 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 400 | 431 | ||
IHS Markit Ltd. | 3.625% | 5/1/24 | 1,900 | 1,992 | ||
IHS Markit Ltd. | 4.750% | 8/1/28 | 800 | 925 | ||
IHS Markit Ltd. | 4.250% | 5/1/29 | 400 | 453 | ||
Intel Corp. | 2.700% | 12/15/22 | 768 | 784 | ||
Intel Corp. | 2.875% | 5/11/24 | 2,675 | 2,784 | ||
Intel Corp. | 3.400% | 3/25/25 | 1,050 | 1,118 | ||
Intel Corp. | 3.700% | 7/29/25 | 2,005 | 2,162 | ||
Intel Corp. | 2.600% | 5/19/26 | 1,140 | 1,197 | ||
Intel Corp. | 3.750% | 3/25/27 | 1,750 | 1,926 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Intel Corp. | 1.600% | 8/12/28 | 900 | 889 | ||
Intel Corp. | 2.450% | 11/15/29 | 1,400 | 1,448 | ||
Intel Corp. | 3.900% | 3/25/30 | 1,240 | 1,410 | ||
Intel Corp. | 2.000% | 8/12/31 | 1,000 | 994 | ||
Intel Corp. | 4.000% | 12/15/32 | 1,125 | 1,316 | ||
Intel Corp. | 4.600% | 3/25/40 | 1,000 | 1,245 | ||
Intel Corp. | 2.800% | 8/12/41 | 700 | 698 | ||
Intel Corp. | 4.800% | 10/1/41 | 1,065 | 1,383 | ||
Intel Corp. | 4.100% | 5/19/46 | 1,350 | 1,601 | ||
Intel Corp. | 4.100% | 5/11/47 | 800 | 959 | ||
Intel Corp. | 3.734% | 12/8/47 | 2,200 | 2,495 | ||
Intel Corp. | 3.250% | 11/15/49 | 1,544 | 1,631 | ||
Intel Corp. | 4.750% | 3/25/50 | 2,185 | 2,906 | ||
Intel Corp. | 3.050% | 8/12/51 | 1,000 | 1,026 | ||
Intel Corp. | 3.100% | 2/15/60 | 700 | 705 | ||
Intel Corp. | 4.950% | 3/25/60 | 855 | 1,201 | ||
Intel Corp. | 3.200% | 8/12/61 | 700 | 716 | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 2,050 | 2,067 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 1,150 | 1,172 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 1,100 | 1,144 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 1,400 | 1,475 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 2,500 | 2,611 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 900 | 965 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 2,365 | 2,531 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 3,300 | 3,290 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 2,975 | 3,232 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 2,000 | 1,955 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 1,350 | 1,561 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 414 | 566 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 1,970 | 1,939 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 730 | 839 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 2,800 | 3,396 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 970 | 948 | ||
Intuit Inc. | 0.650% | 7/15/23 | 300 | 299 | ||
Intuit Inc. | 0.950% | 7/15/25 | 650 | 641 | ||
Intuit Inc. | 1.350% | 7/15/27 | 400 | 392 | ||
Intuit Inc. | 1.650% | 7/15/30 | 400 | 386 | ||
Jabil Inc. | 3.950% | 1/12/28 | 400 | 437 | ||
Jabil Inc. | 3.600% | 1/15/30 | 500 | 541 | ||
Jabil Inc. | 3.000% | 1/15/31 | 450 | 463 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 500 | 492 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 500 | 542 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 500 | 473 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 150 | 198 | ||
KLA Corp. | 4.650% | 11/1/24 | 825 | 895 | ||
KLA Corp. | 4.100% | 3/15/29 | 300 | 339 | ||
KLA Corp. | 5.000% | 3/15/49 | 800 | 1,078 | ||
KLA Corp. | 3.300% | 3/1/50 | 1,700 | 1,817 | ||
11 | Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 300 | 293 | |
11 | Kyndryl Holdings Inc. | 2.700% | 10/15/28 | 100 | 97 | |
11 | Kyndryl Holdings Inc. | 3.150% | 10/15/31 | 600 | 581 | |
11 | Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 400 | 388 | |
Lam Research Corp. | 3.800% | 3/15/25 | 501 | 537 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 600 | 654 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 800 | 897 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lam Research Corp. | 1.900% | 6/15/30 | 600 | 590 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 500 | 680 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 500 | 500 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 400 | 409 | ||
Legrand France SA | 8.500% | 2/15/25 | 300 | 362 | ||
Leidos Inc. | 2.950% | 5/15/23 | 375 | 384 | ||
Leidos Inc. | 3.625% | 5/15/25 | 355 | 377 | ||
Leidos Inc. | 4.375% | 5/15/30 | 1,200 | 1,339 | ||
Leidos Inc. | 2.300% | 2/15/31 | 800 | 768 | ||
7 | Marvell Technology Inc. | 4.200% | 6/22/23 | 425 | 442 | |
Marvell Technology Inc. | 2.450% | 4/15/28 | 400 | 406 | ||
7 | Marvell Technology Inc. | 4.875% | 6/22/28 | 300 | 342 | |
Marvell Technology Inc. | 2.950% | 4/15/31 | 300 | 307 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 250 | 270 | ||
Microchip Technology Inc. | 4.333% | 6/1/23 | 500 | 521 | ||
Microchip Technology Inc. | 4.250% | 9/1/25 | 1,000 | 1,039 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 275 | 307 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 750 | 823 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 575 | 678 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 300 | 345 | ||
Micron Technology Inc. | 2.703% | 4/15/32 | 700 | 703 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 500 | 513 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 500 | 510 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 1,000 | 1,015 | ||
Microsoft Corp. | 2.375% | 5/1/23 | 250 | 255 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 1,900 | 1,936 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 2,213 | 2,302 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 2,270 | 2,420 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 7,700 | 8,058 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 3,800 | 4,137 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 1,325 | 1,517 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 2,450 | 2,810 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 1,075 | 1,309 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 5,824 | 6,989 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 6,365 | 6,246 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 7,076 | 7,493 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 3,407 | 3,392 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 3,671 | 3,952 | ||
Moody's Corp. | 4.875% | 2/15/24 | 425 | 455 | ||
Moody's Corp. | 3.250% | 1/15/28 | 300 | 322 | ||
Moody's Corp. | 2.000% | 8/19/31 | 600 | 584 | ||
Moody's Corp. | 2.750% | 8/19/41 | 600 | 584 | ||
Moody's Corp. | 4.875% | 12/17/48 | 300 | 398 | ||
Moody's Corp. | 3.250% | 5/20/50 | 250 | 262 | ||
Moody's Corp. | 2.550% | 8/18/60 | 500 | 439 | ||
Moody's Corp. | 3.100% | 11/29/61 | 500 | 497 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 300 | 320 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 550 | 622 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 500 | 571 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 1,000 | 971 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 500 | 501 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 300 | 393 | ||
NetApp Inc. | 3.300% | 9/29/24 | 300 | 314 | ||
NetApp Inc. | 1.875% | 6/22/25 | 500 | 505 | ||
NetApp Inc. | 2.375% | 6/22/27 | 400 | 410 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NetApp Inc. | 2.700% | 6/22/30 | 600 | 604 | ||
NVIDIA Corp. | 0.309% | 6/15/23 | 1,000 | 994 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 1,000 | 991 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 1,764 | 1,899 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 1,000 | 987 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 1,150 | 1,220 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 1,000 | 993 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 1,700 | 1,908 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 1,965 | 2,243 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 350 | 418 | ||
11 | NXP BV | 4.875% | 3/1/24 | 800 | 859 | |
11 | NXP BV | 5.350% | 3/1/26 | 787 | 889 | |
11 | NXP BV | 3.875% | 6/18/26 | 300 | 324 | |
11 | NXP BV | 3.150% | 5/1/27 | 930 | 978 | |
11 | NXP BV | 5.550% | 12/1/28 | 675 | 808 | |
11 | NXP BV | 4.300% | 6/18/29 | 750 | 841 | |
11 | NXP BV | 3.400% | 5/1/30 | 1,100 | 1,173 | |
11 | NXP BV | 2.500% | 5/11/31 | 900 | 902 | |
11 | NXP BV | 2.650% | 2/15/32 | 900 | 903 | |
11 | NXP BV | 3.250% | 5/11/41 | 900 | 925 | |
11 | NXP BV | 3.125% | 2/15/42 | 400 | 402 | |
11 | NXP BV | 3.250% | 11/30/51 | 400 | 400 | |
Oracle Corp. | 2.400% | 9/15/23 | 1,720 | 1,754 | ||
Oracle Corp. | 3.400% | 7/8/24 | 1,100 | 1,151 | ||
Oracle Corp. | 2.950% | 11/15/24 | 2,860 | 2,975 | ||
Oracle Corp. | 2.500% | 4/1/25 | 4,156 | 4,257 | ||
Oracle Corp. | 2.950% | 5/15/25 | 3,125 | 3,243 | ||
Oracle Corp. | 1.650% | 3/25/26 | 2,500 | 2,479 | ||
Oracle Corp. | 2.650% | 7/15/26 | 5,000 | 5,144 | ||
Oracle Corp. | 2.800% | 4/1/27 | 4,450 | 4,591 | ||
Oracle Corp. | 2.300% | 3/25/28 | 1,700 | 1,692 | ||
Oracle Corp. | 2.950% | 4/1/30 | 3,950 | 3,992 | ||
Oracle Corp. | 2.875% | 3/25/31 | 3,000 | 3,015 | ||
Oracle Corp. | 4.300% | 7/8/34 | 1,350 | 1,497 | ||
Oracle Corp. | 3.900% | 5/15/35 | 1,375 | 1,471 | ||
Oracle Corp. | 3.850% | 7/15/36 | 1,180 | 1,242 | ||
Oracle Corp. | 3.800% | 11/15/37 | 2,484 | 2,588 | ||
Oracle Corp. | 6.125% | 7/8/39 | 600 | 791 | ||
Oracle Corp. | 3.600% | 4/1/40 | 6,325 | 6,358 | ||
Oracle Corp. | 5.375% | 7/15/40 | 2,160 | 2,626 | ||
Oracle Corp. | 3.650% | 3/25/41 | 2,550 | 2,582 | ||
Oracle Corp. | 4.500% | 7/8/44 | 685 | 766 | ||
Oracle Corp. | 4.125% | 5/15/45 | 1,825 | 1,937 | ||
Oracle Corp. | 4.000% | 7/15/46 | 3,340 | 3,473 | ||
Oracle Corp. | 4.000% | 11/15/47 | 2,475 | 2,567 | ||
Oracle Corp. | 3.600% | 4/1/50 | 3,600 | 3,526 | ||
Oracle Corp. | 3.950% | 3/25/51 | 3,025 | 3,148 | ||
Oracle Corp. | 4.375% | 5/15/55 | 650 | 712 | ||
Oracle Corp. | 3.850% | 4/1/60 | 3,000 | 2,969 | ||
Oracle Corp. | 4.100% | 3/25/61 | 1,300 | 1,357 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 300 | 303 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 400 | 414 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 450 | 456 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 900 | 947 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 1,000 | 1,053 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 900 | 913 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 1,000 | 1,072 | ||
11 | Qorvo Inc. | 1.750% | 12/15/24 | 450 | 450 | |
Qorvo Inc. | 4.375% | 10/15/29 | 800 | 854 | ||
QUALCOMM Inc. | 2.600% | 1/30/23 | 375 | 382 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 612 | 638 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 1,165 | 1,241 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 1,150 | 1,242 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 964 | 934 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 1,400 | 1,412 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 1,931 | 1,832 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 800 | 995 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 1,000 | 1,328 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 1,475 | 1,853 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 500 | 549 | ||
Quanta Services Inc. | 0.950% | 10/1/24 | 2,000 | 1,977 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 800 | 817 | ||
RELX Capital Inc. | 3.500% | 3/16/23 | 575 | 592 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 800 | 887 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 500 | 525 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 500 | 514 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 500 | 489 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 250 | 269 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 600 | 658 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 2,000 | 1,942 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 650 | 730 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 475 | 492 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 1,275 | 1,228 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 2,000 | 1,880 | ||
S&P Global Inc. | 4.000% | 6/15/25 | 550 | 596 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 375 | 388 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 500 | 467 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 1,050 | 1,142 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 1,000 | 868 | ||
salesforce.com Inc. | 3.250% | 4/11/23 | 825 | 851 | ||
salesforce.com Inc. | 3.700% | 4/11/28 | 1,275 | 1,414 | ||
salesforce.com Inc. | 1.500% | 7/15/28 | 965 | 954 | ||
salesforce.com Inc. | 1.950% | 7/15/31 | 600 | 594 | ||
salesforce.com Inc. | 2.700% | 7/15/41 | 1,200 | 1,197 | ||
salesforce.com Inc. | 2.900% | 7/15/51 | 2,300 | 2,345 | ||
salesforce.com Inc. | 3.050% | 7/15/61 | 1,200 | 1,236 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 1,200 | 1,119 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 500 | 495 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 500 | 503 | ||
11 | TD SYNNEX Corp. | 1.750% | 8/9/26 | 500 | 488 | |
11 | TD SYNNEX Corp. | 2.375% | 8/9/28 | 2,500 | 2,427 | |
Teledyne FLIR LLC | 2.500% | 8/1/30 | 500 | 502 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 225 | 233 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 1,900 | 1,910 | ||
Texas Instruments Inc. | 1.125% | 9/15/26 | 500 | 495 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 400 | 429 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 1,100 | 1,126 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 560 | 550 | ||
Texas Instruments Inc. | 1.900% | 9/15/31 | 450 | 444 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 600 | 708 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Texas Instruments Inc. | 4.150% | 5/15/48 | 1,225 | 1,539 | ||
Texas Instruments Inc. | 2.700% | 9/15/51 | 500 | 504 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 1,150 | 1,151 | ||
TSMC Arizona Corp. | 2.500% | 10/25/31 | 1,000 | 1,012 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 875 | 912 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 1,050 | 1,105 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 125 | 135 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 900 | 1,004 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 600 | 809 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 600 | 655 | ||
VMware Inc. | 2.950% | 8/21/22 | 1,410 | 1,428 | ||
VMware Inc. | 0.600% | 8/15/23 | 900 | 894 | ||
VMware Inc. | 4.500% | 5/15/25 | 2,086 | 2,274 | ||
VMware Inc. | 1.400% | 8/15/26 | 1,400 | 1,377 | ||
VMware Inc. | 4.650% | 5/15/27 | 1,200 | 1,355 | ||
VMware Inc. | 3.900% | 8/21/27 | 1,050 | 1,147 | ||
VMware Inc. | 1.800% | 8/15/28 | 700 | 682 | ||
VMware Inc. | 4.700% | 5/15/30 | 610 | 709 | ||
VMware Inc. | 2.200% | 8/15/31 | 1,400 | 1,376 | ||
Western Digital Corp. | 4.750% | 2/15/26 | 700 | 765 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 500 | 505 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 1,000 | 1,039 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 550 | 557 | ||
585,549 | ||||||
Utilities (0.9%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 400 | 440 | ||
AEP Texas Inc. | 3.800% | 10/1/47 | 250 | 268 | ||
7 | AEP Texas Inc. | 3.450% | 1/15/50 | 2,379 | 2,434 | |
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 200 | 211 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 325 | 378 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 450 | 506 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 325 | 393 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 270 | 308 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 70 | 72 | ||
7 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 300 | 332 | |
7 | AEP Transmission Co. LLC | 2.750% | 8/15/51 | 500 | 479 | |
AES Corp. | 1.375% | 1/15/26 | 2,900 | 2,818 | ||
AES Corp. | 2.450% | 1/15/31 | 800 | 780 | ||
7 | Alabama Power Co. | 3.550% | 12/1/23 | 700 | 734 | |
7 | Alabama Power Co. | 1.450% | 9/15/30 | 500 | 471 | |
Alabama Power Co. | 6.000% | 3/1/39 | 100 | 139 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 125 | 141 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 300 | 351 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 570 | 631 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 300 | 359 | ||
7 | Alabama Power Co. | 3.700% | 12/1/47 | 325 | 361 | |
Alabama Power Co. | 3.450% | 10/1/49 | 3,750 | 4,004 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 1,800 | 1,844 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 575 | 577 | ||
Ameren Corp. | 2.500% | 9/15/24 | 1,250 | 1,284 | ||
Ameren Corp. | 3.650% | 2/15/26 | 440 | 469 | ||
Ameren Corp. | 1.950% | 3/15/27 | 500 | 502 | ||
Ameren Corp. | 1.750% | 3/15/28 | 500 | 485 | ||
Ameren Corp. | 3.500% | 1/15/31 | 680 | 736 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 275 | 289 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ameren Illinois Co. | 3.800% | 5/15/28 | 350 | 386 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 500 | 474 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 475 | 574 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 350 | 400 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 240 | 255 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 500 | 505 | ||
