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, 2022—June 30, 2022
Item 1: Reports to Shareholders
About Your Fund's Expenses | 1 |
Financial Statements | 3 |
Trustees Approve Advisory Arrangement | 118 |
Liquidity Risk Management | 119 |
• | 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 June 30, 2022 | |||
Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Balanced Index Fund | |||
Investor Shares | $1,000.00 | $829.00 | $0.82 |
Admiral™ Shares | 1,000.00 | 829.50 | 0.32 |
Institutional Shares | 1,000.00 | 829.50 | 0.27 |
Based on Hypothetical 5% Yearly Return | |||
Balanced Index Fund | |||
Investor Shares | $1,000.00 | $1,023.90 | $0.90 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.50 | 0.30 |
Asset-Backed/Commercial Mortgage-Backed Securities | 1.1% |
Common Stocks | 59.0 |
Corporate Bonds | 11.0 |
Preferred Stocks | 0.0 |
Sovereign Bonds | 1.4 |
Taxable Municipal Bonds | 0.3 |
U.S. Government and Agency Obligations | 27.2 |
Shares | Market Value• ($000) | |||||
Common Stocks (58.8%) | ||||||
Basic Materials (1.2%) | ||||||
Linde plc | 387,112 | 111,306 | ||||
Air Products and Chemicals Inc. | 171,063 | 41,137 | ||||
Newmont Corp. | 611,836 | 36,508 | ||||
Freeport-McMoRan Inc. | 1,120,796 | 32,795 | ||||
Ecolab Inc. | 198,961 | 30,592 | ||||
Dow Inc. | 559,488 | 28,875 | ||||
International Flavors & Fragrances Inc. | 197,491 | 23,525 | ||||
Fastenal Co. | 441,219 | 22,026 | ||||
Nucor Corp. | 204,800 | 21,383 | ||||
Albemarle Corp. | 90,455 | 18,903 | ||||
LyondellBasell Industries NV Class A | 203,049 | 17,759 | ||||
CF Industries Holdings Inc. | 161,575 | 13,852 | ||||
Mosaic Co. | 279,350 | 13,194 | ||||
International Paper Co. | 286,985 | 12,005 | ||||
FMC Corp. | 97,315 | 10,414 | ||||
Avery Dennison Corp. | 63,603 | 10,295 | ||||
Steel Dynamics Inc. | 136,688 | 9,042 | ||||
Eastman Chemical Co. | 98,425 | 8,836 | ||||
Celanese Corp. | 74,428 | 8,754 | ||||
Reliance Steel & Aluminum Co. | 47,540 | 8,075 | ||||
Alcoa Corp. | 143,100 | 6,523 | ||||
* | Cleveland-Cliffs Inc. | 366,091 | 5,627 | |||
Royal Gold Inc. | 50,621 | 5,405 | ||||
Olin Corp. | 111,446 | 5,158 | ||||
* | RBC Bearings Inc. | 22,318 | 4,128 | |||
Valvoline Inc. | 139,534 | 4,023 | ||||
Ashland Global Holdings Inc. | 38,750 | 3,993 | ||||
Huntsman Corp. | 137,913 | 3,910 | ||||
Chemours Co. | 117,379 | 3,759 | ||||
Hexcel Corp. | 64,717 | 3,385 | ||||
Element Solutions Inc. | 182,779 | 3,254 | ||||
United States Steel Corp. | 178,043 | 3,189 | ||||
* | Univar Solutions Inc. | 127,713 | 3,176 | |||
UFP Industries Inc. | 46,235 | 3,150 | ||||
Commercial Metals Co. | 94,361 | 3,123 | ||||
Balchem Corp. | 22,616 | 2,934 | ||||
* | Livent Corp. | 127,674 | 2,897 | |||
Cabot Corp. | 44,156 | 2,817 | ||||
Timken Co. | 51,805 | 2,748 | ||||
Avient Corp. | 68,323 | 2,738 | ||||
Sensient Technologies Corp. | 32,733 | 2,637 | ||||
Westlake Corp. | 25,122 | 2,463 | ||||
* | MP Materials Corp. | 76,161 | 2,443 | |||
Scotts Miracle-Gro Co. | 29,878 | 2,360 | ||||
* | Arconic Corp. | 82,037 | 2,301 | |||
Mueller Industries Inc. | 41,401 | 2,206 | ||||
* | Ingevity Corp. | 30,291 | 1,913 | |||
Innospec Inc. | 19,761 | 1,893 | ||||
Boise Cascade Co. | 30,705 | 1,827 | ||||
NewMarket Corp. | 5,878 | 1,769 | ||||
Stepan Co. | 16,746 | 1,697 | ||||
Hecla Mining Co. | 427,152 | 1,674 | ||||
Minerals Technologies Inc. | 26,839 | 1,646 | ||||
Tronox Holdings plc Class A | 87,714 | 1,474 | ||||
Quaker Chemical Corp. | 9,735 | 1,456 | ||||
* | GCP Applied Technologies Inc. | 42,243 | 1,321 | |||
Materion Corp. | 15,393 | 1,135 |
Shares | Market Value• ($000) | |||||
Worthington Industries Inc. | 23,989 | 1,058 | ||||
Kaiser Aluminum Corp. | 13,151 | 1,040 | ||||
Carpenter Technology Corp. | 36,597 | 1,021 | ||||
GrafTech International Ltd. | 143,000 | 1,011 | ||||
Compass Minerals International Inc. | 27,193 | 962 | ||||
Sylvamo Corp. | 23,562 | 770 | ||||
* | Uranium Energy Corp. | 241,743 | 745 | |||
AdvanSix Inc. | 20,929 | 700 | ||||
Schweitzer-Mauduit International Inc. | 25,778 | 648 | ||||
* | TimkenSteel Corp. | 34,305 | 642 | |||
* | US Silica Holdings Inc. | 53,800 | 614 | |||
Schnitzer Steel Industries Inc. Class A | 18,601 | 611 | ||||
*,1 | Energy Fuels Inc. | 120,446 | 591 | |||
* | Coeur Mining Inc. | 172,147 | 523 | |||
Ecovyst Inc. | 50,500 | 497 | ||||
* | Clearwater Paper Corp. | 14,637 | 492 | |||
* | Resolute Forest Products Inc. | 37,600 | 480 | |||
* | Origin Materials Inc. | 92,204 | 472 | |||
* | Piedmont Lithium Inc. | 12,436 | 453 | |||
American Vanguard Corp. | 19,365 | 433 | ||||
Hawkins Inc. | 11,998 | 432 | ||||
Koppers Holdings Inc. | 17,410 | 394 | ||||
Haynes International Inc. | 11,967 | 392 | ||||
Neenah Inc. | 11,328 | 387 | ||||
Tredegar Corp. | 37,746 | 378 | ||||
* | Intrepid Potash Inc. | 7,428 | 336 | |||
*,1 | 5E Advanced Materials Inc. | 25,800 | 314 | |||
Ryerson Holding Corp. | 14,167 | 302 | ||||
* | LSB Industries Inc. | 21,677 | 300 | |||
Omega Flex Inc. | 2,737 | 295 | ||||
* | Century Aluminum Co. | 37,670 | 278 | |||
* | Amyris Inc. | 148,400 | 275 | |||
* | Alto Ingredients Inc. | 72,356 | 268 | |||
* | Unifi Inc. | 16,177 | 227 | |||
* | Northwest Pipe Co. | 7,317 | 219 | |||
Glatfelter Corp. | 29,983 | 206 | ||||
* | Synalloy Corp. | 12,800 | 180 | |||
* | Hycroft Mining Holding Corp. Class A | 152,110 | 169 | |||
*,1 | Dakota Gold Corp. | 50,500 | 169 | |||
Olympic Steel Inc. | 6,373 | 164 | ||||
Gold Resource Corp. | 88,800 | 145 | ||||
* | Ur-Energy Inc. | 114,960 | 122 | |||
FutureFuel Corp. | 16,400 | 119 | ||||
* | Rayonier Advanced Materials Inc. | 44,700 | 117 | |||
* | Marrone Bio Innovations Inc. | 77,379 | 90 | |||
* | Gatos Silver Inc. | 22,900 | 66 | |||
* | Universal Stainless & Alloy Products Inc. | 7,442 | 55 | |||
Northern Technologies International Corp. | 5,764 | 54 | ||||
* | Zymergen Inc. | 41,700 | 51 | |||
Culp Inc. | 7,359 | 32 | ||||
United-Guardian Inc. | 2,067 | 31 | ||||
Eastern Co. | 1,347 | 27 | ||||
* | NN Inc. | 10,564 | 27 | |||
Friedman Industries Inc. | 2,625 | 21 | ||||
Chicago Rivet & Machine Co. | 710 | 20 | ||||
* | Solitario Zinc Corp. | 21,690 | 12 | |||
* | United States Antimony Corp. | 19,099 | 8 | |||
* | Ampco-Pittsburgh Corp. | 1,874 | 7 | |||
* | US Gold Corp. | 708 | 3 |
Shares | Market Value• ($000) | |||||
* | Golden Minerals Co. | 648 | — | |||
*,2 | F-star Therapeutics Inc. CVR | 2,730 | — | |||
607,883 | ||||||
Consumer Discretionary (8.1%) | ||||||
* | Amazon.com Inc. | 6,672,980 | 708,737 | |||
* | Tesla Inc. | 679,570 | 457,636 | |||
Home Depot Inc. | 792,845 | 217,454 | ||||
Costco Wholesale Corp. | 342,112 | 163,967 | ||||
McDonald's Corp. | 569,671 | 140,640 | ||||
* | Walt Disney Co. | 1,406,049 | 132,731 | |||
Walmart Inc. | 1,061,796 | 129,093 | ||||
NIKE Inc. Class B | 978,982 | 100,052 | ||||
Lowe's Cos. Inc. | 502,799 | 87,824 | ||||
Starbucks Corp. | 883,873 | 67,519 | ||||
* | Netflix Inc. | 342,984 | 59,978 | |||
* | Booking Holdings Inc. | 31,363 | 54,854 | |||
Target Corp. | 357,237 | 50,453 | ||||
TJX Cos. Inc. | 861,499 | 48,115 | ||||
Dollar General Corp. | 176,686 | 43,366 | ||||
Activision Blizzard Inc. | 542,107 | 42,208 | ||||
Estee Lauder Cos. Inc. Class A | 161,086 | 41,024 | ||||
Ford Motor Co. | 3,053,279 | 33,983 | ||||
* | AutoZone Inc. | 15,334 | 32,955 | |||
* | O'Reilly Automotive Inc. | 50,807 | 32,098 | |||
* | General Motors Co. | 1,010,503 | 32,094 | |||
Marriott International Inc. Class A | 227,113 | 30,890 | ||||
* | Uber Technologies Inc. | 1,365,925 | 27,947 | |||
* | Chipotle Mexican Grill Inc. | 20,459 | 26,745 | |||
Electronic Arts Inc. | 216,265 | 26,309 | ||||
* | Dollar Tree Inc. | 165,534 | 25,798 | |||
Yum! Brands Inc. | 218,911 | 24,849 | ||||
* | Lululemon Athletica Inc. | 90,085 | 24,558 | |||
Hilton Worldwide Holdings Inc. | 214,459 | 23,899 | ||||
* | Airbnb Inc. Class A | 265,304 | 23,633 | |||
* | Warner Bros Discovery Inc. | 1,692,426 | 22,712 | |||
Ross Stores Inc. | 271,572 | 19,072 | ||||
* | Aptiv plc | 207,869 | 18,515 | |||
eBay Inc. | 431,634 | 17,986 | ||||
* | Copart Inc. | 165,236 | 17,955 | |||
Tractor Supply Co. | 86,110 | 16,692 | ||||
* | Southwest Airlines Co. | 457,295 | 16,517 | |||
DR Horton Inc. | 243,055 | 16,088 | ||||
* | Ulta Beauty Inc. | 40,254 | 15,517 | |||
* | Take-Two Interactive Software Inc. | 124,269 | 15,227 | |||
Genuine Parts Co. | 109,024 | 14,500 | ||||
* | Delta Air Lines Inc. | 498,135 | 14,431 | |||
Lennar Corp. Class A | 203,837 | 14,385 | ||||
* | Trade Desk Inc. Class A | 343,140 | 14,374 | |||
VF Corp. | 271,261 | 11,982 | ||||
Garmin Ltd. | 119,300 | 11,721 | ||||
* | CarMax Inc. | 124,106 | 11,229 | |||
* | Expedia Group Inc. | 117,324 | 11,126 | |||
Domino's Pizza Inc. | 27,698 | 10,794 | ||||
Darden Restaurants Inc. | 95,334 | 10,784 | ||||
* | Rivian Automotive Inc. Class A | 416,464 | 10,720 | |||
Pool Corp. | 29,220 | 10,263 | ||||
Best Buy Co. Inc. | 156,137 | 10,179 | ||||
Paramount Global Class B | 410,236 | 10,125 | ||||
Omnicom Group Inc. | 158,625 | 10,090 | ||||
* | NVR Inc. | 2,384 | 9,546 | |||
* | Live Nation Entertainment Inc. | 113,810 | 9,398 | |||
* | United Airlines Holdings Inc. | 255,962 | 9,066 | |||
LKQ Corp. | 184,379 | 9,051 | ||||
* | Las Vegas Sands Corp. | 268,083 | 9,005 | |||
Interpublic Group of Cos. Inc. | 301,440 | 8,299 | ||||
Service Corp. International | 117,227 | 8,103 | ||||
Advance Auto Parts Inc. | 46,380 | 8,028 | ||||
Hasbro Inc. | 96,856 | 7,931 | ||||
* | Liberty Media Corp.-Liberty Formula One Class C | 123,832 | 7,860 |
Shares | Market Value• ($000) | |||||
*,1 | Lucid Group Inc. | 454,997 | 7,808 | |||
Fox Corp. Class A | 239,603 | 7,706 | ||||
* | ROBLOX Corp. Class A | 232,050 | 7,625 | |||
MGM Resorts International | 262,681 | 7,605 | ||||
PulteGroup Inc. | 181,228 | 7,182 | ||||
* | Etsy Inc. | 97,071 | 7,107 | |||
* | Burlington Stores Inc. | 50,729 | 6,911 | |||
Vail Resorts Inc. | 31,648 | 6,901 | ||||
Whirlpool Corp. | 42,863 | 6,638 | ||||
Rollins Inc. | 188,430 | 6,580 | ||||
* | BJ's Wholesale Club Holdings Inc. | 104,404 | 6,506 | |||
* | American Airlines Group Inc. | 496,399 | 6,294 | |||
BorgWarner Inc. | 183,363 | 6,119 | ||||
*,1 | GameStop Corp. Class A | 49,700 | 6,078 | |||
Lithia Motors Inc. Class A | 21,976 | 6,039 | ||||
Aramark | 195,744 | 5,996 | ||||
* | Mattel Inc. | 268,015 | 5,985 | |||
* | Caesars Entertainment Inc. | 155,645 | 5,961 | |||
Williams-Sonoma Inc. | 53,644 | 5,952 | ||||
Tapestry Inc. | 191,443 | 5,843 | ||||
* | Royal Caribbean Cruises Ltd. | 166,127 | 5,799 | |||
Lear Corp. | 45,506 | 5,729 | ||||
* | Carnival Corp. | 648,127 | 5,606 | |||
Newell Brands Inc. | 285,016 | 5,427 | ||||
*,1 | AMC Entertainment Holdings Inc. Class A | 393,400 | 5,331 | |||
* | Deckers Outdoor Corp. | 20,754 | 5,300 | |||
Gentex Corp. | 182,567 | 5,106 | ||||
Churchill Downs Inc. | 26,535 | 5,082 | ||||
Nexstar Media Group Inc. Class A | 30,185 | 4,917 | ||||
* | Floor & Decor Holdings Inc. Class A | 77,808 | 4,899 | |||
* | Five Below Inc. | 42,106 | 4,776 | |||
News Corp. Class A | 303,485 | 4,728 | ||||
Bath & Body Works Inc. | 174,640 | 4,701 | ||||
* | Capri Holdings Ltd. | 114,401 | 4,692 | |||
Wyndham Hotels & Resorts Inc. | 70,926 | 4,661 | ||||
* | Wynn Resorts Ltd. | 81,051 | 4,618 | |||
Nielsen Holdings plc | 193,696 | 4,498 | ||||
* | Planet Fitness Inc. Class A | 64,688 | 4,399 | |||
Polaris Inc. | 43,974 | 4,366 | ||||
H&R Block Inc. | 120,231 | 4,247 | ||||
* | SiteOne Landscape Supply Inc. | 34,790 | 4,135 | |||
* | AutoNation Inc. | 36,154 | 4,041 | |||
Macy's Inc. | 217,951 | 3,993 | ||||
Murphy USA Inc. | 16,894 | 3,934 | ||||
Texas Roadhouse Inc. Class A | 53,670 | 3,929 | ||||
* | Bright Horizons Family Solutions Inc. | 46,337 | 3,916 | |||
* | Penn National Gaming Inc. | 127,492 | 3,878 | |||
* | Terminix Global Holdings Inc. | 94,771 | 3,852 | |||
Toll Brothers Inc. | 86,236 | 3,846 | ||||
* | Alaska Air Group Inc. | 95,519 | 3,826 | |||
1 | Sirius XM Holdings Inc. | 600,803 | 3,683 | |||
* | Skechers USA Inc. Class A | 102,031 | 3,630 | |||
* | Norwegian Cruise Line Holdings Ltd. | 324,654 | 3,610 | |||
TEGNA Inc. | 171,129 | 3,589 | ||||
Leggett & Platt Inc. | 102,888 | 3,558 | ||||
Kohl's Corp. | 99,220 | 3,541 | ||||
* | Liberty Media Corp.-Liberty SiriusXM Class C | 96,759 | 3,488 | |||
Fox Corp. Class B | 116,981 | 3,474 | ||||
* | IAA Inc. | 105,223 | 3,448 | |||
New York Times Co. Class A | 122,408 | 3,415 | ||||
Choice Hotels International Inc. | 30,585 | 3,414 | ||||
* | DraftKings Inc. Class A | 292,556 | 3,414 | |||
Marriott Vacations Worldwide Corp. | 29,292 | 3,404 | ||||
* | Light & Wonder Inc. | 72,093 | 3,388 | |||
* | Avis Budget Group Inc. | 22,223 | 3,269 | |||
AMERCO | 6,790 | 3,247 | ||||
* | RH | 15,262 | 3,240 | |||
Harley-Davidson Inc. | 99,895 | 3,163 | ||||
1 | Dick's Sporting Goods Inc. | 41,057 | 3,094 |
Shares | Market Value• ($000) | |||||
* | Helen of Troy Ltd. | 19,027 | 3,090 | |||
PVH Corp. | 53,119 | 3,022 | ||||
Thor Industries Inc. | 40,441 | 3,022 | ||||
* | Lyft Inc. Class A | 224,418 | 2,980 | |||
* | Hyatt Hotels Corp. Class A | 39,366 | 2,910 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 80,581 | 2,904 | |||
Boyd Gaming Corp. | 58,314 | 2,901 | ||||
* | Asbury Automotive Group Inc. | 16,604 | 2,812 | |||
Ralph Lauren Corp. | 31,198 | 2,797 | ||||
* | Hertz Global Holdings Inc. | 175,500 | 2,780 | |||
Hanesbrands Inc. | 263,235 | 2,709 | ||||
* | Liberty Media Corp.-Liberty Formula One Class A | 46,699 | 2,707 | |||
* | YETI Holdings Inc. | 62,524 | 2,705 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 45,838 | 2,693 | |||
* | Fox Factory Holding Corp. | 33,297 | 2,682 | |||
Tempur Sealy International Inc. | 124,680 | 2,664 | ||||
* | Hilton Grand Vacations Inc. | 71,892 | 2,569 | |||
Wendy's Co. | 133,377 | 2,518 | ||||
* | Wayfair Inc. Class A | 57,729 | 2,515 | |||
* | Chewy Inc. Class A | 70,269 | 2,440 | |||
Travel + Leisure Co. | 61,851 | 2,401 | ||||
* | Grand Canyon Education Inc. | 24,898 | 2,345 | |||
Academy Sports & Outdoors Inc. | 65,215 | 2,318 | ||||
* | Visteon Corp. | 22,167 | 2,296 | |||
* | Goodyear Tire & Rubber Co. | 212,647 | 2,277 | |||
* | Coty Inc. Class A | 281,967 | 2,259 | |||
Warner Music Group Corp. Class A | 89,219 | 2,173 | ||||
* | Dorman Products Inc. | 19,776 | 2,170 | |||
* | Crocs Inc. | 43,954 | 2,139 | |||
Group 1 Automotive Inc. | 12,560 | 2,133 | ||||
LCI Industries | 18,968 | 2,122 | ||||
* | Meritage Homes Corp. | 29,258 | 2,121 | |||
Carter's Inc. | 29,961 | 2,112 | ||||
World Wrestling Entertainment Inc. Class A | 33,721 | 2,107 | ||||
* | Callaway Golf Co. | 102,814 | 2,097 | |||
Penske Automotive Group Inc. | 19,957 | 2,089 | ||||
* | JetBlue Airways Corp. | 246,521 | 2,063 | |||
* | Spirit Airlines Inc. | 85,301 | 2,034 | |||
* | Endeavor Group Holdings Inc. Class A | 98,717 | 2,030 | |||
Papa John's International Inc. | 24,176 | 2,019 | ||||
* | Taylor Morrison Home Corp. Class A | 86,127 | 2,012 | |||
* | Peloton Interactive Inc. Class A | 218,855 | 2,009 | |||
* | Skyline Champion Corp. | 41,920 | 1,988 | |||
Columbia Sportswear Co. | 27,724 | 1,984 | ||||
KB Home | 67,341 | 1,917 | ||||
Foot Locker Inc. | 74,803 | 1,889 | ||||
Signet Jewelers Ltd. | 35,200 | 1,882 | ||||
Rush Enterprises Inc. Class A | 38,835 | 1,872 | ||||
* | Madison Square Garden Sports Corp. | 12,340 | 1,863 | |||
Nordstrom Inc. | 85,641 | 1,810 | ||||
Steven Madden Ltd. | 55,962 | 1,803 | ||||
* | National Vision Holdings Inc. | 65,404 | 1,799 | |||
Wingstop Inc. | 23,709 | 1,773 | ||||
* | Sonos Inc. | 96,773 | 1,746 | |||
* | Carvana Co. | 76,606 | 1,730 | |||
* | Victoria's Secret & Co. | 61,213 | 1,712 | |||
* | Chegg Inc. | 89,694 | 1,684 | |||
MillerKnoll Inc. | 63,389 | 1,665 | ||||
* | Leslie's Inc. | 108,875 | 1,653 | |||
Gap Inc. | 196,700 | 1,621 | ||||
Graham Holdings Co. Class B | 2,834 | 1,606 | ||||
PriceSmart Inc. | 22,382 | 1,603 | ||||
* | Boot Barn Holdings Inc. | 23,076 | 1,590 | |||
John Wiley & Sons Inc. Class A | 32,872 | 1,570 | ||||
* | Gentherm Inc. | 24,923 | 1,555 | |||
* | Sabre Corp. | 256,400 | 1,495 | |||
* | SeaWorld Entertainment Inc. | 33,585 | 1,484 | |||
Cracker Barrel Old Country Store Inc. | 17,743 | 1,481 | ||||
* | Under Armour Inc. Class A | 174,609 | 1,454 |
Shares | Market Value• ($000) | |||||
* | KAR Auction Services Inc. | 97,587 | 1,441 | |||
* | Duolingo Inc. Class A | 16,448 | 1,440 | |||
* | Frontdoor Inc. | 59,763 | 1,439 | |||
News Corp. Class B | 90,502 | 1,438 | ||||
MDC Holdings Inc. | 44,459 | 1,436 | ||||
* | Tri Pointe Homes Inc. | 84,077 | 1,418 | |||
Dana Inc. | 100,670 | 1,416 | ||||
* | TripAdvisor Inc. | 78,779 | 1,402 | |||
* | Six Flags Entertainment Corp. | 63,069 | 1,369 | |||
Red Rock Resorts Inc. Class A | 40,727 | 1,359 | ||||
* | Allegiant Travel Co. | 11,982 | 1,355 | |||
Kontoor Brands Inc. | 40,491 | 1,351 | ||||
Wolverine World Wide Inc. | 66,866 | 1,348 | ||||
* | LGI Homes Inc. | 15,396 | 1,338 | |||
American Eagle Outfitters Inc. | 119,546 | 1,337 | ||||
Laureate Education Inc. Class A | 113,159 | 1,309 | ||||
Strategic Education Inc. | 18,403 | 1,299 | ||||
*,1 | QuantumScape Corp. Class A | 148,781 | 1,278 | |||
* | Cinemark Holdings Inc. | 84,330 | 1,267 | |||
* | Cavco Industries Inc. | 6,408 | 1,256 | |||
* | Stride Inc. | 30,230 | 1,233 | |||
* | Adtalem Global Education Inc. | 33,547 | 1,207 | |||
* | Tenneco Inc. Class A | 69,800 | 1,198 | |||
* | elf Beauty Inc. | 38,814 | 1,191 | |||
Bloomin' Brands Inc. | 71,500 | 1,188 | ||||
* | Shake Shack Inc. Class A | 29,830 | 1,178 | |||
Levi Strauss & Co. Class A | 70,747 | 1,155 | ||||
* | Madison Square Garden Entertainment Corp. | 21,882 | 1,151 | |||
Winnebago Industries Inc. | 23,559 | 1,144 | ||||
* | Knowles Corp. | 64,653 | 1,120 | |||
* | Coursera Inc. | 78,301 | 1,110 | |||
* | Under Armour Inc. Class C | 144,593 | 1,096 | |||
* | Driven Brands Holdings Inc. | 39,765 | 1,095 | |||
* | Everi Holdings Inc. | 66,989 | 1,093 | |||
* | Vista Outdoor Inc. | 38,916 | 1,086 | |||
Monro Inc. | 24,603 | 1,055 | ||||
Acushnet Holdings Corp. | 25,050 | 1,044 | ||||
HNI Corp. | 30,091 | 1,044 | ||||
Century Communities Inc. | 23,127 | 1,040 | ||||
* | Central Garden & Pet Co. Class A | 25,668 | 1,027 | |||
Gray Television Inc. | 60,831 | 1,027 | ||||
* | ODP Corp. | 33,751 | 1,021 | |||
*,1 | Fisker Inc. Class A | 117,100 | 1,004 | |||
Cheesecake Factory Inc. | 37,695 | 996 | ||||
Oxford Industries Inc. | 11,127 | 987 | ||||
*,1 | Luminar Technologies Inc. Class A | 164,987 | 978 | |||
* | Sally Beauty Holdings Inc. | 81,417 | 970 | |||
Inter Parfums Inc. | 12,887 | 942 | ||||
* | Figs Inc. Class A | 101,663 | 926 | |||
* | M/I Homes Inc. | 22,855 | 906 | |||
* | Dave & Buster's Entertainment Inc. | 27,500 | 901 | |||
Jack in the Box Inc. | 16,056 | 900 | ||||
Sturm Ruger & Co. Inc. | 14,136 | 900 | ||||
* | Malibu Boats Inc. Class A | 16,616 | 876 | |||
Franchise Group Inc. | 24,078 | 844 | ||||
*,1 | Dutch Bros Inc. Class A | 26,662 | 844 | |||
La-Z-Boy Inc. | 35,433 | 840 | ||||
* | Petco Health & Wellness Co. Inc. Class A | 56,651 | 835 | |||
* | Overstock.com Inc. | 33,041 | 826 | |||
* | PowerSchool Holdings Inc. Class A | 68,314 | 823 | |||
* | SkyWest Inc. | 38,575 | 820 | |||
* | Sweetgreen Inc. Class A | 69,750 | 813 | |||
* | Urban Outfitters Inc. | 43,342 | 809 | |||
Caleres Inc. | 30,600 | 803 | ||||
Dine Brands Global Inc. | 12,079 | 786 | ||||
* | Brinker International Inc. | 35,325 | 778 | |||
* | Revolve Group Inc. Class A | 29,900 | 775 | |||
Dillard's Inc. Class A | 3,501 | 772 | ||||
Qurate Retail Inc. Class A | 266,634 | 765 |
Shares | Market Value• ($000) | |||||
* | iRobot Corp. | 20,796 | 764 | |||
Rent-A-Center Inc. | 38,412 | 747 | ||||
* | Funko Inc. Class A | 32,600 | 728 | |||
* | PROG Holdings Inc. | 44,128 | 728 | |||
* | Abercrombie & Fitch Co. Class A | 42,838 | 725 | |||
Krispy Kreme Inc. | 52,910 | 720 | ||||
* | Mister Car Wash Inc. | 65,342 | 711 | |||
* | XPEL Inc. | 15,393 | 707 | |||
* | Monarch Casino & Resort Inc. | 11,887 | 697 | |||
Interface Inc. Class A | 54,678 | 686 | ||||
Buckle Inc. | 24,717 | 684 | ||||
* | AMC Networks Inc. Class A | 22,780 | 663 | |||
Sinclair Broadcast Group Inc. Class A | 32,200 | 657 | ||||
* | Lions Gate Entertainment Corp. Class B | 73,308 | 647 | |||
* | American Axle & Manufacturing Holdings Inc. | 85,596 | 645 | |||
1 | Camping World Holdings Inc. Class A | 29,682 | 641 | |||
* | iHeartMedia Inc. Class A | 81,059 | 640 | |||
* | Clean Energy Fuels Corp. | 142,539 | 639 | |||
Matthews International Corp. Class A | 22,042 | 632 | ||||
* | G-III Apparel Group Ltd. | 30,976 | 627 | |||
Standard Motor Products Inc. | 13,650 | 614 | ||||
* | 2U Inc. | 57,721 | 604 | |||
* | Liberty Media Corp.-Liberty Braves Class C | 24,614 | 591 | |||
* | MarineMax Inc. | 16,108 | 582 | |||
* | ContextLogic Inc. Class A | 363,054 | 581 | |||
* | Life Time Group Holdings Inc. | 45,000 | 580 | |||
* | Hawaiian Holdings Inc. | 39,683 | 568 | |||
* | ACV Auctions Inc. Class A | 86,708 | 567 | |||
* | Sleep Number Corp. | 18,237 | 564 | |||
* | Cars.com Inc. | 59,600 | 562 | |||
Designer Brands Inc. Class A | 42,952 | 561 | ||||
Sonic Automotive Inc. Class A | 15,175 | 556 | ||||
Steelcase Inc. Class A | 51,828 | 556 | ||||
* | Lions Gate Entertainment Corp. Class A | 59,304 | 552 | |||
* | EW Scripps Co. Class A | 44,261 | 552 | |||
Arko Corp. | 67,400 | 550 | ||||
* | Golden Entertainment Inc. | 13,829 | 547 | |||
* | Central Garden & Pet Co. | 12,440 | 528 | |||
* | Cardlytics Inc. | 23,301 | 520 | |||
* | GoPro Inc. Class A | 93,976 | 520 | |||
Guess? Inc. | 30,411 | 518 | ||||
Smith & Wesson Brands Inc. | 39,047 | 513 | ||||
* | Thryv Holdings Inc. | 22,800 | 510 | |||
A-Mark Precious Metals Inc. | 15,632 | 504 | ||||
* | Udemy Inc. | 49,167 | 502 | |||
* | Green Brick Partners Inc. | 24,904 | 487 | |||
Big Lots Inc. | 23,152 | 485 | ||||
* | Accel Entertainment Inc. Class A | 45,284 | 481 | |||
* | Perdoceo Education Corp. | 40,654 | 479 | |||
* | Bally's Corp. | 23,975 | 474 | |||
Carriage Services Inc. Class A | 11,579 | 459 | ||||
* | Sun Country Airlines Holdings Inc. | 24,720 | 453 | |||
*,1 | Blink Charging Co. | 27,033 | 447 | |||
* | Genesco Inc. | 8,865 | 442 | |||
Scholastic Corp. | 12,175 | 438 | ||||
* | America's Car-Mart Inc. | 4,309 | 433 | |||
* | Denny's Corp. | 49,923 | 433 | |||
* | Children's Place Inc. | ��10,719 | 417 | |||
Movado Group Inc. | 13,282 | 411 | ||||
* | Viad Corp. | 14,866 | 410 | |||
* | Chico's FAS Inc. | 82,065 | 408 | |||
Clarus Corp. | 21,337 | 405 | ||||
Global Industrial Co. | 11,984 | 405 | ||||
* | Stoneridge Inc. | 23,341 | 400 | |||
Aaron's Co. Inc. | 27,396 | 399 | ||||
* | Zumiez Inc. | 15,029 | 391 | |||
* | TravelCenters of America Inc. | 11,200 | 386 | |||
Hibbett Inc. | 8,784 | 384 | ||||
RCI Hospitality Holdings Inc. | 7,914 | 383 |
Shares | Market Value• ($000) | |||||
Winmark Corp. | 1,926 | 377 | ||||
Ruth's Hospitality Group Inc. | 23,038 | 375 | ||||
Lennar Corp. Class B | 6,077 | 357 | ||||
* | QuinStreet Inc. | 34,959 | 352 | |||
* | BJ's Restaurants Inc. | 16,148 | 350 | |||
European Wax Center Inc. Class A | 19,855 | 350 | ||||
* | Arlo Technologies Inc. | 55,119 | 346 | |||
* | Sportsman's Warehouse Holdings Inc. | 36,100 | 346 | |||
* | Allbirds Inc. Class A | 86,668 | 341 | |||
*,1 | Vuzix Corp. | 47,800 | 339 | |||
* | Integral Ad Science Holding Corp. | 33,975 | 337 | |||
* | Holley Inc. | 31,500 | 331 | |||
* | Stagwell Inc. | 60,890 | 331 | |||
* | Marcus Corp. | 22,280 | 329 | |||
* | Liquidity Services Inc. | 24,357 | 327 | |||
* | Corsair Gaming Inc. | 24,428 | 321 | |||
* | Chuy's Holdings Inc. | 15,928 | 317 | |||
Bluegreen Vacations Holding Corp. Class A | 12,615 | 315 | ||||
* | Rover Group Inc. Class A | 82,808 | 311 | |||
Ethan Allen Interiors Inc. | 15,022 | 304 | ||||
* | Poshmark Inc. Class A | 29,765 | 301 | |||
* | Lovesac Co. | 10,900 | 300 | |||
* | Playstudios Inc. | 69,946 | 299 | |||
* | Stitch Fix Inc. Class A | 59,923 | 296 | |||
*,1 | Liberty Media Corp.-Liberty Braves Class A | 11,719 | 295 | |||
* | Wheels Up Experience Inc. | 149,123 | 291 | |||
* | Clear Channel Outdoor Holdings Inc. | 265,400 | 284 | |||
* | Gannett Co. Inc. | 96,200 | 279 | |||
Haverty Furniture Cos. Inc. | 11,934 | 277 | ||||
Johnson Outdoors Inc. Class A | 4,529 | 277 | ||||
* | Beazer Homes USA Inc. | 22,577 | 272 | |||
* | WW International Inc. | 41,763 | 267 | |||
*,1 | Faraday Future Intelligent Electric Inc. | 100,801 | 262 | |||
* | Boston Omaha Corp. Class A | 12,493 | 258 | |||
* | Sciplay Corp. Class A | 18,478 | 258 | |||
* | First Watch Restaurant Group Inc. | 17,856 | 257 | |||
*,1 | Portillo's Inc. Class A | 15,691 | 257 | |||
* | MasterCraft Boat Holdings Inc. | 11,800 | 248 | |||
*,1 | Mullen Automotive Inc. | 241,800 | 247 | |||
*,1 | Frontier Group Holdings Inc. | 26,032 | 244 | |||
Kimball International Inc. Class B | 31,256 | 240 | ||||
* | Selectquote Inc. | 96,684 | 240 | |||
* | Tupperware Brands Corp. | 37,700 | 239 | |||
* | Legacy Housing Corp. | 18,300 | 239 | |||
* | Angi Inc. Class A | 51,994 | 238 | |||
*,1 | AMMO Inc. | 60,739 | 234 | |||
* | American Public Education Inc. | 14,286 | 231 | |||
* | Universal Electronics Inc. | 8,830 | 226 | |||
* | Latham Group Inc. | 32,438 | 225 | |||
* | Fossil Group Inc. | 42,400 | 219 | |||
* | OneWater Marine Inc. Class A | 6,600 | 218 | |||
* | Eastman Kodak Co. | 46,489 | 216 | |||
Cato Corp. Class A | 18,491 | 215 | ||||
* | CarParts.com Inc. | 29,616 | 206 | |||
Bassett Furniture Industries Inc. | 11,200 | 203 | ||||
* | 1-800-Flowers.com Inc. Class A | 21,198 | 202 | |||
Build-A-Bear Workshop Inc. | 12,127 | 199 | ||||
* | Alta Equipment Group Inc. | 22,200 | 199 | |||
* | Century Casinos Inc. | 27,263 | 196 | |||
* | Quotient Technology Inc. | 65,116 | 193 | |||
* | Bowlero Corp. | 18,200 | 193 | |||
*,1 | Genius Brands International Inc. | 253,800 | 192 | |||
Rocky Brands Inc. | 5,601 | 191 | ||||
*,1 | Focus Universal Inc. | 16,600 | 190 | |||
1 | Big 5 Sporting Goods Corp. | 16,718 | 187 | |||
* | Citi Trends Inc. | 7,854 | 186 | |||
* | Daily Journal Corp. | 718 | ��� 186 | |||
*,1 | Vinco Ventures Inc. | 134,900 | 186 | |||
* | LL Flooring Holdings Inc. | 19,622 | 184 |
Shares | Market Value• ($000) | |||||
*,1 | Canoo Inc. | 99,300 | 184 | |||
* | Bed Bath & Beyond Inc. | 36,767 | 183 | |||
*,1 | Rent the Runway Inc. Class A | 59,000 | 181 | |||
* | Full House Resorts Inc. | 29,586 | 180 | |||
* | Rush Street Interactive Inc. | 38,600 | 180 | |||
Shoe Carnival Inc. | 8,230 | 178 | ||||
* | Motorcar Parts of America Inc. | 13,428 | 176 | |||
Entravision Communications Corp. Class A | 38,303 | 175 | ||||
* | Universal Technical Institute Inc. | 24,531 | 175 | |||
* | Vizio Holding Corp. Class A | 25,397 | 173 | |||
* | Dream Finders Homes Inc. Class A | 16,072 | 171 | |||
* | Kura Sushi USA Inc. Class A | 3,346 | 166 | |||
* | RealReal Inc. | 66,800 | 166 | |||
* | Lordstown Motors Corp. | 105,000 | 166 | |||
Hooker Furnishings Corp. | 10,600 | 165 | ||||
Nathan's Famous Inc. | 2,809 | 165 | ||||
* | Lulu's Fashion Lounge Holdings Inc. | 15,108 | 164 | |||
* | Turtle Beach Corp. | 13,183 | 161 | |||
* | El Pollo Loco Holdings Inc. | 16,271 | 160 | |||
* | Delta Apparel Inc. | 5,328 | 151 | |||
* | Hovnanian Enterprises Inc. Class A | 3,500 | 150 | |||
Tile Shop Holdings Inc. | 48,500 | 149 | ||||
* | Lindblad Expeditions Holdings Inc. | 17,847 | 145 | |||
* | Container Store Group Inc. | 22,761 | 142 | |||
Superior Group of Cos. Inc. | 8,001 | 142 | ||||
* | Xponential Fitness Inc. Class A | 11,073 | 139 | |||
* | Purple Innovation Inc. Class A | 45,093 | 138 | |||
* | Nerdy Inc. | 63,500 | 135 | |||
* | Outbrain Inc. | 25,574 | 129 | |||
* | 1847 Goedeker Inc. | 105,100 | 128 | |||
* | Noodles & Co. Class A | 27,098 | 127 | |||
Weyco Group Inc. | 4,901 | 120 | ||||
* | VOXX International Corp. Class A | 12,800 | 119 | |||
* | Destination XL Group Inc. | 34,900 | 118 | |||
* | Lands' End Inc. | 10,900 | 116 | |||
* | Vera Bradley Inc. | 26,700 | 116 | |||
* | ONE Group Hospitality Inc. | 15,411 | 114 | |||
* | Red Robin Gourmet Burgers Inc. | 14,100 | 113 | |||
*,1 | Redbox Entertainment Inc. | 15,200 | 112 | |||
* | Owlet Inc. | 65,425 | 111 | |||
Saga Communications Inc. Class A | 4,438 | 110 | ||||
* | Express Inc. | 55,300 | 108 | |||
* | Strattec Security Corp. | 3,216 | 107 | |||
* | American Outdoor Brands Inc. | 11,061 | 105 | |||
* | ThredUp Inc. Class A | 41,643 | 104 | |||
* | Snap One Holdings Corp. | 11,073 | 102 | |||
*,1 | Ondas Holdings Inc. | 18,500 | 100 | |||
1 | Weber Inc. Class A | 13,930 | 100 | |||
* | Lazydays Holdings Inc. | 8,200 | 97 | |||
* | Party City Holdco Inc. | 73,000 | 96 | |||
* | Fiesta Restaurant Group Inc. | 13,364 | 95 | |||
* | Audacy Inc. Class A | 100,400 | 95 | |||
Acme United Corp. | 2,909 | 92 | ||||
*,1 | Aterian Inc. | 42,700 | 92 | |||
NL Industries Inc. | 9,161 | 90 | ||||
* | Drive Shack Inc. | 64,811 | 89 | |||
* | XpresSpa Group Inc. | 124,200 | 86 | |||
* | RumbleON Inc. Class B | 5,807 | 85 | |||
Tilly's Inc. Class A | 11,657 | 82 | ||||
* | Lee Enterprises Inc. | 4,325 | 82 | |||
* | Cooper-Standard Holdings Inc. | 16,300 | 81 | |||
* | Barnes & Noble Education Inc. | 27,441 | 80 | |||
* | BARK Inc. | 62,355 | 80 | |||
* | Traeger Inc. | 18,573 | 79 | |||
Flexsteel Industries Inc. | 4,330 | 78 | ||||
* | Cumulus Media Inc. Class A | 10,024 | 77 | |||
* | Townsquare Media Inc. Class A | 9,269 | 76 | |||
* | Cricut Inc. Class A | 12,396 | 76 | |||
* | Biglari Holdings Inc. Class B | 610 | 75 |
Shares | Market Value• ($000) | |||||
Carrols Restaurant Group Inc. | 37,000 | 75 | ||||
* | PlayAGS Inc. | 14,501 | 75 | |||
* | F45 Training Holdings Inc. | 19,083 | 75 | |||
* | XL Fleet Corp. | 62,800 | 72 | |||
* | Lakeland Industries Inc. | 4,633 | 71 | |||
*,1 | Arcimoto Inc. | 20,700 | 68 | |||
* | Mesa Air Group Inc. | 29,600 | 65 | |||
* | Conn's Inc. | 7,900 | 63 | |||
* | Duluth Holdings Inc. Class B | 6,600 | 63 | |||
Marine Products Corp. | 6,508 | 62 | ||||
*,1 | Cinedigm Corp. Class A | 124,200 | 61 | |||
* | BurgerFi International Inc. | 18,200 | 59 | |||
National CineMedia Inc. | 63,500 | 58 | ||||
Escalade Inc. | 4,321 | 56 | ||||
Lifetime Brands Inc. | 4,913 | 54 | ||||
* | Urban One Inc. Class A | 9,500 | 52 | |||
* | Arhaus Inc. Class A | 11,090 | 50 | |||
* | Liberty TripAdvisor Holdings Inc. Class A | 62,500 | 47 | |||
* | Kirkland's Inc. | 11,800 | 42 | |||
* | Lincoln Educational Services Corp. | 6,500 | 41 | |||
* | Potbelly Corp. | 6,980 | 39 | |||
* | Solo Brands Inc. Class A | 9,725 | 39 | |||
* | Nautilus Inc. | 20,996 | 37 | |||
* | Superior Industries International Inc. | 9,407 | 37 | |||
Wayside Technology Group Inc. | 1,052 | 35 | ||||
* | CuriosityStream Inc. | 20,600 | 35 | |||
JOANN Inc. | 4,418 | 34 | ||||
* | Kewaunee Scientific Corp. | 1,646 | 27 | |||
*,1 | Revlon Inc. Class A | 5,042 | 27 | |||
*,1 | Shift Technologies Inc. Class A | 40,200 | 27 | |||
* | EBET Inc. | 10,900 | 26 | |||
* | SRAX Inc. Class A | 7,476 | 25 | |||
Hamilton Beach Brands Holding Co. Class A | 1,820 | 23 | ||||
* | Cryptyde Inc. | 11,570 | 23 | |||
* | AYRO Inc. | 24,748 | 21 | |||
* | Fluent Inc. | 16,860 | 20 | |||
* | Marchex Inc. Class B | 15,105 | 20 | |||
* | iMedia Brands Inc. | 14,424 | 17 | |||
* | BBQ Holdings Inc. | 1,407 | 15 | |||
* | Gaia Inc. Class A | 3,502 | 15 | |||
Educational Development Corp. | 3,375 | 14 | ||||
* | FlexShopper Inc. | 16,024 | 14 | |||
* | Tuesday Morning Corp. | 38,425 | 14 | |||
* | J. Jill Inc. | 654 | 12 | |||
* | Zovio Inc. Class A | 11,435 | 11 | |||
*,2 | Luby's Inc. | 6,211 | 11 | |||
FAT Brands Inc. Class A | 1,292 | 10 | ||||
* | HyreCar Inc. | 16,243 | 10 | |||
* | JAKKS Pacific Inc. | 779 | 10 | |||
* | Live Ventures Inc. | 372 | 9 | |||
* | Brilliant Earth Group Inc. Class A | 1,700 | 8 | |||
* | Beasley Broadcast Group Inc. Class A | 5,320 | 7 | |||
* | Aspen Group Inc. | 6,353 | 6 | |||
* | Salem Media Group Inc. Class A | 1,621 | 3 | |||
* | Unique Fabricating Inc. | 1,793 | 2 | |||
*,2 | Zagg Inc. CVR | 26,018 | 2 | |||
FAT Brands Inc. Class B | 149 | 1 | ||||
*,1,2 | SRAX Inc. | 7,476 | 1 | |||
* | Charles & Colvard Ltd. | 295 | — | |||
* | LiveOne Inc. | 560 | — | |||
3,977,606 | ||||||
Consumer Staples (3.4%) | ||||||
Procter & Gamble Co. | 1,853,625 | 266,533 | ||||
Coca-Cola Co. | 3,007,055 | 189,174 | ||||
PepsiCo Inc. | 1,065,781 | 177,623 | ||||
Philip Morris International Inc. | 1,195,448 | 118,039 | ||||
CVS Health Corp. | 1,010,882 | 93,668 | ||||
Mondelez International Inc. Class A | 1,068,581 | 66,348 | ||||
Altria Group Inc. | 1,401,884 | 58,557 |
Shares | Market Value• ($000) | |||||
Colgate-Palmolive Co. | 648,162 | 51,944 | ||||
McKesson Corp. | 111,558 | 36,391 | ||||
General Mills Inc. | 465,237 | 35,102 | ||||
Kimberly-Clark Corp. | 259,375 | 35,055 | ||||
Archer-Daniels-Midland Co. | 433,742 | 33,658 | ||||
Sysco Corp. | 393,335 | 33,319 | ||||
Corteva Inc. | 559,497 | 30,291 | ||||
* | Monster Beverage Corp. | 287,468 | 26,648 | |||
Constellation Brands Inc. Class A | 113,833 | 26,530 | ||||
Hershey Co. | 113,172 | 24,350 | ||||
Kroger Co. | 504,472 | 23,877 | ||||
Keurig Dr Pepper Inc. | 655,171 | 23,186 | ||||
Walgreens Boots Alliance Inc. | 565,671 | 21,439 | ||||
Kraft Heinz Co. | 517,962 | 19,755 | ||||
Tyson Foods Inc. Class A | 223,993 | 19,277 | ||||
Church & Dwight Co. Inc. | 186,453 | 17,277 | ||||
AmerisourceBergen Corp. | 120,382 | 17,032 | ||||
McCormick & Co. Inc. (Non-Voting) | 191,738 | 15,962 | ||||
Brown-Forman Corp. Class B | 218,699 | 15,344 | ||||
Kellogg Co. | 196,299 | 14,004 | ||||
Clorox Co. | 95,010 | 13,394 | ||||
Conagra Brands Inc. | 371,745 | 12,729 | ||||
Bunge Ltd. | 117,607 | 10,666 | ||||
J M Smucker Co. | 79,654 | 10,196 | ||||
Hormel Foods Corp. | 209,458 | 9,920 | ||||
Lamb Weston Holdings Inc. | 111,496 | 7,967 | ||||
Molson Coors Beverage Co. Class B | 140,608 | 7,665 | ||||
* | Darling Ingredients Inc. | 124,031 | 7,417 | |||
Campbell Soup Co. | 151,658 | 7,287 | ||||
* | Performance Food Group Co. | 118,536 | 5,450 | |||
* | US Foods Holding Corp. | 174,195 | 5,344 | |||
Casey's General Stores Inc. | 28,691 | 5,307 | ||||
Ingredion Inc. | 49,525 | 4,366 | ||||
Flowers Foods Inc. | 136,776 | 3,600 | ||||
* | Post Holdings Inc. | 42,880 | 3,531 | |||
Sanderson Farms Inc. | 15,903 | 3,428 | ||||
* | Grocery Outlet Holding Corp. | 65,218 | 2,780 | |||
Spectrum Brands Holdings Inc. | 32,435 | 2,660 | ||||
* | Simply Good Foods Co. | 65,089 | 2,458 | |||
* | BellRing Brands Inc. | 94,844 | 2,361 | |||
Brown-Forman Corp. Class A | 33,647 | 2,276 | ||||
* | Hostess Brands Inc. Class A | 104,985 | 2,227 | |||
* | Sprouts Farmers Market Inc. | 87,634 | 2,219 | |||
* | Boston Beer Co. Inc. Class A | 7,172 | 2,173 | |||
* | Celsius Holdings Inc. | 33,019 | 2,155 | |||
WD-40 Co. | 10,217 | 2,057 | ||||
Coca-Cola Consolidated Inc. | 3,475 | 1,960 | ||||
Lancaster Colony Corp. | 15,051 | 1,938 | ||||
* | Freshpet Inc. | 34,609 | 1,796 | |||
* | United Natural Foods Inc. | 45,240 | 1,782 | |||
* | TreeHouse Foods Inc. | 42,425 | 1,774 | |||
Primo Water Corp. | 125,912 | 1,685 | ||||
* | Hain Celestial Group Inc. | 69,691 | 1,654 | |||
Albertsons Cos. Inc. Class A | 61,200 | 1,635 | ||||
Medifast Inc. | 8,884 | 1,604 | ||||
Energizer Holdings Inc. | 55,625 | 1,577 | ||||
Nu Skin Enterprises Inc. Class A | 35,898 | 1,554 | ||||
Cal-Maine Foods Inc. | 29,910 | 1,478 | ||||
* | Herbalife Nutrition Ltd. | 71,810 | 1,469 | |||
Edgewell Personal Care Co. | 42,228 | 1,458 | ||||
J & J Snack Foods Corp. | 9,813 | 1,370 | ||||
1 | B&G Foods Inc. | 54,082 | 1,286 | |||
MGP Ingredients Inc. | 11,836 | 1,185 | ||||
Reynolds Consumer Products Inc. | 43,004 | 1,173 | ||||
* | Olaplex Holdings Inc. | 81,743 | 1,152 | |||
* | Pilgrim's Pride Corp. | 35,629 | 1,113 | |||
Universal Corp. | 18,258 | 1,105 | ||||
* | Chefs' Warehouse Inc. | 27,717 | 1,078 | |||
Vector Group Ltd. | 101,595 | 1,067 |
Shares | Market Value• ($000) | |||||
*,1 | Beyond Meat Inc. | 42,680 | 1,022 | |||
* | Beauty Health Co. | 78,759 | 1,013 | |||
Weis Markets Inc. | 12,689 | 946 | ||||
Ingles Markets Inc. Class A | 10,412 | 903 | ||||
National Beverage Corp. | 16,004 | 783 | ||||
Fresh Del Monte Produce Inc. | 26,417 | 780 | ||||
SpartanNash Co. | 25,540 | 771 | ||||
Utz Brands Inc. | 52,861 | 731 | ||||
Andersons Inc. | 22,077 | 728 | ||||
Seaboard Corp. | 187 | 726 | ||||
John B Sanfilippo & Son Inc. | 8,117 | 588 | ||||
*,1 | Veru Inc. | 51,077 | 577 | |||
* | Duckhorn Portfolio Inc. | 27,109 | 571 | |||
* | USANA Health Sciences Inc. | 7,861 | 569 | |||
ACCO Brands Corp. | 77,991 | 509 | ||||
Calavo Growers Inc. | 12,130 | 506 | ||||
Tootsie Roll Industries Inc. | 12,876 | 455 | ||||
* | Mission Produce Inc. | 25,628 | 365 | |||
PetMed Express Inc. | 17,072 | 340 | ||||
Turning Point Brands Inc. | 11,701 | 317 | ||||
* | Sovos Brands Inc. | 18,312 | 291 | |||
*,1 | Benson Hill Inc. | 105,600 | 289 | |||
* | Rite Aid Corp. | 39,298 | 265 | |||
ProPhase Labs Inc. | 19,500 | 247 | ||||
* | Vita Coco Co. Inc. | 24,125 | 236 | |||
* | Whole Earth Brands Inc. | 37,141 | 230 | |||
* | 22nd Century Group Inc. | 102,339 | 218 | |||
*,1 | Tattooed Chef Inc. | 33,900 | 214 | |||
*,1 | AppHarvest Inc. | 59,800 | 209 | |||
* | Landec Corp. | 18,610 | 186 | |||
* | Seneca Foods Corp. Class A | 3,115 | 173 | |||
Natural Grocers by Vitamin Cottage Inc. | 9,195 | 147 | ||||
* | HF Foods Group Inc. | 25,551 | 133 | |||
Limoneira Co. | 8,859 | 125 | ||||
* | Honest Co. Inc. | 38,800 | 113 | |||
Oil-Dri Corp. of America | 3,586 | 110 | ||||
* | PLBY Group Inc. | 16,900 | 108 | |||
* | GrowGeneration Corp. | 29,800 | 107 | |||
*,1 | Local Bounti Corp. | 32,915 | 105 | |||
* | Vital Farms Inc. | 11,900 | 104 | |||
Alico Inc. | 2,443 | 87 | ||||
Village Super Market Inc. Class A | 3,222 | 73 | ||||
* | Nature's Sunshine Products Inc. | 6,506 | 69 | |||
*,1 | Blue Apron Holdings Inc. Class A | 11,305 | 41 | |||
* | NewAge Inc. | 181,800 | 41 | |||
* | Alkaline Water Co. Inc. | 80,819 | 32 | |||
* | Lifeway Foods Inc. | 6,292 | 31 | |||
* | Natural Alternatives International Inc. | 2,268 | 24 | |||
Coffee Holding Co. Inc. | 3,188 | 8 | ||||
* | Willamette Valley Vineyards Inc. | 1,146 | 7 | |||
Lifevantage Corp. | 1,316 | 6 | ||||
* | Nuzee Inc. | 5,459 | 5 | |||
* | Zevia PBC Class A | 1,700 | 5 | |||
Mannatech Inc. | 34 | 1 | ||||
1,683,149 | ||||||
Energy (2.6%) | ||||||
Exxon Mobil Corp. | 3,249,586 | 278,295 | ||||
Chevron Corp. | 1,364,080 | 197,492 | ||||
ConocoPhillips | 997,481 | 89,584 | ||||
EOG Resources Inc. | 452,183 | 49,939 | ||||
Pioneer Natural Resources Co. | 177,134 | 39,515 | ||||
Schlumberger NV | 1,092,508 | 39,068 | ||||
Marathon Petroleum Corp. | 416,694 | 34,256 | ||||
Occidental Petroleum Corp. | 578,956 | 34,089 | ||||
Valero Energy Corp. | 314,658 | 33,442 | ||||
Phillips 66 | 371,910 | 30,493 | ||||
Williams Cos. Inc. | 940,205 | 29,344 | ||||
Devon Energy Corp. | 507,133 | 27,948 | ||||
Kinder Morgan Inc. | 1,574,865 | 26,395 |
Shares | Market Value• ($000) | |||||
Cheniere Energy Inc. | 176,160 | 23,435 | ||||
Hess Corp. | 216,748 | 22,962 | ||||
Baker Hughes Co. | 762,124 | 22,003 | ||||
* | Enphase Energy Inc. | 104,235 | 20,351 | |||
Halliburton Co. | 627,045 | 19,664 | ||||
ONEOK Inc. | 343,861 | 19,084 | ||||
Diamondback Energy Inc. | 136,424 | 16,528 | ||||
Coterra Energy Inc. | 588,874 | 15,187 | ||||
Marathon Oil Corp. | 544,311 | 12,236 | ||||
Targa Resources Corp. | 174,908 | 10,437 | ||||
APA Corp. | 258,019 | 9,005 | ||||
Ovintiv Inc. | 199,900 | 8,834 | ||||
EQT Corp. | 256,356 | 8,819 | ||||
Chesapeake Energy Corp. | 98,628 | 7,999 | ||||
* | Plug Power Inc. | 446,979 | 7,406 | |||
Texas Pacific Land Corp. | 4,759 | 7,081 | ||||
* | Antero Resources Corp. | 216,700 | 6,642 | |||
* | Southwestern Energy Co. | 851,754 | 5,323 | |||
NOV Inc. | 307,717 | 5,203 | ||||
HF Sinclair Corp. | 113,057 | 5,106 | ||||
* | First Solar Inc. | 73,511 | 5,008 | |||
* | Range Resources Corp. | 199,300 | 4,933 | |||
PDC Energy Inc. | 77,571 | 4,779 | ||||
Matador Resources Co. | 87,166 | 4,061 | ||||
DT Midstream Inc. | 73,490 | 3,602 | ||||
Murphy Oil Corp. | 116,283 | 3,511 | ||||
SM Energy Co. | 95,000 | 3,248 | ||||
ChampionX Corp. | 159,317 | 3,162 | ||||
Helmerich & Payne Inc. | 72,958 | 3,142 | ||||
Continental Resources Inc. | 43,547 | 2,846 | ||||
Magnolia Oil & Gas Corp. Class A | 133,810 | 2,809 | ||||
Patterson-UTI Energy Inc. | 175,200 | 2,761 | ||||
*,1 | ChargePoint Holdings Inc. | 200,300 | 2,742 | |||
* | PBF Energy Inc. Class A | 80,400 | 2,333 | |||
* | Denbury Inc. | 37,800 | 2,268 | |||
California Resources Corp. | 57,863 | 2,228 | ||||
Antero Midstream Corp. | 239,147 | 2,164 | ||||
* | CNX Resources Corp. | 129,642 | 2,134 | |||
Civitas Resources Inc. | 40,254 | 2,105 | ||||
Equitrans Midstream Corp. | ��� 324,633 | 2,065 | ||||
Whiting Petroleum Corp. | 29,400 | 2,000 | ||||
* | Peabody Energy Corp. | 90,200 | 1,924 | |||
Arcosa Inc. | 37,754 | 1,753 | ||||
Cactus Inc. Class A | 43,533 | 1,753 | ||||
Chord Energy Corp. | 14,000 | 1,703 | ||||
Arch Resources Inc. | 11,592 | 1,659 | ||||
New Fortress Energy Inc. Class A | 40,232 | 1,592 | ||||
Alpha Metallurgical Resources Inc. | 12,300 | 1,588 | ||||
* | NexTier Oilfield Solutions Inc. | 161,300 | 1,534 | |||
* | Transocean Ltd. | 440,800 | 1,468 | |||
* | Liberty Energy Inc. Class A | 106,800 | 1,363 | |||
* | Delek US Holdings Inc. | 52,679 | 1,361 | |||
Northern Oil & Gas Inc. | 53,574 | 1,353 | ||||
Enviva Inc. | 23,600 | 1,350 | ||||
* | Callon Petroleum Co. | 33,860 | 1,327 | |||
* | Array Technologies Inc. | 116,568 | 1,283 | |||
Warrior Met Coal Inc. | 39,915 | 1,222 | ||||
* | Tellurian Inc. | 405,500 | 1,208 | |||
* | Weatherford International plc | 52,700 | 1,116 | |||
* | SunPower Corp. | 69,836 | 1,104 | |||
* | Green Plains Inc. | 39,800 | 1,081 | |||
* | FuelCell Energy Inc. | 282,202 | 1,058 | |||
Brigham Minerals Inc. Class A | 42,571 | 1,049 | ||||
* | CONSOL Energy Inc. | 21,000 | 1,037 | |||
* | Ameresco Inc. Class A | 22,694 | 1,034 | |||
Archrock Inc. | 121,402 | 1,004 | ||||
World Fuel Services Corp. | 48,882 | 1,000 | ||||
* | Nabors Industries Ltd. | 7,100 | 951 | |||
* | Centennial Resource Development Inc. Class A | 150,400 | 899 |
Shares | Market Value• ($000) | |||||
* | Noble Corp. | 33,995 | 862 | |||
* | Shoals Technologies Group Inc. Class A | 50,935 | 839 | |||
* | Oceaneering International Inc. | 77,592 | 829 | |||
* | NOW Inc. | 84,388 | 825 | |||
* | Laredo Petroleum Inc. | 11,800 | 813 | |||
* | Talos Energy Inc. | 52,000 | 804 | |||
* | Dril-Quip Inc. | 30,657 | 791 | |||
* | ProPetro Holding Corp. | 76,300 | 763 | |||
* | Stem Inc. | 104,800 | 750 | |||
CVR Energy Inc. | 22,241 | 745 | ||||
* | Gulfport Energy Corp. | 9,075 | 722 | |||
* | Comstock Resources Inc. | 59,000 | 713 | |||
* | MRC Global Inc. | 69,500 | 692 | |||
* | Tidewater Inc. | 32,500 | 685 | |||
Core Laboratories NV | 33,200 | 658 | ||||
* | Par Pacific Holdings Inc. | 36,939 | 576 | |||
* | Ranger Oil Corp. | 17,400 | 572 | |||
SunCoke Energy Inc. | 75,864 | 517 | ||||
* | Earthstone Energy Inc. Class A | 36,700 | 501 | |||
* | Diamond Offshore Drilling Inc. | 84,400 | 497 | |||
* | REX American Resources Corp. | 5,013 | 425 | |||
* | Bristow Group Inc. Class A | 18,117 | 424 | |||
* | Montauk Renewables Inc. | 40,536 | 407 | |||
Kinetik Holdings Inc. Class A | 11,650 | 398 | ||||
* | Gevo Inc. | 156,500 | 368 | |||
* | RPC Inc. | 53,116 | 367 | |||
Berry Corp. | 47,100 | 359 | ||||
* | TPI Composites Inc. | 27,321 | 342 | |||
* | Select Energy Services Inc. Class A | 49,405 | 337 | |||
* | TETRA Technologies Inc. | 81,500 | 331 | |||
* | Helix Energy Solutions Group Inc. | 105,500 | 327 | |||
*,1 | EVgo Inc. | 54,300 | 326 | |||
Crescent Energy Co. Class A | 25,898 | 323 | ||||
* | W&T Offshore Inc. | 74,445 | 322 | |||
* | SandRidge Energy Inc. | 20,416 | 320 | |||
VAALCO Energy Inc. | 44,869 | 311 | ||||
* | DMC Global Inc. | 14,657 | 264 | |||
* | Amplify Energy Corp. | 38,100 | 249 | |||
Ramaco Resources Inc. | 18,625 | 245 | ||||
* | Fluence Energy Inc. Class A | 25,093 | 238 | |||
Solaris Oilfield Infrastructure Inc. Class A | 21,551 | 234 | ||||
* | ProFrac Holding Corp. Class A | 12,026 | 220 | |||
* | NextDecade Corp. | 48,400 | 215 | |||
* | Centrus Energy Corp. Class A | 8,083 | 200 | |||
* | Ring Energy Inc. | 74,543 | 198 | |||
* | Oil States International Inc. | 36,200 | 196 | |||
* | SilverBow Resources Inc. | 6,268 | 178 | |||
* | Exterran Corp. | 40,800 | 175 | |||
* | Newpark Resources Inc. | 55,400 | 171 | |||
* | FTC Solar Inc. | 44,004 | 159 | |||
* | Solid Power Inc. | 27,600 | 148 | |||
* | Forum Energy Technologies Inc. | 6,300 | 124 | |||
* | Empire Petroleum Corp. | 10,300 | 122 | |||
Sitio Royalties Corp. | 5,236 | 121 | ||||
*,1 | Volta Inc. | 91,600 | 119 | |||
Evolution Petroleum Corp. | 20,558 | 112 | ||||
NACCO Industries Inc. Class A | 2,823 | 107 | ||||
* | Aemetis Inc. | 20,069 | 99 | |||
*,1 | Camber Energy Inc. | 243,600 | 97 | |||
* | ESS Tech Inc. | 33,409 | 94 | |||
*,1 | Beam Global | 5,900 | 92 | |||
* | American Superconductor Corp. | 17,108 | 89 | |||
* | Matrix Service Co. | 12,854 | 65 | |||
* | Nabors Industries Ltd. Warrants Exp. 6/11/26 | 2,040 | 65 | |||
* | Ranger Energy Services Inc. Class A | 5,868 | 59 | |||
* | Natural Gas Services Group Inc. | 5,139 | 57 | |||
* | Advent Technologies Holdings Inc. | 20,900 | 53 | |||
Adams Resources & Energy Inc. | 1,461 | 47 | ||||
PHX Minerals Inc. | 13,999 | 43 |
Shares | Market Value• ($000) | |||||
*,1 | American Resources Corp. | 26,300 | 38 | |||
*,1 | Sunworks Inc. | 21,900 | 35 | |||
* | Capstone Green Energy Corp. | 11,235 | 28 | |||
* | Geospace Technologies Corp. | 5,246 | 25 | |||
* | Hallador Energy Co. | 4,036 | 22 | |||
*,1 | KLX Energy Services Holdings Inc. | 4,751 | 21 | |||
* | Mammoth Energy Services Inc. | 2,105 | 5 | |||
* | Profire Energy Inc. | 1,221 | 2 | |||
* | MIND Technology Inc. | 2,509 | 2 | |||
* | Tidewater Inc. Class A Warrants Exp. 7/31/23 | 535 | — | |||
* | Tidewater Inc. Class B Warrants Exp. 7/31/23 | 579 | — | |||
*,2 | Harvest Natural Resources Inc. | 20,906 | — | |||
Pineapple Energy Inc. | 103 | — | ||||
*,2 | Pineapple Energy Inc. CVR | 463 | — | |||
1,288,514 | ||||||
Financials (6.6%) | ||||||
* | Berkshire Hathaway Inc. Class B | 1,213,267 | 331,246 | |||
JPMorgan Chase & Co. | 2,263,870 | 254,934 | ||||
Bank of America Corp. | 5,280,375 | 164,378 | ||||
Wells Fargo & Co. | 2,922,524 | 114,475 | ||||
S&P Global Inc. | 262,044 | 88,325 | ||||
Morgan Stanley | 1,079,288 | 82,091 | ||||
Goldman Sachs Group Inc. | 264,020 | 78,419 | ||||
Charles Schwab Corp. | 1,192,374 | 75,334 | ||||
BlackRock Inc. | 110,797 | 67,480 | ||||
Citigroup Inc. | 1,420,573 | 65,332 | ||||
Chubb Ltd. | 309,741 | 60,889 | ||||
Marsh & McLennan Cos. Inc. | 386,659 | 60,029 | ||||
CME Group Inc. | 277,629 | 56,831 | ||||
Progressive Corp. | 450,758 | 52,410 | ||||
PNC Financial Services Group Inc. | 317,890 | 50,153 | ||||
Blackstone Inc. | 540,285 | 49,290 | ||||
Truist Financial Corp. | 1,025,016 | 48,617 | ||||
US Bancorp | 1,031,993 | 47,492 | ||||
Aon plc Class A | 155,600 | 41,962 | ||||
Intercontinental Exchange Inc. | 430,131 | 40,450 | ||||
Moody's Corp. | 121,208 | 32,965 | ||||
* | Berkshire Hathaway Inc. Class A | 79 | 32,307 | |||
Travelers Cos. Inc. | 186,048 | 31,466 | ||||
American International Group Inc. | 610,070 | 31,193 | ||||
MetLife Inc. | 465,154 | 29,207 | ||||
Prudential Financial Inc. | 290,054 | 27,752 | ||||
Allstate Corp. | 213,238 | 27,024 | ||||
Arthur J Gallagher & Co. | 160,936 | 26,239 | ||||
Aflac Inc. | 448,521 | 24,817 | ||||
MSCI Inc. | 59,795 | 24,645 | ||||
Bank of New York Mellon Corp. | 562,817 | 23,475 | ||||
M&T Bank Corp. | 138,135 | 22,017 | ||||
Discover Financial Services | 216,808 | 20,506 | ||||
Ameriprise Financial Inc. | 84,381 | 20,056 | ||||
KKR & Co. Inc. | 432,806 | 20,035 | ||||
First Republic Bank | 138,680 | 19,998 | ||||
T. Rowe Price Group Inc. | 175,054 | 19,888 | ||||
* | SVB Financial Group | 45,258 | 17,876 | |||
Fifth Third Bancorp | 525,035 | 17,641 | ||||
Willis Towers Watson plc | 86,282 | 17,031 | ||||
State Street Corp. | 270,047 | 16,648 | ||||
Hartford Financial Services Group Inc. | 253,127 | 16,562 | ||||
Northern Trust Corp. | 153,805 | 14,839 | ||||
Cincinnati Financial Corp. | 116,855 | 13,903 | ||||
Citizens Financial Group Inc. | 379,525 | 13,545 | ||||
Regions Financial Corp. | 722,248 | 13,542 | ||||
Nasdaq Inc. | 88,640 | 13,521 | ||||
Raymond James Financial Inc. | 150,342 | 13,442 | ||||
Huntington Bancshares Inc. | 1,110,206 | 13,356 | ||||
Principal Financial Group Inc. | 193,072 | 12,895 | ||||
* | Markel Corp. | 9,934 | 12,847 | |||
Broadridge Financial Solutions Inc. | 89,758 | 12,795 | ||||
* | Arch Capital Group Ltd. | 271,894 | 12,368 |
Shares | Market Value• ($000) | |||||
KeyCorp | 712,120 | 12,270 | ||||
Apollo Global Management Inc. | 245,164 | 11,886 | ||||
FactSet Research Systems Inc. | 28,944 | 11,131 | ||||
LPL Financial Holdings Inc. | 58,385 | 10,771 | ||||
W R Berkley Corp. | 153,218 | 10,459 | ||||
Brown & Brown Inc. | 172,920 | 10,088 | ||||
Loews Corp. | 162,843 | 9,650 | ||||
Cboe Global Markets Inc. | 82,423 | 9,329 | ||||
First Horizon Corp. | 416,056 | 9,095 | ||||
Signature Bank | 48,839 | 8,752 | ||||
Everest Re Group Ltd. | 29,904 | 8,381 | ||||
* | Alleghany Corp. | 9,844 | 8,201 | |||
Ally Financial Inc. | 234,958 | 7,873 | ||||
American Financial Group Inc. | 55,702 | 7,732 | ||||
Fidelity National Financial Inc. | 206,660 | 7,638 | ||||
Equitable Holdings Inc. | 292,590 | 7,628 | ||||
Comerica Inc. | 99,589 | 7,308 | ||||
Assurant Inc. | 42,128 | 7,282 | ||||
MarketAxess Holdings Inc. | 27,660 | 7,081 | ||||
Annaly Capital Management Inc. | 1,193,813 | 7,055 | ||||
East West Bancorp Inc. | 107,593 | 6,972 | ||||
Ares Management Corp. Class A | 120,763 | 6,867 | ||||
Globe Life Inc. | 67,631 | 6,592 | ||||
First Citizens BancShares Inc. Class A | 9,386 | 6,136 | ||||
Carlyle Group Inc. | 192,996 | 6,110 | ||||
Reinsurance Group of America Inc. | 51,575 | 6,049 | ||||
Zions Bancorp NA | 115,644 | 5,886 | ||||
Webster Financial Corp. | 138,199 | 5,825 | ||||
Western Alliance Bancorp | 80,454 | 5,680 | ||||
Invesco Ltd. | 349,600 | 5,639 | ||||
Lincoln National Corp. | 119,868 | 5,606 | ||||
Tradeweb Markets Inc. Class A | 81,760 | 5,580 | ||||
Commerce Bancshares Inc. | 82,766 | 5,434 | ||||
Franklin Resources Inc. | 230,498 | 5,373 | ||||
RenaissanceRe Holdings Ltd. | 34,096 | 5,332 | ||||
SEI Investments Co. | 97,398 | 5,261 | ||||
*,1 | Coinbase Global Inc. Class A | 108,266 | 5,091 | |||
Cullen/Frost Bankers Inc. | 43,492 | 5,065 | ||||
Morningstar Inc. | 19,642 | 4,750 | ||||
Old Republic International Corp. | 210,920 | 4,716 | ||||
Starwood Property Trust Inc. | 224,443 | 4,689 | ||||
Voya Financial Inc. | 78,558 | 4,677 | ||||
Unum Group | 136,745 | 4,652 | ||||
AGNC Investment Corp. | 410,673 | 4,546 | ||||
SouthState Corp. | 58,899 | 4,544 | ||||
Prosperity Bancshares Inc. | 66,162 | 4,517 | ||||
Stifel Financial Corp. | 79,617 | 4,460 | ||||
Popular Inc. | 56,498 | 4,346 | ||||
First American Financial Corp. | 79,376 | 4,201 | ||||
First Financial Bankshares Inc. | 105,848 | 4,157 | ||||
Selective Insurance Group Inc. | 47,379 | 4,119 | ||||
Pinnacle Financial Partners Inc. | 56,019 | 4,051 | ||||
Interactive Brokers Group Inc. Class A | 73,081 | 4,020 | ||||
RLI Corp. | 34,012 | 3,965 | ||||
Glacier Bancorp Inc. | 82,597 | 3,917 | ||||
Erie Indemnity Co. Class A | 20,124 | 3,868 | ||||
*,1 | Robinhood Markets Inc. Class A | 468,700 | 3,853 | |||
Kinsale Capital Group Inc. | 16,748 | 3,846 | ||||
Synovus Financial Corp. | 104,823 | 3,779 | ||||
Wintrust Financial Corp. | 46,836 | 3,754 | ||||
Jefferies Financial Group Inc. | 132,221 | 3,652 | ||||
Primerica Inc. | 30,242 | 3,620 | ||||
Hanover Insurance Group Inc. | 24,200 | 3,539 | ||||
United Bankshares Inc. | 100,384 | 3,520 | ||||
Valley National Bancorp | 334,107 | 3,478 | ||||
Affiliated Managers Group Inc. | 29,812 | 3,476 | ||||
Blackstone Mortgage Trust Inc. Class A | 123,133 | 3,407 | ||||
Cadence Bank | 144,017 | 3,382 | ||||
Old National Bancorp | 228,156 | 3,374 |
Shares | Market Value• ($000) | |||||
Blue Owl Capital Inc. Class A | 331,537 | 3,325 | ||||
Home BancShares Inc. | 159,528 | 3,313 | ||||
OneMain Holdings Inc. | 88,380 | 3,304 | ||||
Axis Capital Holdings Ltd. | 57,343 | 3,274 | ||||
Bank OZK | 87,193 | 3,272 | ||||
SLM Corp. | 204,931 | 3,267 | ||||
New Residential Investment Corp. | 349,339 | 3,256 | ||||
Houlihan Lokey Inc. Class A | 39,495 | 3,117 | ||||
Essent Group Ltd. | 79,986 | 3,111 | ||||
New York Community Bancorp Inc. | 340,332 | 3,107 | ||||
MGIC Investment Corp. | 243,288 | 3,065 | ||||
ServisFirst Bancshares Inc. | 38,177 | 3,013 | ||||
First Interstate BancSystem Inc. Class A | 77,684 | 2,961 | ||||
Hancock Whitney Corp. | 65,529 | 2,905 | ||||
*,1 | SoFi Technologies Inc. | 537,699 | 2,834 | |||
FNB Corp. | 259,029 | 2,813 | ||||
Lazard Ltd. Class A | 86,007 | 2,787 | ||||
Independent Bank Corp. (Massachusetts) | 35,043 | 2,783 | ||||
Umpqua Holdings Corp. | 165,542 | 2,776 | ||||
UMB Financial Corp. | 31,676 | 2,727 | ||||
White Mountains Insurance Group Ltd. | 2,167 | 2,700 | ||||
Community Bank System Inc. | 42,578 | 2,694 | ||||
Radian Group Inc. | 136,989 | 2,692 | ||||
Assured Guaranty Ltd. | 47,663 | 2,659 | ||||
Evercore Inc. Class A | 27,259 | 2,552 | ||||
Janus Henderson Group plc | 106,910 | 2,513 | ||||
* | Ryan Specialty Holdings Inc. Class A | 63,171 | 2,476 | |||
United Community Banks Inc. | 81,585 | 2,463 | ||||
CVB Financial Corp. | 99,166 | 2,460 | ||||
FirstCash Holdings Inc. | 34,896 | 2,426 | ||||
* | Brighthouse Financial Inc. | 58,413 | 2,396 | |||
Walker & Dunlop Inc. | 24,870 | 2,396 | ||||
* | Credit Acceptance Corp. | 5,002 | 2,368 | |||
PacWest Bancorp | 88,689 | 2,364 | ||||
First Hawaiian Inc. | 104,038 | 2,363 | ||||
BankUnited Inc. | 66,189 | 2,354 | ||||
Kemper Corp. | 48,794 | 2,337 | ||||
Cathay General Bancorp | 59,073 | 2,313 | ||||
Eastern Bankshares Inc. | 124,097 | 2,291 | ||||
Bank of Hawaii Corp. | 30,138 | 2,242 | ||||
Federated Hermes Inc. Class B | 68,413 | 2,175 | ||||
* | Texas Capital Bancshares Inc. | 40,374 | 2,125 | |||
American Equity Investment Life Holding Co. | 57,639 | 2,108 | ||||
Ameris Bancorp | 52,432 | 2,107 | ||||
Pacific Premier Bancorp Inc. | 70,426 | 2,059 | ||||
Moelis & Co. Class A | 51,576 | 2,030 | ||||
WSFS Financial Corp. | 50,582 | 2,028 | ||||
First Bancorp (XNYS) | 156,877 | 2,025 | ||||
Simmons First National Corp. Class A | 94,394 | 2,007 | ||||
Associated Banc-Corp | 107,560 | 1,964 | ||||
Atlantic Union Bankshares Corp. | 56,812 | 1,927 | ||||
Virtu Financial Inc. Class A | 80,681 | 1,889 | ||||
Independent Bank Group Inc. | 27,229 | 1,849 | ||||
Seacoast Banking Corp. of Florida | 55,704 | 1,840 | ||||
Artisan Partners Asset Management Inc. Class A | 51,693 | 1,839 | ||||
* | Mr Cooper Group Inc. | 49,281 | 1,811 | |||
* | Enstar Group Ltd. | 8,341 | 1,785 | |||
Columbia Banking System Inc. | 61,691 | 1,767 | ||||
* | Trupanion Inc. | 28,674 | 1,728 | |||
Fulton Financial Corp. | 118,336 | 1,710 | ||||
Hamilton Lane Inc. Class A | 25,113 | 1,687 | ||||
CNO Financial Group Inc. | 91,311 | 1,652 | ||||
*,1 | Upstart Holdings Inc. | 52,146 | 1,649 | |||
Chimera Investment Corp. | 186,331 | 1,643 | ||||
BOK Financial Corp. | 21,714 | 1,641 | ||||
International Bancshares Corp. | 40,346 | 1,617 | ||||
Washington Federal Inc. | 53,087 | 1,594 | ||||
Piper Sandler Cos. | 13,900 | 1,576 | ||||
First Merchants Corp. | 43,152 | 1,537 |
Shares | Market Value• ($000) | |||||
Jackson Financial Inc. Class A | 57,047 | 1,526 | ||||
Towne Bank | 55,144 | 1,497 | ||||
* | Axos Financial Inc. | 41,263 | 1,479 | |||
Arbor Realty Trust Inc. | 111,563 | 1,463 | ||||
Banner Corp. | 25,603 | 1,439 | ||||
Sandy Spring Bancorp Inc. | 36,663 | 1,432 | ||||
Navient Corp. | 101,648 | 1,422 | ||||
* | Genworth Financial Inc. Class A | 401,904 | 1,419 | |||
Flagstar Bancorp Inc. | 39,708 | 1,408 | ||||
Park National Corp. | 11,601 | 1,407 | ||||
WesBanco Inc. | 43,456 | 1,378 | ||||
Two Harbors Investment Corp. | 268,244 | 1,336 | ||||
First Financial Bancorp | 68,297 | 1,325 | ||||
Hope Bancorp Inc. | 95,305 | 1,319 | ||||
Lakeland Financial Corp. | 19,365 | 1,286 | ||||
NBT Bancorp Inc. | 34,151 | 1,284 | ||||
Trustmark Corp. | 43,844 | 1,280 | ||||
BancFirst Corp. | 13,363 | 1,279 | ||||
Eagle Bancorp Inc. | 26,956 | 1,278 | ||||
Apollo Commercial Real Estate Finance Inc. | 120,100 | 1,254 | ||||
* | Silvergate Capital Corp. Class A | 23,400 | 1,253 | |||
Horace Mann Educators Corp. | 32,016 | 1,229 | ||||
Heartland Financial USA Inc. | 29,504 | 1,226 | ||||
Northwest Bancshares Inc. | 95,807 | 1,226 | ||||
Cohen & Steers Inc. | 19,235 | 1,223 | ||||
PennyMac Mortgage Investment Trust | 87,916 | 1,216 | ||||
Stock Yards Bancorp Inc. | 20,292 | 1,214 | ||||
* | Focus Financial Partners Inc. Class A | 35,470 | 1,208 | |||
* | NMI Holdings Inc. Class A | 71,996 | 1,199 | |||
FB Financial Corp. | 30,533 | 1,197 | ||||
* | Palomar Holdings Inc. | 18,357 | 1,182 | |||
PJT Partners Inc. Class A | 16,627 | 1,169 | ||||
Westamerica Bancorp | 20,952 | 1,166 | ||||
Veritex Holdings Inc. | 39,277 | 1,149 | ||||
Argo Group International Holdings Ltd. | 30,900 | 1,139 | ||||
Renasant Corp. | 39,385 | 1,135 | ||||
Provident Financial Services Inc. | 50,630 | 1,127 | ||||
* | Cannae Holdings Inc. | 58,096 | 1,124 | |||
* | Triumph Bancorp Inc. | 17,721 | 1,109 | |||
* | BRP Group Inc. Class A | 45,663 | 1,103 | |||
Compass Diversified Holdings | 50,800 | 1,088 | ||||
Enterprise Financial Services Corp. | 25,941 | 1,077 | ||||
First Commonwealth Financial Corp. | 79,953 | 1,073 | ||||
* | Encore Capital Group Inc. | 18,315 | 1,058 | |||
Stewart Information Services Corp. | 21,020 | 1,046 | ||||
Safety Insurance Group Inc. | 10,682 | 1,037 | ||||
StepStone Group Inc. Class A | 39,484 | 1,028 | ||||
Capitol Federal Financial Inc. | 111,812 | 1,026 | ||||
OFG Bancorp | 40,083 | 1,018 | ||||
Franklin BSP Realty Trust Inc. | 75,421 | 1,017 | ||||
Ladder Capital Corp. | 95,925 | 1,011 | ||||
First Busey Corp. | 44,167 | 1,009 | ||||
* | PRA Group Inc. | 27,748 | 1,009 | |||
Hilltop Holdings Inc. | 37,362 | 996 | ||||
German American Bancorp Inc. | 28,663 | 980 | ||||
ProAssurance Corp. | 40,958 | 968 | ||||
Virtus Investment Partners Inc. | 5,611 | 960 | ||||
* | StoneX Group Inc. | 12,274 | 958 | |||
TriCo Bancshares | 20,965 | 957 | ||||
PennyMac Financial Services Inc. | 21,787 | 952 | ||||
First Bancorp (XNGS) | 26,703 | 932 | ||||
iStar Inc. | 67,853 | 930 | ||||
City Holding Co. | 11,542 | 922 | ||||
OceanFirst Financial Corp. | 47,292 | 905 | ||||
BGC Partners Inc. Class A | 266,472 | 898 | ||||
United Fire Group Inc. | 26,175 | 896 | ||||
* | LendingClub Corp. | 75,742 | 885 | |||
Mercury General Corp. | 19,781 | 876 | ||||
AMERISAFE Inc. | 16,825 | 875 |
Shares | Market Value• ($000) | |||||
Live Oak Bancshares Inc. | 25,351 | 859 | ||||
Meta Financial Group Inc. | 22,053 | 853 | ||||
Southside Bancshares Inc. | 22,295 | 834 | ||||
New York Mortgage Trust Inc. | 299,871 | 828 | ||||
Ready Capital Corp. | 69,260 | 826 | ||||
National Bank Holdings Corp. Class A | 21,371 | 818 | ||||
S&T Bancorp Inc. | 29,832 | 818 | ||||
Heritage Financial Corp. | 31,999 | 805 | ||||
ARMOUR Residential REIT Inc. | 113,925 | 802 | ||||
Brookline Bancorp Inc. | 60,096 | 800 | ||||
MFA Financial Inc. | 74,007 | 796 | ||||
ConnectOne Bancorp Inc. | 32,319 | 790 | ||||
Employers Holdings Inc. | 18,775 | 786 | ||||
* | Open Lending Corp. Class A | 76,637 | 784 | |||
Dime Community Bancshares Inc. | 26,247 | 778 | ||||
* | Customers Bancorp Inc. | 22,811 | 773 | |||
Banc of California Inc. | 43,520 | 767 | ||||
Berkshire Hills Bancorp Inc. | 30,001 | 743 | ||||
Origin Bancorp Inc. | 19,150 | 743 | ||||
1 | Claros Mortgage Trust Inc. | 44,300 | 742 | |||
Redwood Trust Inc. | 93,146 | 718 | ||||
* | Bancorp Inc. | 36,263 | 708 | |||
Premier Financial Corp. | 27,886 | 707 | ||||
First Foundation Inc. | 34,444 | 705 | ||||
Preferred Bank | 10,231 | 696 | ||||
QCR Holdings Inc. | 12,892 | 696 | ||||
Lakeland Bancorp Inc. | 47,448 | 694 | ||||
James River Group Holdings Ltd. | 27,686 | 686 | ||||
KKR Real Estate Finance Trust Inc. | 38,141 | 666 | ||||
* | Columbia Financial Inc. | 30,413 | 663 | |||
Univest Financial Corp. | 25,927 | 660 | ||||
Federal Agricultural Mortgage Corp. Class C | 6,747 | 659 | ||||
Tompkins Financial Corp. | 9,076 | 654 | ||||
Broadmark Realty Capital Inc. | 95,813 | 643 | ||||
TPG Inc. Class A | 26,891 | 643 | ||||
* | Nicolet Bankshares Inc. | 8,820 | 638 | |||
* | MoneyGram International Inc. | 63,600 | 636 | |||
Goosehead Insurance Inc. Class A | 13,782 | 629 | ||||
Nelnet Inc. Class A | 7,371 | 628 | ||||
Enact Holdings Inc. | 29,100 | 625 | ||||
* | Enova International Inc. | 21,541 | 621 | |||
1 | Rocket Cos. Inc. Class A | 82,700 | 609 | |||
Ellington Financial Inc. | 41,200 | 604 | ||||
Washington Trust Bancorp Inc. | 12,408 | 600 | ||||
TFS Financial Corp. | 43,322 | 595 | ||||
Victory Capital Holdings Inc. Class A | 24,503 | 591 | ||||
* | Blucora Inc. | 31,986 | 590 | |||
First Mid Bancshares Inc. | 16,367 | 584 | ||||
Amerant Bancorp Inc. Class A | 20,721 | 583 | ||||
Kearny Financial Corp. | 52,317 | 581 | ||||
HarborOne Bancorp Inc. | 42,084 | 580 | ||||
Camden National Corp. | 12,984 | 572 | ||||
* | Blue Foundry Bancorp | 47,500 | 570 | |||
B. Riley Financial Inc. | 12,794 | 541 | ||||
* | Metropolitan Bank Holding Corp. | 7,788 | 541 | |||
Great Southern Bancorp Inc. | 8,882 | 520 | ||||
*,1 | Lemonade Inc. | 28,001 | 511 | |||
Peoples Bancorp Inc. | 18,937 | 504 | ||||
Allegiance Bancshares Inc. | 13,313 | 503 | ||||
* | CrossFirst Bankshares Inc. | 37,503 | 495 | |||
Brightsphere Investment Group Inc. | 26,882 | 484 | ||||
Old Second Bancorp Inc. | 36,167 | 484 | ||||
First Bancshares Inc. | 16,891 | 483 | ||||
Bank First Corp. | 6,300 | 478 | ||||
Northfield Bancorp Inc. | 36,333 | 473 | ||||
* | Ambac Financial Group Inc. | 41,421 | 470 | |||
TPG RE Finance Trust Inc. | 51,600 | 465 | ||||
Hanmi Financial Corp. | 20,656 | 464 | ||||
Community Trust Bancorp Inc. | 11,278 | 456 |
Shares | Market Value• ($000) | |||||
Provident Bancorp Inc. | 28,480 | 447 | ||||
First Community Bankshares Inc. | 15,146 | 445 | ||||
* | Coastal Financial Corp. | 11,440 | 436 | |||
* | SiriusPoint Ltd. | 79,922 | 433 | |||
BrightSpire Capital Inc. Class A | 56,913 | 430 | ||||
Flushing Financial Corp. | 20,120 | 428 | ||||
TrustCo Bank Corp. | 13,865 | 428 | ||||
Horizon Bancorp Inc. | 24,347 | 424 | ||||
WisdomTree Investments Inc. | 83,221 | 422 | ||||
Heritage Commerce Corp. | 39,071 | 418 | ||||
* | MBIA Inc. | 33,738 | 417 | |||
1 | Orchid Island Capital Inc. | 146,415 | 417 | |||
* | Oscar Health Inc. Class A | 96,200 | 409 | |||
Central Pacific Financial Corp. | 18,857 | 404 | ||||
Cambridge Bancorp | 4,871 | 403 | ||||
HomeStreet Inc. | 11,588 | 402 | ||||
First of Long Island Corp. | 22,884 | 401 | ||||
Peapack-Gladstone Financial Corp. | 13,498 | 401 | ||||
Farmers & Merchants Bancorp Inc. | 11,884 | 394 | ||||
Cowen Inc. Class A | 16,460 | 390 | ||||
*,1 | Marathon Digital Holdings Inc. | 73,100 | 390 | |||
Byline Bancorp Inc. | 16,290 | 388 | ||||
Granite Point Mortgage Trust Inc. | 40,300 | 386 | ||||
* | World Acceptance Corp. | 3,432 | 385 | |||
Invesco Mortgage Capital Inc. | 25,990 | 382 | ||||
Mercantile Bank Corp. | 11,852 | 379 | ||||
Bank of Marin Bancorp | 11,775 | 374 | ||||
Dynex Capital Inc. | 22,923 | 365 | ||||
Republic Bancorp Inc. Class A | 7,532 | 363 | ||||
Shore Bancshares Inc. | 19,614 | 363 | ||||
*,1 | Riot Blockchain Inc. | 86,376 | 362 | |||
* | LendingTree Inc. | 8,224 | 360 | |||
HCI Group Inc. | 5,310 | 360 | ||||
Farmers National Banc Corp. | 23,843 | 358 | ||||
Diamond Hill Investment Group Inc. | 2,051 | 356 | ||||
Universal Insurance Holdings Inc. | 27,082 | 353 | ||||
Capital Bancorp Inc. | 16,094 | 349 | ||||
Bar Harbor Bankshares | 13,006 | 336 | ||||
* | CBL & Associates Properties Inc. | 14,200 | 334 | |||
Arrow Financial Corp. | 10,301 | 328 | ||||
1st Source Corp. | 7,223 | 328 | ||||
HomeTrust Bancshares Inc. | 13,088 | 327 | ||||
* | Third Coast Bancshares Inc. | 14,600 | 320 | |||
MidWestOne Financial Group Inc. | 10,700 | 318 | ||||
* | EZCORP Inc. Class A | 41,670 | 313 | |||
Midland States Bancorp Inc. | 12,964 | 312 | ||||
Merchants Bancorp | 13,558 | 307 | ||||
Southern States Bancshares Inc. | 13,600 | 306 | ||||
First Financial Corp. | 6,821 | 304 | ||||
* | Carter Bankshares Inc. | 23,054 | 304 | |||
Equity Bancshares Inc. Class A | 10,342 | 302 | ||||
Mid Penn Bancorp Inc. | 11,147 | 301 | ||||
CBTX Inc. | 11,252 | 299 | ||||
Capstar Financial Holdings Inc. | 15,265 | 299 | ||||
* | AssetMark Financial Holdings Inc. | 15,755 | 296 | |||
* | First Western Financial Inc. | 10,900 | 296 | |||
BayCom Corp. | 14,250 | 295 | ||||
Northeast Community Bancorp Inc. | 24,705 | 291 | ||||
* | Professional Holding Corp. Class A | 14,100 | 283 | |||
William Penn Bancorp | 24,100 | 282 | ||||
Business First Bancshares Inc. | 12,976 | 277 | ||||
Amalgamated Financial Corp. | 13,999 | 277 | ||||
Waterstone Financial Inc. | 16,159 | 276 | ||||
Hingham Institution For Savings | 962 | 273 | ||||
Capital City Bank Group Inc. | 9,619 | 268 | ||||
Finward Bancorp | 7,007 | 263 | ||||
Financial Institutions Inc. | 10,038 | 261 | ||||
Citizens Community Bancorp Inc. | 18,654 | 258 | ||||
GCM Grosvenor Inc. Class A | 37,046 | 254 |
Shares | Market Value• ($000) | |||||
Meridian Corp. | 8,291 | 251 | ||||
PCSB Financial Corp. | 13,132 | 251 | ||||
Ames National Corp. | 11,200 | 248 | ||||
Regional Management Corp. | 6,593 | 246 | ||||
CNB Financial Corp. | 10,149 | 245 | ||||
Oppenheimer Holdings Inc. Class A | 7,396 | 244 | ||||
Metrocity Bankshares Inc. | 12,006 | 244 | ||||
Macatawa Bank Corp. | 27,543 | 243 | ||||
Orange County Bancorp Inc. | 6,411 | 243 | ||||
Peoples Financial Services Corp. | 4,308 | 241 | ||||
Guaranty Bancshares Inc. | 6,616 | 240 | ||||
Independent Bank Corp. (Michigan) | 12,460 | 240 | ||||
* | Hippo Holdings Inc. | 272,675 | 240 | |||
1 | UWM Holdings Corp. Class A | 66,500 | 235 | |||
West Bancorp Inc. | 9,617 | 234 | ||||
National Western Life Group Inc. Class A | 1,144 | 232 | ||||
Southern Missouri Bancorp Inc. | 5,023 | 227 | ||||
John Marshall Bancorp Inc. | 10,000 | 225 | ||||
Salisbury Bancorp Inc. | 4,700 | 222 | ||||
First Bancorp Inc. | 7,333 | 221 | ||||
Community Financial Corp. | 5,956 | 220 | ||||
American National Bankshares Inc. | 6,302 | 218 | ||||
Blue Ridge Bankshares Inc. | 14,200 | 218 | ||||
P10 Inc. Class A | 19,635 | 218 | ||||
Civista Bancshares Inc. | 10,116 | 215 | ||||
Citizens & Northern Corp. | 8,811 | 213 | ||||
SmartFinancial Inc. | 8,647 | 209 | ||||
* | Greenlight Capital Re Ltd. Class A | 27,050 | 209 | |||
Five Star Bancorp | 7,900 | 209 | ||||
* | Republic First Bancorp Inc. | 54,003 | 206 | |||
Richmond Mutual Bancorp Inc. | 14,600 | 204 | ||||
MainStreet Bancshares Inc. | 8,911 | 203 | ||||
* | FVCBankcorp Inc. | 10,750 | 202 | |||
Eagle Bancorp Montana Inc. | 10,100 | 201 | ||||
Luther Burbank Corp. | 15,347 | 200 | ||||
Northeast Bank | 5,474 | 200 | ||||
* | Ponce Financial Group Inc. | 21,600 | 200 | |||
Alerus Financial Corp. | 8,341 | 199 | ||||
Home Bancorp Inc. | 5,803 | 198 | ||||
PCB Bancorp | 10,610 | 198 | ||||
Summit Financial Group Inc. | 7,124 | 198 | ||||
* | Southern First Bancshares Inc. | 4,512 | 197 | |||
First Internet Bancorp | 5,320 | 196 | ||||
Red River Bancshares Inc. | 3,606 | 195 | ||||
Enterprise Bancorp Inc. | 6,024 | 194 | ||||
* | Bridgewater Bancshares Inc. | 11,567 | 187 | |||
MVB Financial Corp. | 6,021 | 187 | ||||
Sierra Bancorp | 8,494 | 185 | ||||
AFC Gamma Inc. | 12,000 | 184 | ||||
FNCB Bancorp Inc. | 22,643 | 181 | ||||
Primis Financial Corp. | 13,308 | 181 | ||||
Investors Title Co. | 1,135 | 178 | ||||
FS Bancorp Inc. | 6,138 | 176 | ||||
Northrim Bancorp Inc. | 4,327 | 174 | ||||
*,1 | Bakkt Holdings Inc. | 82,000 | 172 | |||
Colony Bankcorp Inc. | 11,200 | 169 | ||||
ChoiceOne Financial Services Inc. | 8,370 | 169 | ||||
RBB Bancorp | 8,100 | 167 | ||||
Tiptree Inc. Class A | 15,559 | 165 | ||||
First Bank | 11,738 | 164 | ||||
Codorus Valley Bancorp Inc. | 7,091 | 160 | ||||
Evans Bancorp Inc. | 4,577 | 156 | ||||
Great Ajax Corp. | 15,903 | 153 | ||||
LCNB Corp. | 10,252 | 153 | ||||
* | Pioneer Bancorp Inc. | 15,418 | 151 | |||
South Plains Financial Inc. | 6,236 | 151 | ||||
* | Oportun Financial Corp. | 18,084 | 150 | |||
BCB Bancorp Inc. | 8,673 | 148 | ||||
* | Doma Holdings Inc. | 142,400 | 147 |
Shares | Market Value• ($000) | |||||
United Security Bancshares | 18,866 | 144 | ||||
AG Mortgage Investment Trust Inc. | 21,166 | 143 | ||||
* | eHealth Inc. | 14,951 | 139 | |||
ACNB Corp. | 4,637 | 138 | ||||
Central Valley Community Bancorp | 9,286 | 135 | ||||
First Business Financial Services Inc. | 4,314 | 135 | ||||
Investar Holding Corp. | 6,106 | 134 | ||||
*,1 | Citizens Inc. Class A | 31,480 | 132 | |||
National Bankshares Inc. | 4,164 | 131 | ||||
* | Sunlight Financial Holdings Inc. | 44,155 | 130 | |||
Sculptor Capital Management Inc. Class A | 15,482 | 129 | ||||
Middlefield Banc Corp. | 5,094 | 128 | ||||
Medallion Financial Corp. | 19,864 | 127 | ||||
Orrstown Financial Services Inc. | 5,232 | 126 | ||||
Crawford & Co. Class A | 16,065 | 125 | ||||
Greenhill & Co. Inc. | 13,600 | 125 | ||||
Esquire Financial Holdings Inc. | 3,649 | 122 | ||||
* | Hagerty Inc. Class A | 10,600 | 122 | |||
Chemung Financial Corp. | 2,549 | 120 | ||||
First Financial Northwest Inc. | 7,628 | 119 | ||||
First Northwest Bancorp | 7,546 | 118 | ||||
* | Root Inc. Class A | 99,200 | 118 | |||
First Guaranty Bancshares Inc. | 4,784 | 116 | ||||
Greene County Bancorp Inc. | 2,506 | 113 | ||||
Western New England Bancorp Inc. | 14,848 | 111 | ||||
Fidelity D&D Bancorp Inc. | 2,713 | 110 | ||||
* | Ocwen Financial Corp. | 4,011 | 110 | |||
Parke Bancorp Inc. | 5,084 | 107 | ||||
* | Clearwater Analytics Holdings Inc. Class A | 8,884 | 107 | |||
BankFinancial Corp. | 10,939 | 103 | ||||
Donegal Group Inc. Class A | 5,852 | 100 | ||||
Penns Woods Bancorp Inc. | 4,312 | 100 | ||||
Bank of Princeton | 3,544 | 97 | ||||
ESSA Bancorp Inc. | 5,800 | 97 | ||||
Riverview Bancorp Inc. | 14,806 | 97 | ||||
Curo Group Holdings Corp. | 17,313 | 96 | ||||
Pzena Investment Management Inc. Class A | 14,523 | 96 | ||||
Territorial Bancorp Inc. | 4,529 | 94 | ||||
First Community Corp. | 4,821 | 92 | ||||
Norwood Financial Corp. | 3,727 | 90 | ||||
* | Trean Insurance Group Inc. | 14,300 | 89 | |||
OP Bancorp | 8,347 | 88 | ||||
* | MarketWise Inc. | 24,300 | 87 | |||
Bankwell Financial Group Inc. | 2,772 | 86 | ||||
* | NI Holdings Inc. | 5,165 | 85 | |||
Timberland Bancorp Inc. | 3,406 | 85 | ||||
Unity Bancorp Inc. | 3,156 | 84 | ||||
Nexpoint Real Estate Finance Inc. | 4,115 | 83 | ||||
* | MetroMile Inc. | 90,900 | 83 | |||
SB Financial Group Inc. | 4,602 | 79 | ||||
Prudential Bancorp Inc. | 5,160 | 78 | ||||
Associated Capital Group Inc. Class A | 2,140 | 77 | ||||
C&F Financial Corp. | 1,671 | 77 | ||||
Ellington Residential Mortgage REIT | 9,773 | 73 | ||||
Sachem Capital Corp. | 17,836 | 73 | ||||
Lument Finance Trust Inc. | 30,449 | 72 | ||||
* | Maiden Holdings Ltd. | 35,700 | 69 | |||
* | Sterling Bancorp Inc. | 12,013 | 68 | |||
Western Asset Mortgage Capital Corp. | 56,301 | 68 | ||||
* | Security National Financial Corp. Class A | 7,802 | 66 | |||
HBT Financial Inc. | 3,343 | 60 | ||||
Manning & Napier Inc. Class A | 4,773 | 60 | ||||
* | Consumer Portfolio Services Inc. | 5,489 | 56 | |||
First United Corp. | 2,828 | 53 | ||||
Peoples Bancorp of North Carolina Inc. | 1,927 | 52 | ||||
Westwood Holdings Group Inc. | 3,791 | 52 | ||||
First Savings Financial Group Inc. | 2,109 | 50 | ||||
Provident Financial Holdings Inc. | 3,235 | 48 | ||||
* | Safeguard Scientifics Inc. | 12,586 | 47 |
Shares | Market Value• ($000) | |||||
CB Financial Services Inc. | 2,000 | 46 | ||||
* | BM Technologies Inc. | 7,778 | 46 | |||
* | ACRES Commercial Realty Corp. | 5,440 | 45 | |||
Cherry Hill Mortgage Investment Corp. | 6,865 | 44 | ||||
Federal Agricultural Mortgage Corp. Class A | 484 | 44 | ||||
Silvercrest Asset Management Group Inc. Class A | 2,679 | 44 | ||||
Bank7 Corp. | 1,874 | 43 | ||||
US Global Investors Inc. Class A | 9,831 | 43 | ||||
Angel Oak Mortgage Inc. | 3,309 | 43 | ||||
* | California Bancorp | 2,000 | 38 | |||
Plumas Bancorp | 1,230 | 35 | ||||
AmeriServ Financial Inc. | 8,751 | 34 | ||||
* | GoHealth Inc. Class A | 54,500 | 33 | |||
* | Romeo Power Inc. | 68,600 | 31 | |||
Hawthorn Bancshares Inc. | 948 | 24 | ||||
Hennessy Advisors Inc. | 2,219 | 23 | ||||
* | Great Elm Group Inc. | 10,698 | 23 | |||
Union Bankshares Inc. | 804 | 21 | ||||
* | Elevate Credit Inc. | 5,276 | 12 | |||
* | Nicholas Financial Inc. | 983 | 9 | |||
Sound Financial Bancorp Inc. | 195 | 7 | ||||
* | USCB Financial Holdings Inc. | 587 | 7 | |||
* | Impac Mortgage Holdings Inc. | 10,822 | 6 | |||
* | LM Funding America Inc. | 7,984 | 6 | |||
First Capital Inc. | 179 | 5 | ||||
* | Affinity Bancshares Inc. | 367 | 5 | |||
Seven Hills Realty Trust | 500 | 5 | ||||
* | NeuroOne Medical Technologies Corp. | 4,608 | 4 | |||
* | Finwise Bancorp | 344 | 3 | |||
* | FG Financial Group Inc. | 1,083 | 2 | |||
* | Broadway Financial Corp. | 546 | 1 | |||
3,238,768 | ||||||
Health Care (8.4%) | ||||||
UnitedHealth Group Inc. | 723,590 | 371,658 | ||||
Johnson & Johnson | 2,031,984 | 360,697 | ||||
Pfizer Inc. | 4,333,247 | 227,192 | ||||
Eli Lilly & Co. | 660,108 | 214,027 | ||||
AbbVie Inc. | 1,363,145 | 208,779 | ||||
Merck & Co. Inc. | 1,953,045 | 178,059 | ||||
Thermo Fisher Scientific Inc. | 301,972 | 164,055 | ||||
Abbott Laboratories | 1,350,380 | 146,719 | ||||
Danaher Corp. | 504,801 | 127,977 | ||||
Bristol-Myers Squibb Co. | 1,643,558 | 126,554 | ||||
Amgen Inc. | 413,348 | 100,568 | ||||
Medtronic plc | 1,035,719 | 92,956 | ||||
Elevance Health Inc. | 185,851 | 89,688 | ||||
Cigna Corp. | 245,115 | 64,593 | ||||
Gilead Sciences Inc. | 974,042 | 60,206 | ||||
Zoetis Inc. | 326,554 | 56,131 | ||||
* | Vertex Pharmaceuticals Inc. | 198,217 | 55,856 | |||
* | Intuitive Surgical Inc. | 277,297 | 55,656 | |||
Becton Dickinson & Co. | 219,610 | 54,140 | ||||
Stryker Corp. | 262,709 | 52,261 | ||||
* | Regeneron Pharmaceuticals Inc. | 79,516 | 47,004 | |||
* | Edwards Lifesciences Corp. | 480,881 | 45,727 | |||
Humana Inc. | 97,624 | 45,695 | ||||
* | Boston Scientific Corp. | 1,104,981 | 41,183 | |||
* | Centene Corp. | 452,550 | 38,290 | |||
* | Moderna Inc. | 261,297 | 37,326 | |||
* | IQVIA Holdings Inc. | 146,571 | 31,804 | |||
HCA Healthcare Inc. | 170,979 | 28,735 | ||||
Agilent Technologies Inc. | 231,608 | 27,508 | ||||
Baxter International Inc. | 387,046 | 24,860 | ||||
ResMed Inc. | 113,007 | 23,690 | ||||
* | Biogen Inc. | 113,090 | 23,064 | |||
* | IDEXX Laboratories Inc. | 64,918 | 22,769 | |||
* | Dexcom Inc. | 301,452 | 22,467 | |||
* | Illumina Inc. | 121,592 | 22,417 | |||
* | Veeva Systems Inc. Class A | 108,928 | 21,572 |
Shares | Market Value• ($000) | |||||
* | Seagen Inc. | 105,961 | 18,749 | |||
West Pharmaceutical Services Inc. | 56,952 | 17,221 | ||||
Zimmer Biomet Holdings Inc. | 162,007 | 17,020 | ||||
Laboratory Corp. of America Holdings | 72,081 | 16,893 | ||||
STERIS plc | 77,242 | 15,923 | ||||
* | Avantor Inc. | 469,200 | 14,592 | |||
* | Align Technology Inc. | 60,869 | 14,406 | |||
* | Horizon Therapeutics plc | 176,363 | 14,067 | |||
* | Catalent Inc. | 130,637 | 14,016 | |||
PerkinElmer Inc. | 98,112 | 13,953 | ||||
* | Alnylam Pharmaceuticals Inc. | 94,864 | 13,836 | |||
* | Hologic Inc. | 191,713 | 13,286 | |||
* | Molina Healthcare Inc. | 45,404 | 12,695 | |||
* | BioMarin Pharmaceutical Inc. | 146,722 | 12,159 | |||
Quest Diagnostics Inc. | 90,937 | 12,093 | ||||
Cooper Cos. Inc. | 37,763 | 11,824 | ||||
* | Insulet Corp. | 53,559 | 11,673 | |||
Royalty Pharma plc Class A | 268,847 | 11,302 | ||||
* | Incyte Corp. | 146,335 | 11,117 | |||
Cardinal Health Inc. | 211,307 | 11,045 | ||||
Bio-Techne Corp. | 30,077 | 10,426 | ||||
Viatris Inc. | 933,055 | 9,769 | ||||
Teleflex Inc. | 35,963 | 8,842 | ||||
* | Charles River Laboratories International Inc. | 39,538 | 8,460 | |||
* | United Therapeutics Corp. | 35,390 | 8,339 | |||
* | ABIOMED Inc. | 33,177 | 8,212 | |||
* | Henry Schein Inc. | 105,444 | 8,092 | |||
* | Bio-Rad Laboratories Inc. Class A | 16,201 | 8,019 | |||
* | Neurocrine Biosciences Inc. | 73,162 | 7,132 | |||
* | Jazz Pharmaceuticals plc | 45,696 | 7,129 | |||
* | Repligen Corp. | 43,180 | 7,012 | |||
* | Elanco Animal Health Inc. | 346,005 | 6,792 | |||
Organon & Co. | 193,884 | 6,544 | ||||
DENTSPLY SIRONA Inc. | 163,726 | 5,850 | ||||
* | Syneos Health Inc. | 80,408 | 5,764 | |||
Chemed Corp. | 11,605 | 5,447 | ||||
* | Exact Sciences Corp. | 134,048 | 5,280 | |||
* | Exelixis Inc. | 249,428 | 5,193 | |||
Bruker Corp. | 82,206 | 5,159 | ||||
* | Masimo Corp. | 38,619 | 5,046 | |||
Universal Health Services Inc. Class B | 49,653 | 5,001 | ||||
* | Shockwave Medical Inc. | 25,735 | 4,920 | |||
* | Sarepta Therapeutics Inc. | 64,239 | 4,815 | |||
* | Novocure Ltd. | 69,276 | 4,815 | |||
* | Envista Holdings Corp. | 124,662 | 4,804 | |||
* | Acadia Healthcare Co. Inc. | 69,094 | 4,673 | |||
* | Halozyme Therapeutics Inc. | 106,064 | 4,667 | |||
Encompass Health Corp. | 78,791 | 4,416 | ||||
* | Tenet Healthcare Corp. | 82,587 | 4,341 | |||
Perrigo Co. plc | 105,409 | 4,276 | ||||
* | Inspire Medical Systems Inc. | 21,763 | 3,975 | |||
* | HealthEquity Inc. | 64,526 | 3,961 | |||
* | Omnicell Inc. | 33,920 | 3,858 | |||
* | Intra-Cellular Therapies Inc. | 67,584 | 3,858 | |||
* | Alkermes plc | 125,158 | 3,728 | |||
* | Teladoc Health Inc. | 110,442 | 3,668 | |||
* | agilon health Inc. | 162,041 | 3,537 | |||
* | QuidelOrtho Corp. | 36,102 | 3,508 | |||
* | LHC Group Inc. | 22,442 | 3,495 | |||
* | Globus Medical Inc. Class A | 61,883 | 3,474 | |||
* | DaVita Inc. | 42,993 | 3,438 | |||
* | Ionis Pharmaceuticals Inc. | 92,227 | 3,414 | |||
* | Penumbra Inc. | 27,389 | 3,410 | |||
* | Ultragenyx Pharmaceutical Inc. | 56,284 | ��� 3,358 | |||
* | Lantheus Holdings Inc. | 50,813 | 3,355 | |||
Premier Inc. Class A | 88,591 | 3,161 | ||||
* | Option Care Health Inc. | 113,567 | 3,156 | |||
* | Apellis Pharmaceuticals Inc. | 68,991 | 3,120 | |||
Ensign Group Inc. | 41,909 | 3,079 |
Shares | Market Value• ($000) | |||||
* | Medpace Holdings Inc. | 20,375 | 3,050 | |||
* | Novavax Inc. | 58,917 | 3,030 | |||
* | Guardant Health Inc. | 74,779 | 3,017 | |||
* | Integra LifeSciences Holdings Corp. | 55,564 | 3,002 | |||
* | ICU Medical Inc. | 18,003 | 2,960 | |||
* | 10X Genomics Inc. Class A | 64,105 | 2,901 | |||
* | Tandem Diabetes Care Inc. | 48,374 | 2,863 | |||
* | Arrowhead Pharmaceuticals Inc. | 79,044 | 2,783 | |||
* | Intellia Therapeutics Inc. | 51,638 | 2,673 | |||
* | STAAR Surgical Co. | 37,070 | 2,629 | |||
* | Amedisys Inc. | 24,976 | 2,625 | |||
* | Mirati Therapeutics Inc. | 38,568 | 2,589 | |||
* | Turning Point Therapeutics Inc. | 34,116 | 2,567 | |||
* | Haemonetics Corp. | 39,119 | 2,550 | |||
* | Merit Medical Systems Inc. | 45,563 | 2,473 | |||
* | Maravai LifeSciences Holdings Inc. Class A | 85,735 | 2,436 | |||
* | Cytokinetics Inc. | 61,453 | 2,414 | |||
* | iRhythm Technologies Inc. | 21,727 | 2,347 | |||
* | Prestige Consumer Healthcare Inc. | 39,699 | 2,334 | |||
* | Natera Inc. | 65,782 | 2,331 | |||
* | Blueprint Medicines Corp. | 45,871 | 2,317 | |||
* | Amicus Therapeutics Inc. | 215,043 | 2,310 | |||
* | Doximity Inc. Class A | 65,859 | 2,293 | |||
* | Inari Medical Inc. | 33,634 | 2,287 | |||
* | PTC Therapeutics Inc. | 56,936 | 2,281 | |||
* | Karuna Therapeutics Inc. | 17,747 | 2,245 | |||
* | R1 RCM Inc. | 104,602 | 2,192 | |||
CONMED Corp. | 22,493 | 2,154 | ||||
* | Enovis Corp. | 36,983 | 2,034 | |||
Patterson Cos. Inc. | 67,060 | 2,032 | ||||
* | Neogen Corp. | 83,534 | 2,012 | |||
* | Evolent Health Inc. Class A | 65,199 | 2,002 | |||
* | NuVasive Inc. | 40,501 | 1,991 | |||
Select Medical Holdings Corp. | 83,545 | 1,973 | ||||
* | Pacira BioSciences Inc. | 33,454 | 1,950 | |||
* | Beam Therapeutics Inc. | 49,511 | 1,917 | |||
*,1 | Ginkgo Bioworks Holdings Inc. | 785,810 | 1,870 | |||
* | Denali Therapeutics Inc. | 63,172 | 1,859 | |||
* | Axonics Inc. | 32,339 | 1,833 | |||
* | Insmed Inc. | 90,806 | 1,791 | |||
* | Certara Inc. | 82,816 | 1,777 | |||
* | Integer Holdings Corp. | 24,469 | 1,729 | |||
Owens & Minor Inc. | 53,373 | 1,679 | ||||
* | Global Blood Therapeutics Inc. | 51,225 | 1,637 | |||
* | Fate Therapeutics Inc. | 63,965 | 1,585 | |||
* | Glaukos Corp. | 34,543 | 1,569 | |||
* | Sotera Health Co. | 78,231 | 1,533 | |||
* | Corcept Therapeutics Inc. | 64,403 | 1,532 | |||
* | BioCryst Pharmaceuticals Inc. | 140,809 | 1,490 | |||
* | Progyny Inc. | 50,712 | 1,473 | |||
* | Oak Street Health Inc. | 86,603 | 1,424 | |||
* | Multiplan Corp. | 257,400 | 1,413 | |||
* | Vir Biotechnology Inc. | 54,006 | 1,376 | |||
* | Pediatrix Medical Group Inc. | 65,446 | 1,375 | |||
* | ChemoCentryx Inc. | 55,316 | 1,371 | |||
* | ACADIA Pharmaceuticals Inc. | 96,465 | 1,359 | |||
* | Twist Bioscience Corp. | 38,555 | 1,348 | |||
* | AtriCure Inc. | 32,970 | 1,347 | |||
* | Xencor Inc. | 48,973 | 1,340 | |||
* | Sage Therapeutics Inc. | 41,348 | 1,336 | |||
* | Arvinas Inc. | 31,494 | 1,326 | |||
* | Relay Therapeutics Inc. | 73,945 | 1,239 | |||
* | Ironwood Pharmaceuticals Inc. Class A | 107,020 | 1,234 | |||
* | Dynavax Technologies Corp. | 97,461 | 1,227 | |||
* | CorVel Corp. | 8,285 | 1,220 | |||
* | Supernus Pharmaceuticals Inc. | 40,997 | 1,186 | |||
* | Ligand Pharmaceuticals Inc. | 13,152 | 1,173 | |||
* | Phreesia Inc. | 46,522 | 1,164 | |||
* | 1Life Healthcare Inc. | 148,093 | 1,161 |
Shares | Market Value• ($000) | |||||
* | Nevro Corp. | 26,322 | 1,154 | |||
* | Travere Therapeutics Inc. | 46,950 | 1,138 | |||
* | Apollo Medical Holdings Inc. | 28,897 | 1,115 | |||
* | Emergent BioSolutions Inc. | 35,612 | 1,105 | |||
* | Embecta Corp. | 43,642 | 1,105 | |||
* | Iovance Biotherapeutics Inc. | 99,947 | 1,103 | |||
* | Avanos Medical Inc. | 40,014 | 1,094 | |||
US Physical Therapy Inc. | 9,960 | 1,088 | ||||
* | Privia Health Group Inc. | 37,138 | 1,081 | |||
* | Veracyte Inc. | 53,419 | 1,063 | |||
* | Myriad Genetics Inc. | 57,956 | 1,053 | |||
* | Addus HomeCare Corp. | 12,566 | 1,046 | |||
* | Allogene Therapeutics Inc. | 91,433 | 1,042 | |||
* | Zentalis Pharmaceuticals Inc. | 37,001 | 1,040 | |||
* | Meridian Bioscience Inc. | 34,159 | 1,039 | |||
* | Cerevel Therapeutics Holdings Inc. | 39,300 | 1,039 | |||
* | AdaptHealth Corp. Class A | 57,535 | 1,038 | |||
* | Harmony Biosciences Holdings Inc. | 21,170 | 1,032 | |||
Healthcare Services Group Inc. | 58,412 | 1,017 | ||||
* | Krystal Biotech Inc. | 15,447 | 1,014 | |||
* | OPKO Health Inc. | 398,861 | 1,009 | |||
* | Silk Road Medical Inc. | 26,751 | 973 | |||
* | Celldex Therapeutics Inc. | 36,000 | 971 | |||
* | Arcus Biosciences Inc. | 37,550 | 952 | |||
* | Amphastar Pharmaceuticals Inc. | 27,177 | 945 | |||
* | Kura Oncology Inc. | 50,715 | 930 | |||
* | Vericel Corp. | 36,244 | 913 | |||
* | Surgery Partners Inc. | 30,873 | 893 | |||
*,1 | Sorrento Therapeutics Inc. | 433,776 | 872 | |||
* | Arcutis Biotherapeutics Inc. | 40,906 | 872 | |||
* | Axsome Therapeutics Inc. | 22,706 | 870 | |||
* | Signify Health Inc. Class A | 63,048 | 870 | |||
* | Agios Pharmaceuticals Inc. | 38,788 | 860 | |||
* | IVERIC bio Inc. | 88,614 | 852 | |||
* | PROCEPT BioRobotics Corp. | 25,518 | 834 | |||
* | ModivCare Inc. | 9,812 | 829 | |||
* | Fulgent Genetics Inc. | 15,018 | 819 | |||
* | Sierra Oncology Inc. | 14,700 | 808 | |||
*,1 | Cassava Sciences Inc. | 28,700 | 807 | |||
* | Madrigal Pharmaceuticals Inc. | 11,130 | 797 | |||
* | REVOLUTION Medicines Inc. | 40,841 | 796 | |||
* | Natus Medical Inc. | 24,272 | 795 | |||
* | CareDx Inc. | 36,859 | 792 | |||
* | Adaptive Biotechnologies Corp. | 95,724 | 774 | |||
* | Innoviva Inc. | 52,415 | 774 | |||
*,1 | Warby Parker Inc. Class A | 68,724 | 774 | |||
* | MannKind Corp. | 202,620 | 772 | |||
* | Cerus Corp. | 145,208 | 768 | |||
* | Avidity Biosciences Inc. | 52,875 | 768 | |||
* | Revance Therapeutics Inc. | 55,192 | 763 | |||
* | Heska Corp. | 8,036 | 759 | |||
Atrion Corp. | 1,196 | 752 | ||||
* | Bridgebio Pharma Inc. | 82,622 | 750 | |||
* | ImmunoGen Inc. | 166,161 | 748 | |||
* | NextGen Healthcare Inc. | 42,598 | 743 | |||
National HealthCare Corp. | 10,338 | 723 | ||||
* | REGENXBIO Inc. | 28,991 | 716 | |||
* | Cytek Biosciences Inc. | 66,218 | 711 | |||
* | NeoGenomics Inc. | 87,102 | 710 | |||
* | Pacific Biosciences of California Inc. | 160,575 | 710 | |||
* | Syndax Pharmaceuticals Inc. | 36,687 | 706 | |||
LeMaitre Vascular Inc. | 15,395 | 701 | ||||
* | Vaxcyte Inc. | 32,032 | 697 | |||