7 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 1,000 | 995 | |
7 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 500 | 489 | |
7 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 500 | 559 | |
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 500 | 496 | ||
American Electric Power Co. Inc. | 3.875% | 2/15/62 | 750 | 760 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 1,545 | 1,628 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 450 | 476 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 1,225 | 1,295 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 2,000 | 2,159 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 200 | 207 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 300 | 300 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 700 | 1,017 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 125 | 150 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 500 | 579 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 475 | 532 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 450 | 541 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 400 | 473 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 500 | 537 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 500 | 522 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 400 | 423 | ||
7 | Appalachian Power Co. | 2.700% | 4/1/31 | 2,700 | 2,763 | |
Appalachian Power Co. | 7.000% | 4/1/38 | 260 | 376 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 575 | 669 | ||
7 | Appalachian Power Co. | 4.500% | 3/1/49 | 900 | 1,093 | |
7 | Appalachian Power Co. | 3.700% | 5/1/50 | 300 | 326 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 500 | 522 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 300 | 315 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 500 | 510 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 525 | 644 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 325 | 380 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 350 | 411 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 895 | 979 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 300 | ��� 307 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 500 | 503 | ||
Atmos Energy Corp. | 0.625% | 3/9/23 | 500 | 499 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 375 | 398 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 150 | 155 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 1,000 | 938 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 800 | 1,060 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 75 | 87 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 900 | 1,077 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 720 | 771 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 650 | 640 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 957 | 1,002 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 600 | 656 | ||
Avista Corp. | 4.350% | 6/1/48 | 300 | 371 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 900 | 927 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 225 | 231 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 725 | 1,027 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 250 | 284 | |
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 300 | 299 | ||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 150 | 153 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 250 | 262 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 250 | 265 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 1,250 | 1,354 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 1,000 | 1,073 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 2,000 | 2,221 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 500 | 474 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 1,000 | 1,365 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 450 | 607 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,050 | 1,352 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 705 | 856 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 250 | 279 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 850 | 1,055 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 1,750 | 2,137 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 500 | 481 | ||
Black Hills Corp. | 4.250% | 11/30/23 | 500 | 526 | ||
Black Hills Corp. | 1.037% | 8/23/24 | 550 | 545 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 250 | 268 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 325 | 340 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 170 | 178 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 350 | 398 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 250 | 285 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 240 | 266 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 250 | 251 | ||
7 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 150 | 155 | |
7 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 500 | 509 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 700 | 779 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 325 | 387 | ||
7 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 600 | 747 | |
7 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 200 | 202 | |
7 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 700 | 774 | |
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 250 | 262 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 900 | 925 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 1,000 | 983 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 375 | 419 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 3,650 | 3,771 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 500 | 506 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 300 | 327 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 450 | 494 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 500 | 475 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 375 | 512 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 250 | 289 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 425 | 454 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 275 | 332 | ||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 1,275 | 1,407 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 325 | 438 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 300 | 313 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 300 | 323 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 275 | 346 | ||
7 | CMS Energy Corp. | 4.750% | 6/1/50 | 400 | 434 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 500 | 492 | ||
7 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 275 | 291 | |
Commonwealth Edison Co. | 5.900% | 3/15/36 | 500 | 689 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 750 | 1,091 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 825 | 1,043 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 625 | 700 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 900 | 1,088 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 1,000 | 1,115 | ||
7 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 500 | 568 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 775 | 912 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 700 | 832 | ||
7 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 250 | 261 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 500 | 510 | ||
7 | Commonwealth Edison Co. | 2.750% | 9/1/51 | 300 | 293 | |
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 1,310 | 1,329 | ||
7 | Connecticut Light & Power Co. | 0.750% | �� 12/1/25 | 500 | 486 | |
7 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 250 | 267 | |
7 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 300 | 297 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 375 | 458 | ||
7 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 75 | 90 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 625 | 751 | ||
7 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 275 | 290 | |
Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 2,000 | 2,013 | ||
7 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 300 | 371 | |
7 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 860 | 1,129 | |
7 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 300 | 411 | |
7 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 400 | 580 | |
7 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 600 | 774 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 950 | 1,255 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 550 | 598 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 610 | 717 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 475 | 560 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 1,840 | 1,996 | ||
7 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 750 | 824 | |
7 | Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 600 | 743 | |
7 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 1,800 | 2,067 | |
7 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 75 | 89 | |
7 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 375 | 426 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 500 | 615 | ||
Consumers Energy Co. | 0.350% | 6/1/23 | 1,000 | 994 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 225 | 233 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 250 | 278 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 600 | 689 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 550 | 587 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 500 | 590 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 500 | 599 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 530 | 669 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 567 | 592 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 850 | 958 | ||
Consumers Energy Co. | 2.650% | 8/15/52 | 500 | 488 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 450 | 397 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 125 | 130 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 600 | 703 | ||
Dominion Energy Inc. | 3.071% | 8/15/24 | 500 | 518 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 425 | 460 | ||
7 | Dominion Energy Inc. | 1.450% | 4/15/26 | 500 | 495 | |
7 | Dominion Energy Inc. | 2.850% | 8/15/26 | 1,872 | 1,954 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 200 | 224 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Dominion Energy Inc. | 3.375% | 4/1/30 | 2,300 | 2,450 | |
7 | Dominion Energy Inc. | 2.250% | 8/15/31 | 920 | 901 | |
7 | Dominion Energy Inc. | 6.300% | 3/15/33 | 500 | 658 | |
7 | Dominion Energy Inc. | 5.250% | 8/1/33 | 200 | 246 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 300 | 434 | ||
7 | Dominion Energy Inc. | 3.300% | 4/15/41 | 500 | 519 | |
7 | Dominion Energy Inc. | 4.900% | 8/1/41 | 890 | 1,098 | |
7 | Dominion Energy Inc. | 4.050% | 9/15/42 | 400 | 451 | |
7 | Dominion Energy Inc. | 4.600% | 3/15/49 | 500 | 628 | |
7 | Dominion Energy Inc. | 5.750% | 10/1/54 | 375 | 400 | |
7 | Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | 250 | 252 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 375 | 510 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 450 | 634 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 250 | 338 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 1,425 | 1,743 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 425 | 612 | ||
DTE Electric Co. | 3.650% | 3/15/24 | 825 | 865 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 158 | ||
7 | DTE Electric Co. | 1.900% | 4/1/28 | 500 | 497 | |
DTE Electric Co. | 2.250% | 3/1/30 | 500 | 502 | ||
7 | DTE Electric Co. | 2.625% | 3/1/31 | 400 | 413 | |
7 | DTE Electric Co. | 4.000% | 4/1/43 | 300 | 352 | |
DTE Electric Co. | 3.700% | 3/15/45 | 200 | 223 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 550 | 621 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 450 | 512 | ||
7 | DTE Electric Co. | 4.050% | 5/15/48 | 500 | 602 | |
DTE Electric Co. | 3.950% | 3/1/49 | 500 | 595 | ||
7 | DTE Electric Co. | 3.250% | 4/1/51 | 500 | 540 | |
7 | DTE Energy Co. | 0.550% | 11/1/22 | 650 | 649 | |
DTE Energy Co. | 2.250% | 11/1/22 | 455 | 461 | ||
7 | DTE Energy Co. | 2.529% | 10/1/24 | 1,000 | 1,031 | |
7 | DTE Energy Co. | 1.050% | 6/1/25 | 1,600 | 1,570 | |
DTE Energy Co. | 2.850% | 10/1/26 | 3,094 | 3,230 | ||
7 | DTE Energy Co. | 3.400% | 6/15/29 | 140 | 148 | |
DTE Energy Co. | 2.950% | 3/1/30 | 235 | 243 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 1,500 | 1,589 | ||
7 | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 300 | 370 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 75 | 77 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 400 | 406 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 500 | 512 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 425 | 579 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 325 | 452 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 525 | 727 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 710 | 934 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,000 | 1,177 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 675 | 776 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 500 | 567 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 425 | 474 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 400 | 464 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 750 | 779 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 500 | 549 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 1,000 | 1,009 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 225 | 235 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 725 | 762 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 500 | 486 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Energy Corp. | 2.650% | 9/1/26 | 595 | 618 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 1,700 | 1,692 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 625 | 625 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 700 | 862 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 1,406 | 1,506 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,200 | 1,372 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 600 | 624 | ||
Duke Energy Corp. | 3.250% | 1/15/82 | 500 | 488 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 450 | 480 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 425 | 469 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 1,900 | 1,945 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 1,700 | 1,636 | ||
Duke Energy Florida LLC | 2.400% | 12/15/31 | 600 | 608 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 675 | 966 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 800 | 1,154 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 900 | 947 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 425 | 509 | ||
Duke Energy Florida LLC | 3.000% | 12/15/51 | 500 | 509 | ||
7 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 70 | 70 | |
7 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 400 | 412 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,175 | 1,566 | ||
7 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 250 | 313 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 875 | 981 | ||
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 775 | 731 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 200 | 197 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 650 | 714 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,000 | 1,205 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 150 | 156 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 2,051 | 2,177 | ||
Duke Energy Progress LLC | 3.700% | ��� 9/1/28 | 425 | 467 | ||
Duke Energy Progress LLC | 2.000% | 8/15/31 | 500 | 489 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 300 | 425 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 525 | 632 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 100 | 118 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 625 | 748 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 2,100 | 2,352 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 550 | 512 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 550 | 551 | ||
7 | Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/28 | 300 | 298 | |
7 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/37 | 375 | 377 | |
7 | Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/41 | 300 | 302 | |
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 250 | 260 | ||
7 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 400 | 414 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 167 | 177 | ||
Edison International | 2.950% | 3/15/23 | 750 | 766 | ||
Edison International | 4.950% | 4/15/25 | 900 | 981 | ||
Edison International | 5.750% | 6/15/27 | 100 | 114 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 175 | 229 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 250 | 305 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 1,785 | 2,120 | ||
Enel Americas SA | 4.000% | 10/25/26 | 700 | 748 | ||
Enel Chile SA | 4.875% | 6/12/28 | 600 | 661 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 150 | 161 | ||
Entergy Arkansas LLC | 3.350% | 6/15/52 | 800 | 847 | ||
Entergy Corp. | 0.900% | 9/15/25 | 500 | 485 | ||
Entergy Corp. | 2.950% | 9/1/26 | 530 | 554 | ||
Entergy Corp. | 1.900% | 6/15/28 | 500 | 490 | ||
Entergy Corp. | 2.800% | 6/15/30 | 500 | 507 | ||
Entergy Corp. | 2.400% | 6/15/31 | 500 | 494 | ||
Entergy Corp. | 3.750% | 6/15/50 | 1,400 | 1,518 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 1,417 | 1,564 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 500 | 496 | ||
Entergy Louisiana LLC | 0.950% | 10/1/24 | 700 | 694 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 238 | 265 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 200 | 205 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 350 | 370 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 300 | 319 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 375 | 397 | ||
Entergy Louisiana LLC | 2.350% | 6/15/32 | 500 | 498 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 725 | 829 | ||
Entergy Louisiana LLC | 3.100% | 6/15/41 | 500 | 514 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 400 | 430 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 1,150 | 1,377 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 500 | 602 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 700 | 685 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 750 | 785 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 250 | 288 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 500 | 470 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 1,905 | 2,019 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 275 | 296 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 400 | 406 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 435 | 519 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 600 | 623 | ||
Evergy Inc. | 2.450% | 9/15/24 | 1,450 | 1,487 | ||
Evergy Inc. | 2.900% | 9/15/29 | 1,450 | 1,489 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 575 | 596 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 425 | 448 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 425 | 493 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 325 | 380 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 100 | 119 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 1,000 | 1,041 | ||
Evergy Metro Inc. | 3.150% | 3/15/23 | 220 | 225 | ||
7 | Evergy Metro Inc. | 2.250% | 6/1/30 | 300 | 299 | |
Evergy Metro Inc. | 5.300% | 10/1/41 | 480 | 633 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 225 | 268 | ||
7 | Eversource Energy | 3.800% | 12/1/23 | 350 | 367 | |
7 | Eversource Energy | 2.900% | 10/1/24 | 275 | 285 | |
7 | Eversource Energy | 3.150% | 1/15/25 | 1,475 | 1,541 | |
7 | Eversource Energy | 0.800% | 8/15/25 | 500 | 485 | |
7 | Eversource Energy | 3.300% | 1/15/28 | 200 | 213 | |
7 | Eversource Energy | 4.250% | 4/1/29 | 325 | 363 | |
7 | Eversource Energy | 1.650% | 8/15/30 | 1,300 | 1,217 | |
Eversource Energy | 2.550% | 3/15/31 | 500 | 502 | ||
Eversource Energy | 3.450% | 1/15/50 | 500 | 530 | ||
7 | Exelon Corp. | 3.950% | 6/15/25 | 637 | 682 | |
Exelon Corp. | 3.400% | 4/15/26 | 3,500 | 3,732 | ||
Exelon Corp. | 4.050% | 4/15/30 | 975 | 1,087 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Exelon Corp. | 4.950% | 6/15/35 | 800 | 959 | |
Exelon Corp. | 5.625% | 6/15/35 | 415 | 528 | ||
Exelon Corp. | 5.100% | 6/15/45 | 180 | 233 | ||
Exelon Corp. | 4.450% | 4/15/46 | 500 | 603 | ||
Exelon Corp. | 4.700% | 4/15/50 | 2,700 | 3,404 | ||
Exelon Generation Co. LLC | 3.250% | 6/1/25 | 1,750 | 1,838 | ||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 1,100 | 1,383 | ||
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 325 | 389 | ||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 1,121 | 1,331 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 1,984 | 2,076 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 500 | 531 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 225 | 302 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 50 | 63 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 425 | 571 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 175 | 245 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 225 | 322 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 1,675 | 2,001 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 475 | 561 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 375 | 433 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 450 | 537 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 550 | 631 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 800 | 961 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 1,190 | 1,275 | ||
Florida Power & Light Co. | 2.875% | 12/4/51 | 2,000 | 2,040 | ||
Fortis Inc. | 3.055% | 10/4/26 | 847 | 884 | ||
7 | Georgia Power Co. | 2.100% | 7/30/23 | 475 | 484 | |
7 | Georgia Power Co. | 2.200% | 9/15/24 | 395 | 404 | |
Georgia Power Co. | 3.250% | 4/1/26 | 256 | 270 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 550 | 582 | ||
7 | Georgia Power Co. | 2.650% | 9/15/29 | 250 | 255 | |
7 | Georgia Power Co. | 4.750% | 9/1/40 | 625 | 738 | |
Georgia Power Co. | 4.300% | 3/15/42 | 575 | 658 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 250 | 284 | ||
7 | Georgia Power Co. | 3.700% | 1/30/50 | 250 | 267 | |
7 | Georgia Power Co. | 3.250% | 3/15/51 | 500 | 504 | |
7 | Gulf Power Co. | 3.300% | 5/30/27 | 250 | 268 | |
Iberdrola International BV | 6.750% | 7/15/36 | 175 | 258 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 1,000 | 1,105 | ||
7 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,300 | 1,603 | |
7 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 550 | 609 | |
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 500 | 519 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 1,096 | 1,150 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 450 | 501 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 240 | 261 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 300 | 298 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 250 | 350 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 406 | 458 | ||
Interstate Power & Light Co. | 3.100% | 11/30/51 | 500 | 505 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 400 | 439 | ||
ITC Holdings Corp. | 2.700% | 11/15/22 | 400 | 406 | ||
ITC Holdings Corp. | 3.650% | 6/15/24 | 300 | 315 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 400 | 424 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 900 | 1,181 | ||
7 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 149 | 181 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 650 | 833 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 500 | 526 | ||
7 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 1,758 | 1,860 | |
MidAmerican Energy Co. | 3.100% | 5/1/27 | 450 | 480 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 725 | 1,000 | ||
7 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 775 | 1,049 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 300 | 381 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 400 | 491 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 575 | 649 | ||
7 | Mississippi Power Co. | 4.250% | 3/15/42 | 375 | 435 | |
National Fuel Gas Co. | 3.750% | 3/1/23 | 375 | 383 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 100 | 112 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 275 | 292 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 750 | 827 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 100 | 100 | ||
National Grid USA | 5.803% | 4/1/35 | 250 | 311 | ||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 1,400 | 1,426 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 1,600 | 1,658 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 475 | 505 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 2,342 | 2,287 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 500 | 539 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 250 | 278 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 1,533 | 1,682 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 425 | 429 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 500 | 473 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 1,014 | 1,152 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 325 | 332 | |
7 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 325 | 352 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 800 | 1,001 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 400 | 499 | ||
7 | Nevada Power Co. | 3.700% | 5/1/29 | 500 | 550 | |
7 | Nevada Power Co. | 2.400% | 5/1/30 | 441 | 444 | |
7 | Nevada Power Co. | 6.650% | 4/1/36 | 410 | 588 | |
7 | Nevada Power Co. | 3.125% | 8/1/50 | 300 | 305 | |
NextEra Energy Capital Holdings Inc. | 0.650% | 3/1/23 | 1,000 | 998 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 700 | 760 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 1,150 | 1,141 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 350 | 377 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 300 | 309 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 2,500 | 2,494 | ||
7 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 450 | 480 | |
7 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 300 | 340 | |
NiSource Inc. | 0.950% | 8/15/25 | 500 | 487 | ||
NiSource Inc. | 3.490% | 5/15/27 | 1,100 | 1,183 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NiSource Inc. | 2.950% | 9/1/29 | 1,500 | 1,550 | ||
NiSource Inc. | 3.600% | 5/1/30 | 500 | 540 | ||
NiSource Inc. | 1.700% | 2/15/31 | 500 | 468 | ||
NiSource Inc. | 5.950% | 6/15/41 | 382 | 529 | ||
NiSource Inc. | 4.800% | 2/15/44 | 200 | 245 | ||
NiSource Inc. | 5.650% | 2/1/45 | 500 | 678 | ||
NiSource Inc. | 4.375% | 5/15/47 | 1,575 | 1,874 | ||
NiSource Inc. | 3.950% | 3/30/48 | 500 | 563 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 500 | 504 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 325 | 464 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 250 | 363 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 375 | 513 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 410 | 445 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 200 | 235 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 1,890 | 1,908 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 600 | 578 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 500 | 536 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 250 | 293 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 550 | 588 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 300 | 322 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 540 | 738 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 223 | 273 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 100 | 134 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 630 | 805 | ||
7 | Ohio Power Co. | 1.625% | 1/15/31 | 500 | 471 | |
Ohio Power Co. | 4.000% | 6/1/49 | 500 | 576 | ||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 300 | 330 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 200 | 213 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 225 | 266 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 250 | 287 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 400 | 415 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 275 | 287 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 950 | 915 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 150 | 165 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 500 | 521 | ||
11 | Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 750 | 782 | |
Oncor Electric Delivery Co. LLC | 7.250% | ��� 1/15/33 | 1,000 | 1,455 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 470 | 624 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 500 | 620 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 147 | 197 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 200 | 228 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 250 | 290 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 400 | 486 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 1,065 | 1,239 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 200 | 230 | ||
11 | Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 1,250 | 1,217 | |
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 253 | 371 | ||
ONE Gas Inc. | 0.850% | 3/11/23 | 500 | 499 | ||
ONE Gas Inc. | 1.100% | 3/11/24 | 500 | 496 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 200 | 195 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 507 | 628 | ||
Pacific Gas & Electric Co. | 1.367% | 3/10/23 | 500 | 497 | ||
Pacific Gas & Electric Co. | 3.250% | 6/15/23 | 500 | 508 | ||
Pacific Gas & Electric Co. | 1.700% | 11/15/23 | 950 | 949 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 1,750 | 1,799 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 500 | 519 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 2,300 | 2,355 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 2,200 | 2,237 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 600 | 601 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 1,700 | 1,769 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 4,150 | 4,501 | ||
Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 500 | 502 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 2,300 | 2,412 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 500 | 508 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 1,500 | 1,565 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 1,075 | 1,087 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 1,500 | 1,460 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 3,000 | 3,286 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 1,500 | 1,402 | ||
PacifiCorp | 3.600% | 4/1/24 | 500 | 524 | ||
PacifiCorp | 3.500% | 6/15/29 | 600 | 652 | ||
PacifiCorp | 2.700% | 9/15/30 | 2,800 | 2,891 | ||
PacifiCorp | 5.250% | 6/15/35 | 475 | 597 | ||
PacifiCorp | 6.100% | 8/1/36 | 525 | 710 | ||
PacifiCorp | 5.750% | 4/1/37 | 410 | 540 | ||
PacifiCorp | 6.250% | 10/15/37 | 625 | 869 | ||
PacifiCorp | 6.350% | 7/15/38 | 250 | 351 | ||
PacifiCorp | 4.125% | 1/15/49 | 1,700 | 1,963 | ||
PacifiCorp | 3.300% | 3/15/51 | 2,250 | 2,354 | ||
PacifiCorp | 2.900% | 6/15/52 | 3,700 | 3,652 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 1,000 | 1,015 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 1,000 | 982 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 500 | 514 | ||
PECO Energy Co. | 2.850% | 9/15/51 | 500 | 499 | ||
7 | PG&E Energy Recovery Funding LLC | 1.460% | 7/15/31 | 300 | 299 | |
7 | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/36 | 100 | 99 | |
7 | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/46 | 200 | 199 | |
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 380 | 407 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 500 | 499 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 150 | 180 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 350 | 372 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 300 | 309 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 700 | 689 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 400 | 581 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 550 | 646 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 600 | 629 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 300 | 431 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 700 | 822 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 300 | 359 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 350 | 411 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 300 | 364 | ||
Progress Energy Inc. | 3.150% | 4/1/22 | 1,500 | 1,503 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 510 | 711 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 200 | 271 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 480 | 661 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 300 | 330 | ||
7 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 300 | 293 | |
Public Service Co. of Colorado | 1.875% | 6/15/31 | 700 | 682 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 225 | 248 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 700 | 841 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 300 | 358 | ||
7 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 1,300 | 1,363 | |
7 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 200 | 195 | |
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 150 | 156 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 250 | 283 | ||
7 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 500 | 522 | |