* | Lyell Immunopharma Inc. | 105,726 | 689 | |||
* | FibroGen Inc. | 65,127 | 688 | |||
* | Enanta Pharmaceuticals Inc. | 14,469 | 684 | |||
* | Prometheus Biosciences Inc. | 23,715 | 669 | |||
* | Avid Bioservices Inc. | 43,517 | 664 | |||
* | Chinook Therapeutics Inc. | 37,944 | 664 |
Shares | Market Value• ($000) | |||||
* | Brookdale Senior Living Inc. | 146,031 | 663 | |||
* | Alignment Healthcare Inc. | 58,089 | 663 | |||
* | Reata Pharmaceuticals Inc. Class A | 21,633 | 657 | |||
* | Crinetics Pharmaceuticals Inc. | 34,649 | 646 | |||
* | Cano Health Inc. | 146,804 | 643 | |||
* | Editas Medicine Inc. | 54,137 | 640 | |||
* | Varex Imaging Corp. | 29,662 | 634 | |||
* | Aclaris Therapeutics Inc. | 44,964 | 628 | |||
* | RadNet Inc. | 36,356 | 628 | |||
* | Artivion Inc. | 32,432 | 612 | |||
* | AngioDynamics Inc. | 31,392 | 607 | |||
* | Day One Biopharmaceuticals Inc. | 33,661 | 603 | |||
* | Agiliti Inc. | 28,916 | 593 | |||
National Research Corp. | 15,398 | 589 | ||||
* | TransMedics Group Inc. | 18,731 | 589 | |||
* | American Well Corp. Class A | 134,427 | 581 | |||
* | Nektar Therapeutics | 151,005 | 574 | |||
* | SpringWorks Therapeutics Inc. | 23,306 | 574 | |||
* | Anavex Life Sciences Corp. | 55,577 | 556 | |||
* | 2seventy bio Inc. | 40,544 | 535 | |||
* | CTI BioPharma Corp. | 86,776 | 518 | |||
* | Outset Medical Inc. | 34,549 | 513 | |||
* | Rocket Pharmaceuticals Inc. | 36,880 | 507 | |||
* | Atara Biotherapeutics Inc. | 64,886 | 505 | |||
* | OrthoPediatrics Corp. | 11,689 | 504 | |||
* | Health Catalyst Inc. | 34,173 | 495 | |||
* | Clover Health Investments Corp. Class A | 230,600 | 493 | |||
* | DocGo Inc. | 68,800 | 491 | |||
* | Codexis Inc. | 46,017 | 481 | |||
* | Hanger Inc. | 33,589 | 481 | |||
* | Deciphera Pharmaceuticals Inc. | 36,510 | 480 | |||
* | UFP Technologies Inc. | 6,036 | 480 | |||
* | Recursion Pharmaceuticals Inc. Class A | 57,932 | 472 | |||
* | Cardiovascular Systems Inc. | 32,605 | 468 | |||
* | Kymera Therapeutics Inc. | 23,679 | 466 | |||
* | Cutera Inc. | 12,390 | 465 | |||
* | Surmodics Inc. | 12,342 | 459 | |||
* | Vanda Pharmaceuticals Inc. | 41,986 | 458 | |||
* | NanoString Technologies Inc. | 35,956 | 457 | |||
* | DICE Therapeutics Inc. | 29,100 | 452 | |||
* | Radius Health Inc. | 43,070 | 447 | |||
*,1 | Sana Biotechnology Inc. | 69,018 | 444 | |||
* | Coherus Biosciences Inc. | 60,235 | 436 | |||
*,1 | 23andMe Holding Co. | 174,500 | 433 | |||
* | Inogen Inc. | 17,882 | 432 | |||
* | Catalyst Pharmaceuticals Inc. | 61,500 | 431 | |||
* | Collegium Pharmaceutical Inc. | 24,298 | 431 | |||
* | Hims & Hers Health Inc. | 94,600 | 429 | |||
* | Geron Corp. | 272,053 | 422 | |||
* | Theravance Biopharma Inc. | 46,501 | 421 | |||
* | Eagle Pharmaceuticals Inc. | 9,445 | 420 | |||
* | TG Therapeutics Inc. | 98,767 | 420 | |||
* | Altimmune Inc. | 35,370 | 414 | |||
* | BioLife Solutions Inc. | 29,559 | 408 | |||
* | Computer Programs & Systems Inc. | 12,734 | 407 | |||
* | Orthofix Medical Inc. | 17,120 | 403 | |||
* | Cogent Biosciences Inc. | 44,653 | 403 | |||
* | Quanterix Corp. | 24,560 | 398 | |||
* | Sharecare Inc. | 251,400 | 397 | |||
* | Invitae Corp. | 162,468 | 396 | |||
* | Gossamer Bio Inc. | 47,085 | 394 | |||
* | Y-mAbs Therapeutics Inc. | 25,975 | 393 | |||
* | Replimune Group Inc. | 22,443 | 392 | |||
* | Alector Inc. | 38,347 | 390 | |||
* | Relmada Therapeutics Inc. | 20,489 | 389 | |||
* | SomaLogic Inc. | 85,614 | 387 | |||
* | Castle Biosciences Inc. | 17,567 | 386 | |||
* | Nurix Therapeutics Inc. | 29,820 | 378 | |||
* | Treace Medical Concepts Inc. | 26,140 | 375 |
Shares | Market Value• ($000) | |||||
* | Paragon 28 Inc. | 23,652 | 375 | |||
* | PetIQ Inc. Class A | 21,893 | 368 | |||
* | Adicet Bio Inc. | 25,167 | 367 | |||
* | Bright Health Group Inc. | 199,923 | 364 | |||
* | Aerie Pharmaceuticals Inc. | 47,900 | 359 | |||
* | Verve Therapeutics Inc. | 23,420 | 358 | |||
* | Sangamo Therapeutics Inc. | 86,053 | 356 | |||
* | ViewRay Inc. | 134,216 | 356 | |||
*,1 | LifeStance Health Group Inc. | 63,584 | 354 | |||
*,1 | Butterfly Network Inc. | 114,143 | 350 | |||
* | Morphic Holding Inc. | 16,100 | 349 | |||
*,1 | Point Biopharma Global Inc. Class A | 51,222 | 349 | |||
* | AnaptysBio Inc. | 17,100 | 347 | |||
* | Community Health Systems Inc. | 92,456 | 347 | |||
* | Intercept Pharmaceuticals Inc. | 24,800 | 342 | |||
*,1 | Ocugen Inc. | 150,100 | 341 | |||
*,1 | Senseonics Holdings Inc. | 324,200 | 334 | |||
* | iTeos Therapeutics Inc. | 16,182 | 333 | |||
* | GoodRx Holdings Inc. Class A | 56,002 | 332 | |||
* | Monte Rosa Therapeutics Inc. | 34,328 | 332 | |||
* | Atea Pharmaceuticals Inc. | 46,519 | 330 | |||
* | Erasca Inc. | 59,061 | 329 | |||
*,1 | Nuvalent Inc. Class A | 24,266 | 329 | |||
* | Seer Inc. Class A | 36,017 | 322 | |||
* | PMV Pharmaceuticals Inc. | 22,524 | 321 | |||
* | NGM Biopharmaceuticals Inc. | 24,958 | 320 | |||
* | HealthStream Inc. | 14,691 | 319 | |||
SIGA Technologies Inc. | 27,490 | 318 | ||||
* | Albireo Pharma Inc. | 15,900 | 316 | |||
* | Pulmonx Corp. | 21,458 | 316 | |||
* | MaxCyte Inc. | 66,640 | 315 | |||
* | Agenus Inc. | 161,917 | 314 | |||
* | Keros Therapeutics Inc. | 11,369 | 314 | |||
* | OptimizeRx Corp. | 11,439 | 313 | |||
* | Nuvation Bio Inc. | 96,553 | 313 | |||
*,1 | Vaxart Inc. | 88,300 | 309 | |||
*,1 | Bionano Genomics Inc. | 222,000 | 306 | |||
* | Cara Therapeutics Inc. | 33,414 | 305 | |||
* | Inovio Pharmaceuticals Inc. | 175,516 | 304 | |||
* | Esperion Therapeutics Inc. | 47,475 | 302 | |||
* | Arcturus Therapeutics Holdings Inc. | 19,143 | 301 | |||
*,1 | Entrada Therapeutics Inc. | 24,407 | 297 | |||
* | Anika Therapeutics Inc. | 13,242 | 296 | |||
* | Evolus Inc. | 25,400 | 295 | |||
Phibro Animal Health Corp. Class A | 15,356 | 294 | ||||
* | RAPT Therapeutics Inc. | 16,085 | 294 | |||
* | Cullinan Oncology Inc. | 22,492 | 288 | |||
* | Ideaya Biosciences Inc. | 20,767 | 287 | |||
* | SI-BONE Inc. | 21,195 | 280 | |||
* | Accolade Inc. | 37,810 | 280 | |||
* | Biomea Fusion Inc. | 23,300 | 279 | |||
* | Bluebird Bio Inc. | 65,600 | 272 | |||
* | Pennant Group Inc. | 21,097 | 270 | |||
* | Alphatec Holdings Inc. | 41,167 | 269 | |||
* | Protagonist Therapeutics Inc. | 33,765 | 267 | |||
Utah Medical Products Inc. | 3,090 | 265 | ||||
* | ANI Pharmaceuticals Inc. | 8,894 | 264 | |||
* | Zimvie Inc. | 16,330 | 261 | |||
* | Amneal Pharmaceuticals Inc. | 81,700 | 260 | |||
*,1 | ADMA Biologics Inc. | 129,071 | 256 | |||
* | Karyopharm Therapeutics Inc. | 56,638 | 255 | |||
* | ImmunityBio Inc. | 68,635 | 255 | |||
* | Caribou Biosciences Inc. | 46,284 | 251 | |||
* | Mirum Pharmaceuticals Inc. | 12,837 | 250 | |||
* | Organogenesis Holdings Inc. Class A | 51,218 | 250 | |||
* | RxSight Inc. | 17,417 | 245 | |||
* | Mersana Therapeutics Inc. | 52,904 | 244 | |||
* | 908 Devices Inc. | 11,858 | 244 | |||
* | Tango Therapeutics Inc. | 53,400 | 242 |
Shares | Market Value• ($000) | |||||
* | Axogen Inc. | 29,257 | 240 | |||
* | C4 Therapeutics Inc. | 31,822 | 240 | |||
* | IGM Biosciences Inc. | 13,283 | 239 | |||
* | Nkarta Inc. | 19,414 | 239 | |||
* | Ocular Therapeutix Inc. | 58,771 | 236 | |||
* | Arcellx Inc. | 12,884 | 233 | |||
* | Kezar Life Sciences Inc. | 27,667 | 229 | |||
*,1 | Clovis Oncology Inc. | 126,700 | 228 | |||
* | Viridian Therapeutics Inc. | 19,741 | 228 | |||
* | KalVista Pharmaceuticals Inc. | 23,051 | 227 | |||
* | Inhibrx Inc. | 19,765 | 224 | |||
* | Akoya Biosciences Inc. | 17,202 | 221 | |||
* | Pliant Therapeutics Inc. | 27,456 | 220 | |||
* | Heron Therapeutics Inc. | 78,614 | 219 | |||
*,1 | Alaunos Therapeutics Inc. | 176,915 | 219 | |||
* | Talkspace Inc. | 127,138 | 216 | |||
*,1 | CinCor Pharma Inc. | 11,414 | 215 | |||
* | Optinose Inc. | 57,600 | 211 | |||
*,1 | Cue Health Inc. | 66,007 | 211 | |||
* | Kiniksa Pharmaceuticals Ltd. Class A | 21,265 | 206 | |||
* | Lineage Cell Therapeutics Inc. | 128,266 | 203 | |||
*,1 | Oncology Institute Inc. | 39,500 | 200 | |||
* | Stoke Therapeutics Inc. | 14,884 | 197 | |||
* | CareMax Inc. | 53,555 | 194 | |||
* | Tarsus Pharmaceuticals Inc. | 13,070 | 191 | |||
* | MiMedx Group Inc. | 55,000 | 191 | |||
* | Kodiak Sciences Inc. | 24,897 | 190 | |||
* | Instil Bio Inc. | 41,166 | 190 | |||
* | Adagio Therapeutics Inc. | 58,006 | 190 | |||
* | Adverum Biotechnologies Inc. | 156,400 | 188 | |||
* | Cymabay Therapeutics Inc. | 63,502 | 187 | |||
* | Berkeley Lights Inc. | 37,687 | 187 | |||
* | Quantum-Si Inc. | 80,152 | 186 | |||
*,1 | Celularity Inc. Class A | 54,700 | 186 | |||
* | Bioxcel Therapeutics Inc. | 13,911 | 184 | |||
* | Amylyx Pharmaceuticals Inc. | 9,532 | 184 | |||
* | Edgewise Therapeutics Inc. | 22,791 | 181 | |||
Zynex Inc. | 22,504 | 180 | ||||
* | Viking Therapeutics Inc. | 61,875 | 179 | |||
* | Generation Bio Co. | 26,818 | 176 | |||
* | Aldeyra Therapeutics Inc. | 43,700 | 174 | |||
* | EyePoint Pharmaceuticals Inc. | 21,612 | 170 | |||
* | InfuSystem Holdings Inc. | 17,567 | 169 | |||
* | Arbutus Biopharma Corp. | 62,345 | 169 | |||
* | Imago Biosciences Inc. | 12,579 | 168 | |||
* | OraSure Technologies Inc. | 61,474 | 167 | |||
* | Forma Therapeutics Holdings Inc. | 24,215 | 167 | |||
* | Dyne Therapeutics Inc. | 24,345 | 167 | |||
*,1 | Zomedica Corp. | 759,400 | 167 | |||
* | Sema4 Holdings Corp. | 132,235 | 167 | |||
* | Provention Bio Inc. | 41,033 | 164 | |||
* | Aadi Bioscience Inc. | 13,200 | 163 | |||
* | Rallybio Corp. | 21,522 | 162 | |||
* | ClearPoint Neuro Inc. | 12,373 | 161 | |||
* | Rhythm Pharmaceuticals Inc. | 38,261 | 159 | |||
* | Immunovant Inc. | 40,700 | 159 | |||
* | Sight Sciences Inc. | 17,683 | 159 | |||
* | Sutro Biopharma Inc. | 30,272 | 158 | |||
* | Bioventus Inc. Class A | 23,179 | 158 | |||
* | Epizyme Inc. | 105,476 | 155 | |||
* | Liquidia Corp. | 35,629 | 155 | |||
* | Dare Bioscience Inc. | 122,500 | 151 | |||
* | Assertio Holdings Inc. | 51,200 | 151 | |||
*,1 | Tricida Inc. | 15,500 | 150 | |||
* | Vera Therapeutics Inc. Class A | 11,052 | 150 | |||
* | Joint Corp. | 9,539 | 146 | |||
*,1 | CEL - SCI Corp. | 31,842 | 143 | |||
* | Verastem Inc. | 123,360 | 143 | |||
* | Inotiv Inc. | 14,694 | 141 |
Shares | Market Value• ($000) | |||||
* | AVEO Pharmaceuticals Inc. | 21,170 | 139 | |||
* | Foghorn Therapeutics Inc. | 10,206 | 139 | |||
* | Akero Therapeutics Inc. | 14,617 | 138 | |||
* | MacroGenics Inc. | 46,700 | 138 | |||
* | Science 37 Holdings Inc. | 68,300 | 137 | |||
*,1 | Omeros Corp. | 49,283 | 136 | |||
* | Rigel Pharmaceuticals Inc. | 119,340 | 135 | |||
* | Marinus Pharmaceuticals Inc. | 27,908 | 135 | |||
* | Absci Corp. | 40,420 | 134 | |||
* | Scholar Rock Holding Corp. | 24,294 | 133 | |||
* | SeaSpine Holdings Corp. | 23,457 | 133 | |||
* | VistaGen Therapeutics Inc. | 151,563 | 133 | |||
* | Vicarious Surgical Inc. | 44,962 | 132 | |||
* | Matinas BioPharma Holdings Inc. | 164,758 | 130 | |||
* | Seres Therapeutics Inc. | 37,775 | 130 | |||
* | Harrow Health Inc. | 17,757 | 129 | |||
* | 4D Molecular Therapeutics Inc. | 18,526 | 129 | |||
* | Ventyx Biosciences Inc. | 10,528 | 129 | |||
* | Concert Pharmaceuticals Inc. | 30,400 | 128 | |||
* | Kinnate Biopharma Inc. | 10,167 | 128 | |||
* | Co-Diagnostics Inc. | 22,573 | 127 | |||
* | Eiger BioPharmaceuticals Inc. | 19,995 | 126 | |||
* | Apyx Medical Corp. | 21,359 | 125 | |||
* | Voyager Therapeutics Inc. | 20,900 | 124 | |||
* | Avita Medical Inc. | 25,856 | 123 | |||
* | Xeris Biopharma Holdings Inc. | 79,815 | 123 | |||
* | ATI Physical Therapy Inc. | 85,900 | 121 | |||
* | Accuray Inc. | 61,258 | 120 | |||
* | Phathom Pharmaceuticals Inc. | 14,260 | 120 | |||
* | Icosavax Inc. | 20,890 | 120 | |||
* | Chimerix Inc. | 57,135 | 119 | |||
* | Otonomy Inc. | 57,340 | 119 | |||
* | Tactile Systems Technology Inc. | 16,140 | 118 | |||
* | Selecta Biosciences Inc. | 90,109 | 118 | |||
*,1 | P3 Health Partners Inc. | 31,700 | 118 | |||
*,2 | PDL BioPharma Inc. | 78,003 | 115 | |||
* | Viracta Therapeutics Inc. | 29,734 | 115 | |||
* | Outlook Therapeutics Inc. | 111,564 | 114 | |||
* | Viemed Healthcare Inc. | 20,899 | 112 | |||
* | Kronos Bio Inc. | 30,839 | 112 | |||
* | Enzo Biochem Inc. | 53,422 | 111 | |||
* | G1 Therapeutics Inc. | 22,493 | 111 | |||
* | Savara Inc. | 73,243 | 111 | |||
* | ORIC Pharmaceuticals Inc. | 24,507 | 110 | |||
*,1 | Checkpoint Therapeutics Inc. | 105,825 | 109 | |||
* | Talaris Therapeutics Inc. | 24,089 | 109 | |||
* | Olema Pharmaceuticals Inc. | 26,604 | 108 | |||
* | Atossa Therapeutics Inc. | 98,096 | 107 | |||
* | Beyond Air Inc. | 15,642 | 105 | |||
* | DermTech Inc. | 19,000 | 105 | |||
* | ALX Oncology Holdings Inc. | 13,029 | 105 | |||
* | Sesen Bio Inc. | 128,046 | 104 | |||
*,1 | Janux Therapeutics Inc. | 8,474 | 103 | |||
* | XOMA Corp. | 4,561 | 102 | |||
* | Singular Genomics Systems Inc. | 26,684 | 102 | |||
* | Shattuck Labs Inc. | 24,751 | 100 | |||
* | Precigen Inc. | 73,808 | 99 | |||
* | Fulcrum Therapeutics Inc. | 20,212 | 99 | |||
*,1 | Citius Pharmaceuticals Inc. | 106,287 | 98 | |||
* | Gritstone bio Inc. | 39,937 | 97 | |||
* | Allakos Inc. | 30,574 | 96 | |||
* | Lexicon Pharmaceuticals Inc. | 51,632 | 96 | |||
*,1 | SmileDirectClub Inc. Class A | 90,900 | 95 | |||
* | Omega Therapeutics Inc. | 25,050 | 95 | |||
* | CVRx Inc. | 15,660 | 94 | |||
* | Ovid therapeutics Inc. | 43,087 | 93 | |||
* | Actinium Pharmaceuticals Inc. | 19,281 | 93 | |||
* | Harvard Bioscience Inc. | 25,649 | 92 | |||
* | Spectrum Pharmaceuticals Inc. | 118,300 | 92 |
Shares | Market Value• ($000) | |||||
iRadimed Corp. | 2,691 | 91 | ||||
* | Passage Bio Inc. | 38,001 | 90 | |||
* | Allovir Inc. | 22,947 | 89 | |||
* | Tyra Biosciences Inc. | 12,400 | 89 | |||
* | FONAR Corp. | 5,825 | 88 | |||
* | Endo International plc | 187,335 | 87 | |||
* | KemPharm Inc. | 19,400 | 87 | |||
* | Ardelyx Inc. | 146,000 | 86 | |||
* | Durect Corp. | 180,792 | 86 | |||
* | Standard BioTools Inc. | 54,000 | 86 | |||
* | TFF Pharmaceuticals Inc. | 15,224 | 86 | |||
* | CytomX Therapeutics Inc. | 46,219 | 85 | |||
* | Poseida Therapeutics Inc. | 32,859 | 85 | |||
* | ContraFect Corp. | 26,913 | 83 | |||
* | Greenwich Lifesciences Inc. | 9,800 | 83 | |||
*,1 | Humacyte Inc. | 25,479 | 82 | |||
* | Athira Pharma Inc. | 26,677 | 81 | |||
*,1 | Asensus Surgical Inc. | 202,501 | 81 | |||
* | CorMedix Inc. | 19,865 | 80 | |||
* | Puma Biotechnology Inc. | 28,100 | 80 | |||
* | Ikena Oncology Inc. | 18,053 | 80 | |||
* | ChromaDex Corp. | 47,403 | 79 | |||
* | Personalis Inc. | 22,769 | 79 | |||
* | CytoSorbents Corp. | 35,641 | 78 | |||
* | Frequency Therapeutics Inc. | 52,100 | 78 | |||
* | Orgenesis Inc. | 32,261 | 78 | |||
* | Apollo Endosurgery Inc. | 20,415 | 75 | |||
* | Jounce Therapeutics Inc. | 24,864 | 75 | |||
* | Genprex Inc. | 54,200 | 75 | |||
*,1 | Inozyme Pharma Inc. | 15,730 | 75 | |||
* | iCAD Inc. | 18,133 | 73 | |||
*,1 | 89bio Inc. | 22,722 | 73 | |||
* | NightHawk Biosciences Inc. | 28,727 | 73 | |||
* | Forian Inc. | 16,600 | 73 | |||
* | Electromed Inc. | 7,476 | 72 | |||
* | Paratek Pharmaceuticals Inc. | 36,785 | 71 | |||
* | Celcuity Inc. | 7,727 | 70 | |||
* | PDS Biotechnology Corp. | 19,304 | 70 | |||
* | Design Therapeutics Inc. | 4,979 | 70 | |||
* | Alpha Teknova Inc. | 8,236 | 69 | |||
* | Tenaya Therapeutics Inc. | 11,999 | 68 | |||
* | Semler Scientific Inc. | 2,400 | 68 | |||
* | Palatin Technologies Inc. | 238,694 | 67 | |||
* | SQZ Biotechnologies Co. | 21,128 | 67 | |||
* | Decibel Therapeutics Inc. | 15,840 | 67 | |||
* | Bright Green Corp. | 30,400 | 67 | |||
XBiotech Inc. | 11,679 | 66 | ||||
* | Curis Inc. | 66,098 | 65 | |||
* | MediciNova Inc. | 25,702 | 65 | |||
* | Aveanna Healthcare Holdings Inc. | 28,788 | 65 | |||
* | Century Therapeutics Inc. | 7,713 | 65 | |||
* | La Jolla Pharmaceutical Co. | 20,200 | 64 | |||
* | Stereotaxis Inc. | 34,516 | 64 | |||
* | BioAtla Inc. | 22,308 | 64 | |||
* | Cue Biopharma Inc. | 25,288 | 63 | |||
*,1 | Leap Therapeutics Inc. | 55,143 | 63 | |||
* | Neuronetics Inc. | 19,481 | 63 | |||
* | scPharmaceuticals Inc. | 13,000 | 63 | |||
* | BrainStorm Cell Therapeutics Inc. | 22,317 | 62 | |||
* | Sensus Healthcare Inc. | 8,033 | 62 | |||
* | KORU Medical Systems Inc. | 24,374 | 62 | |||
* | Retractable Technologies Inc. | 15,700 | 60 | |||
* | Praxis Precision Medicines Inc. | 24,467 | 60 | |||
*,1 | Clene Inc. | 23,900 | 60 | |||
* | Finch Therapeutics Group Inc. | 21,220 | 60 | |||
* | Akouos Inc. | 12,445 | 58 | |||
*,1 | Impel Pharmaceuticals Inc. | 6,194 | 58 | |||
* | MEI Pharma Inc. | 93,726 | 57 | |||
* | Oncocyte Corp. | 63,657 | 57 |
Shares | Market Value• ($000) | |||||
* | aTyr Pharma Inc. | 19,720 | 56 | |||
* | MyMD Pharmaceuticals Inc. | 25,990 | 56 | |||
* | Dyadic International Inc. | 17,910 | 55 | |||
*,1 | Adamis Pharmaceuticals Corp. | 109,800 | 55 | |||
* | Cardiff Oncology Inc. | 24,797 | 55 | |||
* | Merrimack Pharmaceuticals Inc. | 9,104 | 54 | |||
* | Annexon Inc. | 14,204 | 54 | |||
*,1 | PAVmed Inc. | 56,600 | 53 | |||
* | Harpoon Therapeutics Inc. | 27,100 | 52 | |||
* | Codiak Biosciences Inc. | 18,019 | 52 | |||
* | TherapeuticsMD Inc. | 5,268 | 52 | |||
* | Precision BioSciences Inc. | 31,777 | 51 | |||
* | Infinity Pharmaceuticals Inc. | 80,200 | 51 | |||
*,1 | Trevena Inc. | 123,816 | 51 | |||
* | Exagen Inc. | 8,667 | 50 | |||
* | Tabula Rasa HealthCare Inc. | 19,595 | 50 | |||
* | DiaMedica Therapeutics Inc. | 24,554 | 50 | |||
* | Seelos Therapeutics Inc. | 73,332 | 50 | |||
* | Humanigen Inc. | 28,100 | 50 | |||
* | GT Biopharma Inc. | 16,775 | 50 | |||
* | Clearside Biomedical Inc. | 33,500 | 49 | |||
* | Synlogic Inc. | 42,408 | 49 | |||
* | Applied Molecular Transport Inc. | 16,784 | 49 | |||
* | Immunic Inc. | 13,600 | 47 | |||
* | LENSAR Inc. | 7,146 | 47 | |||
* | Conformis Inc. | 129,153 | 46 | |||
* | Evelo Biosciences Inc. | 22,014 | 46 | |||
* | iBio Inc. | 174,700 | 46 | |||
* | Annovis Bio Inc. | 4,100 | 46 | |||
* | Rapid Micro Biosystems Inc. Class A | 10,406 | 45 | |||
* | Alpine Immune Sciences Inc. | 5,130 | 44 | |||
*,1 | Oyster Point Pharma Inc. | 10,086 | 44 | |||
* | Inmune Bio Inc. | 5,000 | 44 | |||
* | 9 Meters Biopharma Inc. | 169,534 | 44 | |||
* | Sensei Biotherapeutics Inc. | 19,290 | 44 | |||
* | Catalyst Biosciences Inc. | 23,975 | 43 | |||
*,1,2 | Tobira Therapeutics Inc. CVR Exp. 12/31/28 | 9,469 | 43 | |||
*,1 | Zynerba Pharmaceuticals Inc. | 37,481 | 43 | |||
* | Akebia Therapeutics Inc. | 119,228 | 42 | |||
* | Cortexyme Inc. | 18,900 | 42 | |||
* | Sientra Inc. | 50,000 | 42 | |||
*,1 | Enochian Biosciences Inc. | 21,000 | 41 | |||
* | Taysha Gene Therapies Inc. | 10,918 | 41 | |||
*,1 | Athersys Inc. | 152,037 | 40 | |||
* | Surface Oncology Inc. | 24,474 | 40 | |||
*,1 | Vor BioPharma Inc. | 8,142 | 40 | |||
* | Anixa Biosciences Inc. | 12,599 | 39 | |||
* | PLx Pharma Inc. | 16,010 | 39 | |||
* | Syros Pharmaceuticals Inc. | 40,282 | 39 | |||
* | OpGen Inc. | 72,000 | 39 | |||
* | Prelude Therapeutics Inc. | 7,538 | 39 | |||
* | Lucira Health Inc. | 21,208 | 39 | |||
* | Invacare Corp. | 29,423 | 38 | |||
* | Axcella Health Inc. | 18,254 | 37 | |||
* | Vapotherm Inc. | 14,711 | 37 | |||
* | Sio Gene Therapies Inc. | 101,900 | 37 | |||
* | Immunome Inc. | 11,471 | 37 | |||
* | Eton Pharmaceuticals Inc. | 13,900 | 36 | |||
* | Oncternal Therapeutics Inc. | 32,400 | 36 | |||
* | Galectin Therapeutics Inc. | 26,902 | 35 | |||
*,1 | Biora Therapeutics Inc. | 49,399 | 35 | |||
* | Novan Inc. | 14,992 | 35 | |||
* | Convey Health Solutions Holdings Inc. | 3,410 | 35 | |||
* | Tela Bio Inc. | 4,801 | 34 | |||
* | Hepion Pharmaceuticals Inc. | 59,700 | 34 | |||
* | Terns Pharmaceuticals Inc. | 13,813 | 34 | |||
* | GlycoMimetics Inc. | 54,900 | 33 | |||
* | PhaseBio Pharmaceuticals Inc. | 54,300 | 33 | |||
* | SELLAS Life Sciences Group Inc. | 14,905 | 33 |
Shares | Market Value• ($000) | |||||
* | Nautilus Biotechnology Inc. Class A | 12,100 | 33 | |||
*,1 | Verrica Pharmaceuticals Inc. | 16,816 | 32 | |||
* | Champions Oncology Inc. | 3,815 | �� 31 | |||
* | Graphite Bio Inc. | 11,215 | 31 | |||
* | Athenex Inc. | 74,162 | 30 | |||
* | Rubius Therapeutics Inc. | 35,800 | 30 | |||
*,1 | Elevation Oncology Inc. | 21,141 | 30 | |||
* | Hookipa Pharma Inc. | 18,030 | 29 | |||
* | Magenta Therapeutics Inc. | 24,259 | 29 | |||
* | Molecular Templates Inc. | 31,960 | 29 | |||
* | Aspira Women's Health Inc. | 49,767 | 29 | |||
* | Angion Biomedica Corp. | 25,035 | 29 | |||
* | Lipocine Inc. | 34,514 | 28 | |||
* | Tracon Pharmaceuticals Inc. | 13,800 | 28 | |||
* | SCYNEXIS Inc. | 15,090 | 28 | |||
* | Summit Therapeutics Inc. | 28,141 | 28 | |||
* | NexImmune Inc. | 17,304 | 28 | |||
* | Accelerate Diagnostics Inc. | 27,042 | 27 | |||
* | Aligos Therapeutics Inc. | 21,969 | 27 | |||
* | Rezolute Inc. | 8,500 | 27 | |||
*,1 | Ampio Pharmaceuticals Inc. | 152,721 | 26 | |||
* | Cidara Therapeutics Inc. | 52,829 | 26 | |||
* | NeuBase Therapeutics Inc. | 25,226 | 26 | |||
* | Avalo Therapeutics Inc. | 51,342 | 26 | |||
* | Societal CDMO Inc. | 31,949 | 25 | |||
* | Bolt Biotherapeutics Inc. | 12,305 | 25 | |||
* | Applied Genetic Technologies Corp. | 31,353 | 24 | |||
* | ElectroCore Inc. | 47,524 | 24 | |||
* | Aura Biosciences Inc. | 1,713 | 24 | |||
* | AcelRx Pharmaceuticals Inc. | 92,758 | 23 | |||
* | IRIDEX Corp. | 8,974 | 23 | |||
*,1 | T2 Biosystems Inc. | 134,241 | 22 | |||
* | Corvus Pharmaceuticals Inc. | 20,935 | 21 | |||
* | Lantern Pharma Inc. | 3,734 | 21 | |||
* | Aptinyx Inc. Class A | 35,501 | 20 | |||
* | Cabaletta Bio Inc. | 18,792 | 20 | |||
* | PepGen Inc. | 2,011 | 20 | |||
* | Cumberland Pharmaceuticals Inc. | 9,187 | 19 | |||
* | Five Star Senior Living Inc. | 15,685 | 19 | |||
* | Eyenovia Inc. | 8,993 | 18 | |||
*,1 | Lannett Co. Inc. | 30,199 | 18 | |||
* | Marker Therapeutics Inc. | 54,947 | 18 | |||
* | Aeglea BioTherapeutics Inc. | 33,281 | 17 | |||
* | IsoRay Inc. | 55,618 | 17 | |||
Psychemedics Corp. | 2,717 | 17 | ||||
* | Celsion Corp. | 9,191 | 17 | |||
* | Equillium Inc. | 7,975 | 16 | |||
* | Neoleukin Therapeutics Inc. | 15,800 | 16 | |||
* | Delcath Systems Inc. | 3,900 | 16 | |||
*,1 | BioSig Technologies Inc. | 23,402 | 15 | |||
* | Spero Therapeutics Inc. | 19,238 | 14 | |||
* | Cellectar Biosciences Inc. | 35,100 | 14 | |||
* | IMARA Inc. | 11,325 | 14 | |||
* | Cyclerion Therapeutics Inc. | 23,450 | 13 | |||
* | Eloxx Pharmaceuticals Inc. | 48,700 | 13 | |||
* | X4 Pharmaceuticals Inc. | 13,208 | 13 | |||
* | Venus Concept Inc. | 28,327 | 13 | |||
* | Alimera Sciences Inc. | 2,158 | 12 | |||
* | Applied Therapeutics Inc. | 12,523 | 12 | |||
* | Virpax Pharmaceuticals Inc. | 6,900 | 12 | |||
* | Rani Therapeutics Holdings Inc. Class A | 1,173 | 12 | |||
*,1 | Tonix Pharmaceuticals Holding Corp. | 7,629 | 12 | |||
* | HilleVax Inc. | 1,135 | 12 | |||
*,1 | Pulse Biosciences Inc. | 7,474 | 11 | |||
*,1 | NRX Pharmaceuticals Inc. | 18,200 | 11 | |||
* | Jaguar Health Inc. | 37,232 | 11 | |||
* | Larimar Therapeutics Inc. | 5,300 | 10 | |||
* | Immuneering Corp. Class A | 1,865 | 10 | |||
* | Inhibikase Therapeutics Inc. | 11,895 | 9 |
Shares | Market Value• ($000) | |||||
* | AN2 Therapeutics Inc. | 1,222 | 9 | |||
* | Strata Skin Sciences Inc. | 8,329 | 8 | |||
* | NantHealth Inc. | 20,200 | 8 | |||
* | Forte Biosciences Inc. | 6,200 | 8 | |||
* | Thorne HealthTech Inc. | 1,688 | 8 | |||
*,2 | Strongbridge Biopharma plc CVR | 45,300 | 8 | |||
* | Tyme Technologies Inc. | 26,570 | 7 | |||
* | Bellerophon Therapeutics Inc. | 5,364 | 7 | |||
* | Salarius Pharmaceuticals Inc. | 31,300 | 7 | |||
* | Cyclacel Pharmaceuticals Inc. | 6,337 | 7 | |||
* | Vivos Therapeutics Inc. | 5,061 | 7 | |||
* | Aerovate Therapeutics Inc. | 463 | 7 | |||
* | Eliem Therapeutics Inc. | 2,237 | 7 | |||
* | Aquestive Therapeutics Inc. | 9,542 | 6 | |||
*,2 | OncoMed Pharmaceuticals Inc. CVR | 23,234 | 6 | |||
*,1 | Windtree Therapeutics Inc. | 14,800 | 6 | |||
* | Reviva Pharmaceuticals Holdings Inc. | 5,640 | 6 | |||
* | Geron Corp. Warrants Exp. 12/31/25 | 39,917 | 5 | |||
* | BioVie Inc. Class A | 3,174 | 5 | |||
* | Cyclo Therapeutics Inc. | 2,677 | 5 | |||
* | Jasper Therapeutics Inc. | 2,834 | 5 | |||
* | Theseus Pharmaceuticals Inc. | 848 | 5 | |||
* | Vigil Neuroscience Inc. | 1,832 | 5 | |||
* | Soligenix Inc. | 5,887 | 4 | |||
* | Xilio Therapeutics Inc. | 1,346 | 4 | |||
*,2 | Adamas Pharmaceuticals Inc. CVR | 59,600 | 4 | |||
*,1,2 | Oncternal Therapeutics Inc. CVR | 2,749 | 3 | |||
* | Mustang Bio Inc. | 4,753 | 3 | |||
* | Talis Biomedical Corp. | 3,442 | 3 | |||
* | Longboard Pharmaceuticals Inc. | 962 | 3 | |||
* | Reneo Pharmaceuticals Inc. | 1,021 | 3 | |||
* | IN8bio Inc. | 1,056 | 3 | |||
* | Minerva Surgical Inc. | 1,366 | 3 | |||
* | Panbela Therapeutics Inc. | 5,105 | 3 | |||
* | Fortress Biotech Inc. | 1,919 | 2 | |||
* | Opiant Pharmaceuticals Inc. | 206 | 2 | |||
* | Nephros Inc. | 1,098 | 2 | |||
* | Acutus Medical Inc. | 1,900 | 2 | |||
* | Oncorus Inc. | 1,585 | 2 | |||
* | Vaxxinity Inc. Class A | 1,015 | 2 | |||
* | Biolase Inc. | 446 | 2 | |||
* | AgeX Therapeutics Inc. | 1,702 | 1 | |||
* | LogicBio Therapeutics Inc. | 3,614 | 1 | |||
*,2 | Ocera Therapeutics Inc. CVR | 3,700 | 1 | |||
*,2 | Aduro Biotech Inc. CVR | 6,844 | 1 | |||
*,2 | Miragen Therapeutics Inc. CVR | 36,076 | 1 | |||
* | CareCloud Inc. | 237 | 1 | |||
* | Aileron Therapeutics Inc. | 250 | — | |||
*,2 | Ambit Biosciences Corp. CVR | 1,900 | — | |||
* | OncoSec Medical Inc. | 163 | — | |||
*,2 | Biosante Pharmaceutical Inc. CVR | 14,250 | — | |||
* | Ekso Bionics Holdings Inc. | 67 | — | |||
*,2 | Lantheus Holdings Inc. CVR | 82,198 | — | |||
*,2 | F-star Therapeutics Inc. CVR | 2,729 | — | |||
4,126,857 | ||||||
Industrials (7.5%) | ||||||
Visa Inc. Class A | 1,269,560 | 249,964 | ||||
Mastercard Inc. Class A | 669,819 | 211,315 | ||||
Accenture plc Class A | 510,773 | 141,816 | ||||
Raytheon Technologies Corp. | 1,147,639 | 110,300 | ||||
United Parcel Service Inc. Class B | 565,962 | 103,311 | ||||
Union Pacific Corp. | 484,232 | 103,277 | ||||
Honeywell International Inc. | 524,877 | 91,229 | ||||
Lockheed Martin Corp. | 205,400 | 88,314 | ||||
Caterpillar Inc. | 411,410 | 73,544 | ||||
Automatic Data Processing Inc. | 322,167 | 67,668 | ||||
Deere & Co. | 212,769 | 63,718 | ||||
* | PayPal Holdings Inc. | 893,997 | 62,437 | |||
* | Boeing Co. | 456,411 | 62,401 |
Shares | Market Value• ($000) | |||||
American Express Co. | 435,421 | 60,358 | ||||
3M Co. | 439,475 | 56,872 | ||||
General Electric Co. | 848,929 | 54,051 | ||||
Northrop Grumman Corp. | 108,100 | 51,733 | ||||
CSX Corp. | 1,675,556 | 48,692 | ||||
Fidelity National Information Services Inc. | 470,417 | 43,123 | ||||
Norfolk Southern Corp. | 183,825 | 41,782 | ||||
FedEx Corp. | 180,390 | 40,896 | ||||
Sherwin-Williams Co. | 180,826 | 40,489 | ||||
General Dynamics Corp. | 181,230 | 40,097 | ||||
* | Fiserv Inc. | 448,646 | 39,916 | |||
Illinois Tool Works Inc. | 215,147 | 39,211 | ||||
Eaton Corp. plc | 307,687 | 38,765 | ||||
Emerson Electric Co. | 456,774 | 36,332 | ||||
L3Harris Technologies Inc. | 149,753 | 36,195 | ||||
Capital One Financial Corp. | 303,100 | 31,580 | ||||
Paychex Inc. | 249,960 | 28,463 | ||||
Johnson Controls International plc | 536,659 | 25,695 | ||||
Cintas Corp. | 66,853 | 24,972 | ||||
* | Block Inc. Class A | 400,415 | 24,610 | |||
Parker-Hannifin Corp. | 98,610 | 24,263 | ||||
Global Payments Inc. | 217,013 | 24,010 | ||||
Carrier Global Corp. | 657,477 | 23,446 | ||||
Trane Technologies plc | 179,414 | 23,301 | ||||
Otis Worldwide Corp. | 327,159 | 23,120 | ||||
* | TransDigm Group Inc. | 39,945 | 21,437 | |||
Cummins Inc. | 109,271 | 21,147 | ||||
Verisk Analytics Inc. | 121,447 | 21,021 | ||||
PPG Industries Inc. | 182,052 | 20,816 | ||||
* | Mettler-Toledo International Inc. | 17,588 | 20,205 | |||
Old Dominion Freight Line Inc. | 78,797 | 20,194 | ||||
PACCAR Inc. | 241,476 | 19,883 | ||||
DuPont de Nemours Inc. | 352,720 | 19,604 | ||||
AMETEK Inc. | 178,348 | 19,599 | ||||
* | Keysight Technologies Inc. | 138,440 | 19,084 | |||
Rockwell Automation Inc. | 90,181 | 17,974 | ||||
Equifax Inc. | 94,488 | 17,271 | ||||
Ball Corp. | 245,593 | 16,889 | ||||
WW Grainger Inc. | 35,430 | 16,100 | ||||
* | Waters Corp. | 46,378 | 15,350 | |||
Fortive Corp. | 276,882 | 15,057 | ||||
Vulcan Materials Co. | 102,310 | 14,538 | ||||
Martin Marietta Materials Inc. | 47,745 | 14,287 | ||||
Quanta Services Inc. | 110,167 | 13,808 | ||||
* | Teledyne Technologies Inc. | 35,982 | 13,497 | |||
* | United Rentals Inc. | 55,300 | 13,433 | |||
Dover Corp. | 110,225 | 13,373 | ||||
Ingersoll Rand Inc. | 312,914 | 13,167 | ||||
Expeditors International of Washington Inc. | 129,843 | 12,655 | ||||
Jacobs Engineering Group Inc. | 98,952 | 12,580 | ||||
Stanley Black & Decker Inc. | 116,675 | 12,235 | ||||
* | Zebra Technologies Corp. Class A | 40,639 | 11,946 | |||
* | FleetCor Technologies Inc. | 56,641 | 11,901 | |||
TransUnion | 146,811 | 11,743 | ||||
* | Trimble Inc. | 192,415 | 11,204 | |||
Westinghouse Air Brake Technologies Corp. | 134,282 | 11,022 | ||||
Xylem Inc. | 139,788 | 10,929 | ||||
Synchrony Financial | 387,076 | 10,691 | ||||
IDEX Corp. | 58,790 | 10,678 | ||||
* | Generac Holdings Inc. | 48,869 | 10,291 | |||
Textron Inc. | 166,482 | 10,167 | ||||
JB Hunt Transport Services Inc. | 64,290 | 10,124 | ||||
Jack Henry & Associates Inc. | 56,010 | 10,083 | ||||
CH Robinson Worldwide Inc. | 98,783 | 10,014 | ||||
Packaging Corp. of America | 71,716 | 9,861 | ||||
Carlisle Cos. Inc. | 39,958 | 9,534 | ||||
Booz Allen Hamilton Holding Corp. | 101,905 | 9,208 | ||||
Masco Corp. | 181,500 | 9,184 | ||||
Howmet Aerospace Inc. | 289,760 | 9,113 |
Shares | Market Value• ($000) | |||||
Crown Holdings Inc. | 95,759 | 8,826 | ||||
* | Bill.com Holdings Inc. | 76,955 | 8,460 | |||
Nordson Corp. | 40,312 | 8,161 | ||||
Snap-on Inc. | 41,165 | 8,111 | ||||
* | Fair Isaac Corp. | 20,230 | 8,110 | |||
RPM International Inc. | 100,054 | 7,876 | ||||
Westrock Co. | 197,190 | 7,856 | ||||
Graco Inc. | 130,029 | 7,725 | ||||
Hubbell Inc. Class B | 41,412 | 7,395 | ||||
HEICO Corp. Class A | 69,573 | 7,332 | ||||
* | Builders FirstSource Inc. | 132,099 | 7,094 | |||
AECOM | 107,010 | 6,979 | ||||
Allegion plc | 67,477 | 6,606 | ||||
Huntington Ingalls Industries Inc. | 30,281 | 6,596 | ||||
Sealed Air Corp. | 113,228 | 6,536 | ||||
Toro Co. | 80,200 | 6,078 | ||||
Fortune Brands Home & Security Inc. | 101,427 | 6,073 | ||||
Robert Half International Inc. | 80,793 | 6,051 | ||||
Watsco Inc. | 25,211 | 6,021 | ||||
Genpact Ltd. | 141,180 | 5,980 | ||||
Regal Rexnord Corp. | 52,220 | 5,928 | ||||
Pentair plc | 125,529 | 5,745 | ||||
Tetra Tech Inc. | 42,025 | 5,739 | ||||
* | WillScot Mobile Mini Holdings Corp. | 174,858 | 5,669 | |||
Owens Corning | 75,906 | 5,641 | ||||
Knight-Swift Transportation Holdings Inc. Class A | 120,752 | 5,590 | ||||
Lincoln Electric Holdings Inc. | 45,273 | 5,585 | ||||
A O Smith Corp. | 100,281 | 5,483 | ||||
* | Berry Global Group Inc. | 99,281 | 5,425 | |||
Cognex Corp. | 126,720 | 5,388 | ||||
* | WEX Inc. | 34,537 | 5,373 | |||
* | Middleby Corp. | 42,175 | 5,287 | |||
* | Paylocity Holding Corp. | 30,018 | 5,236 | |||
Lennox International Inc. | 25,337 | 5,234 | ||||
* | Mohawk Industries Inc. | 41,940 | 5,204 | |||
AptarGroup Inc. | 50,161 | 5,177 | ||||
* | Coherent Inc. | 19,213 | 5,115 | |||
Advanced Drainage Systems Inc. | 55,785 | 5,025 | ||||
Sensata Technologies Holding plc | 121,573 | 5,022 | ||||
Western Union Co. | 303,445 | 4,998 | ||||
Littelfuse Inc. | 19,448 | 4,941 | ||||
* | Axon Enterprise Inc. | 52,456 | 4,887 | |||
Graphic Packaging Holding Co. | 237,374 | 4,866 | ||||
* | FTI Consulting Inc. | 26,791 | 4,845 | |||
* | Chart Industries Inc. | 28,437 | 4,760 | |||
* | Trex Co. Inc. | 85,684 | 4,663 | |||
Donaldson Co. Inc. | 94,916 | 4,569 | ||||
AGCO Corp. | 45,940 | 4,534 | ||||
MKS Instruments Inc. | 42,738 | 4,386 | ||||
ITT Inc. | 64,984 | 4,370 | ||||
Sonoco Products Co. | 75,893 | 4,329 | ||||
* | TopBuild Corp. | 25,765 | 4,307 | |||
Landstar System Inc. | 29,114 | 4,234 | ||||
* | WESCO International Inc. | 39,133 | 4,191 | |||
EMCOR Group Inc. | 40,593 | 4,179 | ||||
Acuity Brands Inc. | 27,109 | 4,176 | ||||
Oshkosh Corp. | 50,789 | 4,172 | ||||
MDU Resources Group Inc. | 153,876 | 4,153 | ||||
Woodward Inc. | 44,154 | 4,084 | ||||
* | XPO Logistics Inc. | 84,271 | 4,058 | |||
nVent Electric plc | 127,560 | 3,996 | ||||
Curtiss-Wright Corp. | 30,007 | 3,963 | ||||
BWX Technologies Inc. | 70,586 | 3,889 | ||||
Brunswick Corp. | 59,145 | 3,867 | ||||
* | Saia Inc. | 20,467 | 3,848 | |||
* | Axalta Coating Systems Ltd. | 172,650 | 3,817 | |||
Valmont Industries Inc. | 16,769 | 3,767 | ||||
* | Euronet Worldwide Inc. | 37,381 | 3,760 | |||
Exponent Inc. | 40,673 | 3,720 |
Shares | Market Value• ($000) | |||||
* | ExlService Holdings Inc. | 25,124 | 3,702 | |||
* | AMN Healthcare Services Inc. | 33,718 | 3,699 | |||
* | GXO Logistics Inc. | 84,871 | 3,672 | |||
* | ASGN Inc. | 38,281 | 3,455 | |||
MSA Safety Inc. | 28,275 | 3,423 | ||||
Simpson Manufacturing Co. Inc. | 33,491 | 3,370 | ||||
Louisiana-Pacific Corp. | 62,175 | 3,259 | ||||
* | MasTec Inc. | 45,042 | 3,228 | |||
Eagle Materials Inc. | 29,321 | 3,224 | ||||
ManpowerGroup Inc. | 41,715 | 3,187 | ||||
Crane Holdings Co. | 34,714 | 3,040 | ||||
Maximus Inc. | 47,978 | 2,999 | ||||
Flowserve Corp. | 103,752 | 2,970 | ||||
Applied Industrial Technologies Inc. | 29,988 | 2,884 | ||||
Allison Transmission Holdings Inc. | 73,726 | 2,835 | ||||
Vontier Corp. | 123,124 | 2,831 | ||||
John Bean Technologies Corp. | 25,319 | 2,796 | ||||
HEICO Corp. | 21,259 | 2,787 | ||||
* | Kirby Corp. | 45,714 | 2,781 | |||
Air Lease Corp. Class A | 82,732 | 2,766 | ||||
* | Mercury Systems Inc. | 42,871 | 2,758 | |||
* | Atkore Inc. | 32,892 | 2,730 | |||
* | Marqeta Inc. Class A | 336,293 | 2,727 | |||
Insperity Inc. | 27,032 | 2,699 | ||||
Watts Water Technologies Inc. Class A | 21,803 | 2,678 | ||||
Silgan Holdings Inc. | 64,739 | 2,677 | ||||
Triton International Ltd. | 50,656 | 2,667 | ||||
* | Fluor Corp. | 109,342 | 2,661 | |||
MSC Industrial Direct Co. Inc. Class A | 35,207 | 2,644 | ||||
Armstrong World Industries Inc. | 35,050 | 2,627 | ||||
Ryder System Inc. | 36,679 | 2,606 | ||||
* | Affirm Holdings Inc. Class A | 144,213 | 2,604 | |||
GATX Corp. | 27,545 | 2,594 | ||||
Zurn Elkay Water Solutions Corp. | 91,183 | 2,484 | ||||
HB Fuller Co. | 40,865 | 2,460 | ||||
Korn Ferry | 41,988 | 2,436 | ||||
* | API Group Corp. | 161,428 | 2,417 | |||
Spirit AeroSystems Holdings Inc. Class A | 80,993 | 2,373 | ||||
Franklin Electric Co. Inc. | 32,145 | 2,355 | ||||
* | Aerojet Rocketdyne Holdings Inc. | 57,927 | 2,352 | |||
ABM Industries Inc. | 53,734 | 2,333 | ||||
Matson Inc. | 31,959 | 2,329 | ||||
Comfort Systems USA Inc. | 27,730 | 2,306 | ||||
* | Welbilt Inc. | 95,584 | 2,276 | |||
* | ACI Worldwide Inc. | 87,710 | 2,271 | |||
* | Resideo Technologies Inc. | 116,412 | 2,261 | |||
* | TriNet Group Inc. | 28,903 | 2,243 | |||
* | Beacon Roofing Supply Inc. | 43,447 | 2,231 | |||
Otter Tail Corp. | 32,769 | 2,200 | ||||
Brink's Co. | 35,845 | 2,176 | ||||
* | Summit Materials Inc. Class A | 92,508 | 2,155 | |||
Hillenbrand Inc. | 52,249 | 2,140 | ||||
* | Allegheny Technologies Inc. | 93,687 | 2,128 | |||
UniFirst Corp. | 12,218 | 2,104 | ||||
* | Dycom Industries Inc. | 22,304 | 2,075 | |||
ManTech International Corp. Class A | 21,151 | 2,019 | ||||
* | Bloom Energy Corp. Class A | 122,229 | 2,017 | |||
EVERTEC Inc. | 53,787 | 1,984 | ||||
* | Meritor Inc. | 54,124 | 1,966 | |||
Badger Meter Inc. | 23,530 | 1,903 | ||||
EnerSys | 32,008 | 1,887 | ||||
Moog Inc. Class A | 23,750 | 1,886 | ||||
Esab Corp. | 42,583 | 1,863 | ||||
Forward Air Corp. | 19,714 | 1,813 | ||||
Albany International Corp. Class A | 22,997 | 1,812 | ||||
* | Hub Group Inc. Class A | 25,517 | 1,810 | |||
* | Verra Mobility Corp. Class A | 115,015 | 1,807 | |||
* | Itron Inc. | 36,164 | 1,788 | |||
Altra Industrial Motion Corp. | 50,393 | 1,776 |
Shares | Market Value• ($000) | |||||
Belden Inc. | 33,082 | 1,762 | ||||
AAON Inc. | 31,720 | 1,737 | ||||
Herc Holdings Inc. | 19,204 | 1,731 | ||||
Brady Corp. Class A | 36,359 | 1,718 | ||||
Kadant Inc. | 9,398 | 1,714 | ||||
* | SPX Corp. | 31,707 | 1,675 | |||
Federal Signal Corp. | 46,796 | 1,666 | ||||
Werner Enterprises Inc. | 42,383 | 1,633 | ||||
* | O-I Glass Inc. | 115,702 | 1,620 | |||
Trinity Industries Inc. | 66,308 | 1,606 | ||||
Helios Technologies Inc. | 24,221 | 1,605 | ||||
Encore Wire Corp. | 15,065 | 1,566 | ||||
* | Air Transport Services Group Inc. | 54,416 | 1,563 | |||
Kennametal Inc. | 67,081 | 1,558 | ||||
Installed Building Products Inc. | 18,405 | 1,531 | ||||
* | CBIZ Inc. | 38,020 | 1,519 | |||
McGrath RentCorp | 19,879 | 1,511 | ||||
* | AeroVironment Inc. | 18,273 | 1,502 | |||
Mueller Water Products Inc. Class A | 124,409 | 1,459 | ||||
* | AZEK Co. Inc. Class A | 86,671 | 1,451 | |||
Maxar Technologies Inc. | 55,378 | 1,445 | ||||
Terex Corp. | 51,642 | 1,413 | ||||
Greif Inc. Class A | 22,326 | 1,393 | ||||
* | GMS Inc. | 30,824 | 1,372 | |||
* | Alight Inc. Class A | 203,044 | 1,371 | |||
* | Kratos Defense & Security Solutions Inc. | 96,224 | 1,336 | |||
* | Masonite International Corp. | 17,208 | 1,322 | |||
Bread Financial Holdings Inc. | 35,385 | 1,311 | ||||
ESCO Technologies Inc. | 19,033 | 1,301 | ||||
ArcBest Corp. | 18,411 | 1,296 | ||||
* | Shift4 Payments Inc. Class A | 38,337 | 1,267 | |||
CSW Industrials Inc. | 12,202 | 1,257 | ||||
ICF International Inc. | 13,190 | 1,253 | ||||
EnPro Industries Inc. | 15,205 | 1,246 | ||||
* | Hayward Holdings Inc. | 84,593 | 1,217 | |||
Barnes Group Inc. | 38,984 | 1,214 | ||||
* | Veritiv Corp. | 11,100 | 1,205 | |||
* | Atlas Air Worldwide Holdings Inc. | 19,508 | 1,204 | |||
* | NV5 Global Inc. | 10,289 | 1,201 | |||
Griffon Corp. | 42,387 | 1,188 | ||||
* | MYR Group Inc. | 13,343 | 1,176 | |||
Lindsay Corp. | 8,794 | 1,168 | ||||
* | Huron Consulting Group Inc. | 17,876 | 1,162 | |||
* | Gates Industrial Corp. plc | 107,055 | 1,157 | |||
* | Cornerstone Building Brands Inc. | 45,453 | 1,113 | |||
Granite Construction Inc. | 37,297 | 1,087 | ||||
* | Core & Main Inc. Class A | 48,501 | 1,082 | |||
* | CoreCivic Inc. | 97,038 | 1,078 | |||
* | AAR Corp. | 25,566 | 1,070 | |||
* | Flywire Corp. | 60,441 | 1,066 | |||
TTEC Holdings Inc. | 15,547 | 1,055 | ||||
* | CryoPort Inc. | 33,788 | 1,047 | |||
* | Proto Labs Inc. | 21,863 | 1,046 | |||
* | OSI Systems Inc. | 11,871 | 1,014 | |||
*,1 | Legalzoom.com Inc. | 91,070 | 1,001 | |||
*,1 | Nikola Corp. | 208,400 | 992 | |||
* | Gibraltar Industries Inc. | 25,334 | 982 | |||
Enerpac Tool Group Corp. Class A | 50,940 | 969 | ||||
* | Vicor Corp. | 16,932 | 927 | |||
ADT Inc. | 150,167 | 924 | ||||
Alamo Group Inc. | 7,779 | 906 | ||||
* | Evo Payments Inc. Class A | 38,485 | 905 | |||
Tennant Co. | 15,277 | 905 | ||||
Patrick Industries Inc. | 17,336 | 899 | ||||
Primoris Services Corp. | 41,117 | 895 | ||||
* | JELD-WEN Holding Inc. | 60,479 | 882 | |||
* | Green Dot Corp. Class A | 34,799 | 874 | |||
*,1 | Virgin Galactic Holdings Inc. | 144,422 | 869 | |||
Kforce Inc. | 14,009 | 859 |
Shares | Market Value• ($000) | |||||
Mesa Laboratories Inc. | 4,118 | 840 | ||||
Greenbrier Cos. Inc. | 23,192 | 835 | ||||
* | Hillman Solutions Corp. | 96,313 | 832 | |||
* | PGT Innovations Inc. | 49,708 | 827 | |||
TriMas Corp. | 29,733 | 823 | ||||
*,1 | Joby Aviation Inc. | 167,425 | 822 | |||
* | Energy Recovery Inc. | 41,500 | 806 | |||
* | Enovix Corp. | 89,100 | 794 | |||
AZZ Inc. | 19,359 | 790 | ||||
International Seaways Inc. | 36,965 | 784 | ||||
* | Payoneer Global Inc. | 198,701 | 779 | |||
Standex International Corp. | 9,089 | 771 | ||||
* | Repay Holdings Corp. Class A | 57,838 | 743 | |||
H&E Equipment Services Inc. | 25,264 | 732 | ||||
Kaman Corp. | 23,276 | 727 | ||||
* | Proterra Inc. | 156,279 | 725 | |||
Apogee Enterprises Inc. | 18,339 | 719 | ||||
Marten Transport Ltd. | 42,381 | 713 | ||||
* | TuSimple Holdings Inc. Class A | 97,786 | 707 | |||
* | PureCycle Technologies Inc. | 95,029 | 705 | |||
Deluxe Corp. | 32,129 | 696 | ||||
Schneider National Inc. Class B | 30,952 | 693 | ||||
Astec Industries Inc. | 16,978 | 692 | ||||
* | Donnelley Financial Solutions Inc. | 23,600 | 691 | |||
* | Triumph Group Inc. | 49,800 | 662 | |||
Myers Industries Inc. | 29,048 | 660 | ||||
* | Montrose Environmental Group Inc. | 19,220 | 649 | |||
* | Cross Country Healthcare Inc. | 30,721 | 640 | |||
* | Mirion Technologies Inc. | 110,600 | 637 | |||
* | American Woodmark Corp. | 14,041 | 632 | |||
* | Rocket Lab USA Inc. | 163,777 | 621 | |||
* | AvidXchange Holdings Inc. | 100,184 | 615 | |||
* | ZipRecruiter Inc. Class A | 40,276 | 597 | |||
Columbus McKinnon Corp. | 21,022 | 596 | ||||
Heartland Express Inc. | 41,821 | 582 | ||||
CRA International Inc. | 6,430 | 574 | ||||
* | Great Lakes Dredge & Dock Corp. | 43,592 | 571 | |||
* | Construction Partners Inc. Class A | 27,142 | 568 | |||
Resources Connection Inc. | 27,891 | 568 | ||||
* | Titan International Inc. | 37,200 | 562 | |||
Insteel Industries Inc. | 16,294 | 549 | ||||
* | Aurora Innovation Inc. | 281,900 | 538 | |||
Shyft Group Inc. | 28,838 | 536 | ||||
* | Conduent Inc. | 122,700 | 530 | |||
* | I3 Verticals Inc. Class A | 21,154 | 529 | |||
Gorman-Rupp Co. | 18,581 | 526 | ||||
* | Remitly Global Inc. | 68,697 | 526 | |||
Quanex Building Products Corp. | 22,734 | 517 | ||||
Heidrick & Struggles International Inc. | 15,472 | 501 | ||||
* | Sterling Infrastructure Inc. | 22,643 | 496 | |||
* | International Money Express Inc. | 23,900 | 489 | |||
* | SP Plus Corp. | 15,915 | 489 | |||
* | BlueLinx Holdings Inc. | 7,292 | 487 | |||
Kelly Services Inc. Class A | 24,290 | 482 | ||||
* | Cimpress plc | 12,144 | 472 | |||
Pitney Bowes Inc. | 128,500 | 465 | ||||
Ennis Inc. | 22,944 | 464 | ||||
* | Napco Security Technologies Inc. | 22,194 | 457 | |||
Wabash National Corp. | 33,665 | 457 | ||||
Chase Corp. | 5,851 | 455 | ||||
* | TrueBlue Inc. | 25,332 | 453 | |||
* | First Advantage Corp. | 35,553 | 450 | |||
* | Forrester Research Inc. | 9,338 | 447 | |||
Barrett Business Services Inc. | 6,077 | 443 | ||||
* | FARO Technologies Inc. | 14,129 | 436 | |||
* | Modine Manufacturing Co. | 39,900 | 420 | |||
Douglas Dynamics Inc. | 14,540 | 418 | ||||
Eagle Bulk Shipping Inc. | 7,784 | 404 | ||||
* | BTRS Holdings Inc. | 80,374 | 400 |
Shares | Market Value• ($000) | |||||
* | CS Disco Inc. | 21,829 | 394 | |||
* | Janus International Group Inc. | 42,818 | 387 | |||
* | Franklin Covey Co. | 8,348 | 386 | |||
* | Ducommun Inc. | 8,885 | 382 | |||
* | Titan Machinery Inc. | 17,060 | 382 | |||
* | Paya Holdings Inc. | 56,700 | 373 | |||
* | BrightView Holdings Inc. | 30,953 | 371 | |||
Argan Inc. | 9,742 | 364 | ||||
* | TaskUS Inc. Class A | 21,330 | 360 | |||
*,1 | Desktop Metal Inc. Class A | 159,504 | 351 | |||
* | Archer Aviation Inc. Class A | 110,655 | 341 | |||
National Presto Industries Inc. | 5,050 | 331 | ||||
* | Vectrus Inc. | 9,894 | 331 | |||
* | Manitowoc Co. Inc. | 31,178 | 328 | |||
* | Willdan Group Inc. | 11,769 | 325 | |||
* | Custom Truck One Source Inc. | 57,575 | 322 | |||
* | Thermon Group Holdings Inc. | 22,609 | 318 | |||
* | Babcock & Wilcox Enterprises Inc. | 52,446 | 316 | |||
Covenant Logistics Group Inc. Class A | 12,430 | 312 | ||||
*,1 | Microvast Holdings Inc. | 139,400 | 309 | |||
Cass Information Systems Inc. | 9,079 | 307 | ||||
*,1 | Danimer Scientific Inc. | 65,200 | 297 | |||
* | Hudson Technologies Inc. | 38,729 | 291 | |||
* | Vishay Precision Group Inc. | 9,889 | 288 | |||
*,1 | Workhorse Group Inc. | 108,333 | 282 | |||
* | DXP Enterprises Inc. | 9,164 | 281 | |||
REV Group Inc. | 25,884 | 281 | ||||
* | CIRCOR International Inc. | 16,867 | 276 | |||
* | Transcat Inc. | 4,840 | 275 | |||
Allied Motion Technologies Inc. | 11,944 | 273 | ||||
Kronos Worldwide Inc. | 14,677 | 270 | ||||
* | Hyliion Holdings Corp. | 83,600 | 269 | |||
* | Tutor Perini Corp. | 30,540 | 268 | |||
VSE Corp. | 7,076 | 266 | ||||
* | Cantaloupe Inc. | 47,000 | 263 | |||
* | Advantage Solutions Inc. | 68,200 | 259 | |||
Pactiv Evergreen Inc. | 25,797 | 257 | ||||
Miller Industries Inc. | 11,281 | 256 | ||||
Cadre Holdings Inc. | 12,800 | 252 | ||||
* | HireRight Holdings Corp. | 17,594 | 250 | |||
* | Radiant Logistics Inc. | 33,408 | 248 | |||
Park Aerospace Corp. | 19,093 | 244 | ||||
* | Ranpak Holdings Corp. Class A | 34,100 | 239 | |||
Hyster-Yale Materials Handling Inc. | 7,125 | 230 | ||||
* | BlackSky Technology Inc. | 95,200 | 220 | |||
* | Velo3D Inc. | 159,400 | 220 | |||
* | Aspen Aerogels Inc. | 22,066 | 218 | |||
* | DHI Group Inc. | 43,804 | 218 | |||
* | Blade Air Mobility Inc. | 48,000 | 214 | |||
* | AerSale Corp. | 13,900 | 202 | |||
Information Services Group Inc. | 29,685 | 201 | ||||
* | ServiceSource International Inc. | 136,100 | 200 | |||
LSI Industries Inc. | 32,279 | 199 | ||||
* | Target Hospitality Corp. | 34,400 | 196 | |||
* | Acacia Research Corp. | 38,613 | 195 | |||
* | USA Truck Inc. | 6,111 | 192 | |||
* | Moneylion Inc. | 145,457 | 192 | |||
*,1 | Hyzon Motors Inc. | 64,100 | 188 | |||
* | Evolv Technologies Holdings Inc. | 69,600 | 185 | |||
* | IES Holdings Inc. | 5,998 | 181 | |||
* | Sterling Check Corp. | 11,094 | 181 | |||
* | PFSweb Inc. | 15,253 | 179 | |||
* | Infrastructure & Energy Alternatives Inc. | 22,200 | 178 | |||
* | PAM Transportation Services Inc. | 6,504 | 178 | |||
Perella Weinberg Partners Class A | 30,221 | 176 | ||||
*,1 | Sarcos Technology & Robotics Corp. | 65,600 | 174 | |||
Powell Industries Inc. | 7,254 | 170 | ||||
*,1 | AEye Inc. | 86,700 | 166 | |||
* | ShotSpotter Inc. | 6,113 | 165 |
Shares | Market Value• ($000) | |||||
* | Daseke Inc. | 25,698 | 164 | |||
* | RCM Technologies Inc. | 8,104 | 164 | |||
* | Markforged Holding Corp. | 87,900 | 163 | |||
* | CECO Environmental Corp. | 26,869 | 161 | |||
* | Atlanticus Holdings Corp. | 4,500 | 158 | |||
* | Commercial Vehicle Group Inc. | 26,700 | 156 | |||
* | Astronics Corp. | 14,905 | 152 | |||
Universal Logistics Holdings Inc. | 5,573 | 152 | ||||
* | Skillsoft Corp. | 42,306 | 149 | |||
* | Distribution Solutions Group Inc. | 2,806 | 144 | |||
* | Performant Financial Corp. | 54,600 | 144 | |||
* | Spire Global Inc. | 118,300 | 137 | |||
United States Lime & Minerals Inc. | 1,281 | 135 | ||||
* | Luna Innovations Inc. | 22,193 | 129 | |||
Hurco Cos. Inc. | 5,051 | 125 | ||||
* | Atlas Technical Consultants Inc. Class A | 23,600 | 124 | |||
* | Concrete Pumping Holdings Inc. | 19,696 | 119 | |||
* | Yellow Corp. | 39,500 | 116 | |||
* | Astra Space Inc. | 88,127 | 115 | |||
* | Vivint Smart Home Inc. | 32,800 | 114 | |||
Park-Ohio Holdings Corp. | 7,030 | 111 | ||||
* | Mistras Group Inc. | 18,400 | 109 | |||
* | Paymentus Holdings Inc. Class A | 7,993 | 107 | |||
* | Blue Bird Corp. | 11,011 | 101 | |||
*,1 | Lightning eMotors Inc. | 35,019 | 97 | |||
* | Manitex International Inc. | 14,516 | 94 | |||
* | Quad/Graphics Inc. | 34,200 | 94 | |||
* | Byrna Technologies Inc. | 10,800 | 93 | |||
ARC Document Solutions Inc. | 34,251 | 90 | ||||
* | Orion Group Holdings Inc. | 38,600 | 88 | |||
* | Iteris Inc. | 30,071 | 87 | |||
*,1 | Latch Inc. | 74,183 | 85 | |||
* | Hydrofarm Holdings Group Inc. | 24,181 | 84 | |||
* | L B Foster Co. Class A | 6,452 | 83 | |||
* | Biotricity Inc. | 42,800 | 76 | |||
* | Bowman Consulting Group Ltd. Class A | 6,100 | 75 | |||
* | Velodyne Lidar Inc. | 77,900 | 74 | |||
* | INNOVATE Corp. | 41,047 | 71 | |||
*,1 | Energous Corp. | 69,135 | 69 | |||
* | Core Molding Technologies Inc. | 7,270 | 67 | |||
* | IZEA Worldwide Inc. | 69,691 | 63 | |||
*,1 | View Inc. | 39,074 | 63 | |||
* | US Xpress Enterprises Inc. Class A | 22,566 | 60 | |||
* | Gencor Industries Inc. | 5,230 | 53 | |||
*,1 | Katapult Holdings Inc. | 46,100 | 49 | |||
*,1 | MICT Inc. | 80,454 | 46 | |||
* | Momentus Inc. | 21,500 | 46 | |||
* | Willis Lease Finance Corp. | 1,168 | 44 | |||
Graham Corp. | 6,141 | 42 | ||||
* | Twin Disc Inc. | 4,630 | 42 | |||
* | Rekor Systems Inc. | 23,522 | 41 | |||
*,1 | Wrap Technologies Inc. | 21,600 | 40 | |||
* | EVI Industries Inc. | 3,846 | 38 | |||
* | LightPath Technologies Inc. Class A | 30,132 | 37 | |||
* | Horizon Global Corp. | 22,200 | 36 | |||
* | Eos Energy Enterprises Inc. | 28,200 | 34 | |||
* | Ultralife Corp. | 6,533 | 30 | |||
* | ALJ Regional Holdings Inc. | 15,022 | 29 | |||
* | Orbital Energy Group Inc. | 44,153 | 28 | |||
* | Orion Energy Systems Inc. | 13,570 | 27 | |||
* | RF Industries Ltd. | 3,910 | 24 | |||
* | Agrify Corp. | 12,105 | 24 | |||
* | Broadwind Inc. | 12,171 | 20 | |||
* | CPI Card Group Inc. | 1,080 | 18 | |||
* | BitNile Holdings Inc. | 66,700 | 18 | |||
* | Frequency Electronics Inc. | 2,246 | 16 | |||
* | Mayville Engineering Co. Inc. | 1,894 | 15 | |||
* | Usio Inc. | 5,651 | 14 | |||
* | Karat Packaging Inc. | 844 | 14 |
Shares | Market Value• ($000) | |||||
* | GreenBox POS | 13,200 | 14 | |||
* | DSS Inc. | 38,500 | 14 | |||
* | Odyssey Marine Exploration Inc. Class B | 3,525 | 12 | |||
* | Air Industries Group | 16,125 | 11 | |||
* | Coda Octopus Group Inc. | 2,088 | 10 | |||
* | Lightbridge Corp. | 2,095 | 10 | |||
* | Air T Inc. | 532 | 9 | |||
* | ENGlobal Corp. | 8,787 | 8 | |||
* | Ballantyne Strong Inc. | 2,465 | 6 | |||
* | Innovative Solutions & Support Inc. | 784 | 6 | |||
* | ClearSign Technologies Corp. | 3,432 | 4 | |||
* | StarTek Inc. | 1,506 | 4 | |||
* | Wireless Telecom Group Inc. | 2,760 | 4 | |||
* | Berkshire Grey Inc. | 2,347 | 3 | |||
* | Alpha Pro Tech Ltd. | 135 | 1 | |||
* | Enjoy Technology Inc. | 5,983 | 1 | |||
* | Digital Ally Inc. | 144 | — | |||
* | Sypris Solutions Inc. | 92 | — | |||
*,2 | Patriot National Inc. | 7,513 | — | |||
* | Shapeways Holdings Inc. | 162 | — | |||
3,676,002 | ||||||
Other (0.1%)3 | ||||||
4 | Vanguard Total Bond Market ETF | 375,384 | 28,251 | |||
Real Estate (2.2%) | ||||||
American Tower Corp. | 358,898 | 91,731 | ||||
Prologis Inc. | 570,523 | 67,122 | ||||
Crown Castle International Corp. | 334,723 | 56,361 | ||||
Equinix Inc. | 70,370 | 46,235 | ||||
Public Storage | 115,118 | 35,994 | ||||
Realty Income Corp. | 459,121 | 31,340 | ||||
Welltower Inc. | 351,391 | 28,937 | ||||
Digital Realty Trust Inc. | 219,691 | 28,523 | ||||
SBA Communications Corp. | 83,175 | 26,620 | ||||
Simon Property Group Inc. | 252,512 | 23,968 | ||||
VICI Properties Inc. | 733,242 | 21,843 | ||||
AvalonBay Communities Inc. | 107,473 | 20,877 | ||||
Equity Residential | 277,832 | 20,065 | ||||
Weyerhaeuser Co. | 575,464 | 19,059 | ||||
* | CoStar Group Inc. | 306,120 | 18,493 | |||
Alexandria Real Estate Equities Inc. | 126,262 | 18,312 | ||||
Extra Space Storage Inc. | 103,823 | 17,662 | ||||
* | CBRE Group Inc. Class A | 238,022 | 17,521 | |||
Invitation Homes Inc. | 470,766 | 16,750 | ||||
Duke Realty Corp. | 297,169 | 16,329 | ||||
Ventas Inc. | 306,809 | 15,779 | ||||
Mid-America Apartment Communities Inc. | 88,959 | 15,538 | ||||
Sun Communities Inc. | 93,949 | 14,972 | ||||
Essex Property Trust Inc. | 50,156 | 13,116 | ||||
WP Carey Inc. | 147,100 | 12,189 | ||||
UDR Inc. | 248,603 | 11,446 | ||||
Camden Property Trust | 81,643 | 10,979 | ||||
Iron Mountain Inc. | 222,536 | 10,835 | ||||
Healthpeak Properties Inc. | 412,675 | 10,692 | ||||
Boston Properties Inc. | 108,396 | 9,645 | ||||
Kimco Realty Corp. | 481,274 | 9,515 | ||||
Equity LifeStyle Properties Inc. | 129,437 | 9,121 | ||||
Host Hotels & Resorts Inc. | 547,410 | 8,583 | ||||
Gaming & Leisure Properties Inc. | 181,487 | 8,323 | ||||
Regency Centers Corp. | 132,064 | 7,833 | ||||
American Homes 4 Rent Class A | 212,682 | 7,537 | ||||
CubeSmart | 173,987 | 7,433 | ||||
Rexford Industrial Realty Inc. | 126,399 | 7,279 | ||||
Life Storage Inc. | 64,922 | 7,249 | ||||
Medical Properties Trust Inc. | 456,471 | 6,970 | ||||
American Campus Communities Inc. | 107,378 | 6,923 | ||||
* | Jones Lang LaSalle Inc. | 37,289 | 6,520 | |||
Americold Realty Trust Inc. | 211,723 | 6,360 | ||||
Federal Realty OP LP | 61,646 | 5,902 |
Shares | Market Value• ($000) | |||||
National Retail Properties Inc. | 136,598 | 5,874 | ||||
Lamar Advertising Co. Class A | 66,597 | 5,859 | ||||
Omega Healthcare Investors Inc. | 181,813 | 5,125 | ||||
STORE Capital Corp. | 196,300 | 5,120 | ||||
Apartment Income REIT Corp. Class A | 118,943 | 4,948 | ||||
Healthcare Trust of America Inc. Class A | 176,088 | 4,915 | ||||
EastGroup Properties Inc. | 31,467 | 4,856 | ||||
First Industrial Realty Trust Inc. | 100,106 | 4,753 | ||||
Kilroy Realty Corp. | 90,833 | 4,753 | ||||
Brixmor Property Group Inc. | 230,800 | 4,664 | ||||
Rayonier Inc. | 115,101 | 4,302 | ||||
STAG Industrial Inc. | 136,062 | 4,202 | ||||
Agree Realty Corp. | 57,910 | 4,177 | ||||
Spirit Realty Capital Inc. | 102,521 | 3,873 | ||||
Vornado Realty Trust | 133,200 | 3,808 | ||||
Independence Realty Trust Inc. | 171,465 | 3,554 | ||||
Cousins Properties Inc. | 117,472 | 3,434 | ||||
National Storage Affiliates Trust | 66,703 | 3,340 | ||||
Terreno Realty Corp. | 58,377 | 3,253 | ||||
Physicians Realty Trust | 185,200 | 3,232 | ||||
* | Zillow Group Inc. Class C | 101,517 | 3,223 | |||
Healthcare Realty Trust Inc. | 116,661 | 3,173 | ||||
* | Ryman Hospitality Properties Inc. | 40,525 | 3,081 | |||
Douglas Emmett Inc. | 133,507 | 2,988 | ||||
Kite Realty Group Trust | 171,323 | 2,962 | ||||
Phillips Edison & Co. Inc. | 85,521 | 2,857 | ||||
EPR Properties | 58,033 | 2,724 | ||||
Highwoods Properties Inc. | 78,710 | 2,691 | ||||
PS Business Parks Inc. | 14,320 | 2,680 | ||||
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 67,747 | 2,565 | ||||
Broadstone Net Lease Inc. | 123,557 | 2,534 | ||||
Sabra Health Care REIT Inc. | 181,137 | 2,531 | ||||
Apple Hospitality REIT Inc. | 168,683 | 2,475 | ||||
JBG SMITH Properties | 100,265 | 2,370 | ||||
LXP Industrial Trust | 219,252 | 2,355 | ||||
* | DigitalBridge Group Inc. | 480,813 | 2,346 | |||
PotlatchDeltic Corp. | 52,782 | 2,332 | ||||
Park Hotels & Resorts Inc. | 169,285 | 2,297 | ||||
Innovative Industrial Properties Inc. | 20,845 | 2,290 | ||||
* | Equity Commonwealth | 82,691 | 2,277 | |||
SL Green Realty Corp. | 48,716 | 2,248 | ||||
Essential Properties Realty Trust Inc. | 103,680 | 2,228 | ||||
Corporate Office Properties Trust | 85,048 | 2,227 | ||||
National Health Investors Inc. | 33,528 | 2,032 | ||||
* | Howard Hughes Corp. | 29,776 | 2,026 | |||
Outfront Media Inc. | 113,461 | 1,923 | ||||
* | Cushman & Wakefield plc | 124,499 | 1,897 | |||
SITE Centers Corp. | 135,915 | 1,831 | ||||
Kennedy-Wilson Holdings Inc. | 93,011 | 1,762 | ||||
* | Zillow Group Inc. Class A | 55,185 | 1,755 | |||
Uniti Group Inc. | 182,435 | 1,719 | ||||
* | Opendoor Technologies Inc. | 361,700 | 1,704 | |||
Pebblebrook Hotel Trust | 102,600 | 1,700 | ||||
Four Corners Property Trust Inc. | 63,265 | 1,682 | ||||
Hudson Pacific Properties Inc. | 111,918 | 1,661 | ||||
* | Sunstone Hotel Investors Inc. | 159,704 | 1,584 | |||
Easterly Government Properties Inc. Class A | 78,662 | 1,498 | ||||
CareTrust REIT Inc. | 79,600 | 1,468 | ||||
RLJ Lodging Trust | 131,556 | 1,451 | ||||
Washington REIT | 63,767 | 1,359 | ||||
Retail Opportunity Investments Corp. | 85,930 | 1,356 | ||||
Macerich Co. | 153,362 | 1,336 | ||||
Urban Edge Properties | 87,419 | 1,330 | ||||
Piedmont Office Realty Trust Inc. Class A | 100,960 | 1,325 | ||||
Brandywine Realty Trust | 133,714 | 1,289 | ||||
* | DiamondRock Hospitality Co. | 156,295 | 1,283 | |||
InvenTrust Properties Corp. | 49,355 | 1,273 | ||||
Acadia Realty Trust | 80,707 | 1,261 |
Shares | Market Value• ($000) | |||||
Centerspace | 15,141 | 1,235 | ||||
* | Xenia Hotels & Resorts Inc. | 84,830 | 1,233 | |||
St. Joe Co. | 30,976 | 1,225 | ||||
LTC Properties Inc. | 31,068 | 1,193 | ||||
*,1 | WeWork Inc. | 233,200 | 1,171 | |||
NexPoint Residential Trust Inc. | 17,903 | 1,119 | ||||
Paramount Group Inc. | 150,229 | 1,086 | ||||
Newmark Group Inc. Class A | 111,090 | 1,074 | ||||
* | Apartment Investment & Management Co. Class A | 165,301 | 1,058 | |||
American Assets Trust Inc. | 34,997 | 1,039 | ||||
Tanger Factory Outlet Centers Inc. | 72,392 | 1,029 | ||||
Global Net Lease Inc. | 70,884 | 1,004 | ||||
Empire State Realty Trust Inc. Class A | 137,300 | 965 | ||||
Alexander & Baldwin Inc. | 53,230 | 956 | ||||
* | Radius Global Infrastructure Inc. | 61,100 | 932 | |||
UMH Properties Inc. | 50,127 | 885 | ||||
* | Anywhere Real Estate Inc. | 87,100 | 856 | |||
Getty Realty Corp. | 32,126 | 851 | ||||
Industrial Logistics Properties Trust | 57,267 | 806 | ||||
Office Properties Income Trust | 40,326 | 805 | ||||
NETSTREIT Corp. | 41,348 | 780 | ||||
* | Compass Inc. Class A | 213,651 | 771 | |||
* | Veris Residential Inc. | 57,742 | 765 | |||
Necessity Retail REIT Inc. Class A | 99,800 | 727 | ||||
Marcus & Millichap Inc. | 18,757 | 694 | ||||
RPT Realty | 70,559 | 694 | ||||
Armada Hoffler Properties Inc. | 52,430 | 673 | ||||
* | Redfin Corp. | 77,098 | 635 | |||
Saul Centers Inc. | 13,262 | 625 | ||||
1 | eXp World Holdings Inc. | 52,290 | 615 | |||
Service Properties Trust | 116,610 | 610 | ||||
Gladstone Land Corp. | 27,240 | 604 | ||||
Community Healthcare Trust Inc. | 16,547 | 599 | ||||
* | Summit Hotel Properties Inc. | 77,848 | 566 | |||
Bluerock Residential Growth REIT Inc. Class A | 20,718 | 545 | ||||
Gladstone Commercial Corp. | 28,553 | 538 | ||||
Plymouth Industrial REIT Inc. | 30,451 | 534 | ||||
Global Medical REIT Inc. | 46,224 | 519 | ||||
* | GEO Group Inc. | 77,796 | 513 | |||
Safehold Inc. | 14,395 | 509 | ||||
Farmland Partners Inc. | 36,575 | 505 | ||||
Universal Health Realty Income Trust | 9,107 | 485 | ||||
Ares Commercial Real Estate Corp. | 39,600 | 484 | ||||
Orion Office REIT Inc. | 42,982 | 471 | ||||
CatchMark Timber Trust Inc. Class A | 41,677 | 419 | ||||
BRT Apartments Corp. | 19,434 | 418 | ||||
* | Chatham Lodging Trust | 38,700 | 404 | |||
Bridge Investment Group Holdings Inc. Class A | 26,883 | 391 | ||||
RE/MAX Holdings Inc. Class A | 15,637 | �� 383 | ||||
Whitestone REIT | 35,347 | 380 | ||||
Cedar Realty Trust Inc. | 13,200 | 380 | ||||
Urstadt Biddle Properties Inc. Class A | 23,329 | 378 | ||||
* | Tejon Ranch Co. | 22,743 | 353 | |||
Alexander's Inc. | 1,565 | 348 | ||||
One Liberty Properties Inc. | 13,037 | 339 | ||||
Diversified Healthcare Trust | 181,625 | 331 | ||||
CTO Realty Growth Inc. | 5,259 | 321 | ||||
* | FRP Holdings Inc. | 5,128 | 309 | |||
City Office REIT Inc. | 23,669 | 307 | ||||
RMR Group Inc. Class A | 10,425 | 296 | ||||
Douglas Elliman Inc. | 50,797 | 243 | ||||
* | Hersha Hospitality Trust Class A | 23,600 | 232 | |||
Franklin Street Properties Corp. | 50,715 | 212 | ||||
* | Ashford Hospitality Trust Inc. | 33,216 | 199 | |||
* | Forestar Group Inc. | 14,329 | 196 | |||
Postal Realty Trust Inc. Class A | 12,803 | 191 | ||||
Braemar Hotels & Resorts Inc. | 41,700 | 179 | ||||
* | Seritage Growth Properties Class A | 31,500 | 164 | |||
Indus Realty Trust Inc. | 2,416 | 143 |
Shares | Market Value• ($000) | |||||
Alpine Income Property Trust Inc. | 7,700 | 138 | ||||
* | Stratus Properties Inc. | 3,856 | 124 | |||
Clipper Realty Inc. | 14,042 | 108 | ||||
* | Offerpad Solutions Inc. | 30,100 | 66 | |||
Global Self Storage Inc. | 10,820 | 61 | ||||
* | Fathom Holdings Inc. | 5,900 | 46 | |||
* | Power REIT | 3,393 | 43 | |||
New York City REIT Inc. Class A | 7,784 | 41 | ||||
Urstadt Biddle Properties Inc. | 2,208 | 38 | ||||
* | Altisource Portfolio Solutions SA | 2,562 | 28 | |||
* | Sotherly Hotels Inc. | 10,121 | 18 | |||
* | Trinity Place Holdings Inc. | 15,000 | 15 | |||
* | Maui Land & Pineapple Co. Inc. | 1,478 | 14 | |||
* | Rafael Holdings Inc. Class B | 7,468 | 14 | |||
*,2 | Spirit MTA REIT | 44,200 | 12 | |||
* | Harbor Custom Development Inc. | 6,890 | 10 | |||
1,084,757 | ||||||
Technology (15.1%) | ||||||
Apple Inc. | 11,864,640 | 1,622,134 | ||||
Microsoft Corp. | 5,770,483 | 1,482,033 | ||||
* | Alphabet Inc. Class A | 229,954 | 501,130 | |||
* | Alphabet Inc. Class C | 207,704 | 454,342 | |||
* | Meta Platforms Inc. Class A | 1,769,728 | 285,369 | |||
NVIDIA Corp. | 1,834,792 | 278,136 | ||||
Broadcom Inc. | 299,170 | 145,340 | ||||
* | Adobe Inc. | 364,481 | 133,422 | |||
* | Salesforce Inc. | 728,315 | 120,201 | |||
Intel Corp. | 3,154,006 | 117,991 | ||||
QUALCOMM Inc. | 863,586 | 110,314 | ||||
Texas Instruments Inc. | 711,615 | 109,340 | ||||
International Business Machines Corp. | 694,211 | 98,016 | ||||
* | Advanced Micro Devices Inc. | 1,249,654 | 95,561 | |||
Intuit Inc. | 206,659 | 79,655 | ||||
Oracle Corp. | 1,132,816 | 79,150 | ||||
* | ServiceNow Inc. | 154,786 | 73,604 | |||
Applied Materials Inc. | 680,844 | 61,943 | ||||
Analog Devices Inc. | 401,059 | 58,591 | ||||
Micron Technology Inc. | 860,471 | 47,567 | ||||
Lam Research Corp. | 107,047 | 45,618 | ||||
* | Palo Alto Networks Inc. | 76,832 | 37,950 | |||
KLA Corp. | 115,217 | 36,763 | ||||
* | Synopsys Inc. | 117,797 | 35,775 | |||
Roper Technologies Inc. | 81,548 | 32,183 | ||||
* | Cadence Design Systems Inc. | 212,510 | 31,883 | |||
* | Fortinet Inc. | 525,630 | 29,740 | |||
Amphenol Corp. Class A | 460,486 | 29,646 | ||||
* | Autodesk Inc. | 167,523 | 28,807 | |||
* | Snowflake Inc. Class A | 206,579 | 28,727 | |||
Marvell Technology Inc. | 658,121 | 28,648 | ||||
TE Connectivity Ltd. | 249,807 | 28,266 | ||||
Cognizant Technology Solutions Corp. Class A | 403,765 | 27,250 | ||||
* | Crowdstrike Holdings Inc. Class A | 156,353 | 26,355 | |||
Microchip Technology Inc. | 426,998 | 24,800 | ||||
HP Inc. | 721,681 | 23,657 | ||||
* | Workday Inc. Class A | 153,045 | 21,362 | |||
* | Datadog Inc. Class A | 196,836 | 18,747 | |||
Corning Inc. | 588,889 | 18,556 | ||||
VMware Inc. Class A | 162,429 | 18,514 | ||||
* | Zoom Video Communications Inc. Class A | 165,527 | 17,872 | |||
* | Twitter Inc. | 472,579 | 17,670 | |||
* | ON Semiconductor Corp. | 335,259 | 16,867 | |||
CDW Corp. | 104,163 | 16,412 | ||||
* | ANSYS Inc. | 66,675 | 15,955 | |||
* | Match Group Inc. | 221,545 | 15,439 | |||
* | Gartner Inc. | 58,856 | 14,233 | |||
Hewlett Packard Enterprise Co. | 1,001,830 | 13,284 | ||||
Monolithic Power Systems Inc. | 34,269 | 13,161 | ||||
* | MongoDB Inc. | 49,949 | 12,962 | |||
* | DoorDash Inc. Class A | 199,185 | 12,782 |
Shares | Market Value• ($000) | |||||
* | EPAM Systems Inc. | 41,910 | 12,354 | |||
* | Palantir Technologies Inc. Class A | 1,352,914 | 12,271 | |||
* | VeriSign Inc. | 71,923 | 12,035 | |||
Skyworks Solutions Inc. | 124,447 | 11,529 | ||||
* | Akamai Technologies Inc. | 124,677 | 11,387 | |||
Seagate Technology Holdings plc | 157,145 | 11,226 | ||||
* | Twilio Inc. Class A | 133,690 | 11,205 | |||
* | Paycom Software Inc. | 39,865 | 11,167 | |||
NetApp Inc. | 170,864 | 11,147 | ||||
Teradyne Inc. | 124,382 | 11,138 | ||||
* | Splunk Inc. | 124,971 | 11,055 | |||
* | Western Digital Corp. | 243,589 | 10,920 | |||
Leidos Holdings Inc. | 105,968 | 10,672 | ||||
* | Okta Inc. | 117,043 | 10,581 | |||
* | HubSpot Inc. | 35,178 | 10,576 | |||
* | Tyler Technologies Inc. | 31,755 | 10,558 | |||
* | Snap Inc. Class A | 800,277 | 10,508 | |||
* | Zscaler Inc. | 65,736 | 9,828 | |||
SS&C Technologies Holdings Inc. | 165,850 | 9,631 | ||||
Entegris Inc. | 104,032 | 9,584 | ||||
Citrix Systems Inc. | 96,800 | 9,406 | ||||
NortonLifeLock Inc. | 426,710 | 9,371 | ||||
Dell Technologies Inc. Class C | 200,747 | 9,277 | ||||
* | DocuSign Inc. | 154,547 | 8,868 | |||
* | GoDaddy Inc. Class A | 124,855 | 8,685 | |||
* | PTC Inc. | 80,778 | 8,590 | |||
* | Cloudflare Inc. Class A | 195,655 | 8,560 | |||
* | Pinterest Inc. Class A | 446,410 | 8,107 | |||
* | Qorvo Inc. | 82,091 | 7,743 | |||
* | Black Knight Inc. | 112,888 | 7,382 | |||
* | ZoomInfo Technologies Inc. Class A | 218,330 | 7,257 | |||
* | F5 Inc. | 46,681 | 7,144 | |||
* | Zendesk Inc. | 93,087 | 6,895 | |||
* | Dynatrace Inc. | 155,132 | 6,118 | |||
* | Wolfspeed Inc. | 95,124 | 6,036 | |||
* | Unity Software Inc. | 157,612 | 5,803 | |||
* | Arrow Electronics Inc. | 51,379 | 5,759 | |||
* | Pure Storage Inc. Class A | 222,278 | 5,715 | |||
Bentley Systems Inc. Class B | 170,935 | 5,692 | ||||
* | DXC Technology Co. | 187,774 | 5,691 | |||
* | Manhattan Associates Inc. | 48,106 | 5,513 | |||
* | Ceridian HCM Holding Inc. | 113,122 | 5,326 | |||
KBR Inc. | 107,046 | 5,180 | ||||
* | Lattice Semiconductor Corp. | 106,648 | 5,172 | |||
* | CACI International Inc. Class A | 18,126 | 5,108 | |||
Jabil Inc. | 99,121 | 5,076 | ||||
CDK Global Inc. | 90,661 | 4,966 | ||||
* | Five9 Inc. | 54,473 | 4,965 | |||
* | Avalara Inc. | 69,151 | 4,882 | |||
*,1 | AppLovin Corp. Class A | 139,023 | 4,788 | |||
* | IAC/InterActiveCorp | 61,936 | 4,705 | |||
* | Sailpoint Technologies Holdings Inc. | 73,981 | 4,637 | |||
* | Guidewire Software Inc. | 63,651 | 4,519 | |||
* | Dropbox Inc. Class A | 214,939 | 4,512 | |||
Concentrix Corp. | 32,342 | 4,387 | ||||
* | UiPath Inc. Class A | 234,457 | 4,265 | |||
* | Change Healthcare Inc. | 182,643 | 4,212 | |||
Azenta Inc. | 58,086 | 4,188 | ||||
* | II-VI Inc. | 81,603 | 4,158 | |||
* | Aspen Technology Inc. | 22,507 | 4,134 | |||
Science Applications International Corp. | 43,784 | 4,076 | ||||
* | Elastic NV | 59,022 | 3,994 | |||
* | Tenable Holdings Inc. | 86,671 | 3,936 | |||
* | Silicon Laboratories Inc. | 28,010 | 3,928 | |||
CMC Materials Inc. | 22,237 | 3,880 | ||||
* | Rogers Corp. | 14,296 | 3,747 | |||
Dolby Laboratories Inc. Class A | 51,546 | 3,689 | ||||
* | Mandiant Corp. | 167,373 | 3,652 | |||
* | Synaptics Inc. | 29,837 | 3,522 |
Shares | Market Value• ($000) | |||||
* | RingCentral Inc. Class A | 67,284 | 3,516 | |||
Power Integrations Inc. | 46,556 | 3,492 | ||||
* | Qualys Inc. | 27,338 | 3,448 | |||
Universal Display Corp. | 33,667 | 3,405 | ||||
* | SentinelOne Inc. Class A | 144,971 | 3,382 | |||
* | Coupa Software Inc. | 57,727 | 3,296 | |||
National Instruments Corp. | 104,505 | 3,264 | ||||
Switch Inc. Class A | 96,973 | 3,249 | ||||
* | Novanta Inc. | 26,630 | 3,229 | |||
* | Cirrus Logic Inc. | 44,360 | 3,218 | |||
Avnet Inc. | 73,805 | 3,165 | ||||
* | SPS Commerce Inc. | 27,867 | 3,150 | |||
TD SYNNEX Corp. | 33,963 | 3,094 | ||||
* | Smartsheet Inc. Class A | 93,716 | 2,946 | |||
* | NCR Corp. | 94,273 | 2,933 | |||
* | Teradata Corp. | 78,116 | 2,891 | |||
* | Rapid7 Inc. | 41,301 | 2,759 | |||
* | Dun & Bradstreet Holdings Inc. | 183,532 | 2,759 | |||
* | Semtech Corp. | 50,092 | 2,754 | |||
* | Box Inc. Class A | 108,913 | 2,738 | |||
* | Blackline Inc. | 40,808 | 2,718 | |||
* | Onto Innovation Inc. | 36,971 | 2,578 | |||
* | Varonis Systems Inc. | 87,340 | 2,561 | |||
* | Perficient Inc. | 27,696 | 2,539 | |||
* | IPG Photonics Corp. | 26,841 | 2,527 | |||
* | Ziff Davis Inc. | 33,309 | 2,483 | |||
* | Toast Inc. Class A | 188,489 | 2,439 | |||
* | Nutanix Inc. Class A | 166,149 | 2,431 | |||
* | FormFactor Inc. | 62,092 | 2,405 | |||
* | Fabrinet | 29,174 | 2,366 | |||
* | Blackbaud Inc. | 40,339 | 2,342 | |||
* | Insight Enterprises Inc. | 26,951 | 2,325 | |||
* | Procore Technologies Inc. | 50,539 | 2,294 | |||
* | Envestnet Inc. | 42,683 | 2,252 | |||
* | Alarm.com Holdings Inc. | 36,158 | 2,237 | |||
* | Diodes Inc. | 34,039 | 2,198 | |||
* | Workiva Inc. Class A | 32,635 | 2,154 | |||
Advanced Energy Industries Inc. | 29,131 | 2,126 | ||||
* | Alteryx Inc. Class A | 43,594 | 2,111 | |||
* | New Relic Inc. | 41,666 | 2,085 | |||
* | Verint Systems Inc. | 48,640 | 2,060 | |||
* | CommVault Systems Inc. | 32,385 | 2,037 | |||
* | Altair Engineering Inc. Class A | 38,653 | 2,029 | |||
Vertiv Holdings Co. Class A | 233,700 | 1,921 | ||||
* | DigitalOcean Holdings Inc. | 46,454 | 1,921 | |||
Vishay Intertechnology Inc. | 106,745 | 1,902 | ||||
* | Sanmina Corp. | 46,234 | 1,883 | |||
* | Bumble Inc. Class A | 66,183 | 1,863 | |||
* | Upwork Inc. | 89,743 | 1,856 | |||
* | Confluent Inc. Class A | 78,431 | 1,823 | |||
* | Rambus Inc. | 84,789 | 1,822 | |||
* | SiTime Corp. | 11,000 | 1,793 | |||
* | MaxLinear Inc. Class A | 52,598 | 1,787 | |||
* | Ambarella Inc. | 27,083 | 1,773 | |||
* | NetScout Systems Inc. | 52,130 | 1,765 | |||
* | MACOM Technology Solutions Holdings Inc. | 37,577 | 1,732 | |||
* | Covetrus Inc. | 81,869 | 1,699 | |||
* | Plexus Corp. | 21,397 | 1,680 | |||
* | Q2 Holdings Inc. | 42,552 | 1,641 | |||
Progress Software Corp. | 35,509 | 1,609 | ||||
* | Kyndryl Holdings Inc. | 164,262 | 1,606 | |||
* | nCino Inc. | 51,340 | 1,587 | |||
* | Sprout Social Inc. Class A | 27,314 | 1,586 | |||
* | Cargurus Inc. Class A | 73,476 | 1,579 | |||
* | E2open Parent Holdings Inc. | 200,989 | 1,564 | |||
Pegasystems Inc. | 32,505 | 1,555 | ||||
* | PagerDuty Inc. | 61,217 | 1,517 | |||
Amkor Technology Inc. | 89,439 | 1,516 | ||||
CSG Systems International Inc. | 24,796 | 1,480 |
Shares | Market Value• ($000) | |||||
* | Appian Corp. | 31,088 | 1,472 | |||
* | TechTarget Inc. | 21,851 | 1,436 | |||
Xerox Holdings Corp. | 96,412 | 1,432 | ||||
* | Yelp Inc. Class A | 50,490 | 1,402 | |||
* | Appfolio Inc. Class A | 15,085 | 1,367 | |||
* | LiveRamp Holdings Inc. | 52,341 | 1,351 | |||
* | Axcelis Technologies Inc. | 24,106 | 1,322 | |||
* | Super Micro Computer Inc. | 32,400 | 1,307 | |||
* | Jamf Holding Corp. | 49,955 | 1,237 | |||
* | DoubleVerify Holdings Inc. | 53,202 | 1,206 | |||
* | JFrog Ltd. | 56,700 | 1,195 | |||
*,1 | MicroStrategy Inc. Class A | 7,191 | 1,181 | |||
* | Allscripts Healthcare Solutions Inc. | 79,464 | 1,178 | |||
* | Clear Secure Inc. Class A | 58,769 | 1,175 | |||
* | Digital Turbine Inc. | 67,013 | 1,171 | |||
* | Gitlab Inc. Class A | 21,796 | 1,158 | |||
* | C3.ai Inc. Class A | 60,209 | 1,099 | |||
* | Schrodinger Inc. | 41,432 | 1,094 | |||
* | Freshworks Inc. Class A | 83,069 | 1,092 | |||
* | Allegro MicroSystems Inc. | 52,472 | 1,086 | |||
* | CCC Intelligent Solutions Holdings Inc. | 117,115 | 1,077 | |||
* | Fastly Inc. Class A | 91,656 | 1,064 | |||
* | ePlus Inc. | 20,000 | 1,062 | |||
* | Parsons Corp. | 26,203 | 1,059 | |||
Shutterstock Inc. | 18,476 | 1,059 | ||||
Xperi Holding Corp. | 71,142 | 1,027 | ||||
* | Qualtrics International Inc. Class A | 81,233 | 1,016 | |||
* | Cohu Inc. | 36,517 | 1,013 | |||
* | Asana Inc. Class A | 57,569 | 1,012 | |||
* | Impinj Inc. | 17,162 | 1,007 | |||
* | Ultra Clean Holdings Inc. | 33,444 | 996 | |||
Methode Electronics Inc. | 25,710 | 952 | ||||
* | Ping Identity Holding Corp. | 52,342 | 949 | |||
* | KnowBe4 Inc. Class A | 59,926 | 936 | |||
* | Paycor HCM Inc. | 35,591 | 925 | |||
* | Thoughtworks Holding Inc. | 65,183 | 920 | |||
* | Braze Inc. Class A | 25,296 | 916 | |||
* | 3D Systems Corp. | 91,666 | 889 | |||
* | Magnite Inc. | 96,985 | 861 | |||
* | Photronics Inc. | 43,753 | 852 | |||
* | Momentive Global Inc. | 96,774 | 852 | |||
* | PROS Holdings Inc. | 32,175 | 844 | |||
* | Duck Creek Technologies Inc. | 55,901 | 830 | |||
* | Everbridge Inc. | 28,790 | 803 | |||
* | TTM Technologies Inc. | 63,715 | 796 | |||
* | Zuora Inc. Class A | 86,545 | 775 | |||
* | Squarespace Inc. Class A | 36,900 | 772 | |||
* | PAR Technology Corp. | 20,186 | 757 | |||
CTS Corp. | 22,107 | 753 | ||||
* | Agilysys Inc. | 15,831 | 748 | |||
* | Cerence Inc. | 29,489 | 744 | |||
* | Veeco Instruments Inc. | 37,309 | 724 | |||
*,1 | Matterport Inc. | 197,184 | 722 | |||
A10 Networks Inc. | 49,754 | 715 | ||||
* | Xometry Inc. Class A | 20,895 | 709 | |||
* | LivePerson Inc. | 49,636 | 702 | |||
* | Model N Inc. | 26,774 | 685 | |||
* | BigCommerce Holdings Inc. | 42,020 | 681 | |||
* | Avid Technology Inc. | 25,562 | 663 | |||
* | Vimeo Inc. | 110,126 | 663 | |||
* | CEVA Inc. | 19,501 | 654 | |||
* | Sprinklr Inc. Class A | 64,421 | 651 | |||
* | Alpha & Omega Semiconductor Ltd. | 19,058 | 635 | |||
* | Eventbrite Inc. Class A | 60,790 | 624 | |||
* | SMART Global Holdings Inc. | 38,072 | 623 | |||
Simulations Plus Inc. | 12,535 | 618 | ||||
* | Ichor Holdings Ltd. | 23,453 | 609 | |||
* | Consensus Cloud Solutions Inc. | 13,903 | 607 | |||
* | Domo Inc. Class B | 21,491 | 597 |
Shares | Market Value• ($000) | |||||
* | Olo Inc. Class A | 59,610 | 588 | |||
* | ScanSource Inc. | 18,847 | 587 | |||
* | Unisys Corp. | 48,242 | 580 | |||
* | Amplitude Inc. Class A | 40,198 | 574 | |||
Benchmark Electronics Inc. | 25,359 | 572 | ||||
* | NeoPhotonics Corp. | 35,595 | 560 | |||
* | Informatica Inc. Class A | 26,860 | 558 | |||
* | Grid Dynamics Holdings Inc. | 33,078 | 556 | |||
* | ACM Research Inc. Class A | 32,940 | 554 | |||
* | PDF Solutions Inc. | 25,459 | 548 | |||
* | PubMatic Inc. Class A | 34,466 | 548 | |||
* | Sumo Logic Inc. | 68,945 | 516 | |||
*,1 | IonQ Inc. | 116,900 | 512 | |||
* | Expensify Inc. Class A | 26,560 | 473 | |||
* | AvePoint Inc. | 104,561 | 454 | |||
* | ForgeRock Inc. Class A | 21,181 | 454 | |||
* | N-able Inc. | 49,481 | 445 | |||
* | Definitive Healthcare Corp. Class A | 19,292 | 442 | |||
* | Yext Inc. | 91,569 | 438 | |||
*,1 | MicroVision Inc. | 113,698 | 437 | |||
American Software Inc. Class A | 26,372 | ��� 426 | ||||
* | Zeta Global Holdings Corp. Class A | 92,057 | 416 | |||
* | Kimball Electronics Inc. | 20,481 | 412 | |||
PC Connection Inc. | 8,866 | 391 | ||||
*,1 | UserTesting Inc. | 76,962 | 386 | |||
* | Alkami Technology Inc. | 27,498 | 382 | |||
* | EngageSmart Inc. | 23,272 | 374 | |||
Ebix Inc. | 21,336 | 361 | ||||
* | Couchbase Inc. | 21,811 | 358 | |||
* | Nextdoor Holdings Inc. | 108,100 | 358 | |||
*,1 | HashiCorp Inc. Class A | 11,900 | 350 | |||
* | OneSpan Inc. | 29,119 | 347 | |||
* | Tucows Inc. Class A | 7,729 | 344 | |||
*,1 | indie Semiconductor Inc. Class A | 59,839 | 341 | |||
SolarWinds Corp. | 32,181 | 330 | ||||
* | Cyxtera Technologies Inc. | 29,000 | 329 | |||
* | nLight Inc. | 32,121 | 328 | |||
* | SmartRent Inc. Class A | 71,700 | 324 | |||
* | Upland Software Inc. | 21,208 | 308 | |||
* | Telos Corp. | 38,079 | 308 | |||
*,1 | Blend Labs Inc. Class A | 130,300 | 308 | |||
Hackett Group Inc. | 15,802 | 300 | ||||
* | ON24 Inc. | 31,300 | 297 | |||
* | Rackspace Technology Inc. | 41,198 | 295 | |||
* | Mitek Systems Inc. | 31,555 | 292 | |||
* | Bandwidth Inc. Class A | 15,236 | 287 | |||
* | Aeva Technologies Inc. | 90,600 | 284 | |||
* | ChannelAdvisor Corp. | 18,866 | 275 | |||
* | GTY Technology Holdings Inc. | 41,016 | 257 | |||
* | Identiv Inc. | 21,679 | 251 | |||
* | Vertex Inc. Class A | 22,097 | 250 | |||
* | SEMrush Holdings Inc. Class A | 19,197 | 248 | |||
* | EverCommerce Inc. | 27,192 | 246 | |||
*,1 | Samsara Inc. Class A | 21,700 | 242 | |||
* | CyberOptics Corp. | 6,679 | 233 | |||
* | WM Technology Inc. | 69,888 | 230 | |||
* | Edgio Inc. | ���96,551 | 223 | |||
* | NerdWallet Inc. Class A | 27,858 | 221 | |||
* | Brightcove Inc. | 33,486 | 212 | |||
* | Planet Labs PBC | 47,000 | 204 | |||
* | Credo Technology Group Holding Ltd. | 16,800 | 196 | |||
* | Transphorm Inc. | 51,000 | 194 | |||
* | AXT Inc. | 32,600 | 191 | |||
NVE Corp. | 3,806 | 177 | ||||
* | Aehr Test Systems | 22,224 | 167 | |||
* | Rimini Street Inc. | 27,624 | 166 | |||
* | Groupon Inc. | 14,600 | 165 | |||
* | MediaAlpha Inc. Class A | 16,800 | 165 | |||
* | Digimarc Corp. | 11,500 | 163 |
Shares | Market Value• ($000) | |||||
* | MeridianLink Inc. | 9,754 | 163 | |||
* | eGain Corp. | 16,436 | 160 | |||
* | Porch Group Inc. | 60,900 | 156 | |||
* | TrueCar Inc. | 59,207 | 153 | |||
* | Enfusion Inc. Class A | 14,958 | 153 | |||
*,1 | Atomera Inc. | 16,254 | 152 | |||
* | Ouster Inc. | 92,000 | 149 | |||
* | Benefitfocus Inc. | 18,600 | 145 | |||
* | Beachbody Co. Inc. | 116,800 | 140 | |||
* | Innodata Inc. | 28,773 | 139 | |||
* | Intapp Inc. | 9,357 | 137 | |||
* | Avaya Holdings Corp. | 60,729 | 136 | |||
* | Skillz Inc. Class A | 109,300 | 136 | |||
* | Diebold Nixdorf Inc. | 59,335 | 135 | |||
* | Veritone Inc. | 20,477 | 134 | |||
* | KULR Technology Group Inc. | 79,473 | 123 | |||
* | comScore Inc. | 58,400 | 120 | |||
* | EverQuote Inc. Class A | 12,900 | 114 | |||
* | CoreCard Corp. | 4,500 | 110 | |||
*,1 | IronNet Inc. | 49,500 | 109 | |||
*,1 | Vroom Inc. | 83,000 | 104 | |||
*,1 | Cleanspark Inc. | 26,200 | 103 | |||
* | Smith Micro Software Inc. | 40,208 | 99 | |||
Vivid Seats Inc. Class A | 12,900 | 96 | ||||
* | Synchronoss Technologies Inc. | 80,600 | 93 | |||
* | SecureWorks Corp. Class A | 8,244 | 90 | |||
* | Amtech Systems Inc. | 11,877 | 87 | |||
* | EMCORE Corp. | 28,435 | 87 | |||
*,1 | Alpine 4 Holdings Inc. | 117,100 | 83 | |||
* | Asure Software Inc. | 13,700 | 78 | |||
* | NextNav Inc. | 33,050 | 75 | |||
* | Intevac Inc. | 15,339 | 74 | |||
*,1 | Phunware Inc. | 67,200 | 73 | |||
* | Kopin Corp. | 64,443 | 72 | |||
* | Nuvve Holding Corp. | 15,200 | 71 | |||
* | inTEST Corp. | 10,157 | 69 | |||
* | Computer Task Group Inc. | 7,990 | 68 | |||
* | Immersion Corp. | 12,233 | 65 | |||
* | Pixelworks Inc. | 32,934 | 63 | |||
* | Red Violet Inc. | 3,326 | 63 | |||
* | VirnetX Holding Corp. | 52,143 | 61 | |||
* | Terawulf Inc. | 47,800 | 57 | |||
* | Loyalty Ventures Inc. | 14,634 | 52 | |||
* | Quantum Corp. | 33,700 | 48 | |||
* | eMagin Corp. | 70,432 | 46 | |||
*,1 | SkyWater Technology Inc. | 7,497 | 45 | |||
* | Park City Group Inc. | 9,689 | 43 | |||
Richardson Electronics Ltd. | 2,700 | 40 | ||||
* | Zedge Inc. Class B | 12,613 | 36 | |||
* | Super League Gaming Inc. | 34,300 | 35 | |||
*,1 | Ipsidy Inc. | 17,600 | 34 | |||
* | GSI Technology Inc. | 9,342 | 32 | |||
* | Inuvo Inc. | 65,578 | 32 | |||
* | Greenidge Generation Holdings Inc. | 12,210 | 31 | |||
* | AstroNova Inc. | 2,465 | 30 | |||
* | CSP Inc. | 3,181 | 29 | |||
* | Verb Technology Co. Inc. | 52,596 | 27 | |||
* | Inpixon | 161,300 | 27 | |||
* | Daktronics Inc. | 8,619 | 26 | |||
* | Everspin Technologies Inc. | 4,413 | 23 | |||
* | Issuer Direct Corp. | 848 | 22 | |||
* | TransAct Technologies Inc. | 5,458 | 22 | |||
*,1 | Remark Holdings Inc. | 48,342 | 21 | |||
* | Streamline Health Solutions Inc. | 11,428 | 15 | |||
* | Exela Technologies Inc. | 121,993 | 14 | |||
* | Intrusion Inc. | 3,079 | 12 | |||
* | CVD Equipment Corp. | 2,737 | 11 | |||
* | Cipher Mining Inc. | 7,848 | 11 | |||
* | Data I/O Corp. | 3,396 | 10 |
Shares | Market Value• ($000) | |||||
* | Key Tronic Corp. | 2,174 | 10 | |||
* | Boxlight Corp. Class A | 13,577 | 9 | |||
* | RealNetworks Inc. | 13,821 | 9 | |||
* | Waitr Holdings Inc. | 58,338 | 9 | |||
* | QuickLogic Corp. | 937 | 8 | |||
* | GSE Systems Inc. | 5,300 | 7 | |||
* | Qumu Corp. | 8,832 | 7 | |||
* | BSQUARE Corp. | 4,685 | 6 | |||
* | Kubient Inc. | 6,900 | 5 | |||
* | Mastech Digital Inc. | 260 | 4 | |||
* | WidePoint Corp. | 1,600 | 4 | |||
* | 1stdibs.com Inc. | 694 | 4 | |||
* | Arteris Inc. | 510 | 4 | |||
* | KORE Group Holdings Inc. | 1,340 | 4 | |||
* | Backblaze Inc. Class A | 596 | 3 | |||
* | Weave Communications Inc. | 672 | 2 | |||
7,445,537 | ||||||
Telecommunications (1.6%) | ||||||
Verizon Communications Inc. | 3,076,210 | 156,118 | ||||
Comcast Corp. Class A | 3,447,701 | 135,288 | ||||
Cisco Systems Inc. | 2,877,538 | 122,698 | ||||
AT&T Inc. | 5,529,440 | 115,897 | ||||
* | T-Mobile US Inc. | 482,813 | 64,958 | |||
* | Charter Communications Inc. Class A | 62,188 | 29,137 | |||
Motorola Solutions Inc. | 129,075 | 27,054 | ||||
* | Arista Networks Inc. | 180,388 | 16,910 | |||
* | Liberty Broadband Corp. Class C | 99,678 | 11,527 | |||
Lumen Technologies Inc. | 799,989 | 8,728 | ||||
* | Roku Inc. | 93,153 | 7,652 | |||
Juniper Networks Inc. | 247,716 | 7,060 | ||||
Cable One Inc. | 4,694 | 6,052 | ||||
* | Ciena Corp. | 118,087 | 5,397 | |||
* | Frontier Communications Parent Inc. | 188,936 | 4,448 | |||
* | Lumentum Holdings Inc. | 50,995 | 4,050 | |||
* | Vonage Holdings Corp. | 192,834 | 3,633 | |||
* | DISH Network Corp. Class A | 189,125 | 3,391 | |||
* | Iridium Communications Inc. | 89,951 | 3,379 | |||
* | Viavi Solutions Inc. | 172,273 | 2,279 | |||
Cogent Communications Holdings Inc. | 33,438 | 2,032 | ||||
* | Liberty Broadband Corp. Class A | 16,622 | 1,887 | |||
* | Viasat Inc. | 54,846 | 1,680 | |||
* | Altice USA Inc. Class A | 172,745 | 1,598 | |||
InterDigital Inc. | 24,570 | 1,494 | ||||
* | Calix Inc. | 42,625 | 1,455 | |||
* | Plantronics Inc. | 30,788 | 1,222 | |||
Telephone & Data Systems Inc. | 74,348 | 1,174 | ||||
* | CommScope Holding Co. Inc. | 156,200 | 956 | |||
* | Extreme Networks Inc. | 100,915 | 900 | |||
* | Gogo Inc. | 53,620 | 868 | |||
* | WideOpenWest Inc. | 45,637 | 831 | |||
Shenandoah Telecommunications Co. | 36,710 | 815 | ||||
* | Harmonic Inc. | 90,373 | 783 | |||
* | Infinera Corp. | 145,087 | 778 | |||
* | Globalstar Inc. | 528,607 | 650 | |||
* | Digi International Inc. | 25,720 | 623 | |||
ADTRAN Inc. | 32,434 | 569 | ||||
* | EchoStar Corp. Class A | 27,919 | 539 | |||
*,1 | Lightwave Logic Inc. | 79,946 | 523 | |||
* | Clearfield Inc. | 7,579 | 469 | |||
* | Anterix Inc. | 11,305 | 464 | |||
* | IDT Corp. Class B | 18,097 | 455 | |||
* | NETGEAR Inc. | 24,562 | 455 | |||
* | 8x8 Inc. | 81,172 | 418 | |||
ATN International Inc. | 8,375 | 393 | ||||
* | Ribbon Communications Inc. | 125,200 | 381 | |||
*,1 | Charge Enterprises Inc. | 79,700 | 380 | |||
* | Consolidated Communications Holdings Inc. | 54,100 | 379 | |||
* | United States Cellular Corp. | 10,230 | 296 | |||
Spok Holdings Inc. | 45,000 | 283 |
Shares | Market Value• ($000) | |||||
*,1 | fuboTV Inc. | 98,154 | 242 | |||
* | Ooma Inc. | 19,530 | 231 | |||
*,1 | AST SpaceMobile Inc. | 36,000 | 226 | |||
Bel Fuse Inc. Class B | 14,300 | 222 | ||||
Comtech Telecommunications Corp. | 22,650 | 205 | ||||
* | Lantronix Inc. | 34,911 | 188 | |||
* | Aviat Networks Inc. | 7,168 | 179 | |||
* | Hemisphere Media Group Inc. Class A | 22,025 | 168 | |||
* | DZS Inc. | 9,587 | 156 | |||
* | Casa Systems Inc. | 34,412 | 135 | |||
* | Inseego Corp. | 68,062 | 129 | |||
* | Akoustis Technologies Inc. | 32,901 | 122 | |||
* | Cambium Networks Corp. | 6,400 | 94 | |||
* | CalAmp Corp. | 21,071 | 88 | |||
* | Powerfleet Inc. | 36,995 | 80 | |||
* | KVH Industries Inc. | 9,132 | 79 | |||
* | Airgain Inc. | 8,585 | 70 | |||
*,1 | SurgePays Inc. | 13,536 | 65 | |||
* | Genasys Inc. | 13,190 | 43 | |||
Crexendo Inc. | 5,700 | 18 | ||||
Network-1 Technologies Inc. | 2,710 | 6 | ||||
* | ClearOne Inc. | 4,114 | 2 | |||
* | Optical Cable Corp. | 476 | 2 | |||
764,156 | ||||||
Utilities (2.0%) | ||||||
NextEra Energy Inc. | 1,516,727 | 117,486 | ||||
Duke Energy Corp. | 593,150 | 63,592 | ||||
Southern Co. | 817,366 | 58,286 | ||||
Dominion Energy Inc. | 624,821 | 49,867 | ||||
Waste Management Inc. | 320,091 | 48,968 | ||||
American Electric Power Co. Inc. | 395,958 | 37,988 | ||||
Sempra Energy | 243,133 | 36,536 | ||||
Exelon Corp. | 757,154 | 34,314 | ||||
Xcel Energy Inc. | 418,483 | 29,612 | ||||
Consolidated Edison Inc. | 273,244 | 25,985 | ||||
Waste Connections Inc. | 197,780 | 24,517 | ||||
Public Service Enterprise Group Inc. | 386,702 | 24,470 | ||||
WEC Energy Group Inc. | 243,071 | 24,463 | ||||
Eversource Energy | 265,133 | 22,396 | ||||
American Water Works Co. Inc. | 141,754 | 21,089 | ||||
Republic Services Inc. | 157,312 | 20,587 | ||||
Edison International | 293,057 | 18,533 | ||||
Ameren Corp. | 197,898 | 17,882 | ||||
Entergy Corp. | 156,096 | 17,583 | ||||
* | PG&E Corp. | 1,625,259 | 16,220 | |||
DTE Energy Co. | 126,680 | 16,057 | ||||
FirstEnergy Corp. | 415,745 | 15,960 | ||||
PPL Corp. | 568,175 | 15,415 | ||||
CMS Energy Corp. | 227,393 | 15,349 | ||||
Constellation Energy Corp. | 253,151 | 14,495 | ||||
CenterPoint Energy Inc. | 481,903 | 14,255 | ||||
Atmos Energy Corp. | 106,079 | 11,891 | ||||
Evergy Inc. | 176,516 | 11,518 | ||||
Alliant Energy Corp. | 196,321 | 11,506 | ||||
AES Corp. | 514,371 | 10,807 | ||||
NiSource Inc. | 308,817 | 9,107 | ||||
Essential Utilities Inc. | 183,029 | 8,392 | ||||
Vistra Corp. | 332,703 | 7,602 | ||||
NRG Energy Inc. | 181,868 | 6,942 | ||||
Pinnacle West Capital Corp. | 88,108 | 6,442 | ||||
UGI Corp. | 160,444 | 6,195 | ||||
OGE Energy Corp. | 152,824 | 5,893 | ||||
National Fuel Gas Co. | 71,162 | 4,700 | ||||
IDACORP Inc. | 40,156 | 4,253 | ||||
Southwest Gas Holdings Inc. | 48,421 | 4,216 | ||||
Black Hills Corp. | 49,932 | 3,634 | ||||
* | Clean Harbors Inc. | 40,783 | 3,575 | |||
* | Sunrun Inc. | 151,467 | 3,538 | |||
Portland General Electric Co. | 71,201 | 3,441 |
Shares | Market Value• ($000) | |||||
ONE Gas Inc. | 41,664 | 3,383 | ||||
Hawaiian Electric Industries Inc. | 80,997 | 3,313 | ||||
New Jersey Resources Corp. | 73,659 | 3,280 | ||||
South Jersey Industries Inc. | 94,073 | 3,212 | ||||
* | Stericycle Inc. | 73,158 | 3,208 | |||
PNM Resources Inc. | 65,864 | 3,147 | ||||
* | Evoqua Water Technologies Corp. | 93,598 | 3,043 | |||
Ormat Technologies Inc. | 36,720 | 2,877 | ||||
* | Casella Waste Systems Inc. Class A | 39,363 | 2,861 | |||
Spire Inc. | 37,955 | 2,823 | ||||
Avangrid Inc. | 60,237 | 2,778 | ||||
ALLETE Inc. | 43,184 | 2,538 | ||||
Avista Corp. | 57,440 | 2,499 | ||||
American States Water Co. | 29,394 | 2,396 | ||||
NorthWestern Corp. | 40,235 | 2,371 | ||||
MGE Energy Inc. | 28,969 | 2,255 | ||||