7 | Public Service Electric & Gas Co. | 0.950% | 3/15/26 | 500 | 490 | |
7 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 250 | 264 | |
7 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 300 | 323 | |
7 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 200 | 204 | |
7 | Public Service Electric & Gas Co. | 3.950% | ��� 5/1/42 | 1,525 | 1,768 | |
7 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,000 | 1,159 | |
7 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 275 | 309 | |
7 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 350 | 410 | |
7 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 750 | 789 | |
7 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 850 | 824 | |
7 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 500 | 426 | |
7 | Public Service Electric & Gas Co. | 3.000% | 3/1/51 | 500 | 515 | |
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 475 | 482 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 400 | 389 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 750 | 696 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 300 | 317 | ||
Puget Energy Inc. | 2.379% | 6/15/28 | 85 | 84 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 400 | 434 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 450 | 620 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 495 | 670 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 390 | 521 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 1,050 | 1,255 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 500 | 598 | ||
7 | San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 75 | 78 | |
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 350 | 362 | ||
7 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 500 | 480 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 250 | 352 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 505 | 613 | ||
7 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 325 | 362 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 325 | 388 | ||
7 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 800 | 847 | |
Sempra Energy | 3.250% | 6/15/27 | 1,575 | 1,665 | ||
Sempra Energy | 3.400% | 2/1/28 | 1,650 | 1,758 | ||
Sempra Energy | 3.800% | 2/1/38 | 900 | 990 | ||
Sempra Energy | 6.000% | 10/15/39 | 1,705 | 2,349 | ||
Sempra Energy | 4.000% | 2/1/48 | 400 | 447 | ||
Sempra Energy | 4.125% | 4/1/52 | 950 | 960 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 600 | 624 | ||
7 | Southern California Edison Co. | 1.845% | 2/1/22 | 25 | 25 | |
Southern California Edison Co. | 0.700% | 4/3/23 | 500 | 498 | ||
7 | Southern California Edison Co. | 3.400% | 6/1/23 | 475 | 489 | |
7 | Southern California Edison Co. | 0.700% | 8/1/23 | 500 | 498 | |
7 | Southern California Edison Co. | 3.500% | 10/1/23 | 300 | 311 | |
Southern California Edison Co. | 1.100% | 4/1/24 | 500 | 498 | ||
7 | Southern California Edison Co. | 0.975% | 8/1/24 | 500 | 496 | |
7 | Southern California Edison Co. | 3.700% | 8/1/25 | 700 | 748 | |
7 | Southern California Edison Co. | 1.200% | 2/1/26 | 500 | 491 | |
7 | Southern California Edison Co. | 3.650% | 3/1/28 | 1,407 | 1,519 | |
7 | Southern California Edison Co. | 4.200% | 3/1/29 | 200 | 223 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 1,039 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 825 | 854 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 300 | 297 | ||
7 | Southern California Edison Co. | 2.500% | 6/1/31 | 500 | 503 | |
7 | Southern California Edison Co. | 5.750% | 4/1/35 | 508 | 649 | |
7 | Southern California Edison Co. | 5.350% | 7/15/35 | 1,135 | 1,407 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 500 | 627 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 400 | 503 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 505 | 575 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 1,945 | 2,105 | ||
7 | Southern California Edison Co. | 3.900% | 3/15/43 | 475 | 506 | |
7 | Southern California Edison Co. | 3.600% | 2/1/45 | 150 | 153 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 1,920 | 2,120 | ||
7 | Southern California Edison Co. | 4.125% | 3/1/48 | 970 | 1,090 | |
7 | Southern California Edison Co. | 4.875% | 3/1/49 | 400 | 491 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 1,300 | 1,389 | ||
7 | Southern California Edison Co. | 2.950% | 2/1/51 | 500 | 480 | |
7 | Southern California Edison Co. | 3.650% | 6/1/51 | 500 | 542 | |
Southern California Gas Co. | 3.150% | 9/15/24 | 425 | 445 | ||
7 | Southern California Gas Co. | 2.600% | 6/15/26 | 725 | 755 | |
7 | Southern California Gas Co. | 2.550% | 2/1/30 | 450 | 462 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 330 | 369 | ||
7 | Southern California Gas Co. | 4.125% | 6/1/48 | 325 | 390 | |
7 | Southern California Gas Co. | 4.300% | 1/15/49 | 500 | 620 | |
7 | Southern California Gas Co. | 3.950% | 2/15/50 | 250 | 296 | |
Southern Co. | 2.950% | 7/1/23 | 525 | 538 | ||
7 | Southern Co. | 0.600% | 2/26/24 | 500 | 494 | |
Southern Co. | 3.250% | 7/1/26 | 500 | 530 | ||
7 | Southern Co. | 1.750% | 3/15/28 | 500 | 487 | |
Southern Co. | 4.250% | 7/1/36 | 575 | 650 | ||
Southern Co. | 4.400% | 7/1/46 | 1,135 | 1,341 | ||
7 | Southern Co. | 4.000% | 1/15/51 | 1,200 | 1,226 | |
7 | Southern Co. | 3.750% | 9/15/51 | 900 | 900 | |
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 75 | 77 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 375 | 398 | ||
7 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 1,000 | 940 | |
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 125 | 171 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 125 | 143 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 975 | 1,079 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 500 | 582 | ||
Southern Power Co. | 4.150% | 12/1/25 | 375 | 408 | ||
Southern Power Co. | 5.150% | 9/15/41 | 660 | 810 | ||
Southern Power Co. | 5.250% | 7/15/43 | 500 | 628 | ||
7 | Southern Power Co. | 4.950% | 12/15/46 | 300 | 367 | |
Southwest Gas Corp. | 3.700% | 4/1/28 | 450 | 487 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 250 | 271 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 200 | 227 | ||
7 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 500 | 497 | |
7 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 300 | 311 | |
7 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 550 | 609 | |
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 300 | 420 | ||
7 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,000 | 1,092 | |
7 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 375 | 406 | |
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 500 | 498 | ||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 1,100 | 1,146 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 850 | 1,029 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 950 | 1,019 | ||
7 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 1,000 | 1,239 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 750 | 854 | ||
7 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 800 | 836 | |
Tampa Electric Co. | 2.400% | 3/15/31 | 500 | 506 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 150 | 180 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 300 | 369 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 250 | 282 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 500 | 550 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 250 | 345 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 200 | 209 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 490 | 634 | ||
Union Electric Co. | 3.500% | 4/15/24 | 990 | 1,036 | ||
Union Electric Co. | 2.950% | 6/15/27 | 300 | 316 | ||
Union Electric Co. | 3.500% | 3/15/29 | 350 | 380 | ||
Union Electric Co. | 2.950% | 3/15/30 | 800 | 843 | ||
Union Electric Co. | 2.150% | 3/15/32 | 500 | 493 | ||
Union Electric Co. | 3.900% | 9/15/42 | 425 | 483 | ||
Union Electric Co. | 3.650% | 4/15/45 | 575 | 641 | ||
Union Electric Co. | 4.000% | 4/1/48 | 1,100 | 1,301 | ||
Union Electric Co. | 3.250% | 10/1/49 | 100 | 106 | ||
Union Electric Co. | 2.625% | 3/15/51 | 800 | 766 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 125 | 188 | ||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 250 | 261 | ||
7 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 500 | 525 | |
7 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 300 | 317 | |
7 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 1,250 | 1,351 | |
7 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 525 | 575 | |
Virginia Electric & Power Co. | 2.300% | 11/15/31 | 500 | 504 | ||
7 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 375 | 512 | |
7 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 500 | 687 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 375 | 537 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,200 | 2,117 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 500 | 576 | ||
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 1,100 | 1,346 | ||
7 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 877 | 1,044 | |
7 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 500 | 582 | |
7 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 425 | 482 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 550 | 704 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 400 | 429 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 5,500 | 5,062 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/51 | 500 | 506 | ||
7 | Washington Gas Light Co. | 3.796% | 9/15/46 | 350 | 399 | |
7 | Washington Gas Light Co. | 3.650% | 9/15/49 | 500 | 561 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 500 | 496 | ||
WEC Energy Group Inc. | 0.800% | 3/15/24 | 500 | 495 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 500 | 483 | ||
WEC Energy Group Inc. | 2.200% | 12/15/28 | 500 | 500 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 1,000 | 943 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 300 | 307 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 500 | 491 | ||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 200 | 257 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 250 | 306 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 300 | 421 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 250 | 285 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 75 | 84 | ||
Wisconsin Public Service Corp. | 2.850% | 12/1/51 | 500 | 494 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 1,200 | 1,192 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 100 | 105 | ||
Xcel Energy Inc. | 1.750% | 3/15/27 | 500 | 496 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 750 | 827 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 540 | 552 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 450 | 484 | ||
Xcel Energy Inc. | 2.350% | 11/15/31 | 500 | 499 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 610 | 858 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 400 | 430 | ||
525,471 | ||||||
Total Corporate Bonds (Cost $6,093,547) | 6,408,503 | |||||
Sovereign Bonds (1.3%) | ||||||
African Development Bank | 0.750% | 4/3/23 | 1,500 | 1,503 | ||
African Development Bank | 3.000% | 9/20/23 | 1,600 | 1,662 | ||
African Development Bank | 0.875% | 3/23/26 | 2,500 | 2,460 | ||
7 | African Development Bank | 0.875% | 7/22/26 | 1,600 | 1,570 | |
Asian Development Bank | 1.625% | 1/24/23 | 1,500 | 1,518 | ||
7 | Asian Development Bank | 2.750% | 3/17/23 | 1,500 | 1,540 | |
7 | Asian Development Bank | 0.250% | 7/14/23 | 5,000 | 4,970 | |
7 | Asian Development Bank | 0.250% | 10/6/23 | 6,300 | 6,251 | |
Asian Development Bank | 2.625% | 1/30/24 | 3,400 | 3,529 | ||
7 | Asian Development Bank | 0.375% | 6/11/24 | 8,000 | 7,904 | |
7 | Asian Development Bank | 0.625% | 10/8/24 | 3,500 | 3,467 | |
Asian Development Bank | 1.500% | 10/18/24 | 1,000 | 1,014 | ||
7 | Asian Development Bank | 2.000% | 1/22/25 | 1,027 | 1,057 | |
7 | Asian Development Bank | 2.125% | 3/19/25 | 700 | 723 | |
Asian Development Bank | 0.625% | 4/29/25 | 2,000 | 1,969 | ||
7 | Asian Development Bank | 0.375% | 9/3/25 | 6,129 | 5,955 | |
7 | Asian Development Bank | 0.500% | 2/4/26 | 4,000 | 3,885 | |
7 | Asian Development Bank | 1.000% | 4/14/26 | 3,000 | 2,969 | |
7 | Asian Development Bank | 2.000% | 4/24/26 | 400 | 412 | |
7 | Asian Development Bank | 1.750% | 8/14/26 | 1,841 | 1,878 | |
7 | Asian Development Bank | 2.625% | 1/12/27 | 800 | 849 | |
7 | Asian Development Bank | 2.500% | 11/2/27 | 2,985 | 3,160 | |
7 | Asian Development Bank | 2.750% | 1/19/28 | 1,000 | 1,077 | |
7 | Asian Development Bank | 1.250% | 6/9/28 | 500 | 494 | |
7 | Asian Development Bank | 3.125% | 9/26/28 | 1,600 | 1,768 | |
7 | Asian Development Bank | 1.750% | 9/19/29 | 200 | 203 | |
7 | Asian Development Bank | 1.875% | 1/24/30 | 1,000 | 1,027 | |
7 | Asian Development Bank | 0.750% | 10/8/30 | 1,500 | 1,401 | |
7 | Asian Development Bank | 1.500% | 3/4/31 | 3,000 | 2,982 | |
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 3,600 | 3,570 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 3,800 | 3,921 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 1,000 | 978 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 2,700 | 2,620 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 2,290 | 2,329 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 5,200 | 5,085 | ||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 1,140 | 1,158 | ||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 1,465 | 1,493 | ||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 200 | 204 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 1,250 | 1,309 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Corp. Andina de Fomento | 1.250% | 10/26/24 | 1,900 | 1,891 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 600 | 599 | ||
Council of Europe Development Bank | 2.625% | 2/13/23 | 1,900 | 1,943 | ||
Council of Europe Development Bank | 0.250% | 10/20/23 | 1,500 | 1,487 | ||
Council of Europe Development Bank | 2.500% | 2/27/24 | 50 | 52 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 565 | 558 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 850 | 858 | ||
Council of Europe Development Bank | 0.875% | 9/22/26 | 1,000 | 980 | ||
Equinor ASA | 2.450% | 1/17/23 | 2,960 | 3,012 | ||
Equinor ASA | 2.650% | 1/15/24 | 3,240 | 3,344 | ||
Equinor ASA | 3.250% | 11/10/24 | 550 | 580 | ||
Equinor ASA | 3.625% | 9/10/28 | 1,200 | 1,321 | ||
Equinor ASA | 3.125% | 4/6/30 | 500 | 537 | ||
Equinor ASA | 2.375% | 5/22/30 | 1,500 | 1,527 | ||
Equinor ASA | 5.100% | 8/17/40 | 2,100 | 2,753 | ||
Equinor ASA | 4.250% | 11/23/41 | 325 | 392 | ||
Equinor ASA | 3.950% | 5/15/43 | 175 | 204 | ||
Equinor ASA | 4.800% | 11/8/43 | 1,015 | 1,316 | ||
Equinor ASA | 3.250% | 11/18/49 | 750 | 797 | ||
Equinor ASA | 3.700% | 4/6/50 | 2,360 | 2,708 | ||
7 | European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 2,400 | 2,462 | |
7 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 3,000 | 2,982 | |
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 500 | 509 | ||
7 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 100 | 101 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 700 | 685 | ||
7 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 1,600 | 1,556 | |
7 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 2,000 | 1,941 | |
European Investment Bank | 2.500% | 3/15/23 | 625 | 640 | ||
European Investment Bank | 1.375% | 5/15/23 | 4,300 | 4,347 | ||
7 | European Investment Bank | 2.875% | 8/15/23 | 3,300 | 3,416 | |
European Investment Bank | 0.250% | 9/15/23 | 5,500 | 5,458 | ||
7 | European Investment Bank | 3.125% | 12/14/23 | 1,300 | 1,359 | |
European Investment Bank | 3.250% | 1/29/24 | 3,210 | 3,373 | ||
European Investment Bank | 2.625% | 3/15/24 | 3,660 | 3,804 | ||
European Investment Bank | 2.250% | 6/24/24 | 2,010 | 2,077 | ||
European Investment Bank | 0.375% | 7/24/24 | 3,000 | 2,959 | ||
European Investment Bank | 2.500% | 10/15/24 | 864 | 900 | ||
European Investment Bank | 1.875% | 2/10/25 | 4,413 | 4,525 | ||
European Investment Bank | 1.625% | 3/14/25 | 5,000 | 5,086 | ||
European Investment Bank | 0.625% | 7/25/25 | 3,700 | 3,633 | ||
European Investment Bank | 0.375% | 12/15/25 | 5,500 | 5,322 | ||
European Investment Bank | 0.375% | 3/26/26 | 5,000 | 4,821 | ||
European Investment Bank | 2.125% | 4/13/26 | 1,000 | 1,037 | ||
European Investment Bank | 0.750% | 10/26/26 | 1,950 | 1,899 | ||
European Investment Bank | 2.375% | 5/24/27 | 800 | 841 | ||
European Investment Bank | 0.625% | 10/21/27 | 500 | 477 | ||
European Investment Bank | 1.625% | 10/9/29 | 350 | 352 | ||
��� | European Investment Bank | 0.875% | 5/17/30 | 400 | 379 | |
European Investment Bank | 0.750% | 9/23/30 | 1,200 | 1,123 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
European Investment Bank | 1.250% | 2/14/31 | 3,000 | 2,920 | ||
European Investment Bank | 4.875% | 2/15/36 | 1,300 | 1,795 | ||