California Water Service Group | 39,958 | 2,220 | ||||
Clearway Energy Inc. Class C | 54,482 | 1,898 | ||||
Chesapeake Utilities Corp. | 13,078 | 1,694 | ||||
* | Sunnova Energy International Inc. | 79,564 | 1,466 | |||
Northwest Natural Holding Co. | 25,775 | 1,369 | ||||
SJW Group | 21,406 | 1,336 | ||||
Middlesex Water Co. | 14,057 | 1,233 | ||||
Clearway Energy Inc. Class A | 35,643 | 1,139 | ||||
* | Archaea Energy Inc. Class A | 60,300 | 936 | |||
Unitil Corp. | 13,518 | 794 | ||||
*,1 | Vertex Energy Inc. | 42,599 | 448 | |||
* | Harsco Corp. | 61,710 | 439 | |||
* | Heritage-Crystal Clean Inc. | 14,261 | 384 | |||
York Water Co. | 9,268 | 375 | ||||
Artesian Resources Corp. Class A | 6,216 | 306 | ||||
Aris Water Solution Inc. Class A | 14,434 | 241 | ||||
* | Excelerate Energy Inc. Class A | 12,038 | 240 | |||
*,1 | NuScale Power Corp. | 20,000 | 200 | |||
* | Pure Cycle Corp. | 12,111 | 128 | |||
Genie Energy Ltd. Class B | 13,020 | 119 | ||||
RGC Resources Inc. | 5,719 | 109 | ||||
Via Renewables Inc. Class A | 9,045 | 69 | ||||
* | Altus Power Inc. | 7,100 | 45 | |||
Global Water Resources Inc. | 2,764 | 36 | ||||
* | Charah Solutions Inc. | 4,103 | 15 | |||
* | Advanced Emissions Solutions Inc. | 2,073 | 10 | |||
* | Sharps Compliance Corp. | 2,867 | 8 | |||
* | Perma-Fix Environmental Services Inc. | 605 | 3 | |||
* | Aqua Metals Inc. | 780 | 1 | |||
988,802 | ||||||
Total Common Stocks (Cost $9,943,115) | 28,910,282 | |||||
Preferred Stocks (0.0%) | ||||||
1,5 | Meta Materials Inc. Pfd., 0.000% | 92,934 | 143 | |||
FAT Brands Inc. Pfd., 8.250%, 8/8/22 | 346 | 6 | ||||
Air T Funding Pfd., 8.000%, 6/7/24 | 28 | 1 | ||||
Total Preferred Stocks (Cost $5) | 150 | |||||
Coupon | Maturity Date | Face Amount ($000) | ||||
U.S. Government and Agency Obligations (27.1%) | ||||||
U.S. Government Securities (18.5%) | ||||||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 22,487 | 21,837 | ||
United States Treasury Note/Bond | 0.125% | 7/31/23 | 42,335 | 41,065 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 32,944 | 32,352 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 72,385 | 70,112 | ||
United States Treasury Note/Bond | 6.250% | 8/15/23 | 32,780 | 34,014 | ||
United States Treasury Note/Bond | 0.125% | 8/31/23 | 18,290 | 17,698 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 12,820 | 12,584 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 64,998 | 62,814 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 0.250% | 9/30/23 | 76,795 | 74,251 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 20,585 | 20,180 | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 3,149 | 3,145 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 61,900 | 59,675 | ||
United States Treasury Note/Bond | 0.375% | 10/31/23 | 51,875 | 50,116 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 21,251 | 20,876 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 3 | 3 | ||
United States Treasury Note/Bond | 0.250% | 11/15/23 | 11,380 | 10,962 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 281 | 280 | ||
United States Treasury Note/Bond | 0.500% | 11/30/23 | 12,528 | 12,101 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 10,555 | 10,431 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 7 | 7 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 108,420 | 104,015 | ||
United States Treasury Note/Bond | 0.750% | 12/31/23 | 43,480 | 42,053 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 16 | 16 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 7,276 | 7,237 | ||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 60,690 | 58,092 | ||
United States Treasury Note/Bond | 0.875% | 1/31/24 | 26,858 | 25,985 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 37,380 | 36,948 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 37,219 | 36,934 | ||
United States Treasury Note/Bond | 0.125% | 2/15/24 | 54,230 | 51,798 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 29,974 | 29,866 | ||
United States Treasury Note/Bond | 1.500% | 2/29/24 | 53,376 | 52,116 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 10,040 | 9,902 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 35,519 | 35,175 | ||
United States Treasury Note/Bond | 0.250% | 3/15/24 | 108,795 | 103,848 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 20,948 | 20,637 | ||
United States Treasury Note/Bond | 2.250% | 3/31/24 | 75,085 | 74,135 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 59,975 | 57,248 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 20,345 | 19,986 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 21,021 | 20,745 | ||
United States Treasury Note/Bond | 2.500% | 4/30/24 | 17,987 | 17,830 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 29,650 | 28,177 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 54,662 | 54,158 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 38,427 | 37,724 | ||
United States Treasury Note/Bond | 2.500% | 5/31/24 | 19,060 | 18,890 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 56,083 | 53,174 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 23,576 | 23,009 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 30,635 | 30,051 | ||
United States Treasury Note/Bond | 0.375% | 7/15/24 | 42,593 | 40,397 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 13,537 | 13,194 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 14,710 | 14,450 | ||
United States Treasury Note/Bond | 0.375% | 8/15/24 | 53,215 | 50,330 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 49,886 | 49,223 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 18,258 | 17,588 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 10,623 | 10,371 | ||
United States Treasury Note/Bond | 0.375% | 9/15/24 | 57,320 | 54,078 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 22,661 | 21,918 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 40,408 | 39,650 | ||
United States Treasury Note/Bond | 0.625% | 10/15/24 | 128,515 | 121,748 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 35,320 | 34,713 | ||
United States Treasury Note/Bond | 0.750% | 11/15/24 | 37,635 | 35,677 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 46,200 | 45,420 | ||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 675 | 744 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 33,166 | 31,990 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 22,105 | 21,642 | ||
United States Treasury Note/Bond | 1.000% | 12/15/24 | 78,843 | 75,073 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 9,385 | 9,095 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 19,217 | 18,857 | ||
United States Treasury Note/Bond | 1.125% | 1/15/25 | 74,715 | 71,236 | ||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 40,036 | 38,391 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 18,840 | 18,587 | ||
United States Treasury Note/Bond | 1.500% | 2/15/25 | 79,995 | 76,870 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 68,041 | 66,287 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 32,270 | 30,707 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 19,890 | 19,741 | ||
United States Treasury Note/Bond | 1.750% | 3/15/25 | 40,450 | 39,097 | ||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 177,241 | 165,388 | ||
United States Treasury Note/Bond | 2.625% | 4/15/25 | 73,052 | 72,264 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 65,185 | 60,479 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 53,483 | 53,249 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 40,319 | 39,324 | ||
United States Treasury Note/Bond | 2.750% | 5/15/25 | 43,030 | 42,701 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 37,490 | 34,590 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 25,340 | 25,229 | ||
United States Treasury Note/Bond | 2.875% | 6/15/25 | 114,825 | 114,359 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 16,050 | 14,774 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 24,044 | 23,849 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 67,172 | 61,651 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 34,960 | 34,791 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 52,747 | 51,098 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 1,943 | 2,162 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 33,812 | 30,954 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 39,495 | 36,070 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 25,440 | 23,178 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 6,372 | 6,205 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 88,850 | 81,145 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 26,597 | 24,232 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 78,780 | 71,616 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 59,937 | 56,978 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 54,345 | 49,522 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 69,340 | 63,684 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 25,535 | 24,809 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 7,546 | 6,916 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 17,065 | 16,652 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 27,216 | 25,787 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 36,415 | 33,314 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 17,795 | 17,189 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 64,211 | 58,934 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 16,182 | 15,474 | ||
United States Treasury Note/Bond | 0.625% | 7/31/26 | 50,979 | 46,216 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 15,760 | 15,051 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 51,245 | 48,114 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 3,095 | 3,530 | ||
United States Treasury Note/Bond | 0.750% | 8/31/26 | 6,113 | 5,562 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 64,685 | 59,076 | ||
United States Treasury Note/Bond | 1.125% | 10/31/26 | 17,773 | 16,379 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 20,445 | 19,250 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 50,899 | 48,656 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 910 | 1,036 | ||
United States Treasury Note/Bond | 1.250% | 11/30/26 | 9,805 | 9,079 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 25,526 | 24,018 | ||
United States Treasury Note/Bond | 1.250% | 12/31/26 | 41,157 | 38,032 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 29,266 | 27,666 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 41,509 | 38,746 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 26,207 | 25,265 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 23,279 | 21,322 | ||
United States Treasury Note/Bond | 1.875% | 2/28/27 | 808 | 767 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 64,045 | 57,160 | ||
United States Treasury Note/Bond | 2.500% | 3/31/27 | 24,930 | 24,322 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 45,073 | 39,883 | ||
United States Treasury Note/Bond | 2.750% | 4/30/27 | 28,705 | 28,315 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 39,787 | 38,506 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 67,015 | 59,162 | ||
United States Treasury Note/Bond | 2.625% | 5/31/27 | 27,640 | 27,117 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 19,470 | 17,155 | ||
United States Treasury Note/Bond | 3.250% | 6/30/27 | 36,455 | 36,808 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 75,475 | 65,958 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 44,310 | 42,545 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 49,244 | 43,196 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 45,460 | 39,529 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 56,885 | 49,694 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 49,833 | 47,770 | ||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 775 | 890 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 81,305 | 71,383 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 74,020 | 64,848 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 61,625 | 54,269 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 20,868 | 20,496 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 84,425 | 75,890 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 72,966 | 65,909 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 64,511 | 58,191 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 25,665 | 25,360 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 68,185 | 61,409 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 103,749 | 93,325 | ||
United States Treasury Note/Bond | 1.000% | 7/31/28 | 84,064 | 74,344 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 53,510 | 52,858 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 4,895 | 5,546 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 41,850 | 37,246 | ||
United States Treasury Note/Bond | 1.250% | 9/30/28 | 113,870 | 101,985 | ||
United States Treasury Note/Bond | 1.375% | 10/31/28 | 54,550 | 49,180 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 27,149 | 27,200 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 14,810 | 16,647 | ||
United States Treasury Note/Bond | 1.500% | 11/30/28 | 76,835 | 69,776 | ||
United States Treasury Note/Bond | 1.375% | 12/31/28 | 27,340 | 24,640 | ||
United States Treasury Note/Bond | 1.750% | 1/31/29 | 56,105 | 51,739 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 53,000 | 51,592 | ||
United States Treasury Note/Bond | 1.875% | 2/28/29 | 39,895 | 37,090 | ||
United States Treasury Note/Bond | 2.375% | 3/31/29 | 45,010 | 43,083 | ||
United States Treasury Note/Bond | 2.875% | 4/30/29 | 18,210 | 17,997 | ||
United States Treasury Note/Bond | 2.750% | 5/31/29 | 34,370 | 33,693 | ||
United States Treasury Note/Bond | 3.250% | 6/30/29 | 29,450 | 29,795 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 19,267 | 17,539 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 36,000 | 33,030 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 52,129 | 46,818 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 71,827 | 59,897 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 2,570 | 3,146 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 88,711 | 73,547 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 94,936 | 80,147 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 96,502 | 82,901 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 8,005 | 9,406 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 95,688 | 85,491 | ||
United States Treasury Note/Bond | 1.250% | 8/15/31 | 104,807 | 90,216 | ||
United States Treasury Note/Bond | 1.375% | 11/15/31 | 101,870 | 88,356 | ||
United States Treasury Note/Bond | 1.875% | 2/15/32 | 104,466 | 94,623 | ||
United States Treasury Note/Bond | 2.875% | 5/15/32 | 82,744 | 81,813 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 10,234 | 12,028 | ||
6 | United States Treasury Note/Bond | 5.000% | 5/15/37 | 8,986 | 11,099 | |
United States Treasury Note/Bond | 4.375% | 2/15/38 | 21,517 | 25,037 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 6,044 | 7,122 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 6,398 | 6,680 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 7,883 | 9,000 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 9,884 | 11,618 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 11,686 | 13,492 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 10,000 | 11,894 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 35,285 | 24,556 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 5,139 | 5,919 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 37,305 | 25,752 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | ��8,449 | 9,102 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 57,480 | 41,386 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 4,317 | 4,875 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 56,471 | 44,286 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 5,967 | 7,182 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 54,360 | 45,331 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 11,000 | 12,595 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 70,496 | 53,610 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 12,000 | 12,604 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 31,715 | 25,179 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 13,128 | 12,595 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 47,062 | 39,900 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 12,579 | 12,037 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 11,950 | 11,188 | ||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 23,735 | 23,164 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 14,706 | 13,178 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 22,620 | 20,238 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 23,361 | 22,182 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 32,064 | 29,208 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 23,297 | 23,894 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 19,000 | 19,861 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 28,823 | 29,553 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 22,600 | 22,296 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 30,000 | 28,411 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 29,816 | 27,612 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 31,348 | 26,577 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 24,914 | 23,104 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 34,617 | 31,436 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 16,493 | 15,323 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 30,604 | 25,937 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 32,775 | 27,767 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 29,394 | 23,689 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 12,440 | 11,336 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 19,275 | 17,992 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 25,582 | 23,907 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 32,138 | 28,733 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 32,850 | 29,416 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 42,638 | 40,173 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 37,817 | 36,576 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 41,009 | 38,727 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 26,886 | 27,314 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 5,000 | 4,764 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 25,488 | 23,760 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 35,650 | 29,244 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 34,864 | 29,438 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 41,881 | 32,458 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 57,701 | 36,694 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 67,670 | 44,535 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 58,713 | 41,283 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 69,680 | 52,271 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 72,323 | 61,045 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 61,285 | 47,362 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 45,676 | 34,271 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 95,912 | 78,918 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 40,455 | 38,192 | ||
9,075,995 | ||||||
Agency Bonds and Notes (0.4%) | ||||||
7 | AID-Israel | 5.500% | 12/4/23 | 375 | 388 | |
7 | AID-Israel | 5.500% | 4/26/24 | 1,400 | 1,456 | |
7 | AID-Israel | 5.500% | 9/18/33 | 400 | 471 | |
7 | AID-Jordan | 3.000% | 6/30/25 | 400 | 398 | |
Federal Farm Credit Banks | 0.500% | 12/1/23 | 3,000 | 2,896 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 500 | 503 | ||
Federal Farm Credit Banks | 0.900% | 1/18/24 | 1,200 | 1,162 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 2,500 | 2,389 | ||
Federal Farm Credit Banks | 2.625% | 5/3/24 | 1,400 | 1,390 | ||
Federal Farm Credit Banks | 2.625% | 5/16/24 | 3,135 | 3,111 | ||
Federal Farm Credit Banks | 2.625% | 6/10/24 | 1,395 | 1,384 | ||
Federal Farm Credit Banks | 3.250% | 6/17/24 | 1,515 | 1,521 | ||
Federal Farm Credit Banks | 3.100% | 6/28/24 | 1,200 | 1,201 | ||
Federal Farm Credit Banks | 0.875% | 11/18/24 | 876 | 832 | ||
Federal Farm Credit Banks | 1.125% | 1/6/25 | 930 | 886 | ||
Federal Farm Credit Banks | 1.750% | 2/14/25 | 1,490 | 1,440 | ||
Federal Farm Credit Banks | 2.510% | 4/1/25 | 1,250 | 1,230 | ||
Federal Home Loan Banks | 0.125% | 8/28/23 | 2,925 | 2,831 | ||
Federal Home Loan Banks | 0.500% | 11/9/23 | 1,050 | 1,016 | ||
Federal Home Loan Banks | 0.625% | 12/22/23 | 900 | 869 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 3,515 | 3,486 | ||
Federal Home Loan Banks | 2.125% | 2/28/24 | 2,025 | 1,996 | ||
Federal Home Loan Banks | 3.250% | 3/8/24 | 1,870 | 1,877 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 2,500 | 2,491 | ||
Federal Home Loan Banks | 3.125% | 6/14/24 | 3,300 | 3,301 | ||
Federal Home Loan Banks | 2.750% | 6/28/24 | 3,560 | 3,539 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 1,990 | 1,928 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 815 | 854 | ||
8 | Federal Home Loan Banks | 1.000% | 12/20/24 | 900 | 856 | |
Federal Home Loan Banks | 0.500% | 4/14/25 | 3,500 | 3,260 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 800 | 735 | ||
Federal Home Loan Banks | 1.250% | 12/21/26 | 500 | 461 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Federal Home Loan Banks | 3.250% | 6/9/28 | 2,700 | 2,704 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 1,965 | 1,975 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 2,775 | 3,346 | ||
9 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 4,975 | 4,824 | |
9 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 4,800 | 4,650 | |
9 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 3,500 | 3,375 | |
9 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 7,000 | 6,750 | |
9 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 6,000 | 5,770 | |
9 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 5,000 | 4,802 | |
8,9 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 4,500 | 4,146 | |
9 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 10,500 | 9,637 | |
8,9 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 2,270 | 2,774 | |
9 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 6,141 | 7,632 | |
9 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 3,000 | 2,919 | |
9 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 2,000 | 1,998 | |
9 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 4,000 | 3,849 | |
9 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 3,881 | 3,849 | |
9 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 2,055 | 2,005 | |
9 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 660 | 654 | |
9 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 3,890 | 3,768 | |
9 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 3,460 | 3,339 | |
9 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 3,000 | 2,778 | |
9 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 6,000 | 5,515 | |
9 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 8,500 | 7,802 | |
9 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 1,600 | 1,544 | |
9 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 2,900 | 2,756 | |
9 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 8,500 | 7,519 | |
9 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 2,000 | 2,372 | |
9 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 2,405 | 3,011 | |
9 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 2,025 | 2,569 | |
9 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 7,000 | 5,791 | |
9 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 9,320 | 11,534 | |
9 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 1,260 | 1,535 | |
8 | Private Export Funding Corp. | 3.550% | 1/15/24 | 725 | 727 | |
8 | Private Export Funding Corp. | 2.450% | 7/15/24 | 525 | 516 | |
8 | Private Export Funding Corp. | 1.750% | 11/15/24 | 280 | 269 | |
8 | Private Export Funding Corp. | 3.250% | 6/15/25 | 175 | 174 | |
8 | Private Export Funding Corp. | 1.400% | 7/15/28 | 800 | 705 | |
Tennessee Valley Authority | 2.875% | 9/15/24 | 954 | 949 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 500 | 468 | ||
8 | Tennessee Valley Authority | 6.750% | 11/1/25 | 2,920 | 3,254 | |
8 | Tennessee Valley Authority | 2.875% | 2/1/27 | 1,000 | 987 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 2,000 | 2,502 | ||
Tennessee Valley Authority | 1.500% | 9/15/31 | 1,650 | 1,393 | ||
8 | Tennessee Valley Authority | 4.700% | 7/15/33 | 575 | 622 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 500 | 537 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 785 | 946 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 225 | 264 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 2,417 | 2,749 | ||
Tennessee Valley Authority | 3.500% | 12/15/42 | 200 | 181 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 1,580 | 1,984 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 519 | 583 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 700 | 734 | ||
212,194 | ||||||
Conventional Mortgage-Backed Securities (8.2%) | ||||||
8,9 | Freddie Mac Gold Pool | 2.000% | 8/1/28– 12/1/31 | 1,399 | 1,310 | |
8,9 | Freddie Mac Gold Pool | 2.500% | 4/1/27– 2/1/43 | 25,178 | 24,276 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9 | Freddie Mac Gold Pool | 3.000% | 10/1/24– 4/1/47 | 78,791 | 75,325 | |
8,9 | Freddie Mac Gold Pool | 3.500% | 9/1/25– 11/1/48 | 85,212 | 83,559 | |
8,9 | Freddie Mac Gold Pool | 4.000% | 3/1/24– 11/1/48 | 47,504 | 47,682 | |
8,9 | Freddie Mac Gold Pool | 4.500% | 3/1/23– 1/1/49 | 20,734 | 21,251 | |
8,9 | Freddie Mac Gold Pool | 5.000% | 5/1/23– 1/1/49 | 7,238 | 7,552 | |
8,9 | Freddie Mac Gold Pool | 5.500% | 1/1/23– 6/1/41 | 6,240 | 6,712 | |
8,9 | Freddie Mac Gold Pool | 6.000% | 2/1/26– 5/1/40 | 3,416 | 3,823 | |
8,9 | Freddie Mac Gold Pool | 7.000% | 3/1/26– 12/1/38 | 279 | 303 | |
8,9 | Freddie Mac Gold Pool | 7.500% | 6/1/26– 5/1/28 | 26 | 29 | |
8,9 | Freddie Mac Gold Pool | 8.000% | 12/1/25– 1/1/31 | 26 | 27 | |
8,9 | Freddie Mac Gold Pool | 8.500% | 10/1/26– 5/1/27 | 2 | 3 | |
8,9 | Freddie Mac Gold Pool | 9.000% | 7/1/24 | 2 | 2 | |
8 | Ginnie Mae I Pool | 3.000% | 1/15/26– 5/15/45 | 4,165 | 3,969 | |
8 | Ginnie Mae I Pool | 3.500% | 11/15/25– 9/15/49 | 4,607 | 4,617 | |
8 | Ginnie Mae I Pool | 4.000% | 10/15/24– 6/15/46 | 6,596 | 6,713 | |
8 | Ginnie Mae I Pool | 4.500% | 10/15/24– 2/15/49 | 6,082 | 6,360 | |
8 | Ginnie Mae I Pool | 5.000% | 5/15/34– 4/15/41 | 3,777 | 3,992 | |
8 | Ginnie Mae I Pool | 6.000% | 6/15/32 | 62 | 65 | |
8 | Ginnie Mae I Pool | 6.500% | 4/15/26– 8/15/39 | 518 | 535 | |
8 | Ginnie Mae I Pool | 7.000% | 11/15/24– 8/15/32 | 203 | 217 | |
8 | Ginnie Mae I Pool | 7.500% | 6/15/26– 3/15/32 | 64 | 68 | |
8 | Ginnie Mae I Pool | 8.000% | 6/15/26– 3/15/32 | 43 | 45 | |
8 | Ginnie Mae I Pool | 8.500% | 1/15/27– 6/15/30 | 6 | 6 | |
8 | Ginnie Mae I Pool | 9.000% | 9/15/25 | 2 | 2 | |
8 | Ginnie Mae II Pool | 1.500% | 2/20/51– 12/20/51 | 4,825 | 4,112 | |
8 | Ginnie Mae II Pool | 2.000% | 8/20/50– 1/20/52 | 199,771 | 177,463 | |
8,10 | Ginnie Mae II Pool | 2.500% | 6/20/27– 7/15/52 | 200,146 | 183,531 | |
8,10 | Ginnie Mae II Pool | 3.000% | 2/20/27– 7/15/52 | 199,761 | 188,979 | |
8,10 | Ginnie Mae II Pool | 3.500% | 9/20/25– 7/15/52 | 146,890 | 144,313 | |
8,10 | Ginnie Mae II Pool | 4.000% | 9/20/25– 7/15/52 | 71,005 | 71,647 | |
8 | Ginnie Mae II Pool | 4.500% | 11/20/35– 1/20/50 | 30,788 | 31,987 | |
8 | Ginnie Mae II Pool | 5.000% | 5/20/39– 12/20/49 | 9,436 | 10,064 | |
8 | Ginnie Mae II Pool | 6.500% | 12/20/35– 11/20/39 | 347 | 382 | |
8 | Ginnie Mae II Pool | 7.000% | 4/20/38– 8/20/38 | 36 | 41 | |
8,9 | UMBS Pool | 1.500% | 7/1/35– 9/1/51 | 260,334 | 224,312 | |
8,9,10 | UMBS Pool | 2.000% | 11/1/23– 7/25/52 | 1,081,996 | 953,063 | |
8,9,10 | UMBS Pool | 2.500% | 8/1/22– 7/25/52 | 778,866 | 709,129 | |
8,9,10 | UMBS Pool | 3.000% | 1/1/26– 7/25/52 | 486,578 | 459,050 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9,10 | UMBS Pool | 3.500% | 9/1/25– 7/25/52 | 282,254 | 274,604 | |
8,9,10 | UMBS Pool | 4.000% | 2/1/24– 7/25/52 | 190,487 | 189,807 | |
8,9,10 | UMBS Pool | 4.500% | 4/1/23– 7/25/52 | 81,201 | 82,846 | |
8,9 | UMBS Pool | 5.000% | 4/1/23– 3/1/50 | 27,328 | 28,480 | |
8,9 | UMBS Pool | 5.500% | 7/1/25– 6/1/49 | 9,710 | 10,431 | |
8,9 | UMBS Pool | 6.000% | 6/1/28– 5/1/41 | 7,579 | 8,304 | |
8,9 | UMBS Pool | 7.000% | 11/1/25– 11/1/37 | 788 | 868 | |
8,9 | UMBS Pool | 7.500% | 8/1/26– 12/1/32 | 70 | 77 | |
8,9 | UMBS Pool | 8.000% | 12/1/26– 7/1/30 | 10 | 12 | |
8,9 | UMBS Pool | 8.500% | 10/1/24– 7/1/30 | 9 | 10 | |
8,9 | UMBS Pool | 9.000% | 1/1/25– 6/1/26 | 3 | 3 | |
4,051,958 | ||||||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
8,9 | Fannie Mae Pool | 2.308% | 7/1/43 | 158 | 159 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 1.779% | 12/1/41 | 27 | 27 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 1.560% | 9/1/37 | 53 | 54 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.432% | 2.034% | 7/1/36 | 8 | 8 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.481% | 1.849% | 3/1/43 | 104 | 104 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 1.780% | 12/1/43 | 57 | 58 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.555% | 1.805% | 9/1/43 | 11 | 11 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.597% | 1.847% | 8/1/35 | 38 | 38 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.601% | 3.223% | 10/1/37 | 18 | 18 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.606% | 2.510% | 6/1/43 | 36 | 36 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 2.078% | 2/1/36 | 17 | 17 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 2.127% | 3/1/38 | 5 | 5 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 1.885% | 11/1/36 | 14 | 13 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.640% | 1.890% | 1/1/42 | 34 | 35 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 1.910% | 9/1/40 | 3 | 3 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 3.915% | 6/1/36 | 1 | 1 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.670% | 2.045% | 1/1/37 | 10 | 10 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.671% | 2.328% | 10/1/42 | 43 | 44 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.680% | 2.062% | 8/1/39 | 43 | 44 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.684% | 3.403% | 6/1/42 | 85 | 86 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 1.935% | 12/1/33 | 11 | 11 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 1.940% | 10/1/39– 9/1/42 | 75 | 76 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.225% | 5/1/40 | 9 | 10 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 1.945% | 7/1/39 | 6 | 6 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 2.712% | 8/1/40 | 9 | 9 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 1.950% | 12/1/40 | 28 | 29 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.075% | 7/1/37 | 3 | 3 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 1.951% | 10/1/42 | 31 | 32 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 1.955% | 11/1/39 | 7 | 7 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.716% | 2.615% | 5/1/42 | 50 | 51 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.733% | 2.217% | 9/1/43 | 64 | 66 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.735% | 3.485% | 6/1/41 | 9 | 9 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.747% | 2.939% | 7/1/41 | 50 | 51 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.000% | 10/1/40 | 8 | 8 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.751% | 2.002% | 9/1/34 | 10 | 10 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.764% | 2.093% | 11/1/39 | 14 | 15 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.770% | 2.408% | 5/1/42 | 17 | 17 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 2.280% | 2/1/41 | 18 | 19 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.782% | 2.404% | 7/1/42 | 41 | 42 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.794% | 2.136% | 8/1/42 | 83 | 86 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.794% | 2.336% | 3/1/42 | 33 | 34 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.447% | 3/1/42 | 39 | 39 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 2.698% | 2/1/42 | 114 | 118 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 2.055% | 11/1/41 | 32 | 32 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.060% | 11/1/33– 12/1/40 | 29 | 30 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.063% | 11/1/41 | 23 | 23 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.075% | 1/1/42 | 20 | 20 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.206% | 3/1/41 | 22 | 22 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.065% | 11/1/40– 12/1/41 | 49 | 50 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.230% | 2/1/41 | 13 | 14 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.406% | 5/1/41 | 27 | 28 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 2.070% | 12/1/40 | 4 | 4 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 2.524% | 9/1/40 | 22 | 23 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 3.102% | 2/1/42 | 26 | 27 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 2.575% | 3/1/41 | 22 | 22 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.308% | 4/1/41 | 29 | 29 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.080% | 6/1/41 | 37 | 38 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.834% | 2.154% | 2/1/41 | 11 | 11 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 2.107% | 1/1/40 | 27 | 28 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.210% | 5/1/40 | 5 | 5 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.839% | 2.089% | 12/1/39 | 14 | 14 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 2.090% | 8/1/39 | 13 | 14 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 2.365% | 11/1/34 | 19 | 20 | |
8,9,11 | Fannie Mae Pool, 12M USD LIBOR + 1.914% | 3.289% | 4/1/37 | 24 | 25 | |
8,9,11 | Fannie Mae Pool, 1YR CMT + 2.155% | 2.280% | 12/1/37 | 37 | 37 | |
8,9,11 | Fannie Mae Pool, 1YR CMT + 2.313% | 2.438% | 1/1/35 | 20 | 21 | |
8,9,11 | Fannie Mae Pool, 6M USD LIBOR + 1.058% | 1.592% | 4/1/37 | 13 | 13 | |
8,9,11 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 2.090% | 8/1/37 | 17 | 17 | |
8,9 | Fannie Mae REMICS | 2.493% | 3/25/23 | 322 | 320 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.532% | 2.077% | 9/1/37 | 12 | 12 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 1.875% | 1/1/38 | 4 | 4 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 1.890% | 12/1/36– 11/1/43 | 69 | 70 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.310% | 5/1/42 | 6 | 6 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 1.910% | 10/1/37 | 7 | 7 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 1.915% | 12/1/34 | 5 | 5 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 2.074% | 2/1/37 | 15 | 15 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 1.993% | 1/1/35 | 2 | 2 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 1.993% | 12/1/36 | 12 | 12 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 1.995% | 12/1/40 | 39 | 40 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.000% | 12/1/41 | 30 | 31 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.125% | 5/1/38 | 2 | 2 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.800% | 2.050% | 12/1/35 | 12 | 12 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.814% | 2.116% | 3/1/42 | 20 | 20 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.846% | 2.141% | 2/1/42 | 9 | 9 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.130% | 6/1/40– 12/1/40 | 21 | 21 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.223% | 1/1/41 | 29 | 29 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.380% | 3/1/41 | 3 | 3 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.950% | 6/1/41 | 7 | 7 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.255% | 5/1/40 | 1 | 1 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.356% | 5/1/40 | 3 | 3 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.612% | 6/1/40 | 5 | 6 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.887% | 2.323% | 2/1/42 | 14 | 14 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.892% | 2.220% | 9/1/40 | 21 | 22 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.150% | 11/1/40 | 15 | 15 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.165% | 6/1/40 | 5 | 5 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.201% | 1/1/41 | 6 | 6 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.390% | 2/1/41 | 7 | 7 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.410% | 2/1/41 | 6 | 7 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.005% | 2.989% | 5/1/37 | 23 | 24 | |
8,9,11 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 2.585% | 3/1/38 | 5 | 5 | |
8,9,11 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.375% | 11/1/34 | 17 | 17 | |
8,9,11 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.490% | 2/1/36 | 15 | 16 | |
8,9,11 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.366% | 5/1/36 | 4 | 4 | |
8,9,11 | Freddie Mac Non Gold Pool, 1YR CMT + 2.411% | 2.534% | 10/1/36 | 20 | 20 | |
8,9,11 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 2.102% | 1/1/37 | 36 | 37 | |
8,11 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.625% | 7/20/38– 8/20/41 | 149 | 149 | |
8,11 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.750% | 10/20/38– 12/20/43 | 385 | 388 | |
8,11 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.875% | 4/20/41– 6/20/43 | 213 | 215 | |
8,11 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.625% | 1/20/41– 3/20/43 | 314 | 315 | |
8,11 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.000% | 5/20/41 | 9 | 9 | |
8,11 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.250% | 11/20/40 | 5 | 5 | |
8,11 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.375% | 5/20/41 | 6 | 6 | |
4,009 | ||||||
Total U.S. Government and Agency Obligations (Cost $14,571,621) | 13,344,156 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (1.0%) | ||||||
8 | Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | 125 | 124 | |
8 | Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | 125 | 124 | |
8 | Ally Auto Receivables Trust Series 2022-1 | 3.310% | 11/15/26 | 575 | 570 | |
8 | Ally Auto Receivables Trust Series 2022-1 | 3.450% | 6/15/27 | 50 | 50 | |
8 | American Express Credit Account Master Trust Series 2021-1 | 0.900% | 11/15/26 | 2,025 | 1,910 | |
8 | American Express Credit Account Master Trust Series 2022-2 | 3.390% | 5/15/27 | 3,575 | 3,567 | |
8 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.500% | 1/18/24 | 28 | 28 | |
8 | AmeriCredit Automobile Receivables Trust Series 2020-1 | 1.110% | 8/19/24 | 194 | 194 | |
8 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | 100 | 97 | |
8 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | 150 | 144 | |
8 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | 100 | 94 | |
8 | AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | 75 | 73 | |
8 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 0.760% | 8/18/26 | 100 | 96 | |
8 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.170% | 8/18/27 | 50 | 47 | |
8 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.410% | 8/18/27 | 100 | 92 | |
8 | BA Credit Card Trust Series 2020-A1 | 0.340% | 5/15/26 | 1,000 | 959 | |
8 | BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | 250 | 237 | |
8 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | 120 | 119 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | 300 | 295 | |
8 | BANK Series 2017-BNK4 | 3.625% | 5/15/50 | 800 | 780 | |
8 | BANK Series 2017-BNK5 | 3.390% | 6/15/60 | 700 | 675 | |
8 | BANK Series 2017-BNK5 | 3.624% | 6/15/60 | 350 | 332 | |
8 | BANK Series 2017-BNK6 | 3.254% | 7/15/60 | 175 | 169 | |
8 | BANK Series 2017-BNK6 | 3.518% | 7/15/60 | 980 | 949 | |
8 | BANK Series 2017-BNK6 | 3.741% | 7/15/60 | 780 | 743 | |
8 | BANK Series 2017-BNK7 | 3.175% | 9/15/60 | 480 | 455 | |
8 | BANK Series 2017-BNK7 | 3.435% | 9/15/60 | 275 | 265 | |
8 | BANK Series 2017-BNK7 | 3.748% | 9/15/60 | 300 | 286 | |
8 | BANK Series 2017-BNK8 | 3.488% | 11/15/50 | 600 | 579 | |
8 | BANK Series 2017-BNK8 | 3.731% | 11/15/50 | 100 | 95 | |
8 | BANK Series 2017-BNK8 | 4.204% | 11/15/50 | 250 | 229 | |
8 | BANK Series 2017-BNK9 | 3.279% | 11/15/54 | 600 | 575 | |
8 | BANK Series 2017-BNK9 | 3.538% | 11/15/54 | 600 | 580 | |
8 | BANK Series 2018-BN10 | 3.641% | 2/15/61 | 125 | 123 | |
8 | BANK Series 2018-BN10 | 3.688% | 2/15/61 | 400 | 389 | |
8 | BANK Series 2018-BN10 | 3.898% | 2/15/61 | 150 | 142 | |
8 | BANK Series 2018-BN11 | 4.046% | 3/15/61 | 400 | 396 | |
8 | BANK Series 2018-BN12 | 4.255% | 5/15/61 | 500 | 500 | |
8 | BANK Series 2018-BN12 | 4.486% | 5/15/61 | 150 | 148 | |
8 | BANK Series 2018-BN13 | 3.953% | 8/15/61 | 165 | 162 | |
8 | BANK Series 2018-BN13 | 4.217% | 8/15/61 | 825 | 823 | |
8 | BANK Series 2018-BN14 | 3.966% | 9/15/60 | 100 | 98 | |
8 | BANK Series 2018-BN14 | 4.128% | 9/15/60 | 190 | 191 | |
8 | BANK Series 2018-BN14 | 4.231% | 9/15/60 | 250 | 249 | |
8 | BANK Series 2018-BN14 | 4.481% | 9/15/60 | 175 | 171 | |
8 | BANK Series 2018-BN15 | 4.407% | 11/15/61 | 470 | 473 | |
8 | BANK Series 2019-BN16 | 4.005% | 2/15/52 | 275 | 271 | |
8 | BANK Series 2019-BN17 | 3.714% | 4/15/52 | 360 | 348 | |
8 | BANK Series 2019-BN17 | 3.976% | 4/15/52 | 75 | 71 | |
8 | BANK Series 2019-BN18 | 3.584% | 5/15/62 | 640 | 613 | |
8 | BANK Series 2019-BN18 | 3.826% | 5/15/62 | 200 | 188 | |
8 | BANK Series 2019-BN19 | 3.183% | 8/15/61 | 550 | 513 | |
8 | BANK Series 2019-BN19 | 4.166% | 8/15/61 | 140 | 125 | |
8 | BANK Series 2019-BN20 | 3.011% | 9/15/62 | 725 | 668 | |
8 | BANK Series 2019-BN21 | 2.851% | 10/17/52 | 595 | 542 | |
8 | BANK Series 2019-BN21 | 3.093% | 10/17/52 | 300 | 268 | |
8 | BANK Series 2019-BN22 | 2.978% | 11/15/62 | 315 | 289 | |
8 | BANK Series 2019-BN23 | 2.920% | 12/15/52 | 735 | 671 | |
8 | BANK Series 2019-BN23 | 3.203% | 12/15/52 | 275 | 249 | |
8 | BANK Series 2019-BN24 | 2.960% | 11/15/62 | 575 | 526 | |
8 | BANK Series 2019-BN24 | 3.283% | 11/15/62 | 275 | 250 | |
8 | BANK Series 2020-BN25 | 2.649% | 1/15/63 | 375 | 335 | |
8 | BANK Series 2020-BN25 | 2.841% | 1/15/63 | 265 | 231 | |
8 | BANK Series 2020-BN26 | 2.403% | 3/15/63 | 675 | 592 | |
8 | BANK Series 2020-BN26 | 2.687% | 3/15/63 | 215 | 187 | |
8 | BANK Series 2020-BN27 | 2.144% | 4/15/63 | 600 | 516 | |
8 | BANK Series 2020-BN27 | 2.551% | 4/15/63 | 175 | 150 | |
8 | BANK Series 2020-BN28 | 1.844% | 3/15/63 | 180 | 150 | |
8 | BANK Series 2020-BN29 | 1.997% | 11/15/53 | 250 | 210 | |
8 | BANK Series 2020-BN30 | 1.925% | 12/15/53 | 300 | 250 | |
8 | BANK Series 2020-BN30 | 2.111% | 12/15/53 | 35 | 28 | |
8 | BANK Series 2021-BN31 | 2.036% | 2/15/54 | 225 | 189 | |
8 | BANK Series 2021-BN31 | 2.211% | 2/15/54 | 125 | 103 | |
8 | BANK Series 2021-BN32 | 2.643% | 4/15/54 | 350 | 309 | |
8 | BANK Series 2021-BN33 | 2.556% | 5/15/64 | 175 | 153 | |
8 | BANK Series 2021-BN34 | 2.438% | 6/15/63 | 675 | 584 | |
8 | BANK Series 2021-BN35 | 2.285% | 6/15/64 | 400 | 341 | |
8 | BANK Series 2021-BN36 | 2.470% | 9/15/64 | 600 | 518 | |
8 | BANK Series 2021-BN36 | 2.695% | 9/15/64 | 175 | 147 | |
8 | BANK Series 2021-BN37 | 2.618% | 11/15/64 | 600 | 524 | |
8 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | 1,080 | 1,052 | |
8 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | 420 | 399 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | 225 | 216 | |
8 | Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | 1,150 | 1,054 | |
8 | Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | 100 | 89 | |
8 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | 625 | 577 | |
8 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | 375 | 342 | |
8 | Barclays Dryrock Issuance Trust Series 2022-1 | 3.070% | 2/15/28 | 450 | 445 | |
8 | BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | 1,175 | 1,148 | |
8 | BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | 325 | 313 | |
8 | BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | 500 | 501 | |
8 | BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | 450 | 402 | |
8 | BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | 143 | 126 | |
8 | BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | 150 | 128 | |
8 | BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | 525 | 444 | |
8 | BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | 110 | 92 | |
8 | BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | 650 | 557 | |
8 | BBCMS Mortgage Trust Series 2021-C11 | 2.322% | 9/15/54 | 225 | 192 | |
8 | BBCMS Mortgage Trust Series 2021-C11 | 2.536% | 9/15/54 | 100 | 83 | |
8 | BBCMS Mortgage Trust Series 2021-C12 | 2.689% | 11/15/54 | 375 | 327 | |
8 | BBCMS Mortgage Trust Series 2022-C14 | 2.946% | 2/15/55 | 950 | 850 | |
8 | BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | 650 | 565 | |
8 | Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | 450 | 436 | |
8 | Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | 200 | 192 | |
8 | Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | 335 | 334 | |
8 | Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | 2,280 | 2,232 | |
8 | Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | 625 | 601 | |
8 | Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | 179 | 178 | |
8 | Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | 1,000 | 986 | |
8 | Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | 250 | 247 | |
8 | Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | 500 | 477 | |
8 | Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | 1,175 | 1,168 | |
8 | Benchmark Mortgage Trust Series 2018-B6 | 4.203% | 10/10/51 | 279 | 279 | |
8 | Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | 450 | 449 | |
8 | Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | 125 | 123 | |
8 | Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | 25 | 25 | |
8 | Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | 435 | 434 | |
8 | Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | 200 | 197 | |
8 | Benchmark Mortgage Trust Series 2019-B9 | 3.751% | 3/15/52 | 100 | 97 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | 261 | 256 | |
8 | Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | 300 | 289 | |
8 | Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | 125 | 119 | |
8 | Benchmark Mortgage Trust Series 2019-B11 | 3.281% | 5/15/52 | 200 | 189 | |
8 | Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | 1,450 | 1,384 | |
8 | Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | 310 | 289 | |
8 | Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | 300 | 275 | |
8 | Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | 225 | 207 | |
8 | Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | 265 | 242 | |
8 | Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | 375 | 338 | |
8 | Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | 100 | 88 | |
8 | Benchmark Mortgage Trust Series 2020-B17 | 2.211% | 3/15/53 | 175 | 165 | |
8 | Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | 850 | 738 | |
8 | Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | 105 | 90 | |
8 | Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | 212 | 178 | |
8 | Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | 75 | 61 | |
8 | Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | 425 | 359 | |
8 | Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | 35 | 29 | |
8 | Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | 525 | 440 | |
8 | Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | 50 | 41 | |
8 | Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | 400 | 335 | |
8 | Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | 575 | 510 | |
8 | Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | 175 | 154 | |
8 | Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | 1,875 | 1,577 | |
8 | Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | 275 | 229 | |
8 | Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | 500 | 438 | |
8 | Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | 100 | 86 | |
8 | Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | 550 | 482 | |
8 | Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | 250 | 219 | |
8 | Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | 575 | 505 | |
8 | Benchmark Mortgage Trust Series 2021-B28 | 2.224% | 8/15/54 | 350 | 296 | |
8 | Benchmark Mortgage Trust Series 2021-B29 | 2.284% | 9/15/54 | 75 | 67 | |
8 | Benchmark Mortgage Trust Series 2021-B29 | 2.388% | 9/15/54 | 225 | 193 | |
8 | Benchmark Mortgage Trust Series 2021-B29 | 2.612% | 9/15/54 | 75 | 63 | |
8 | Benchmark Mortgage Trust Series 2021-B30 | 2.576% | 11/15/54 | 925 | 803 | |
8 | Benchmark Mortgage Trust Series 2021-B31 | 2.669% | 12/15/54 | 500 | 438 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Benchmark Mortgage Trust Series 2022-B32 | 3.002% | 1/15/55 | 1,425 | 1,283 | |
8 | Benchmark Mortgage Trust Series 2022-B32 | 3.528% | 1/15/55 | 300 | 269 | |
8 | Benchmark Mortgage Trust Series 2022-B33 | 3.458% | 3/15/55 | 300 | 280 | |
8 | Benchmark Mortgage Trust Series 2022-B34 | 3.786% | 4/15/55 | 250 | 240 | |
8 | BMO Mortgage Trust Series 2022-C1 | 3.374% | 2/15/55 | 275 | 252 | |
8,10 | BMO Mortgage Trust Series 2022-C2 | 1.000% | 7/15/54 | 300 | 311 | |
8 | BMW Vehicle Lease Trust Series 2021-1 | 0.290% | 1/25/24 | 250 | 247 | |
8 | BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | 75 | 73 | |
8 | BMW Vehicle Lease Trust Series 2021-2 | 0.330% | 12/26/24 | 1,150 | 1,116 | |
8 | BMW Vehicle Lease Trust Series 2021-2 | 0.430% | 1/27/25 | 800 | 760 | |
8 | BMW Vehicle Lease Trust Series 2022-1 | 1.230% | 5/27/25 | 100 | 95 | |
8 | BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | 55 | 54 | |
8 | BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | 25 | 24 | |
8 | BMW Vehicle Owner Trust Series 2022-A | 3.210% | 8/25/26 | 175 | 173 | |
8 | BMW Vehicle Owner Trust Series 2022-A | 3.440% | 12/26/28 | 25 | 25 | |
8 | Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | 65 | 63 | |
8 | Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | 550 | 504 | |
8 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | 560 | 511 | |
8 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | 240 | 215 | |
8 | Capital One Multi-Asset Execution Trust Series 2019-A3 | 2.060% | 8/15/28 | 1,300 | 1,231 | |
8 | Capital One Multi-Asset Execution Trust Series 2021-A1 | 0.550% | 7/15/26 | 850 | 802 | |
8 | Capital One Multi-Asset Execution Trust Series 2021-A2 | 1.390% | 7/15/30 | 2,175 | 1,901 | |
8 | Capital One Multi-Asset Execution Trust Series 2021-A3 | 1.040% | 11/15/26 | 1,875 | 1,773 | |
8 | Capital One Multi-Asset Execution Trust Series 2022-A1 | 2.800% | 3/15/27 | 2,000 | 1,959 | |
8 | Capital One Multi-Asset Execution Trust Series 2022-A2 | 3.490% | 5/15/27 | 1,900 | 1,901 | |
8 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.510% | 11/15/23 | 38 | 38 | |
8 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | 150 | 150 | |
8 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | 50 | 49 | |
8 | Capital One Prime Auto Receivables Trust Series 2021-1 | 0.770% | 9/15/26 | 400 | 379 | |
8 | Capital One Prime Auto Receivables Trust Series 2021-1 | 1.040% | 4/15/27 | 100 | 93 | |
8 | Capital One Prime Auto Receivables Trust Series 2022-1 | 3.170% | 4/15/27 | 375 | 371 | |
8 | Capital One Prime Auto Receivables Trust Series 2022-1 | 3.320% | 9/15/27 | 225 | 222 | |
8 | CarMax Auto Owner Trust Series 2019-3 | 2.180% | 8/15/24 | 91 | 91 | |
8 | CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | 100 | 98 | |
8 | CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | 220 | 219 | |
8 | CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | 55 | 54 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | 67 | 66 | |
8 | CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | 25 | 24 | |
8 | CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | 1,825 | 1,786 | |
8 | CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | 75 | 71 | |
8 | CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | 25 | 23 | |
8 | CarMax Auto Owner Trust Series 2021-1 | 0.340% | 12/15/25 | 250 | 244 | |
8 | CarMax Auto Owner Trust Series 2021-1 | 0.530% | 10/15/26 | 50 | 47 | |
8 | CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | 475 | 461 | |
8 | CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | 100 | 94 | |
8 | CarMax Auto Owner Trust Series 2021-4 | 0.560% | 9/15/26 | 500 | 480 | |
8 | CarMax Auto Owner Trust Series 2021-4 | 0.820% | 4/15/27 | 100 | 93 | |
8 | CarMax Auto Owner Trust Series 2022-1 | 1.470% | 12/15/26 | 475 | 454 | |
8 | CarMax Auto Owner Trust Series 2022-1 | 1.700% | 8/16/27 | 175 | 163 | |
8 | CarMax Auto Owner Trust Series 2022-2 | 3.490% | 2/16/27 | 450 | 448 | |
8 | CarMax Auto Owner Trust Series 2022-2 | 3.620% | 9/15/27 | 100 | 99 | |
8 | Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | 100 | 97 | |
8 | Carvana Auto Receivables Trust Series 2021-P3 | 0.700% | 11/10/26 | 300 | 286 | |
8 | Carvana Auto Receivables Trust Series 2021-P3 | 1.030% | 6/10/27 | 75 | 69 | |
8 | CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | 625 | 591 | |
8 | CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | 600 | 578 | |
8 | CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | 60 | 59 | |
8 | CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | 503 | 490 | |
8 | CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | 131 | 124 | |
8 | CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | 500 | 484 | |
8 | CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | 300 | 287 | |
8 | CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | 250 | 246 | |
8 | CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | 475 | 457 | |
8 | CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | 275 | 260 | |
8 | CD Mortgage Trust Series 2018-CD7 | 4.213% | 8/15/51 | 30 | 30 | |
8 | CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | 575 | 576 | |
8 | CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | 200 | 181 | |
8 | CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | 775 | 710 | |
8 | CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | 462 | 459 | |
8 | CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | 425 | 419 | |
8 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | 550 | 534 | |
8 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | 400 | 382 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | 1,350 | 1,304 | |
8 | CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | 300 | 291 | |
8 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | 800 | 771 | |
8 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | 200 | 190 | |
8 | Citibank Credit Card Issuance Trust Series 2018-A7 | 3.960% | 10/13/30 | 1,000 | 1,009 | |
8 | Citigroup Commercial Mortgage Trust Series 2012-GC8 | 3.024% | 9/10/45 | 35 | 35 | |
8 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | 100 | 99 | |
8 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | 100 | 99 | |
8 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | 250 | 250 | |
8 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | 350 | 350 | |
8 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | 20 | 20 | |
8 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | 275 | 275 | |
8 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | 100 | 100 | |
8 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | 100 | 99 | |
8 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/10/47 | 25 | 25 | |
8 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/10/47 | 125 | 125 | |
8 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/10/47 | 125 | 124 | |
8 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | 200 | 198 | |
8 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | 150 | 148 | |
8 | Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | 300 | 297 | |
8 | Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | 650 | 644 | |
8 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | 800 | 779 | |
8 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | 325 | 315 | |
8 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | 650 | 632 | |
8 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | 318 | 309 | |
8 | Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | 350 | 345 | |
8 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.515% | 9/10/58 | 191 | 186 | |
8 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | 425 | 419 | |
8 | Citigroup Commercial Mortgage Trust Series 2015-GC35 | 3.549% | 11/10/48 | 200 | 196 | |
8 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | 171 | 169 | |
8 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | 425 | 409 | |
8 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | 175 | 171 | |
8 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | 2,100 | 2,060 | |
8 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | 250 | 234 | |
8 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | 250 | 238 | |
8 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.209% | 10/12/50 | 100 | 96 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | 1,100 | 1,060 | |
8 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | 150 | 141 | |
8 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.744% | 3/10/51 | 175 | 170 | |
8 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | 150 | 149 | |
8 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | 1,200 | 1,183 | |
8 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | 182 | 179 | |
8 | Citigroup Commercial Mortgage Trust Series 2019-C7 | 3.102% | 12/15/72 | 675 | 619 | |
8 | Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | 975 | 893 | |
8 | Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | 1,125 | 1,036 | |
8 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | 450 | 402 | |
8 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | 190 | 168 | |
8 | Citigroup Commercial Mortgage Trust Series 2022-GC48 | 4.580% | 5/15/54 | 475 | 489 | |
8 | CNH Equipment Trust Series 2021-C | 0.810% | 12/15/26 | 275 | 259 | |
8 | CNH Equipment Trust Series 2022-A | 2.940% | 7/15/27 | 175 | 171 | |
8 | CNH Equipment Trust Series 2022-A | 3.030% | 3/15/29 | 100 | 96 | |
8 | COMM Mortgage Trust Series 2012-CR2 | 3.791% | 8/15/45 | 71 | 71 | |
8 | COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | 297 | 296 | |
8 | COMM Mortgage Trust Series 2013-CR6 | 3.101% | 3/10/46 | 1,858 | 1,848 | |
8 | COMM Mortgage Trust Series 2013-CR7 | 3.213% | 3/10/46 | 92 | 91 | |
8 | COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | 273 | 272 | |
8 | COMM Mortgage Trust Series 2013-CR9 | 4.411% | 7/10/45 | 337 | 337 | |
8 | COMM Mortgage Trust Series 2013-CR10 | 4.210% | 8/10/46 | 160 | 160 | |
8 | COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | 259 | 258 | |
8 | COMM Mortgage Trust Series 2013-CR11 | 4.258% | 8/10/50 | 330 | 331 | |
8 | COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | 200 | 200 | |
8 | COMM Mortgage Trust Series 2013-CR12 | 3.623% | 10/10/46 | 32 | 32 | |
8 | COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | 159 | 157 | |
8 | COMM Mortgage Trust Series 2013-CR12 | 4.046% | 10/10/46 | 125 | 124 | |
8 | COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | 75 | 74 | |
8 | COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | 50 | 49 | |
8 | COMM Mortgage Trust Series 2013-CR13 | 3.706% | 11/10/46 | 16 | 16 | |
8 | COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | 450 | 449 | |
8 | COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | 150 | 150 | |
8 | COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | 60 | 60 | |
8 | COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | 219 | 219 | |
8 | COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | 90 | 90 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | 275 | 275 | |
8 | COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | 325 | 324 | |
8 | COMM Mortgage Trust Series 2014-CR14 | 4.742% | 2/10/47 | 175 | 175 | |
8 | COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | 38 | 38 | |
8 | COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | 209 | 208 | |
8 | COMM Mortgage Trust Series 2014-CR15 | 4.772% | 2/10/47 | 105 | 106 | |
8 | COMM Mortgage Trust Series 2014-CR15 | 4.822% | 2/10/47 | 175 | 175 | |
8 | COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | 35 | 35 | |
8 | COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | 275 | 273 | |
8 | COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | 100 | 98 | |
8 | COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | 44 | 43 | |
8 | COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | 125 | 124 | |
8 | COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | 150 | 148 | |
8 | COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | 650 | 643 | |
8 | COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | 150 | 148 | |
8 | COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | 275 | 271 | |
8 | COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | 3,814 | 3,765 | |
8 | COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | 325 | 323 | |
8 | COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | 240 | 237 | |
8 | COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | 26 | 26 | |
8 | COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | 202 | 201 | |
8 | COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | 57 | 56 | |
8 | COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | 36 | 36 | |
8 | COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | 350 | 347 | |
8 | COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | 225 | 222 | |
8 | COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | 167 | 163 | |
8 | COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | 500 | 495 | |
8 | COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | 208 | 206 | |
8 | COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | 800 | 789 | |
8 | COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | 225 | 221 | |
8 | COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | 575 | 562 | |
8 | COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | 500 | 488 | |
8 | COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | 140 | 138 | |
8 | COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | 475 | 465 | |
8 | COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | 175 | 171 | |
8 | COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | 449 | 439 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | 425 | 419 | |
8 | COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | 850 | 834 | |
8 | COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | 272 | 267 | |
8 | COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | 400 | 390 | |
8 | COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | 325 | 318 | |
8 | COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | 37 | 36 | |
8 | COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | 425 | 414 | |
8 | COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | 200 | 193 | |
8 | COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | 200 | 197 | |
8 | COMM Mortgage Trust Series 2015-PC1 | 3.902% | 7/10/50 | 450 | 445 | |
8 | COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | 1,200 | 1,172 | |
8 | COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | 365 | 363 | |
8 | COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | 125 | 120 | |
8 | COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | 500 | 495 | |
8 | COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | 450 | 412 | |
8 | COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | 150 | 134 | |
8 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | 400 | 393 | |
8 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | 200 | 194 | |
8 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | 175 | 165 | |
8 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | 550 | 539 | |
8 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | 225 | 218 | |
8 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | 191 | 190 | |
8 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | 925 | 909 | |
8 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.262% | 8/15/48 | 200 | 191 | |
8 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | 132 | 131 | |
8 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | 500 | 492 | |
8 | CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | 800 | 774 | |
8 | CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | 800 | 767 | |
8 | CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | 250 | 239 | |
8 | CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | 575 | 549 | |
8 | CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | 1,200 | 1,173 | |
8 | CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | 250 | 247 | |
8 | CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | 2,475 | 2,434 | |
8 | CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | 1,125 | 1,047 | |
8 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | 1,075 | 952 | |
8 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | 175 | 153 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | 400 | 402 | |
8 | DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | 300 | 289 | |
8 | DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | 325 | 308 | |
8 | DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | 600 | 575 | |
8 | DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | 150 | 142 | |
8 | DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 8/15/53 | 200 | 169 | |
8 | Discover Card Execution Note Trust Series 2021-A1 | 0.580% | 9/15/26 | 850 | 796 | |
8 | Discover Card Execution Note Trust Series 2021-A2 | 1.030% | 9/15/28 | 725 | 650 | |
8 | Discover Card Execution Note Trust Series 2022-A1 | 1.960% | 2/15/27 | 1,000 | 959 | |
8 | Discover Card Execution Note Trust Series 2022-A2 | 3.320% | 5/15/27 | 1,900 | 1,885 | |
8 | Drive Auto Receivables Trust Series 2019-1 | 4.090% | 6/15/26 | 323 | 323 | |
8 | Drive Auto Receivables Trust Series 2020-2 | 1.420% | 3/17/25 | 11 | 11 | |
8 | Drive Auto Receivables Trust Series 2021-1 | 0.650% | 7/15/25 | 125 | 124 | |
8 | Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | 100 | 97 | |
8 | Drive Auto Receivables Trust Series 2021-2 | 0.580% | 12/15/25 | 300 | 293 | |
8 | Drive Auto Receivables Trust Series 2021-2 | 0.870% | 10/15/27 | 250 | 237 | |
8 | Drive Auto Receivables Trust Series 2021-2 | 1.390% | 3/15/29 | 225 | 209 | |
8 | Drive Auto Receivables Trust Series 2021-3 | 1.110% | 5/15/26 | 75 | 72 | |
8 | Drive Auto Receivables Trust Series 2021-3 | 1.470% | 1/15/27 | 100 | 95 | |
8 | Exeter Automobile Receivables Trust Series 2020-3A | 1.320% | 7/15/25 | 310 | 308 | |
8 | Exeter Automobile Receivables Trust Series 2021-1A | 0.500% | 2/18/25 | 70 | 70 | |
8 | Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | 350 | 341 | |
8 | Exeter Automobile Receivables Trust Series 2021-3A | 0.690% | 1/15/26 | 175 | 171 | |
8 | Exeter Automobile Receivables Trust Series 2021-3A | 0.960% | 10/15/26 | 175 | 169 | |
8 | Exeter Automobile Receivables Trust Series 2021-3A | 1.550% | 6/15/27 | 175 | ���164 | |
8 | Exeter Automobile Receivables Trust Series 2022-1A | 2.560% | 6/15/28 | 125 | 119 | |
8 | Exeter Automobile Receivables Trust Series 2022-1A | 3.020% | 6/15/28 | 150 | 141 | |
8 | Exeter Automobile Receivables Trust Series 2022-2A | 3.650% | 10/15/26 | 100 | 99 | |
8 | Exeter Automobile Receivables Trust Series 2022-2A | 3.850% | 7/17/28 | 200 | 195 | |
8 | Exeter Automobile Receivables Trust Series 2022-2A | 4.560% | 7/17/28 | 100 | 97 | |
8 | Exeter Automobile Receivables Trust Series 2022-3A | 4.860% | 12/15/26 | 150 | 151 | |
8 | Exeter Automobile Receivables Trust Series 2022-3A | 5.300% | 9/15/27 | 150 | 151 | |
8 | Exeter Automobile Receivables Trust Series 2022-3A | 6.760% | 9/15/28 | 100 | 101 | |
8,9 | Fannie Mae-Aces Series 2013-M7 | 2.280% | 12/27/22 | 103 | 103 | |
8,9 | Fannie Mae-Aces Series 2014-M1 | 3.280% | 7/25/23 | 464 | 464 | |
8,9 | Fannie Mae-Aces Series 2014-M3 | 3.501% | 1/25/24 | 160 | 160 | |
8,9 | Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | 346 | 345 | |
8,9 | Fannie Mae-Aces Series 2014-M7 | 3.329% | 6/25/24 | 667 | 666 | |
8,9 | Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | 383 | 380 | |
8,9 | Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | 510 | 507 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9 | Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | 298 | 296 | |
8,9 | Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | 837 | 823 | |
8,9 | Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | 526 | 517 | |
8,9 | Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | 335 | 330 | |
8,9 | Fannie Mae-Aces Series 2015-M4 | 2.509% | 7/25/22 | 2 | 2 | |
8,9 | Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | 515 | 506 | |
8,9 | Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | 794 | 785 | |
8,9 | Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | 338 | 333 | |
8,9 | Fannie Mae-Aces Series 2015-M12 | 2.890% | 5/25/25 | 661 | 650 | |
8,9 | Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | 764 | 752 | |
8,9 | Fannie Mae-Aces Series 2016-M2 | 2.152% | 1/25/23 | 184 | 183 | |
8,9 | Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | 376 | 368 | |
8,9 | Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | 400 | 388 | |
8,9 | Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | 800 | 773 | |
8,9 | Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | 596 | 576 | |
8,9 | Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | 61 | 61 | |
8,9 | Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | 184 | 178 | |
8,9 | Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | 1,300 | 1,241 | |
8,9 | Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | 900 | 865 | |
8,9 | Fannie Mae-Aces Series 2016-M12 | 2.534% | 9/25/26 | 950 | 917 | |
8,9 | Fannie Mae-Aces Series 2016-M13 | 2.579% | 9/25/26 | 232 | 223 | |
8,9 | Fannie Mae-Aces Series 2017-M1 | 2.495% | 10/25/26 | 983 | 941 | |
8,9 | Fannie Mae-Aces Series 2017-M2 | 2.885% | 2/25/27 | 905 | 881 | |
8,9 | Fannie Mae-Aces Series 2017-M3 | 2.556% | 12/25/26 | 1,208 | 1,164 | |
8,9 | Fannie Mae-Aces Series 2017-M4 | 2.658% | 12/25/26 | 875 | 844 | |
8,9 | Fannie Mae-Aces Series 2017-M5 | 3.221% | 4/25/29 | 279 | 273 | |
8,9 | Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | 650 | 632 | |
8,9 | Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | 1,504 | 1,478 | |
8,9 | Fannie Mae-Aces Series 2017-M10 | 2.639% | 7/25/24 | 411 | 405 | |
8,9 | Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | 500 | 481 | |
8,9 | Fannie Mae-Aces Series 2017-M12 | 3.169% | 6/25/27 | 990 | 976 | |
8,9 | Fannie Mae-Aces Series 2017-M14 | 2.962% | 11/25/27 | 347 | 337 | |
8,9 | Fannie Mae-Aces Series 2017-M15 | 3.209% | 11/25/27 | 1,087 | 1,059 | |
8,9 | Fannie Mae-Aces Series 2018-M1 | 3.091% | 12/25/27 | 463 | 451 | |
8,9 | Fannie Mae-Aces Series 2018-M2 | 3.000% | 1/25/28 | 1,425 | 1,389 | |
8,9 | Fannie Mae-Aces Series 2018-M3 | 3.183% | 2/25/30 | 318 | 309 | |
8,9 | Fannie Mae-Aces Series 2018-M4 | 3.158% | 3/25/28 | 652 | 640 | |
8,9 | Fannie Mae-Aces Series 2018-M7 | 3.143% | 3/25/28 | 390 | 382 | |
8,9 | Fannie Mae-Aces Series 2018-M10 | 3.476% | 7/25/28 | 200 | 202 | |
8,9 | Fannie Mae-Aces Series 2018-M12 | 3.773% | 8/25/30 | 850 | 852 | |
8,9 | Fannie Mae-Aces Series 2018-M13 | 3.870% | 9/25/30 | 731 | 743 | |
8,9 | Fannie Mae-Aces Series 2018-M14 | 3.699% | 8/25/28 | 689 | 691 | |
8,9 | Fannie Mae-Aces Series 2019-M1 | 3.671% | 9/25/28 | 746 | 748 | |
8,9 | Fannie Mae-Aces Series 2019-M2 | 3.748% | 11/25/28 | 812 | 818 | |
8,9 | Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | 900 | 901 | |
8,9 | Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | 775 | 762 | |
8,9 | Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | 875 | 853 | |
8,9 | Fannie Mae-Aces Series 2019-M9 | 2.937% | 6/25/29 | 1,809 | 1,748 | |
8,9 | Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | 2,725 | 2,615 | |
8,9 | Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | 1,000 | 929 | |
8,9 | Fannie Mae-Aces Series 2019-M18 | 2.577% | 9/25/31 | 2,100 | 1,923 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9 | Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | 125 | 115 | |
8,9 | Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | 1,425 | 1,335 | |
8,9 | Fannie Mae-Aces Series 2019-M25 | 2.330% | 11/25/29 | 200 | 184 | |
8,9 | Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | 815 | 758 | |
8,9 | Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | 525 | 479 | |
8,9 | Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | 300 | 263 | |
8,9 | Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | 350 | 299 | |
8,9 | Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | 1,150 | 960 | |
8,9 | Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | 900 | 772 | |
8,9 | Fannie Mae-Aces Series 2020-M52 | 1.363% | 10/25/30 | 975 | 827 | |
8,9 | Fannie Mae-Aces Series 2021-M1 | 1.437% | 11/25/30 | 725 | 611 | |
8,9 | Fannie Mae-Aces Series 2021-M1G | 1.561% | 11/25/30 | 225 | 190 | |
8,9 | Fannie Mae-Aces Series 2021-M3G | 1.292% | 1/25/31 | 1,050 | 869 | |
8,9 | Fannie Mae-Aces Series 2021-M4 | 1.515% | 2/25/31 | 4,275 | 3,615 | |
8,9 | Fannie Mae-Aces Series 2021-M11 | 1.507% | 3/25/31 | 1,900 | 1,601 | |
8,9 | Fannie Mae-Aces Series 2021-M13 | 1.658% | 4/25/31 | 215 | 183 | |
8,9 | Fannie Mae-Aces Series 2021-M13 | 1.681% | 3/25/33 | 200 | 166 | |
8,9 | Fannie Mae-Aces Series 2021-M19 | 1.797% | 10/25/31 | 1,250 | 1,069 | |
8,9 | Fannie Mae-Aces Series 2022-M1 | 1.725% | 10/25/31 | 1,500 | 1,272 | |
8,9 | Fannie Mae-Aces Series 2022-M1G | 1.582% | 9/25/31 | 325 | 274 | |
8,9 | Fannie Mae-Aces Series 2022-M3 | 1.764% | 11/25/31 | 450 | 381 | |
8,9 | Fannie Mae-Aces Series 2022-M4 | 2.290% | 5/25/30 | 750 | 693 | |
8,9 | Fannie Mae-Aces Series 2022-M8 | 2.001% | 12/25/31 | 725 | 632 | |
8,9 | Fannie Mae-Aces Series 2022-M10 | 2.003% | 1/25/32 | 1,100 | 951 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K029 | 3.320% | 2/25/23 | 1,196 | 1,195 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K031 | 3.300% | 4/25/23 | 1,260 | 1,260 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K034 | 3.531% | 7/25/23 | 1,208 | 1,209 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | 1,375 | 1,378 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | 50 | 50 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | 32 | 32 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | 1,275 | 1,275 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | 51 | 51 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | 850 | 847 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | 163 | 162 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | 1,025 | 1,020 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | 1,000 | 994 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | 65 | 64 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | 2,375 | 2,334 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | 53 | 53 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | 600 | 595 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 1/25/25 | 622 | 616 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | 650 | 646 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | 66 | 66 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | 525 | 523 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | 1,025 | 1,020 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | 450 | 445 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | 750 | 748 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | 450 | 446 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | 275 | 271 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | 700 | 685 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | 1,000 | 974 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | 575 | 557 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | 1,025 | 993 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | 500 | 485 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | 800 | 790 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | 1,000 | 994 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | 2,000 | 1,991 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | 2,400 | 2,395 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | 1,775 | 1,772 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | 1,300 | 1,286 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | 915 | 905 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | 600 | 590 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | 875 | 863 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | 500 | 494 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | 875 | 862 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | 275 | 272 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | 960 | 950 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | 450 | 449 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | 500 | 496 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | 1,000 | 1,004 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | 675 | 679 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | 2,575 | 2,625 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | 500 | 509 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | 1,000 | 1,021 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | 266 | 269 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | 800 | 817 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | 1,200 | 1,223 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | 550 | 561 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | 3,425 | 3,516 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 10/25/28 | 2,400 | 2,420 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | 1,025 | 1,050 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | 88 | 88 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | 800 | 811 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | 1,175 | 1,186 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | 475 | 476 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | 900 | 894 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | 300 | 300 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | 975 | 962 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | 1,650 | 1,596 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | 1,150 | 1,107 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | 1,150 | 1,099 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | 1,000 | 939 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | 1,850 | 1,725 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | 850 | 801 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | 1,500 | 1,404 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | 1,400 | 1,312 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | 1,100 | 1,038 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 1/25/30 | 1,835 | 1,684 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 1/25/30 | 990 | 883 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | 600 | 520 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | 1,000 | 867 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | 225 | 194 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | 550 | 468 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K113 | 1.341% | 6/25/30 | 500 | 425 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | 700 | 594 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | 1,250 | 1,061 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | 1,200 | 1,019 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | 1,600 | 1,366 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | 1,100 | 937 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 8/25/30 | 119 | 105 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 10/25/30 | 700 | 599 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 11/25/30 | 49 | 43 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | 700 | 597 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 12/25/30 | 2,150 | 1,849 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | 1,225 | 1,055 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | 1.846% | 1/25/31 | 875 | 764 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | 1,075 | 957 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | 600 | 535 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | 1,115 | 986 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | 249 | 219 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | 1,800 | 1,576 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | 1.723% | 6/25/31 | 700 | 602 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | 1.853% | 7/25/31 | 5,750 | 4,991 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | 2.023% | 8/25/31 | 500 | 439 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | 2.096% | 9/25/31 | 900 | 794 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 1.714% | 7/25/31 | 99 | 89 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 2.243% | 10/25/31 | 850 | 759 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | 2.154% | 10/25/31 | 550 | 487 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K138 | 2.476% | 1/25/32 | 725 | 659 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K140 | 2.250% | 3/25/54 | 550 | 489 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.350% | 4/25/55 | 2,050 | 1,839 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | 400 | 386 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | 1,600 | 1,581 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | 900 | 866 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | 250 | 249 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | 400 | 395 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | 400 | 404 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | 850 | 855 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | 275 | 283 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | 375 | 380 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | 3.900% | 12/25/30 | 300 | 307 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | 3.950% | 11/25/30 | 300 | 307 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | 470 | 466 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | 1,000 | 996 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | 1,200 | 1,194 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | 610 | 605 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | 1,486 | 1,474 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | 1,154 | 1,148 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | 2,000 | 1,991 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | 1,200 | 1,204 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | 997 | 994 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | 1,000 | 1,007 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | 1,565 | 1,555 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | 2,000 | 1,962 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | 1,700 | 1,641 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | 1,850 | 1,675 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | 1,725 | 1,568 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | 850 | 776 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | 550 | 500 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | 1.712% | 7/25/28 | 418 | 379 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | 1.657% | 8/25/28 | 1,100 | 990 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | 2.031% | 9/25/28 | 725 | 666 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K747 | 2.050% | 11/25/28 | 650 | 597 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | 300 | 299 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | 2,135 | 2,118 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | 375 | 371 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | 950 | 920 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | 2,295 | 2,058 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | 950 | 855 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | 625 | 506 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | 875 | 684 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | 1,250 | 978 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | 1.860% | 10/25/35 | 375 | 297 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | 2.013% | 12/25/35 | 1,065 | 856 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | 249 | 216 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | 875 | 741 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | 2.184% | 8/25/36 | 700 | 571 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | 2.361% | 10/25/36 | 675 | 562 | |
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | 736 | 731 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8,9 | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | 800 | 786 | |
8 | Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | 175 | 175 | |
8 | Ford Credit Auto Lease Trust Series 2021-A | 0.260% | 2/15/24 | 419 | 417 | |
8 | Ford Credit Auto Lease Trust Series 2021-A | 0.300% | 4/15/24 | 100 | 98 | |
8 | Ford Credit Auto Lease Trust Series 2021-B | 0.370% | 10/15/24 | 575 | 557 | |
8 | Ford Credit Auto Lease Trust Series 2022-A | 3.370% | 7/15/25 | 50 | 50 | |
8 | Ford Credit Auto Lease Trust Series 2022-A | 3.810% | 8/15/25 | 100 | 99 | |
8 | Ford Credit Auto Owner Trust Series 2019-A | 2.780% | 9/15/23 | 9 | 9 | |
8 | Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | 275 | 275 | |
8 | Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | 23 | 23 | |
8 | Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | 347 | 343 | |
8 | Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | 125 | 120 | |
8 | Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | 275 | 269 | |
8 | Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | 125 | 116 | |
8 | Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | 650 | 632 | |
8 | Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | 235 | 218 | |
8 | Ford Credit Auto Owner Trust Series 2022-A | 1.290% | 6/15/26 | 225 | 216 | |
8 | Ford Credit Auto Owner Trust Series 2022-A | 1.560% | 5/15/27 | 50 | 47 | |
8 | Ford Credit Auto Owner Trust Series 2022-B | 3.740% | 9/15/26 | 300 | 300 | |
8 | Ford Credit Auto Owner Trust Series 2022-B | 3.930% | 8/15/27 | 100 | 100 | |
8 | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | 4.060% | 11/15/30 | 700 | 691 | |
8 | Ford Credit Floorplan Master Owner Trust A Series 2019-2 | 3.060% | 4/15/26 | 775 | 762 | |
8 | Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | 765 | 743 | |
8 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 1,065 | 1,028 | |
8 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 675 | 622 | |
8 | GM Financial Automobile Leasing Trust Series 2020-2 | 0.800% | 7/20/23 | 22 | 22 | |
8 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | 25 | 25 | |
8 | GM Financial Automobile Leasing Trust Series 2021-1 | 0.330% | 2/20/25 | 75 | 73 | |
8 | GM Financial Automobile Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | 50 | 48 | |
8 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.340% | 5/20/24 | 400 | 393 | |
8 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | 75 | 72 | |
8 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.390% | 10/21/24 | 550 | 533 | |
8 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.500% | 7/21/25 | 100 | 95 | |
8 | GM Financial Automobile Leasing Trust Series 2022-1 | 1.900% | 3/20/25 | 825 | 803 | |
8 | GM Financial Automobile Leasing Trust Series 2022-1 | 1.960% | 2/20/26 | 200 | 193 | |
8 | GM Financial Automobile Leasing Trust Series 2022-2 | 3.420% | 6/20/25 | 375 | 373 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | GM Financial Automobile Leasing Trust Series 2022-2 | 3.540% | 5/20/26 | 125 | 124 | |
8 | GM Financial Automobile Leasing Trust Series 2022-2 | 4.020% | 5/20/26 | 50 | 50 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | 115 | 113 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | 92 | 91 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | 411 | 402 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | 65 | 61 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | 350 | 342 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | 1,390 | 1,308 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | 235 | 227 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | 75 | 70 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.480% | 6/16/26 | 425 | 408 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.730% | 8/16/27 | 225 | 209 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.680% | 9/16/26 | 275 | 261 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.990% | 10/18/27 | 100 | 93 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.260% | 11/16/26 | 200 | 191 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.510% | 4/17/28 | 75 | 70 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.100% | 2/16/27 | 275 | 272 | |
8 | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.250% | 4/17/28 | 50 | 49 | |
8 | GS Mortgage Securities Corp. II Series 2013-GC10 | 2.943% | 2/10/46 | 246 | 245 | |
8 | GS Mortgage Securities Corp. II Series 2013-GC10 | 3.279% | 2/10/46 | 92 | 91 | |
8 | GS Mortgage Securities Trust Series 2012-GCJ9 | 2.773% | 11/10/45 | 233 | 232 | |
8 | GS Mortgage Securities Trust Series 2013-GC12 | 3.135% | 6/10/46 | 275 | 272 | |
8 | GS Mortgage Securities Trust Series 2013-GC12 | 3.375% | 6/10/46 | 118 | 117 | |
8 | GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | 24 | 25 | |
8 | GS Mortgage Securities Trust Series 2013-GC14 | 4.243% | 8/10/46 | 1,075 | 1,075 | |
8 | GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | 34 | 34 | |
8 | GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | 625 | 625 | |
8 | GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | 1,025 | 1,022 | |
8 | GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | 275 | 273 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | GS Mortgage Securities Trust Series 2014-GC22 | 3.467% | 6/10/47 | 58 | 58 | |
8 | GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | 150 | 149 | |
8 | GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | 475 | 471 | |
8 | GS Mortgage Securities Trust Series 2014-GC24 | 4.644% | 9/10/47 | 125 | 121 | |
8 | GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | 119 | 117 | |
8 | GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | 800 | 789 | |
8 | GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | 125 | 122 | |
8 | GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | 125 | 122 | |
8 | GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | 500 | 491 | |
8 | GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | 450 | 439 | |
8 | GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | 270 | 268 | |
8 | GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | 175 | 173 | |
8 | GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | 294 | 290 | |
8 | GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | 400 | 390 | |
8 | GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | 300 | 288 | |
8 | GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | 775 | 736 | |
8 | GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | 275 | 265 | |
8 | GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | 200 | 189 | |
8 | GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | 625 | 609 | |
8 | GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | 250 | 240 | |
8 | GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | 700 | 676 | |
8 | GS Mortgage Securities Trust Series 2017-GS6 | 3.638% | 5/10/50 | 100 | 95 | |
8 | GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | 30 | 28 | |
8 | GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | 983 | 950 | |
8 | GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | 262 | 246 | |
8 | GS Mortgage Securities Trust Series 2017-GS8 | 3.205% | 11/10/50 | 200 | 190 | |
8 | GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | 400 | 383 | |
8 | GS Mortgage Securities Trust Series 2019-GC40 | 2.904% | 7/10/52 | 250 | 230 | |
8 | GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | 550 | 511 | |
8 | GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | 1,125 | 1,040 | |
8 | GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | 275 | 248 | |
8 | GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | 500 | 462 | |
8 | GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | 525 | 479 | |
8 | GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | 150 | 135 | |
8 | GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | 250 | 218 | |
8 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | 475 | 396 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | 75 | 60 | |
8 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.560% | 11/16/26 | 700 | 673 | |
8 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.820% | 5/15/29 | 125 | 118 | |
8 | Harley-Davidson Motorcycle Trust Series 2022-A | 3.060% | 2/15/27 | 100 | 99 | |
8 | Harley-Davidson Motorcycle Trust Series 2022-A | 3.260% | 1/15/30 | 75 | 73 | |
8 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | 70 | 69 | |
8 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | 75 | 72 | |
8 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | 425 | 415 | |
8 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | 185 | 174 | |
8 | Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | 550 | 533 | |
8 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.410% | 11/18/25 | 300 | 287 | |
8 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.600% | 12/20/27 | 75 | 69 | |
8 | Honda Auto Receivables Owner Trust Series 2021-4 | 0.880% | 1/21/26 | 400 | 382 | |
8 | Honda Auto Receivables Owner Trust Series 2021-4 | 1.140% | 6/21/28 | 100 | 93 | |
8 | Honda Auto Receivables Owner Trust Series 2022-1 | 1.880% | 5/15/26 | 200 | 194 | |
8 | Honda Auto Receivables Owner Trust Series 2022-1 | 2.040% | 12/15/28 | 75 | 71 | |
8 | Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | 75 | 74 | |
8 | Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | 34 | 34 | |
8 | Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | 110 | 109 | |
8 | Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | 75 | 72 | |
8 | Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | 196 | 192 | |
8 | Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | 50 | 47 | |
8 | Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | 150 | 145 | |
8 | Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | 75 | 70 | |
8 | Hyundai Auto Receivables Trust Series 2021-C | 0.740% | 5/15/26 | 225 | 215 | |
8 | Hyundai Auto Receivables Trust Series 2021-C | 1.030% | 12/15/27 | 100 | 93 | |
8 | John Deere Owner Trust Series 2021-B | 0.520% | 3/16/26 | 400 | 378 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C8 | 2.829% | 10/15/45 | 63 | 63 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | 143 | 143 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | 109 | 108 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | 37 | 37 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | 119 | 118 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | 300 | 299 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | 150 | 150 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 5.106% | 12/15/46 | 150 | 150 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 2.960% | 4/15/46 | 673 | 667 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | 175 | 172 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | 250 | 248 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | 325 | 322 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | 975 | 924 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | 400 | 390 | |
8 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | 325 | 314 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | 122 | 121 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.171% | 7/15/45 | 81 | 80 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | 62 | 62 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | 595 | 592 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | 220 | 219 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | 16 | 16 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | 435 | 435 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | 275 | 275 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | 60 | 60 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | 625 | 624 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | 125 | 125 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 5.049% | 1/15/47 | 188 | 186 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | 774 | 771 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | 93 | 92 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.947% | 2/15/47 | 113 | 111 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | 62 | 62 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | 225 | 224 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | 175 | 173 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | 40 | 40 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | 100 | 99 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | 75 | 74 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | 650 | 645 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | 175 | 171 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | 319 | 317 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | 188 | 185 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | 5 | 5 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | 150 | 148 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | 300 | 293 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | 750 | 741 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | 200 | 196 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | 360 | 354 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | 200 | 193 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | 200 | 195 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | 232 | 228 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.179% | 2/15/48 | 218 | 212 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.227% | 10/15/48 | 500 | 487 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | 100 | 96 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | 118 | 118 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | 350 | 343 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | 236 | 234 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | 425 | 418 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | 200 | 197 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | 127 | 125 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | 408 | 398 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | 253 | 251 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | 425 | 414 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | 300 | 296 | |
8 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/17/49 | 228 | 226 | |
8 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | 1,250 | 1,221 | |
8 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | 250 | 241 | |
8 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | 400 | 380 | |
8 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | 1,400 | 1,370 | |
8 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | 850 | 798 | |
8 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | 75 | 70 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | 300 | 288 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | 150 | 140 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | 3.141% | 12/15/49 | 100 | 96 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | 2,000 | 1,952 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | 425 | 408 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | 275 | 264 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | 175 | 170 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | 1,000 | 989 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | 125 | 123 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | 1,250 | 1,144 | |
8 | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | 250 | 215 | |
8 | Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | 50 | 49 | |
8 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.250% | 1/16/24 | 272 | 269 | |
8 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | 125 | 121 | |
8 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | 225 | 218 | |
8 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | 100 | 95 | |
8 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | 30 | 29 | |
8 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.460% | 6/15/26 | 325 | 311 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.730% | 12/15/27 | 50 | 46 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 2.918% | 2/15/46 | 179 | 178 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | 36 | 36 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.134% | 12/15/48 | 203 | 203 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.376% | 12/15/48 | 100 | 99 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.102% | 5/15/46 | 150 | 149 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.456% | 5/15/46 | 125 | 124 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.209% | 7/15/46 | 1,600 | 1,594 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.295% | 8/15/46 | 240 | 239 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.495% | 8/15/46 | 120 | 118 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 4.259% | 10/15/46 | 445 | 443 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | 300 | 299 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.907% | 11/15/46 | 150 | 150 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | 370 | 370 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 5.022% | 2/15/47 | 150 | 151 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | 28 | 28 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | 325 | 324 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.476% | 6/15/47 | 125 | 122 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | 100 | 100 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.607% | 10/15/47 | 125 | 123 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | 108 | 107 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | 275 | 271 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | 86 | 85 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | 725 | 708 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21 | 3.338% | 3/15/48 | 300 | 294 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | 210 | 208 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | 325 | 317 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | 200 | 194 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | 86 | 85 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | 450 | 444 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | 275 | 271 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | 267 | 265 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | 350 | 343 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | 181 | 180 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | 800 | 787 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | 133 | 132 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | 250 | 246 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.272% | 1/15/49 | 177 | 173 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | ��� 171 | 169 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | 800 | 780 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | 800 | 760 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | 950 | 910 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | 800 | 781 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | 325 | 316 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | 1,000 | 971 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | 400 | 383 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | 400 | 383 | |
8 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | 575 | 555 | |
8 | Morgan Stanley Capital I Series 2017-HR2 | 3.587% | 12/15/50 | 225 | 217 | |
8 | Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | 300 | 296 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | 400 | 382 | |
8 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | 317 | 299 | |
8 | Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | 800 | 758 | |
8 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | 825 | 803 | |
8 | Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.329% | 3/15/49 | 125 | 122 | |
8 | Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | 550 | 532 | |
8 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | 1,050 | 982 | |
8 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | 125 | 116 | |
8 | Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | 200 | 186 | |
8 | Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | 250 | 243 | |
8 | Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | 625 | 613 | |
8 | Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | 775 | 713 | |
8 | Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | 300 | 254 | |
8 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | 750 | 670 | |
8 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | 115 | 102 | |
8 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.444% | 6/15/54 | 375 | 320 | |
8 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.749% | 6/15/54 | 50 | 42 | |
8 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.951% | 6/15/54 | 25 | 21 | |
8 | Morgan Stanley Capital I Trust Series 2021-L7 | 2.574% | 10/15/54 | 725 | 622 | |
8 | Morgan Stanley Capital I Trust Series 2022-L8 | 3.922% | 4/15/55 | 750 | 717 | |
8 | Nissan Auto Lease Trust Series 2020-A | 1.880% | 4/15/25 | 13 | 13 | |
8 | Nissan Auto Lease Trust Series 2021-A | 0.520% | 8/15/24 | 350 | 340 | |
8 | Nissan Auto Lease Trust Series 2021-A | 0.650% | 7/15/26 | 100 | 96 | |
8 | Nissan Auto Lease Trust Series 2022-A | 3.870% | 7/15/27 | 100 | 100 | |
8 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | 150 | 147 | |
8 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | 100 | 99 | |
8 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | 50 | 48 | |
8 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | 475 | 457 | |
8 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | 225 | 207 | |
8 | Nissan Auto Receivables Owner Trust Series 2022-A | 1.860% | 8/17/26 | 250 | 241 | |
8 | Nissan Auto Receivables Owner Trust Series 2022-A | 2.070% | 12/17/29 | 150 | 141 | |
8 | PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | 100 | 99 | |
8 | PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | 225 | 220 | |
8 | Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | 124 | 123 | |
8 | Santander Drive Auto Receivables Trust Series 2020-3 | 0.690% | 3/17/25 | 15 | 15 | |
8 | Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | 100 | 99 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Santander Drive Auto Receivables Trust Series 2020-4 | 0.730% | 3/17/25 | 47 | 47 | |
8 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.500% | 4/15/25 | 347 | 346 | |
8 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | 200 | 195 | |
8 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.590% | 9/15/25 | 135 | 134 | |
8 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.900% | 6/15/26 | 320 | 310 | |
8 | Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | 275 | 261 | |
8 | Santander Drive Auto Receivables Trust Series 2021-3 | 0.950% | 9/15/27 | 175 | 168 | |
8 | Santander Drive Auto Receivables Trust Series 2021-3 | 1.330% | 9/15/27 | 250 | 238 | |
8 | Santander Drive Auto Receivables Trust Series 2021-4 | 0.880% | 6/15/26 | 425 | 412 | |
8 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.260% | 2/16/27 | 225 | 215 | |
8 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.670% | 10/15/27 | 100 | 92 | |
8 | Santander Drive Auto Receivables Trust Series 2022-1 | 2.360% | 8/17/26 | 300 | 290 | |
8 | Santander Drive Auto Receivables Trust Series 2022-1 | 2.560% | 4/17/28 | 150 | 142 | |
8 | Santander Drive Auto Receivables Trust Series 2022-2 | 3.440% | 9/15/27 | 275 | 269 | |
8 | Santander Drive Auto Receivables Trust Series 2022-2 | 3.760% | 7/16/29 | 200 | 193 | |
8 | Santander Drive Auto Receivables Trust Series 2022-3 | 4.130% | 8/16/27 | 200 | 199 | |
8 | Synchrony Card Funding LLC Series 2022-A1 | 3.370% | 4/15/28 | 925 | 919 | |
8 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | 195 | 191 | |
8 | Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | 29 | 29 | |
8 | Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | 111 | 109 | |
8 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | 245 | 241 | |
8 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | 50 | 47 | |
8 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | 250 | 244 | |
8 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | 100 | 93 | |
8 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | 1,450 | 1,395 | |
8 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | 175 | 160 | |
8 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.430% | 1/15/26 | 525 | 500 | |
8 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.720% | 1/15/27 | 125 | 114 | |
8 | Toyota Auto Receivables Owner Trust Series 2021-D | 0.710% | 4/15/26 | 250 | 239 | |
8 | Toyota Auto Receivables Owner Trust Series 2021-D | 1.020% | 3/15/27 | 100 | 92 | |
8 | Toyota Auto Receivables Owner Trust Series 2022-B | 2.930% | 9/15/26 | 350 | 346 | |
8 | Toyota Auto Receivables Owner Trust Series 2022-B | 3.110% | 8/16/27 | 75 | 73 | |
8 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | 800 | 764 | |
8 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | 350 | 322 | |
8 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | 600 | 579 | |
8 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | 150 | 141 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | 725 | 695 | |
8 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | 300 | 281 | |
8 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | 475 | 453 | |
8 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | 600 | 578 | |
8 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | 262 | 250 | |
8 | UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | 400 | 387 | |
8 | UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | 600 | 581 | |
8 | UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | 325 | 311 | |
8 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | 600 | 588 | |
8 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | 200 | 197 | |
8 | UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | 325 | 316 | |
8 | UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | 1,200 | 1,189 | |
8 | UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | 800 | 806 | |
8 | UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | 150 | 148 | |
8 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | 475 | 474 | |
8 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | 101 | 102 | |
8 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | 600 | 600 | |
8 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | 100 | 99 | |
8 | UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | 975 | 974 | |
8 | UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | 575 | 576 | |
8 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | 400 | 379 | |
8 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | 125 | 118 | |
8 | UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | 450 | 407 | |
8 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | 275 | 250 | |
8 | UBS-Barclays Commercial Mortgage Trust Series 2012-C4 | 2.850% | 12/10/45 | 591 | 590 | |
8 | UBS-Barclays Commercial Mortgage Trust Series 2013-C5 | 3.185% | 3/10/46 | 275 | 274 | |
8 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | 175 | 174 | |
8 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | 75 | 74 | |
8 | Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | 2,500 | 2,364 | |
8 | Verizon Master Trust Series 2021-2 | 0.990% | 4/20/28 | 1,550 | 1,462 | |
8 | Verizon Master Trust Series 2022-2 | 1.530% | 7/20/28 | 625 | 592 | |
8 | Verizon Master Trust Series 2022-4 | 3.400% | 11/20/28 | 900 | 893 | |
8 | Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | 1,030 | 1,007 | |
8 | Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | 53 | 53 | |
8 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.020% | 6/22/26 | 550 | 527 | |
8 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.260% | 10/20/28 | 100 | 93 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Wells Fargo Commercial Mortgage Trust Series 2012-LC5 | 2.918% | 10/15/45 | 18 | 18 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | 37 | 37 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | 900 | 889 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | 50 | 49 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.271% | 12/15/47 | 67 | 67 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | 400 | 391 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | 200 | 194 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | 214 | 211 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | 200 | 195 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | 175 | 170 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-C27 | 3.190% | 2/15/48 | 617 | 601 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | 625 | 614 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | 117 | 114 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | 145 | 144 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | 625 | 615 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.664% | 9/15/58 | 225 | 222 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | 60 | 59 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | 853 | 831 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | 200 | 194 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | 111 | 110 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | 275 | 272 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | 225 | 221 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | 2 | 2 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | 55 | 54 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | 175 | 171 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | 231 | 230 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | 200 | 198 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | 760 | 746 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | 525 | 495 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | 157 | 155 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | 475 | 465 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | 315 | 307 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | 325 | 312 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | 154 | 146 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | 325 | 319 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | 282 | 277 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | 614 | 585 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 3.367% | 10/15/49 | 100 | 95 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | 210 | 205 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | 854 | 823 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | 242 | 233 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | 725 | 698 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | 400 | 381 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | 400 | 382 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | 600 | 580 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | 150 | 142 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | 1,000 | 960 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | 1,200 | 1,168 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | 1,200 | 1,168 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | 1,200 | 1,182 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | 200 | 194 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | 775 | 770 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | 1,000 | 993 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | 475 | 470 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | 1,075 | 1,080 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | 500 | 499 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | 975 | 956 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | 700 | 673 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | 780 | 731 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | 200 | 182 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | 350 | 312 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | 750 | 687 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | 450 | 415 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | 975 | 873 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | 135 | 118 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | 175 | 147 | |
8 | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | 2.626% | 4/15/54 | 400 | 349 | |
8 | WFRBS Commercial Mortgage Trust Series 2012-C9 | 2.870% | 11/15/45 | 178 | 178 | |
8 | WFRBS Commercial Mortgage Trust Series 2012-C10 | 2.875% | 12/15/45 | 600 | 598 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.198% | 3/15/48 | 76 | 76 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.560% | 3/15/48 | 52 | 52 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.001% | 5/15/45 | 222 | 220 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | 44 | 44 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.337% | 6/15/46 | 400 | 396 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | 200 | 198 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | 29 | 29 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.153% | 8/15/46 | 650 | 647 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | 160 | 159 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | 49 | 49 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | 180 | 180 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | 290 | 290 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | 26 | 26 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | 100 | 100 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | 100 | 99 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | 100 | 100 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | 1,436 | 1,435 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | 50 | 50 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 5.027% | 12/15/46 | 75 | 74 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | 156 | 156 | |
8 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.192% | 3/15/46 | 50 | 50 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | 17 | 17 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.660% | 3/15/47 | 14 | 14 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | 175 | 174 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | 50 | 49 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | 35 | 34 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | 125 | 124 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | 125 | 122 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | 239 | 235 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | 425 | 417 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | 650 | 645 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | 100 | 99 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | 113 | 112 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | 125 | 124 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | 75 | 74 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-C25 | 3.631% | 11/15/47 | 200 | 198 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | 89 | 89 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | 725 | 723 | |
8 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | 300 | 297 | |
8 | World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | 187 | 187 | |
8 | World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | 124 | 122 | |
8 | World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | 50 | 48 | |
8 | World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | 185 | 182 | |
8 | World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | 75 | 71 | |
8 | World Omni Auto Receivables Trust Series 2021-A | 0.300% | 1/15/26 | 215 | 209 | |
8 | World Omni Auto Receivables Trust Series 2021-A | 0.480% | 9/15/26 | 50 | 47 | |
8 | World Omni Auto Receivables Trust Series 2021-B | 0.420% | 6/15/26 | 350 | 337 | |
8 | World Omni Auto Receivables Trust Series 2021-C | 0.440% | 8/17/26 | 350 | 336 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | World Omni Auto Receivables Trust Series 2021-C | 0.640% | 9/15/27 | 150 | 137 | |
8 | World Omni Auto Receivables Trust Series 2021-D | 0.810% | 10/15/26 | 375 | 357 | |
8 | World Omni Auto Receivables Trust Series 2021-D | 1.100% | 11/15/27 | 250 | 232 | |
8 | World Omni Auto Receivables Trust Series 2022-A | 1.660% | 5/17/27 | 375 | 358 | |
8 | World Omni Auto Receivables Trust Series 2022-A | 1.900% | 3/15/28 | 50 | 48 | |
8 | World Omni Auto Receivables Trust Series 2022-B | 3.250% | 7/15/27 | 325 | 320 | |
8 | World Omni Auto Receivables Trust Series 2022-B | 3.440% | 3/15/28 | 125 | 123 | |
8 | World Omni Automobile Lease Securitization Trust Series 2020-A | 1.700% | 1/17/23 | 77 | 77 | |
8 | World Omni Automobile Lease Securitization Trust Series 2020-A | 1.790% | 6/16/25 | 115 | 115 | |
8 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.450% | 2/15/24 | 350 | 345 | |
8 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | 75 | 73 | |
8 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.420% | 8/15/24 | 200 | 193 | |
8 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.500% | 11/16/26 | 75 | 71 | |
8 | World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | 36 | 36 | |
8 | World Omni Select Auto Trust Series 2021-A | 0.530% | 3/15/27 | 150 | 145 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $551,243) | 516,428 | |||||
Corporate Bonds (10.9%) | ||||||
Communications (0.9%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 1,047 | 1,030 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 1,000 | �� 803 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 325 | 314 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 1,400 | 960 | ||
Alphabet Inc. | 3.375% | 2/25/24 | 100 | 101 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 800 | 736 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 1,600 | 1,515 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 900 | 782 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 1,800 | 1,477 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 1,000 | 715 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 2,000 | 1,344 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 1,600 | 1,042 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 700 | 666 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 700 | 626 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 800 | 913 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 300 | 325 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 1,500 | 1,659 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 950 | 862 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 2,000 | 1,852 | ||
AT&T Inc. | 0.900% | 3/25/24 | 1,500 | 1,433 | ||
AT&T Inc. | 1.700% | 3/25/26 | 3,000 | 2,744 | ||
AT&T Inc. | 3.800% | 2/15/27 | 2,570 | 2,521 | ||
AT&T Inc. | 1.650% | 2/1/28 | 2,750 | 2,376 | ||
8 | AT&T Inc. | 4.100% | 2/15/28 | 952 | 934 | |
AT&T Inc. | 4.350% | 3/1/29 | 2,700 | 2,661 | ||
8 | AT&T Inc. | 4.300% | 2/15/30 | 2,249 | 2,196 | |
AT&T Inc. | 2.750% | 6/1/31 | 2,600 | 2,247 | ||
AT&T Inc. | 2.250% | 2/1/32 | 2,000 | 1,633 | ||
AT&T Inc. | 2.550% | 12/1/33 | 3,118 | 2,529 | ||
AT&T Inc. | 4.500% | 5/15/35 | 2,230 | 2,114 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AT&T Inc. | 4.900% | 8/15/37 | 1,405 | 1,392 | ||
AT&T Inc. | 4.850% | 3/1/39 | 1,000 | 954 | ||
AT&T Inc. | 3.500% | 6/1/41 | 1,650 | 1,319 | ||
AT&T Inc. | 4.300% | 12/15/42 | 1,523 | 1,324 | ||
AT&T Inc. | 4.350% | 6/15/45 | 1,137 | 992 | ||
AT&T Inc. | 4.750% | 5/15/46 | 1,825 | 1,693 | ||
8 | AT&T Inc. | 5.150% | 11/15/46 | 742 | 733 | |
AT&T Inc. | 4.500% | 3/9/48 | 1,900 | 1,690 | ||
AT&T Inc. | 4.550% | 3/9/49 | 1,424 | 1,295 | ||
AT&T Inc. | 3.650% | 6/1/51 | 3,135 | 2,450 | ||
AT&T Inc. | 3.500% | 9/15/53 | 6,906 | 5,237 | ||
AT&T Inc. | 3.550% | 9/15/55 | 7,751 | 5,809 | ||
AT&T Inc. | 3.800% | 12/1/57 | 5,253 | 4,074 | ||
AT&T Inc. | 3.650% | 9/15/59 | 4,249 | 3,184 | ||
AT&T Inc. | 3.850% | 6/1/60 | 1,155 | 894 | ||
Baidu Inc. | 3.875% | 9/29/23 | 800 | 803 | ||
Baidu Inc. | 4.375% | 5/14/24 | 400 | 403 | ||
Baidu Inc. | 3.075% | 4/7/25 | 200 | 194 | ||
Baidu Inc. | 1.720% | 4/9/26 | 500 | 457 | ||
Baidu Inc. | 3.625% | 7/6/27 | 325 | 313 | ||
Baidu Inc. | 4.375% | 3/29/28 | 400 | 395 | ||
Baidu Inc. | 4.875% | 11/14/28 | 1,150 | 1,164 | ||
Baidu Inc. | 3.425% | 4/7/30 | 700 | 642 | ||
Baidu Inc. | 2.375% | 8/23/31 | 650 | 542 | ||
8 | Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 400 | 294 | |
Booking Holdings Inc. | 3.650% | 3/15/25 | 400 | 401 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 755 | 743 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 650 | 626 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 500 | 502 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 250 | 250 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 2,300 | 2,861 | ||
8 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 1,330 | 1,338 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 3,500 | 3,509 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 1,380 | 1,271 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 1,000 | 935 | ||
Charter Communications Operating LLC | 2.250% | 1/15/29 | 1,000 | ��� 823 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 1,300 | 1,254 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 1,415 | 1,134 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 800 | 606 | ||
Charter Communications Operating LLC | 4.400% | 4/1/33 | 900 | 806 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 1,964 | 1,982 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 800 | 713 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 1,000 | 704 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 1,000 | 696 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 3,310 | 3,223 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 2,350 | 2,012 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 1,550 | 1,394 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 750 | 626 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 2,700 | 2,139 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 1,845 | 1,253 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 2,500 | 1,745 | ||
Charter Communications Operating LLC | 5.250% | 4/1/53 | 1,000 | 853 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 1,325 | 1,340 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 2,300 | 1,511 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 1,300 | 940 | ||
Charter Communications Operating LLC | 3.950% | 6/30/62 | 1,250 | 833 | ||
Charter Communications Operating LLC | 5.500% | 4/1/63 | 900 | 768 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 1,108 | 1,133 | ||
Comcast Corp. | 3.375% | 2/15/25 | 999 | 992 | ||
Comcast Corp. | 3.375% | 8/15/25 | 955 | 944 | ||
Comcast Corp. | 3.950% | 10/15/25 | 3,089 | 3,105 | ||
Comcast Corp. | 3.150% | 3/1/26 | 2,000 | 1,950 | ||
Comcast Corp. | 2.350% | 1/15/27 | 1,930 | 1,800 | ||
Comcast Corp. | 3.300% | 2/1/27 | 1,375 | 1,337 | ||
Comcast Corp. | 3.300% | 4/1/27 | 1,250 | 1,210 | ||
Comcast Corp. | 3.150% | 2/15/28 | 1,381 | 1,316 | ||
Comcast Corp. | 4.150% | 10/15/28 | 4,000 | 3,990 | ||
Comcast Corp. | 2.650% | 2/1/30 | 1,050 | 938 | ||
Comcast Corp. | 3.400% | 4/1/30 | 1,375 | 1,289 | ||
Comcast Corp. | 4.250% | 10/15/30 | 1,200 | 1,183 | ||
Comcast Corp. | 1.950% | 1/15/31 | 1,300 | 1,081 | ||
Comcast Corp. | 1.500% | 2/15/31 | 3,400 | 2,730 | ||
Comcast Corp. | 4.250% | 1/15/33 | 1,275 | 1,253 | ||
Comcast Corp. | 7.050% | 3/15/33 | 1,025 | 1,231 | ||
Comcast Corp. | 5.650% | 6/15/35 | 1,080 | 1,176 | ||
Comcast Corp. | 4.400% | 8/15/35 | 1,000 | 970 | ||
Comcast Corp. | 6.500% | 11/15/35 | 71 | 83 | ||
Comcast Corp. | 3.200% | 7/15/36 | 700 | 594 | ||
Comcast Corp. | 6.450% | 3/15/37 | 1,350 | 1,594 | ||
Comcast Corp. | 3.900% | 3/1/38 | 1,225 | 1,110 | ||
Comcast Corp. | 4.600% | 10/15/38 | 2,300 | 2,228 | ||
Comcast Corp. | 3.250% | 11/1/39 | 575 | 473 | ||
Comcast Corp. | 3.750% | 4/1/40 | 2,650 | 2,324 | ||
Comcast Corp. | 4.650% | 7/15/42 | 565 | 546 | ||
Comcast Corp. | 4.600% | 8/15/45 | 1,291 | 1,226 | ||
Comcast Corp. | 3.400% | 7/15/46 | 3,200 | 2,552 | ||
Comcast Corp. | 4.000% | 8/15/47 | 1,700 | 1,475 | ||
Comcast Corp. | 3.969% | 11/1/47 | 1,871 | 1,618 | ||
Comcast Corp. | 4.000% | 3/1/48 | 922 | 804 | ||
Comcast Corp. | 4.700% | 10/15/48 | 1,300 | 1,261 | ||
Comcast Corp. | 3.999% | 11/1/49 | 1,803 | 1,575 | ||
Comcast Corp. | 3.450% | 2/1/50 | 1,400 | 1,115 | ||
Comcast Corp. | 2.800% | 1/15/51 | 1,575 | 1,113 | ||
Comcast Corp. | 2.887% | 11/1/51 | 3,731 | 2,668 | ||
Comcast Corp. | 2.450% | 8/15/52 | 500 | 332 | ||
Comcast Corp. | 4.049% | 11/1/52 | 1,317 | 1,154 | ||
Comcast Corp. | 2.937% | 11/1/56 | 4,888 | 3,392 | ||
Comcast Corp. | 4.950% | 10/15/58 | 1,150 | 1,146 | ||
Comcast Corp. | 2.650% | 8/15/62 | 1,000 | 644 | ||
Comcast Corp. | 2.987% | 11/1/63 | 2,184 | 1,492 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | �� 3,450 | 4,262 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 210 | 209 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 534 | 526 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 1,350 | 1,304 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 576 | 563 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 550 | 551 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 1,609 | 1,505 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 500 | 459 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 930 | 827 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 530 | 477 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 1,155 | 1,141 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Discovery Communications LLC | 4.875% | 4/1/43 | 700 | 579 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 1,130 | 969 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 689 | 594 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 900 | 708 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 1,245 | 870 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 275 | 281 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 500 | 407 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 800 | 586 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 1,600 | 1,601 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 900 | 865 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 1,500 | 1,368 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 1,025 | 851 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 1,000 | 797 | ||
Fox Corp. | 4.030% | 1/25/24 | 1,575 | 1,575 | ||
Fox Corp. | 3.050% | 4/7/25 | 240 | 233 | ||
Fox Corp. | 4.709% | 1/25/29 | 1,000 | 982 | ||
Fox Corp. | 3.500% | 4/8/30 | 560 | 508 | ||
Fox Corp. | 5.476% | 1/25/39 | 950 | 923 | ||
Fox Corp. | 5.576% | 1/25/49 | 1,900 | 1,852 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 350 | 369 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 550 | 552 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 50 | 62 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 500 | 540 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 1,640 | 1,525 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 350 | 386 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 800 | 791 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 176 | 176 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 325 | 321 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 400 | 393 | ||
Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | 500 | 405 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 500 | 374 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 850 | 830 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 500 | 598 | ||
12 | Magallanes Inc. | 3.428% | 3/15/24 | 1,675 | 1,642 | |
12 | Magallanes Inc. | 3.528% | 3/15/24 | 500 | 490 | |
12 | Magallanes Inc. | 3.638% | 3/15/25 | 1,600 | 1,553 | |
12 | Magallanes Inc. | 3.788% | 3/15/25 | 500 | 485 | |
12 | Magallanes Inc. | 3.755% | 3/15/27 | 3,600 | 3,379 | |
12 | Magallanes Inc. | 4.054% | 3/15/29 | 1,300 | 1,192 | |
12 | Magallanes Inc. | 4.279% | 3/15/32 | 4,200 | 3,752 | |
12 | Magallanes Inc. | 5.050% | 3/15/42 | 4,000 | 3,402 | |
12 | Magallanes Inc. | 5.141% | 3/15/52 | 6,665 | 5,596 | |
12 | Magallanes Inc. | 5.391% | 3/15/62 | 2,800 | 2,348 | |
NBCUniversal Media LLC | 4.450% | 1/15/43 | 1,450 | 1,346 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 650 | 644 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 1,150 | 1,119 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 620 | 522 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 400 | 382 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 750 | 628 | ||
Orange SA | 9.000% | 3/1/31 | 2,260 | 2,917 | ||
Orange SA | 5.375% | 1/13/42 | 700 | 722 | ||
Orange SA | 5.500% | 2/6/44 | ��� 600 | 631 | ||
Paramount Global | 4.750% | 5/15/25 | 440 | 445 | ||
Paramount Global | 4.000% | 1/15/26 | 500 | 489 | ||
Paramount Global | 2.900% | 1/15/27 | 1,133 | 1,044 | ||
Paramount Global | 3.375% | 2/15/28 | 1,425 | 1,309 | ||
Paramount Global | 3.700% | 6/1/28 | 400 | 373 | ||
Paramount Global | 4.950% | 1/15/31 | 1,200 | 1,143 | ||
Paramount Global | 4.200% | 5/19/32 | 2,000 | 1,773 | ||
Paramount Global | 6.875% | 4/30/36 | 1,100 | 1,143 | ||
Paramount Global | 5.900% | 10/15/40 | 300 | 282 | ||
Paramount Global | 4.850% | 7/1/42 | 675 | 562 | ||
Paramount Global | 4.375% | 3/15/43 | 1,387 | 1,074 | ||
Paramount Global | 5.850% | 9/1/43 | 1,975 | 1,845 | ||
Paramount Global | 5.250% | 4/1/44 | 500 | 428 | ||
Paramount Global | 4.900% | 8/15/44 | 700 | 567 | ||
Paramount Global | 4.600% | 1/15/45 | 600 | 472 | ||
Paramount Global | 4.950% | 5/19/50 | 1,250 | 1,050 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 300 | 301 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
12 | Rogers Communications Inc. | 2.950% | 3/15/25 | 900 | 870 | |
Rogers Communications Inc. | 3.625% | 12/15/25 | 475 | 465 | ||
12 | Rogers Communications Inc. | 3.200% | 3/15/27 | 800 | 759 | |
12 | Rogers Communications Inc. | 3.800% | 3/15/32 | 1,900 | 1,740 | |
12 | Rogers Communications Inc. | 4.500% | 3/15/42 | 700 | 623 | |
Rogers Communications Inc. | 4.500% | 3/15/43 | 540 | 464 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 500 | 465 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 1,100 | 934 | ||
12 | Rogers Communications Inc. | 4.550% | 3/15/52 | 1,800 | 1,587 | |
Take-Two Interactive Software Inc. | 3.300% | 3/28/24 | 900 | 889 | ||
Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | 500 | 492 | ||
Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | 500 | 485 | ||
Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | 500 | 469 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 1,675 | 1,641 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 1,835 | 2,072 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 1,600 | 1,425 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 2,500 | 2,229 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 1,200 | 1,026 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 900 | 836 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 1,580 | 1,890 | ||
TELUS Corp. | 2.800% | 2/16/27 | 500 | 476 | ||
TELUS Corp. | 3.400% | 5/13/32 | 350 | 315 | ||
TELUS Corp. | 4.300% | 6/15/49 | 1,000 | 895 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 400 | 313 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 560 | 564 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 400 | 388 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 350 | 361 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 400 | 419 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 1,300 | 1,302 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 1,585 | 1,661 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 1,850 | 1,853 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 1,150 | 1,055 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 1,225 | 1,078 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 1,230 | 965 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 1,150 | 1,327 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 2,150 | 2,105 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 1,300 | 1,176 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 4,500 | 4,329 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 2,000 | 1,738 | ||
12 | T-Mobile USA Inc. | 2.400% | 3/15/29 | 275 | 238 | |
T-Mobile USA Inc. | 3.875% | 4/15/30 | 6,175 | 5,765 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 2,400 | 2,019 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 900 | 731 | ||
12 | T-Mobile USA Inc. | 2.700% | 3/15/32 | 925 | 779 | |
T-Mobile USA Inc. | 4.375% | 4/15/40 | 3,250 | 2,910 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 2,500 | 1,857 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 2,690 | 2,390 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 3,100 | 2,262 | ||
12 | T-Mobile USA Inc. | 3.400% | 10/15/52 | 2,100 | 1,549 | |
T-Mobile USA Inc. | 3.600% | 11/15/60 | 1,200 | 877 | ||
12 | T-Mobile USA Inc. | 3.600% | 11/15/60 | 600 | 437 | |
8 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 600 | 590 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 1,000 | 972 | ||
8 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 1,415 | 1,307 | |
8 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 50 | 59 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 325 | 304 | ||
8 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 485 | 442 | |
8 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 400 | 341 | |
8 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 400 | 306 | |
VeriSign Inc. | 2.700% | 6/15/31 | 700 | 564 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 1,100 | 1,093 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 1,525 | 1,383 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 2,500 | 2,289 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 2,437 | 2,303 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Verizon Communications Inc. | 4.125% | 3/16/27 | 2,750 | 2,744 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 1,100 | 1,045 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 2,700 | 2,398 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 3,607 | 3,590 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 3,514 | 3,409 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 3,990 | 3,627 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 500 | 400 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 4,176 | 3,360 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 2,000 | 1,606 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 3,600 | 3,079 | ||
Verizon Communications Inc. | 2.355% | 3/15/32 | 4,600 | 3,816 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 3,075 | 2,998 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 2,200 | 2,111 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 1,754 | 1,653 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 1,200 | 1,240 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 1,675 | 1,648 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 2,775 | 2,035 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 4,000 | 3,255 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 905 | 678 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 500 | 479 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 2,480 | 2,211 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 1,830 | 1,803 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 3,000 | 2,840 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 1,200 | 1,036 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 2,600 | 1,845 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 4,150 | 3,327 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 4,339 | 3,014 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 1,500 | 1,021 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 3,740 | 2,937 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 1,200 | 1,205 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 2,619 | 2,629 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 2,510 | 2,496 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 625 | 736 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 425 | 464 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 1,200 | 1,295 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 2,630 | 2,518 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 1,125 | 977 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 2,645 | 2,515 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 1,250 | 1,149 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 1,400 | 1,170 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 600 | 555 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 2,175 | 2,095 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 1,000 | 1,001 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 1,255 | 1,245 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 500 | 500 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 1,400 | 1,305 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 281 | 275 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 400 | 396 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 1,300 | 1,178 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 1,400 | 1,202 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 1,085 | 1,048 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 3,000 | 2,641 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 392 | 453 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 775 | 883 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 1,800 | 2,093 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 800 | 905 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 1,600 | 1,906 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 475 | 465 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 2,700 | 2,306 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 600 | 633 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 690 | 673 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 100 | 100 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 2,000 | 1,432 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 1,155 | 1,143 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 2,000 | 1,670 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 1,100 | 919 | ||
Weibo Corp. | 3.500% | 7/5/24 | 825 | 803 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Weibo Corp. | 3.375% | 7/8/30 | 1,075 | 885 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 1,025 | 1,002 | ||
455,559 | ||||||
Consumer Discretionary (0.7%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 700 | 637 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 2,225 | 2,212 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 2,335 | 2,232 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 1,454 | 1,203 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 600 | 562 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 535 | 462 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 1,250 | 865 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 1,900 | 1,573 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 1,325 | 907 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 900 | 739 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 900 | 600 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 475 | 475 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 2,000 | 1,904 | ||
Amazon.com Inc. | 3.000% | 4/13/25 | 1,000 | 994 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 1,000 | 931 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 875 | 918 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 2,500 | 2,274 | ||
Amazon.com Inc. | 3.300% | 4/13/27 | 2,250 | 2,208 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 2,200 | 1,959 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 1,550 | 1,510 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 2,125 | 1,886 | ||
Amazon.com Inc. | 3.450% | 4/13/29 | 1,750 | 1,703 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 4,000 | 3,426 | ||
Amazon.com Inc. | 3.600% | 4/13/32 | 1,750 | 1,687 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 975 | 1,023 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 3,590 | 3,392 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 1,900 | 1,524 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 1,275 | 1,342 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 3,400 | 3,188 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 2,298 | 1,627 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 3,025 | 2,386 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 1,750 | 1,612 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 1,085 | 1,019 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 2,295 | 1,553 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 1,500 | 1,144 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 500 | 452 | ||
8 | American Honda Finance Corp. | 2.600% | 11/16/22 | 500 | 499 | |
8 | American Honda Finance Corp. | 0.875% | 7/7/23 | 500 | 488 | |
8 | American Honda Finance Corp. | 3.450% | 7/14/23 | 400 | 400 | |
8 | American Honda Finance Corp. | 0.650% | 9/8/23 | 1,175 | 1,140 | |
8 | American Honda Finance Corp. | 3.625% | 10/10/23 | 400 | 401 | |
8 | American Honda Finance Corp. | 2.900% | 2/16/24 | 1,725 | 1,709 | |
8 | American Honda Finance Corp. | 2.400% | 6/27/24 | 400 | 391 | |
8 | American Honda Finance Corp. | 0.550% | 7/12/24 | 500 | 470 | |
8 | American Honda Finance Corp. | 2.150% | 9/10/24 | 475 | 460 | |
8 | American Honda Finance Corp. | 1.200% | 7/8/25 | 500 | 462 | |
8 | American Honda Finance Corp. | 1.000% | 9/10/25 | 600 | 547 | |
8 | American Honda Finance Corp. | 2.300% | 9/9/26 | 250 | 234 | |
8 | American Honda Finance Corp. | 2.350% | 1/8/27 | 375 | 349 | |
8 | American Honda Finance Corp. | 2.000% | 3/24/28 | 1,300 | 1,153 | |
8 | American Honda Finance Corp. | 2.250% | 1/12/29 | 250 | 221 | |
8 | American Honda Finance Corp. | 1.800% | 1/13/31 | 1,000 | 821 | |
8 | American University | 3.672% | 4/1/49 | 400 | 342 | |
Aptiv plc | 2.396% | 2/18/25 | 500 | 478 | ||
Aptiv plc | 4.350% | 3/15/29 | 150 | 142 | ||
Aptiv plc | 3.250% | 3/1/32 | 700 | 595 | ||
Aptiv plc | 4.400% | 10/1/46 | 225 | 177 | ||
Aptiv plc | 5.400% | 3/15/49 | 305 | 279 | ||
Aptiv plc | 3.100% | 12/1/51 | 1,300 | 839 | ||
Aptiv plc | 4.150% | 5/1/52 | 900 | 689 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 762 | 738 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 500 | 500 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 250 | 236 | ||
AutoNation Inc. | 1.950% | 8/1/28 | 2,000 | 1,670 | ||
AutoNation Inc. | 3.850% | 3/1/32 | 750 | 647 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AutoZone Inc. | 3.125% | 7/15/23 | 275 | 274 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 430 | 425 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 748 | 733 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 23 | 23 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 300 | 289 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 700 | 679 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 550 | 519 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 1,400 | 1,329 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 1,158 | 907 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 850 | 838 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 250 | 245 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 900 | 818 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 500 | 405 | ||
8 | Brown University in Providence in the State of Rhode Island & Providence Plant | 2.924% | 9/1/50 | 500 | 399 | |
Brunswick Corp. | 0.850% | 8/18/24 | 500 | 461 | ||
Brunswick Corp. | 2.400% | 8/18/31 | 500 | 370 | ||
Brunswick Corp. | 4.400% | 9/15/32 | 500 | 433 | ||
Brunswick Corp. | 5.100% | 4/1/52 | 500 | 371 | ||
8 | California Endowment | 2.498% | 4/1/51 | 150 | 107 | |
California Institute of Technology | 4.700% | 11/1/11 | 325 | 312 | ||
California Institute of Technology | 3.650% | 9/1/19 | 450 | 336 | ||
Choice Hotels International Inc. | 3.700% | 12/1/29 | 500 | 442 | ||
Claremont Mckenna College | 3.775% | 1/1/22 | 275 | 197 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 325 | 313 | ||
12 | Daimler Finance North America LLC | 0.750% | 3/1/24 | 500 | 476 | |
12 | Daimler Finance North America LLC | 2.625% | 3/10/30 | 1,000 | 876 | |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 605 | 765 | ||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 750 | 722 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 550 | 455 | ||
Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | 600 | 475 | ||
Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | 100 | 66 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 325 | 331 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 700 | 669 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 1,485 | 1,397 | ||
8 | Duke University | 2.682% | 10/1/44 | 300 | 230 | |
8 | Duke University | 2.757% | 10/1/50 | 340 | 252 | |
8 | Duke University | 2.832% | 10/1/55 | 550 | 419 | |
eBay Inc. | 1.900% | 3/11/25 | 1,115 | 1,049 | ||
eBay Inc. | 1.400% | 5/10/26 | 675 | 607 | ||
eBay Inc. | 3.600% | 6/5/27 | 500 | 481 | ||
eBay Inc. | 2.700% | 3/11/30 | 865 | 738 | ||
eBay Inc. | 2.600% | 5/10/31 | 675 | 561 | ||
eBay Inc. | 4.000% | 7/15/42 | 600 | 510 | ||
eBay Inc. | 3.650% | 5/10/51 | 925 | 713 | ||
8 | Emory University | 2.143% | 9/1/30 | 600 | 525 | |
8 | Emory University | 2.969% | 9/1/50 | 150 | 119 | |
8 | Ford Foundation | 2.415% | 6/1/50 | 250 | 174 | |
8 | Ford Foundation | 2.815% | 6/1/70 | 750 | 510 | |
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 600 | 602 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 455 | 449 | ||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 400 | 346 | ||
Fortune Brands Home & Security Inc. | 4.000% | 3/25/32 | 500 | 443 | ||
Fortune Brands Home & Security Inc. | 4.500% | 3/25/52 | 500 | 387 | ||
General Motors Co. | 4.875% | 10/2/23 | 1,955 | 1,974 | ||
General Motors Co. | 5.400% | 10/2/23 | 1,500 | 1,523 | ||
General Motors Co. | 4.000% | 4/1/25 | 425 | 419 | ||
General Motors Co. | 6.125% | 10/1/25 | 3,300 | 3,412 | ||
General Motors Co. | 4.200% | 10/1/27 | 400 | 380 | ||
General Motors Co. | 6.800% | 10/1/27 | 1,800 | 1,893 | ||
General Motors Co. | 5.000% | 10/1/28 | 650 | 630 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
General Motors Co. | 5.000% | 4/1/35 | 1,030 | 923 | ||
General Motors Co. | 6.600% | 4/1/36 | 600 | 608 | ||
General Motors Co. | 5.150% | 4/1/38 | 825 | 722 | ||
General Motors Co. | 6.250% | 10/2/43 | 1,235 | 1,178 | ||
General Motors Co. | 5.200% | 4/1/45 | 1,120 | 943 | ||
General Motors Co. | 6.750% | 4/1/46 | 700 | 706 | ||
General Motors Co. | 5.400% | 4/1/48 | 675 | 591 | ||
General Motors Co. | 5.950% | 4/1/49 | 900 | 837 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 550 | 537 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 1,100 | 1,111 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 750 | 710 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 800 | 794 | ||
General Motors Financial Co. Inc. | 1.200% | 10/15/24 | 680 | 632 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 1,700 | 1,661 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 650 | 641 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 1,014 | 968 | ||
General Motors Financial Co. Inc. | 3.800% | 4/7/25 | 750 | 732 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 1,675 | 1,655 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 500 | 471 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 1,175 | 1,177 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 900 | 787 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 525 | 501 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 1,210 | 1,161 | ||
General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 1,000 | 981 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 1,500 | 1,317 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 500 | 458 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 875 | 740 | ||
General Motors Financial Co. Inc. | 2.400% | 10/15/28 | 365 | 303 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 775 | 773 | ||
General Motors Financial Co. Inc. | 4.300% | 4/6/29 | 2,000 | 1,843 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 1,625 | 1,407 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 500 | 388 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 900 | 712 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 600 | 473 | ||
8 | George Washington University | 4.300% | 9/15/44 | 550 | 513 | |
8 | George Washington University | 4.126% | 9/15/48 | 800 | 734 | |
8 | Georgetown University | 4.315% | 4/1/49 | 378 | 345 | |
8 | Georgetown University | 2.943% | 4/1/50 | 405 | 286 | |
8 | Georgetown University | 5.215% | 10/1/18 | 243 | 231 | |
Harley-Davidson Inc. | 4.625% | 7/28/45 | 500 | 384 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 1,000 | 956 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 725 | 666 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 400 | 410 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 350 | 314 | ||
Home Depot Inc. | 2.700% | 4/15/25 | 750 | 736 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 1,750 | 1,717 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 3,156 | 2,988 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 850 | 724 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 700 | 700 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 2,400 | 2,243 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 3,215 | 2,918 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 1,000 | 806 | ||
Home Depot Inc. | 1.875% | 9/15/31 | 700 | 583 | ||
Home Depot Inc. | 3.250% | 4/15/32 | 925 | 863 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 2,995 | 3,440 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 3,415 | 2,898 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 1,775 | 2,025 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 975 | 912 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 500 | 478 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 1,820 | 1,714 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 900 | 806 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 875 | 854 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 2,350 | 1,832 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 1,000 | 810 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 1,000 | 676 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 2,000 | 1,455 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 1,250 | 1,071 | ||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 775 | 726 | ||
Honda Motor Co. Ltd. | 2.967% | 3/10/32 | 2,275 | 2,042 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 800 | 783 | ||
Hyatt Hotels Corp. | 1.300% | 10/1/23 | 500 | 484 | ||
Hyatt Hotels Corp. | 1.800% | 10/1/24 | 500 | 473 | ||
Hyatt Hotels Corp. | 5.625% | 4/23/25 | 500 | 508 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 350 | 349 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 850 | 802 | ||
Hyatt Hotels Corp. | 6.000% | 4/23/30 | 400 | 402 | ||
JD.com Inc. | 3.875% | 4/29/26 | 400 | 392 | ||
JD.com Inc. | 3.375% | 1/14/30 | 300 | 274 | ||
JD.com Inc. | 4.125% | 1/14/50 | 400 | 310 | ||
8 | Johns Hopkins University | 4.083% | 7/1/53 | 490 | 468 | |
Kohl's Corp. | 3.375% | 5/1/31 | 500 | 433 | ||
Kohl's Corp. | 5.550% | 7/17/45 | 250 | 216 | ||
Lear Corp. | 3.800% | 9/15/27 | 204 | 193 | ||
Lear Corp. | 4.250% | 5/15/29 | 400 | 370 | ||
Lear Corp. | 3.500% | 5/30/30 | 350 | 305 | ||
Lear Corp. | 2.600% | 1/15/32 | 500 | 390 | ||
Lear Corp. | 5.250% | 5/15/49 | 250 | 217 | ||
Lear Corp. | 3.550% | 1/15/52 | 500 | 329 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 550 | 545 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 700 | 661 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 500 | 379 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 100 | 90 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,075 | 997 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 355 | 255 | ||
Lennar Corp. | 4.750% | 11/15/22 | 400 | 400 | ||
Lennar Corp. | 4.500% | 4/30/24 | 3,000 | 2,994 | ||
Lennar Corp. | 4.750% | 5/30/25 | 1,000 | 1,003 | ||
Lennar Corp. | 5.250% | 6/1/26 | 1,500 | 1,513 | ||
Lennar Corp. | 4.750% | 11/29/27 | 1,000 | 974 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 3,300 | 3,317 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 400 | 394 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 1,000 | 1,005 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 975 | 958 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 1,700 | 1,609 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 642 | 610 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 500 | 423 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 925 | 789 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 1,550 | 1,465 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 1,375 | 1,359 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 1,000 | 803 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 800 | 685 | ||
Lowe's Cos. Inc. | 3.750% | 4/1/32 | 2,000 | 1,856 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 525 | 511 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 925 | 670 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 63 | 53 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 1,030 | 827 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 1,650 | 1,382 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 500 | 455 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 500 | 490 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 1,000 | 697 | ||
Lowe's Cos. Inc. | 3.500% | 4/1/51 | 550 | 419 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 1,450 | 1,255 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 2,450 | 2,094 | ||
Magna International Inc. | 3.625% | 6/15/24 | 825 | 820 | ||
Magna International Inc. | 4.150% | 10/1/25 | 300 | 301 | ||
Magna International Inc. | 2.450% | 6/15/30 | 500 | 426 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 525 | 518 | ||
Marriott International Inc. | 3.750% | 10/1/25 | 200 | 196 | ||
8 | Marriott International Inc. | 3.125% | 6/15/26 | 1,809 | 1,721 | |
8 | Marriott International Inc. | 4.650% | 12/1/28 | 2,000 | 1,956 | |
8 | Marriott International Inc. | 4.625% | 6/15/30 | 1,300 | 1,240 | |
8 | Marriott International Inc. | 2.850% | 4/15/31 | 1,200 | 995 | |
8 | Marriott International Inc. | 3.500% | 10/15/32 | 850 | 733 | |
Masco Corp. | 3.500% | 11/15/27 | 100 | 95 | ||
Masco Corp. | 1.500% | 2/15/28 | 500 | 420 | ||
Masco Corp. | 7.750% | 8/1/29 | 94 | 108 | ||
Masco Corp. | 2.000% | 10/1/30 | 500 | 395 | ||
Masco Corp. | 2.000% | 2/15/31 | 500 | 393 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Masco Corp. | 4.500% | 5/15/47 | 725 | 618 | ||
Masco Corp. | 3.125% | 2/15/51 | 500 | 340 | ||
8 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 370 | 301 | |
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 500 | 409 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 860 | 1,018 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 700 | 697 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 200 | 168 | ||
8 | McDonald's Corp. | 3.375% | 5/26/25 | 1,209 | 1,198 | |
8 | McDonald's Corp. | 3.300% | 7/1/25 | 818 | 811 | |
8 | McDonald's Corp. | 3.700% | 1/30/26 | 1,125 | 1,124 | |
8 | McDonald's Corp. | 3.500% | 3/1/27 | 200 | 196 | |
8 | McDonald's Corp. | 3.500% | 7/1/27 | 2,750 | 2,694 | |
8 | McDonald's Corp. | 3.800% | 4/1/28 | 500 | 491 | |
8 | McDonald's Corp. | 2.625% | 9/1/29 | 600 | 538 | |
8 | McDonald's Corp. | 2.125% | 3/1/30 | 600 | 514 | |
8 | McDonald's Corp. | 3.600% | 7/1/30 | 2,175 | 2,071 | |
8 | McDonald's Corp. | 4.700% | 12/9/35 | 675 | 672 | |
8 | McDonald's Corp. | 6.300% | 3/1/38 | 100 | 114 | |
8 | McDonald's Corp. | 5.700% | 2/1/39 | 375 | 406 | |
8 | McDonald's Corp. | 3.700% | 2/15/42 | 725 | 611 | |
8 | McDonald's Corp. | 3.625% | 5/1/43 | 400 | 331 | |
8 | McDonald's Corp. | 4.600% | 5/26/45 | 925 | 874 | |
8 | McDonald's Corp. | 4.875% | 12/9/45 | 1,225 | 1,202 | |
8 | McDonald's Corp. | 4.450% | 3/1/47 | 750 | 698 | |
8 | McDonald's Corp. | 4.450% | 9/1/48 | 900 | 836 | |
8 | McDonald's Corp. | 3.625% | 9/1/49 | 2,000 | 1,640 | |
8 | McDonald's Corp. | 4.200% | 4/1/50 | 1,000 | 899 | |
MDC Holdings Inc. | 2.500% | 1/15/31 | 400 | 296 | ||
MDC Holdings Inc. | 6.000% | 1/15/43 | 500 | 411 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 375 | 335 | ||
NIKE Inc. | 2.400% | 3/27/25 | 650 | 634 | ||
NIKE Inc. | 2.375% | 11/1/26 | 1,000 | 951 | ||
NIKE Inc. | 2.750% | 3/27/27 | 650 | 625 | ||
NIKE Inc. | 2.850% | 3/27/30 | 1,575 | 1,446 | ||
NIKE Inc. | 3.250% | 3/27/40 | 1,050 | 899 | ||
NIKE Inc. | 3.625% | 5/1/43 | 525 | 463 | ||
NIKE Inc. | 3.875% | 11/1/45 | 500 | 459 | ||
NIKE Inc. | 3.375% | 3/27/50 | 1,625 | 1,382 | ||
8 | Northwestern University | 4.643% | 12/1/44 | 350 | 359 | |
8 | Northwestern University | 2.640% | 12/1/50 | 245 | 178 | |
8 | Northwestern University | 3.662% | 12/1/57 | 200 | 173 | |
NVR Inc. | 3.000% | 5/15/30 | 1,250 | 1,073 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 500 | 490 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 1,300 | 1,256 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 350 | 338 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 500 | 395 | ||
Owens Corning | 4.200% | 12/1/24 | 250 | 250 | ||
Owens Corning | 3.400% | 8/15/26 | 500 | 477 | ||
Owens Corning | 3.950% | 8/15/29 | 375 | 348 | ||
Owens Corning | 3.875% | 6/1/30 | 100 | 91 | ||
Owens Corning | 7.000% | 12/1/36 | 18 | 20 | ||
Owens Corning | 4.300% | 7/15/47 | 1,150 | 942 | ||
Owens Corning | 4.400% | 1/30/48 | 525 | 433 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 250 | 268 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 400 | 341 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 725 | 530 | ||
President & Fellows of Harvard College | 3.745% | 11/15/52 | 500 | 471 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 700 | 712 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 975 | 975 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 1,000 | 1,027 | ||
PVH Corp. | 4.625% | 7/10/25 | 500 | 499 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 100 | 100 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 700 | 615 | ||
8 | Rockefeller Foundation | 2.492% | 10/1/50 | 1,000 | 725 | |
Ross Stores Inc. | 4.600% | 4/15/25 | 575 | 581 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 400 | 317 | ||
Sands China Ltd. | 5.400% | 8/8/28 | 300 | 231 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 225 | 220 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 275 | 250 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 400 | 313 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 375 | 368 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 375 | 374 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 1,500 | 1,287 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 300 | 305 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 400 | 398 | ||
8 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 200 | 174 | |
Starbucks Corp. | 3.850% | 10/1/23 | 585 | 589 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 665 | 628 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 500 | 480 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 250 | 244 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 700 | 657 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 600 | 508 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 2,000 | 1,706 | ||
Starbucks Corp. | 3.000% | 2/14/32 | 1,000 | 869 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 200 | 176 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 1,685 | 1,534 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 700 | 526 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 1,000 | 782 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 109 | 105 | ||
Tapestry Inc. | 3.050% | 3/15/32 | 500 | 407 | ||
Thomas Jefferson University | 3.847% | 11/1/57 | 500 | 409 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 750 | 704 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 500 | 425 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 1,000 | 976 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 500 | 403 | ||
TJX Cos. Inc. | 4.500% | 4/15/50 | 500 | 499 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 895 | 899 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 3,000 | 2,863 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 300 | 294 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 1,000 | 911 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 500 | 490 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 400 | 366 | ||
8 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 1,000 | 971 | |
8 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 1,100 | 1,077 | |
8 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 500 | 479 | |
8 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 950 | 941 | |
8 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 775 | 732 | |
Toyota Motor Credit Corp. | 0.625% | 9/13/24 | 700 | 658 | ||
8 | Toyota Motor Credit Corp. | 1.450% | 1/13/25 | 700 | 664 | |
8 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 1,125 | 1,074 | |
8 | Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 100 | 99 | |
Toyota Motor Credit Corp. | 3.950% | 6/30/25 | 500 | 502 | ||
8 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 1,000 | 910 | |
8 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 1,500 | 1,355 | |
8 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 850 | 824 | |
8 | Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 300 | 275 | |
Toyota Motor Credit Corp. | 3.050% | 3/22/27 | 1,000 | 960 | ||
8 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 2,100 | 1,828 | |
8 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 850 | 806 | |
8 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 650 | 578 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 1,450 | 1,409 | ||
Toyota Motor Credit Corp. | 4.450% | 6/29/29 | 750 | 759 | ||
8 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 625 | 541 | |
8 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 1,400 | 1,317 | |
Toyota Motor Credit Corp. | 1.900% | 9/12/31 | 1,000 | 823 | ||
8 | Toyota Motor Credit Corp. | 2.400% | 1/13/32 | 160 | 137 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 400 | 314 | ||
8 | Trustees of Boston College | 3.129% | 7/1/52 | 300 | 228 | |
8 | Trustees of Boston University | 4.061% | 10/1/48 | 220 | 208 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 620 | 726 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Trustees of Princeton University | 2.516% | 7/1/50 | 565 | 421 | |
Trustees of Princeton University | 4.201% | 3/1/52 | 300 | 306 | ||
8 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 325 | 232 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 600 | 584 | ||
8 | University of Chicago | 2.547% | 4/1/50 | 800 | 581 | |
University of Chicago | 3.000% | 10/1/52 | 175 | 137 | ||
8 | University of Chicago | 4.003% | 10/1/53 | 390 | 374 | |
8 | University of Miami | 4.063% | 4/1/52 | 500 | 451 | |
8 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 890 | 791 | |
8 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 325 | 287 | |
8 | University of Southern California | 3.028% | 10/1/39 | 525 | 444 | |
8 | University of Southern California | 3.841% | 10/1/47 | 500 | 462 | |
8 | University of Southern California | 2.945% | 10/1/51 | 1,125 | 876 | |
University of Southern California | 5.250% | 10/1/11 | 275 | 284 | ||
8 | University of Southern California | 3.226% | 10/1/20 | 300 | 197 | |
VF Corp. | 2.400% | 4/23/25 | 600 | 576 | ||
VF Corp. | 2.800% | 4/23/27 | 700 | 655 | ||
VF Corp. | 2.950% | 4/23/30 | 594 | 520 | ||
8 | Washington University | 3.524% | 4/15/54 | 500 | 437 | |
Washington University | 4.349% | 4/15/22 | 350 | 300 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 275 | 277 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 600 | 599 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 888 | 751 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 200 | 172 | ||
8 | William Marsh Rice University | 3.574% | 5/15/45 | 715 | 629 | |
8 | Yale University | 0.873% | 4/15/25 | 325 | 305 | |