12 | Export Development Canada | 2.500% | 1/24/23 | 60 | 61 | |
12 | Export Development Canada | 1.375% | 2/24/23 | 2,600 | 2,624 | |
12 | Export Development Canada | 2.750% | 3/15/23 | 1,200 | 1,231 | |
12 | Export Development Canada | 2.625% | 2/21/24 | 1,800 | 1,868 | |
Export-Import Bank of Korea | 3.625% | 11/27/23 | 600 | 631 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 2,100 | 2,229 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 500 | 494 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 300 | 321 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 500 | 484 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 600 | 630 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 1,020 | 1,058 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 1,600 | 1,522 | ||
Export-Import Bank of Korea | 1.375% | 2/9/31 | 500 | 478 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 875 | 888 | ||
7 | Hydro-Quebec | 8.050% | 7/7/24 | 2,665 | 3,097 | |
Inter-American Development Bank | 2.500% | 1/18/23 | 5,330 | 5,440 | ||
Inter-American Development Bank | 0.500% | 5/24/23 | 3,200 | 3,196 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 7,200 | 7,137 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 4,500 | 4,668 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 3,700 | 3,872 | ||
Inter-American Development Bank | 0.500% | 9/23/24 | 5,500 | 5,432 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 1,000 | 1,033 | ||
7 | Inter-American Development Bank | 1.750% | 3/14/25 | 500 | 511 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 1,000 | 994 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 250 | 299 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 5,100 | 5,010 | ||
7 | Inter-American Development Bank | 0.875% | 4/20/26 | 4,000 | 3,936 | |
7 | Inter-American Development Bank | 2.000% | 6/2/26 | 1,915 | 1,974 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 1,615 | 1,665 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 800 | 841 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 3,700 | 3,534 | ||
Inter-American Development Bank | 1.125% | 7/20/28 | 2,000 | 1,954 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 2,200 | 2,428 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 1,000 | 1,050 | ||
7 | Inter-American Development Bank | 1.125% | 1/13/31 | 3,500 | 3,372 | |
7 | Inter-American Development Bank | 3.875% | 10/28/41 | 1,600 | 2,047 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 550 | 641 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 450 | 626 | ||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 25 | 27 | ||
International Bank for Reconstruction & Development | 0.125% | 4/20/23 | 5,500 | 5,469 | ||
7 | International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 6,000 | 6,111 | |
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 9,250 | 9,615 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 5,160 | 5,114 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 3,600 | 3,733 | ||
7 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 1,270 | 1,289 | |
7 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 5,500 | 5,739 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 2,000 | 2,036 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 4,500 | 4,433 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 5,000 | 4,866 | ||
7 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 4,600 | 4,816 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 6,000 | 5,847 | ||
7 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 2,000 | 2,147 | |
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 2,275 | 2,235 | ||
7 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 356 | 365 | |
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 2,500 | 2,402 | ||
International Bank for Reconstruction & Development | 1.125% | 9/13/28 | 4,625 | 4,518 | ||
7 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 1,500 | 1,523 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 1,000 | 948 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 4,250 | 3,982 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 6,000 | 5,839 | ||
International Bank for Reconstruction & Development | 1.625% | 11/3/31 | 8,500 | 8,504 | ||
7 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 450 | 598 | |
7 | International Finance Corp. | 2.875% | 7/31/23 | 2,000 | 2,069 | |
7 | International Finance Corp. | 1.375% | 10/16/24 | 1,400 | 1,415 | |
7 | International Finance Corp. | 0.375% | 7/16/25 | 1,000 | 974 | |
7 | International Finance Corp. | 2.125% | 4/7/26 | 1,505 | 1,560 | |
International Finance Corp. | 0.750% | 8/27/30 | 800 | 748 | ||
13 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 700 | 706 | |
7,13 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 750 | 757 | |
13 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 2,000 | 2,024 | |
13 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 4,200 | 4,198 | |
13 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 3,225 | 3,347 | |
13 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 2,700 | 2,680 | |
13 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 1,600 | 1,674 | |
7,13 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 700 | 693 | |
7,13 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 400 | 414 | |
7,13 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 650 | 681 | |
7,13 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 600 | 611 | |
7,13 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 2,400 | 2,469 | |
7,13 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 500 | 521 | |
13 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 2,000 | 1,955 | |
13 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 1,500 | 1,600 | |
13 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 500 | 534 | |
13 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 2,200 | 2,337 | |
13 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 1,300 | 1,432 | |
13 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 1,500 | 1,680 | |
13 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 300 | 306 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
13 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 1,000 | 960 | |
13 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 500 | 505 | |
13 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 700 | 742 | |
13 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 550 | 608 | |
13 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 200 | 189 | |
13 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 500 | 501 | |
14 | KFW | 2.125% | 1/17/23 | 1,750 | 1,780 | |
14 | KFW | 1.625% | 2/15/23 | 2,500 | 2,531 | |
14 | KFW | 0.250% | 4/25/23 | 6,500 | 6,474 | |
14 | KFW | 0.250% | 10/19/23 | 9,800 | 9,719 | |
14 | KFW | 2.625% | 2/28/24 | 3,000 | 3,117 | |
14 | KFW | 0.250% | 3/8/24 | 2,500 | 2,470 | |
14 | KFW | 1.375% | 8/5/24 | 500 | 506 | |
14 | KFW | 0.500% | 9/20/24 | 3,600 | 3,556 | |
14 | KFW | 2.500% | 11/20/24 | 5,750 | 5,995 | |
14 | KFW | 2.000% | 5/2/25 | 1,250 | 1,287 | |
14 | KFW | 0.375% | 7/18/25 | 6,000 | 5,842 | |
14 | KFW | 0.625% | 1/22/26 | 4,000 | 3,902 | |
14 | KFW | 1.000% | 10/1/26 | 9,000 | 8,875 | |
14 | KFW | 2.875% | 4/3/28 | 2,300 | 2,497 | |
14 | KFW | 1.750% | 9/14/29 | 900 | 915 | |
14 | KFW | 0.750% | 9/30/30 | 2,000 | 1,870 | |
14 | KFW | 0.000% | 4/18/36 | 600 | 463 | |
14 | KFW | 0.000% | 6/29/37 | 1,700 | 1,286 | |
Korea Development Bank | 3.375% | 3/12/23 | 3,200 | 3,296 | ||
Korea Development Bank | 2.750% | 3/19/23 | 600 | 614 | ||
Korea Development Bank | 3.750% | 1/22/24 | 1,500 | 1,585 | ||
Korea Development Bank | 2.125% | 10/1/24 | 400 | 412 | ||
Korea Development Bank | 0.750% | 1/25/25 | 650 | 641 | ||
Korea Development Bank | 1.375% | 4/25/27 | 500 | 493 | ||
Korea Development Bank | 1.625% | 1/19/31 | 1,000 | 980 | ||
Korea Development Bank | 2.000% | 10/25/31 | 500 | 501 | ||
14 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 1,300 | 1,356 | |
14 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 2,500 | 2,570 | |
7,14 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 500 | 489 | |
14 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 975 | 1,015 | |
14 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 2,400 | 2,360 | |
7,14 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 825 | 841 | |
7,14 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 1,595 | 1,686 | |
14 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 1,000 | 943 | |
Nordic Investment Bank | 0.375% | 5/19/23 | 1,000 | 997 | ||
Nordic Investment Bank | 2.875% | 7/19/23 | 950 | 982 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 600 | 619 | ||
Nordic Investment Bank | 0.375% | 9/20/24 | 800 | 788 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 1,500 | 1,457 | ||
7 | Nordic Investment Bank | 0.500% | 1/21/26 | 1,000 | 972 | |
7,15 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 1,500 | 1,540 | |
15 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 600 | 626 | |
15 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 500 | 506 | |
15 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 1,500 | 1,454 | |
7,15 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 2,200 | 2,134 | |
7 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 1,129 | 1,195 | |
7 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 975 | 1,096 | |
7 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 2,345 | 2,701 | |
7 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 485 | 732 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 1,029 | 1,219 | |
7 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 2,815 | 3,732 | |
7 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 3,000 | 3,938 | |
7,16 | Petroleos Mexicanos | 2.290% | 2/15/24 | 50 | 50 | |
16 | Petroleos Mexicanos | 2.378% | 4/15/25 | 70 | 69 | |
Province of Alberta | 3.350% | 11/1/23 | 1,700 | 1,777 | ||
Province of Alberta | 2.950% | 1/23/24 | 600 | 625 | ||
Province of Alberta | 1.875% | 11/13/24 | 1,800 | 1,839 | ||
Province of Alberta | 1.000% | 5/20/25 | 830 | 824 | ||
Province of Alberta | 3.300% | 3/15/28 | 1,100 | 1,205 | ||
Province of Alberta | 1.300% | 7/22/30 | 2,566 | 2,447 | ||
7 | Province of British Columbia | 1.750% | 9/27/24 | 600 | 612 | |
Province of British Columbia | 2.250% | 6/2/26 | 1,707 | 1,773 | ||
Province of British Columbia | 0.900% | 7/20/26 | 1,275 | 1,249 | ||
Province of British Columbia | 1.300% | 1/29/31 | 500 | 481 | ||
7 | Province of Manitoba | 2.600% | 4/16/24 | 1,250 | 1,297 | |
Province of Manitoba | 3.050% | 5/14/24 | 500 | 524 | ||
Province of Manitoba | 2.125% | 6/22/26 | 850 | 877 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 500 | 560 | ||
Province of Ontario | 1.750% | 1/24/23 | 1,190 | 1,205 | ||
Province of Ontario | 3.400% | 10/17/23 | 3,130 | 3,274 | ||
Province of Ontario | 3.050% | 1/29/24 | 2,000 | 2,089 | ||
Province of Ontario | 3.200% | 5/16/24 | 1,000 | ��� 1,052 | ||
Province of Ontario | 2.500% | 4/27/26 | 1,000 | 1,046 | ||
Province of Ontario | 2.300% | 6/15/26 | 2,000 | 2,075 | ||
Province of Ontario | 2.000% | 10/2/29 | 1,700 | 1,729 | ||
Province of Ontario | 1.125% | 10/7/30 | 2,800 | 2,647 | ||
Province of Ontario | 1.600% | 2/25/31 | 5,000 | 4,894 | ||
Province of Ontario | 1.800% | 10/14/31 | 500 | 496 | ||
Province of Quebec | 2.625% | 2/13/23 | 2,050 | 2,095 | ||
7 | Province of Quebec | 7.125% | 2/9/24 | 3,050 | 3,436 | |
7 | Province of Quebec | 2.875% | 10/16/24 | 700 | 735 | |
7 | Province of Quebec | 1.500% | 2/11/25 | 155 | 157 | |
Province of Quebec | 0.600% | 7/23/25 | 1,500 | 1,467 | ||
Province of Quebec | 2.500% | 4/20/26 | 700 | 733 | ||
Province of Quebec | 2.750% | 4/12/27 | 3,250 | 3,454 | ||
7 | Province of Quebec | 7.500% | 9/15/29 | 1,075 | 1,503 | |
Province of Quebec | 1.350% | 5/28/30 | 1,200 | 1,164 | ||
Province of Quebec | 1.900% | 4/21/31 | 7,500 | 7,557 | ||
Republic of Chile | 2.250% | 10/30/22 | 225 | 228 | ||
Republic of Chile | 3.125% | 3/27/25 | 200 | 210 | ||
Republic of Chile | 3.125% | 1/21/26 | 710 | 747 | ||
7 | Republic of Chile | 3.240% | 2/6/28 | 2,910 | 3,066 | |
7 | Republic of Chile | 2.450% | 1/31/31 | 1,700 | 1,688 | |
7 | Republic of Chile | 2.550% | 7/27/33 | 3,800 | 3,698 | |
7 | Republic of Chile | 3.100% | 5/7/41 | 2,150 | 2,107 | |
Republic of Chile | 3.860% | 6/21/47 | 500 | 554 | ||
7 | Republic of Chile | 3.500% | 1/25/50 | 1,915 | 1,991 | |
7 | Republic of Chile | 3.100% | 1/22/61 | 2,000 | 1,860 | |
7 | Republic of Chile | 3.250% | 9/21/71 | 1,000 | 925 | |
Republic of Hungary | 5.375% | 2/21/23 | 2,000 | 2,101 | ||
Republic of Hungary | 5.750% | 11/22/23 | 1,000 | 1,085 | ||
Republic of Hungary | 5.375% | 3/25/24 | 1,600 | 1,739 | ||
Republic of Hungary | 7.625% | 3/29/41 | 1,150 | 1,882 | ||
Republic of Indonesia | 2.950% | 1/11/23 | 350 | 357 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of Indonesia | 4.450% | 2/11/24 | 625 | 668 | ||
7 | Republic of Indonesia | 3.850% | 7/18/27 | 200 | 219 | |
Republic of Indonesia | 3.500% | 1/11/28 | 1,300 | 1,402 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 1,000 | 1,115 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 1,350 | 1,571 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 200 | 216 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 350 | 365 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 2,100 | 2,361 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 600 | 585 | ||
7 | Republic of Indonesia | 2.150% | 7/28/31 | 1,100 | 1,093 | |
7,11 | Republic of Indonesia | 4.750% | 7/18/47 | 300 | 364 | |
Republic of Indonesia | 4.350% | 1/11/48 | 2,075 | 2,387 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 1,500 | 1,970 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 825 | 874 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 2,205 | 2,528 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 850 | 840 | ||
7 | Republic of Indonesia | 3.200% | 9/23/61 | 800 | 770 | |
Republic of Indonesia | 4.450% | 4/15/70 | 750 | 889 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 500 | 486 | ||
Republic of Italy | 6.875% | 9/27/23 | 2,300 | 2,526 | ||
Republic of Italy | 0.875% | 5/6/24 | 1,500 | 1,484 | ||
Republic of Italy | 2.375% | 10/17/24 | 1,950 | 1,998 | ||
Republic of Italy | 1.250% | 2/17/26 | 2,900 | 2,826 | ||
Republic of Italy | 2.875% | 10/17/29 | 2,000 | 2,045 | ||
Republic of Italy | 5.375% | 6/15/33 | 1,925 | 2,382 | ||
Republic of Italy | 4.000% | 10/17/49 | 1,900 | 2,095 | ||
Republic of Italy | 3.875% | 5/6/51 | 2,500 | 2,675 | ||
Republic of Korea | 2.750% | 1/19/27 | 3,800 | 4,021 | ||
Republic of Korea | 1.000% | 9/16/30 | 1,000 | 947 | ||
Republic of Korea | 1.750% | 10/15/31 | 550 | 552 | ||
Republic of Korea | 4.125% | 6/10/44 | 655 | 855 | ||
Republic of Korea | 3.875% | 9/20/48 | 390 | 506 | ||
7 | Republic of Panama | 4.000% | 9/22/24 | 600 | 638 | |
7 | Republic of Panama | 3.750% | 3/16/25 | 1,450 | 1,536 | |
Republic of Panama | 7.125% | 1/29/26 | 358 | 430 | ||
Republic of Panama | 8.875% | 9/30/27 | 368 | 495 | ||
7 | Republic of Panama | 3.875% | 3/17/28 | 1,980 | 2,139 | |
Republic of Panama | 9.375% | 4/1/29 | 1,070 | 1,534 | ||
7 | Republic of Panama | 3.160% | 1/23/30 | 400 | 415 | |
7 | Republic of Panama | 2.252% | 9/29/32 | 2,000 | 1,902 | |
7 | Republic of Panama | 6.700% | 1/26/36 | 1,744 | 2,335 | |
7 | Republic of Panama | 4.500% | 5/15/47 | 200 | 221 | |
7 | Republic of Panama | 4.500% | 4/16/50 | 3,310 | 3,649 | |
7 | Republic of Panama | 4.300% | 4/29/53 | 1,250 | 1,345 | |
7 | Republic of Panama | 4.500% | 4/1/56 | 2,650 | 2,919 | |
7 | Republic of Panama | 3.870% | 7/23/60 | 3,200 | 3,200 | |
7 | Republic of Peru | 2.392% | 1/23/26 | 600 | 609 | |
Republic of Peru | 4.125% | 8/25/27 | 250 | 275 | ||
Republic of Peru | 2.844% | 6/20/30 | 500 | 508 | ||
7 | Republic of Peru | 2.783% | 1/23/31 | 3,900 | 3,883 | |
7 | Republic of Peru | 1.862% | 12/1/32 | 900 | 822 | |
Republic of Peru | 8.750% | 11/21/33 | 2,535 | 3,943 | ||
7 | Republic of Peru | 3.000% | 1/15/34 | 2,100 | 2,095 | |
7 | Republic of Peru | 6.550% | 3/14/37 | 600 | 818 | |
7 | Republic of Peru | 3.300% | 3/11/41 | 900 | 903 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of Peru | 5.625% | 11/18/50 | 2,150 | 3,023 | ||
7 | Republic of Peru | 3.550% | 3/10/51 | 500 | 521 | |
7 | Republic of Peru | 2.780% | 12/1/60 | 1,500 | 1,319 | |
7 | Republic of Peru | 3.600% | 1/15/72 | 1,300 | 1,270 | |
7 | Republic of Peru | 3.230% | 7/28/21 | 2,000 | 1,724 | |
Republic of Poland | 3.000% | 3/17/23 | 3,100 | 3,185 | ||
Republic of Poland | 4.000% | 1/22/24 | 625 | 662 | ||