8 | Yale University | 1.482% | 4/15/30 | 325 | 275 | |
8 | Yale University | 2.402% | 4/15/50 | 500 | 356 | |
329,458 | ||||||
Consumer Staples (0.7%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 425 | 474 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 1,092 | 1,094 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 550 | 548 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 1,275 | 1,202 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 1,200 | 1,175 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 350 | 320 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 1,525 | 1,445 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 775 | 660 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 1,000 | 753 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 1,175 | 1,072 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 1,100 | 731 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 710 | 522 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 675 | 500 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 2,075 | 1,788 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 1,900 | 1,280 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 1,245 | 1,093 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 1,010 | 726 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 2,000 | 1,286 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 416 | 388 | ||
8 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 4,177 | 4,114 | |
8 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 5,820 | 5,587 | |
8 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 10,182 | 9,603 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 850 | 815 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 1,000 | 827 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 675 | 610 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 2,275 | 2,128 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 3,929 | 3,880 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 2,580 | 2,629 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 3,700 | 3,467 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 1,225 | 1,121 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 735 | 952 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 2,030 | 2,062 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 1,000 | 896 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 1,660 | 1,582 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 1,275 | 1,039 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 2,575 | 2,319 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 787 | 692 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 1,600 | 1,635 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 1,450 | 1,303 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 2,200 | 1,984 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 2,025 | 1,775 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 1,649 | 1,579 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 675 | 635 | ||
Archer-Daniels-Midland Co. | 2.900% | 3/1/32 | 353 | 319 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 280 | 314 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 300 | 271 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 525 | 524 | ||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 500 | 367 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 300 | 301 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 750 | 627 | ||
BAT Capital Corp. | 2.764% | 8/15/22 | 1,135 | 1,135 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 1,350 | 1,313 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 3,750 | 3,666 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 3,525 | 3,228 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 1,425 | 1,193 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 200 | 171 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 500 | 464 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 1,750 | 1,378 | ||
BAT Capital Corp. | 4.742% | 3/16/32 | 1,000 | 890 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 775 | 616 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 1,000 | 704 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 2,025 | 1,488 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 1,725 | 1,420 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 925 | 629 | ||
BAT Capital Corp. | 5.650% | 3/16/52 | 1,000 | 855 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 750 | 665 | ||
Beam Suntory Inc. | 3.250% | 6/15/23 | 50 | 50 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 350 | 350 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 395 | 364 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 1,293 | 1,229 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 500 | 481 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 1,000 | 825 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 300 | 300 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 700 | 688 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 625 | 612 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 400 | 338 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 550 | 513 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 525 | 373 | ||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 100 | 100 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 350 | 335 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 325 | 284 | ||
Church & Dwight Co. Inc. | 5.000% | 6/15/52 | 500 | 512 | ||
Clorox Co. | 3.100% | 10/1/27 | 650 | 621 | ||
Clorox Co. | 3.900% | 5/15/28 | 400 | 392 | ||
Clorox Co. | 1.800% | 5/15/30 | 1,100 | 899 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 775 | 757 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 1,250 | 1,239 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 2,088 | 2,036 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 100 | 91 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Coca-Cola Co. | 1.500% | 3/5/28 | 500 | 444 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 821 | 708 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 500 | 446 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 900 | 873 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 2,125 | 1,801 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 1,250 | 1,018 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 1,000 | 871 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 350 | 334 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 1,300 | 1,022 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 525 | 513 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 1,150 | 858 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 1,000 | 807 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 2,225 | 1,620 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 600 | 432 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 350 | 348 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 600 | 539 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 500 | 390 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 650 | 651 | ||
8 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 825 | 826 | |
8 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 550 | 509 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 750 | 754 | ||
Conagra Brands Inc. | 0.500% | 8/11/23 | 500 | 482 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 625 | 627 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 1,038 | 1,043 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 100 | 108 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 250 | 292 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 500 | 472 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 375 | 380 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 400 | 402 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 500 | 508 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 2,919 | 2,843 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 450 | 432 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 1,700 | 1,612 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 250 | 247 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 625 | 563 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 1,275 | 1,108 | ||
Constellation Brands Inc. | 2.250% | 8/1/31 | 700 | 567 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 1,175 | 1,044 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 275 | 232 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 1,075 | 1,061 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 275 | 219 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 1,075 | 1,067 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 800 | 779 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 3,970 | 3,563 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 1,000 | 844 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 5,550 | 4,568 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 475 | 619 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 1,100 | 1,062 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 550 | 514 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 800 | 709 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 1,000 | 854 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 675 | 563 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 250 | 280 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 400 | 357 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 325 | 414 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 500 | 501 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 550 | 540 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 400 | 390 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 900 | 829 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 460 | 386 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 1,450 | 1,445 | ||
Dollar Tree Inc. | 3.375% | 12/1/51 | 500 | 355 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 2,062 | 2,003 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 525 | 467 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 600 | 538 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 500 | 422 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 150 | 172 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 375 | 353 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 450 | 357 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Flowers Foods Inc. | 3.500% | 10/1/26 | 350 | 336 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 1,000 | 819 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 551 | 497 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 2,150 | 1,664 | ||
General Mills Inc. | 3.650% | 2/15/24 | 325 | 327 | ||
General Mills Inc. | 4.200% | 4/17/28 | 1,100 | 1,090 | ||
General Mills Inc. | 2.875% | 4/15/30 | 550 | 486 | ||
General Mills Inc. | 2.250% | 10/14/31 | 750 | 615 | ||
General Mills Inc. | 3.000% | 2/1/51 | 598 | 434 | ||
12 | GSK Consumer Healthcare Capital US LLC | 3.024% | 3/24/24 | 750 | 740 | |
12 | GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/27 | 2,500 | 2,392 | |
12 | GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/29 | 500 | 467 | |
12 | GSK Consumer Healthcare Capital US LLC | 3.625% | 3/24/32 | 5,000 | 4,614 | |
Hershey Co. | 2.625% | 5/1/23 | 250 | 249 | ||
Hershey Co. | 2.050% | 11/15/24 | 246 | 239 | ||
Hershey Co. | 0.900% | 6/1/25 | 175 | 162 | ||
Hershey Co. | 3.200% | 8/21/25 | 455 | 450 | ||
Hershey Co. | 3.125% | 11/15/49 | 275 | 217 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 750 | 714 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 500 | 442 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 775 | 650 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 750 | 573 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 400 | 382 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 600 | 521 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 700 | 690 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 300 | 286 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 350 | 297 | ||
J M Smucker Co. | 2.125% | 3/15/32 | 500 | 402 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 400 | 368 | ||
J M Smucker Co. | 2.750% | 9/15/41 | 250 | 175 | ||
J M Smucker Co. | 4.375% | 3/15/45 | 100 | 87 | ||
Kellogg Co. | 2.650% | 12/1/23 | 209 | 207 | ||
Kellogg Co. | 3.250% | 4/1/26 | 950 | 923 | ||
Kellogg Co. | 3.400% | 11/15/27 | 950 | 907 | ||
Kellogg Co. | 4.300% | 5/15/28 | 425 | 424 | ||
Kellogg Co. | 2.100% | 6/1/30 | 500 | 414 | ||
8 | Kellogg Co. | 7.450% | 4/1/31 | 500 | 578 | |
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 1,350 | 1,347 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 209 | 211 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 250 | 244 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 325 | 302 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 375 | 358 | ||
Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | 1,000 | 955 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 2,575 | 2,303 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 500 | 411 | ||
Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | 1,000 | 936 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 1,000 | 883 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 325 | 288 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 575 | 456 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 500 | 371 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 1,500 | 1,321 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 100 | 98 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 350 | 340 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 600 | 524 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 100 | 100 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 575 | 548 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 560 | 526 | ||
Kimberly-Clark Corp. | 2.000% | 11/2/31 | 500 | 420 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 700 | 736 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 325 | 261 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 550 | 489 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 415 | 314 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 153 | 160 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 1,850 | 1,748 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kraft Heinz Foods Co. | 3.875% | 5/15/27 | 1,200 | 1,161 | ||
Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 750 | 693 | ||
Kraft Heinz Foods Co. | 4.250% | 3/1/31 | 1,000 | 951 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 400 | 440 | ||
Kraft Heinz Foods Co. | 6.500% | 2/9/40 | 750 | 802 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 2,300 | 2,133 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 5,175 | 4,311 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 1,450 | 1,282 | ||
Kraft Heinz Foods Co. | 5.500% | 6/1/50 | 1,000 | 960 | ||
Kroger Co. | 3.850% | 8/1/23 | 325 | 326 | ||
Kroger Co. | 4.000% | 2/1/24 | 400 | 402 | ||
Kroger Co. | 3.500% | 2/1/26 | 500 | 492 | ||
Kroger Co. | 2.650% | 10/15/26 | 500 | 468 | ||
Kroger Co. | 4.500% | 1/15/29 | 500 | 497 | ||
8 | Kroger Co. | 7.700% | 6/1/29 | 200 | 235 | |
Kroger Co. | 8.000% | 9/15/29 | 750 | 896 | ||
Kroger Co. | 2.200% | 5/1/30 | 1,250 | 1,054 | ||
Kroger Co. | 1.700% | 1/15/31 | 1,250 | 994 | ||
Kroger Co. | 6.900% | 4/15/38 | 300 | 349 | ||
Kroger Co. | 5.400% | 7/15/40 | 250 | 252 | ||
Kroger Co. | 5.000% | 4/15/42 | 650 | 628 | ||
Kroger Co. | 5.150% | 8/1/43 | 350 | 343 | ||
Kroger Co. | 4.450% | 2/1/47 | 679 | 615 | ||
Kroger Co. | 4.650% | 1/15/48 | 925 | 860 | ||
Kroger Co. | 3.950% | 1/15/50 | 700 | 592 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 600 | 589 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 700 | 668 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 2,300 | 1,965 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 500 | 397 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 75 | 68 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 1,235 | 1,243 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 640 | 714 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 750 | 727 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 1,650 | 1,551 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 1,150 | 1,054 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 2,485 | 2,035 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 400 | 374 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 700 | 655 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 896 | 787 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 1,250 | 981 | ||
Mondelez International Inc. | 3.000% | 3/17/32 | 250 | 219 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 500 | 389 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 1,000 | 678 | ||
PepsiCo Inc. | 0.400% | 10/7/23 | 500 | 485 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 1,675 | 1,685 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 1,495 | 1,455 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 1,725 | 1,699 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 1,425 | 1,431 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 575 | 565 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 375 | 359 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 1,225 | 1,193 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 1,225 | 1,128 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 1,725 | 1,463 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 750 | 616 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 1,325 | 1,182 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 1,000 | 786 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 541 | 507 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 725 | 643 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 475 | 452 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 1,650 | 1,666 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 1,675 | 1,442 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 850 | 727 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 875 | 695 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 785 | 712 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 300 | 279 | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 550 | 550 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 1,600 | 1,598 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 940 | 944 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 1,000 | 988 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Philip Morris International Inc. | 1.500% | 5/1/25 | 950 | 889 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 675 | 664 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 1,255 | 1,199 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 500 | 443 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 425 | 399 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 400 | 366 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 600 | 541 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 1,575 | 1,287 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 500 | 388 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 575 | 603 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 1,175 | 981 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 550 | 469 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 75 | 59 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 875 | 705 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 530 | 473 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 1,025 | 1,030 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 800 | 736 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 800 | 770 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 4,000 | 3,873 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 2,055 | 1,939 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 625 | 511 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 625 | 721 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 1,294 | 1,176 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 413 | 367 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 806 | 738 | ||
Reynolds American Inc. | 4.850% | 9/15/23 | 250 | 252 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 4,231 | 4,215 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 1,075 | 1,002 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 325 | 339 | ||
8 | Reynolds American Inc. | 8.125% | 5/1/40 | 400 | 449 | |
8 | Reynolds American Inc. | 7.000% | 8/4/41 | 150 | 151 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 400 | 364 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 1,985 | 1,670 | ||
Sysco Corp. | 3.750% | 10/1/25 | 1,086 | 1,082 | ||
Sysco Corp. | 3.300% | 7/15/26 | 975 | 944 | ||
Sysco Corp. | 3.250% | 7/15/27 | 925 | 881 | ||
Sysco Corp. | 5.950% | 4/1/30 | 564 | 602 | ||
Sysco Corp. | 2.450% | 12/14/31 | 500 | 416 | ||
Sysco Corp. | 6.600% | 4/1/40 | 735 | 842 | ||
Sysco Corp. | 4.850% | 10/1/45 | 125 | 116 | ||
Sysco Corp. | 4.500% | 4/1/46 | 950 | 844 | ||
Sysco Corp. | 4.450% | 3/15/48 | 700 | 611 | ||
Sysco Corp. | 3.300% | 2/15/50 | 425 | 317 | ||
Sysco Corp. | 6.600% | 4/1/50 | 950 | 1,095 | ||
Sysco Corp. | 3.150% | 12/14/51 | 600 | 430 | ||
Target Corp. | 3.500% | 7/1/24 | 877 | 880 | ||
Target Corp. | 2.250% | 4/15/25 | 500 | 483 | ||
Target Corp. | 2.500% | 4/15/26 | 1,075 | 1,032 | ||
Target Corp. | 1.950% | 1/15/27 | 600 | 557 | ||
Target Corp. | 3.375% | 4/15/29 | 850 | 818 | ||
Target Corp. | 2.350% | 2/15/30 | 500 | 442 | ||
Target Corp. | 2.650% | 9/15/30 | 1,750 | 1,571 | ||
Target Corp. | 6.500% | 10/15/37 | 450 | 533 | ||
Target Corp. | 7.000% | 1/15/38 | 300 | 373 | ||
Target Corp. | 4.000% | 7/1/42 | 500 | 462 | ||
Target Corp. | 3.625% | 4/15/46 | 500 | 430 | ||
Target Corp. | 2.950% | 1/15/52 | 1,000 | 756 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 4,525 | 4,513 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 580 | 574 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 1,125 | 1,079 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 1,145 | 1,131 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 425 | 428 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 550 | 545 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 1,700 | 1,713 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 500 | 484 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 2,600 | 2,601 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 1,150 | 1,133 | ||
Unilever Capital Corp. | 0.626% | 8/12/24 | 500 | 472 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 250 | 249 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Unilever Capital Corp. | 3.100% | 7/30/25 | 550 | 544 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 550 | 518 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 1,575 | 1,387 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 500 | 406 | ||
Unilever Capital Corp. | 1.750% | 8/12/31 | 500 | 412 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 800 | 910 | ||
8 | Unilever Capital Corp. | 2.625% | 8/12/51 | 500 | 362 | |
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 1,525 | 1,515 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 1,475 | 1,432 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 1,200 | 1,060 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 1,205 | 1,060 | ||
Walmart Inc. | 2.350% | 12/15/22 | 975 | 974 | ||
Walmart Inc. | 3.300% | 4/22/24 | 1,225 | 1,229 | ||
Walmart Inc. | 2.850% | 7/8/24 | 1,150 | 1,144 | ||
Walmart Inc. | 2.650% | 12/15/24 | 875 | 865 | ||
Walmart Inc. | 3.550% | 6/26/25 | 1,275 | 1,287 | ||
Walmart Inc. | 3.050% | 7/8/26 | 1,700 | 1,684 | ||
Walmart Inc. | 1.050% | 9/17/26 | 462 | 421 | ||
Walmart Inc. | 1.500% | 9/22/28 | 675 | 592 | ||
Walmart Inc. | 3.250% | 7/8/29 | 1,633 | 1,573 | ||
Walmart Inc. | 2.375% | 9/24/29 | 175 | 159 | ||
Walmart Inc. | 1.800% | 9/22/31 | 462 | 393 | ||
Walmart Inc. | 5.250% | 9/1/35 | 820 | 912 | ||
Walmart Inc. | 6.200% | 4/15/38 | 570 | 695 | ||
Walmart Inc. | 3.950% | 6/28/38 | 2,175 | 2,105 | ||
Walmart Inc. | 5.625% | 4/1/40 | 312 | 358 | ||
Walmart Inc. | 5.000% | 10/25/40 | 235 | 251 | ||
Walmart Inc. | 4.000% | 4/11/43 | 1,920 | 1,812 | ||
Walmart Inc. | 4.300% | 4/22/44 | 700 | 678 | ||
Walmart Inc. | 3.625% | 12/15/47 | 1,300 | 1,154 | ||
Walmart Inc. | 4.050% | 6/29/48 | 1,256 | 1,222 | ||
Walmart Inc. | 2.950% | 9/24/49 | 720 | 581 | ||
Walmart Inc. | 2.650% | 9/22/51 | 700 | 527 | ||
356,173 | ||||||
Energy (0.8%) | ||||||
Baker Hughes Holdings LLC | 1.231% | 12/15/23 | 600 | 583 | ||
Baker Hughes Holdings LLC | 2.061% | 12/15/26 | 500 | 459 | ||
Baker Hughes Holdings LLC | 3.337% | 12/15/27 | 1,050 | 993 | ||
Baker Hughes Holdings LLC | 3.138% | 11/7/29 | 650 | 588 | ||
Baker Hughes Holdings LLC | 4.486% | 5/1/30 | 400 | 395 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 1,020 | 999 | ||
Baker Hughes Holdings LLC | 4.080% | 12/15/47 | 1,269 | 1,073 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 945 | 952 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 425 | 440 | ||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 100 | 97 | ||
Boardwalk Pipelines LP | 3.600% | 9/1/32 | 500 | 424 | ||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 2,000 | 2,009 | ||
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 1,080 | 1,068 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 1,614 | 1,619 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 800 | 785 | ||
8 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 2,800 | 2,709 | |
8 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 1,800 | 1,718 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 1,800 | 1,759 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 2,600 | 2,461 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 900 | 740 | ||
BP Capital Markets America Inc. | 2.721% | 1/12/32 | 900 | 775 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 1,000 | 779 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 2,200 | 1,601 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 1,450 | 1,009 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 1,900 | 1,358 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 1,200 | 867 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 1,900 | 1,408 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 2,135 | 2,045 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 685 | 664 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 600 | 723 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 400 | 397 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 500 | 495 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 400 | 375 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 2,000 | 1,921 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 1,500 | 1,317 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 475 | 539 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 400 | 433 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 700 | 711 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 700 | 748 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 1,000 | 1,059 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 325 | 359 | ||
8 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 90 | 86 | |
Cenovus Energy Inc. | 5.375% | 7/15/25 | 1,106 | 1,139 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 1,700 | 1,668 | ||
Cenovus Energy Inc. | 4.400% | 4/15/29 | 575 | 554 | ||
Cenovus Energy Inc. | 2.650% | 1/15/32 | 450 | 373 | ||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 1,000 | 974 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 300 | 330 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 1,525 | 1,624 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 925 | 891 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 700 | 532 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 1,200 | 1,245 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 1,750 | 1,791 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 2,250 | 2,260 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 1,150 | 1,055 | ||
Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | 600 | 466 | ||
Chevron Corp. | 2.895% | 3/3/24 | 200 | 199 | ||
Chevron Corp. | 1.554% | 5/11/25 | 3,150 | 2,987 | ||
Chevron Corp. | 3.326% | 11/17/25 | 200 | 199 | ||
Chevron Corp. | 1.995% | 5/11/27 | 500 | 461 | ||
Chevron Corp. | 2.236% | 5/11/30 | 2,200 | 1,936 | ||
Chevron Corp. | 3.078% | 5/11/50 | 900 | 717 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 500 | 499 | ||
Chevron USA Inc. | 0.426% | 8/11/23 | 500 | 486 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 500 | 460 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 500 | 437 | ||
Chevron USA Inc. | 3.850% | 1/15/28 | 450 | 448 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 1,000 | 947 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 450 | 479 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 500 | 346 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 1,300 | 1,146 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 600 | 440 | ||
CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | 200 | 203 | ||
CNOOC Finance 2014 ULC | 4.875% | 4/30/44 | 200 | 189 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 1,125 | 1,148 | ||
CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | 800 | 988 | ||
CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | 500 | 527 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 1,175 | 1,307 | ||
CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | 400 | 488 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 1,045 | 1,055 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 672 | 692 | ||
ConocoPhillips | 4.300% | 8/15/28 | 500 | 506 | ||
ConocoPhillips | 2.400% | 2/15/31 | 500 | 429 | ||
ConocoPhillips | 5.900% | 10/15/32 | 400 | 440 | ||
ConocoPhillips | 5.900% | 5/15/38 | 1,255 | 1,388 | ||
ConocoPhillips | 6.500% | 2/1/39 | 975 | 1,145 | ||
ConocoPhillips | 4.875% | 10/1/47 | 777 | 767 | ||
ConocoPhillips Co. | 2.125% | 3/8/24 | 750 | 735 | ||
ConocoPhillips Co. | 3.350% | 11/15/24 | 200 | 199 | ||
ConocoPhillips Co. | 2.400% | 3/7/25 | 500 | 482 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 656 | 750 | ||
12 | ConocoPhillips Co. | 3.758% | 3/15/42 | 719 | 629 | |
ConocoPhillips Co. | 4.300% | 11/15/44 | 750 | 689 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 500 | 429 | ||
12 | ConocoPhillips Co. | 4.025% | 3/15/62 | 1,675 | 1,431 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Continental Resources Inc. | 4.375% | 1/15/28 | 600 | 564 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 250 | 197 | ||
12 | Coterra Energy Inc. | 4.375% | 6/1/24 | 700 | 700 | |
12 | Coterra Energy Inc. | 3.900% | 5/15/27 | 700 | 673 | |
12 | Coterra Energy Inc. | 4.375% | 3/15/29 | 600 | 588 | |
Devon Energy Corp. | 5.250% | 9/15/24 | 600 | 613 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 300 | 312 | ||
Devon Energy Corp. | 5.250% | 10/15/27 | 360 | 362 | ||
Devon Energy Corp. | 5.875% | 6/15/28 | 260 | 264 | ||
Devon Energy Corp. | 4.500% | 1/15/30 | 518 | 488 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 590 | 691 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 245 | 289 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 1,310 | 1,300 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 600 | 542 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 700 | 650 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 700 | 683 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 1,100 | 1,008 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 875 | 762 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 500 | 427 | ||
Diamondback Energy Inc. | 4.250% | 3/15/52 | 700 | 581 | ||
12 | Eastern Gas Transmission & Storage Inc. | 3.600% | 12/15/24 | 83 | 83 | |
12 | Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 1,000 | 905 | |
12 | Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | 325 | 304 | |
12 | Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 400 | 368 | |
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 1,439 | 1,504 | ||
8 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 300 | 353 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 575 | 573 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 1,300 | 1,556 | ||
Enbridge Inc. | 0.550% | 10/4/23 | 500 | 481 | ||
Enbridge Inc. | 2.150% | 2/16/24 | 250 | 243 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 500 | 494 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 715 | 688 | ||
Enbridge Inc. | 2.500% | 2/14/25 | 250 | 240 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 500 | 445 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 1,000 | 989 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 800 | 767 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 825 | 747 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 900 | 728 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 925 | 809 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 300 | 309 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 325 | 272 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 1,000 | 755 | ||
8 | Energy Transfer LP | 4.200% | 9/15/23 | 300 | 300 | |
Energy Transfer LP | 4.500% | 11/1/23 | 475 | 477 | ||
Energy Transfer LP | 4.250% | 4/1/24 | 900 | 897 | ||
Energy Transfer LP | 3.900% | 5/15/24 | 625 | 618 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 2,091 | 2,060 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 375 | 357 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 1,878 | 1,942 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 300 | 299 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 800 | 772 | ||
8 | Energy Transfer LP | 5.500% | 6/1/27 | 1,000 | 1,015 | |
Energy Transfer LP | 4.950% | 5/15/28 | 800 | 783 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 1,300 | 1,288 | ||
Energy Transfer LP | 4.150% | 9/15/29 | 550 | 502 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 1,775 | 1,598 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 250 | 225 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 350 | 352 | ||
8 | Energy Transfer LP | 5.800% | 6/15/38 | 1,080 | 1,014 | |
Energy Transfer LP | 7.500% | 7/1/38 | 800 | 863 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 875 | 850 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 300 | 301 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 425 | 364 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 950 | 823 | ||
Energy Transfer LP | 5.000% | 5/15/44 | 450 | 377 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Energy Transfer LP | 5.150% | 3/15/45 | 150 | 128 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 1,525 | 1,334 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 1,050 | 1,006 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 1,705 | 1,476 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 700 | 616 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 1,350 | 1,269 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 1,200 | 1,164 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 1,900 | 1,617 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 750 | 749 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 825 | 817 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 400 | 393 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 2,300 | 2,071 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 1,226 | 1,074 | ||
8 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,375 | 1,577 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 300 | 356 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 470 | 491 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 850 | 783 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 1,000 | 873 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,780 | 1,617 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 982 | 924 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 500 | 460 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 1,550 | 1,306 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 1,000 | 908 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 1,100 | 918 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 1,000 | 781 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 500 | 359 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 950 | 693 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 300 | 274 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 1,600 | 1,260 | ||
8 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 400 | 336 | |
8 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 1,225 | 973 | |
EOG Resources Inc. | 4.150% | 1/15/26 | 600 | 605 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 1,000 | 1,005 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 700 | 724 | ||
EQT Corp. | 6.625% | 2/1/25 | 600 | 619 | ||
12 | EQT Corp. | 3.125% | 5/15/26 | 550 | 516 | |
EQT Corp. | 3.900% | 10/1/27 | 300 | 280 | ||
EQT Corp. | 5.000% | 1/15/29 | 1,200 | 1,162 | ||
EQT Corp. | 7.500% | 2/1/30 | 1,000 | 1,075 | ||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 2,000 | 2,000 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 5,775 | 5,691 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 1,350 | 1,325 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 400 | 380 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 1,100 | 1,083 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 1,000 | 899 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 1,425 | 1,366 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 1,875 | 1,685 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 3,965 | 3,240 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 3,550 | 3,352 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 750 | 635 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 1,000 | 914 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 1,269 | 989 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 2,300 | 2,172 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 2,600 | 2,135 | ||
Halliburton Co. | 3.500% | 8/1/23 | 50 | 50 | ||
Halliburton Co. | 3.800% | 11/15/25 | 354 | 350 | ||
Halliburton Co. | 2.920% | 3/1/30 | 900 | 797 | ||
Halliburton Co. | 4.850% | 11/15/35 | 1,000 | 959 | ||
Halliburton Co. | 6.700% | 9/15/38 | 1,070 | 1,175 | ||
Halliburton Co. | 4.500% | 11/15/41 | 675 | 590 | ||
Halliburton Co. | 4.750% | 8/1/43 | 725 | 645 | ||
Halliburton Co. | 5.000% | 11/15/45 | 1,409 | 1,293 | ||
Helmerich & Payne Inc. | 2.900% | 9/29/31 | 565 | 484 | ||
Hess Corp. | 3.500% | 7/15/24 | 245 | 241 | ||
Hess Corp. | 4.300% | 4/1/27 | 1,000 | 975 | ||
Hess Corp. | 7.300% | 8/15/31 | 485 | 543 | ||
Hess Corp. | 7.125% | 3/15/33 | 415 | 462 | ||
Hess Corp. | 6.000% | 1/15/40 | 722 | 740 | ||
Hess Corp. | 5.600% | 2/15/41 | 1,100 | 1,072 | ||
Hess Corp. | 5.800% | 4/1/47 | 500 | 501 | ||
12 | HF Sinclair Corp. | 2.625% | 10/1/23 | 400 | 389 | |
12 | HF Sinclair Corp. | 5.875% | 4/1/26 | 860 | 869 | |
12 | HF Sinclair Corp. | 4.500% | 10/1/30 | 900 | 818 | |
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 465 | 463 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 1,625 | 1,628 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 850 | 850 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 175 | 196 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 300 | 304 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 400 | 424 | ||
8 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 335 | 361 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,625 | 1,666 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,290 | 1,341 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 300 | 335 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 1,822 | 1,544 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 500 | 438 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 500 | 468 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 817 | 815 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 500 | 443 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 1,080 | 1,052 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 500 | 400 | ||
8 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 330 | 383 | |
8 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 1,025 | 1,196 | |
Kinder Morgan Inc. | 5.300% | 12/1/34 | 1,325 | 1,290 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 1,375 | 1,299 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 200 | 179 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 500 | 348 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 1,025 | 753 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 450 | 459 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 1,000 | 884 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 350 | 324 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 300 | 253 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 725 | 598 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 200 | 179 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 625 | 493 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 1,350 | 1,319 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 530 | 575 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Marathon Oil Corp. | 6.600% | 10/1/37 | 650 | 689 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 200 | 183 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 1,000 | 1,013 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 1,035 | 1,062 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 1,150 | 1,088 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 1,075 | 1,170 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 200 | 177 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 900 | 759 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 325 | 289 | ||
MPLX LP | 4.500% | 7/15/23 | 1,300 | 1,303 | ||
MPLX LP | 4.875% | 12/1/24 | 838 | 844 | ||
MPLX LP | 4.875% | 6/1/25 | 3,085 | 3,102 | ||
MPLX LP | 1.750% | 3/1/26 | 600 | 541 | ||
MPLX LP | 4.250% | 12/1/27 | 1,010 | 973 | ||
MPLX LP | 4.000% | 3/15/28 | 950 | 901 | ||
MPLX LP | 4.800% | 2/15/29 | 500 | 492 | ||
MPLX LP | 2.650% | 8/15/30 | 3,000 | 2,505 | ||
MPLX LP | 4.500% | 4/15/38 | 1,575 | 1,381 | ||
MPLX LP | 5.200% | 3/1/47 | 1,950 | 1,764 | ||
MPLX LP | 5.200% | 12/1/47 | 500 | 449 | ||
MPLX LP | 4.700% | 4/15/48 | 1,200 | 1,008 | ||
MPLX LP | 5.500% | 2/15/49 | 1,775 | 1,649 | ||
NOV Inc. | 3.600% | 12/1/29 | 500 | 449 | ||
NOV Inc. | 3.950% | 12/1/42 | 800 | 586 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 1,425 | 1,473 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 200 | 194 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 1,000 | 1,036 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 1,150 | 1,108 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 800 | 773 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 1,810 | 1,597 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 1,000 | 860 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 1,000 | 1,045 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 775 | 658 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 650 | 576 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 800 | 641 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 400 | 319 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 450 | 454 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 360 | 366 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 300 | 307 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 1,340 | 1,279 | ||
Ovintiv Exploration Inc. | 5.375% | 1/1/26 | 100 | 101 | ||
Ovintiv Inc. | 7.375% | 11/1/31 | 450 | 497 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 700 | 728 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 1,000 | 1,045 | ||
Ovintiv Inc. | 6.500% | 2/1/38 | 500 | 519 | ||
Phillips 66 | 0.900% | 2/15/24 | 1,000 | 954 | ||
Phillips 66 | 3.850% | 4/9/25 | 600 | 597 | ||
Phillips 66 | 1.300% | 2/15/26 | 500 | 450 | ||
Phillips 66 | 3.900% | 3/15/28 | 600 | 583 | ||
Phillips 66 | 2.150% | 12/15/30 | 800 | 653 | ||
Phillips 66 | 4.650% | 11/15/34 | 1,000 | 970 | ||
Phillips 66 | 4.875% | 11/15/44 | 1,750 | 1,695 | ||
Phillips 66 | 3.300% | 3/15/52 | 900 | 671 | ||
12 | Phillips 66 Co. | 2.450% | 12/15/24 | 250 | 239 | |
12 | Phillips 66 Co. | 3.605% | 2/15/25 | 600 | 593 | |
12 | Phillips 66 Co. | 3.550% | 10/1/26 | 425 | 413 | |
12 | Phillips 66 Co. | 3.750% | 3/1/28 | 400 | 380 | |
12 | Phillips 66 Co. | 3.150% | 12/15/29 | 250 | 224 | |
12 | Phillips 66 Co. | 4.680% | 2/15/45 | 1,080 | 994 | |
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 500 | 447 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 1,025 | 837 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 975 | 803 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 2,155 | 2,110 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 600 | 596 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 350 | 344 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 1,200 | 1,059 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 525 | 465 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 500 | 499 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 500 | 416 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 500 | 396 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 500 | 403 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 1,470 | 1,499 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 3,225 | 3,295 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 1,200 | 1,240 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 1,600 | 1,607 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 1,200 | 1,154 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 2,500 | 2,402 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 600 | 558 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 1,190 | 1,195 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 1,300 | 1,143 | ||
Shell International Finance BV | 0.375% | 9/15/23 | 500 | 484 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 925 | 899 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 2,625 | 2,599 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 1,300 | 1,258 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 505 | 480 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 1,300 | 1,283 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 1,450 | 1,281 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 2,405 | 2,172 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 3,125 | 2,980 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 1,320 | 1,537 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 700 | 752 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 500 | 387 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 525 | 446 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 1,100 | 1,045 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 2,900 | 2,699 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 2,000 | 1,771 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 1,400 | 1,078 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 1,735 | 1,370 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 950 | 709 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 800 | 807 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 1,666 | 1,632 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 950 | 905 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 400 | 415 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 220 | 191 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 500 | 566 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 450 | 447 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 700 | 730 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 700 | 785 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 2,090 | 2,297 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 700 | 597 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 700 | 567 | ||
Targa Resources Corp. | 4.200% | 2/1/33 | 700 | 634 | ||
Targa Resources Corp. | 4.950% | 4/15/52 | 700 | 602 | ||
Targa Resources Partners LP | 6.500% | 7/15/27 | 300 | 307 | ||
Targa Resources Partners LP | 5.000% | 1/15/28 | 600 | 573 | ||
Targa Resources Partners LP | 6.875% | 1/15/29 | 600 | 612 | ||
Targa Resources Partners LP | 5.500% | 3/1/30 | 900 | 857 | ||
Targa Resources Partners LP | 4.875% | 2/1/31 | 900 | 821 | ||
Targa Resources Partners LP | 4.000% | 1/15/32 | 940 | 806 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 200 | 196 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 260 | 279 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 500 | 543 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 1,025 | 1,017 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 975 | 978 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 700 | 680 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 925 | 882 | ||
TotalEnergies Capital International SA | 2.829% | 1/10/30 | 1,900 | 1,722 | ||
TotalEnergies Capital International SA | 2.986% | 6/29/41 | 625 | 494 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 500 | 403 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 2,300 | 1,761 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 500 | 383 | ||
TotalEnergies Capital SA | 3.883% | 10/11/28 | 775 | 764 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 500 | 500 | ||
TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | 800 | 747 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 1,700 | 1,654 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 1,900 | 1,816 | ||
TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | 700 | 582 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 1,900 | 1,824 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 800 | 820 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 625 | 653 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 1,650 | 1,794 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 500 | 475 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 600 | 711 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 830 | 896 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 850 | 809 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 1,800 | 1,725 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 300 | 291 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 1,000 | 898 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 400 | 365 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 500 | 415 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 517 | 461 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 460 | 447 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 1,000 | 944 | ||
Valero Energy Corp. | 2.800% | 12/1/31 | 400 | 335 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 850 | 980 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 1,355 | 1,472 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 875 | 655 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 400 | 394 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 560 | 563 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 2,500 | 2,523 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 1,775 | 1,755 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 1,125 | 1,108 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 1,325 | 1,267 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 2,100 | 1,891 | ||
Williams Cos. Inc. | 2.600% | 3/15/31 | 1,000 | 838 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 990 | 1,051 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 925 | 922 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 800 | 763 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 600 | 602 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 725 | 649 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 900 | 839 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 475 | 430 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 400 | 298 | ||
387,779 | ||||||
Financials (3.2%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 75 | 96 | ||
8 | Aegon NV | 5.500% | 4/11/48 | 585 | 562 | |
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 250 | 248 | ||
AerCap Ireland Capital DAC | 1.150% | 10/29/23 | 1,500 | 1,432 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 500 | 486 | ||
AerCap Ireland Capital DAC | 1.650% | 10/29/24 | 3,500 | 3,236 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 3,763 | 3,847 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 500 | 484 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 500 | 436 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 3,000 | 2,870 | ||
AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 3,500 | 3,047 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 875 | 792 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 500 | 471 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 1,000 | 901 | ||
AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 4,000 | 3,365 | ||
AerCap Ireland Capital DAC | 3.300% | 1/30/32 | 4,000 | 3,188 | ||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 3,000 | 2,158 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 350 | 352 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 725 | 716 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 500 | 449 | ||
Aflac Inc. | 3.625% | 11/15/24 | 580 | 582 | ||
Aflac Inc. | 3.250% | 3/17/25 | 325 | 320 | ||
Aflac Inc. | 2.875% | 10/15/26 | 884 | 851 | ||
Aflac Inc. | 3.600% | 4/1/30 | 1,000 | 946 | ||
Aflac Inc. | 4.000% | 10/15/46 | 150 | 129 | ||
Aflac Inc. | 4.750% | 1/15/49 | 1,080 | 1,040 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 425 | 423 | ||
8 | Air Lease Corp. | 4.250% | 2/1/24 | 550 | 544 | |
Air Lease Corp. | 0.800% | 8/18/24 | 500 | 458 | ||
Air Lease Corp. | 4.250% | 9/15/24 | 475 | 466 | ||
8 | Air Lease Corp. | 2.300% | 2/1/25 | 1,175 | 1,099 | |
Air Lease Corp. | 3.250% | 3/1/25 | 600 | 573 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 750 | 707 | ||
Air Lease Corp. | 1.875% | 8/15/26 | 750 | 649 | ||
Air Lease Corp. | 2.200% | 1/15/27 | 600 | 523 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 200 | 185 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 1,000 | 890 | ||
Air Lease Corp. | 2.100% | 9/1/28 | 500 | 405 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 300 | 277 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 595 | 496 | ||
8 | Air Lease Corp. | 3.000% | 2/1/30 | 625 | 507 | |
Air Lease Corp. | 3.125% | 12/1/30 | 1,250 | 1,019 | ||
Air Lease Corp. | 2.875% | 1/15/32 | 600 | 468 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 450 | 445 | ||
Aircastle Ltd. | 4.125% | 5/1/24 | 1,625 | 1,580 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 500 | 461 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 300 | 285 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 1,250 | 920 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 350 | 343 | ||
Allstate Corp. | 3.280% | 12/15/26 | 400 | 393 | ||
Allstate Corp. | 1.450% | 12/15/30 | 500 | 397 | ||
Allstate Corp. | 5.550% | 5/9/35 | 105 | 114 | ||
Allstate Corp. | 4.500% | 6/15/43 | 725 | 680 | ||
Allstate Corp. | 4.200% | 12/15/46 | 600 | 546 | ||
Allstate Corp. | 3.850% | 8/10/49 | 400 | 343 | ||
8 | Allstate Corp. | 5.750% | 8/15/53 | 90 | 80 | |
8 | Allstate Corp. | 6.500% | 5/15/57 | 650 | 664 | |
Ally Financial Inc. | 1.450% | 10/2/23 | 4,000 | 3,869 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 1,200 | 1,188 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 550 | 556 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 600 | 614 | ||
Ally Financial Inc. | 4.750% | 6/9/27 | 500 | 480 | ||
8 | Ally Financial Inc. | 8.000% | 11/1/31 | 2,308 | 2,566 | |
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 300 | 295 | ||
American Express Co. | 2.500% | 8/1/22 | 2,400 | 2,400 | ||
American Express Co. | 2.650% | 12/2/22 | 1,500 | 1,499 | ||
American Express Co. | 3.700% | 8/3/23 | 1,500 | 1,506 | ||
American Express Co. | 3.400% | 2/22/24 | 1,000 | 998 | ||
American Express Co. | 2.500% | 7/30/24 | 1,065 | 1,038 | ||
American Express Co. | 3.000% | 10/30/24 | 1,200 | 1,178 | ||
American Express Co. | 3.625% | 12/5/24 | 1,404 | 1,397 | ||
American Express Co. | 4.200% | 11/6/25 | 1,212 | 1,231 | ||
American Express Co. | 2.550% | 3/4/27 | 3,316 | 3,091 | ||
American Express Co. | 3.300% | 5/3/27 | 1,960 | 1,886 | ||
American Express Co. | 4.050% | 12/3/42 | 621 | 566 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 356 | 356 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 500 | 419 | ||
American International Group Inc. | 4.125% | 2/15/24 | 390 | 393 | ||
American International Group Inc. | 2.500% | 6/30/25 | 1,805 | 1,722 | ||
American International Group Inc. | 3.750% | 7/10/25 | 570 | 563 | ||
American International Group Inc. | 3.900% | 4/1/26 | 1,000 | 979 | ||
American International Group Inc. | 4.200% | 4/1/28 | 450 | 442 | ||
American International Group Inc. | 4.250% | 3/15/29 | 300 | 291 | ||
American International Group Inc. | 3.400% | 6/30/30 | 1,115 | 1,023 | ||
American International Group Inc. | 3.875% | 1/15/35 | 400 | 362 | ||
American International Group Inc. | 4.700% | 7/10/35 | 195 | 191 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
American International Group Inc. | 6.250% | 5/1/36 | 600 | 675 | ||
American International Group Inc. | 4.500% | 7/16/44 | 1,488 | 1,334 | ||
American International Group Inc. | 4.800% | 7/10/45 | 1,000 | 930 | ||
American International Group Inc. | 4.750% | 4/1/48 | 545 | 510 | ||
8 | American International Group Inc. | 5.750% | 4/1/48 | 525 | 471 | |
American International Group Inc. | 4.375% | 6/30/50 | 500 | 443 | ||
American International Group Inc. | 4.375% | 1/15/55 | 570 | 495 | ||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 1,575 | 1,585 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 350 | 350 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 3,459 | 3,382 | ||
Ameriprise Financial Inc. | 4.500% | 5/13/32 | 500 | 491 | ||
8 | Aon Corp. | 8.205% | 1/1/27 | 150 | 160 | |
Aon Corp. | 2.850% | 5/28/27 | 500 | 469 | ||
Aon Corp. | 4.500% | 12/15/28 | 600 | 590 | ||
Aon Corp. | 3.750% | 5/2/29 | 380 | 359 | ||
Aon Corp. | 2.800% | 5/15/30 | 1,620 | 1,418 | ||
Aon Corp. | 2.050% | 8/23/31 | 750 | 605 | ||
Aon Corp. | 6.250% | 9/30/40 | 150 | 166 | ||
Aon Corp. | 2.900% | 8/23/51 | 1,000 | 697 | ||
Aon Corp. | 3.900% | 2/28/52 | 500 | 411 | ||
Aon Global Ltd. | 4.000% | 11/27/23 | 100 | 100 | ||
Aon Global Ltd. | 3.500% | 6/14/24 | 575 | 571 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 300 | 297 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 625 | 561 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 695 | 647 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 799 | 785 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 100 | 94 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 500 | 600 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 975 | 756 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 275 | 267 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 825 | 809 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 480 | 459 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 967 | 894 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 1,000 | 922 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 1,320 | 1,110 | ||
Ares Capital Corp. | 2.875% | 6/15/27 | 319 | 266 | ||
Ares Capital Corp. | 3.200% | 11/15/31 | 500 | 363 | ||
Arthur J Gallagher & Co. | 2.400% | 11/9/31 | 500 | 409 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 500 | 382 | ||
Arthur J Gallagher & Co. | 3.050% | 3/9/52 | 500 | 346 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 1,875 | 1,892 | ||
Assurant Inc. | 4.200% | 9/27/23 | 76 | 76 | ||
Assurant Inc. | 4.900% | 3/27/28 | 400 | 397 | ||
Assurant Inc. | 6.750% | 2/15/34 | 92 | 100 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 262 | 267 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 500 | 434 | ||
Assured Guaranty US Holdings Inc. | 3.600% | 9/15/51 | 500 | 376 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 835 | 778 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 4,500 | 3,808 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 500 | 369 | ||
Athene Holding Ltd. | 3.450% | 5/15/52 | 500 | 344 | ||
8 | Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 1,750 | 1,749 | |
8 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 250 | 249 | |
AXA SA | 8.600% | 12/15/30 | 1,080 | 1,279 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 1,840 | 1,721 | ||
8 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 250 | 214 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 1,500 | 1,451 | ||
Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | 500 | 429 | ||
Banco Santander SA | 2.706% | 6/27/24 | 400 | 391 | ||
Banco Santander SA | 5.179% | 11/19/25 | 1,300 | 1,304 | ||
Banco Santander SA | 1.849% | 3/25/26 | 1,000 | 900 | ||
Banco Santander SA | 4.250% | 4/11/27 | 2,000 | 1,930 | ||
Banco Santander SA | 3.800% | 2/23/28 | 200 | 187 | ||
Banco Santander SA | 4.379% | 4/12/28 | 1,200 | 1,155 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Banco Santander SA | 3.306% | 6/27/29 | 500 | 455 | ||
Banco Santander SA | 3.490% | 5/28/30 | 1,000 | 885 | ||
Banco Santander SA | 2.749% | 12/3/30 | 600 | 477 | ||
Banco Santander SA | 2.958% | 3/25/31 | 1,000 | 838 | ||
Bank of America Corp. | 4.100% | 7/24/23 | 1,425 | 1,439 | ||
8 | Bank of America Corp. | 3.004% | 12/20/23 | 11,530 | 11,490 | |
8 | Bank of America Corp. | 3.550% | 3/5/24 | 3,535 | 3,526 | |
8 | Bank of America Corp. | 3.864% | 7/23/24 | 625 | 622 | |
8 | Bank of America Corp. | 4.200% | 8/26/24 | 3,025 | 3,032 | |
8 | Bank of America Corp. | 0.810% | 10/24/24 | 2,500 | 2,386 | |
8 | Bank of America Corp. | 4.000% | 1/22/25 | 4,240 | 4,222 | |
8 | Bank of America Corp. | 3.950% | 4/21/25 | 3,036 | 3,001 | |
Bank of America Corp. | 0.976% | 4/22/25 | 2,000 | 1,881 | ||
8 | Bank of America Corp. | 0.981% | 9/25/25 | 500 | 463 | |
8 | Bank of America Corp. | 3.093% | 10/1/25 | 2,500 | 2,424 | |
8 | Bank of America Corp. | 2.456% | 10/22/25 | 2,175 | 2,074 | |
8 | Bank of America Corp. | 1.530% | 12/6/25 | 5,250 | 4,885 | |
8 | Bank of America Corp. | 3.366% | 1/23/26 | 1,300 | 1,259 | |
8 | Bank of America Corp. | 4.450% | 3/3/26 | 7,252 | 7,233 | |
8 | Bank of America Corp. | 3.384% | 4/2/26 | 2,790 | 2,704 | |
8 | Bank of America Corp. | 3.500% | 4/19/26 | 830 | 809 | |
8 | Bank of America Corp. | 1.319% | 6/19/26 | 11,450 | 10,416 | |
8 | Bank of America Corp. | 4.250% | 10/22/26 | 1,500 | 1,480 | |
8 | Bank of America Corp. | 1.197% | 10/24/26 | 2,000 | 1,792 | |
8 | Bank of America Corp. | 1.658% | 3/11/27 | 3,500 | 3,146 | |
8 | Bank of America Corp. | 3.559% | 4/23/27 | 2,275 | 2,182 | |
Bank of America Corp. | 1.734% | 7/22/27 | 2,500 | 2,228 | ||
8 | Bank of America Corp. | 3.248% | 10/21/27 | 2,225 | 2,099 | |
8 | Bank of America Corp. | 3.824% | 1/20/28 | 450 | 431 | |
8 | Bank of America Corp. | 3.705% | 4/24/28 | 1,400 | 1,334 | |
8 | Bank of America Corp. | 3.593% | 7/21/28 | 3,008 | 2,839 | |
8 | Bank of America Corp. | 3.419% | 12/20/28 | 6,357 | 5,921 | |
8 | Bank of America Corp. | 3.970% | 3/5/29 | 1,425 | 1,360 | |
8 | Bank of America Corp. | 2.087% | 6/14/29 | 6,000 | 5,138 | |
8 | Bank of America Corp. | 4.271% | 7/23/29 | 6,175 | 5,938 | |
8 | Bank of America Corp. | 3.974% | 2/7/30 | 500 | 470 | |
8 | Bank of America Corp. | 3.194% | 7/23/30 | 2,000 | 1,789 | |
8 | Bank of America Corp. | 2.884% | 10/22/30 | 4,175 | 3,652 | |
8 | Bank of America Corp. | 2.496% | 2/13/31 | 175 | 148 | |
8 | Bank of America Corp. | 2.592% | 4/29/31 | 6,000 | 5,089 | |
8 | Bank of America Corp. | 1.922% | 10/24/31 | 3,000 | 2,391 | |
8 | Bank of America Corp. | 2.651% | 3/11/32 | 1,500 | 1,259 | |
Bank of America Corp. | 2.687% | 4/22/32 | 4,575 | 3,844 | ||
Bank of America Corp. | 2.299% | 7/21/32 | 7,500 | 6,062 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 1,000 | 825 | ||
Bank of America Corp. | 2.482% | 9/21/36 | 1,500 | 1,166 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 2,010 | 2,178 | ||
Bank of America Corp. | 3.846% | 3/8/37 | 2,725 | 2,360 | ||
8 | Bank of America Corp. | 4.244% | 4/24/38 | 2,600 | 2,393 | |
Bank of America Corp. | 7.750% | 5/14/38 | 1,700 | 2,100 | ||
8 | Bank of America Corp. | 4.078% | 4/23/40 | 1,425 | 1,253 | |
8 | Bank of America Corp. | 2.676% | 6/19/41 | 4,895 | 3,533 | |
8 | Bank of America Corp. | 5.875% | 2/7/42 | 1,020 | 1,101 | |
Bank of America Corp. | 3.311% | 4/22/42 | 3,500 | 2,749 | ||
8 | Bank of America Corp. | 5.000% | 1/21/44 | 1,950 | 1,904 | |
8 | Bank of America Corp. | 4.875% | 4/1/44 | 550 | 529 | |
8 | Bank of America Corp. | 4.750% | 4/21/45 | 350 | 317 | |
8 | Bank of America Corp. | 4.443% | 1/20/48 | 2,675 | 2,437 | |
8 | Bank of America Corp. | 3.946% | 1/23/49 | 1,175 | 1,003 | |
8 | Bank of America Corp. | 4.330% | 3/15/50 | 700 | 629 | |
8 | Bank of America Corp. | 4.083% | 3/20/51 | 5,500 | 4,735 | |
8 | Bank of America Corp. | 2.831% | 10/24/51 | 2,000 | 1,385 | |
8 | Bank of America Corp. | 3.483% | 3/13/52 | 1,000 | 784 | |
Bank of America Corp. | 2.972% | 7/21/52 | 1,500 | 1,069 | ||
8 | Bank of America NA | 6.000% | 10/15/36 | 600 | 658 | |
Bank of Montreal | 0.450% | 12/8/23 | 500 | 480 | ||
8 | Bank of Montreal | 3.300% | 2/5/24 | 1,000 | 998 | |
8 | Bank of Montreal | 2.150% | 3/8/24 | 700 | 685 | |
8 | Bank of Montreal | 2.500% | 6/28/24 | 800 | 781 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Bank of Montreal | 0.625% | 7/9/24 | 675 | 635 | |
8 | Bank of Montreal | 1.500% | 1/10/25 | 925 | 873 | |
8 | Bank of Montreal | 1.850% | 5/1/25 | 820 | 776 | |
8 | Bank of Montreal | 3.700% | 6/7/25 | 900 | 892 | |
8 | Bank of Montreal | 0.949% | 1/22/27 | 1,000 | 891 | |
8 | Bank of Montreal | 2.650% | 3/8/27 | 700 | 649 | |
8 | Bank of Montreal | 4.338% | 10/5/28 | 400 | 400 | |
8 | Bank of Montreal | 3.803% | 12/15/32 | 1,600 | 1,486 | |
8 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 525 | 527 | |
8 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 825 | 816 | |
8 | Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 900 | 903 | |
8 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 600 | 596 | |
8 | Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 742 | 744 | |
8 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 3,561 | 3,430 | |
8 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 969 | 916 | |
Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 340 | 313 | ||
8 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 1,500 | 1,456 | |
8 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 600 | 574 | |
8 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 1,200 | 1,160 | |
8 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 1,000 | 913 | |
8 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 500 | 462 | |
Bank of New York Mellon Corp. | 2.500% | 1/26/32 | 280 | 239 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 1,000 | 987 | ||
Bank of Nova Scotia | 0.400% | 9/15/23 | 1,000 | 966 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 500 | 498 | ||
Bank of Nova Scotia | 0.650% | 7/31/24 | 550 | 516 | ||
Bank of Nova Scotia | 1.450% | 1/10/25 | 500 | 472 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 3,575 | 3,424 | ||
Bank of Nova Scotia | 3.450% | 4/11/25 | 925 | 913 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 3,000 | 2,785 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 1,250 | 1,252 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 725 | 684 | ||
Bank of Nova Scotia | 1.300% | 9/15/26 | 1,000 | 887 | ||
Bank of Nova Scotia | 1.950% | 2/2/27 | 500 | 452 | ||
Bank of Nova Scotia | 2.450% | 2/2/32 | 500 | 415 | ||
Bank of Nova Scotia | 4.588% | 5/4/37 | 925 | 850 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 219 | 221 | ||
8 | Barclays plc | 4.338% | 5/16/24 | 1,000 | 1,001 | |
Barclays plc | 1.007% | 12/10/24 | 1,300 | 1,234 | ||
Barclays plc | 3.650% | 3/16/25 | 3,000 | 2,937 | ||
8 | Barclays plc | 3.932% | 5/7/25 | 800 | 788 | |
Barclays plc | 4.375% | 1/12/26 | 1,200 | 1,186 | ||
8 | Barclays plc | 2.852% | 5/7/26 | 2,025 | 1,913 | |
Barclays plc | 5.200% | 5/12/26 | 1,260 | 1,256 | ||
Barclays plc | 4.337% | 1/10/28 | 1,000 | 956 | ||
Barclays plc | 4.836% | 5/9/28 | 4,750 | 4,573 | ||
8 | Barclays plc | 4.972% | 5/16/29 | 1,000 | 981 | |
8 | Barclays plc | 5.088% | 6/20/30 | 2,975 | 2,818 | |
Barclays plc | 2.645% | 6/24/31 | 1,000 | 830 | ||
Barclays plc | 2.667% | 3/10/32 | 1,750 | 1,411 | ||
Barclays plc | 3.564% | 9/23/35 | 700 | 577 | ||
Barclays plc | 5.250% | 8/17/45 | 500 | 483 | ||
Barclays plc | 4.950% | 1/10/47 | 1,300 | 1,232 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 1,500 | 1,283 | ||
Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | 220 | 197 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 130 | 144 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 600 | 568 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 550 | 515 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 2,000 | 1,836 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 1,565 | 1,447 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 2,430 | 1,753 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | 500 | 339 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 3,231 | 3,173 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 825 | 788 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 425 | 414 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 700 | 703 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 550 | 540 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 1,000 | 944 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 1,250 | 1,094 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 915 | 759 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 950 | 784 | ||
12 | Blackstone Private Credit Fund | 2.625% | 12/15/26 | 1,442 | 1,203 | |
12 | Blackstone Private Credit Fund | 3.250% | 3/15/27 | 725 | 615 | |
Blackstone Secured Lending Fund | 3.650% | 7/14/23 | 500 | 497 | ||
Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 500 | 458 | ||
Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 500 | 437 | ||
12 | Blackstone Secured Lending Fund | 2.850% | 9/30/28 | 750 | 601 | |
8 | BNP Paribas SA | 4.250% | 10/15/24 | 500 | 499 | |
12 | BNP Paribas SA | 3.052% | 1/13/31 | 1,175 | 1,017 | |
BPCE SA | 4.000% | 4/15/24 | 1,200 | 1,196 | ||
8 | BPCE SA | 3.375% | 12/2/26 | 250 | 239 | |
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 500 | 486 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 487 | 388 | ||
Brighthouse Financial Inc. | 3.850% | 12/22/51 | 500 | 340 | ||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 658 | 653 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 725 | 723 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 150 | 148 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 1,000 | 955 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 600 | 593 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 320 | 306 | ||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 1,200 | 1,017 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 750 | 659 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 250 | 182 | ||
Brookfield Finance Inc. | 3.625% | 2/15/52 | 500 | 365 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 1,200 | 852 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 400 | 400 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 275 | 270 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 1,000 | 792 | ||
Brown & Brown Inc. | 4.200% | 3/17/32 | 500 | 455 | ||
Brown & Brown Inc. | 4.950% | 3/17/52 | 575 | 504 | ||
8 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 1,000 | 1,001 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 1,100 | 1,054 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 800 | 791 | ||
Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | 750 | 702 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 190 | 182 | ||
Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | 700 | 687 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 500 | 453 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 1,050 | 937 | ||
Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | 700 | 672 | ||
Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | 950 | 863 | ||
8 | Capital One Bank USA NA | 2.280% | 1/28/26 | 750 | 712 | |
Capital One Financial Corp. | 3.500% | 6/15/23 | 82 | 82 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 250 | 250 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 2,575 | 2,566 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 4,050 | 3,957 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 502 | 501 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Capital One Financial Corp. | 4.200% | 10/29/25 | 500 | 493 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 1,162 | 1,097 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 250 | 239 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 1,075 | 1,029 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 1,750 | 1,668 | ||
Capital One Financial Corp. | 1.878% | 11/2/27 | 1,790 | 1,568 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 2,000 | �� 1,886 | ||
Capital One Financial Corp. | 3.273% | 3/1/30 | 1,350 | 1,195 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 1,290 | 1,260 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 500 | 401 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 1,225 | 1,226 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 420 | 420 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 1,000 | 1,014 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 669 | 668 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 100 | 100 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 1,000 | 899 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 3,000 | 2,706 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 1,100 | 1,064 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 1,330 | 1,241 | ||
Charles Schwab Corp. | 3.300% | 4/1/27 | 2,237 | 2,171 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 400 | 383 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 440 | 433 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 475 | 442 | ||
Charles Schwab Corp. | 2.750% | 10/1/29 | 300 | 270 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 1,000 | 846 | ||
Charles Schwab Corp. | 1.950% | 12/1/31 | 1,550 | 1,256 | ||
Charles Schwab Corp. | 2.900% | 3/3/32 | 725 | 638 | ||
Chubb Corp. | 6.000% | 5/11/37 | 375 | 433 | ||
8 | Chubb Corp. | 6.500% | 5/15/38 | 1,322 | 1,552 | |
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 1,085 | 1,084 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 275 | 274 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 1,164 | 1,143 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 2,200 | 2,151 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 2,500 | 1,998 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 180 | 214 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 225 | 205 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 800 | 754 | ||
Chubb INA Holdings Inc. | 2.850% | 12/15/51 | 500 | 367 | ||
Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 1,000 | 719 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 2,000 | 1,557 | ||
8 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 300 | 339 | |
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 275 | 313 | ||
Citigroup Inc. | 3.500% | 5/15/23 | 450 | 450 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 2,575 | 2,601 | ||
Citigroup Inc. | 3.750% | 6/16/24 | 2,975 | 2,991 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 725 | 724 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 2,000 | 1,908 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 3,544 | 3,501 | ||
Citigroup Inc. | 3.300% | 4/27/25 | 275 | 271 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 1,450 | 1,359 | ||
Citigroup Inc. | 4.140% | 5/24/25 | 1,000 | 997 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 1,600 | 1,599 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 1,000 | 1,029 | ||
Citigroup Inc. | 1.281% | 11/3/25 | 1,500 | 1,394 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 400 | 393 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 1,500 | 1,406 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 975 | 977 | ||
8 | Citigroup Inc. | 3.106% | 4/8/26 | 5,750 | 5,529 | |
Citigroup Inc. | 3.400% | 5/1/26 | 750 | 726 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 3,000 | 2,854 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 775 | 765 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 3,825 | 3,761 | ||
8 | Citigroup Inc. | 3.887% | 1/10/28 | 7,499 | 7,199 | |
Citigroup Inc. | 6.625% | 1/15/28 | 800 | 879 | ||
8 | Citigroup Inc. | 3.070% | 2/24/28 | 200 | 185 | |
Citigroup Inc. | 4.658% | 5/24/28 | 1,000 | 993 | ||
8 | Citigroup Inc. | 3.668% | 7/24/28 | 2,675 | 2,529 | |
Citigroup Inc. | 4.125% | 7/25/28 | 425 | 408 | ||
8 | Citigroup Inc. | 3.520% | 10/27/28 | 2,760 | 2,576 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Citigroup Inc. | 3.980% | 3/20/30 | 2,000 | 1,871 | |
8 | Citigroup Inc. | 2.976% | 11/5/30 | 1,175 | 1,025 | |
8 | Citigroup Inc. | 2.666% | 1/29/31 | 175 | 149 | |
8 | Citigroup Inc. | 4.412% | 3/31/31 | 8,750 | 8,380 | |
8 | Citigroup Inc. | 2.572% | 6/3/31 | 2,500 | 2,103 | |
Citigroup Inc. | 6.625% | 6/15/32 | 750 | 820 | ||
Citigroup Inc. | 2.520% | 11/3/32 | 2,000 | 1,622 | ||
Citigroup Inc. | 3.057% | 1/25/33 | 750 | 637 | ||
Citigroup Inc. | 5.875% | 2/22/33 | 200 | 207 | ||
Citigroup Inc. | 4.910% | 5/24/33 | 1,000 | 987 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 525 | 551 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 1,699 | 1,799 | ||
8 | Citigroup Inc. | 3.878% | 1/24/39 | 1,100 | 952 | |
Citigroup Inc. | 8.125% | 7/15/39 | 1,099 | 1,443 | ||
8 | Citigroup Inc. | 5.316% | 3/26/41 | 4,950 | 4,973 | |
Citigroup Inc. | 5.875% | 1/30/42 | 800 | 849 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 500 | 569 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 750 | 733 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 1,200 | 1,097 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 825 | 741 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 1,480 | 1,377 | ||
8 | Citizens Bank NA | 3.750% | 2/18/26 | 500 | 491 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 2,231 | 2,085 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 450 | 378 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 825 | 764 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 180 | 144 | ||
CME Group Inc. | 3.000% | 3/15/25 | 133 | 131 | ||
CME Group Inc. | 3.750% | 6/15/28 | 300 | 296 | ||
CME Group Inc. | 2.650% | 3/15/32 | 1,000 | 883 | ||
CME Group Inc. | 5.300% | 9/15/43 | 720 | 780 | ||
CME Group Inc. | 4.150% | 6/15/48 | 500 | 479 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 895 | 894 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 400 | 378 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 800 | 752 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 500 | 507 | ||
8 | Comerica Bank | 4.000% | 7/27/25 | 578 | 570 | |
Comerica Inc. | 3.700% | 7/31/23 | 750 | 749 | ||
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 1,000 | 954 | ||
Cooperatieve Rabobank UA | 1.375% | 1/10/25 | 700 | 659 | ||
8 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 1,815 | 1,788 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 802 | 794 | ||
8 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 1,800 | 1,716 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 750 | 784 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 3,250 | 3,203 | ||
12 | Corebridge Financial Inc. | 3.500% | 4/4/25 | 500 | 487 | |
12 | Corebridge Financial Inc. | 3.650% | 4/5/27 | 1,000 | 942 | |
12 | Corebridge Financial Inc. | 3.850% | 4/5/29 | 1,000 | 923 | |
12 | Corebridge Financial Inc. | 3.900% | 4/5/32 | 500 | 449 | |
12 | Corebridge Financial Inc. | 4.350% | 4/5/42 | 500 | 427 | |
12 | Corebridge Financial Inc. | 4.400% | 4/5/52 | 2,000 | 1,669 | |
Credit Suisse AG | 0.495% | 2/2/24 | 500 | 471 | ||
8 | Credit Suisse AG | 3.625% | 9/9/24 | 2,325 | 2,282 | |
Credit Suisse AG | 3.700% | 2/21/25 | 1,150 | 1,126 | ||
Credit Suisse AG | 1.250% | 8/7/26 | 800 | 700 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 1,500 | 1,454 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 3,390 | 3,310 | ||
12 | Credit Suisse Group AG | 4.194% | 4/1/31 | 1,000 | 888 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 2,450 | 2,097 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 465 | 520 | ||
8 | Deutsche Bank AG | 3.300% | 11/16/22 | 2,500 | 2,496 | |
8 | Deutsche Bank AG | 0.962% | 11/8/23 | 950 | 911 | |
8 | Deutsche Bank AG | 3.700% | 5/30/24 | 775 | 763 | |
8 | Deutsche Bank AG | 3.961% | 11/26/25 | 1,500 | 1,453 | |
8 | Deutsche Bank AG | 4.100% | 1/13/26 | 400 | 396 | |
Deutsche Bank AG | 1.686% | 3/19/26 | 1,500 | 1,345 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 1,600 | 1,422 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 500 | 431 | ||
Deutsche Bank AG | 2.552% | 1/7/28 | 1,500 | 1,298 | ||
8 | Deutsche Bank AG | 3.547% | 9/18/31 | 500 | 418 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Deutsche Bank AG | 3.035% | 5/28/32 | 1,500 | 1,187 | ||
8 | Discover Bank | 4.200% | 8/8/23 | 500 | 502 | |
Discover Bank | 2.450% | 9/12/24 | 600 | 576 | ||
8 | Discover Bank | 4.250% | 3/13/26 | 2,043 | 1,995 | |
8 | Discover Bank | 3.450% | 7/27/26 | 1,455 | 1,377 | |
8 | Discover Bank | 4.682% | 8/9/28 | 425 | 413 | |
8 | Discover Bank | 4.650% | 9/13/28 | 500 | 481 | |
8 | Discover Bank | 2.700% | 2/6/30 | 400 | 333 | |
Discover Financial Services | 3.850% | 11/21/22 | 225 | 226 | ||
Discover Financial Services | 3.950% | 11/6/24 | 350 | 345 | ||
Discover Financial Services | 3.750% | 3/4/25 | 953 | 939 | ||
Discover Financial Services | 4.500% | 1/30/26 | 3,183 | 3,122 | ||
Discover Financial Services | 4.100% | 2/9/27 | 1,435 | 1,374 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 511 | 490 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 680 | 650 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 600 | 662 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 4,460 | 4,308 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 1,200 | 1,109 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 300 | 280 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 500 | 382 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 1,250 | 871 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 400 | 398 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 600 | 576 | ||
Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 1,000 | 865 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 500 | 438 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 750 | 592 | ||
Fidelity National Financial Inc. | 3.200% | 9/17/51 | 1,000 | 636 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 475 | 478 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 500 | 498 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 1,823 | 1,747 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 1,500 | 1,376 | ||
Fifth Third Bancorp | 1.707% | 11/1/27 | 500 | 443 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 300 | 291 | ||
Fifth Third Bancorp | 4.055% | 4/25/28 | 500 | 488 | ||
Fifth Third Bancorp | 4.337% | 4/25/33 | 500 | 476 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 710 | 913 | ||
8 | Fifth Third Bank NA | 3.950% | 7/28/25 | 625 | 625 | |
8 | Fifth Third Bank NA | 3.850% | 3/15/26 | 1,500 | 1,469 | |
8 | Fifth Third Bank NA | 2.250% | 2/1/27 | 1,165 | 1,078 | |
First American Financial Corp. | 4.600% | 11/15/24 | 220 | 219 | ||
First American Financial Corp. | 2.400% | 8/15/31 | 600 | 459 | ||
8 | First Republic Bank | 4.375% | 8/1/46 | 200 | 179 | |
8 | First Republic Bank | 4.625% | 2/13/47 | 375 | 341 | |
First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | 350 | 363 | ||
Franklin Resources Inc. | 2.850% | 3/30/25 | 250 | 243 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 500 | 393 | ||
Franklin Resources Inc. | 2.950% | 8/12/51 | 500 | 344 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 100 | 98 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 1,000 | 949 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 1,580 | 1,404 | ||
GATX Corp. | 3.250% | 3/30/25 | 375 | 365 | ||
GATX Corp. | 3.850% | 3/30/27 | 910 | 881 | ||