Republic of Poland | 3.250% | 4/6/26 | 1,150 | 1,234 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 1,400 | 1,491 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 550 | 676 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 425 | 553 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 1,500 | 1,749 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 3,800 | 4,075 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 1,000 | 1,125 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 1,525 | 2,370 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 2,000 | 2,062 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 775 | 1,128 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 673 | 651 | ||
Republic of the Philippines | 1.950% | 1/6/32 | 675 | 663 | ||
Republic of the Philippines | 6.375% | 1/15/32 | 600 | 803 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 3,175 | 4,417 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 400 | 498 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 1,500 | 1,679 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 1,534 | 1,677 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 1,885 | 2,061 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 1,750 | 1,729 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 2,135 | 2,027 | ||
Republic of the Philippines | 3.200% | 7/6/46 | 1,500 | 1,529 | ||
State of Israel | 3.150% | 6/30/23 | 1,100 | 1,138 | ||
State of Israel | 2.875% | 3/16/26 | 1,100 | 1,164 | ||
State of Israel | 3.250% | 1/17/28 | 790 | 856 | ||
State of Israel | 2.500% | 1/15/30 | 200 | 208 | ||
State of Israel | 2.750% | 7/3/30 | 1,550 | 1,648 | ||
State of Israel | 4.500% | 1/30/43 | 1,400 | 1,793 | ||
State of Israel | 4.125% | 1/17/48 | 800 | 982 | ||
State of Israel | 3.375% | 1/15/50 | 2,635 | 2,854 | ||
State of Israel | 3.875% | 7/3/50 | 1,650 | 1,930 | ||
State of Israel | 4.500% | 4/3/20 | 900 | 1,152 | ||
7 | Svensk Exportkredit AB | 2.875% | 3/14/23 | 1,400 | 1,438 | |
7 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 500 | 495 | |
Svensk Exportkredit AB | 0.500% | 11/10/23 | 2,000 | 1,988 | ||
7 | Svensk Exportkredit AB | 0.375% | 3/11/24 | 800 | 791 | |
7 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 800 | 788 | |
��� | Svensk Exportkredit AB | 0.625% | 10/7/24 | 1,000 | 989 | |
7 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 2,500 | 2,455 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 2,000 | 1,950 | ||
United Mexican States | 3.600% | 1/30/25 | 3,284 | 3,486 | ||
7 | United Mexican States | 3.900% | 4/27/25 | 1,300 | 1,393 | |
United Mexican States | 4.125% | 1/21/26 | 2,968 | 3,259 | ||
United Mexican States | 4.150% | 3/28/27 | 3,370 | 3,725 | ||
United Mexican States | 3.750% | 1/11/28 | 1,175 | 1,264 | ||
United Mexican States | 4.500% | 4/22/29 | 1,500 | 1,671 | ||
7 | United Mexican States | 3.250% | 4/16/30 | 5,100 | 5,243 | |
7 | United Mexican States | 2.659% | 5/24/31 | 2,200 | 2,145 | |
7 | United Mexican States | 8.300% | 8/15/31 | 1,000 | 1,456 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | United Mexican States | 4.750% | 4/27/32 | 2,500 | 2,827 | |
7 | United Mexican States | 7.500% | 4/8/33 | 400 | 559 | |
7 | United Mexican States | 6.750% | 9/27/34 | 200 | 266 | |
United Mexican States | 6.050% | 1/11/40 | 2,321 | 2,888 | ||
7 | United Mexican States | 4.280% | 8/14/41 | 3,090 | 3,208 | |
7 | United Mexican States | 4.750% | 3/8/44 | 3,022 | 3,293 | |
United Mexican States | 5.550% | 1/21/45 | 1,000 | 1,197 | ||
United Mexican States | 4.600% | 1/23/46 | 2,530 | 2,706 | ||
United Mexican States | 4.350% | 1/15/47 | 1,880 | 1,951 | ||
United Mexican States | 4.600% | 2/10/48 | 3,510 | 3,745 | ||
7 | United Mexican States | 4.500% | 1/31/50 | 2,100 | 2,229 | |
7 | United Mexican States | 5.000% | 4/27/51 | 500 | 570 | |
7 | United Mexican States | 3.771% | 5/24/61 | 6,400 | 5,895 | |
7 | United Mexican States | 5.750% | 10/12/10 | 2,914 | 3,358 | |
Total Sovereign Bonds (Cost $789,443) | 807,717 | |||||
Taxable Municipal Bonds (0.3%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 155 | 162 | ||
Alabama Federal AID Highway Finance Authority Special Obligation Revenue | 2.650% | 9/1/37 | 325 | 328 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 100 | 165 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 225 | 336 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 100 | 165 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053% | 2/15/43 | 50 | 74 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 925 | 1,403 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | 160 | 229 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 375 | 710 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 300 | 309 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 375 | 560 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 985 | 1,574 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 125 | 219 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 1,200 | 2,116 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | 700 | 702 | ||
California GO | 3.375% | 4/1/25 | 426 | 457 | ||
California GO | 2.650% | 4/1/26 | 250 | 265 | ||
California GO | 1.700% | 2/1/28 | 350 | 350 | ||
California GO | 3.500% | 4/1/28 | 400 | 442 | ||
California GO | 2.500% | 10/1/29 | 590 | 617 | ||
California GO | 1.750% | 11/1/30 | 260 | 256 | ||
California GO | 4.500% | 4/1/33 | 850 | 986 | ||
California GO | 7.500% | 4/1/34 | 2,770 | 4,239 | ||
California GO | 4.600% | 4/1/38 | 1,925 | 2,216 | ||
California GO | 7.550% | 4/1/39 | 4,615 | 7,702 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California GO | 7.300% | 10/1/39 | 1,000 | 1,569 | ||
California GO | 7.350% | 11/1/39 | 725 | 1,144 | ||
California GO | 7.625% | 3/1/40 | 500 | 828 | ||
California GO | 7.600% | 11/1/40 | 2,000 | 3,448 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 250 | 288 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 500 | 503 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 465 | 474 | ||
California State University Systemwide Revenue | 2.719% | 11/1/52 | 500 | 504 | ||
California State University Systemwide Revenue | 2.939% | 11/1/52 | 500 | 501 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 100 | 137 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 500 | 544 | ||
Chicago IL GO | 7.045% | 1/1/29 | 170 | 195 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 500 | 689 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 405 | 610 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 325 | 428 | ||
Chicago IL O'Hare International Airport Revenue | 4.572% | 1/1/54 | 340 | 466 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 1,545 | 2,176 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 325 | 510 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 500 | 566 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 4.144% | 6/1/38 | 275 | 322 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 400 | 459 | ||
Connecticut GO | 5.090% | 10/1/30 | 575 | 665 | ||
Connecticut GO | 5.850% | 3/15/32 | 610 | 793 | ||
Cook County IL GO | 6.229% | 11/15/34 | 400 | 543 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 100 | 140 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 300 | 446 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 75 | 105 | ||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088% | 1/1/42 | 285 | 402 | ||
17 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 150 | 161 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 1,875 | 1,958 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 325 | 344 | ||
Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | 450 | 452 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 50 | 63 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 275 | 413 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 315 | 451 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 1,300 | 1,294 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 850 | 848 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 1,000 | 998 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 510 | 548 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 594 | 904 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 1,367 | 2,115 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 145 | 215 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 250 | 250 | ||
Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | 425 | 428 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | 400 | 405 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 400 | 403 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | 400 | 400 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | 500 | 509 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | 500 | 512 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.850% | 6/1/50 | 500 | 509 | ||
Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | 625 | 625 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 315 | 421 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 1,490 | 1,508 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 100 | 106 | ||
Houston TX GO | 6.290% | 3/1/32 | 760 | 959 | ||
Houston TX GO | 3.961% | 3/1/47 | 355 | 428 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 300 | 304 | ||
Illinois GO | 4.950% | 6/1/23 | 598 | 621 | ||
Illinois GO | 5.100% | 6/1/33 | 7,370 | 8,519 | ||
Illinois GO | 6.630% | 2/1/35 | 130 | 159 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 350 | 477 | ||
Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | 3.051% | 1/1/51 | 375 | 385 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 375 | 415 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 355 | 430 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 325 | 335 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 150 | 183 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 200 | 260 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
18 | Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | 600 | 596 | |
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 305 | 304 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 500 | 496 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 1,450 | 1,421 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 325 | 559 | ||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 100 | 141 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 410 | 665 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 500 | 849 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 2,010 | 2,616 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 250 | 348 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 400 | 527 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 50 | 83 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 500 | 520 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 500 | 521 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 100 | 142 | ||
Massachusetts GO | 5.456% | 12/1/39 | 845 | 1,152 | ||
Massachusetts GO | 2.514% | 7/1/41 | 2,175 | 2,143 | ||
Massachusetts GO | 2.813% | 9/1/43 | 300 | 309 | ||
Massachusetts GO | 2.900% | 9/1/49 | 575 | 599 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 500 | 691 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 335 | 351 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | 350 | 356 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 50 | 69 | ||
Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | 250 | 253 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 100 | 145 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 575 | 1,013 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 575 | 631 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 275 | 290 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 250 | 267 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 375 | 408 | ||
Michigan State Building Authority Revenue Refunding Taxable BDS 2020 II | 2.705% | 10/15/40 | 800 | 777 | ||
Michigan State University Revenue | 4.496% | 8/15/48 | 200 | 230 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | 275 | 277 | ||
Mississippi GO | 5.245% | 11/1/34 | 250 | 316 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 405 | 450 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 350 | 429 | ||
19 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 1,435 | 1,804 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 460 | 538 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.081% | 6/15/39 | 475 | 527 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 450 | 662 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | 400 | 448 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 575 | 926 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 2,480 | 3,891 | ||
New York City NY GO | 5.517% | 10/1/37 | 475 | 633 | ||
New York City NY GO | 6.271% | 12/1/37 | 325 | 461 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 100 | 146 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 300 | 442 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 100 | 150 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 75 | 113 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 325 | 469 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 1,200 | 1,832 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 300 | 376 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 150 | 197 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 625 | 812 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 100 | 129 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 500 | 710 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 300 | 427 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 1,225 | 1,677 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 515 | 825 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 1,355 | 1,399 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 500 | 493 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 200 | 212 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 95 | 123 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 200 | 211 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 330 | 344 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 200 | 208 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 300 | 330 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 450 | 554 | ||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 175 | 179 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 700 | 1,183 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 275 | 375 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 100 | 120 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 615 | 930 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 300 | 306 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 100 | 118 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 225 | 307 | ||
Oregon GO | 5.762% | 6/1/23 | 189 | 198 | ||
Oregon GO | 5.892% | 6/1/27 | 375 | 439 | ||
18 | Oregon GO | 3.424% | 3/1/60 | 750 | 780 | |
20 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 125 | 143 | |
Pennsylvania State University | 2.790% | 9/1/43 | 425 | 429 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 300 | 298 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 375 | 533 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 275 | 277 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 125 | 162 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 200 | 280 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 800 | 1,120 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 975 | 1,326 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 375 | 410 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 175 | 213 | ||
Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | 1,200 | 1,193 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 135 | 187 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 250 | 248 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 2,280 | 3,022 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 550 | 755 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 400 | 420 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | 300 | 293 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 150 | 231 | ||
Riverside County CA Pension Obligation Bonds | 3.818% | 2/15/38 | 75 | 84 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 325 | 439 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 100 | 106 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 375 | 445 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 350 | 380 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 250 | 281 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 230 | 293 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 370 | 485 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 225 | 317 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 490 | 701 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 450 | 550 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 250 | 252 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 1,000 | 1,504 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 2.825% | 11/1/41 | 245 | 240 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 275 | 452 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 375 | 394 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 645 | 773 | ||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 135 | 139 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 475 | 753 | ||
State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | 250 | 288 | ||
Texas GO | 5.517% | 4/1/39 | 1,030 | 1,449 | ||
Texas GO | 3.211% | 4/1/44 | 425 | 444 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 775 | 867 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 725 | 719 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 725 | 709 | ||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 1,275 | 1,531 | ||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 100 | 129 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 325 | 388 | ||
20 | Tucson City AZ COP | 2.856% | 7/1/47 | 300 | 300 | |
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 2,250 | 3,482 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 125 | 193 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 500 | 514 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 660 | 710 | ||
University of California Revenue | 0.883% | 5/15/25 | 225 | 223 | ||
University of California Revenue | 3.063% | 7/1/25 | 400 | 425 | ||
University of California Revenue | 1.316% | 5/15/27 | 925 | 908 | ||
University of California Revenue | 1.614% | 5/15/30 | 525 | 509 | ||
University of California Revenue | 4.601% | 5/15/31 | 500 | 582 | ||
University of California Revenue | 5.946% | 5/15/45 | 275 | 389 | ||
University of California Revenue | 3.071% | 5/15/51 | 500 | 504 | ||
University of California Revenue | 4.858% | 5/15/12 | 1,330 | 1,956 | ||
University of California Revenue | 4.767% | 5/15/15 | 150 | 215 | ||
University of Michigan | 2.437% | 4/1/40 | 275 | 275 | ||
University of Michigan | 2.562% | 4/1/50 | 200 | 201 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 235 | 254 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 1,025 | 1,163 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 300 | 405 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 200 | 233 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 225 | 222 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 900 | 1,034 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 275 | 285 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 1,075 | 1,017 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 250 | 347 | ||
Utah GO | 4.554% | 7/1/24 | 75 | 79 | ||
Utah GO | 3.539% | 7/1/25 | 576 | 602 | ||
Washington GO | 5.140% | 8/1/40 | 480 | 657 | ||
20 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 255 | 287 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 300 | 322 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 1,000 | 1,107 | ||
Total Taxable Municipal Bonds (Cost $151,638) | 170,352 |
Coupon | Shares | Market Value• ($000) | ||||
Temporary Cash Investments (2.6%) | ||||||
Money Market Fund (2.6%) | ||||||
21,22 | Vanguard Market Liquidity Fund (Cost $1,577,350) | 0.090% | 15,776,301 | 1,577,472 | ||
Total Investments (100.6%) (Cost $33,447,322) | 61,358,094 | |||||
Other Assets and Liabilities—Net (-0.6%) | (395,989) | |||||
Net Assets (100%) | 60,962,105 |
Cost is in $000. | |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Security value determined using significant unobservable inputs. |
2 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $59,906,000. |
3 | “Other” represents securities that are not classified by the fund’s benchmark index. |
4 | Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group. |
5 | Securities with a value of $402,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
6 | U.S. government-guaranteed. |
7 | 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. |
8 | 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. |
9 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2021. |
10 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
11 | 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 December 31, 2021, the aggregate value was $98,803,000, representing 0.2% of net assets. |
12 | Guaranteed by the Government of Canada. |
13 | Guaranteed by the Government of Japan. |
14 | Guaranteed by the Federal Republic of Germany. |
15 | Guaranteed by the Republic of Austria. |
16 | Guaranteed by the Government of Mexico. |
17 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
18 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
19 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
20 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
21 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
22 | Collateral of $65,836,000 was received for securities on loan. |
12M—12-month. | |
1YR—1-year. | |
6M—6-month. | |
CMT—Constant Maturing Treasury Rate. | |
COP—Certificate of Participation. | |
CVR—Contingent Value Rights. | |
GO—General Obligation Bond. | |
LIBOR—London Interbank Offered Rate. | |
REIT—Real Estate Investment Trust. | |
REMICS—Real Estate Mortgage Investment Conduits. | |
UMBS—Uniform Mortgage-Backed Securities. | |
USD—U.S. dollar. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
10-Year U.S. Treasury Note | March 2022 | 7,631 | 995,607 | 7,283 |
E-mini Russell 2000 Index | March 2022 | 145 | 16,260 | 322 |
E-mini S&P 500 Index | March 2022 | 406 | 96,598 | (694) |
6,911 |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $31,837,153) | 59,748,808 |
Affiliated Issuers (Cost $1,610,169) | 1,609,286 |
Total Investments in Securities | 61,358,094 |
Investment in Vanguard | 1,971 |
Cash Collateral Pledged—Futures Contracts | 16,997 |
Receivables for Investment Securities Sold | 229,706 |
Receivables for Accrued Income | 125,768 |
Receivables for Capital Shares Issued | 34,006 |
Variation Margin Receivable—Futures Contracts | 168 |
Total Assets | 61,766,710 |
Liabilities | |
Due to Custodian | 47,923 |
Payables for Investment Securities Purchased | 612,012 |
Collateral for Securities on Loan | 65,836 |
Payables for Capital Shares Redeemed | 77,015 |
Payables to Vanguard | 1,819 |
Total Liabilities | 804,605 |
Net Assets | 60,962,105 |
Statement of Assets and Liabilities (continued) | |
At December 31, 2021, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 32,845,865 |
Total Distributable Earnings (Loss) | 28,116,240 |
Net Assets | 60,962,105 |
Investor Shares—Net Assets | |
Applicable to 6,475,714 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 317,416 |
Net Asset Value Per Share—Investor Shares | $49.02 |
Admiral Shares—Net Assets | |
Applicable to 970,391,827 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 47,563,856 |
Net Asset Value Per Share—Admiral Shares | $49.02 |
Institutional Shares—Net Assets | |
Applicable to 266,830,626 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 13,080,833 |
Net Asset Value Per Share—Institutional Shares | $49.02 |
Year Ended December 31, 2021 | |
($000) | |
Investment Income | |
Income | |
Dividends—Unaffiliated Issuers1 | 466,922 |
Dividends—Affiliated Issuers | 606 |
Interest—Unaffiliated Issuers | 390,019 |
Interest—Affiliated Issuers | 1,073 |
Securities Lending—Net | 3,908 |
Total Income | 862,528 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 3,064 |
Management and Administrative—Investor Shares | 554 |
Management and Administrative—Admiral Shares | 26,483 |
Management and Administrative—Institutional Shares | 6,368 |
Marketing and Distribution—Investor Shares | 20 |
Marketing and Distribution—Admiral Shares | 1,594 |
Marketing and Distribution—Institutional Shares | 345 |
Custodian Fees | 254 |
Auditing Fees | 22 |
Shareholders’ Reports—Investor Shares | 5 |
Shareholders’ Reports—Admiral Shares | 332 |
Shareholders’ Reports—Institutional Shares | 54 |
Trustees’ Fees and Expenses | 19 |
Total Expenses | 39,114 |
Net Investment Income | 823,414 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received—Affiliated Issuers | 102 |
Investment Securities Sold—Unaffiliated Issuers | 1,115,873 |
Investment Securities Sold—Affiliated Issuers | (28) |
Futures Contracts | (2,579) |
Realized Net Gain (Loss) | 1,113,368 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities—Unaffiliated Issuers | 5,600,246 |
Investment Securities—Affiliated Issuers | (1,401) |
Futures Contracts | 5,516 |
Change in Unrealized Appreciation (Depreciation) | 5,604,361 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 7,541,143 |
1 | Dividends are net of foreign withholding taxes of $89,000. |
Year Ended December 31, | ||
2021 ($000) | 2020 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 823,414 | 846,874 |
Realized Net Gain (Loss) | 1,113,368 | 701,847 |
Change in Unrealized Appreciation (Depreciation) | 5,604,361 | 5,507,432 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 7,541,143 | 7,056,153 |
Distributions | ||
Investor Shares | (10,264) | (9,390) |
Admiral Shares | (1,478,246) | (1,021,760) |
Institutional Shares | (414,045) | (312,065) |
Total Distributions | (1,902,555) | (1,343,215) |
Capital Share Transactions | ||
Investor Shares | (50,524) | (102,842) |
Admiral Shares | 3,302,218 | 1,959,244 |
Institutional Shares | 151,538 | (773,352) |
Net Increase (Decrease) from Capital Share Transactions | 3,403,232 | 1,083,050 |
Total Increase (Decrease) | 9,041,820 | 6,795,988 |
Net Assets | ||
Beginning of Period | 51,920,285 | 45,124,297 |
End of Period | 60,962,105 | 51,920,285 |
Investor Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $44.34 | $39.23 | $32.99 | $34.72 | $31.11 |
Investment Operations | |||||
Net Investment Income1 | .627 | .700 | .755 | .748 | .647 |
Capital Gain Distributions Received | .0001,2 | — | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | 5.564 | 5.537 | 6.345 | (1.753) | 3.600 |
Total from Investment Operations | 6.191 | 6.237 | 7.100 | (1.005) | 4.247 |
Distributions | |||||
Dividends from Net Investment Income | (.626) | (.687) | (.794) | (.725) | (.637) |
Distributions from Realized Capital Gains | (.885) | (.440) | (.066) | — | — |
Total Distributions | (1.511) | (1.127) | (.860) | (.725) | (.637) |
Net Asset Value, End of Period | $49.02 | $44.34 | $39.23 | $32.99 | $34.72 |
Total Return3 | 14.09% | 16.26% | 21.67% | -2.97% | 13.75% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $317 | $334 | $396 | $3,014 | $3,474 |
Ratio of Total Expenses to Average Net Assets | 0.18% | 0.18% | 0.18% | 0.18% | 0.19% |
Ratio of Net Investment Income to Average Net Assets | 1.33% | 1.76% | 2.11% | 2.15% | 1.97% |
Portfolio Turnover Rate4 | 35% | 60% | 37%5 | 44%5 | 37%5 |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Includes 15%, 12%, 6%, 10%, and 11%, respectively, attributable to mortgage-dollar-roll activity. |
5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Admiral Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $44.34 | $39.23 | $32.99 | $34.72 | $31.11 |
Investment Operations | |||||
Net Investment Income1 | .680 | .742 | .817 | .791 | .689 |
Capital Gain Distributions Received | .0001,2 | — | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | 5.564 | 5.542 | 6.319 | (1.757) | 3.599 |
Total from Investment Operations | 6.244 | 6.284 | 7.136 | (.966) | 4.288 |
Distributions | |||||
Dividends from Net Investment Income | (.679) | (.733) | (.830) | (.764) | (.678) |
Distributions from Realized Capital Gains | (.885) | (.441) | (.066) | — | — |
Total Distributions | (1.564) | (1.174) | (.896) | (.764) | (.678) |
Net Asset Value, End of Period | $49.02 | $44.34 | $39.23 | $32.99 | $34.72 |
Total Return3 | 14.22% | 16.40% | 21.79% | -2.86% | 13.89% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $47,564 | $39,901 | $33,585 | $23,913 | $23,556 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.44% | 1.86% | 2.22% | 2.26% | 2.09% |
Portfolio Turnover Rate4 | 35% | 60% | 37%5 | 44%5 | 37%5 |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Includes 15%, 12%, 6%, 10%, and 11%, respectively, attributable to mortgage-dollar-roll activity. |
5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Institutional Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $44.35 | $39.24 | $33.00 | $34.72 | $31.12 |
Investment Operations | |||||
Net Investment Income1 | .685 | .747 | .820 | .793 | .691 |
Capital Gain Distributions Received | .0001,2 | — | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | 5.554 | 5.541 | 6.320 | (1.745) | 3.588 |
Total from Investment Operations | 6.239 | 6.288 | 7.140 | (.952) | 4.279 |
Distributions | |||||
Dividends from Net Investment Income | (.684) | (.737) | (.834) | (.768) | (.679) |
Distributions from Realized Capital Gains | (.885) | (.441) | (.066) | — | — |
Total Distributions | (1.569) | (1.178) | (.900) | (.768) | (.679) |
Net Asset Value, End of Period | $49.02 | $44.35 | $39.24 | $33.00 | $34.72 |
Total Return | 14.20% | 16.41% | 21.79% | -2.82% | 13.86% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $13,081 | $11,685 | $11,143 | $9,543 | $10,075 |
Ratio of Total Expenses to Average Net Assets | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 1.45% | 1.87% | 2.23% | 2.27% | 2.10% |
Portfolio Turnover Rate3 | 35% | 60% | 37%4 | 44%4 | 37%4 |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Includes 15%, 12%, 6%, 10%, and 11%, respectively, attributable to mortgage-dollar-roll activity. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 37,250,339 | — | 333 | 37,250,672 |
Preferred Stocks | 147 | — | — | 147 |
U.S. Government and Agency Obligations | — | 14,588,962 | — | 14,588,962 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 554,269 | — | 554,269 |
Corporate Bonds | — | 6,408,503 | — | 6,408,503 |
Sovereign Bonds | — | 807,717 | — | 807,717 |
Taxable Municipal Bonds | — | 170,352 | — | 170,352 |
Temporary Cash Investments | 1,577,472 | — | — | 1,577,472 |
Total | 38,827,958 | 22,529,803 | 333 | 61,358,094 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 7,605 | — | — | 7,605 |
Liabilities | ||||
Futures Contracts1 | 694 | — | — | 694 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Amount ($000) | |
Paid-in Capital | 57,465 |
Total Distributable Earnings (Loss) | (57,465) |
Amount ($000) | |
Undistributed Ordinary Income | 5,011 |
Undistributed Long-Term Gains | 242,474 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | (20,921) |
Net Unrealized Gains (Losses) | 27,889,676 |
Year Ended December 31, | ||
2021 Amount ($000) | 2020 Amount ($000) | |
Ordinary Income* | 923,824 | 1,057,970 |
Long-Term Capital Gains | 978,731 | 285,245 |
Total | 1,902,555 | 1,343,215 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 33,468,418 |
Gross Unrealized Appreciation | 28,537,906 |
Gross Unrealized Depreciation | (648,230) |
Net Unrealized Appreciation (Depreciation) | 27,889,676 |
Year Ended December 31, | |||||
2021 | 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 21,148 | 451 | 32,057 | 799 | |
Issued in Lieu of Cash Distributions | 10,264 | 215 | 9,391 | 238 | |
Redeemed | (81,936) | (1,733) | (144,290) | (3,588) | |
Net Increase (Decrease)—Investor Shares | (50,524) | (1,067) | (102,842) | (2,551) | |
Admiral Shares | |||||
Issued | 7,965,098 | 169,983 | 7,512,084 | 187,887 | |
Issued in Lieu of Cash Distributions | 1,350,727 | 28,295 | 935,633 | 23,485 | |
Redeemed | (6,013,607) | (127,765) | (6,488,473) | (167,507) | |
Net Increase (Decrease)—Admiral Shares | 3,302,218 | 70,513 | 1,959,244 | 43,865 | |
Institutional Shares | |||||
Issued | 1,878,470 | 40,400 | 1,362,269 | 33,415 | |
Issued in Lieu of Cash Distributions | 400,891 | 8,403 | 303,674 | 7,647 | |
Redeemed | (2,127,823) | (45,456) | (2,439,295) | (61,549) | |
Net Increase (Decrease)—Institutional Shares | 151,538 | 3,347 | (773,352) | (20,487) |
Current Period Transactions | ||||||||
Dec. 31, 2020 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Dec. 31, 2021 Market Value ($000) | |
Vanguard Market Liquidity Fund | 1,548,665 | NA1 | NA1 | (28) | (110) | 1,073 | 33 | 1,577,472 |
Vanguard Total Bond Market ETF | 33,105 | — | — | — | (1,291) | 606 | 69 | 31,814 |
Total | 1,581,770 | — | — | (28) | (1,401) | 1,679 | 102 | 1,609,286 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
Philadelphia, Pennsylvania
February 17, 2022
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
John T. Marcante | Lauren Valente |
Chris D. McIsaac |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
1 | |
2 | |
4 | |
6 | |
8 |
• | For the year ended December 31, 2021, Vanguard Managed Allocation Fund returned 13.77%, outperforming its composite benchmark index. The fund seeks to deliver a targeted inflation-adjusted return through long-term capital appreciation and moderate income. |
• | The U.S. economy continued to heal over the 12 months. Vaccination programs started rolling out shortly after the period began, helping some of the hardest-hit sectors such as hospitality, leisure, and travel begin to rebound. U.S. stocks performed strongly even with the spread of new COVID-19 variants, a surge in inflation, and Federal Reserve monetary policy turning less accommodative. |