GATX Corp. | 3.500% | 3/15/28 | 200 | 187 | ||
GATX Corp. | 4.550% | 11/7/28 | 600 | 587 | ||
GATX Corp. | 4.700% | 4/1/29 | 275 | 268 | ||
GATX Corp. | 4.000% | 6/30/30 | 460 | 425 | ||
GATX Corp. | 1.900% | 6/1/31 | 500 | 389 | ||
GATX Corp. | 3.500% | 6/1/32 | 500 | 438 | ||
GATX Corp. | 5.200% | 3/15/44 | 150 | 142 | ||
GATX Corp. | 4.500% | 3/30/45 | 150 | 125 | ||
GATX Corp. | 3.100% | 6/1/51 | 500 | 334 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 2,320 | 2,278 | ||
GE Capital Funding LLC | 4.550% | 5/15/32 | 700 | 675 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 8,342 | 7,808 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 385 | 379 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Globe Life Inc. | 2.150% | 8/15/30 | 500 | 409 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 500 | 451 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 975 | 1,040 | ||
Goldman Sachs Group Inc. | 0.523% | 3/8/23 | 1,500 | 1,471 | ||
Goldman Sachs Group Inc. | 1.217% | 12/6/23 | 3,200 | 3,087 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 5,000 | 4,984 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 1,750 | 1,755 | ||
Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 5,000 | 4,887 | ||
Goldman Sachs Group Inc. | 3.000% | 3/15/24 | 2,139 | 2,112 | ||
Goldman Sachs Group Inc. | 0.925% | 10/21/24 | 3,400 | 3,255 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 4,929 | 4,872 | ||
Goldman Sachs Group Inc. | 1.757% | 1/24/25 | 1,650 | 1,588 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 1,000 | 983 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 1,000 | 989 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 2,450 | 2,406 | ||
8 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 2,000 | 1,778 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 1,030 | 1,078 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 1,100 | 1,064 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 2,000 | 1,778 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 7,000 | 6,199 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 3,491 | 3,166 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 2,360 | 2,236 | ||
8 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 6,050 | 5,735 | |
8 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 1,200 | 1,131 | |
8 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 2,150 | 2,064 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 1,000 | 852 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 6,425 | 5,952 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 2,200 | 1,740 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 3,000 | 2,489 | ||
Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 3,000 | 2,428 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 3,400 | 2,803 | ||
Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 3,705 | 3,168 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 2,975 | 3,222 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 5,620 | 6,226 | ||
8 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 2,230 | 1,948 | |
8 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 2,500 | 2,275 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 2,090 | 2,313 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 3,120 | 2,381 | ||
Goldman Sachs Group Inc. | 3.436% | 2/24/43 | 1,865 | 1,467 | ||
8 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 1,710 | 1,606 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 2,075 | 1,975 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 525 | 488 | ||
Golub Capital BDC Inc. | 2.500% | 8/24/26 | 684 | 573 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 270 | 268 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 500 | 446 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 600 | 652 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 500 | 442 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 500 | 397 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 700 | 486 | ||
8 | HSBC Bank USA NA | 7.000% | 1/15/39 | 650 | 766 | |
HSBC Holdings plc | 3.600% | 5/25/23 | 1,525 | 1,529 | ||
HSBC Holdings plc | 4.250% | 3/14/24 | 1,000 | 996 | ||
8 | HSBC Holdings plc | 3.950% | 5/18/24 | 2,100 | 2,091 | |
HSBC Holdings plc | 0.732% | 8/17/24 | 1,000 | 960 | ||
HSBC Holdings plc | 1.162% | 11/22/24 | 3,575 | 3,416 | ||
8 | HSBC Holdings plc | 3.803% | 3/11/25 | 2,800 | 2,761 | |
8 | HSBC Holdings plc | 2.633% | 11/7/25 | 200 | 191 | |
HSBC Holdings plc | 4.180% | 12/9/25 | 2,650 | 2,609 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 3,570 | 3,535 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 1,575 | 1,503 | ||
8 | HSBC Holdings plc | 1.645% | 4/18/26 | 3,000 | 2,752 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 1,950 | 1,909 | ||
8 | HSBC Holdings plc | 2.099% | 6/4/26 | 7,135 | 6,599 | |
8 | HSBC Holdings plc | 4.292% | 9/12/26 | 3,100 | 3,032 | |
HSBC Holdings plc | 4.375% | 11/23/26 | 3,000 | 2,938 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HSBC Holdings plc | 1.589% | 5/24/27 | 1,000 | 879 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 3,575 | 3,185 | ||
8 | HSBC Holdings plc | 4.041% | 3/13/28 | 2,000 | 1,900 | |
HSBC Holdings plc | 4.755% | 6/9/28 | 2,650 | 2,577 | ||
8 | HSBC Holdings plc | 2.013% | 9/22/28 | 8,000 | 6,845 | |
8 | HSBC Holdings plc | 4.583% | 6/19/29 | 800 | 770 | |
HSBC Holdings plc | 2.206% | 8/17/29 | 1,000 | 840 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 3,425 | 3,382 | ||
8 | HSBC Holdings plc | 2.848% | 6/4/31 | 2,000 | 1,689 | |
8 | HSBC Holdings plc | 2.357% | 8/18/31 | 4,000 | 3,247 | |
8 | HSBC Holdings plc | 7.625% | 5/17/32 | 400 | 458 | |
HSBC Holdings plc | 2.871% | 11/22/32 | 3,000 | 2,457 | ||
8 | HSBC Holdings plc | 7.350% | 11/27/32 | 400 | 461 | |
HSBC Holdings plc | 4.762% | 3/29/33 | 1,375 | 1,270 | ||
HSBC Holdings plc | 6.500% | 5/2/36 | 2,485 | 2,646 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 660 | 707 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 1,450 | 1,574 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 1,200 | 1,327 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 1,700 | 1,582 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 400 | 397 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 250 | 243 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 400 | 398 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 1,125 | 957 | ||
Huntington Bancshares Inc. | 5.023% | 5/17/33 | 500 | 495 | ||
8 | Huntington National Bank | 2.500% | 8/7/22 | 600 | 600 | |
8 | Huntington National Bank | 3.550% | 10/6/23 | 650 | 649 | |
8 | Huntington National Bank | 4.270% | 11/25/26 | 450 | 442 | |
Huntington National Bank | 4.552% | 5/17/28 | 500 | 498 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 750 | 744 | ||
ING Groep NV | 4.100% | 10/2/23 | 1,500 | 1,505 | ||
ING Groep NV | 3.550% | 4/9/24 | 400 | 397 | ||
ING Groep NV | 3.869% | 3/28/26 | 700 | 687 | ||
ING Groep NV | 3.950% | 3/29/27 | 1,300 | 1,254 | ||
ING Groep NV | 4.017% | 3/28/28 | 700 | 668 | ||
ING Groep NV | 4.550% | 10/2/28 | 1,000 | 973 | ||
ING Groep NV | 4.050% | 4/9/29 | 610 | 573 | ||
Intercontinental Exchange Inc. | 3.650% | 5/23/25 | 690 | 686 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 1,100 | 1,091 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 200 | 189 | ||
Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 500 | 492 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 500 | 480 | ||
Intercontinental Exchange Inc. | 4.350% | 6/15/29 | 300 | 296 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 2,240 | 1,876 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 1,000 | 783 | ||
Intercontinental Exchange Inc. | 4.600% | 3/15/33 | 300 | 298 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 1,500 | 1,098 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 600 | 536 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 1,035 | 755 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 825 | 812 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 1,700 | 1,148 | ||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 300 | 299 | ||
International Lease Finance Corp. | 5.875% | 8/15/22 | 615 | 616 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 950 | 951 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 800 | 789 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 900 | 901 | ||
12 | Jackson Financial Inc. | 1.125% | 11/22/23 | 200 | 192 | |
12 | Jackson Financial Inc. | 3.125% | 11/23/31 | 500 | 399 | |
12 | Jackson Financial Inc. | 4.000% | 11/23/51 | 500 | 353 | |
Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | 250 | 252 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 475 | 480 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 600 | 597 | ||
Jefferies Group LLC | 4.150% | 1/23/30 | 1,100 | 984 | ||
Jefferies Group LLC | 2.750% | 10/15/32 | 500 | 379 | ||
Jefferies Group LLC | 6.250% | 1/15/36 | 320 | 316 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 350 | 350 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 1,705 | 1,704 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 100 | 99 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 622 | 623 | ||
8 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 8,840 | 8,620 | |
8 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 725 | 723 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 2,200 | 2,196 | ||
8 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 3,000 | 2,990 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 3,312 | 3,266 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 1,000 | 943 | ||
8 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 1,480 | 1,454 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 3,300 | 3,087 | ||
JPMorgan Chase & Co. | 0.969% | 6/23/25 | 2,000 | 1,870 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 2,194 | 2,204 | ||
JPMorgan Chase & Co. | 0.768% | 8/9/25 | 1,250 | 1,160 | ||
8 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 3,000 | 2,859 | |
JPMorgan Chase & Co. | 1.561% | 12/10/25 | 4,875 | 4,566 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 2,550 | 2,478 | ||
JPMorgan Chase & Co. | 4.080% | 4/26/26 | 1,500 | 1,486 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 1,125 | 1,091 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 5,652 | 5,396 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 3,000 | 3,387 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 4,000 | 3,560 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 1,650 | 1,638 | ||
8 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 2,729 | 2,670 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 4,500 | 3,977 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 1,000 | 893 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 2,000 | 1,754 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 1,000 | 960 | ||
8 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 3,521 | 3,379 | |
JPMorgan Chase & Co. | 4.323% | 4/26/28 | 1,500 | 1,477 | ||
8 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 775 | 734 | |
8 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 4,950 | 4,408 | |
8 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 2,900 | 2,715 | |
8 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 1,700 | 1,630 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 2,000 | 1,720 | ||
8 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 1,600 | 1,490 | |
JPMorgan Chase & Co. | 4.565% | 6/14/30 | 1,350 | 1,327 | ||
8 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 2,000 | 1,744 | |
8 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 5,675 | 5,542 | |
8 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 3,500 | 3,029 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 1,000 | 792 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 1,785 | 1,426 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 4,000 | 3,368 | ||
JPMorgan Chase & Co. | 2.545% | 11/8/32 | 2,725 | 2,264 | ||
JPMorgan Chase & Co. | 2.963% | 1/25/33 | 3,385 | 2,907 | ||
JPMorgan Chase & Co. | 4.586% | 4/26/33 | 2,000 | 1,967 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 3,010 | 3,424 | ||
8 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 3,225 | 2,844 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 1,375 | 1,425 | ||
8 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 8,000 | 6,211 | |
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 1,200 | 1,231 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 2,955 | 2,295 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 2,000 | 2,092 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 4,550 | 4,341 | ||
8 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 2,775 | 2,468 | |
8 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 3,500 | 2,983 | |
8 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 3,275 | 2,413 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 3,300 | 2,523 | ||
Kemper Corp. | 4.350% | 2/15/25 | 167 | 166 | ||
Kemper Corp. | 3.800% | 2/23/32 | 500 | 442 | ||
8 | KeyBank NA | 3.300% | 6/1/25 | 500 | 492 | |
8 | KeyBank NA | 4.390% | 12/14/27 | 300 | 299 | |
8 | KeyCorp | 4.150% | 10/29/25 | 850 | 847 | |
8 | KeyCorp | 2.250% | 4/6/27 | 750 | 674 | |
8 | KeyCorp | 4.100% | 4/30/28 | 1,400 | 1,350 | |
8 | KeyCorp | 2.550% | 10/1/29 | 600 | 518 | |
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 98 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 1,350 | 1,276 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 425 | 408 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 425 | 435 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 450 | 461 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lincoln National Corp. | 4.000% | 9/1/23 | 225 | 227 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 212 | 208 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 250 | 242 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 850 | 813 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 1,025 | 1,109 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 500 | 428 | ||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 3,300 | 3,310 | ||
Lloyds Banking Group plc | 3.900% | 3/12/24 | 800 | 798 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 500 | 498 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 500 | 501 | ||
8 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 4,000 | 3,954 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 2,050 | 2,012 | ||
8 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 750 | 711 | |
Lloyds Banking Group plc | 3.511% | 3/18/26 | 700 | 682 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 1,000 | 981 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 1,329 | 1,283 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 700 | 666 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 3,025 | 2,938 | ||
8 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 2,250 | 2,107 | |
Lloyds Banking Group plc | 3.369% | 12/14/46 | 520 | 370 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 850 | 698 | ||
Loews Corp. | 3.750% | 4/1/26 | 695 | 689 | ||
Loews Corp. | 3.200% | 5/15/30 | 500 | 455 | ||
Loews Corp. | 6.000% | 2/1/35 | 250 | 270 | ||
Loews Corp. | 4.125% | 5/15/43 | 275 | 236 | ||
M&T Bank Corp. | 3.650% | 12/6/22 | 413 | 413 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 550 | 548 | ||
M&T Bank Corp. | 4.000% | 7/15/24 | 275 | 273 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 458 | 401 | ||
8 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 1,425 | 1,396 | |
8 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 250 | 237 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 575 | 570 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 1,130 | 1,033 | ||
8 | Manulife Financial Corp. | 4.061% | 2/24/32 | 760 | 703 | |
Manulife Financial Corp. | 3.703% | 3/16/32 | 500 | 460 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 850 | 909 | ||
Markel Corp. | 3.500% | 11/1/27 | 200 | 192 | ||
Markel Corp. | 3.350% | 9/17/29 | 250 | 229 | ||
Markel Corp. | 5.000% | 4/5/46 | 1,100 | 1,040 | ||
Markel Corp. | 4.300% | 11/1/47 | 200 | 173 | ||
Markel Corp. | 5.000% | 5/20/49 | 200 | 189 | ||
Markel Corp. | 3.450% | 5/7/52 | 500 | 374 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 350 | 350 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 1,600 | 1,603 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 425 | 420 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 375 | 371 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 575 | 568 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 665 | 561 | ||
Marsh & McLennan Cos. Inc. | 2.375% | 12/15/31 | 250 | 211 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 1,050 | 1,143 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 400 | 391 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 200 | 180 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 2,350 | 2,329 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 200 | 142 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 1,000 | 1,001 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 2,519 | 2,429 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 510 | 497 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 2,550 | 2,508 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 450 | 444 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 500 | 469 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 2,000 | 1,908 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 500 | 427 | ||
Mastercard Inc. | 2.000% | 11/18/31 | 700 | 592 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 350 | 318 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 550 | 508 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 835 | 739 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 1,400 | 1,284 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 500 | 388 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 315 | 308 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | MetLife Inc. | 4.368% | 9/15/23 | 500 | 506 | |
MetLife Inc. | 3.600% | 4/10/24 | 750 | 752 | ||
MetLife Inc. | 3.000% | 3/1/25 | 500 | 491 | ||
MetLife Inc. | 3.600% | 11/13/25 | 561 | 557 | ||
MetLife Inc. | 4.550% | 3/23/30 | 1,500 | 1,512 | ||
MetLife Inc. | 6.500% | 12/15/32 | 250 | 286 | ||
MetLife Inc. | 6.375% | 6/15/34 | 505 | 585 | ||
MetLife Inc. | 5.700% | 6/15/35 | 425 | 466 | ||
8 | MetLife Inc. | 6.400% | 12/15/36 | 1,505 | 1,518 | |
MetLife Inc. | 5.875% | 2/6/41 | 645 | 700 | ||
MetLife Inc. | 4.125% | 8/13/42 | 525 | 472 | ||
MetLife Inc. | 4.875% | 11/13/43 | 1,396 | 1,379 | ||
MetLife Inc. | 4.721% | 12/15/44 | 1,150 | 1,100 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,000 | 882 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 1,500 | 1,499 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 200 | 198 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 1,200 | 1,191 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 800 | 779 | ||
8 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 1,000 | 963 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 3,720 | 3,534 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 2,000 | 1,986 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 500 | 460 | ||
Mitsubishi UFJ Financial Group Inc. | 0.953% | 7/19/25 | 4,500 | 4,202 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 235 | 231 | ||
Mitsubishi UFJ Financial Group Inc. | 3.837% | 4/17/26 | 300 | 296 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 700 | 655 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 3,300 | 3,193 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 500 | 442 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 1,000 | 946 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 2,625 | 2,533 | ||
Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | 675 | 657 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 2,500 | 2,411 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 1,290 | 1,215 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 825 | 745 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 1,175 | 1,008 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 1,000 | 816 | ||
Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | 2,500 | 2,036 | ||
Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | 300 | 288 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 200 | 185 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 2,600 | 2,260 | ||
8 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 1,000 | 962 | |
8 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 300 | 299 | |
8 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 1,625 | 1,572 | |
8 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 400 | 384 | |
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 250 | 239 | ||
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 2,000 | 1,748 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 675 | 594 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 400 | 383 | ||
8 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 1,000 | 962 | |
8 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 2,400 | 2,133 | |
8 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 1,000 | 840 | |
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 1,500 | 1,193 | ||
Morgan Stanley | 4.875% | 11/1/22 | 1,575 | 1,589 | ||
8 | Morgan Stanley | 4.100% | 5/22/23 | 2,025 | 2,034 | |
8 | Morgan Stanley | 0.560% | 11/10/23 | 4,000 | 3,949 | |
8 | Morgan Stanley | 3.875% | 4/29/24 | 5,814 | 5,831 | |
8 | Morgan Stanley | 0.791% | 1/22/25 | 3,000 | 2,838 | |
Morgan Stanley | 3.620% | 4/17/25 | 1,375 | 1,358 | ||
Morgan Stanley | 0.790% | 5/30/25 | 2,000 | 1,863 | ||
8 | Morgan Stanley | 2.720% | 7/22/25 | 1,948 | 1,879 | |
8 | Morgan Stanley | 4.000% | 7/23/25 | 4,164 | 4,165 | |
8 | Morgan Stanley | 1.164% | 10/21/25 | 2,500 | 2,319 | |
Morgan Stanley | 5.000% | 11/24/25 | 1,100 | 1,119 | ||
8 | Morgan Stanley | 3.875% | 1/27/26 | 1,800 | 1,776 | |
Morgan Stanley | 2.630% | 2/18/26 | 625 | 598 | ||
8 | Morgan Stanley | 2.188% | 4/28/26 | 750 | 703 | |
8 | Morgan Stanley | 3.125% | 7/27/26 | 3,150 | 3,006 | |
8 | Morgan Stanley | 6.250% | 8/9/26 | 1,294 | 1,377 | |
8 | Morgan Stanley | 4.350% | 9/8/26 | 6,479 | 6,413 | |
Morgan Stanley | 0.985% | 12/10/26 | 3,600 | 3,191 | ||
Morgan Stanley | 3.625% | 1/20/27 | 2,135 | 2,072 | ||
Morgan Stanley | 3.950% | 4/23/27 | 745 | 722 | ||
Morgan Stanley | 1.593% | 5/4/27 | 5,398 | 4,815 | ||
8 | Morgan Stanley | 1.512% | 7/20/27 | 1,500 | 1,319 | |
Morgan Stanley | 2.475% | 1/21/28 | 500 | 455 | ||
Morgan Stanley | 4.210% | 4/20/28 | 1,375 | 1,345 | ||
8 | Morgan Stanley | 3.591% | 7/22/28 | 3,040 | 2,877 | |
8 | Morgan Stanley | 3.772% | 1/24/29 | 2,850 | 2,709 | |
8 | Morgan Stanley | 4.431% | 1/23/30 | 300 | 291 | |
8 | Morgan Stanley | 2.699% | 1/22/31 | 775 | 672 | |
8 | Morgan Stanley | 3.622% | 4/1/31 | 8,000 | 7,355 | |
8 | Morgan Stanley | 1.794% | 2/13/32 | 2,000 | 1,575 | |
Morgan Stanley | 7.250% | 4/1/32 | 705 | 832 | ||
8 | Morgan Stanley | 1.928% | 4/28/32 | 2,200 | 1,745 | |
8 | Morgan Stanley | 2.239% | 7/21/32 | 3,500 | 2,844 | |
8 | Morgan Stanley | 2.511% | 10/20/32 | 2,000 | 1,656 | |
Morgan Stanley | 2.943% | 1/21/33 | 500 | 429 | ||
8 | Morgan Stanley | 3.971% | 7/22/38 | 2,100 | 1,878 | |
Morgan Stanley | 3.217% | 4/22/42 | 1,375 | 1,079 | ||
Morgan Stanley | 6.375% | 7/24/42 | 2,400 | 2,750 | ||
Morgan Stanley | 4.300% | 1/27/45 | 2,850 | 2,563 | ||
Morgan Stanley | 4.375% | 1/22/47 | 1,950 | 1,770 | ||
8 | Morgan Stanley | 5.597% | 3/24/51 | 2,700 | 2,921 | |
8 | Morgan Stanley | 2.802% | 1/25/52 | 2,780 | 1,924 | |
Morgan Stanley Domestic Holdings Inc. | 3.800% | 8/24/27 | 325 | 313 | ||
Morgan Stanley Domestic Holdings Inc. | 4.500% | 6/20/28 | 330 | 329 | ||
8 | MUFG Union Bank NA | 2.100% | 12/9/22 | 1,945 | 1,936 | |
Nasdaq Inc. | 3.850% | 6/30/26 | 675 | 671 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 500 | 393 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 1,000 | 690 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 165 | 120 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 500 | 412 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 150 | 147 | ||
8 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 1,788 | 1,686 | |
8 | National Bank of Canada | 0.550% | 11/15/24 | 500 | 477 | |
8 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 50 | 51 | |
NatWest Group plc | 3.875% | 9/12/23 | 2,500 | 2,494 | ||
NatWest Group plc | 6.000% | 12/19/23 | 360 | 367 | ||
NatWest Group plc | 5.125% | 5/28/24 | 1,134 | 1,138 | ||
8 | NatWest Group plc | 4.519% | 6/25/24 | 1,000 | 996 | |
8 | NatWest Group plc | 4.269% | 3/22/25 | 3,800 | 3,760 | |
NatWest Group plc | 4.800% | 4/5/26 | 225 | 224 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | NatWest Group plc | 3.073% | 5/22/28 | 2,450 | 2,228 | |
NatWest Group plc | 5.516% | 9/30/28 | 900 | 907 | ||
8 | NatWest Group plc | 4.892% | 5/18/29 | 2,000 | 1,939 | |
8 | NatWest Group plc | 3.754% | 11/1/29 | 700 | 672 | |
8 | NatWest Group plc | 5.076% | 1/27/30 | 1,140 | 1,117 | |
8 | NatWest Group plc | 4.445% | 5/8/30 | 175 | 165 | |
8 | NatWest Group plc | 3.032% | 11/28/35 | 1,200 | 967 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 2,700 | 2,556 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 2,600 | 2,387 | ||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 1,000 | 885 | ||
Nomura Holdings Inc. | 2.172% | 7/14/28 | 2,800 | 2,360 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 1,610 | 1,370 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 750 | 614 | ||
Nomura Holdings Inc. | 2.608% | 7/14/31 | 825 | 657 | ||
Northern Trust Corp. | 2.375% | 8/2/22 | 745 | 745 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 600 | 602 | ||
Northern Trust Corp. | 4.000% | 5/10/27 | 925 | 932 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 325 | 318 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 500 | 469 | ||
8 | Northern Trust Corp. | 3.375% | 5/8/32 | 275 | 259 | |
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 100 | 95 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 500 | 432 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 465 | 472 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 425 | 413 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 500 | 377 | ||
ORIX Corp. | 3.250% | 12/4/24 | 600 | 590 | ||
ORIX Corp. | 3.700% | 7/18/27 | 650 | 631 | ||
ORIX Corp. | 2.250% | 3/9/31 | 1,000 | 839 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 100 | 100 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 100 | 94 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 1,300 | 1,204 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 1,137 | 1,000 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 500 | 416 | ||
12 | Owl Rock Core Income Corp. | 5.500% | 3/21/25 | 500 | 480 | |
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 500 | 425 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 390 | 371 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 500 | 416 | ||
PNC Bank NA | 3.800% | 7/25/23 | 700 | 703 | ||
8 | PNC Bank NA | 3.300% | 10/30/24 | 887 | 879 | |
8 | PNC Bank NA | 2.950% | 2/23/25 | 1,089 | 1,061 | |
8 | PNC Bank NA | 3.250% | 6/1/25 | 825 | 813 | |
8 | PNC Bank NA | 4.200% | 11/1/25 | 825 | 824 | |
8 | PNC Bank NA | 3.100% | 10/25/27 | 250 | 237 | |
8 | PNC Bank NA | 3.250% | 1/22/28 | 600 | 572 | |
8 | PNC Bank NA | 4.050% | 7/26/28 | 1,000 | 968 | |
8 | PNC Bank NA | 2.700% | 10/22/29 | 300 | 261 | |
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 400 | 400 | ||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 200 | 200 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | �� 500 | 502 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 831 | 786 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 4,021 | 3,836 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 2,880 | 2,692 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 1,350 | 1,174 | ||
PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 1,250 | 1,046 | ||
PNC Financial Services Group Inc. | 4.626% | 6/6/33 | 675 | 653 | ||
Primerica Inc. | 2.800% | 11/19/31 | 500 | 421 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 200 | 199 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 696 | 681 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 300 | 285 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 500 | 469 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 100 | 82 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 500 | 461 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 340 | 304 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 265 | 246 | ||
Progressive Corp. | 2.450% | 1/15/27 | 1,602 | 1,510 | ||
Progressive Corp. | 6.625% | 3/1/29 | 150 | 170 | ||
Progressive Corp. | 3.700% | 1/26/45 | 250 | 210 | ||
Progressive Corp. | 4.125% | 4/15/47 | 385 | 351 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Progressive Corp. | 4.200% | 3/15/48 | 465 | 428 | ||
Progressive Corp. | 3.950% | 3/26/50 | 1,520 | 1,343 | ||
Progressive Corp. | 3.700% | 3/15/52 | 500 | 423 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 27 | 27 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 625 | 530 | ||
8 | Prudential Financial Inc. | 2.100% | 3/10/30 | 1,000 | 852 | |
8 | Prudential Financial Inc. | 5.750% | 7/15/33 | 345 | 377 | |
8 | Prudential Financial Inc. | 5.700% | 12/14/36 | 805 | 879 | |
8 | Prudential Financial Inc. | 6.625% | 12/1/37 | 300 | 351 | |
8 | Prudential Financial Inc. | 6.625% | 6/21/40 | 250 | 289 | |
8 | Prudential Financial Inc. | 5.625% | 6/15/43 | 1,275 | 1,244 | |
8 | Prudential Financial Inc. | 5.100% | 8/15/43 | 225 | 216 | |
8 | Prudential Financial Inc. | 4.600% | 5/15/44 | 1,600 | 1,517 | |
8 | Prudential Financial Inc. | 5.375% | 5/15/45 | 650 | 621 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 1,882 | 1,632 | ||
8 | Prudential Financial Inc. | 5.700% | 9/15/48 | 1,150 | 1,120 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 1,415 | 1,219 | ||
8 | Prudential Financial Inc. | 4.350% | 2/25/50 | 935 | 867 | |
8 | Prudential Financial Inc. | 3.700% | 10/1/50 | 700 | 579 | |
Prudential Financial Inc. | 5.125% | 3/1/52 | 500 | 461 | ||
Prudential plc | 3.125% | 4/14/30 | 740 | 678 | ||
Prudential plc | 3.625% | 3/24/32 | 500 | 463 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 250 | 246 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 875 | 851 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 500 | 408 | ||
8 | Regions Bank | 6.450% | 6/26/37 | 500 | 559 | |
Regions Financial Corp. | 1.800% | 8/12/28 | 500 | 425 | ||
Regions Financial Corp. | 7.375% | 12/10/37 | 500 | 595 | ||
8 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 250 | 252 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 328 | 322 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 300 | 281 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 159 | 158 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 225 | 214 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 200 | 187 | ||
8 | Royal Bank of Canada | 3.700% | 10/5/23 | 1,050 | 1,057 | |
8 | Royal Bank of Canada | 0.425% | 1/19/24 | 1,500 | 1,437 | |
8 | Royal Bank of Canada | 2.550% | 7/16/24 | 975 | 953 | |
Royal Bank of Canada | 0.650% | 7/29/24 | 1,000 | 939 | ||
8 | Royal Bank of Canada | 0.750% | 10/7/24 | 500 | 467 | |
8 | Royal Bank of Canada | 2.250% | 11/1/24 | 1,750 | 1,691 | |
8 | Royal Bank of Canada | 1.600% | 1/21/25 | 350 | 332 | |
Royal Bank of Canada | 3.375% | 4/14/25 | 925 | 913 | ||
8 | Royal Bank of Canada | 1.150% | 6/10/25 | 2,050 | 1,897 | |
8 | Royal Bank of Canada | 0.875% | 1/20/26 | 1,400 | 1,255 | |
8 | Royal Bank of Canada | 4.650% | 1/27/26 | 1,865 | 1,885 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 1,675 | 1,505 | ||
8 | Royal Bank of Canada | 1.150% | 7/14/26 | 600 | 535 | |
8 | Royal Bank of Canada | 1.400% | 11/2/26 | 500 | 444 | |
8 | Royal Bank of Canada | 2.050% | 1/21/27 | 350 | 319 | |
Royal Bank of Canada | 3.625% | 5/4/27 | 925 | 899 | ||
8 | Royal Bank of Canada | 2.300% | 11/3/31 | 3,650 | 3,040 | |
Royal Bank of Canada | 3.875% | 5/4/32 | 925 | 880 | ||
Santander Holdings USA Inc. | 4.260% | 6/9/25 | 500 | 494 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 867 | 864 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 6,867 | 6,439 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 900 | 866 | ||
Santander Holdings USA Inc. | 2.490% | 1/6/28 | 925 | 816 | ||
8 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 3,000 | 2,687 | |
8 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 500 | 465 | |
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 500 | 416 | ||
Santander UK plc | 4.000% | 3/13/24 | 1,200 | 1,202 | ||
Santander UK plc | 2.875% | 6/18/24 | 225 | 219 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 240 | 228 | ||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 225 | 217 | ||
12 | Societe Generale SA | 3.000% | 1/22/30 | 1,000 | 853 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
12 | Standard Chartered plc | 4.644% | 4/1/31 | 1,000 | 952 | |
State Street Corp. | 3.100% | 5/15/23 | 550 | 549 | ||
8 | State Street Corp. | 3.776% | 12/3/24 | 1,000 | 999 | |
State Street Corp. | 3.550% | 8/18/25 | 635 | 632 | ||
8 | State Street Corp. | 2.354% | 11/1/25 | 550 | 529 | |
State Street Corp. | 2.650% | 5/19/26 | 4,500 | 4,304 | ||
8 | State Street Corp. | 4.141% | 12/3/29 | 800 | 782 | |
State Street Corp. | 2.400% | 1/24/30 | 625 | 545 | ||
State Street Corp. | 2.200% | 3/3/31 | 500 | 408 | ||
8 | State Street Corp. | 3.031% | 11/1/34 | 550 | 483 | |
Stewart Information Services Corp. | 3.600% | 11/15/31 | 500 | 415 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 400 | 401 | ||
Stifel Financial Corp. | 4.000% | 5/15/30 | 100 | 92 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 75 | 75 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 725 | 727 | ||
8 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 2,925 | 2,894 | |
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 1,000 | 1,004 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 2,000 | 2,011 | ||
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 850 | 810 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 2,500 | 2,435 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 1,500 | 1,447 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 1,805 | 1,727 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 1,250 | 1,151 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 829 | 739 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 1,200 | 1,122 | ||
Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 1,000 | 885 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 650 | 614 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 1,000 | 959 | ||
Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | 525 | 476 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 2,600 | 2,473 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 1,700 | 1,610 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 650 | 624 | ||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 3,000 | 2,544 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 250 | 245 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 1,000 | 891 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 1,100 | 976 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 400 | 349 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 1,175 | 1,024 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 1,300 | 1,070 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 750 | 589 | ||
Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | 1,000 | 809 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 600 | 409 | ||
SVB Financial Group | 3.500% | 1/29/25 | 319 | 312 | ||
SVB Financial Group | 1.800% | 10/28/26 | 600 | 534 | ||
SVB Financial Group | 4.345% | 4/29/28 | 500 | 486 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
SVB Financial Group | 2.100% | 5/15/28 | 500 | 425 | ||
SVB Financial Group | 3.125% | 6/5/30 | 300 | 258 | ||
SVB Financial Group | 1.800% | 2/2/31 | 700 | 540 | ||
SVB Financial Group | 4.570% | 4/29/33 | 500 | 467 | ||
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 250 | 274 | ||
Synchrony Financial | 4.375% | 3/19/24 | 500 | 496 | ||
Synchrony Financial | 4.250% | 8/15/24 | 700 | 697 | ||
Synchrony Financial | 4.500% | 7/23/25 | 1,298 | 1,261 | ||
Synchrony Financial | 3.700% | 8/4/26 | 500 | 464 | ||
Synchrony Financial | 3.950% | 12/1/27 | 1,125 | 1,023 | ||
8 | Toronto-Dominion Bank | 1.900% | 12/1/22 | 900 | 897 | |
8 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 5,000 | 4,852 | |
8 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 1,000 | 1,003 | |
8 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 1,000 | 968 | |
8 | Toronto-Dominion Bank | 2.350% | 3/8/24 | 1,395 | 1,366 | |
8 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 550 | 546 | |
8 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 3,000 | 2,944 | |
Toronto-Dominion Bank | 1.250% | 12/13/24 | 3,100 | 2,930 | ||
8 | Toronto-Dominion Bank | 1.450% | 1/10/25 | 500 | 473 | |
Toronto-Dominion Bank | 3.766% | 6/6/25 | 2,050 | 2,038 | ||
8 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 1,550 | 1,431 | |
8 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 900 | 804 | |
8 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 600 | 533 | |
8 | Toronto-Dominion Bank | 1.950% | 1/12/27 | 500 | 452 | |
8 | Toronto-Dominion Bank | 2.800% | 3/10/27 | 250 | 234 | |
Toronto-Dominion Bank | 4.108% | 6/8/27 | 2,050 | 2,028 | ||
8 | Toronto-Dominion Bank | 2.000% | 9/10/31 | 600 | 488 | |
8 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 500 | 481 | |
8 | Toronto-Dominion Bank | 2.450% | 1/12/32 | 500 | 419 | |
8 | Toronto-Dominion Bank | 3.200% | 3/10/32 | 2,250 | 2,007 | |
Toronto-Dominion Bank | 4.456% | 6/8/32 | 2,050 | 2,027 | ||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 625 | 807 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 475 | 574 | ||
8 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,060 | 1,243 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 530 | 562 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 500 | 475 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 250 | 231 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 1,050 | 934 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 250 | 226 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 500 | 348 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 450 | 444 | ||
8 | Truist Bank | 3.200% | 4/1/24 | 3,000 | 2,986 | |
8 | Truist Bank | 3.689% | 8/2/24 | 725 | 724 | |
8 | Truist Bank | 2.150% | 12/6/24 | 2,300 | 2,218 | |
8 | Truist Bank | 3.625% | 9/16/25 | 2,600 | 2,551 | |
8 | Truist Bank | 3.300% | 5/15/26 | 1,216 | 1,173 | |
8 | Truist Bank | 3.800% | 10/30/26 | 400 | 390 | |
8 | Truist Financial Corp. | 3.750% | 12/6/23 | 900 | 906 | |
8 | Truist Financial Corp. | 2.500% | 8/1/24 | 100 | 98 | |
8 | Truist Financial Corp. | 2.850% | 10/26/24 | 791 | 775 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 35 | 35 | ||
8 | Truist Financial Corp. | 3.700% | 6/5/25 | �� 1,902 | 1,894 | |
8 | Truist Financial Corp. | 1.200% | 8/5/25 | 500 | 460 | |
8 | Truist Financial Corp. | 1.267% | 3/2/27 | 2,000 | 1,796 | |
8 | Truist Financial Corp. | 1.125% | 8/3/27 | 2,750 | 2,358 | |
8 | Truist Financial Corp. | 3.875% | 3/19/29 | 600 | 568 | |
8 | Truist Financial Corp. | 1.887% | 6/7/29 | 675 | 580 | |
8 | Truist Financial Corp. | 1.950% | 6/5/30 | 300 | 249 | |
12 | UBS Group AG | 3.126% | 8/13/30 | 1,175 | 1,041 | |
Unum Group | 4.000% | 3/15/24 | 200 | 199 | ||
Unum Group | 4.000% | 6/15/29 | 210 | 198 | ||
Unum Group | 5.750% | 8/15/42 | 400 | 373 | ||
Unum Group | 4.500% | 12/15/49 | 500 | 386 | ||
Unum Group | 4.125% | 6/15/51 | 500 | 369 | ||
8 | US Bancorp | 3.700% | 1/30/24 | 650 | 653 | |
US Bancorp | 3.375% | 2/5/24 | 1,000 | 1,002 | ||
US Bancorp | 2.400% | 7/30/24 | 1,025 | 1,000 | ||
8 | US Bancorp | 3.950% | 11/17/25 | 150 | 151 | |
8 | US Bancorp | 3.100% | 4/27/26 | 2,257 | 2,177 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | US Bancorp | 2.375% | 7/22/26 | 125 | 118 | |
8 | US Bancorp | 3.150% | 4/27/27 | 3,314 | 3,190 | |
8 | US Bancorp | 3.900% | 4/26/28 | 525 | 519 | |
8 | US Bancorp | 3.000% | 7/30/29 | 1,775 | 1,614 | |
8 | US Bancorp | 2.677% | 1/27/33 | 500 | 431 | |
8 | US Bank NA | 3.400% | 7/24/23 | 850 | 849 | |
8 | US Bank NA | 2.050% | 1/21/25 | 1,250 | 1,199 | |
8 | US Bank NA | 2.800% | 1/27/25 | 1,749 | 1,709 | |
Visa Inc. | 2.800% | 12/14/22 | 1,500 | 1,502 | ||
Visa Inc. | 3.150% | 12/14/25 | 4,000 | 3,948 | ||
Visa Inc. | 1.900% | 4/15/27 | 1,400 | 1,292 | ||
Visa Inc. | 0.750% | 8/15/27 | 500 | 433 | ||
Visa Inc. | 2.750% | 9/15/27 | 896 | 855 | ||
Visa Inc. | 2.050% | 4/15/30 | 1,475 | 1,293 | ||
Visa Inc. | 1.100% | 2/15/31 | 800 | 640 | ||
Visa Inc. | 4.150% | 12/14/35 | 2,100 | 2,091 | ||
Visa Inc. | 2.700% | 4/15/40 | 1,450 | 1,171 | ||
Visa Inc. | 4.300% | 12/14/45 | 3,730 | 3,684 | ||
Visa Inc. | 3.650% | 9/15/47 | 655 | 583 | ||
Visa Inc. | 2.000% | 8/15/50 | 1,500 | 996 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 750 | 729 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 650 | 662 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 125 | 115 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 290 | 271 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 1,000 | 770 | ||
W R Berkley Corp. | 3.150% | 9/30/61 | 500 | 330 | ||
Wachovia Corp. | 6.605% | 10/1/25 | 1,000 | 1,069 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 150 | 178 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 325 | 331 | ||
Wachovia Corp. | 6.550% | 10/15/35 | 100 | 114 | ||
Wells Fargo & Co. | 4.125% | 8/15/23 | 1,675 | 1,686 | ||
8 | Wells Fargo & Co. | 3.750% | 1/24/24 | 1,000 | 1,002 | |
8 | Wells Fargo & Co. | 1.654% | 6/2/24 | 5,000 | 4,884 | |
8 | Wells Fargo & Co. | 3.550% | 9/29/25 | 1,149 | 1,128 | |
8 | Wells Fargo & Co. | 2.406% | 10/30/25 | 3,400 | 3,242 | |
8 | Wells Fargo & Co. | 2.164% | 2/11/26 | 5,000 | 4,707 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 4,025 | 3,833 | ||
8 | Wells Fargo & Co. | 3.908% | 4/25/26 | 1,850 | 1,820 | |
8 | Wells Fargo & Co. | 2.188% | 4/30/26 | 3,000 | 2,812 | |
8 | Wells Fargo & Co. | 4.100% | 6/3/26 | 7,151 | 7,029 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 2,275 | 2,148 | ||
8 | Wells Fargo & Co. | 4.300% | 7/22/27 | 1,500 | 1,482 | |
8 | Wells Fargo & Co. | 3.584% | 5/22/28 | 1,048 | 993 | |
8 | Wells Fargo & Co. | 2.393% | 6/2/28 | 1,500 | 1,344 | |
8 | Wells Fargo & Co. | 4.150% | 1/24/29 | 200 | 193 | |
8 | Wells Fargo & Co. | 2.879% | 10/30/30 | 8,000 | 7,036 | |
8 | Wells Fargo & Co. | 4.478% | 4/4/31 | 5,210 | 5,097 | |
8 | Wells Fargo & Co. | 5.950% | 12/15/36 | 225 | 228 | |
8 | Wells Fargo & Co. | 3.068% | 4/30/41 | 6,000 | 4,676 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 1,550 | 1,526 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 1,900 | 1,912 | ||
8 | Wells Fargo & Co. | 4.650% | 11/4/44 | 2,175 | 1,951 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 650 | 549 | ||
8 | Wells Fargo & Co. | 4.900% | 11/17/45 | 2,300 | 2,128 | |
8 | Wells Fargo & Co. | 4.400% | 6/14/46 | 1,375 | 1,193 | |
8 | Wells Fargo & Co. | 4.750% | 12/7/46 | 2,175 | 1,983 | |
8 | Wells Fargo & Co. | 5.013% | 4/4/51 | 5,500 | 5,395 | |
8 | Wells Fargo & Co. | 4.611% | 4/25/53 | 1,850 | 1,712 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 550 | 591 | ||
8 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 425 | 454 | |
8 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 605 | 699 | |
Western Union Co. | 2.850% | 1/10/25 | 400 | 384 | ||
Western Union Co. | 1.350% | 3/15/26 | 500 | 446 | ||
Western Union Co. | 2.750% | 3/15/31 | 500 | 411 | ||
Western Union Co. | 6.200% | 11/17/36 | 410 | 412 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 400 | 401 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 1,000 | 997 | ||
Westpac Banking Corp. | 1.019% | 11/18/24 | 900 | 846 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 1,575 | 1,522 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Westpac Banking Corp. | 2.850% | 5/13/26 | 450 | 432 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 5,650 | 5,368 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 800 | 774 | ||
Westpac Banking Corp. | 1.953% | 11/20/28 | 900 | 785 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 1,620 | 1,440 | ||
8 | Westpac Banking Corp. | 2.894% | 2/4/30 | 3,007 | 2,850 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 1,750 | 1,601 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 1,250 | 1,003 | ||
Westpac Banking Corp. | 3.020% | 11/18/36 | 2,000 | 1,612 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 1,000 | 725 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 600 | 591 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 1,500 | 1,441 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 1,260 | 1,079 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 200 | 184 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 625 | 487 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 100 | 106 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 450 | 466 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 250 | 218 | ||
1,578,875 | ||||||
Health Care (1.2%) | ||||||
Abbott Laboratories | 2.950% | 3/15/25 | 1,760 | 1,738 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 1,539 | 1,556 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 1,502 | 1,513 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 1,850 | 1,612 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 400 | 334 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 1,200 | 1,273 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 425 | 503 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 250 | 283 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 310 | 338 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 4,865 | 5,113 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 2,150 | 2,149 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 1,625 | 1,620 | ||
AbbVie Inc. | 2.800% | 3/15/23 | 225 | 224 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 1,250 | 1,255 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 975 | 975 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 4,225 | 4,093 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 2,407 | 2,390 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 3,618 | 3,571 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 5,071 | 4,883 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 4,390 | ���4,161 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 1,750 | 1,730 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 4,150 | 3,816 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 3,150 | 3,069 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 2,030 | 1,969 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 1,675 | 1,574 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 3,850 | 3,431 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 430 | 396 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 2,619 | 2,381 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 945 | 906 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 525 | 494 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 2,757 | 2,597 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 2,100 | 1,905 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 400 | 385 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 4,965 | 4,401 | ||
Adventist Health System | 2.952% | 3/1/29 | 350 | 321 | ||
Adventist Health System | 3.630% | 3/1/49 | 375 | 313 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 225 | 221 | ||
8 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 100 | 86 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 375 | 359 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 250 | 203 | ||
8 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 300 | 226 | |
Aetna Inc. | 3.500% | 11/15/24 | 995 | 984 | ||
Aetna Inc. | 6.625% | 6/15/36 | 1,100 | 1,243 | ||
Aetna Inc. | 6.750% | 12/15/37 | 350 | 397 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Aetna Inc. | 4.500% | 5/15/42 | 375 | 337 | ||
Aetna Inc. | 4.125% | 11/15/42 | 325 | 278 | ||
Aetna Inc. | 3.875% | 8/15/47 | 1,000 | 826 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 450 | 430 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 293 | 257 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 325 | 265 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 500 | 407 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 325 | 341 | ||
8 | AHS Hospital Corp. | 2.780% | 7/1/51 | 500 | 353 | |
8 | Allina Health System | 3.887% | 4/15/49 | 325 | 286 | |
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 900 | 892 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 325 | 318 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 700 | 674 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 975 | 851 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 2,000 | 1,712 | ||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 100 | 86 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 816 | 737 | ||
Amgen Inc. | 3.625% | 5/22/24 | 1,150 | 1,148 | ||
Amgen Inc. | 1.900% | 2/21/25 | 840 | 803 | ||
Amgen Inc. | 3.125% | 5/1/25 | 300 | 295 | ||
Amgen Inc. | 2.600% | 8/19/26 | 1,845 | 1,747 | ||
Amgen Inc. | 2.200% | 2/21/27 | 2,475 | 2,276 | ||
Amgen Inc. | 3.200% | 11/2/27 | 1,000 | 956 | ||
Amgen Inc. | 1.650% | 8/15/28 | 1,000 | 858 | ||
Amgen Inc. | 2.450% | 2/21/30 | 1,675 | 1,462 | ||
Amgen Inc. | 2.300% | 2/25/31 | 2,100 | 1,784 | ||
Amgen Inc. | 2.000% | 1/15/32 | 1,250 | 1,017 | ||
Amgen Inc. | 3.350% | 2/22/32 | 1,000 | 916 | ||
Amgen Inc. | 3.150% | 2/21/40 | 2,800 | 2,221 | ||
Amgen Inc. | 2.800% | 8/15/41 | 1,000 | 741 | ||
Amgen Inc. | 4.950% | 10/1/41 | 500 | 490 | ||
Amgen Inc. | 5.150% | 11/15/41 | 451 | 447 | ||
Amgen Inc. | 4.400% | 5/1/45 | 2,350 | 2,133 | ||
Amgen Inc. | 4.563% | 6/15/48 | 656 | 603 | ||
Amgen Inc. | 3.375% | 2/21/50 | 1,875 | 1,438 | ||
Amgen Inc. | 4.663% | 6/15/51 | 1,939 | 1,821 | ||
Amgen Inc. | 3.000% | 1/15/52 | 2,500 | 1,779 | ||
Amgen Inc. | 4.200% | 2/22/52 | 1,500 | 1,316 | ||
Amgen Inc. | 2.770% | 9/1/53 | 1,626 | 1,097 | ||
Amgen Inc. | 4.400% | 2/22/62 | 1,200 | 1,044 | ||
8 | Ascension Health | 2.532% | 11/15/29 | 1,056 | 951 | |
8 | Ascension Health | 3.106% | 11/15/39 | 300 | 247 | |
Ascension Health | 3.945% | 11/15/46 | 650 | 602 | ||
8 | Ascension Health | 4.847% | 11/15/53 | 610 | 642 | |
AstraZeneca Finance LLC | 0.700% | 5/28/24 | 1,000 | 949 | ||
AstraZeneca Finance LLC | 1.200% | 5/28/26 | 500 | 452 | ||
AstraZeneca Finance LLC | 1.750% | 5/28/28 | 1,100 | 970 | ||
AstraZeneca Finance LLC | 2.250% | 5/28/31 | 500 | 435 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 590 | 592 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 2,574 | 2,549 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 1,000 | 891 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 500 | 482 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 1,020 | 836 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 3,105 | 3,724 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 670 | 618 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 1,975 | 1,916 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 550 | 541 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 500 | 334 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 250 | 199 | ||
Banner Health | 2.338% | 1/1/30 | 375 | 331 | ||
Banner Health | 1.897% | 1/1/31 | 500 | 414 | ||
Banner Health | 2.907% | 1/1/42 | 500 | 389 | ||
8 | Banner Health | 3.181% | 1/1/50 | 225 | 175 | |
Banner Health | 2.913% | 1/1/51 | 500 | 376 | ||
8 | Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | 500 | 337 | |
8 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 500 | 405 | |
Baxalta Inc. | 4.000% | 6/23/25 | 1,411 | 1,400 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Baxalta Inc. | 5.250% | 6/23/45 | 415 | 414 | ||
Baxter International Inc. | 0.868% | 12/1/23 | 950 | 912 | ||
Baxter International Inc. | 1.322% | 11/29/24 | 950 | 892 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 400 | 375 | ||
Baxter International Inc. | 1.915% | 2/1/27 | 2,175 | 1,948 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 1,175 | 1,029 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 555 | 532 | ||
Baxter International Inc. | 1.730% | 4/1/31 | 600 | 472 | ||
Baxter International Inc. | 2.539% | 2/1/32 | 2,675 | 2,256 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 375 | 293 | ||
Baxter International Inc. | 3.132% | 12/1/51 | 1,950 | 1,419 | ||
8 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 500 | 410 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 400 | 376 | ||
8 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 1,500 | 1,094 | |
Becton Dickinson & Co. | 3.363% | 6/6/24 | 873 | 864 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 495 | 493 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 1,430 | 1,384 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,000 | 879 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 1,000 | 809 | ||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 88 | 80 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 769 | 712 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 2,225 | 2,078 | ||
8 | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 500 | 364 | |
8 | BHSH System Obligated Group | 3.487% | 7/15/49 | 275 | 228 | |
Biogen Inc. | 4.050% | 9/15/25 | 1,450 | 1,436 | ||
Biogen Inc. | 2.250% | 5/1/30 | 2,625 | 2,152 | ||
Biogen Inc. | 3.150% | 5/1/50 | 1,395 | 957 | ||
Biogen Inc. | 3.250% | 2/15/51 | 1,089 | 760 | ||
Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | 250 | 236 | ||
Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 500 | 444 | ||
8 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 308 | 287 | |
8 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 250 | 206 | |
8 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 250 | 186 | |
Boston Scientific Corp. | 3.450% | 3/1/24 | 318 | 317 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 650 | 613 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 700 | 611 | ||
Boston Scientific Corp. | 6.750% | 11/15/35 | 325 | 373 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 559 | 520 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 225 | 278 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 1,064 | 1,017 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 700 | 700 | ||
Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 725 | 726 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 125 | 125 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 825 | 798 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 2,700 | 2,676 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 500 | 456 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 1,303 | 1,286 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 1,095 | 1,079 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 1,700 | 1,703 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 1,050 | 1,014 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 500 | 411 | ||
Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 3,000 | 2,754 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 1,330 | 1,272 | ||
Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 1,489 | 1,306 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 390 | 320 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 1,750 | 1,668 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 2,116 | 2,076 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 3,555 | 3,340 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 1,150 | 813 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 3,360 | 2,902 | ||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 1,500 | 1,290 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 500 | 492 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 225 | 222 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 400 | 345 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 250 | 214 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 375 | 341 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 500 | 424 | ||
8 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 500 | 366 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Children's Health System of Texas | 2.511% | 8/15/50 | 500 | 341 | ||
8 | Children's Hospital | 2.928% | 7/15/50 | 500 | 356 | |
8 | Children's Hospital Corp. | 4.115% | 1/1/47 | 200 | 187 | |
8 | Children's Hospital Corp. | 2.585% | 2/1/50 | 200 | 139 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 150 | 143 | ||
8 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 500 | 347 | |
8 | CHRISTUS Health | 4.341% | 7/1/28 | 425 | 426 | |
8 | Cigna Corp. | 3.050% | 11/30/22 | 500 | 500 | |
8 | Cigna Corp. | 3.000% | 7/15/23 | 1,375 | 1,366 | |
Cigna Corp. | 3.750% | 7/15/23 | 476 | 477 | ||
8 | Cigna Corp. | 3.250% | 4/15/25 | 3,576 | 3,508 | |
8 | Cigna Corp. | 4.500% | 2/25/26 | 1,655 | 1,677 | |
8 | Cigna Corp. | 3.400% | 3/1/27 | 2,850 | 2,740 | |
Cigna Corp. | 4.375% | 10/15/28 | 1,775 | 1,759 | ||
Cigna Corp. | 2.400% | 3/15/30 | 1,515 | 1,301 | ||
Cigna Corp. | 4.800% | 8/15/38 | 1,570 | 1,529 | ||
Cigna Corp. | 3.200% | 3/15/40 | 1,250 | 997 | ||
8 | Cigna Corp. | 6.125% | 11/15/41 | 334 | 366 | |
8 | Cigna Corp. | 4.800% | 7/15/46 | 4,550 | 4,334 | |
8 | Cigna Corp. | 3.875% | 10/15/47 | 1,775 | 1,461 | |
Cigna Corp. | 3.400% | 3/15/50 | 1,725 | 1,319 | ||
Cigna Corp. | 3.400% | 3/15/51 | 1,000 | 769 | ||
8 | City of Hope | 5.623% | 11/15/43 | 250 | 269 | |
8 | City of Hope | 4.378% | 8/15/48 | 500 | 463 | |
CommonSpirit Health | 2.760% | 10/1/24 | 500 | 487 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 500 | 458 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 725 | 668 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 500 | 427 | ||
8 | CommonSpirit Health | 4.350% | 11/1/42 | 790 | 708 | |
CommonSpirit Health | 3.817% | 10/1/49 | 225 | 187 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 780 | 656 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 330 | 264 | ||
8 | Community Health Network Inc. | 3.099% | 5/1/50 | 2,000 | 1,496 | |
8 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 425 | 336 | |
CVS Health Corp. | 3.375% | 8/12/24 | 360 | 358 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 3,175 | 3,162 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 6,547 | 6,241 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 1,300 | 1,246 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 475 | 463 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 1,000 | 862 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 4,284 | 4,242 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 675 | 616 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 1,563 | 1,462 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 2,000 | 1,605 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 2,000 | 1,604 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 525 | 519 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 4,300 | 4,070 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 375 | 403 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 2,175 | 1,898 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 1,500 | 1,080 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 650 | 645 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 3,775 | 3,644 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 4,465 | 4,272 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 1,700 | 1,462 | ||
Danaher Corp. | 3.350% | 9/15/25 | 1,102 | 1,085 | ||
Danaher Corp. | 2.600% | 10/1/50 | 550 | 383 | ||
Danaher Corp. | 2.800% | 12/10/51 | 500 | 360 | ||
8 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 300 | 269 | |
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 575 | 486 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 1,150 | 1,146 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 1,450 | 1,392 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 725 | 601 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 1,200 | 970 | ||
Dignity Health | 3.812% | 11/1/24 | 100 | 99 | ||
Dignity Health | 4.500% | 11/1/42 | 550 | 503 | ||
Dignity Health | 5.267% | 11/1/64 | 225 | 218 | ||
8 | Duke University Health System Inc. | 3.920% | 6/1/47 | 450 | 408 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 475 | 464 | ||
Elevance Health Inc. | 3.500% | 8/15/24 | 975 | 971 | ||
Elevance Health Inc. | 2.375% | 1/15/25 | 1,409 | 1,358 | ||
Elevance Health Inc. | 2.875% | 9/15/29 | 425 | 383 | ||
Elevance Health Inc. | 2.250% | 5/15/30 | 4,000 | 3,417 | ||
Elevance Health Inc. | 2.550% | 3/15/31 | 1,280 | 1,106 | ||
Elevance Health Inc. | 4.100% | 5/15/32 | 700 | 682 | ||
Elevance Health Inc. | 5.850% | 1/15/36 | 300 | 326 | ||
Elevance Health Inc. | 6.375% | 6/15/37 | 300 | 348 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 1,275 | 1,210 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 1,750 | 1,665 | ||
Elevance Health Inc. | 5.100% | 1/15/44 | 1,200 | 1,202 | ||
Elevance Health Inc. | 4.650% | 8/15/44 | 525 | 498 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 1,100 | 1,018 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 120 | 114 | ||
Elevance Health Inc. | 3.700% | 9/15/49 | 700 | 580 | ||
Elevance Health Inc. | 3.125% | 5/15/50 | 1,270 | 958 | ||
Elevance Health Inc. | 3.600% | 3/15/51 | 1,500 | 1,216 | ||
Elevance Health Inc. | 4.550% | 5/15/52 | 700 | 666 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 380 | 374 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 335 | 326 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 1,335 | 1,288 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 500 | 343 | ||
8 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 500 | 431 | |
Gilead Sciences Inc. | 2.500% | 9/1/23 | 1,025 | 1,015 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 562 | 544 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 1,375 | 1,377 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 345 | 341 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 4,305 | 4,241 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 175 | 166 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 900 | 775 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 700 | 694 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 1,250 | 1,165 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 1,000 | 734 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 800 | 856 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 1,325 | 1,284 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 1,400 | 1,295 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 2,675 | 2,561 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 2,325 | 1,627 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 1,874 | 1,879 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 2,150 | 2,140 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 180 | 197 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 2,245 | 2,683 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 750 | 725 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 1,025 | 1,017 | ||
8 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 500 | 378 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 500 | 462 | ||
8 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 500 | 361 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 225 | 216 | ||
8 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 300 | 243 | |
HCA Inc. | 5.000% | 3/15/24 | 1,650 | 1,656 | ||
HCA Inc. | 5.375% | 2/1/25 | 1,750 | 1,747 | ||
HCA Inc. | 5.250% | 4/15/25 | 1,350 | 1,353 | ||
HCA Inc. | 5.875% | 2/15/26 | 500 | 503 | ||
HCA Inc. | 5.250% | 6/15/26 | 1,150 | 1,142 | ||
HCA Inc. | 4.500% | 2/15/27 | 1,535 | 1,477 | ||
HCA Inc. | 5.625% | 9/1/28 | 750 | 738 | ||
HCA Inc. | 4.125% | 6/15/29 | 2,420 | 2,210 | ||
HCA Inc. | 3.500% | 9/1/30 | 2,500 | 2,132 | ||
HCA Inc. | 2.375% | 7/15/31 | 750 | 579 | ||
12 | HCA Inc. | 3.625% | 3/15/32 | 2,500 | 2,110 | |
HCA Inc. | 5.125% | 6/15/39 | 825 | 723 | ||
12 | HCA Inc. | 4.375% | 3/15/42 | 500 | 397 | |
HCA Inc. | 5.500% | 6/15/47 | 1,700 | 1,521 | ||
HCA Inc. | 5.250% | 6/15/49 | 1,445 | 1,247 | ||
HCA Inc. | 3.500% | 7/15/51 | 1,000 | 690 | ||
12 | HCA Inc. | 4.625% | 3/15/52 | 2,000 | 1,600 | |
Humana Inc. | 0.650% | 8/3/23 | 700 | 678 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Humana Inc. | 3.850% | 10/1/24 | 861 | 862 | ||
Humana Inc. | 4.500% | 4/1/25 | 750 | 759 | ||
Humana Inc. | 1.350% | 2/3/27 | 500 | 438 | ||
Humana Inc. | 3.950% | 3/15/27 | 950 | 933 | ||
Humana Inc. | 3.125% | 8/15/29 | 400 | 362 | ||
Humana Inc. | 4.875% | 4/1/30 | 480 | 485 | ||
Humana Inc. | 2.150% | 2/3/32 | 500 | 405 | ||
Humana Inc. | 4.625% | 12/1/42 | 375 | 348 | ||
Humana Inc. | 4.950% | 10/1/44 | 620 | 603 | ||
Humana Inc. | 3.950% | 8/15/49 | 470 | 400 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 300 | 281 | ||
Illumina Inc. | 2.550% | 3/23/31 | 500 | 406 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 500 | 451 | ||
8 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 500 | 364 | |
Inova Health System Foundation | 4.068% | 5/15/52 | 500 | 458 | ||
8 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 750 | 638 | |
8 | Iowa Health System | 3.665% | 2/15/50 | 400 | 327 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 575 | 519 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 650 | 653 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 1,506 | 1,488 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 925 | 854 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 1,600 | 1,555 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 1,225 | 1,080 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 1,100 | 1,063 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 1,050 | 885 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 550 | 598 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 900 | 931 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 1,325 | 1,256 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 2,150 | 2,042 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 745 | 887 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 325 | 376 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 925 | 677 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 419 | 423 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 225 | 236 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 550 | 554 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 1,750 | 1,616 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 500 | 464 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 250 | 223 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 925 | 647 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 1,525 | 1,035 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 1,031 | 1,002 | ||
8 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 500 | 383 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 925 | 944 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 675 | 628 | ||
8 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 375 | 295 | |
8 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 1,500 | 1,122 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 300 | 343 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 785 | 758 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 500 | 493 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 425 | 407 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 1,421 | 1,401 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 500 | 447 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 450 | 434 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 525 | 461 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 500 | 420 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 800 | 712 | ||
8 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 150 | 131 | |
8 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 400 | 313 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 275 | 248 | |
8 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 725 | 540 | |
8 | Mayo Clinic | 3.774% | 11/15/43 | 250 | 224 | |
8 | Mayo Clinic | 4.000% | 11/15/47 | 150 | 139 | |
8 | Mayo Clinic | 4.128% | 11/15/52 | 125 | 119 | |
8 | Mayo Clinic | 3.196% | 11/15/61 | 750 | 564 | |
McKesson Corp. | 0.900% | 12/3/25 | 750 | 675 | ||
8 | MedStar Health Inc. | 3.626% | 8/15/49 | 250 | 204 | |
Medtronic Inc. | 4.375% | 3/15/35 | 3,108 | 3,103 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 754 | 756 | ||
Memorial Health Services | 3.447% | 11/1/49 | 500 | 410 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 100 | 104 | ||
8 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 250 | 189 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 450 | 418 | ||
8 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 150 | 137 | |
Merck & Co. Inc. | 2.900% | 3/7/24 | 500 | 497 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 2,250 | 2,221 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 2,743 | 2,488 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 1,450 | 1,318 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 1,500 | 1,452 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 770 | 640 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 3,350 | 2,884 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 525 | 633 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 600 | 567 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 775 | 584 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 1,425 | 1,249 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 980 | 930 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 2,295 | 2,017 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 600 | 554 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 750 | 529 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 3,675 | 2,723 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 1,200 | 854 | ||
8 | Mercy Health | 4.302% | 7/1/28 | 175 | 176 | |
8 | Methodist Hospital | 2.705% | 12/1/50 | 500 | 350 | |
8 | Montefiore Obligated Group | 5.246% | 11/1/48 | 600 | 509 | |
8 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 200 | 175 | |
8 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 450 | 380 | |
8 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 500 | 376 | |
MultiCare Health System | 2.803% | 8/15/50 | 500 | 358 | ||
Mylan Inc. | 4.200% | 11/29/23 | 705 | 703 | ||
Mylan Inc. | 4.550% | 4/15/28 | 575 | 548 | ||
Mylan Inc. | 5.400% | 11/29/43 | 400 | 335 | ||
Mylan Inc. | 5.200% | 4/15/48 | 625 | 496 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 480 | 438 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 425 | 388 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 500 | 317 | ||
8 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 400 | 309 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 525 | 453 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 850 | 768 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 375 | 310 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 500 | 402 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 500 | 385 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 1,000 | 761 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 2,735 | 2,748 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 255 | 246 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 1,400 | 1,382 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 2,340 | 2,178 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 800 | 781 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 2,175 | 1,918 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 525 | 475 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 1,050 | 1,048 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 1,200 | 1,116 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 850 | 661 | ||
8 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 245 | 173 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | NYU Langone Hospitals | 5.750% | 7/1/43 | 375 | 418 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 325 | 317 | ||
8 | NYU Langone Hospitals | 4.368% | 7/1/47 | 425 | 387 | |
8 | NYU Langone Hospitals | 3.380% | 7/1/55 | 525 | 395 | |
8 | Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | 500 | 403 | |
OhioHealth Corp. | 2.297% | 11/15/31 | 500 | 428 | ||
OhioHealth Corp. | 2.834% | 11/15/41 | 500 | 385 | ||
8 | OhioHealth Corp. | 3.042% | 11/15/50 | 300 | 229 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 225 | 201 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 500 | 397 | ||
8 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 300 | 297 | |
8 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 500 | 377 | |
PerkinElmer Inc. | 0.550% | 9/15/23 | 500 | 481 | ||
PerkinElmer Inc. | 0.850% | 9/15/24 | 500 | 464 | ||
PerkinElmer Inc. | 1.900% | 9/15/28 | 500 | 417 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 650 | 571 | ||
PerkinElmer Inc. | 2.550% | 3/15/31 | 500 | 407 | ||
PerkinElmer Inc. | 2.250% | 9/15/31 | 500 | 395 | ||
PerkinElmer Inc. | 3.625% | 3/15/51 | 350 | 262 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 475 | 476 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 500 | 498 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 200 | 201 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 300 | 280 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 2,556 | 2,490 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 1,295 | 1,266 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 600 | 597 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 750 | 729 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 1,175 | 1,073 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 1,750 | 1,492 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 1,900 | 1,589 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 1,050 | 1,022 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 600 | 579 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 550 | 519 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 1,015 | 1,330 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 750 | 591 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 780 | 754 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 725 | 710 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 1,575 | 1,513 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 500 | 487 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 850 | 800 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 3,275 | 2,505 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 912 | 1,030 | ||
8 | Piedmont Healthcare Inc. | 2.044% | 1/1/32 | 500 | 410 | |
Piedmont Healthcare Inc. | 2.864% | 1/1/52 | 500 | 356 | ||
Presbyterian Healthcare Services | 4.875% | 8/1/52 | 500 | 520 | ||
8 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 457 | 436 | |
8 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 500 | 443 | |
8 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 325 | 277 | |
8 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 400 | 350 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 300 | 301 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 250 | 246 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 1,141 | 1,112 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 350 | 340 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 800 | 705 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 425 | 365 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 61 | 64 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 200 | 180 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 1,000 | 802 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 900 | 610 | ||
Royalty Pharma plc | 0.750% | 9/2/23 | 500 | 481 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 1,000 | 896 | ||
Royalty Pharma plc | 1.750% | 9/2/27 | 1,400 | 1,194 | ||
Royalty Pharma plc | 2.200% | 9/2/30 | 900 | 726 | ||
Royalty Pharma plc | 3.300% | 9/2/40 | 1,000 | 739 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 800 | 559 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Royalty Pharma plc | 3.350% | 9/2/51 | 500 | 338 | ||
8 | Rush Obligated Group | 3.922% | 11/15/29 | 245 | 235 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 350 | 308 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 100 | 82 | ||
Sanofi | 3.625% | 6/19/28 | 1,000 | 986 | ||
8 | Seattle Children's Hospital | 2.719% | 10/1/50 | 500 | 351 | |
8 | Sharp HealthCare | 2.680% | 8/1/50 | 500 | 352 | |
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 934 | 924 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 2,685 | 2,578 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 820 | 650 | ||
8 | SSM Health Care Corp. | 3.823% | 6/1/27 | 375 | 373 | |
8 | Stanford Health Care | 3.795% | 11/15/48 | 450 | 396 | |
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 600 | 467 | ||
Stryker Corp. | 0.600% | 12/1/23 | 500 | 479 | ||
Stryker Corp. | 3.375% | 5/15/24 | 475 | 472 | ||
Stryker Corp. | 1.150% | 6/15/25 | 400 | 369 | ||
Stryker Corp. | 3.375% | 11/1/25 | 500 | 490 | ||
Stryker Corp. | 3.500% | 3/15/26 | 890 | 873 | ||
Stryker Corp. | 3.650% | 3/7/28 | 450 | 436 | ||
Stryker Corp. | 4.100% | 4/1/43 | 325 | 281 | ||
Stryker Corp. | 4.375% | 5/15/44 | �� 1,275 | 1,149 | ||
Stryker Corp. | 4.625% | 3/15/46 | 155 | 148 | ||
8 | Sutter Health | 1.321% | 8/15/25 | 500 | 461 | |
8 | Sutter Health | 3.695% | 8/15/28 | 300 | 292 | |
8 | Sutter Health | 2.294% | 8/15/30 | 500 | 428 | |
8 | Sutter Health | 3.161% | 8/15/40 | 500 | 391 | |
8 | Sutter Health | 4.091% | 8/15/48 | 375 | 329 | |
8 | Sutter Health | 3.361% | 8/15/50 | 475 | 364 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 2,500 | 2,518 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 2,460 | 2,509 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 2,225 | 1,861 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 2,700 | 2,077 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 1,790 | 1,332 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 900 | 657 | ||
Texas Health Resources | 2.328% | 11/15/50 | 500 | 324 | ||
8 | Texas Health Resources | 4.330% | 11/15/55 | 100 | 95 | |
Thermo Fisher Scientific Inc. | 0.797% | 10/18/23 | 900 | 873 | ||
Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | 900 | 854 | ||
Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | 500 | 437 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 890 | 807 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 2,000 | 1,678 | ||
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 1,500 | 1,176 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 350 | 374 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 400 | 372 | ||
8 | Toledo Hospital | 5.325% | 11/15/28 | 275 | 259 | |
Toledo Hospital | 6.015% | 11/15/48 | 325 | 303 | ||
8 | Trinity Health Corp. | 2.632% | 12/1/40 | 500 | 368 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 450 | 416 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 550 | 539 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 2,750 | 2,753 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 200 | 200 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 781 | 721 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 750 | 735 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 500 | 455 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 1,645 | 1,622 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 2,100 | 2,090 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 500 | 497 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 475 | 439 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 2,935 | 2,516 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 2,900 | 2,511 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 200 | 242 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 325 | 394 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 1,355 | 1,680 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 1,510 | 1,317 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 2,245 | 1,748 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 240 | 271 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 1,400 | 1,132 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 325 | 312 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 800 | 720 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 75 | 71 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,315 | 1,326 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 775 | 725 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 950 | 894 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 1,200 | 1,122 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 1,100 | 1,054 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 680 | 581 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 520 | 386 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 1,900 | 1,495 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 2,250 | 1,943 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 2,640 | 1,937 | ||
12 | Universal Health Services Inc. | 2.650% | 10/15/30 | 700 | 558 | |
8 | UPMC | 3.600% | 4/3/25 | 400 | 397 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 1,100 | 1,037 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 2,250 | 1,813 | ||
Viatris Inc. | 1.650% | 6/22/25 | 600 | 544 | ||
Viatris Inc. | 2.300% | 6/22/27 | 1,350 | 1,155 | ||
Viatris Inc. | 3.850% | 6/22/40 | 425 | 299 | ||
Viatris Inc. | 4.000% | 6/22/50 | 925 | 616 | ||
8 | WakeMed | 3.286% | 10/1/52 | 500 | 380 | |
8 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 200 | 201 | |
8 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 500 | 359 | |
Wyeth LLC | 7.250% | 3/1/23 | 350 | 360 | ||
Wyeth LLC | 6.450% | 2/1/24 | 780 | 816 | ||
Wyeth LLC | 6.500% | 2/1/34 | 500 | 597 | ||
Wyeth LLC | 6.000% | 2/15/36 | 410 | 470 | ||
Wyeth LLC | 5.950% | 4/1/37 | 1,605 | 1,852 | ||
8 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 500 | 341 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 600 | 627 | ||
Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | 700 | 660 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 1,000 | 960 | ||
Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 700 | 571 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 200 | 205 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 280 | 240 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 350 | 355 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 800 | 755 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 400 | 388 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 575 | 481 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 900 | 866 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 400 | 347 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 325 | 306 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 250 | 186 | ||
566,918 | ||||||
Industrials (0.8%) | ||||||
8 | 3M Co. | 3.250% | 2/14/24 | 400 | 400 | |
3M Co. | 2.000% | 2/14/25 | 600 | 578 | ||
3M Co. | 2.650% | 4/15/25 | 1,069 | 1,043 | ||
8 | 3M Co. | 2.250% | 9/19/26 | 100 | 94 | |
3M Co. | 2.875% | 10/15/27 | 1,639 | 1,574 | ||
8 | 3M Co. | 3.375% | 3/1/29 | 650 | 625 | |
3M Co. | 2.375% | 8/26/29 | 1,555 | 1,392 | ||
3M Co. | 3.050% | 4/15/30 | 600 | 557 | ||
8 | 3M Co. | 3.125% | 9/19/46 | 1,125 | 884 | |
8 | 3M Co. | 3.625% | 10/15/47 | 450 | 384 | |
8 | 3M Co. | 4.000% | 9/14/48 | 182 | 165 | |
3M Co. | 3.250% | 8/26/49 | 375 | 299 | ||
3M Co. | 3.700% | 4/15/50 | 1,200 | 1,034 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 705 | 559 | ||
Allegion plc | 3.500% | 10/1/29 | 325 | 288 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 128 | 124 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 350 | 322 | ||
8 | American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | 750 | 636 | |
8 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 204 | 187 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 332 | 304 | |
8 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 742 | 668 | |
8 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 168 | 149 | |
8 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 379 | 347 | |
8 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 314 | 283 | |
8 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 196 | 172 | |
Amphenol Corp. | 3.200% | 4/1/24 | 200 | 198 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 170 | 162 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 300 | 294 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 750 | 652 | ||
Amphenol Corp. | 2.200% | 9/15/31 | 400 | 327 | ||
8 | BNSF Funding Trust I | 6.613% | 12/15/55 | 325 | 319 | |
Boeing Co. | 2.800% | 3/1/23 | 345 | 343 | ||
Boeing Co. | 4.508% | 5/1/23 | 2,625 | 2,636 | ||
Boeing Co. | 1.875% | 6/15/23 | 500 | 489 | ||
Boeing Co. | 1.950% | 2/1/24 | 500 | 483 | ||
Boeing Co. | 1.433% | 2/4/24 | 2,225 | 2,129 | ||
Boeing Co. | 2.800% | 3/1/24 | 450 | 441 | ||
Boeing Co. | 2.850% | 10/30/24 | 450 | 437 | ||
Boeing Co. | 4.875% | 5/1/25 | 3,980 | 3,965 | ||
Boeing Co. | 2.750% | 2/1/26 | 500 | 464 | ||
Boeing Co. | 2.196% | 2/4/26 | 5,000 | 4,512 | ||
Boeing Co. | 3.100% | 5/1/26 | 400 | 374 | ||
Boeing Co. | 2.250% | 6/15/26 | 325 | 293 | ||
Boeing Co. | 2.700% | 2/1/27 | 1,715 | 1,526 | ||
Boeing Co. | 2.800% | 3/1/27 | 1,846 | 1,653 | ||
Boeing Co. | 5.040% | 5/1/27 | 1,760 | 1,739 | ||
Boeing Co. | 3.250% | 2/1/28 | 1,350 | 1,211 | ||
Boeing Co. | 3.250% | 3/1/28 | 275 | 247 | ||
Boeing Co. | 3.450% | 11/1/28 | 1,000 | 893 | ||
Boeing Co. | 3.200% | 3/1/29 | 900 | 780 | ||
Boeing Co. | 2.950% | 2/1/30 | 500 | 415 | ||
Boeing Co. | 5.150% | 5/1/30 | 1,915 | 1,837 | ||
Boeing Co. | 3.625% | 2/1/31 | 2,350 | 2,034 | ||
Boeing Co. | 6.125% | 2/15/33 | 325 | 332 | ||
Boeing Co. | 3.600% | 5/1/34 | 1,375 | 1,094 | ||
Boeing Co. | 3.250% | 2/1/35 | 600 | 457 | ||
Boeing Co. | 6.625% | 2/15/38 | 100 | 103 | ||
Boeing Co. | 3.500% | 3/1/39 | 200 | 144 | ||
Boeing Co. | 6.875% | 3/15/39 | 285 | 296 | ||
Boeing Co. | 5.875% | 2/15/40 | 545 | 511 | ||
Boeing Co. | 5.705% | 5/1/40 | 3,965 | 3,704 | ||
Boeing Co. | 3.375% | 6/15/46 | 450 | 298 | ||
Boeing Co. | 3.650% | 3/1/47 | 475 | 322 | ||
Boeing Co. | 3.850% | 11/1/48 | 200 | 142 | ||
Boeing Co. | 3.900% | 5/1/49 | 650 | 462 | ||
Boeing Co. | 3.750% | 2/1/50 | 1,100 | 776 | ||
Boeing Co. | 5.805% | 5/1/50 | 5,000 | 4,604 | ||
Boeing Co. | 3.825% | 3/1/59 | 225 | 145 | ||
Boeing Co. | 3.950% | 8/1/59 | 360 | 243 | ||
Boeing Co. | 5.930% | 5/1/60 | 3,415 | 3,124 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 625 | 629 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 400 | 403 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 400 | 401 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 250 | 247 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 275 | 276 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 700 | 775 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 875 | 856 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 125 | 146 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 775 | 906 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 625 | 688 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 675 | 690 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 1,225 | 1,298 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 200 | 201 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 575 | 542 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 500 | 473 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 850 | 808 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 500 | 519 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 1,100 | 1,106 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 1,600 | 1,539 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 500 | 455 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 600 | 587 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 550 | 488 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 225 | 207 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 1,875 | 1,712 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 575 | 529 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 745 | 572 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 800 | 643 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 575 | 427 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 288 | 283 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 375 | 360 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 350 | 399 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 350 | 393 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 350 | 400 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 500 | 391 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 1,700 | 1,141 | ||
Canadian Pacific Railway Co. | 1.350% | 12/2/24 | 1,000 | 943 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 100 | 97 | ||
Canadian Pacific Railway Co. | 1.750% | 12/2/26 | 1,000 | 905 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 400 | 339 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 275 | 320 | ||
Canadian Pacific Railway Co. | 2.450% | 12/2/31 | 930 | 798 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 775 | 856 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 2,000 | 1,572 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 675 | 662 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 2,500 | 1,842 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 830 | 863 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 1,600 | 1,520 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 1,475 | 1,346 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 2,625 | 2,269 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 390 | 330 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 1,950 | 1,532 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 1,900 | 1,442 | ||
8 | Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 1,300 | 1,297 | |
8 | Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 1,000 | 998 | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 500 | 488 | ||
8 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 1,825 | 1,771 | |
8 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 400 | 403 | |
8 | Caterpillar Financial Services Corp. | 0.950% | 1/10/24 | 925 | 895 | |
8 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 325 | 322 | |
8 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 730 | 729 | |
8 | Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | 500 | 471 | |
8 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 1,572 | 1,570 | |
8 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 375 | 354 | |
8 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 825 | 750 | |
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 200 | 190 | ||
8 | Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 500 | 451 | |
8 | Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | 500 | 458 | |
8 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 1,500 | 1,317 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Caterpillar Inc. | 3.400% | 5/15/24 | 450 | 451 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 3,135 | 2,845 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 720 | 832 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 475 | 510 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 1,504 | 1,372 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 375 | 364 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 1,600 | 1,315 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 700 | 579 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 125 | 121 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 250 | 244 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 2,455 | 2,455 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 260 | 236 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 400 | 354 | ||
8 | CNH Industrial NV | 3.850% | 11/15/27 | 375 | 353 | |
8 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 375 | 357 | |
Crane Holdings Co. | 4.450% | 12/15/23 | 400 | 403 | ||
Crane Holdings Co. | 4.200% | 3/15/48 | 525 | 426 | ||
CSX Corp. | 3.400% | 8/1/24 | 400 | 397 | ||
CSX Corp. | 3.350% | 11/1/25 | 400 | 393 | ||
CSX Corp. | 2.600% | 11/1/26 | 200 | 188 | ||
CSX Corp. | 3.250% | 6/1/27 | 650 | 624 | ||
CSX Corp. | 3.800% | 3/1/28 | 1,275 | 1,246 | ||
CSX Corp. | 4.250% | 3/15/29 | 900 | 896 | ||
CSX Corp. | 2.400% | 2/15/30 | 2,525 | 2,212 | ||
CSX Corp. | 6.150% | 5/1/37 | 1,000 | 1,120 | ||
CSX Corp. | 6.220% | 4/30/40 | 599 | 677 | ||
CSX Corp. | 5.500% | 4/15/41 | 725 | 762 | ||
CSX Corp. | 4.750% | 5/30/42 | 460 | 437 | ||
CSX Corp. | 4.400% | 3/1/43 | 93 | 85 | ||
CSX Corp. | 4.100% | 3/15/44 | 800 | 702 | ||
CSX Corp. | 3.800% | 11/1/46 | 400 | 338 | ||
CSX Corp. | 4.300% | 3/1/48 | 1,000 | 916 | ||
CSX Corp. | 4.500% | 3/15/49 | 900 | 841 | ||
CSX Corp. | 3.800% | 4/15/50 | 605 | 510 | ||
CSX Corp. | 2.500% | 5/15/51 | 500 | 338 | ||
CSX Corp. | 4.250% | 11/1/66 | 500 | 425 | ||
CSX Corp. | 4.650% | 3/1/68 | 275 | 251 | ||
Cummins Inc. | 3.650% | 10/1/23 | 350 | 352 | ||
Cummins Inc. | 0.750% | 9/1/25 | 821 | 750 | ||
Cummins Inc. | 1.500% | 9/1/30 | 800 | 648 | ||
Cummins Inc. | 4.875% | 10/1/43 | 525 | 532 | ||
Cummins Inc. | 2.600% | 9/1/50 | 600 | 411 | ||
Deere & Co. | 2.750% | 4/15/25 | 750 | 734 | ||
Deere & Co. | 5.375% | 10/16/29 | 455 | 492 | ||
Deere & Co. | 3.100% | 4/15/30 | 770 | 719 | ||
Deere & Co. | 7.125% | 3/3/31 | 400 | 481 | ||
Deere & Co. | 3.900% | 6/9/42 | 1,000 | 938 | ||
Deere & Co. | 2.875% | 9/7/49 | 200 | 157 | ||
Deere & Co. | 3.750% | 4/15/50 | 650 | 594 | ||
12 | Delta Air Lines Inc. | 7.000% | 5/1/25 | 1,169 | 1,183 | |
12 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 500 | 472 | |
8 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 430 | 415 | |
8 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 352 | 309 | |
Dover Corp. | 2.950% | 11/4/29 | 575 | 523 | ||
Dover Corp. | 5.375% | 3/1/41 | 280 | 282 | ||
Eaton Corp. | 2.750% | 11/2/22 | 1,075 | 1,074 | ||
Eaton Corp. | 3.103% | 9/15/27 | 665 | 635 | ||
Eaton Corp. | 4.000% | 11/2/32 | 717 | 696 | ||
Eaton Corp. | 4.150% | 11/2/42 | 75 | 67 | ||
Eaton Corp. | 3.915% | 9/15/47 | 550 | 468 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 450 | 445 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 2,000 | 1,768 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 750 | 672 | ||
Emerson Electric Co. | 2.000% | 12/21/28 | 1,000 | 883 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 375 | 316 | ||
Emerson Electric Co. | 2.200% | 12/21/31 | 900 | 762 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Emerson Electric Co. | 5.250% | 11/15/39 | 135 | 142 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 450 | 324 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 900 | 658 | ||
FedEx Corp. | 3.250% | 4/1/26 | 500 | 491 | ||
FedEx Corp. | 3.400% | 2/15/28 | 1,000 | 955 | ||
FedEx Corp. | 3.100% | 8/5/29 | 825 | 753 | ||
FedEx Corp. | 4.250% | 5/15/30 | 1,600 | 1,559 | ||
FedEx Corp. | 2.400% | 5/15/31 | 450 | 379 | ||
FedEx Corp. | 3.900% | 2/1/35 | 200 | 179 | ||
FedEx Corp. | 3.250% | 5/15/41 | 450 | 352 | ||
FedEx Corp. | 3.875% | 8/1/42 | 200 | 167 | ||
FedEx Corp. | 4.100% | 4/15/43 | 300 | 253 | ||
FedEx Corp. | 5.100% | 1/15/44 | 600 | 578 | ||
FedEx Corp. | 4.100% | 2/1/45 | 300 | 252 | ||
FedEx Corp. | 4.750% | 11/15/45 | 1,075 | 987 | ||
FedEx Corp. | 4.550% | 4/1/46 | 2,050 | 1,837 | ||
FedEx Corp. | 4.400% | 1/15/47 | 800 | 701 | ||
FedEx Corp. | 4.050% | 2/15/48 | 700 | 587 | ||
FedEx Corp. | 4.950% | 10/17/48 | 750 | 715 | ||
FedEx Corp. | 5.250% | 5/15/50 | 1,150 | 1,148 | ||
FedEx Corp. | 4.500% | 2/1/65 | 150 | 127 | ||
8 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 757 | 651 | |
Flowserve Corp. | 3.500% | 10/1/30 | 500 | 423 | ||
Fortive Corp. | 3.150% | 6/15/26 | 585 | 553 | ||
Fortive Corp. | 4.300% | 6/15/46 | 425 | 370 | ||
General Dynamics Corp. | 2.250% | 11/15/22 | 900 | 898 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 500 | 493 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 525 | 521 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 1,500 | 1,496 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 250 | 234 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 350 | 344 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 500 | 467 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 705 | 694 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 755 | 731 | ||
General Dynamics Corp. | 2.250% | 6/1/31 | 500 | 437 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 570 | 545 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 625 | 537 | ||
8 | General Electric Co. | 3.150% | 9/7/22 | 318 | 318 | |
8 | General Electric Co. | 6.750% | 3/15/32 | 1,185 | 1,326 | |
8 | General Electric Co. | 5.875% | 1/14/38 | 2,512 | 2,616 | |
Honeywell International Inc. | 2.150% | 8/8/22 | 600 | 600 | ||
Honeywell International Inc. | 0.483% | 8/19/22 | 140 | 140 | ||
Honeywell International Inc. | 3.350% | 12/1/23 | 1,175 | 1,179 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 800 | 786 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 3,730 | 3,517 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 1,150 | 1,099 | ||
Honeywell International Inc. | 1.100% | 3/1/27 | 1,150 | 1,023 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 350 | 322 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 1,125 | 966 | ||
Honeywell International Inc. | 1.750% | 9/1/31 | 1,150 | 952 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 300 | 337 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 305 | 346 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 855 | 925 | ||
Huntington Ingalls Industries Inc. | 0.670% | 8/16/23 | 500 | 482 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 250 | 244 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 400 | 375 | ||
Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | 2,500 | 2,128 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 800 | 754 | ||
IDEX Corp. | 3.000% | 5/1/30 | 300 | 261 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 1,145 | 1,149 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 1,100 | 1,052 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 800 | 707 | ||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 400 | 400 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 650 | 642 | ||
8 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 631 | 580 | |
8 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 445 | 377 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | John Deere Capital Corp. | 0.700% | 7/5/23 | 375 | 366 | |
8 | John Deere Capital Corp. | 0.400% | 10/10/23 | 500 | 484 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 200 | 201 | ||
8 | John Deere Capital Corp. | 0.900% | 1/10/24 | 700 | 677 | |
8 | John Deere Capital Corp. | 0.450% | 1/17/24 | 1,000 | 959 | |
8 | John Deere Capital Corp. | 2.600% | 3/7/24 | 400 | 396 | |
8 | John Deere Capital Corp. | 3.350% | 6/12/24 | 700 | 701 | |
8 | John Deere Capital Corp. | 0.625% | 9/10/24 | 925 | 874 | |
8 | John Deere Capital Corp. | 2.050% | 1/9/25 | 575 | 557 | |
8 | John Deere Capital Corp. | 1.250% | 1/10/25 | 1,000 | 949 | |
8 | John Deere Capital Corp. | 3.450% | 3/13/25 | 1,225 | 1,227 | |
John Deere Capital Corp. | 3.400% | 6/6/25 | 500 | 498 | ||
8 | John Deere Capital Corp. | 3.400% | 9/11/25 | 325 | 324 | |
8 | John Deere Capital Corp. | 0.700% | 1/15/26 | 500 | 452 | |
8 | John Deere Capital Corp. | 2.650% | 6/10/26 | 300 | 288 | |
8 | John Deere Capital Corp. | 1.050% | 6/17/26 | 500 | 453 | |
8 | John Deere Capital Corp. | 2.250% | 9/14/26 | 1,647 | 1,549 | |
8 | John Deere Capital Corp. | 1.700% | 1/11/27 | 2,000 | 1,827 | |
8 | John Deere Capital Corp. | 2.800% | 9/8/27 | 250 | 238 | |
8 | John Deere Capital Corp. | 3.050% | 1/6/28 | 600 | 576 | |
8 | John Deere Capital Corp. | 1.500% | 3/6/28 | 500 | 441 | |
8 | John Deere Capital Corp. | 3.450% | 3/7/29 | 623 | 602 | |
8 | John Deere Capital Corp. | 2.800% | 7/18/29 | 490 | 451 | |
8 | John Deere Capital Corp. | 2.450% | 1/9/30 | 1,000 | 896 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 500 | 407 | ||
8 | Johnson Controls International plc | 3.625% | 7/2/24 | 442 | 437 | |
8 | Johnson Controls International plc | 3.900% | 2/14/26 | 219 | 218 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 500 | 407 | ||
Johnson Controls International plc | 2.000% | 9/16/31 | 500 | 397 | ||
8 | Johnson Controls International plc | 6.000% | 1/15/36 | 210 | 228 | |
8 | Johnson Controls International plc | 4.625% | 7/2/44 | 800 | 719 | |
8 | Johnson Controls International plc | 5.125% | 9/14/45 | 80 | 77 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 400 | 350 | ||
8 | Johnson Controls International plc | 4.950% | 7/2/64 | 286 | 252 | |
Kansas City Southern | 2.875% | 11/15/29 | 550 | 492 | ||
8 | Kansas City Southern | 4.300% | 5/15/43 | 500 | 435 | |
8 | Kansas City Southern | 4.950% | 8/15/45 | 500 | 483 | |
Kansas City Southern | 3.500% | 5/1/50 | 1,600 | 1,249 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 1,000 | 974 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 734 | 744 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 375 | 376 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 425 | 378 | ||
Kirby Corp. | 4.200% | 3/1/28 | 1,200 | 1,117 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 270 | 271 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 550 | 543 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 831 | 815 | ||
8 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 600 | 589 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 750 | 666 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 600 | 479 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 100 | 98 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 475 | 462 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 100 | 99 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 500 | 458 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 500 | 437 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 600 | 601 | ||
Lockheed Martin Corp. | 3.900% | 6/15/32 | 175 | 173 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 485 | 446 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 565 | 565 | ||
8 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,915 | 2,215 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 316 | 348 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 3,275 | 3,040 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 750 | 662 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 1,050 | 1,060 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 700 | 523 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 622 | 580 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 300 | 282 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 200 | 200 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 415 | 412 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 100 | 115 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 125 | 119 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 750 | 737 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 1,200 | 1,075 | ||
Norfolk Southern Corp. | 3.000% | 3/15/32 | 550 | 496 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 565 | 552 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 425 | 372 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 975 | 909 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 300 | 288 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 850 | 738 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 50 | 45 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 615 | 544 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 330 | 261 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 1,600 | 1,176 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 973 | 847 | ||
Norfolk Southern Corp. | 4.550% | 6/1/53 | 500 | 472 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 756 | 550 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 500 | 379 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 500 | 500 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 1,300 | 1,273 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 675 | 648 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 3,400 | 3,230 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 1,540 | 1,539 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 850 | 850 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 1,550 | 1,486 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 2,950 | 2,619 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 795 | 840 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 300 | 290 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 400 | 394 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 80 | 68 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 1,575 | 1,491 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 1,350 | 1,225 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 1,400 | 1,210 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 2,000 | 1,551 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 550 | 414 | ||
8 | PACCAR Financial Corp. | 2.300% | 8/10/22 | 250 | 250 | |
PACCAR Financial Corp. | 3.400% | 8/9/23 | 300 | 300 | ||
8 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 500 | 485 | |
8 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 500 | 477 | |
8 | PACCAR Financial Corp. | 3.150% | 6/13/24 | 500 | 498 | |
8 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 250 | 243 | |
8 | PACCAR Financial Corp. | 0.900% | 11/8/24 | 500 | 470 | |
8 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 750 | 717 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 475 | 464 | ||
Parker-Hannifin Corp. | 3.650% | 6/15/24 | 1,075 | 1,068 | ||
8 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 467 | 460 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 1,879 | 1,793 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 1,000 | 914 | ||
8 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 200 | 186 | |
8 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 575 | 629 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 500 | 425 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 950 | 804 | ||
10 | Pentair Finance Sarl | 5.900% | 7/15/32 | 500 | 500 | |
Precision Castparts Corp. | 3.250% | 6/15/25 | 675 | 673 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 375 | 332 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 275 | 262 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 775 | 773 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 1,680 | 1,687 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 2,885 | 2,819 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 975 | 933 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 75 | 85 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 3,445 | 3,403 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 500 | 431 | ||
Raytheon Technologies Corp. | 1.900% | 9/1/31 | 925 | 758 | ||
Raytheon Technologies Corp. | 2.375% | 3/15/32 | 200 | 169 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 500 | 530 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 585 | 660 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 463 | 521 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 1,000 | 962 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 225 | 223 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 925 | 887 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 3,150 | 3,001 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 285 | 280 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 1,025 | 911 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 900 | 765 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 1,325 | 1,225 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 1,500 | 1,331 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 1,475 | 1,131 | ||
Raytheon Technologies Corp. | 2.820% | 9/1/51 | 925 | 661 | ||
Raytheon Technologies Corp. | 3.030% | 3/15/52 | 950 | 711 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 60 | 58 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 500 | 491 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 500 | 451 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 2,322 | 2,217 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 725 | 621 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 500 | 392 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 625 | 492 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 475 | 526 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 300 | 320 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 650 | 483 | ||
Rockwell Automation Inc. | 0.350% | 8/15/23 | 500 | 485 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 350 | 337 | ||
Rockwell Automation Inc. | 1.750% | 8/15/31 | 500 | 409 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 575 | 532 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 500 | 328 | ||
8 | Ryder System Inc. | 3.750% | 6/9/23 | 1,490 | 1,485 | |
8 | Ryder System Inc. | 3.650% | 3/18/24 | 550 | 545 | |
8 | Ryder System Inc. | 2.500% | 9/1/24 | 250 | 240 | |
8 | Ryder System Inc. | 4.625% | 6/1/25 | 581 | 585 | |
8 | Ryder System Inc. | 1.750% | 9/1/26 | 500 | 453 | |
8 | Ryder System Inc. | 2.900% | 12/1/26 | 325 | 303 | |
8 | Ryder System Inc. | 2.850% | 3/1/27 | 200 | 186 | |
Southwest Airlines Co. | 5.250% | 5/4/25 | 3,500 | 3,570 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 400 | 374 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 1,925 | 1,942 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 540 | 507 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 400 | 337 | ||
8 | Southwest Airlines Co. Pass-Through Trust Series 2007-1 | 6.150% | 8/1/22 | 11 | 11 | |
8 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 207 | 193 | |
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 500 | 487 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 500 | 473 | ||
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 500 | 433 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 900 | 753 | ||
Textron Inc. | 4.300% | 3/1/24 | 625 | 628 | ||
Textron Inc. | 3.875% | 3/1/25 | 225 | 224 | ||
Textron Inc. | 4.000% | 3/15/26 | 300 | 296 | ||
Textron Inc. | 3.650% | 3/15/27 | 2,044 | 1,976 | ||
Textron Inc. | 3.375% | 3/1/28 | 325 | 307 | ||
Textron Inc. | 3.900% | 9/17/29 | 250 | 235 | ||
Timken Co. | 3.875% | 9/1/24 | 200 | 198 | ||
Timken Co. | 4.500% | 12/15/28 | 400 | 392 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 1,200 | 1,134 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 1,350 | 1,332 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 325 | 317 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 975 | 915 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 150 | 136 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 350 | 312 | ||
Trimble Inc. | 4.750% | 12/1/24 | 600 | 602 | ||
Trimble Inc. | 4.900% | 6/15/28 | 400 | 388 | ||
Triton Container International Ltd. | 3.250% | 3/15/32 | 500 | 408 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,000 | 997 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 450 | 432 | ||
Tyco Electronics Group SA | 2.500% | 2/4/32 | 500 | 439 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 550 | 685 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 600 | 600 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 325 | 325 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 400 | 397 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 400 | 398 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 930 | 931 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 900 | 886 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 648 | 622 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 707 | 656 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 240 | 230 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 1,475 | 1,303 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 500 | 433 | ||
Union Pacific Corp. | 2.800% | 2/14/32 | 500 | 445 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 900 | 805 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 1,800 | 1,490 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 708 | 633 | ||
Union Pacific Corp. | 3.200% | 5/20/41 | 1,500 | 1,227 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 500 | 454 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 550 | 440 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 850 | 668 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 1,082 | 929 | ||
Union Pacific Corp. | 2.950% | 3/10/52 | 500 | 370 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 500 | 409 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 425 | 363 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 1,106 | 924 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 2,025 | 1,400 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 350 | 298 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 1,400 | 1,114 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 1,700 | 1,364 | ||
Union Pacific Corp. | 3.850% | 2/14/72 | 500 | 411 | ||
8 | United Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 501 | 486 | |
8 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 440 | 418 | |
8 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 462 | 431 | |
8 | United Airlines Pass-Through Trust Class A Series 2015-1 | 3.700% | 12/1/22 | 200 | 198 | |
8 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 305 | 261 | |
8 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 2,587 | 2,543 | |
8 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 195 | 180 | |
8 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 420 | 377 | |
8 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 398 | 371 | |
8 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 432 | 364 | |
8 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 1,079 | 1,021 | |
United Parcel Service Inc. | 2.800% | 11/15/24 | 950 | 939 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 1,200 | 1,210 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 2,609 | 2,479 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 400 | 363 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 1,000 | 1,023 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 505 | 588 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 465 | 492 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 350 | 356 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 300 | 260 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 390 | 324 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 800 | 766 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 200 | 168 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 2,870 | 3,154 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 475 | 439 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 300 | 288 | ||
Vontier Corp. | 1.800% | 4/1/26 | 500 | 438 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Vontier Corp. | 2.400% | 4/1/28 | 500 | 412 | ||
Vontier Corp. | 2.950% | 4/1/31 | 500 | 390 | ||
Waste Connections Inc. | 4.250% | 12/1/28 | 2,091 | 2,063 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 950 | 894 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 500 | 437 | ||
Waste Connections Inc. | 2.200% | 1/15/32 | 700 | 574 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 300 | 221 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 700 | 502 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 500 | 455 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 1,600 | 1,536 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 500 | 426 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 1,400 | 1,115 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 500 | 390 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 500 | 340 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 1,100 | 1,098 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 1,070 | 1,022 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 725 | 666 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 750 | 721 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 475 | 452 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 425 | 407 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 325 | 276 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 350 | 320 | ||
Xylem Inc. | 3.250% | 11/1/26 | 300 | 290 | ||
Xylem Inc. | 1.950% | 1/30/28 | 250 | 221 | ||
Xylem Inc. | 2.250% | 1/30/31 | 400 | 333 | ||
Xylem Inc. | 4.375% | 11/1/46 | 475 | 431 | ||
402,448 | ||||||
Materials (0.3%) | ||||||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 1,200 | 1,197 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 150 | 137 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 700 | 606 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 600 | 477 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 1,000 | 755 | ||
Albemarle Corp. | 4.650% | 6/1/27 | 500 | 492 | ||
Albemarle Corp. | 5.050% | 6/1/32 | 500 | 488 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 325 | 313 | ||
Albemarle Corp. | 5.650% | 6/1/52 | 500 | 500 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 500 | 491 | ||
8 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 300 | 287 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 500 | 410 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 500 | 408 | ||
AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 750 | 637 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 700 | 581 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 400 | 394 | ||
ArcelorMittal SA | 4.250% | 7/16/29 | 400 | 379 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 809 | 824 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 480 | 474 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 375 | 416 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 500 | 493 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 770 | 797 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 850 | 886 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 675 | 716 | ||
Berry Global Inc. | 0.950% | 2/15/24 | 1,100 | 1,042 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 1,400 | 1,250 | ||
Berry Global Inc. | 1.650% | 1/15/27 | 1,000 | 870 | ||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 475 | 478 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 150 | 162 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 850 | 790 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 2,350 | 2,418 | ||
Cabot Corp. | 4.000% | 7/1/29 | 240 | 222 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 175 | 175 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 150 | 148 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 650 | 618 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 675 | 567 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 400 | 395 | ||
Celanese US Holdings LLC | 1.400% | 8/5/26 | 500 | 430 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 300 | 277 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 850 | 708 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 700 | 684 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 775 | 696 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 700 | 653 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 50 | 51 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 58 | 67 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 750 | 618 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 386 | 366 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 556 | 792 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 375 | 371 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 1,300 | 1,145 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 400 | 362 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 1,450 | 1,467 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 925 | 846 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 750 | 573 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 2,050 | 2,062 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 1,500 | 1,511 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 2,725 | 2,736 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 1,625 | 1,608 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 1,600 | 1,590 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 1,073 | 1,060 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 125 | 123 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 490 | 442 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 850 | 737 | ||
Ecolab Inc. | 0.900% | 12/15/23 | 200 | 194 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 600 | 576 | ||
Ecolab Inc. | 1.650% | 2/1/27 | 200 | 183 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 1,400 | 1,365 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 700 | 725 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 500 | 401 | ||
Ecolab Inc. | 2.125% | 2/1/32 | 300 | 253 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 1,400 | 1,000 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 978 | 685 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 700 | 657 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 400 | 346 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 250 | 247 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 1,173 | 1,162 | ||
FMC Corp. | 4.100% | 2/1/24 | 750 | 751 | ||
FMC Corp. | 3.200% | 10/1/26 | 300 | 286 | ||
FMC Corp. | 3.450% | 10/1/29 | 400 | 363 | ||
FMC Corp. | 4.500% | 10/1/49 | 400 | 342 | ||
Freeport-McMoRan Inc. | 4.550% | 11/14/24 | 100 | 100 | ||
Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 500 | 496 | ||
Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 645 | 599 | ||
Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 600 | 563 | ||
Freeport-McMoRan Inc. | 5.250% | 9/1/29 | 500 | 478 | ||
Freeport-McMoRan Inc. | 4.250% | 3/1/30 | 500 | 459 | ||
Freeport-McMoRan Inc. | 4.625% | 8/1/30 | 700 | 649 | ||
Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 700 | 683 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 1,700 | 1,573 | ||
12 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 1,000 | 939 | |
Georgia-Pacific LLC | 8.875% | 5/15/31 | 700 | 910 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 250 | 235 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 300 | 249 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 415 | 406 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 550 | 470 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 500 | 467 | ||
International Paper Co. | 5.000% | 9/15/35 | 150 | 151 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Paper Co. | 7.300% | 11/15/39 | 805 | 939 | ||
International Paper Co. | 6.000% | 11/15/41 | 300 | 312 | ||
International Paper Co. | 4.800% | 6/15/44 | 600 | 555 | ||
International Paper Co. | 4.350% | 8/15/48 | 450 | 399 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 400 | 409 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 100 | 97 | ||
Linde Inc. | 2.650% | 2/5/25 | 500 | 492 | ||
Linde Inc. | 1.100% | 8/10/30 | 500 | 401 | ||
Linde Inc. | 3.550% | 11/7/42 | 300 | 259 | ||
Linde Inc. | 2.000% | 8/10/50 | 700 | 439 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 284 | 284 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 700 | 654 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 900 | 812 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 1,962 | 1,775 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 900 | 742 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 600 | 460 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 560 | 455 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 850 | 691 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 1,300 | 961 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 500 | 354 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 910 | 778 | ||
Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 169 | 163 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,150 | 1,156 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 500 | 476 | ||
8 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 375 | 316 | |
Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 506 | 413 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 600 | 500 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 743 | 526 | ||
Mosaic Co. | 4.250% | 11/15/23 | 1,000 | 1,006 | ||
Mosaic Co. | 4.050% | 11/15/27 | 600 | 587 | ||
Mosaic Co. | 5.450% | 11/15/33 | 100 | 104 | ||
Mosaic Co. | 4.875% | 11/15/41 | 400 | 364 | ||
Mosaic Co. | 5.625% | 11/15/43 | 425 | 437 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 500 | 412 | ||
Newmont Corp. | 2.800% | 10/1/29 | 550 | 486 | ||
Newmont Corp. | 2.250% | 10/1/30 | 1,600 | 1,331 | ||
Newmont Corp. | 2.600% | 7/15/32 | 1,000 | 825 | ||
8 | Newmont Corp. | 5.875% | 4/1/35 | 725 | 765 | |
Newmont Corp. | 6.250% | 10/1/39 | 1,500 | 1,648 | ||
Newmont Corp. | 4.875% | 3/15/42 | 1,450 | 1,389 | ||
Newmont Corp. | 5.450% | 6/9/44 | 500 | 503 | ||
Nucor Corp. | 3.950% | 5/23/25 | 200 | 199 | ||
Nucor Corp. | 2.000% | 6/1/25 | 1,014 | 954 | ||
Nucor Corp. | 4.300% | 5/23/27 | 250 | 249 | ||
Nucor Corp. | 2.700% | 6/1/30 | 300 | 260 | ||
Nucor Corp. | 3.125% | 4/1/32 | 500 | 436 | ||
Nucor Corp. | 2.979% | 12/15/55 | 1,400 | 947 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 250 | 244 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 500 | 499 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 1,175 | 1,046 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,250 | 1,158 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 300 | 332 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 385 | 402 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 225 | 217 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 286 | 285 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 1,199 | 1,191 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 500 | 496 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 400 | 385 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 950 | 852 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 200 | 165 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 100 | 71 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 300 | 292 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 500 | 448 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 600 | 528 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 675 | 614 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 1,800 | 1,458 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 725 | 824 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 450 | 493 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 225 | 259 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 565 | 589 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 2,400 | 1,738 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,100 | 1,095 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 619 | 571 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 150 | 178 | ||
RPM International Inc. | 3.750% | 3/15/27 | 150 | 144 | ||
RPM International Inc. | 4.550% | 3/1/29 | 275 | 266 | ||
RPM International Inc. | 2.950% | 1/15/32 | 500 | 414 | ||
RPM International Inc. | 5.250% | 6/1/45 | 75 | 70 | ||
RPM International Inc. | 4.250% | 1/15/48 | 450 | 382 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 1,925 | 1,910 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 900 | 884 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 600 | 596 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 300 | 286 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 700 | 627 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 500 | 422 | ||
Sherwin-Williams Co. | 2.200% | 3/15/32 | 500 | 404 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 220 | 180 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 270 | 236 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 1,100 | 972 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 504 | 403 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 800 | 593 | ||
Sherwin-Williams Co. | 2.900% | 3/15/52 | 500 | 342 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 700 | 612 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 650 | 643 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 1,175 | 1,390 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 750 | 845 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 1,100 | 1,070 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 1,405 | 1,456 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 725 | 703 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 300 | 284 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 1,300 | 1,115 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 1,275 | 1,136 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 1,300 | 1,130 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 500 | 346 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 1,050 | 1,036 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 1,200 | 1,091 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 1,300 | 1,050 | ||
8 | Suzano Austria GmbH | 3.125% | 1/15/32 | 1,800 | 1,358 | |
Teck Resources Ltd. | 3.900% | 7/15/30 | 1,000 | 920 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 143 | 142 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 1,100 | 962 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 375 | 440 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 1,980 | 2,122 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 1,060 | 1,127 | ||
Vale SA | 5.625% | 9/11/42 | 923 | 860 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 250 | 253 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 575 | 518 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 1,050 | 934 | ||
Westlake Corp. | 3.375% | 6/15/30 | 900 | 809 | ||
Westlake Corp. | 2.875% | 8/15/41 | 350 | 248 | ||
Westlake Corp. | 5.000% | 8/15/46 | 825 | 780 | ||
Westlake Corp. | 4.375% | 11/15/47 | 435 | 374 | ||
Westlake Corp. | 3.125% | 8/15/51 | 500 | 349 | ||
Westlake Corp. | 3.375% | 8/15/61 | 900 | 608 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 475 | 563 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 275 | 324 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 525 | 512 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 600 | 603 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 1,325 | 1,256 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 800 | 785 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 607 | 586 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 1,325 | 1,333 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 700 | 662 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 1,000 | 843 | ||
151,690 | ||||||
Real Estate (0.4%) | ||||||
Agree LP | 2.000% | 6/15/28 | 500 | 426 | ||
Agree LP | 2.600% | 6/15/33 | 500 | 395 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 598 | 588 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 300 | 301 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 200 | 196 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 350 | 339 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 200 | 195 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,529 | 1,337 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 500 | 493 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 388 | 385 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 600 | 530 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 500 | 395 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 3,000 | 2,257 | ||
Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | 715 | 594 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 200 | 187 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 565 | 468 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 500 | 339 | ||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 715 | 539 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 500 | 426 | ||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 225 | 224 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 250 | 251 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 313 | 306 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 300 | 295 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 500 | 474 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 250 | 246 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 325 | 317 | ||
American Homes 4 Rent LP | 2.375% | 7/15/31 | 675 | 539 | ||
American Homes 4 Rent LP | 3.375% | 7/15/51 | 500 | 343 | ||
American Tower Corp. | 5.000% | 2/15/24 | 1,900 | 1,924 | ||
American Tower Corp. | 3.375% | 5/15/24 | 500 | 493 | ||
American Tower Corp. | 2.950% | 1/15/25 | 885 | 854 | ||
American Tower Corp. | 1.600% | 4/15/26 | 500 | 448 | ||
American Tower Corp. | 1.450% | 9/15/26 | 550 | 481 | ||
American Tower Corp. | 3.375% | 10/15/26 | 1,069 | 1,011 | ||
American Tower Corp. | 2.750% | 1/15/27 | 2,709 | 2,476 | ||
American Tower Corp. | 3.125% | 1/15/27 | 975 | 904 | ||
American Tower Corp. | 3.650% | 3/15/27 | 600 | 571 | ||
American Tower Corp. | 3.550% | 7/15/27 | 1,100 | 1,033 | ||
American Tower Corp. | 3.600% | 1/15/28 | 500 | 465 | ||
American Tower Corp. | 1.500% | 1/31/28 | 1,000 | 831 | ||
American Tower Corp. | 3.800% | 8/15/29 | 1,475 | 1,354 | ||
American Tower Corp. | 2.900% | 1/15/30 | 1,490 | 1,272 | ||
American Tower Corp. | 2.100% | 6/15/30 | 560 | 447 | ||
American Tower Corp. | 1.875% | 10/15/30 | 700 | 545 | ||
American Tower Corp. | 2.700% | 4/15/31 | 500 | 412 | ||
American Tower Corp. | 2.300% | 9/15/31 | 550 | 436 | ||
American Tower Corp. | 4.050% | 3/15/32 | 600 | 547 | ||
American Tower Corp. | 3.700% | 10/15/49 | 500 | 377 | ||
American Tower Corp. | 3.100% | 6/15/50 | 560 | 387 | ||
American Tower Corp. | 2.950% | 1/15/51 | 1,000 | 673 | ||
8 | AvalonBay Communities Inc. | 2.850% | 3/15/23 | 200 | 199 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 865 | 869 | |
8 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 1,050 | 1,037 | |
8 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 425 | 418 | |
8 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 250 | 238 | |
8 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 50 | 47 | |
8 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 300 | 287 | |
8 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 350 | 330 | |
AvalonBay Communities Inc. | 1.900% | 12/1/28 | 500 | 435 | ||
8 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 500 | 430 | |
8 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 855 | 738 | |
AvalonBay Communities Inc. | 2.050% | 1/15/32 | 1,500 | 1,242 | ||
8 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 255 | 221 | |
Boston Properties LP | 3.125% | 9/1/23 | 1,375 | 1,363 | ||
Boston Properties LP | 3.800% | 2/1/24 | 2,521 | 2,511 | ||
Boston Properties LP | 3.200% | 1/15/25 | 550 | 536 | ||
Boston Properties LP | 2.750% | 10/1/26 | 475 | 443 | ||
Boston Properties LP | 2.900% | 3/15/30 | 1,000 | 845 | ||
Boston Properties LP | 3.250% | 1/30/31 | 600 | 514 | ||
Boston Properties LP | 2.550% | 4/1/32 | 500 | 397 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 1,950 | 1,829 | ||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 1,300 | 1,282 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 475 | 468 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 400 | 391 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 300 | 287 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 2,000 | 1,716 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 1,088 | 1,012 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 1,400 | 1,262 | ||
Camden Property Trust | 2.950% | 12/15/22 | 1,000 | 999 | ||
Camden Property Trust | 4.100% | 10/15/28 | 250 | 246 | ||
Camden Property Trust | 3.150% | 7/1/29 | 100 | 91 | ||
Camden Property Trust | 2.800% | 5/15/30 | 1,735 | 1,531 | ||
Camden Property Trust | 3.350% | 11/1/49 | 800 | 626 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 625 | 631 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 500 | 403 | ||
Corporate Office Properties LP | 2.900% | 12/1/33 | 1,975 | 1,531 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 625 | 618 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 525 | 514 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 522 | 477 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 1,405 | 1,392 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 1,175 | 1,135 | ||
Crown Castle International Corp. | 1.050% | 7/15/26 | 500 | 433 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 500 | 485 | ||
Crown Castle International Corp. | 2.900% | 3/15/27 | 700 | 648 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 1,190 | 1,126 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 525 | 496 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 400 | 352 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 1,300 | 1,147 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 1,250 | 1,014 | ||
Crown Castle International Corp. | 2.100% | 4/1/31 | 500 | 397 | ||
Crown Castle International Corp. | 2.500% | 7/15/31 | 600 | 493 | ||
Crown Castle International Corp. | 2.900% | 4/1/41 | 1,300 | 941 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 300 | 271 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 430 | 413 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 700 | 579 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 1,200 | 862 | ||
CubeSmart LP | 4.000% | 11/15/25 | 160 | 158 | ||
CubeSmart LP | 3.125% | 9/1/26 | 425 | 404 | ||
CubeSmart LP | 2.250% | 12/15/28 | 500 | 427 | ||
CubeSmart LP | 4.375% | 2/15/29 | 150 | 145 | ||
CubeSmart LP | 3.000% | 2/15/30 | 500 | 440 | ||
CubeSmart LP | 2.000% | 2/15/31 | 300 | 239 | ||
CubeSmart LP | 2.500% | 2/15/32 | 500 | 406 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 1,350 | 1,310 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 1,100 | 997 | ||
Duke Realty LP | 3.250% | 6/30/26 | 1,075 | 1,034 | ||
Duke Realty LP | 3.375% | 12/15/27 | 250 | 237 | ||
Duke Realty LP | 4.000% | 9/15/28 | 500 | 485 | ||
Duke Realty LP | 2.875% | 11/15/29 | 250 | 225 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Realty LP | 1.750% | 7/1/30 | 750 | 612 | ||
Duke Realty LP | 3.050% | 3/1/50 | 175 | 129 | ||
EPR Properties | 4.500% | 6/1/27 | 564 | 510 | ||
EPR Properties | 3.750% | 8/15/29 | 686 | 571 | ||
EPR Properties | 3.600% | 11/15/31 | 545 | 431 | ||
Equinix Inc. | 2.625% | 11/18/24 | 2,900 | 2,785 | ||
Equinix Inc. | 1.250% | 7/15/25 | 500 | 454 | ||
Equinix Inc. | 1.000% | 9/15/25 | 500 | 448 | ||
Equinix Inc. | 1.450% | 5/15/26 | 420 | 374 | ||
Equinix Inc. | 2.900% | 11/18/26 | 1,250 | 1,161 | ||
Equinix Inc. | 1.800% | 7/15/27 | 1,150 | 998 | ||
Equinix Inc. | 1.550% | 3/15/28 | 116 | 98 | ||
Equinix Inc. | 2.000% | 5/15/28 | 250 | 215 | ||
Equinix Inc. | 3.200% | 11/18/29 | 1,000 | 889 | ||
Equinix Inc. | 2.150% | 7/15/30 | 825 | 670 | ||
Equinix Inc. | 2.500% | 5/15/31 | 850 | 689 | ||
Equinix Inc. | 3.000% | 7/15/50 | 400 | 274 | ||
Equinix Inc. | 2.950% | 9/15/51 | 400 | 269 | ||
Equinix Inc. | 3.400% | 2/15/52 | 400 | 296 | ||
ERP Operating LP | 3.375% | 6/1/25 | 350 | 342 | ||
ERP Operating LP | 2.850% | 11/1/26 | 1,300 | 1,232 | ||
ERP Operating LP | 3.500% | 3/1/28 | 500 | 476 | ||
ERP Operating LP | 4.150% | 12/1/28 | 300 | 294 | ||
ERP Operating LP | 3.000% | 7/1/29 | 250 | 227 | ||
ERP Operating LP | 2.500% | 2/15/30 | 300 | 262 | ||
ERP Operating LP | 1.850% | 8/1/31 | 600 | 492 | ||
ERP Operating LP | 4.500% | 7/1/44 | 550 | 523 | ||
ERP Operating LP | 4.500% | 6/1/45 | 350 | 326 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 50 | 50 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 275 | 274 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 200 | 196 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 963 | 930 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 280 | 267 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 405 | 358 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 877 | 684 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 455 | 376 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 1,000 | 898 | ||
Extra Space Storage LP | 3.900% | 4/1/29 | 500 | 469 | ||
Extra Space Storage LP | 2.550% | 6/1/31 | 500 | 411 | ||
Extra Space Storage LP | 2.350% | 3/15/32 | 500 | 398 | ||
Federal Realty OP LP | 2.750% | 6/1/23 | 325 | 323 | ||
Federal Realty OP LP | 3.250% | 7/15/27 | 225 | 211 | ||
Federal Realty OP LP | 3.200% | 6/15/29 | 75 | 67 | ||
Federal Realty OP LP | 4.500% | 12/1/44 | 825 | 734 | ||
GLP Capital LP | 5.375% | 11/1/23 | 500 | 498 | ||
GLP Capital LP | 3.350% | 9/1/24 | 300 | 288 | ||
GLP Capital LP | 5.250% | 6/1/25 | 625 | 614 | ||
GLP Capital LP | 5.375% | 4/15/26 | 1,100 | 1,076 | ||
GLP Capital LP | 5.750% | 6/1/28 | 100 | 98 | ||
GLP Capital LP | 5.300% | 1/15/29 | 825 | 786 | ||
GLP Capital LP | 4.000% | 1/15/30 | 570 | 501 | ||
GLP Capital LP | 4.000% | 1/15/31 | 800 | 694 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 300 | 281 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 300 | 249 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 877 | 834 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 400 | 379 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 395 | 340 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 500 | 388 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 213 | 209 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 150 | 144 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 500 | 461 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 4,000 | 3,529 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 100 | 86 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 175 | 198 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 850 | 813 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Highwoods Realty LP | 3.050% | 2/15/30 | 500 | 433 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 500 | 412 | ||
8 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 728 | 711 | |
8 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 400 | 338 | |
8 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 1,213 | 1,035 | |
8 | Host Hotels & Resorts LP | 2.900% | 12/15/31 | 1,000 | 794 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 250 | 238 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 200 | 193 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 240 | 209 | ||
Invitation Homes Operating Partnership LP | 2.300% | 11/15/28 | 675 | 568 | ||
Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 675 | 519 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 850 | 829 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 350 | 343 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 1,200 | 1,023 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 500 | 390 | ||
Kilroy Realty LP | 2.650% | 11/15/33 | 1,500 | 1,163 | ||
Kimco Realty Corp. | 3.375% | 10/15/22 | 200 | 200 | ||
Kimco Realty Corp. | 3.500% | 4/15/23 | 200 | 199 | ||
Kimco Realty Corp. | 4.450% | 1/15/24 | 75 | 75 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 500 | 489 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 1,294 | 1,212 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 1,000 | 866 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 250 | 215 | ||
Kimco Realty Corp. | 2.250% | 12/1/31 | 500 | 404 | ||
Kimco Realty Corp. | 3.200% | 4/1/32 | 500 | 437 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 425 | 357 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 250 | 218 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 725 | 694 | ||
Life Storage LP | 3.500% | 7/1/26 | 475 | 454 | ||
Life Storage LP | 3.875% | 12/15/27 | 100 | 95 | ||
Life Storage LP | 4.000% | 6/15/29 | 125 | 114 | ||
Life Storage LP | 2.200% | 10/15/30 | 500 | 401 | ||
Life Storage LP | 2.400% | 10/15/31 | 950 | 756 | ||
LXP Industrial Trust | 2.700% | 9/15/30 | 500 | 412 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 350 | 352 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 325 | 324 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 1,431 | 1,376 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 295 | 257 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 900 | 712 | ||
Mid-America Apartments LP | 2.875% | 9/15/51 | 500 | 348 | ||
National Health Investors Inc. | 3.000% | 2/1/31 | 1,000 | 772 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 275 | 274 | ||
National Retail Properties Inc. | 4.000% | 11/15/25 | 450 | 448 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 449 | 433 | ||
National Retail Properties Inc. | 3.500% | 10/15/27 | 550 | 515 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 300 | 292 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 325 | 276 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 250 | 232 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 500 | 346 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 500 | 376 | ||
National Retail Properties Inc. | 3.000% | 4/15/52 | 500 | 343 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 500 | 486 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 250 | 239 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 500 | 425 | ||
Office Properties Income Trust | 2.400% | 2/1/27 | 233 | 190 | ||
Office Properties Income Trust | 3.450% | 10/15/31 | 550 | 408 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 452 | 453 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 275 | 276 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 281 | 278 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 475 | 470 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 300 | 285 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 2,000 | 1,682 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 750 | 609 | ||
Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | 1,000 | 774 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 744 | 729 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 300 | 286 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Physicians Realty LP | 2.625% | 11/1/31 | 1,000 | 807 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 300 | 298 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 275 | 276 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 250 | 207 | ||
Piedmont Operating Partnership LP | 2.750% | 4/1/32 | 500 | 386 | ||
Prologis LP | 3.250% | 10/1/26 | 583 | 566 | ||
Prologis LP | 2.125% | 4/15/27 | 1,211 | 1,110 | ||
Prologis LP | 3.875% | 9/15/28 | 300 | 292 | ||
Prologis LP | 4.375% | 2/1/29 | 50 | 50 | ||
Prologis LP | 2.250% | 4/15/30 | 400 | 346 | ||
Prologis LP | 1.250% | 10/15/30 | 1,214 | 964 | ||
Prologis LP | 1.625% | 3/15/31 | 1,000 | 808 | ||
Prologis LP | 4.375% | 9/15/48 | 300 | 283 | ||
Prologis LP | 3.000% | 4/15/50 | 510 | 385 | ||
Prologis LP | 2.125% | 10/15/50 | 500 | 318 | ||
Public Storage | 1.500% | 11/9/26 | 575 | 519 | ||
Public Storage | 3.094% | 9/15/27 | 300 | 284 | ||
Public Storage | 1.850% | 5/1/28 | 600 | 521 | ||
Public Storage | 1.950% | 11/9/28 | 575 | 497 | ||
Public Storage | 3.385% | 5/1/29 | 420 | 390 | ||
Public Storage | 2.300% | 5/1/31 | 1,000 | 841 | ||
Public Storage | 2.250% | 11/9/31 | 575 | 477 | ||
Realty Income Corp. | 4.600% | 2/6/24 | 375 | 378 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 250 | 250 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 200 | 199 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 738 | 748 | ||
Realty Income Corp. | 4.875% | 6/1/26 | 350 | 357 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 775 | 771 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 525 | 497 | ||
Realty Income Corp. | 3.950% | 8/15/27 | 475 | 464 | ||
Realty Income Corp. | 3.400% | 1/15/28 | 1,000 | 945 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 1,290 | 1,238 | ||
Realty Income Corp. | 2.200% | 6/15/28 | 500 | 440 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 575 | 535 | ||
Realty Income Corp. | 3.100% | 12/15/29 | 500 | 455 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 2,000 | 1,821 | ||
Realty Income Corp. | 2.850% | 12/15/32 | 500 | 428 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 500 | 382 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 820 | 797 | ||
Regency Centers LP | 3.600% | 2/1/27 | 340 | 329 | ||
Regency Centers LP | 4.125% | 3/15/28 | 250 | 241 | ||
Regency Centers LP | 2.950% | 9/15/29 | 400 | 352 | ||
Regency Centers LP | 4.400% | 2/1/47 | 400 | 350 | ||
Rexford Industrial Realty LP | 2.150% | 9/1/31 | 650 | 509 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 1,332 | 1,295 | ||
Safehold Operating Partnership LP | 2.850% | 1/15/32 | 650 | 521 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 500 | 499 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 595 | 570 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 700 | 684 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 195 | 189 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 300 | 286 | ||
Simon Property Group LP | 1.375% | 1/15/27 | 500 | 438 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 820 | 777 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 1,000 | 938 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 500 | 427 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 1,595 | 1,354 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 500 | 424 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 600 | 487 | ||
Simon Property Group LP | 2.250% | 1/15/32 | 500 | 398 | ||
Simon Property Group LP | 2.650% | 2/1/32 | 700 | 578 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 500 | 564 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 350 | 321 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 425 | 364 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 700 | 509 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 1,500 | 1,202 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
SITE Centers Corp. | 3.625% | 2/1/25 | 463 | 450 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 250 | 245 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 1,000 | 980 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 315 | 290 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 1,200 | 1,004 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 245 | 223 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 520 | 449 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 225 | 219 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 300 | 293 | ||
Sun Communities Operating LP | 2.300% | 11/1/28 | 725 | 620 | ||
Sun Communities Operating LP | 2.700% | 7/15/31 | 500 | 403 | ||
Sun Communities Operating LP | 4.200% | 4/15/32 | 500 | 451 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 723 | 680 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 250 | 236 | ||
8 | UDR Inc. | 2.950% | 9/1/26 | 600 | 564 | |
8 | UDR Inc. | 3.500% | 7/1/27 | 150 | 143 | |
8 | UDR Inc. | 3.500% | 1/15/28 | 50 | 47 | |
8 | UDR Inc. | 3.200% | 1/15/30 | 240 | 216 | |
8 | UDR Inc. | 2.100% | 8/1/32 | 1,175 | 916 | |
8 | UDR Inc. | 1.900% | 3/15/33 | 1,000 | 757 | |
UDR Inc. | 3.100% | 11/1/34 | 265 | 217 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 325 | 322 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 200 | 199 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 456 | 436 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 59 | 58 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 275 | 265 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 325 | 285 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 450 | 439 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 325 | 331 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 250 | 213 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 650 | 605 | ||
VICI Properties LP | 4.750% | 2/15/28 | 900 | 860 | ||
VICI Properties LP | 4.950% | 2/15/30 | 900 | 851 | ||
VICI Properties LP | 5.125% | 5/15/32 | 900 | 849 | ||
VICI Properties LP | 5.625% | 5/15/52 | 700 | 637 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 425 | 412 | ||
Vornado Realty LP | 3.400% | 6/1/31 | 500 | 420 | ||
Welltower Inc. | 4.500% | 1/15/24 | 725 | 729 | ||
Welltower Inc. | 3.625% | 3/15/24 | 225 | 223 | ||
Welltower Inc. | 4.000% | 6/1/25 | 1,264 | 1,257 | ||
Welltower Inc. | 4.250% | 4/1/26 | 856 | 848 | ||
Welltower Inc. | 2.700% | 2/15/27 | 1,662 | 1,537 | ||
Welltower Inc. | 4.250% | 4/15/28 | 750 | 729 | ||
Welltower Inc. | 4.125% | 3/15/29 | 500 | 473 | ||
Welltower Inc. | 3.100% | 1/15/30 | 1,250 | 1,100 | ||
Welltower Inc. | 2.750% | 1/15/31 | 500 | 421 | ||
Welltower Inc. | 2.800% | 6/1/31 | 700 | 589 | ||
Welltower Inc. | 2.750% | 1/15/32 | 525 | 438 | ||
Welltower Inc. | 3.850% | 6/15/32 | 500 | 456 | ||
Welltower Inc. | 6.500% | 3/15/41 | 200 | 224 | ||
Welltower Inc. | 4.950% | 9/1/48 | 400 | 378 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 750 | 710 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 800 | 753 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 219 | 253 | ||
Weyerhaeuser Co. | 4.000% | 3/9/52 | 500 | 410 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 550 | 553 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 200 | 199 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 300 | 297 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 200 | 186 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 1,000 | 769 | ||
212,305 | ||||||
Technology (1.0%) | ||||||
Adobe Inc. | 1.900% | 2/1/25 | 100 | 96 | ||
Adobe Inc. | 3.250% | 2/1/25 | 800 | 797 | ||
Adobe Inc. | 2.150% | 2/1/27 | 500 | 468 | ||
Adobe Inc. | 2.300% | 2/1/30 | 1,100 | 972 | ||
Altera Corp. | 4.100% | 11/15/23 | 750 | 758 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 600 | 508 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 300 | 294 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Analog Devices Inc. | 3.500% | 12/5/26 | 500 | 494 | ||
Analog Devices Inc. | 1.700% | 10/1/28 | 800 | 702 | ||
Analog Devices Inc. | 2.100% | 10/1/31 | 900 | 768 | ||
Analog Devices Inc. | 2.800% | 10/1/41 | 950 | 745 | ||
Analog Devices Inc. | 2.950% | 10/1/51 | 950 | 727 | ||
Apple Inc. | 3.000% | 2/9/24 | 1,375 | 1,373 | ||
Apple Inc. | 2.850% | 5/11/24 | 2,500 | 2,485 | ||
Apple Inc. | 1.800% | 9/11/24 | 500 | 485 | ||
Apple Inc. | 2.750% | 1/13/25 | 1,200 | 1,187 | ||
Apple Inc. | 1.125% | 5/11/25 | 6,450 | 6,065 | ||
Apple Inc. | 0.550% | 8/20/25 | 1,000 | 918 | ||
Apple Inc. | 0.700% | 2/8/26 | 2,200 | 2,004 | ||
Apple Inc. | 3.250% | 2/23/26 | 3,805 | 3,777 | ||
Apple Inc. | 2.450% | 8/4/26 | 500 | 480 | ||
Apple Inc. | 2.050% | 9/11/26 | 3,000 | 2,827 | ||
Apple Inc. | 3.350% | 2/9/27 | 200 | 199 | ||
Apple Inc. | 3.200% | 5/11/27 | 2,700 | 2,659 | ||
Apple Inc. | 2.900% | 9/12/27 | 2,331 | 2,250 | ||
Apple Inc. | 3.000% | 11/13/27 | 1,025 | 994 | ||
Apple Inc. | 1.200% | 2/8/28 | 2,200 | 1,925 | ||
Apple Inc. | 1.400% | 8/5/28 | 2,000 | 1,752 | ||
Apple Inc. | 2.200% | 9/11/29 | 4,475 | 4,027 | ||
Apple Inc. | 1.650% | 5/11/30 | 2,000 | 1,701 | ||
Apple Inc. | 1.250% | 8/20/30 | 2,000 | 1,642 | ||
Apple Inc. | 1.650% | 2/8/31 | 2,500 | 2,100 | ||
Apple Inc. | 1.700% | 8/5/31 | 900 | 754 | ||
Apple Inc. | 4.500% | 2/23/36 | 825 | 858 | ||
Apple Inc. | 2.375% | 2/8/41 | 1,300 | 995 | ||
Apple Inc. | 3.850% | 5/4/43 | 2,825 | 2,599 | ||
Apple Inc. | 4.450% | 5/6/44 | 625 | 623 | ||
Apple Inc. | 3.450% | 2/9/45 | 2,344 | 2,042 | ||
Apple Inc. | 4.375% | 5/13/45 | 1,775 | 1,754 | ||
Apple Inc. | 4.650% | 2/23/46 | 3,720 | 3,845 | ||
Apple Inc. | 3.850% | 8/4/46 | 2,350 | 2,155 | ||
Apple Inc. | 4.250% | 2/9/47 | 800 | 786 | ||
Apple Inc. | 3.750% | 9/12/47 | 842 | 762 | ||
Apple Inc. | 3.750% | 11/13/47 | 1,000 | 900 | ||
Apple Inc. | 2.950% | 9/11/49 | 1,600 | 1,258 | ||
Apple Inc. | 2.650% | 5/11/50 | 1,855 | 1,371 | ||
Apple Inc. | 2.400% | 8/20/50 | 1,000 | 704 | ||
Apple Inc. | 2.650% | 2/8/51 | 2,700 | 1,996 | ||
Apple Inc. | 2.700% | 8/5/51 | 1,600 | 1,199 | ||
Apple Inc. | 2.550% | 8/20/60 | 1,500 | 1,030 | ||
Apple Inc. | 2.800% | 2/8/61 | 1,600 | 1,145 | ||
Apple Inc. | 2.850% | 8/5/61 | 1,300 | 945 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 756 | 763 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 1,065 | 1,041 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | �� 350 | 294 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 400 | 420 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 250 | 285 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 1,225 | 1,184 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 550 | 410 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 509 | 498 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 300 | 296 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 250 | 238 | ||
Arrow Electronics Inc. | 2.950% | 2/15/32 | 400 | 333 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 250 | 252 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 375 | 359 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 360 | 314 | ||
Autodesk Inc. | 2.400% | 12/15/31 | 900 | 733 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 825 | 825 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 1,000 | 900 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 1,300 | 1,062 | ||
Avnet Inc. | 4.625% | 4/15/26 | 450 | 452 | ||
Avnet Inc. | 3.000% | 5/15/31 | 200 | 165 | ||
Block Financial LLC | 5.250% | 10/1/25 | 350 | 355 | ||
Block Financial LLC | 2.500% | 7/15/28 | 400 | 348 | ||
Block Financial LLC | 3.875% | 8/15/30 | 600 | 544 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 3,150 | 3,037 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Broadcom Corp. | 3.500% | 1/15/28 | 800 | 741 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 700 | 684 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 1,233 | 1,187 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 1,588 | 1,525 | ||
12 | Broadcom Inc. | 1.950% | 2/15/28 | 600 | 511 | |
Broadcom Inc. | 4.110% | 9/15/28 | 1,865 | 1,771 | ||
12 | Broadcom Inc. | 4.000% | 4/15/29 | 500 | 464 | |
Broadcom Inc. | 4.750% | 4/15/29 | 1,500 | 1,458 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 850 | 836 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 2,000 | 1,834 | ||
12 | Broadcom Inc. | 2.450% | 2/15/31 | 2,200 | 1,769 | |
Broadcom Inc. | 4.300% | 11/15/32 | 1,500 | 1,365 | ||
12 | Broadcom Inc. | 2.600% | 2/15/33 | 1,500 | 1,157 | |
12 | Broadcom Inc. | 3.419% | 4/15/33 | 2,692 | 2,225 | |
12 | Broadcom Inc. | 3.469% | 4/15/34 | 2,902 | 2,354 | |
12 | Broadcom Inc. | 3.137% | 11/15/35 | 1,360 | 1,039 | |
12 | Broadcom Inc. | 3.187% | 11/15/36 | 300 | 228 | |
12 | Broadcom Inc. | 4.926% | 5/15/37 | 2,850 | 2,560 | |
12 | Broadcom Inc. | 3.500% | 2/15/41 | 2,100 | 1,584 | |
12 | Broadcom Inc. | 3.750% | 2/15/51 | 1,500 | 1,108 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 320 | 309 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 375 | 328 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 900 | 752 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 279 | 282 | ||
CDW LLC | 4.125% | 5/1/25 | 300 | 292 | ||
CDW LLC | 4.250% | 4/1/28 | 347 | 314 | ||
CDW LLC | 3.250% | 2/15/29 | 487 | 410 | ||
CGI Inc. | 1.450% | 9/14/26 | 625 | 552 | ||
CGI Inc. | 2.300% | 9/14/31 | 400 | 322 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 1,373 | 1,357 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 500 | 495 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 2,000 | 2,015 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 1,550 | 1,525 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 1,350 | 1,297 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 1,400 | 1,594 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 1,275 | 1,397 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 500 | 483 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 800 | 792 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 300 | 293 | ||
Corning Inc. | 4.700% | 3/15/37 | 750 | 707 | ||
Corning Inc. | 5.750% | 8/15/40 | 665 | 699 | ||
Corning Inc. | 4.750% | 3/15/42 | 300 | 281 | ||
Corning Inc. | 4.375% | 11/15/57 | 775 | 637 | ||
Corning Inc. | 5.850% | 11/15/68 | 400 | 394 | ||
Corning Inc. | 5.450% | 11/15/79 | 700 | 632 | ||
Dell Inc. | 7.100% | 4/15/28 | 70 | 76 | ||
Dell Inc. | 6.500% | 4/15/38 | 400 | 401 | ||
Dell International LLC | 4.000% | 7/15/24 | 1,625 | 1,620 | ||
Dell International LLC | 5.850% | 7/15/25 | 700 | 722 | ||
Dell International LLC | 6.020% | 6/15/26 | 4,500 | 4,667 | ||
Dell International LLC | 4.900% | 10/1/26 | 1,000 | 1,001 | ||
Dell International LLC | 6.100% | 7/15/27 | 800 | 839 | ||
Dell International LLC | 5.300% | 10/1/29 | 1,650 | 1,627 | ||
Dell International LLC | 6.200% | 7/15/30 | 1,675 | 1,743 | ||
Dell International LLC | 8.100% | 7/15/36 | 972 | 1,138 | ||
12 | Dell International LLC | 3.375% | 12/15/41 | 1,000 | 715 | |
Dell International LLC | 8.350% | 7/15/46 | 571 | 711 | ||
12 | Dell International LLC | 3.450% | 12/15/51 | 1,200 | 812 | |
DXC Technology Co. | 1.800% | 9/15/26 | 700 | 621 | ||
DXC Technology Co. | 2.375% | 9/15/28 | 2,600 | 2,232 | ||
Equifax Inc. | 2.600% | 12/1/24 | 200 | 193 | ||
Equifax Inc. | 2.600% | 12/15/25 | 375 | 353 | ||
Equifax Inc. | 3.100% | 5/15/30 | 445 | 390 | ||
Equifax Inc. | 2.350% | 9/15/31 | 900 | 718 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 500 | 473 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 1,100 | 976 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 700 | 598 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 250 | 234 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 700 | 569 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 700 | 512 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 1,000 | 1,002 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 2,400 | 2,343 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 2,267 | 2,246 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 2,100 | 1,995 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 1,550 | 1,388 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 800 | 773 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 2,505 | 2,285 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 1,900 | 1,606 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 1,650 | 1,422 | ||
Flex Ltd. | 4.750% | 6/15/25 | 25 | 25 | ||
Flex Ltd. | 4.875% | 6/15/29 | 514 | 496 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 500 | 440 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 500 | 406 | ||
Global Payments Inc. | 1.500% | 11/15/24 | 500 | 469 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 1,425 | 1,359 | ||
Global Payments Inc. | 1.200% | 3/1/26 | 1,000 | 882 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 600 | 600 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 700 | 620 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 300 | 288 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 3,100 | 2,709 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 500 | 421 | ||
Global Payments Inc. | 2.900% | 11/15/31 | 800 | 655 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 1,200 | 938 | ||
GXO Logistics Inc. | 2.650% | 7/15/31 | 500 | 394 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 351 | 351 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 900 | 908 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 2,000 | 1,925 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 1,600 | 1,628 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 440 | 402 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 950 | 1,007 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 1,850 | 1,861 | ||
HP Inc. | 2.200% | 6/17/25 | 1,925 | 1,817 | ||
HP Inc. | 1.450% | 6/17/26 | 900 | 796 | ||
HP Inc. | 3.000% | 6/17/27 | 2,500 | 2,311 | ||
HP Inc. | 4.750% | 1/15/28 | 675 | 667 | ||
HP Inc. | 4.000% | 4/15/29 | 800 | 749 | ||
HP Inc. | 3.400% | 6/17/30 | 1,500 | 1,309 | ||
HP Inc. | 2.650% | 6/17/31 | 900 | 722 | ||
HP Inc. | 4.200% | 4/15/32 | 800 | 714 | ||
HP Inc. | 5.500% | 1/15/33 | 500 | 488 | ||
HP Inc. | 6.000% | 9/15/41 | 1,110 | 1,123 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 300 | 292 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 275 | 260 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 400 | 384 | ||
Intel Corp. | 2.700% | 12/15/22 | 768 | 768 | ||
Intel Corp. | 2.875% | 5/11/24 | 2,675 | 2,665 | ||
Intel Corp. | 3.400% | 3/25/25 | 1,050 | 1,048 | ||
Intel Corp. | 3.700% | 7/29/25 | 2,005 | 2,015 | ||
Intel Corp. | 2.600% | 5/19/26 | 1,140 | 1,103 | ||
Intel Corp. | 3.750% | 3/25/27 | 1,750 | 1,758 | ||
Intel Corp. | 1.600% | 8/12/28 | 900 | 788 | ||
Intel Corp. | 2.450% | 11/15/29 | 1,400 | 1,249 | ||
Intel Corp. | 3.900% | 3/25/30 | 1,240 | 1,216 | ||
Intel Corp. | 2.000% | 8/12/31 | 1,000 | 838 | ||
Intel Corp. | 4.000% | 12/15/32 | 1,125 | 1,106 | ||
Intel Corp. | 4.600% | 3/25/40 | 1,000 | 977 | ||
Intel Corp. | 2.800% | 8/12/41 | 700 | 533 | ||
Intel Corp. | 4.800% | 10/1/41 | 1,065 | 1,068 | ||
Intel Corp. | 4.100% | 5/19/46 | 1,350 | 1,230 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Intel Corp. | 4.100% | 5/11/47 | 800 | 728 | ||
Intel Corp. | 3.734% | 12/8/47 | 2,200 | 1,865 | ||
Intel Corp. | 3.250% | 11/15/49 | 1,544 | 1,205 | ||
Intel Corp. | 4.750% | 3/25/50 | 2,185 | 2,150 | ||
Intel Corp. | 3.050% | 8/12/51 | 1,000 | 745 | ||
Intel Corp. | 3.100% | 2/15/60 | 700 | 501 | ||
Intel Corp. | 4.950% | 3/25/60 | 855 | 868 | ||
Intel Corp. | 3.200% | 8/12/61 | 700 | 511 | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 2,050 | 2,049 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 1,150 | 1,149 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 1,100 | 1,102 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 1,400 | 1,404 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 2,500 | 2,481 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 900 | 888 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 2,365 | 2,310 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 3,300 | 2,970 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 2,975 | 2,817 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 2,000 | 1,680 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 1,350 | 1,217 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 414 | 436 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 970 | 738 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 730 | 632 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 2,800 | 2,474 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 545 | 394 | ||
International Business Machines Corp. | 3.430% | 2/9/52 | 425 | 327 | ||
Intuit Inc. | 0.650% | 7/15/23 | 300 | 292 | ||
Intuit Inc. | 0.950% | 7/15/25 | 650 | 599 | ||
Intuit Inc. | 1.350% | 7/15/27 | 400 | 350 | ||
Intuit Inc. | 1.650% | 7/15/30 | 400 | 329 | ||
Jabil Inc. | 3.950% | 1/12/28 | 400 | 382 | ||
Jabil Inc. | 3.600% | 1/15/30 | 500 | 446 | ||
Jabil Inc. | 3.000% | 1/15/31 | 450 | 376 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 500 | 448 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 500 | 459 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 500 | 391 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 150 | 146 | ||
KLA Corp. | 4.650% | 11/1/24 | 825 | 835 | ||
KLA Corp. | 4.100% | 3/15/29 | 300 | 297 | ||
KLA Corp. | 4.650% | 7/15/32 | 900 | 920 | ||
KLA Corp. | 5.000% | 3/15/49 | 800 | 805 | ||
KLA Corp. | 3.300% | 3/1/50 | 1,700 | 1,348 | ||
KLA Corp. | 4.950% | 7/15/52 | 1,000 | 1,005 | ||
KLA Corp. | 5.250% | 7/15/62 | 750 | 771 | ||
12 | Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 300 | 254 | |
12 | Kyndryl Holdings Inc. | 2.700% | 10/15/28 | 100 | 80 | |
12 | Kyndryl Holdings Inc. | 3.150% | 10/15/31 | 600 | 440 | |
12 | Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 400 | 264 | |
Lam Research Corp. | 3.800% | 3/15/25 | 501 | 501 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 600 | 599 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 800 | 787 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 600 | 506 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 500 | 510 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 500 | 368 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 400 | 289 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Legrand France SA | 8.500% | 2/15/25 | 300 | 331 | ||
Leidos Inc. | 3.625% | 5/15/25 | 355 | 348 | ||
Leidos Inc. | 4.375% | 5/15/30 | 1,200 | 1,105 | ||
Leidos Inc. | 2.300% | 2/15/31 | 800 | 633 | ||
Marvell Technology Inc. | 2.450% | 4/15/28 | 400 | 349 | ||
8 | Marvell Technology Inc. | 4.875% | 6/22/28 | 300 | 296 | |
Marvell Technology Inc. | 2.950% | 4/15/31 | 300 | 251 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 250 | 238 | ||