• | Our decision to allot some of the fund’s fixed income allocation to alternatives through Vanguard Market Neutral Fund and Vanguard Alternative Strategies Fund contributed to outperformance, as did an overweight allocation to commodities. |
• | Our overweight position in value stocks, particularly small-cap value, added to performance but was more than offset by an underweighting of U.S. equities and an overweighting of international stocks. Our allocation to Vanguard Global Minimum Volatility Fund also detracted. |
• | For the 10 years ended December 31, the fund posted an average annual return of 8.14%, meeting its target return but falling short of its benchmark. |
Average Annual Total Returns Periods Ended December 31, 2021 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.45% | 26.21% | 18.43% |
Russell 2000 Index (Small-caps) | 14.82 | 20.02 | 12.02 |
Russell 3000 Index (Broad U.S. market) | 25.66 | 25.79 | 17.97 |
FTSE All-World ex US Index (International) | 8.36 | 13.66 | 9.89 |
Bonds | |||
Bloomberg U.S. Aggregate Bond Index (Broad taxable market) | -1.54% | 4.79% | 3.57% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 1.52 | 4.73 | 4.17 |
FTSE Three-Month U.S. Treasury Bill Index | 0.05 | 0.95 | 1.11 |
CPI | |||
Consumer Price Index | 7.04% | 3.53% | 2.92% |
and Multiasset Investments
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2021 | |||
Managed Allocation Fund | Beginning Account Value 6/30/2021 | Ending Account Value 12/31/2021 | Expenses Paid During Period |
Based on Actual Fund Return | $1,000.00 | $1,035.80 | $1.59 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.64 | 1.58 |
Average Annual Total Returns Periods Ended December 31, 2021 | |||||
One Year | Five Years | Ten Years | Final Value of a $25,000 Investment | ||
Managed Allocation Fund | 13.77% | 8.49% | 8.14% | $54,656 | |
Managed Allocation Composite Index | 11.84 | 10.60 | 8.76 | 57,873 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 25.66 | 17.92 | 16.24 | 112,626 |
Vanguard Total International Stock Index Fund Investor Shares | 24.2% |
Vanguard Total Stock Market Index Fund Investor Shares | 14.0 |
Vanguard Total Bond Market II Index Fund Investor Shares | 11.5 |
Vanguard Alternative Strategies Fund Investor Shares | 7.9 |
Vanguard Commodity Strategy Fund AdmiralTM Shares | 7.6 |
Vanguard Small-Cap Value Index Fund Admiral Shares | 6.0 |
Vanguard Market Neutral Fund Investor Shares | 5.5 |
Vanguard Value Index Fund Investor Shares | 5.0 |
Vanguard Total International Bond Index Fund Investor Shares | 3.7 |
Vanguard Dividend Appreciation Index Fund Admiral Shares | 3.5 |
Vanguard High Dividend Yield Index Fund Admiral Shares | 3.0 |
Vanguard Emerging Markets Bond Fund Investor Shares | 3.0 |
Vanguard Global Minimum Volatility Fund Investor Shares | 2.6 |
Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.5 |
Shares | Market Value• ($000) | |||||
Investment Companies (100.0%) | ||||||
U.S. Stock Funds (31.5%) | ||||||
Vanguard Total Stock Market Index Fund Investor Shares | 1,618,963 | 190,277 | ||||
Vanguard Small-Cap Value Index Fund Admiral Shares | 1,066,767 | 81,938 | ||||
Vanguard Value Index Fund Investor Shares | 1,190,079 | 68,299 | ||||
Vanguard Dividend Appreciation Index Fund Admiral Shares | 1,026,966 | 47,857 | ||||
Vanguard High Dividend Yield Index Fund Admiral Shares | 1,215,428 | 41,081 | ||||
429,452 | ||||||
Global Stock Fund (2.6%) | ||||||
Vanguard Global Minimum Volatility Fund Investor Shares | 2,370,298 | 35,033 | ||||
International Stock Funds (26.7%) | ||||||
Vanguard Total International Stock Index Fund Investor Shares | 16,125,979 | 329,776 | ||||
Vanguard Emerging Markets Stock Index Fund Investor Shares | 1,080,435 | 33,753 | ||||
363,529 | ||||||
U.S. Bond Fund (11.5%) | ||||||
1 | Vanguard Total Bond Market II Index Fund Investor Shares | 14,252,769 | 157,493 | |||
International Bond Funds (6.7%) | ||||||
Vanguard Total International Bond Index Fund Investor Shares | 4,620,108 | 50,960 | ||||
Vanguard Emerging Markets Bond Fund Investor Shares | 3,520,302 | 40,342 | ||||
91,302 | ||||||
Alternative Funds (21.0%) | ||||||
Vanguard Alternative Strategies Fund Investor Shares | 6,464,262 | 108,406 | ||||
Vanguard Commodity Strategy Fund Admiral Shares | 3,759,795 | 103,169 | ||||
Vanguard Market Neutral Fund Investor Shares | 6,795,004 | 74,745 | ||||
286,320 | ||||||
Total Investment Companies (Cost $1,020,885) | 1,363,129 | |||||
Temporary Cash Investments (0.0%) | ||||||
Money Market Fund (0.0%) | ||||||
1 | Vanguard Market Liquidity Fund, 0.090% (Cost $971) | 9,707 | 971 | |||
Total Investments (100.0%) (Cost $1,021,856) | 1,364,100 | |||||
Other Assets and Liabilities—Net (0.0%) | (581) | |||||
Net Assets (100%) | 1,363,519 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown for Vanguard Market Liquidity Fund is the 7-day yield. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value—Affiliated Funds (Cost $1,021,856) | 1,364,100 |
Receivables for Accrued Income | 232 |
Receivables for Capital Shares Issued | 648 |
Total Assets | 1,364,980 |
Liabilities | |
Payables for Investment Securities Purchased | 232 |
Payables for Capital Shares Redeemed | 1,229 |
Total Liabilities | 1,461 |
Net Assets | 1,363,519 |
At December 31, 2021, net assets consisted of: | |
Paid-in Capital | 1,010,191 |
Total Distributable Earnings (Loss) | 353,328 |
Net Assets | 1,363,519 |
Net Assets | |
Applicable to 74,128,987 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,363,519 |
Net Asset Value Per Share | $18.39 |
Year Ended December 31, 2021 | |
($000) | |
Investment Income | |
Income | |
Income Distributions Received from Affiliated Funds | 49,793 |
Net Investment Income—Note B | 49,793 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received from Affiliated Funds | 1,241 |
Affiliated Funds Sold | 41,734 |
Realized Net Gain (Loss) | 42,975 |
Change in Unrealized Appreciation (Depreciation) from Affiliated Funds | 79,354 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 172,122 |
Year Ended December 31, | ||
2021 ($000) | 2020 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 49,793 | 23,491 |
Realized Net Gain (Loss) | 42,975 | 60,523 |
Change in Unrealized Appreciation (Depreciation) | 79,354 | (56,962) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 172,122 | 27,052 |
Distributions | ||
Total Distributions | (93,869) | (66,320) |
Capital Share Transactions | ||
Issued | 194,769 | 150,614 |
Issued in Lieu of Cash Distributions | 56,654 | 32,898 |
Redeemed | (268,983) | (710,431) |
Net Increase (Decrease) from Capital Share Transactions | (17,560) | (526,919) |
Total Increase (Decrease) | 60,693 | (566,187) |
Net Assets | ||
Beginning of Period | 1,302,826 | 1,869,013 |
End of Period | 1,363,519 | 1,302,826 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2021 | 2020 | 20191 | 20181 | 20171 | |
Net Asset Value, Beginning of Period | $17.33 | $17.00 | $15.68 | $19.11 | $17.54 |
Investment Operations | |||||
Net Investment Income2 | .687 | .265 | .431 | .395 | .358 |
Capital Gain Distributions Received2 | .017 | .020 | .107 | .056 | .011 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.665 | .839 | 1.877 | (1.502) | 1.919 |
Total from Investment Operations | 2.369 | 1.124 | 2.415 | (1.051) | 2.288 |
Distributions | |||||
Dividends from Net Investment Income | (.688) | (.235) | (.535) | (.394) | (.394) |
Distributions from Realized Capital Gains | (.621) | (.559) | (.354) | (.996) | (.024) |
Return of Capital | — | — | (.206) | (.989) | (.300) |
Total Distributions | (1.309) | (.794) | (1.095) | (2.379) | (.718) |
Net Asset Value, End of Period | $18.39 | $17.33 | $17.00 | $15.68 | $19.11 |
Total Return | 13.77% | 6.89% | 15.64% | -5.67% | 13.29% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,364 | $1,303 | $1,869 | $1,760 | $2,089 |
Ratio of Total Expenses to Average Net Assets | — | — | 0.02% | 0.03% | 0.02% |
Acquired Fund Fees and Expenses | 0.31% | 0.28% | 0.30% | 0.29% | 0.32% |
Ratio of Net Investment Income to Average Net Assets | 3.69% | 1.65% | 2.57% | 2.11% | 1.95% |
Portfolio Turnover Rate | 16% | 33% | 19% | 17% | 8% |
1 | Prepared on a consolidated basis through the fiscal year ended December 31, 2019, to include activity associated with Vanguard MPF Portfolio, which was held by the fund until June 27, 2019. |
2 | Calculated based on average shares outstanding. |
Amount ($000) | |
Paid-in Capital | 2,245 |
Total Distributable Earnings (Loss) | (2,245) |
Amount ($000) | |
Undistributed Ordinary Income | 895 |
Undistributed Long-Term Gains | 10,801 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 341,632 |
Year Ended December 31, | ||
2021 Amount ($000) | 2020 Amount ($000) | |
Ordinary Income* | 54,549 | 24,356 |
Long-Term Capital Gains | 39,320 | 41,964 |
Total | 93,869 | 66,320 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 1,022,468 |
Gross Unrealized Appreciation | 363,172 |
Gross Unrealized Depreciation | (21,540) |
Net Unrealized Appreciation (Depreciation) | 341,632 |
Year Ended December 31, | ||||
2021 Shares (000) | 2020 Shares (000) | |||
Issued | 10,488 | 9,192 | ||
Issued in Lieu of Cash Distributions | 3,091 | 1,977 | ||
Redeemed | (14,607) | (45,943) | ||
Net Increase (Decrease) in Shares Outstanding | (1,028) | (34,774) |
Current Period Transactions | ||||||||
Dec. 31, 2020 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Dec. 31, 2021 Market Value ($000) | |
Vanguard Alternative Strategies Fund | 129,560 | 9,215 | 29,036 | (5,280) | 3,947 | 1,784 | — | 108,406 |
Vanguard Commodity Strategy Fund | 100,104 | 41,591 | 47,261 | 7,708 | 1,027 | 23,569 | — | 103,169 |
Vanguard Dividend Appreciation Index Fund | 39,311 | 7,283 | 8,082 | 961 | 8,384 | 782 | — | 47,857 |
Vanguard Emerging Markets Bond Fund | 32,872 | 11,900 | 2,157 | (12) | (2,261) | 1,317 | 666 | 40,342 |
Vanguard Emerging Markets Stock Index Fund | 26,040 | 10,347 | 1,750 | 572 | (1,456) | 782 | — | 33,753 |
Vanguard Global Minimum Volatility Fund | 32,525 | 2,192 | 2,324 | 344 | 2,296 | 1,192 | — | 35,033 |
Vanguard High Dividend Yield Index Fund | 39,358 | 1,206 | 7,779 | 1,417 | 6,879 | 1,208 | — | 41,081 |
Vanguard Market Liquidity Fund | 8,214 | NA1 | NA1 | — | — | — | — | 971 |
Vanguard Market Neutral Fund | 75,602 | 1,887 | 17,732 | (467) | 15,455 | 117 | — | 74,745 |
Vanguard Small-Cap Value Index Fund | 64,892 | 17,972 | 17,181 | 2,503 | 13,752 | 1,474 | — | 81,938 |
Vanguard Total Bond Market II Index Fund | 149,786 | 27,640 | 14,620 | (164) | (5,149) | 2,672 | 245 | 157,493 |
Vanguard Total International Bond Index Fund | 52,349 | 8,553 | 7,000 | 225 | (3,167) | 1,504 | 330 | 50,960 |
Vanguard Total International Stock Index Fund | 310,391 | 39,480 | 37,399 | 4,552 | 12,752 | 9,612 | — | 329,776 |
Vanguard Total Stock Market Index Fund | 182,717 | 18,772 | 53,135 | 25,287 | 16,636 | 2,300 | — | 190,277 |
Vanguard Value Index Fund | 65,614 | 2,480 | 14,142 | 4,088 | 10,259 | 1,480 | — | 68,299 |
Total | 1,309,335 | 200,518 | 259,598 | 41,734 | 79,354 | 49,793 | 1,241 | 1,364,100 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
Philadelphia, Pennsylvania
February 17, 2022
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
John T. Marcante | Lauren Valente |
Chris D. McIsaac |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
The Registrant has adopted a code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer or controller or persons performing similar functions. The Code of Ethics was amended during the reporting period covered by this report to make certain technical, non-material changes.
Item 3: Audit Committee Financial Expert.
All members of the Audit Committee have been determined by the Registrant’s Board of Trustees to be Audit Committee Financial Experts and to be independent: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 4: Principal Accountant Fees and Services.
(a) Audit Fees.
Audit Fees of the Registrant.
Fiscal Year Ended December 31, 2021: $22,000
Fiscal Year Ended December 31, 2020: $21,000
Aggregate Audit Fees of Registered Investment Companies in the Vanguard Group.
Fiscal Year Ended December 31, 2021: $11,244,694
Fiscal Year Ended December 31, 2020: $10,761,407
Includes fees billed in connection with audits of the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(b) Audit-Related Fees.
Fiscal Year Ended December 31, 2021: $2,955,181
Fiscal Year Ended December 31, 2020: $2,915,863
Includes fees billed in connection with assurance and related services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(c) Tax Fees.
Fiscal Year Ended December 31, 2021: $2,047,574
Fiscal Year Ended December 31, 2020: $247,168
Includes fees billed in connection with tax compliance, planning, and advice services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(d) All Other Fees.
Fiscal Year Ended December 31, 2021: $280,000
Fiscal Year Ended December 31, 2020: $115,000
Includes fees billed for services related to tax reported information provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(e) (1) Pre-Approval Policies. The policy of the Registrant’s Audit Committee is to consider, and, if appropriate, approve before the principal accountant is engaged for such services, all specific audit and non-audit services provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant. In making a determination, the Audit Committee considers whether the services are consistent with maintaining the principal accountant’s independence.
In the event of a contingency situation in which the principal accountant is needed to provide services in between scheduled Audit Committee meetings, the Chairman of the Audit Committee would be called on to consider and, if appropriate, pre-approve audit or permitted non-audit services in an amount sufficient to complete services through the next Audit Committee meeting, and to determine if such services would be consistent with maintaining the accountant’s independence. At the next scheduled Audit Committee meeting, services and fees would be presented to the Audit Committee for formal consideration, and, if appropriate, approval by the entire Audit Committee. The Audit Committee would again consider whether such services and fees are consistent with maintaining the principal accountant’s independence.
The Registrant’s Audit Committee is informed at least annually of all audit and non-audit services provided by the principal accountant to the Vanguard complex, whether such services are provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., or other entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant.
(2) No percentage of the principal accountant’s fees or services were approved pursuant to the waiver provision of paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.
(f) For the most recent fiscal year, over 50% of the hours worked under the principal accountant’s engagement were not performed by persons other than full-time, permanent employees of the principal accountant.
(g) Aggregate Non-Audit Fees.
Fiscal Year Ended December 31, 2021: $2,327,574
Fiscal Year Ended December 31, 2020: $362,168
Includes fees billed for non-audit services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(h) For the most recent fiscal year, the Audit Committee has determined that the provision of all non-audit services was consistent with maintaining the principal accountant’s independence.
Item 5: Audit Committee of Listed Registrants.
The Registrant is a listed issuer as defined in rule 10A-3 under the Securities Exchange Act of 1934 (“Exchange Act”). The Registrant has a separately-designated standing audit committee established in accordance with Section 3(a)(58)(A) of the Exchange Act. The Registrant’s audit committee members are: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 6: Investments.
Not applicable. The complete schedule of investments is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: Controls and Procedures.
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. There were no significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.
Item 12: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13: Exhibits.
(a)(1) | Code of Ethics filed herewith. |
(a)(2) | Certifications filed herewith. |
(b) | Certifications field herewith. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Vanguard Valley Forge Funds | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY CHIEF EXECUTIVE OFFICER |
Date: February 18, 2022
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
Vanguard Valley Forge Funds | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY CHIEF EXECUTIVE OFFICER |
Date: February 18, 2022
Vanguard Valley Forge Funds | ||
BY: | /s/ CHRISTINE BUCHANAN* | |
CHRISTINE BUCHANAN CHIEF FINANCIAL OFFICER |
Date: February 18, 2022
* By: | /s/ Anne E. Robinson |
Anne E. Robinson, pursuant to a Power of Attorney filed on November 29, 2021 (see File Number 33-64845), a Power of Attorney filed on October 12, 2021 (see File Number 33-23444), and a Power of Attorney filed on August 26, 2021 (see file Number 811-02652), Incorporated by Reference.