Microchip Technology Inc. | 4.250% | 9/1/25 | 1,000 | 976 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 275 | 278 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 750 | 733 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 575 | 573 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 300 | 288 | ||
Micron Technology Inc. | 2.703% | 4/15/32 | 700 | 559 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 500 | 363 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 500 | 346 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 1,000 | 1,000 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 1,900 | 1,881 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 2,213 | 2,210 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 2,270 | 2,268 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 7,700 | 7,424 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 3,800 | 3,791 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 1,325 | 1,273 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 2,450 | 2,314 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 1,075 | 1,091 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 5,824 | 5,433 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 6,365 | 4,686 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 7,076 | 5,586 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 3,407 | 2,449 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 3,671 | 2,859 | ||
Moody's Corp. | 4.875% | 2/15/24 | 425 | 433 | ||
Moody's Corp. | 3.250% | 1/15/28 | 300 | 284 | ||
Moody's Corp. | 2.000% | 8/19/31 | 600 | 490 | ||
Moody's Corp. | 2.750% | 8/19/41 | 600 | 439 | ||
Moody's Corp. | 5.250% | 7/15/44 | 600 | 606 | ||
Moody's Corp. | 4.875% | 12/17/48 | 300 | 294 | ||
Moody's Corp. | 3.250% | 5/20/50 | 250 | 185 | ||
Moody's Corp. | 3.750% | 2/25/52 | 500 | 409 | ||
Moody's Corp. | 2.550% | 8/18/60 | 500 | 310 | ||
Moody's Corp. | 3.100% | 11/29/61 | 250 | 173 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 32 | 32 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 550 | 536 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 500 | 477 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 1,000 | 782 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 500 | 405 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 300 | 278 | ||
NetApp Inc. | 3.300% | 9/29/24 | 300 | 294 | ||
NetApp Inc. | 1.875% | 6/22/25 | 500 | 466 | ||
NetApp Inc. | 2.375% | 6/22/27 | 400 | 363 | ||
NetApp Inc. | 2.700% | 6/22/30 | 600 | 505 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 1,000 | 949 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 1,764 | 1,749 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 1,000 | 877 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 1,150 | 1,053 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 1,000 | 849 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 1,700 | 1,485 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 1,965 | 1,670 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 350 | 294 | ||
NXP BV | 4.875% | 3/1/24 | 800 | 808 | ||
NXP BV | 5.350% | 3/1/26 | 787 | 804 | ||
NXP BV | 3.875% | 6/18/26 | 300 | 289 | ||
NXP BV | 3.150% | 5/1/27 | 930 | 865 | ||
NXP BV | 5.550% | 12/1/28 | 675 | 688 | ||
NXP BV | 4.300% | 6/18/29 | 750 | 720 | ||
NXP BV | 3.400% | 5/1/30 | 1,100 | 980 | ||
NXP BV | 2.500% | 5/11/31 | 900 | 740 | ||
NXP BV | 2.650% | 2/15/32 | 900 | 740 | ||
NXP BV | 3.250% | 5/11/41 | 900 | 680 | ||
NXP BV | 3.125% | 2/15/42 | 400 | 293 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NXP BV | 3.250% | 11/30/51 | 400 | 280 | ||
Oracle Corp. | 2.400% | 9/15/23 | 1,720 | 1,694 | ||
Oracle Corp. | 3.400% | 7/8/24 | 1,100 | 1,085 | ||
Oracle Corp. | 2.950% | 11/15/24 | 2,860 | 2,774 | ||
Oracle Corp. | 2.500% | 4/1/25 | 4,156 | 3,948 | ||
Oracle Corp. | 2.950% | 5/15/25 | 3,125 | 2,996 | ||
Oracle Corp. | 1.650% | 3/25/26 | 2,500 | 2,239 | ||
Oracle Corp. | 2.650% | 7/15/26 | 5,000 | 4,610 | ||
Oracle Corp. | 2.800% | 4/1/27 | 4,450 | 4,065 | ||
Oracle Corp. | 2.300% | 3/25/28 | 1,700 | 1,463 | ||
Oracle Corp. | 2.950% | 4/1/30 | 2,950 | 2,518 | ||
Oracle Corp. | 2.875% | 3/25/31 | 3,000 | 2,472 | ||
Oracle Corp. | 4.300% | 7/8/34 | 1,350 | 1,184 | ||
Oracle Corp. | 3.900% | 5/15/35 | 1,375 | 1,134 | ||
Oracle Corp. | 3.850% | 7/15/36 | 1,180 | 947 | ||
Oracle Corp. | 3.800% | 11/15/37 | 2,484 | 1,933 | ||
Oracle Corp. | 6.125% | 7/8/39 | 600 | 600 | ||
Oracle Corp. | 3.600% | 4/1/40 | 3,325 | 2,490 | ||
Oracle Corp. | 5.375% | 7/15/40 | 2,060 | 1,875 | ||
Oracle Corp. | 3.650% | 3/25/41 | 2,050 | 1,528 | ||
Oracle Corp. | 4.500% | 7/8/44 | 985 | 805 | ||
Oracle Corp. | 4.125% | 5/15/45 | 1,825 | 1,391 | ||
Oracle Corp. | 4.000% | 7/15/46 | 3,340 | 2,478 | ||
Oracle Corp. | 4.000% | 11/15/47 | 2,475 | 1,839 | ||
Oracle Corp. | 3.600% | 4/1/50 | 4,200 | 2,931 | ||
Oracle Corp. | 3.950% | 3/25/51 | 3,025 | 2,221 | ||
Oracle Corp. | 4.375% | 5/15/55 | 1,150 | 867 | ||
Oracle Corp. | 3.850% | 4/1/60 | 3,000 | 2,070 | ||
Oracle Corp. | 4.100% | 3/25/61 | 1,300 | 931 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 400 | 390 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 450 | 424 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 900 | 854 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 1,000 | 906 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 900 | 775 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 1,000 | 755 | ||
PayPal Holdings Inc. | 5.050% | 6/1/52 | 900 | 894 | ||
PayPal Holdings Inc. | 5.250% | 6/1/62 | 500 | 494 | ||
12 | Qorvo Inc. | 1.750% | 12/15/24 | 450 | 421 | |
Qorvo Inc. | 4.375% | 10/15/29 | 800 | 704 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 612 | 609 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 1,165 | 1,164 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 1,150 | 1,125 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 964 | 835 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 1,400 | 1,228 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 1,931 | 1,561 | ||
QUALCOMM Inc. | 4.250% | 5/20/32 | 300 | 305 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 800 | 821 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 1,000 | 1,021 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 1,475 | 1,413 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 500 | 408 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 900 | 891 | ||
Quanta Services Inc. | 0.950% | 10/1/24 | 2,000 | 1,852 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 800 | 659 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 800 | 773 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 500 | 448 | ||
RELX Capital Inc. | 4.750% | 5/20/32 | 500 | 507 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 500 | 485 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 500 | 452 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 250 | 248 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 600 | 587 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 2,000 | 1,713 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 650 | 636 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 475 | 418 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 1,275 | 1,029 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 2,000 | 1,558 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 400 | 385 | ||
12 | S&P Global Inc. | 2.450% | 3/1/27 | 1,000 | 937 | |
12 | S&P Global Inc. | 4.750% | 8/1/28 | 800 | 814 | |
12 | S&P Global Inc. | 2.700% | 3/1/29 | 1,000 | 910 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
12 | S&P Global Inc. | 4.250% | 5/1/29 | 900 | 891 | |
S&P Global Inc. | 2.500% | 12/1/29 | 375 | 332 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 500 | 397 | ||
12 | S&P Global Inc. | 2.900% | 3/1/32 | 1,200 | 1,069 | |
S&P Global Inc. | 3.250% | 12/1/49 | 1,050 | 823 | ||
12 | S&P Global Inc. | 3.700% | 3/1/52 | 900 | 769 | |
S&P Global Inc. | 2.300% | 8/15/60 | 1,000 | 614 | ||
12 | S&P Global Inc. | 3.900% | 3/1/62 | 250 | 213 | |
Salesforce Inc. | 3.700% | 4/11/28 | 1,275 | 1,260 | ||
Salesforce Inc. | 1.500% | 7/15/28 | 965 | 843 | ||
Salesforce Inc. | 1.950% | 7/15/31 | 600 | 510 | ||
Salesforce Inc. | 2.700% | 7/15/41 | 1,200 | 929 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 2,300 | 1,742 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 1,200 | 882 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 1,200 | 939 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 500 | 444 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 500 | 407 | ||
12 | TD SYNNEX Corp. | 1.750% | 8/9/26 | 500 | 441 | |
12 | TD SYNNEX Corp. | 2.375% | 8/9/28 | 2,500 | 2,107 | |
Teledyne FLIR LLC | 2.500% | 8/1/30 | 500 | 413 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 225 | 223 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 1,900 | 1,799 | ||
Texas Instruments Inc. | 1.125% | 9/15/26 | 500 | 455 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 400 | 383 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 1,100 | 980 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 560 | 479 | ||
Texas Instruments Inc. | 1.900% | 9/15/31 | 450 | 382 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 600 | 565 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 1,225 | 1,182 | ||
Texas Instruments Inc. | 2.700% | 9/15/51 | 400 | 305 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 1,150 | 1,056 | ||
TSMC Arizona Corp. | 3.875% | 4/22/27 | 575 | 573 | ||
TSMC Arizona Corp. | 4.125% | 4/22/29 | 500 | 499 | ||
TSMC Arizona Corp. | 2.500% | 10/25/31 | 1,000 | 860 | ||
TSMC Arizona Corp. | 4.250% | 4/22/32 | 450 | 445 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 875 | 716 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 1,050 | 847 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 900 | 888 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 125 | 124 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 900 | 865 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 600 | 601 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 600 | 465 | ||
VMware Inc. | 0.600% | 8/15/23 | 900 | 870 | ||
VMware Inc. | 4.500% | 5/15/25 | 2,086 | 2,095 | ||
VMware Inc. | 1.400% | 8/15/26 | 1,400 | 1,239 | ||
VMware Inc. | 4.650% | 5/15/27 | 1,200 | 1,195 | ||
VMware Inc. | 3.900% | 8/21/27 | 1,050 | 1,008 | ||
VMware Inc. | 1.800% | 8/15/28 | 700 | 582 | ||
VMware Inc. | 4.700% | 5/15/30 | 1,610 | 1,546 | ||
VMware Inc. | 2.200% | 8/15/31 | 1,400 | 1,101 | ||
Western Digital Corp. | 4.750% | 2/15/26 | 2,000 | 1,913 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 500 | 408 | ||
Workday Inc. | 3.500% | 4/1/27 | 1,100 | 1,054 | ||
Workday Inc. | 3.700% | 4/1/29 | 800 | 750 | ||
Workday Inc. | 3.800% | 4/1/32 | 1,200 | 1,097 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 1,000 | 993 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 550 | 484 | ||
484,839 | ||||||
Utilities (0.9%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 400 | 388 | ||
AEP Texas Inc. | 3.800% | 10/1/47 | 250 | 201 | ||
8 | AEP Texas Inc. | 3.450% | 1/15/50 | 2,379 | 1,834 | |
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 200 | 193 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 325 | 289 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 450 | 381 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 325 | 297 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 270 | 229 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 70 | 53 | ||
8 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 300 | 249 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | AEP Transmission Co. LLC | 2.750% | 8/15/51 | 500 | 351 | |
8 | AEP Transmission Co. LLC | 4.500% | 6/15/52 | 500 | 479 | |
AES Corp. | 1.375% | 1/15/26 | 2,900 | 2,559 | ||
AES Corp. | 2.450% | 1/15/31 | 800 | 643 | ||
8 | Alabama Power Co. | 3.550% | 12/1/23 | 700 | 702 | |
8 | Alabama Power Co. | 1.450% | 9/15/30 | 500 | 407 | |
Alabama Power Co. | 3.050% | 3/15/32 | 600 | 547 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 100 | 110 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 125 | 107 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 300 | 268 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 570 | 472 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 300 | 272 | ||
8 | Alabama Power Co. | 3.700% | 12/1/47 | 325 | 271 | |
Alabama Power Co. | 3.450% | 10/1/49 | 3,750 | 2,954 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 1,800 | 1,350 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 575 | 423 | ||
Ameren Corp. | 2.500% | 9/15/24 | 1,250 | 1,212 | ||
Ameren Corp. | 3.650% | 2/15/26 | 440 | 432 | ||
Ameren Corp. | 1.950% | 3/15/27 | 500 | 449 | ||
Ameren Corp. | 1.750% | 3/15/28 | 500 | 431 | ||
Ameren Corp. | 3.500% | 1/15/31 | 680 | 623 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 275 | 271 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 350 | 344 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 500 | 407 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 475 | 433 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 350 | 300 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 240 | 187 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 500 | 368 | ||
8 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 1,000 | 960 | |
American Electric Power Co. Inc. | 2.031% | 3/15/24 | 1,000 | 967 | ||
8 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 500 | 450 | |
8 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 500 | 487 | |
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 500 | 360 | ||
American Electric Power Co. Inc. | 3.875% | 2/15/62 | 750 | 584 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 1,545 | 1,546 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 450 | 445 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 1,225 | 1,151 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 2,000 | 1,880 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 200 | 179 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 300 | 254 | ||
American Water Capital Corp. | 4.450% | 6/1/32 | 700 | 696 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 700 | 812 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 125 | 115 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 500 | 447 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 500 | 433 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 475 | 397 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 450 | 403 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 400 | 353 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 500 | 398 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 500 | 389 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 400 | 395 | ||
8 | Appalachian Power Co. | 2.700% | 4/1/31 | 2,700 | 2,325 | |
Appalachian Power Co. | 7.000% | 4/1/38 | 260 | 301 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 575 | 504 | ||
8 | Appalachian Power Co. | 4.500% | 3/1/49 | 900 | 801 | |
8 | Appalachian Power Co. | 3.700% | 5/1/50 | 300 | 239 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 500 | 490 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 300 | 281 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 500 | 438 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 525 | 496 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 325 | 289 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 350 | 301 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 895 | 719 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 300 | 220 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 500 | 432 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 375 | 360 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 150 | 134 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 1,000 | 800 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 800 | 843 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Atmos Energy Corp. | 4.150% | 1/15/43 | 75 | 66 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 900 | 819 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 720 | 577 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 650 | 468 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 957 | 935 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 600 | 561 | ||
Avista Corp. | 4.350% | 6/1/48 | 300 | 281 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 900 | 897 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 225 | 212 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 725 | 833 | ||
8 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 250 | 215 | |
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 300 | 221 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 250 | 252 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 250 | 250 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 1,250 | 1,260 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 1,000 | 950 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 2,000 | 1,919 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 500 | 404 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 1,000 | 1,103 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 450 | 492 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,050 | 1,060 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 705 | 653 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 250 | 210 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 850 | 791 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 1,750 | 1,598 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 500 | 355 | ||
12 | Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 900 | 868 | |
Black Hills Corp. | 4.250% | 11/30/23 | 500 | 502 | ||
Black Hills Corp. | 1.037% | 8/23/24 | 550 | 515 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 250 | 248 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 325 | 309 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 170 | 151 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 350 | 327 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 250 | 212 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 240 | 193 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 250 | 250 | ||
8 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 150 | 141 | |
8 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 500 | 434 | |
8 | CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | 500 | 455 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 700 | 604 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 325 | 292 | ||
8 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 600 | 569 | |
8 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 200 | 151 | |
8 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 700 | 571 | |
8 | CenterPoint Energy Houston Electric LLC | 3.600% | 3/1/52 | 250 | 215 | |
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 900 | 870 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 1,000 | 902 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 111 | 108 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 3,650 | 3,246 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 500 | 426 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 300 | 241 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 450 | 440 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 500 | 406 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 375 | 403 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 250 | 221 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 425 | 411 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 275 | 258 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 1,275 | 1,309 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 325 | 343 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 300 | 288 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 300 | 288 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 275 | 262 | ||
8 | CMS Energy Corp. | 4.750% | 6/1/50 | 400 | 352 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 500 | 387 | ||
8 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 275 | 262 | |
8 | Commonwealth Edison Co. | 3.150% | 3/15/32 | 300 | 276 | |
Commonwealth Edison Co. | 5.900% | 3/15/36 | 500 | 560 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 750 | 877 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 825 | 806 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 625 | 523 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 900 | 831 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 1,000 | 848 | ||
8 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 500 | 429 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 775 | 698 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 700 | 625 | ||
8 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 250 | 195 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 500 | 382 | ||
8 | Commonwealth Edison Co. | 2.750% | 9/1/51 | 300 | 214 | |
8 | Commonwealth Edison Co. | 3.850% | 3/15/52 | 1,000 | 880 | |
8 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 500 | 452 | |
8 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 250 | 243 | |
8 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 300 | 253 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 375 | 349 | ||
8 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 75 | 68 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 625 | 566 | ||
8 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 275 | 262 | |
Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 2,000 | 1,719 | ||
8 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 300 | 310 | |
8 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | �� 860 | 917 | |
8 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 300 | 333 | |
8 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 400 | 467 | |
8 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 600 | 621 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 950 | 1,001 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 550 | 474 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 610 | 559 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 475 | 437 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 1,840 | 1,559 | ||
8 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 750 | 628 | |
8 | Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 600 | 566 | |
8 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 1,800 | 1,569 | |
8 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 75 | 66 | |
8 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 375 | 311 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 500 | 449 | ||
Constellation Energy Generation LLC | 3.250% | 6/1/25 | 1,750 | 1,678 | ||
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 1,100 | 1,125 | ||
Constellation Energy Generation LLC | 5.750% | 10/1/41 | 325 | 314 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Constellation Energy Generation LLC | 5.600% | 6/15/42 | 1,121 | 1,071 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 225 | 225 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 250 | 245 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 600 | 532 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 550 | 442 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 500 | 450 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 500 | 456 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 530 | 505 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 567 | 436 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 850 | 709 | ||
Consumers Energy Co. | 2.650% | 8/15/52 | 500 | 352 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 450 | 288 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 125 | 125 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 600 | 533 | ||
Dominion Energy Inc. | 3.071% | 8/15/24 | 500 | 488 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 425 | 424 | ||
8 | Dominion Energy Inc. | 1.450% | 4/15/26 | 500 | 452 | |
8 | Dominion Energy Inc. | 2.850% | 8/15/26 | 1,872 | 1,777 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 200 | 197 | ||
8 | Dominion Energy Inc. | 3.375% | 4/1/30 | 2,300 | 2,103 | |
8 | Dominion Energy Inc. | 2.250% | 8/15/31 | 920 | 758 | |
8 | Dominion Energy Inc. | 6.300% | 3/15/33 | 500 | 547 | |
8 | Dominion Energy Inc. | 5.250% | 8/1/33 | 200 | 206 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 300 | 347 | ||
8 | Dominion Energy Inc. | 3.300% | 4/15/41 | 500 | 394 | |
8 | Dominion Energy Inc. | 4.900% | 8/1/41 | 890 | 853 | |
8 | Dominion Energy Inc. | 4.050% | 9/15/42 | 400 | 343 | |
8 | Dominion Energy Inc. | 4.600% | 3/15/49 | 500 | 468 | |
8 | Dominion Energy Inc. | 5.750% | 10/1/54 | 375 | 350 | |
8 | Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | 250 | 214 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 375 | 436 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 450 | 503 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 250 | 261 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 1,425 | 1,349 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 425 | 423 | ||
DTE Electric Co. | 3.650% | 3/15/24 | 825 | 830 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 149 | ||
8 | DTE Electric Co. | 1.900% | 4/1/28 | 500 | 446 | |
DTE Electric Co. | 2.250% | 3/1/30 | 500 | 438 | ||
8 | DTE Electric Co. | 2.625% | 3/1/31 | 400 | 355 | |
8 | DTE Electric Co. | 4.000% | 4/1/43 | 300 | 268 | |
DTE Electric Co. | 3.700% | 3/15/45 | 200 | 170 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 550 | 478 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 450 | 393 | ||
8 | DTE Electric Co. | 4.050% | 5/15/48 | 500 | 458 | |
DTE Electric Co. | 3.950% | 3/1/49 | 500 | 450 | ||
8 | DTE Electric Co. | 3.250% | 4/1/51 | 500 | 402 | |
8 | DTE Energy Co. | 0.550% | 11/1/22 | 650 | 645 | |
DTE Energy Co. | 2.250% | 11/1/22 | 455 | 453 | ||
8 | DTE Energy Co. | 2.529% | 10/1/24 | 1,000 | 967 | |
8 | DTE Energy Co. | 1.050% | 6/1/25 | 1,600 | 1,471 | |
DTE Energy Co. | 2.850% | 10/1/26 | 3,094 | 2,927 | ||
8 | DTE Energy Co. | 3.400% | 6/15/29 | 140 | 128 | |
DTE Energy Co. | 2.950% | 3/1/30 | 235 | 208 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 1,500 | 1,450 | ||
8 | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 300 | 325 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 75 | 67 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 400 | 354 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 500 | 438 | ||
Duke Energy Carolinas LLC | 2.850% | 3/15/32 | 500 | 444 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 425 | 462 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 325 | 362 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 525 | 587 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 710 | 741 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,000 | 925 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 675 | 602 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 500 | 438 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 425 | 361 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 400 | 352 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 750 | 588 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 500 | 409 | ||
Duke Energy Carolinas LLC | 3.550% | 3/15/52 | 600 | 498 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 1,000 | 999 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 225 | 226 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 725 | 725 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 500 | 453 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 595 | 558 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 1,700 | 1,433 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 625 | 520 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 700 | 639 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 1,406 | 1,109 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,200 | 1,002 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 600 | 453 | ||
Duke Energy Corp. | 3.250% | 1/15/82 | 500 | 387 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 450 | 438 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 425 | 415 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 1,900 | 1,689 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 1,700 | 1,414 | ||
Duke Energy Florida LLC | 2.400% | 12/15/31 | 600 | 513 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 675 | 773 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 800 | 939 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 900 | 710 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 425 | 381 | ||
Duke Energy Florida LLC | 3.000% | 12/15/51 | 500 | 374 | ||
8 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 30 | 30 | |
8 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 400 | 375 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,175 | 1,264 | ||
8 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 250 | 243 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 875 | 742 | ||
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 775 | 548 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 200 | 169 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 650 | 542 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,000 | 909 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 150 | 150 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 2,051 | 2,032 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 425 | 412 | ||
Duke Energy Progress LLC | 2.000% | 8/15/31 | 500 | 414 | ||
Duke Energy Progress LLC | 3.400% | 4/1/32 | 500 | 464 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 300 | 342 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 525 | 488 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 100 | 90 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 625 | 565 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 2,100 | 1,787 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 550 | 377 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 550 | 407 | ||
Duke Energy Progress LLC | 4.000% | 4/1/52 | 400 | 360 | ||
8 | Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/28 | 300 | 276 | |
8 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/37 | 375 | 345 | |
8 | Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/41 | 300 | 249 | |
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 250 | 249 | ||
8 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 400 | 387 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 167 | 165 | ||
Edison International | 4.950% | 4/15/25 | 900 | 903 | ||
Edison International | 5.750% | 6/15/27 | 100 | 102 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 175 | 186 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 250 | 232 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 1,785 | 1,574 | ||
Enel Americas SA | 4.000% | 10/25/26 | 700 | 680 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Enel Chile SA | 4.875% | 6/12/28 | 600 | 574 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 150 | 148 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 500 | 463 | ||
Entergy Arkansas LLC | 3.350% | 6/15/52 | 800 | 634 | ||
Entergy Corp. | 0.900% | 9/15/25 | 500 | 450 | ||
Entergy Corp. | 2.950% | 9/1/26 | 530 | 503 | ||
Entergy Corp. | 1.900% | 6/15/28 | 500 | 429 | ||
Entergy Corp. | 2.800% | 6/15/30 | 500 | 429 | ||
Entergy Corp. | 2.400% | 6/15/31 | 500 | 407 | ||
Entergy Corp. | 3.750% | 6/15/50 | 1,400 | 1,109 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 1,417 | 1,464 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 301 | 289 | ||
Entergy Louisiana LLC | 0.950% | 10/1/24 | 700 | 660 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 238 | 246 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 200 | 185 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 350 | 333 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 300 | 282 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 375 | 338 | ||
Entergy Louisiana LLC | 2.350% | 6/15/32 | 500 | 418 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 725 | 689 | ||
Entergy Louisiana LLC | 3.100% | 6/15/41 | 500 | 398 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 400 | 380 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 1,150 | 1,055 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 500 | 454 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 700 | 506 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 750 | 690 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 250 | 213 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 500 | 406 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 905 | 725 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 275 | 257 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 400 | 350 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 435 | 379 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 600 | 449 | ||
Essential Utilities Inc. | 5.300% | 5/1/52 | 500 | 503 | ||
Evergy Inc. | 2.450% | 9/15/24 | 1,450 | 1,396 | ||
Evergy Inc. | 2.900% | 9/15/29 | 1,450 | 1,279 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 575 | 546 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 425 | ��� 406 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 425 | 380 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 325 | 284 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 100 | 90 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 1,000 | 774 | ||
8 | Evergy Metro Inc. | 2.250% | 6/1/30 | 300 | 259 | |
Evergy Metro Inc. | 5.300% | 10/1/41 | 480 | 495 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 225 | 202 | ||
8 | Eversource Energy | 3.800% | 12/1/23 | 350 | 350 | |
8 | Eversource Energy | 2.900% | 10/1/24 | 275 | 269 | |
8 | Eversource Energy | 3.150% | 1/15/25 | 1,475 | 1,442 | |
8 | Eversource Energy | 0.800% | 8/15/25 | 500 | 450 | |
8 | Eversource Energy | 3.300% | 1/15/28 | 200 | 189 | |
8 | Eversource Energy | 4.250% | 4/1/29 | 325 | 317 | |
8 | Eversource Energy | 1.650% | 8/15/30 | 1,300 | 1,034 | |
Eversource Energy | 2.550% | 3/15/31 | 500 | 424 | ||
Eversource Energy | 3.450% | 1/15/50 | 500 | 386 | ||
8 | Exelon Corp. | 3.950% | 6/15/25 | 637 | 635 | |
Exelon Corp. | 3.400% | 4/15/26 | 3,500 | 3,397 | ||
12 | Exelon Corp. | 2.750% | 3/15/27 | 500 | 468 | |
Exelon Corp. | 4.050% | 4/15/30 | 975 | 936 | ||
12 | Exelon Corp. | 3.350% | 3/15/32 | 600 | 538 | |
8 | Exelon Corp. | 4.950% | 6/15/35 | 800 | 778 | |
Exelon Corp. | 5.625% | 6/15/35 | 415 | 432 | ||
Exelon Corp. | 4.450% | 4/15/46 | 500 | 451 | ||
Exelon Corp. | 4.700% | 4/15/50 | 2,200 | 2,052 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 1,984 | 1,952 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 500 | 495 | ||
Florida Power & Light Co. | 2.450% | 2/3/32 | 700 | 611 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 225 | 250 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 50 | 52 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Florida Power & Light Co. | 5.650% | 2/1/37 | 425 | 466 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 175 | 198 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 225 | 254 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 1,675 | 1,577 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 475 | 439 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 375 | 334 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 450 | 415 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 550 | 485 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 800 | 734 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 1,190 | 948 | ||
Florida Power & Light Co. | 2.875% | 12/4/51 | 2,000 | 1,500 | ||
Fortis Inc. | 3.055% | 10/4/26 | 847 | 795 | ||
8 | Georgia Power Co. | 2.100% | 7/30/23 | 475 | 468 | |
8 | Georgia Power Co. | 2.200% | 9/15/24 | 395 | 381 | |
Georgia Power Co. | 3.250% | 4/1/26 | 256 | 249 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 550 | 524 | ||
8 | Georgia Power Co. | 2.650% | 9/15/29 | 250 | 220 | |
8 | Georgia Power Co. | 4.750% | 9/1/40 | 625 | 567 | |
Georgia Power Co. | 4.300% | 3/15/42 | 575 | 500 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 250 | 216 | ||
8 | Georgia Power Co. | 3.700% | 1/30/50 | 250 | 199 | |
8 | Georgia Power Co. | 3.250% | 3/15/51 | 500 | 368 | |
8 | Gulf Power Co. | 3.300% | 5/30/27 | 250 | 242 | |
Iberdrola International BV | 6.750% | 7/15/36 | 175 | 203 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 1,000 | 968 | ||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 700 | 768 | ||
8 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,300 | 1,200 | |
8 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 550 | 452 | |
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 500 | 380 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 1,096 | 1,083 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 450 | 445 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 240 | ��� 229 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 300 | 256 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 250 | 280 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 406 | 333 | ||
Interstate Power & Light Co. | 3.100% | 11/30/51 | 500 | 362 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 400 | 372 | ||
ITC Holdings Corp. | 2.700% | 11/15/22 | 400 | 398 | ||
ITC Holdings Corp. | 3.650% | 6/15/24 | 300 | 297 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 400 | 382 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 900 | 904 | ||
8 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 147 | 149 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 650 | 650 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 500 | 389 | ||
8 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 1,758 | 1,733 | |
MidAmerican Energy Co. | 3.100% | 5/1/27 | 450 | 435 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 725 | 854 | ||
8 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 775 | 859 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 300 | 298 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 400 | 379 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 1,000 | 925 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 575 | 485 | ||
8 | Mississippi Power Co. | 4.250% | 3/15/42 | 375 | 329 | |
National Fuel Gas Co. | 5.500% | 1/15/26 | 100 | 100 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 275 | 256 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 750 | 731 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 100 | 81 | ||
National Grid USA | 5.803% | 4/1/35 | 250 | 263 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 1,600 | 1,586 | ||
8 | National Rural Utilities Cooperative Finance Corp. | 3.450% | 6/15/25 | 500 | 496 | |
8 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 475 | 464 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 2,342 | 2,103 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 500 | 479 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 250 | 244 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 1,533 | 1,460 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 425 | 370 | ||
8 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 500 | 398 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 1,014 | 967 | ||
8 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 325 | 296 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 800 | 746 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 400 | 372 | ||
8 | Nevada Power Co. | 3.700% | 5/1/29 | 500 | 482 | |
8 | Nevada Power Co. | 2.400% | 5/1/30 | 441 | 384 | |
8 | Nevada Power Co. | 6.650% | 4/1/36 | 410 | 472 | |
8 | Nevada Power Co. | 3.125% | 8/1/50 | 300 | 223 | |
NextEra Energy Capital Holdings Inc. | 2.940% | 3/21/24 | 1,100 | 1,085 | ||
NextEra Energy Capital Holdings Inc. | 4.200% | 6/20/24 | 400 | 402 | ||
NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | 400 | 403 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 700 | 676 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 1,150 | 1,001 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 350 | 327 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 300 | 265 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 2,500 | 2,100 | ||
8 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 450 | 370 | |
8 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 300 | 265 | |
NiSource Inc. | 0.950% | 8/15/25 | 500 | 449 | ||
NiSource Inc. | 3.490% | 5/15/27 | 1,100 | 1,053 | ||
NiSource Inc. | 2.950% | 9/1/29 | 1,500 | 1,331 | ||
NiSource Inc. | 3.600% | 5/1/30 | 500 | 458 | ||
NiSource Inc. | 1.700% | 2/15/31 | 500 | 390 | ||
NiSource Inc. | 5.950% | 6/15/41 | 382 | 396 | ||
NiSource Inc. | 4.800% | 2/15/44 | 200 | 180 | ||
NiSource Inc. | 5.650% | 2/1/45 | 500 | 498 | ||
NiSource Inc. | 4.375% | 5/15/47 | 1,575 | 1,386 | ||
NiSource Inc. | 3.950% | 3/30/48 | 500 | 414 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 500 | 438 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 325 | 374 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 250 | 291 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 375 | 403 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 410 | 346 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 200 | 176 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 1,890 | 1,424 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 600 | 424 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 500 | 398 | ||
Northern States Power Co. | 4.500% | 6/1/52 | 450 | 442 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 250 | 218 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 550 | 531 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 300 | 284 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 540 | 581 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 223 | 207 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 100 | 105 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 630 | 620 | ||
12 | Oglethorpe Power Corp. | 4.500% | 4/1/47 | 500 | 429 | |
8 | Ohio Power Co. | 1.625% | 1/15/31 | 500 | 404 | |
Ohio Power Co. | 4.000% | 6/1/49 | 500 | 432 | ||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 300 | 291 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 200 | 184 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 225 | 204 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 250 | 210 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 400 | 394 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 275 | 269 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 950 | 858 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 150 | 146 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 1,250 | 1,137 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 1,000 | 1,239 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 470 | 496 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 500 | 486 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 147 | 156 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 200 | 172 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 250 | 220 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 400 | 369 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 1,065 | 939 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 200 | 173 | ||
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 1,250 | 905 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 253 | 277 | ||
ONE Gas Inc. | 1.100% | 3/11/24 | 500 | 475 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 200 | 167 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 507 | 459 | ||
Pacific Gas & Electric Co. | 1.700% | 11/15/23 | 950 | 914 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 1,750 | 1,730 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 500 | 470 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 2,300 | 2,095 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 2,200 | 1,920 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 600 | 519 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 1,700 | 1,500 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 4,150 | 3,684 | ||
Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 500 | 403 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 2,300 | 1,782 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 500 | 371 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 1,500 | 1,145 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 1,075 | 782 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 1,500 | 1,043 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 3,000 | 2,392 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 1,500 | 1,002 | ||
PacifiCorp | 3.600% | 4/1/24 | 500 | 501 | ||
PacifiCorp | 3.500% | 6/15/29 | 600 | 570 | ||
PacifiCorp | 2.700% | 9/15/30 | 2,800 | 2,473 | ||
PacifiCorp | 5.250% | 6/15/35 | 475 | 486 | ||
PacifiCorp | 6.100% | 8/1/36 | 525 | 578 | ||
PacifiCorp | 5.750% | 4/1/37 | 410 | 434 | ||
PacifiCorp | 6.250% | 10/15/37 | 625 | 700 | ||
PacifiCorp | 6.350% | 7/15/38 | 250 | 283 | ||
PacifiCorp | 4.125% | 1/15/49 | 1,700 | 1,519 | ||
PacifiCorp | 3.300% | 3/15/51 | 2,250 | 1,766 | ||
PacifiCorp | 2.900% | 6/15/52 | 3,700 | 2,708 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 1,000 | 758 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 1,000 | 734 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 500 | 384 | ||
PECO Energy Co. | 2.850% | 9/15/51 | 500 | 368 | ||
PECO Energy Co. | 4.600% | 5/15/52 | 500 | 502 | ||
8 | PG&E Energy Recovery Funding LLC | 1.460% | 7/15/31 | 300 | 279 | |
8 | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/36 | 100 | 85 | |
8 | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/46 | 350 | 277 | |
8 | PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/30 | 625 | 623 | |
8 | PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/36 | 250 | 250 | |
8 | PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/47 | 1,175 | 1,175 | |
8 | PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/51 | 250 | 249 | |
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 380 | 353 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 500 | 422 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 150 | 137 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 350 | 277 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 300 | 223 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 700 | 641 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 400 | 465 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 550 | 500 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 600 | 571 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 300 | 341 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 700 | 625 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 300 | 267 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 350 | 315 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 300 | 276 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 510 | 596 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 200 | 225 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 480 | 506 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 300 | 295 | ||
8 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 300 | 253 | |
Public Service Co. of Colorado | 1.875% | 6/15/31 | 700 | 585 | ||
8 | Public Service Co. of Colorado | 4.100% | 6/1/32 | 300 | 299 | |
Public Service Co. of Colorado | 3.600% | 9/15/42 | 225 | 192 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 700 | 643 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 300 | 273 | ||
8 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 1,300 | 1,027 | |
8 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 200 | 143 | |
8 | Public Service Co. of Colorado | 4.500% | 6/1/52 | 400 | 392 | |
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 150 | 150 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 250 | 209 | ||
8 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 500 | 489 | |
8 | Public Service Electric & Gas Co. | 0.950% | 3/15/26 | 500 | 453 | |
8 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 250 | 241 | |
8 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 300 | 284 | |
8 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 200 | 179 | |
8 | Public Service Electric & Gas Co. | 3.100% | 3/15/32 | 500 | 460 | |
8 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 525 | 474 | |
8 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,000 | 878 | |
8 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 275 | 233 | |
8 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 350 | 308 | |
8 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 750 | 584 | |
8 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 850 | 610 | |
8 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 500 | 313 | |
8 | Public Service Electric & Gas Co. | 3.000% | 3/1/51 | 500 | 380 | |
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 475 | 474 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 400 | 361 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 750 | 597 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 300 | 294 | ||
Puget Energy Inc. | 2.379% | 6/15/28 | 85 | 74 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 400 | 372 | ||
Puget Energy Inc. | 4.224% | 3/15/32 | 400 | 368 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 450 | 506 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 495 | 526 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 390 | 411 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 1,050 | 939 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 500 | 443 | ||
8 | San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 75 | 75 | |
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 350 | 332 | ||
8 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 500 | 411 | |
8 | San Diego Gas & Electric Co. | 3.000% | 3/15/32 | 500 | 447 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 250 | 275 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 505 | 475 | ||
8 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 325 | 275 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 325 | 299 | ||
8 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 800 | 620 | |
San Diego Gas & Electric Co. | 3.700% | 3/15/52 | 500 | 423 | ||
8 | SCE Recovery Funding LLC | 2.943% | 11/15/42 | 225 | 222 | |
Sempra Energy | 3.300% | 4/1/25 | 700 | 684 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sempra Energy | 3.250% | 6/15/27 | 1,575 | 1,494 | ||
Sempra Energy | 3.400% | 2/1/28 | 1,650 | 1,558 | ||
Sempra Energy | 3.700% | 4/1/29 | 500 | 470 | ||
Sempra Energy | 3.800% | 2/1/38 | 900 | 759 | ||
Sempra Energy | 6.000% | 10/15/39 | 1,705 | 1,795 | ||
Sempra Energy | 4.000% | 2/1/48 | 400 | 331 | ||
Sempra Energy | 4.125% | 4/1/52 | 950 | 763 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 600 | 571 | ||
8 | Southern California Edison Co. | 0.700% | 8/1/23 | 500 | 485 | |
8 | Southern California Edison Co. | 3.500% | 10/1/23 | 300 | 300 | |
Southern California Edison Co. | 1.100% | 4/1/24 | 500 | 476 | ||
8 | Southern California Edison Co. | 0.975% | 8/1/24 | 500 | 472 | |
8 | Southern California Edison Co. | 3.700% | 8/1/25 | 700 | 689 | |
8 | Southern California Edison Co. | 1.200% | 2/1/26 | 500 | 449 | |
8 | Southern California Edison Co. | 3.650% | 3/1/28 | 1,407 | 1,332 | |
8 | Southern California Edison Co. | 4.200% | 3/1/29 | 200 | 193 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 904 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 825 | 731 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 300 | 252 | ||
8 | Southern California Edison Co. | 2.500% | 6/1/31 | 500 | 420 | |
Southern California Edison Co. | 2.750% | 2/1/32 | 330 | 279 | ||
8 | Southern California Edison Co. | 5.750% | 4/1/35 | 508 | 519 | |
8 | Southern California Edison Co. | 5.350% | 7/15/35 | 1,135 | 1,132 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 500 | 503 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 400 | 395 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 505 | 448 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 1,945 | 1,612 | ||
8 | Southern California Edison Co. | 3.900% | 3/15/43 | 475 | 380 | |
8 | Southern California Edison Co. | 3.600% | 2/1/45 | 150 | 112 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 1,920 | 1,557 | ||
8 | Southern California Edison Co. | 4.125% | 3/1/48 | 970 | 801 | |
8 | Southern California Edison Co. | 4.875% | 3/1/49 | 400 | 363 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 1,300 | 995 | ||
8 | Southern California Edison Co. | 2.950% | 2/1/51 | 500 | 340 | |
8 | Southern California Edison Co. | 3.650% | 6/1/51 | 500 | 389 | |
Southern California Edison Co. | 3.450% | 2/1/52 | 500 | 372 | ||
Southern California Gas Co. | 3.150% | 9/15/24 | 425 | 422 | ||
8 | Southern California Gas Co. | 2.600% | 6/15/26 | 725 | 687 | |
Southern California Gas Co. | 2.950% | 4/15/27 | 600 | 569 | ||
8 | Southern California Gas Co. | 2.550% | 2/1/30 | 450 | 398 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 330 | 276 | ||
8 | Southern California Gas Co. | 4.125% | 6/1/48 | 325 | 285 | |
8 | Southern California Gas Co. | 4.300% | 1/15/49 | 500 | 454 | |
8 | Southern California Gas Co. | 3.950% | 2/15/50 | 250 | 215 | |
Southern Co. | 2.950% | 7/1/23 | 525 | 519 | ||
8 | Southern Co. | 0.600% | 2/26/24 | 500 | 474 | |
Southern Co. | 4.475% | 8/1/24 | 600 | 602 | ||
Southern Co. | 3.250% | 7/1/26 | 500 | 479 | ||
Southern Co. | 5.113% | 8/1/27 | 500 | 505 | ||
8 | Southern Co. | 1.750% | 3/15/28 | 500 | 428 | |
Southern Co. | 4.250% | 7/1/36 | 575 | 528 | ||
Southern Co. | 4.400% | 7/1/46 | 1,135 | 990 | ||
8 | Southern Co. | 4.000% | 1/15/51 | 1,200 | 1,072 | |
8 | Southern Co. | 3.750% | 9/15/51 | 900 | 763 | |
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 75 | 74 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 375 | 360 | ||
8 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 1,000 | 789 | |
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 125 | 132 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 525 | 456 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 975 | 796 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 500 | 437 | ||
Southern Power Co. | 4.150% | 12/1/25 | 375 | 375 | ||
Southern Power Co. | 5.150% | 9/15/41 | 660 | 622 | ||
Southern Power Co. | 5.250% | 7/15/43 | 500 | 474 | ||
8 | Southern Power Co. | 4.950% | 12/15/46 | 300 | 275 | |
Southwest Gas Corp. | 3.700% | 4/1/28 | 450 | 422 | ||
Southwest Gas Corp. | 4.050% | 3/15/32 | 450 | 409 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 250 | 196 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 200 | 166 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 500 | 456 | |
8 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 300 | 281 | |
8 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 550 | 531 | |
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 300 | 324 | ||
8 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,000 | 804 | |
8 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 375 | 303 | |
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 500 | 369 | ||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 1,100 | 1,093 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 850 | 802 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 950 | 736 | ||
8 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 1,000 | 916 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 750 | 630 | ||
8 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 800 | 613 | |
Tampa Electric Co. | 2.400% | 3/15/31 | 500 | 432 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 150 | 137 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 300 | 272 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 250 | 204 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 500 | 398 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 250 | 277 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 200 | 196 | ||
Tucson Electric Power Co. | 3.250% | 5/15/32 | 500 | 451 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 490 | 470 | ||
Union Electric Co. | 3.500% | 4/15/24 | 990 | 990 | ||
Union Electric Co. | 2.950% | 6/15/27 | 300 | 286 | ||
Union Electric Co. | 3.500% | 3/15/29 | 350 | 335 | ||
Union Electric Co. | 2.950% | 3/15/30 | 800 | 727 | ||
Union Electric Co. | 2.150% | 3/15/32 | 500 | 417 | ||
Union Electric Co. | 3.900% | 9/15/42 | 425 | 372 | ||
Union Electric Co. | 3.650% | 4/15/45 | 575 | 473 | ||
Union Electric Co. | 4.000% | 4/1/48 | 1,100 | 964 | ||
Union Electric Co. | 3.250% | 10/1/49 | 100 | 78 | ||
Union Electric Co. | 2.625% | 3/15/51 | 800 | 558 | ||
Union Electric Co. | 3.900% | 4/1/52 | 500 | 443 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 125 | 148 | ||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 250 | 249 | ||
8 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 500 | 491 | |
8 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 300 | 286 | |
8 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 1,250 | 1,221 | |
8 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 525 | 513 | |
Virginia Electric & Power Co. | 2.300% | 11/15/31 | 500 | 425 | ||
Virginia Electric & Power Co. | 2.400% | 3/30/32 | 550 | 471 | ||
8 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 375 | 414 | |
8 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 500 | 554 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 375 | 435 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,200 | 1,694 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 500 | 439 | ||
8 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 500 | 476 | |
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 1,100 | 1,023 | ||
8 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 877 | 786 | |
8 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 500 | 441 | |
8 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 425 | 362 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 550 | 529 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 400 | 318 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 5,500 | 3,692 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/51 | 1,000 | 743 | ||
8 | Virginia Electric & Power Co. | 4.625% | 5/15/52 | 500 | 485 | |
8 | Washington Gas Light Co. | 3.796% | 9/15/46 | 350 | 300 | |
8 | Washington Gas Light Co. | 3.650% | 9/15/49 | 500 | 418 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 500 | 483 | ||
WEC Energy Group Inc. | 0.800% | 3/15/24 | 500 | 475 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 500 | 433 | ||
WEC Energy Group Inc. | 2.200% | 12/15/28 | 500 | 438 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 1,000 | 805 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 300 | 289 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 500 | 436 | ||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 200 | 217 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 250 | 229 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 300 | 343 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 250 | 204 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 75 | 64 | ||
Wisconsin Public Service Corp. | 2.850% | 12/1/51 | 500 | 363 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 1,200 | 1,153 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 100 | 98 | ||
Xcel Energy Inc. | 1.750% | 3/15/27 | 500 | 447 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 750 | 733 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 540 | 475 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 450 | 414 | ||
Xcel Energy Inc. | 2.350% | 11/15/31 | 500 | 414 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 610 | 694 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 400 | 318 | ||
445,716 | ||||||
Total Corporate Bonds (Cost $6,039,609) | 5,371,760 | |||||
Sovereign Bonds (1.4%) | ||||||
African Development Bank | 3.000% | 9/20/23 | 1,600 | 1,600 | ||
8 | African Development Bank | 0.875% | 3/23/26 | 2,500 | 2,300 | |
8 | African Development Bank | 0.875% | 7/22/26 | 1,600 | 1,460 | |
8 | Asian Development Bank | 0.250% | 7/14/23 | 5,000 | 4,868 | |
8 | Asian Development Bank | 0.250% | 10/6/23 | 6,300 | 6,092 | |
Asian Development Bank | 2.625% | 1/30/24 | 3,400 | 3,379 | ||
8 | Asian Development Bank | 0.375% | 6/11/24 | 8,000 | 7,598 | |
8 | Asian Development Bank | 0.625% | 10/8/24 | 3,500 | 3,318 | |
Asian Development Bank | 1.500% | 10/18/24 | 1,000 | 966 | ||
8 | Asian Development Bank | 2.000% | 1/22/25 | 1,027 | 1,000 | |
8 | Asian Development Bank | 2.125% | 3/19/25 | 700 | 683 | |
Asian Development Bank | 0.625% | 4/29/25 | 2,000 | 1,867 | ||
8 | Asian Development Bank | 2.875% | 5/6/25 | 630 | 626 | |
8 | Asian Development Bank | 0.375% | 9/3/25 | 6,129 | 5,623 | |
8 | Asian Development Bank | 0.500% | 2/4/26 | 4,000 | 3,643 | |
8 | Asian Development Bank | 1.000% | 4/14/26 | 3,000 | 2,771 | |
8 | Asian Development Bank | 2.000% | 4/24/26 | 400 | 383 | |
8 | Asian Development Bank | 1.750% | 8/14/26 | 1,841 | 1,743 | |
8 | Asian Development Bank | 2.625% | 1/12/27 | 800 | 782 | |
8 | Asian Development Bank | 1.500% | 1/20/27 | 3,525 | 3,280 | |
8 | Asian Development Bank | 2.500% | 11/2/27 | 2,985 | 2,887 | |
8 | Asian Development Bank | 2.750% | 1/19/28 | 1,000 | 977 | |
8 | Asian Development Bank | 1.250% | 6/9/28 | 500 | 447 | |
8 | Asian Development Bank | 3.125% | 9/26/28 | 1,600 | 1,593 | |
8 | Asian Development Bank | 1.750% | 9/19/29 | 200 | 181 | |
8 | Asian Development Bank | 1.875% | 1/24/30 | 1,000 | 911 | |
8 | Asian Development Bank | 0.750% | 10/8/30 | 1,500 | 1,239 | |
8 | Asian Development Bank | 1.500% | 3/4/31 | 3,000 | 2,620 | |
Asian Development Bank | 3.125% | 4/27/32 | 2,500 | 2,483 | ||
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 3,600 | 3,478 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 3,800 | 3,736 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 1,000 | 924 | ||
Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | 1,500 | 1,501 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 2,700 | 2,446 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 2,290 | 2,211 | ||
Canadian Government Bond | 2.875% | 4/28/25 | 2,515 | 2,500 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 5,200 | 4,748 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 1,250 | 1,255 | ||
Corp. Andina de Fomento | 1.250% | 10/26/24 | 1,900 | 1,802 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 600 | 562 | ||
Corp. Andina de Fomento | 2.250% | 2/8/27 | 620 | 577 | ||
Council of Europe Development Bank | 0.250% | 10/20/23 | 1,500 | 1,447 | ||
Council of Europe Development Bank | 2.500% | 2/27/24 | 50 | 50 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 565 | 536 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 850 | 813 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Council of Europe Development Bank | 3.000% | 6/16/25 | 540 | 538 | ||
Council of Europe Development Bank | 0.875% | 9/22/26 | 1,000 | 911 | ||
Equinor ASA | 2.650% | 1/15/24 | 3,240 | 3,209 | ||
Equinor ASA | 3.250% | 11/10/24 | 550 | 547 | ||
Equinor ASA | 3.000% | 4/6/27 | 941 | 906 | ||
Equinor ASA | 3.625% | 9/10/28 | 1,200 | 1,173 | ||
Equinor ASA | 3.125% | 4/6/30 | 500 | 463 | ||
Equinor ASA | 2.375% | 5/22/30 | 1,500 | 1,316 | ||
Equinor ASA | 5.100% | 8/17/40 | 2,100 | 2,203 | ||
Equinor ASA | 4.250% | 11/23/41 | 325 | 306 | ||
Equinor ASA | 3.950% | 5/15/43 | 175 | 156 | ||
Equinor ASA | 4.800% | 11/8/43 | 1,015 | 1,017 | ||
Equinor ASA | 3.250% | 11/18/49 | 750 | 596 | ||
Equinor ASA | 3.700% | 4/6/50 | 2,360 | 2,035 | ||
8 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 3,000 | 2,922 | |
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 500 | 485 | ||
8 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 100 | 96 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 700 | 650 | ||
8 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 1,600 | 1,463 | |
8 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 2,000 | 1,820 | |
8 | European Investment Bank | 2.875% | 8/15/23 | 3,300 | 3,297 | |
European Investment Bank | 0.250% | 9/15/23 | 5,500 | 5,324 | ||
8 | European Investment Bank | 3.125% | 12/14/23 | 1,300 | 1,302 | |
European Investment Bank | 3.250% | 1/29/24 | 3,210 | 3,220 | ||
European Investment Bank | 2.625% | 3/15/24 | 3,660 | 3,635 | ||
European Investment Bank | 2.250% | 6/24/24 | 2,010 | 1,979 | ||
European Investment Bank | 0.375% | 7/24/24 | 3,000 | 2,842 | ||
European Investment Bank | 2.500% | 10/15/24 | 864 | 853 | ||
European Investment Bank | 1.875% | 2/10/25 | 4,413 | 4,282 | ||
European Investment Bank | 1.625% | 3/14/25 | 5,000 | 4,814 | ||
European Investment Bank | 0.625% | 7/25/25 | 3,700 | 3,434 | ||
European Investment Bank | 2.750% | 8/15/25 | 3,000 | 2,968 | ||
European Investment Bank | 0.375% | 12/15/25 | 5,500 | 5,008 | ||
European Investment Bank | 0.375% | 3/26/26 | 5,000 | 4,514 | ||
European Investment Bank | 2.125% | 4/13/26 | 1,000 | 965 | ||
European Investment Bank | 0.750% | 10/26/26 | 1,950 | 1,764 | ||
8 | European Investment Bank | 1.375% | 3/15/27 | 2,775 | 2,561 | |
European Investment Bank | 2.375% | 5/24/27 | 5,166 | 4,989 | ||
European Investment Bank | 0.625% | 10/21/27 | 500 | 439 | ||
European Investment Bank | 1.625% | 10/9/29 | 350 | 316 | ||
European Investment Bank | 0.875% | 5/17/30 | 400 | 336 | ||
European Investment Bank | 0.750% | 9/23/30 | 1,200 | 996 | ||
European Investment Bank | 1.250% | 2/14/31 | 3,000 | 2,573 | ||
European Investment Bank | 4.875% | 2/15/36 | 1,300 | 1,513 | ||
13 | Export Development Canada | 2.625% | 2/21/24 | 1,800 | 1,788 | |
13 | Export Development Canada | 3.000% | 5/25/27 | 1,700 | 1,686 | |
Export-Import Bank of Korea | 3.625% | 11/27/23 | 600 | 604 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 2,100 | 2,125 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 500 | 478 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 300 | 297 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 500 | 452 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 925 | 896 | ||
Export-Import Bank of Korea | 1.125% | 12/29/26 | 205 | 185 | ||
Export-Import Bank of Korea | 1.625% | 1/18/27 | 400 | 367 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 1,020 | 966 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 1,600 | 1,320 | ||
Export-Import Bank of Korea | 1.375% | 2/9/31 | 500 | 412 | ||
Export-Import Bank of Korea | 2.125% | 1/18/32 | 650 | 560 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 875 | 700 | ||
8 | Hydro-Quebec | 8.050% | 7/7/24 | 2,665 | 2,900 | |
Inter-American Development Bank | 0.250% | 11/15/23 | 7,200 | 6,935 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Inter-American Development Bank | 2.625% | 1/16/24 | 4,500 | 4,472 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 3,700 | 3,697 | ||
10 | Inter-American Development Bank | 3.250% | 7/1/24 | 2,000 | 2,005 | |
Inter-American Development Bank | 0.500% | 9/23/24 | 3,500 | 3,309 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 1,000 | 977 | ||
8 | Inter-American Development Bank | 1.750% | 3/14/25 | 500 | 483 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 1,000 | 942 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 250 | 276 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 5,100 | 4,734 | ||
8 | Inter-American Development Bank | 0.875% | 4/20/26 | 4,000 | 3,674 | |
8 | Inter-American Development Bank | 2.000% | 6/2/26 | 1,915 | 1,833 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 1,615 | 1,544 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 800 | 771 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 3,700 | 3,250 | ||
Inter-American Development Bank | 1.125% | 7/20/28 | 2,000 | 1,774 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 2,200 | 2,191 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 1,000 | 940 | ||
8 | Inter-American Development Bank | 1.125% | 1/13/31 | 3,500 | 2,967 | |
8 | Inter-American Development Bank | 3.875% | 10/28/41 | 1,600 | 1,630 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 550 | 508 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 450 | 496 | ||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 9,250 | 9,248 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 5,160 | 4,967 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 3,600 | 3,567 | ||
8 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 1,270 | 1,230 | |
8 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 5,500 | 5,430 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 2,000 | 1,930 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 4,500 | 4,205 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 5,000 | 4,602 | ||
8 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 4,600 | 4,515 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 6,000 | 5,506 | ||
8 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 2,000 | 1,999 | |
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 2,275 | 2,081 | ||
8 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 356 | 338 | |
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 2,500 | 2,202 | ||
International Bank for Reconstruction & Development | 1.125% | 9/13/28 | 4,625 | 4,090 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 1,500 | 1,361 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 1,000 | 840 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 4,250 | 3,518 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 6,000 | 5,136 | ||
International Bank for Reconstruction & Development | 1.625% | 11/3/31 | 8,500 | 7,433 | ||
International Bank for Reconstruction & Development | 2.500% | 3/29/32 | 3,000 | 2,827 | ||
8 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 450 | 510 | |
8 | International Finance Corp. | 2.875% | 7/31/23 | 2,000 | 1,998 | |
8 | International Finance Corp. | 1.375% | 10/16/24 | 1,400 | 1,349 | |
8 | International Finance Corp. | 0.375% | 7/16/25 | 1,000 | 921 | |
8 | International Finance Corp. | 2.125% | 4/7/26 | 1,505 | 1,450 | |
International Finance Corp. | 0.750% | 8/27/30 | 800 | 663 | ||
8,14 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 750 | 748 | |
14 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 3,225 | 3,232 | |
14 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 2,700 | 2,616 | |
14 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 1,600 | 1,606 | |
8,14 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 700 | 668 | |
8,14 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 400 | 395 | |
8,14 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 650 | 648 | |
8,14 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 600 | 581 | |
8,14 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 2,400 | 2,335 | |
14 | Japan Bank for International Cooperation | 2.875% | 4/14/25 | 3,600 | 3,560 | |
8,14 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 500 | 490 | |
14 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 2,000 | 1,848 | |
14 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 1,500 | 1,465 | |
14 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 500 | 488 | |
14 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 2,200 | 2,125 | |
14 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 1,300 | 1,291 | |
14 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 1,500 | 1,501 | |
14 | Japan Bank for International Cooperation | 2.125% | 2/16/29 | 1,930 | 1,782 | |
14 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 300 | 272 | |
14 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 1,000 | 843 | |
14 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 500 | 441 | |
14 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 700 | 678 | |
14 | Japan International Cooperation Agency | 3.250% | 5/25/27 | 3,000 | 2,969 | |
14 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 550 | 546 | |
14 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 200 | 165 | |
14 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 500 | 435 | |
15 | KFW | 0.250% | 10/19/23 | 9,800 | 9,460 | |
15 | KFW | 2.625% | 2/28/24 | 3,000 | 2,980 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
15 | KFW | 0.250% | 3/8/24 | 2,500 | 2,386 | |
15 | KFW | 1.375% | 8/5/24 | 500 | 483 | |
15 | KFW | 0.500% | 9/20/24 | 3,600 | 3,404 | |
15 | KFW | 2.500% | 11/20/24 | 5,750 | 5,675 | |
15 | KFW | 1.250% | 1/31/25 | 4,025 | 3,845 | |
15 | KFW | 2.000% | 5/2/25 | 1,250 | 1,213 | |
15 | KFW | 0.375% | 7/18/25 | 6,000 | 5,525 | |
15 | KFW | 0.625% | 1/22/26 | 4,000 | 3,663 | |
15 | KFW | 1.000% | 10/1/26 | 9,000 | 8,244 | |
15 | KFW | 3.000% | 5/20/27 | 585 | 581 | |
15 | KFW | 2.875% | 4/3/28 | 2,300 | 2,264 | |
15 | KFW | 1.750% | 9/14/29 | 900 | 820 | |
15 | KFW | 0.750% | 9/30/30 | 2,000 | 1,658 | |
15 | KFW | 0.000% | 4/18/36 | 600 | 380 | |
15 | KFW | 0.000% | 6/29/37 | 1,700 | 1,021 | |
Korea Development Bank | 3.750% | 1/22/24 | 1,500 | 1,511 | ||
Korea Development Bank | 2.125% | 10/1/24 | 400 | 389 | ||
Korea Development Bank | 0.750% | 1/25/25 | 650 | 607 | ||
Korea Development Bank | 1.375% | 4/25/27 | 500 | 451 | ||
Korea Development Bank | 1.625% | 1/19/31 | 1,000 | 843 | ||
Korea Development Bank | 2.000% | 10/25/31 | 500 | 426 | ||
15 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 1,300 | 1,302 | |
15 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 2,500 | 2,436 | |
8,15 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 500 | 464 | |
15 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 975 | 954 | |
15 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 2,400 | 2,205 | |
8,15 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 825 | 781 | |
8,15 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 1,595 | 1,538 | |
15 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 1,000 | 836 | |
Nordic Investment Bank | 2.875% | 7/19/23 | 950 | 950 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 600 | 591 | ||
Nordic Investment Bank | 0.375% | 9/20/24 | 800 | 754 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 1,500 | 1,376 | ||
8 | Nordic Investment Bank | 0.500% | 1/21/26 | 1,000 | 912 | |
16 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 600 | 601 | |
16 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 500 | 480 | |
16 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 1,500 | 1,374 | |
8,16 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 2,200 | 2,002 | |
8 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 1,129 | 1,140 | |
8 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 975 | 988 | |
8 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 2,345 | 2,375 | |
8 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 485 | 606 | |
8 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 1,029 | 941 | |
8 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 2,535 | 2,539 | |
8 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 2,480 | 2,442 | |
8,17 | Petroleos Mexicanos | 2.290% | 2/15/24 | 40 | 39 | |
17 | Petroleos Mexicanos | 2.378% | 4/15/25 | 60 | 56 | |
Province of Alberta | 3.350% | 11/1/23 | 1,700 | 1,705 | ||
Province of Alberta | 2.950% | 1/23/24 | 600 | 599 | ||
Province of Alberta | 1.875% | 11/13/24 | 1,800 | 1,746 | ||
Province of Alberta | 1.000% | 5/20/25 | 830 | 780 | ||
Province of Alberta | 3.300% | 3/15/28 | 1,100 | 1,091 | ||
Province of Alberta | 1.300% | 7/22/30 | 2,566 | 2,180 | ||
8 | Province of British Columbia | 1.750% | 9/27/24 | 600 | 583 | |
Province of British Columbia | 2.250% | 6/2/26 | 1,707 | �� 1,643 | ||
Province of British Columbia | 0.900% | 7/20/26 | 1,275 | 1,161 | ||
Province of British Columbia | 1.300% | 1/29/31 | 500 | 423 | ||
8 | Province of Manitoba | 2.600% | 4/16/24 | 1,250 | 1,239 | |
Province of Manitoba | 3.050% | 5/14/24 | 500 | 499 | ||
Province of Manitoba | 2.125% | 6/22/26 | 850 | 811 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 500 | 505 | ||
Province of Ontario | 3.400% | 10/17/23 | 3,130 | 3,143 | ||
Province of Ontario | 3.050% | 1/29/24 | 2,000 | 2,000 | ||
Province of Ontario | 3.200% | 5/16/24 | 1,000 | 1,001 | ||
Province of Ontario | 2.500% | 4/27/26 | 1,000 | 970 | ||
Province of Ontario | 2.300% | 6/15/26 | 2,000 | 1,924 | ||
Province of Ontario | 3.100% | 5/19/27 | 4,025 | 3,974 | ||
Province of Ontario | 2.000% | 10/2/29 | 1,700 | 1,542 | ||
Province of Ontario | 1.125% | 10/7/30 | 2,800 | 2,337 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Province of Ontario | 1.600% | 2/25/31 | 5,000 | 4,302 | ||
Province of Ontario | 1.800% | 10/14/31 | 500 | 432 | ||
8 | Province of Quebec | 7.125% | 2/9/24 | 3,050 | 3,231 | |
8 | Province of Quebec | 2.875% | 10/16/24 | 700 | 696 | |
8 | Province of Quebec | 1.500% | 2/11/25 | 155 | 149 | |
Province of Quebec | 0.600% | 7/23/25 | 1,500 | 1,387 | ||
Province of Quebec | 2.500% | 4/20/26 | 700 | 680 | ||
Province of Quebec | 2.750% | 4/12/27 | 3,250 | 3,168 | ||
8 | Province of Quebec | 7.500% | 9/15/29 | 1,075 | 1,340 | |
Province of Quebec | 1.350% | 5/28/30 | 1,200 | 1,028 | ||
Province of Quebec | 1.900% | 4/21/31 | 7,500 | 6,631 | ||
Province of Saskatchewan | 3.250% | 6/8/27 | 700 | 697 | ||
Republic of Chile | 2.250% | 10/30/22 | 225 | 225 | ||
Republic of Chile | 3.125% | 3/27/25 | 200 | 195 | ||
Republic of Chile | 3.125% | 1/21/26 | 710 | 686 | ||
8 | Republic of Chile | 2.750% | 1/31/27 | 600 | 561 | |
8 | Republic of Chile | 3.240% | 2/6/28 | 2,910 | 2,740 | |
8 | Republic of Chile | 2.450% | 1/31/31 | 1,200 | 1,024 | |
8 | Republic of Chile | 2.550% | 7/27/33 | 3,800 | 3,104 | |
8 | Republic of Chile | 3.500% | 1/31/34 | 1,058 | 941 | |
8 | Republic of Chile | 3.100% | 5/7/41 | 2,440 | 1,862 | |
8 | Republic of Chile | 4.340% | 3/7/42 | 736 | 656 | |
8 | Republic of Chile | 3.500% | 1/25/50 | 1,915 | 1,474 | |
8 | Republic of Chile | 4.000% | 1/31/52 | 1,465 | 1,215 | |
8 | Republic of Chile | 3.100% | 1/22/61 | 1,250 | 845 | |
8 | Republic of Chile | 3.250% | 9/21/71 | 500 | 334 | |
Republic of Hungary | 5.375% | 3/25/24 | 1,600 | 1,632 | ||
Republic of Hungary | 7.625% | 3/29/41 | 1,150 | 1,327 | ||
8 | Republic of Indonesia | 3.850% | 7/18/27 | 200 | 196 | |
Republic of Indonesia | 3.500% | 1/11/28 | 1,300 | 1,241 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 1,000 | 983 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 1,350 | 1,362 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 200 | 186 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 350 | 312 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 2,100 | 1,995 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 600 | 486 | ||
8 | Republic of Indonesia | 2.150% | 7/28/31 | 1,100 | 901 | |
8 | Republic of Indonesia | 3.550% | 3/31/32 | 1,250 | 1,134 | |
Republic of Indonesia | 4.350% | 1/11/48 | 2,075 | 1,808 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 1,500 | 1,472 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 825 | 662 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 2,205 | 1,895 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 850 | 645 | ||
8 | Republic of Indonesia | 4.300% | 3/31/52 | 700 | 610 | |
8 | Republic of Indonesia | 3.200% | 9/23/61 | 800 | 564 | |
Republic of Indonesia | 4.450% | 4/15/70 | 750 | 639 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 500 | 352 | ||
Republic of Italy | 6.875% | 9/27/23 | 2,300 | 2,389 | ||
Republic of Italy | 0.875% | 5/6/24 | 1,500 | 1,418 | ||
Republic of Italy | 2.375% | 10/17/24 | 1,950 | 1,888 | ||
Republic of Italy | 1.250% | 2/17/26 | 2,900 | 2,590 | ||
Republic of Italy | 2.875% | 10/17/29 | 2,000 | 1,767 | ||
Republic of Italy | 5.375% | 6/15/33 | 1,925 | 2,020 | ||
Republic of Italy | 4.000% | 10/17/49 | 1,900 | 1,567 | ||
Republic of Italy | 3.875% | 5/6/51 | 2,500 | 2,014 | ||
Republic of Korea | 2.750% | 1/19/27 | 3,800 | 3,700 | ||
Republic of Korea | 2.500% | 6/19/29 | 900 | 853 | ||
Republic of Korea | 1.000% | 9/16/30 | 1,000 | 832 | ||
Republic of Korea | 1.750% | 10/15/31 | 550 | 480 | ||
Republic of Korea | 4.125% | 6/10/44 | 655 | 684 | ||
Republic of Korea | 3.875% | 9/20/48 | 390 | 393 | ||
8 | Republic of Panama | 4.000% | 9/22/24 | 600 | 600 | |
8 | Republic of Panama | 3.750% | 3/16/25 | 1,450 | 1,433 | |
Republic of Panama | 7.125% | 1/29/26 | 358 | 388 | ||
Republic of Panama | 8.875% | 9/30/27 | 368 | 434 | ||
8 | Republic of Panama | 3.875% | 3/17/28 | 1,980 | 1,890 | |
Republic of Panama | 9.375% | 4/1/29 | 1,070 | 1,307 | ||
8 | Republic of Panama | 3.160% | 1/23/30 | 400 | 356 | |
8 | Republic of Panama | 2.252% | 9/29/32 | 2,325 | 1,818 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Republic of Panama | 6.700% | 1/26/36 | 1,744 | 1,884 | |
8 | Republic of Panama | 4.500% | 5/15/47 | 200 | 165 | |
8 | Republic of Panama | 4.500% | 4/16/50 | 3,310 | 2,704 | |
8 | Republic of Panama | 4.300% | 4/29/53 | 1,250 | 985 | |
8 | Republic of Panama | 4.500% | 4/1/56 | 3,050 | 2,434 | |
8 | Republic of Panama | 3.870% | 7/23/60 | 2,400 | 1,705 | |
8 | Republic of Panama | 4.500% | 1/19/63 | 1,400 | 1,085 | |
8 | Republic of Peru | 2.392% | 1/23/26 | 600 | 558 | |
Republic of Peru | 4.125% | 8/25/27 | 250 | 245 | ||
8 | Republic of Peru | 2.783% | 1/23/31 | 4,400 | 3,744 | |
8 | Republic of Peru | 1.862% | 12/1/32 | 900 | 686 | |
Republic of Peru | 8.750% | 11/21/33 | 2,535 | 3,212 | ||
8 | Republic of Peru | 3.000% | 1/15/34 | 1,800 | 1,477 | |
8 | Republic of Peru | 6.550% | 3/14/37 | 600 | 654 | |
8 | Republic of Peru | 3.300% | 3/11/41 | 900 | 678 | |
Republic of Peru | 5.625% | 11/18/50 | 2,150 | 2,232 | ||
8 | Republic of Peru | 3.550% | 3/10/51 | 500 | 373 | |
8 | Republic of Peru | 2.780% | 12/1/60 | 1,500 | 928 | |
8 | Republic of Peru | 3.600% | 1/15/72 | 1,800 | 1,215 | |
8 | Republic of Peru | 3.230% | 7/28/21 | 1,500 | 923 | |
Republic of Poland | 3.000% | 3/17/23 | 930 | 926 | ||
Republic of Poland | 4.000% | 1/22/24 | 625 | 625 | ||
Republic of Poland | 3.250% | 4/6/26 | 1,150 | 1,115 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 1,400 | 1,413 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 550 | 620 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 425 | 500 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 1,500 | 1,570 | ||
Republic of the Philippines | 3.229% | 3/29/27 | 450 | 436 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 3,800 | 3,619 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 1,000 | 971 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 1,525 | 1,972 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 2,000 | 1,744 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 775 | 935 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 673 | 540 | ||
Republic of the Philippines | 1.950% | 1/6/32 | 675 | 549 | ||
Republic of the Philippines | 6.375% | 1/15/32 | 600 | 669 | ||
Republic of the Philippines | 3.556% | 9/29/32 | 2,000 | 1,844 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 2,175 | 2,437 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 400 | 399 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 1,500 | 1,301 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 1,534 | 1,268 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 1,885 | 1,558 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 1,750 | 1,252 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 2,135 | 1,463 | ||
Republic of the Philippines | 3.200% | 7/6/46 | 1,500 | 1,120 | ||
Republic of the Philippines | 4.200% | 3/29/47 | 925 | 807 | ||
State of Israel | 2.875% | 3/16/26 | 1,100 | 1,072 | ||
State of Israel | 3.250% | 1/17/28 | 790 | 772 | ||
State of Israel | 2.500% | 1/15/30 | 200 | 183 | ||
State of Israel | 2.750% | 7/3/30 | 1,550 | 1,441 | ||
State of Israel | 4.500% | 1/30/43 | 1,400 | 1,380 | ||
State of Israel | 4.125% | 1/17/48 | 800 | 738 | ||
State of Israel | 3.375% | 1/15/50 | 2,635 | 2,133 | ||
State of Israel | 3.875% | 7/3/50 | 1,650 | 1,450 | ||
State of Israel | 4.500% | 4/3/20 | 900 | 818 | ||
8 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 500 | 483 | |
Svensk Exportkredit AB | 0.500% | 11/10/23 | 2,000 | 1,933 | ||
8 | Svensk Exportkredit AB | 0.375% | 3/11/24 | 800 | 764 | |
8 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 800 | 757 | |
Svensk Exportkredit AB | 0.625% | 10/7/24 | 1,000 | 946 | ||
8 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 2,500 | 2,326 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 2,000 | 1,839 | ||
8 | Svensk Exportkredit AB | 2.250% | 3/22/27 | 1,000 | 955 | |
United Mexican States | 3.600% | 1/30/25 | 3,284 | 3,263 | ||
8 | United Mexican States | 3.900% | 4/27/25 | 1,300 | 1,299 | |
United Mexican States | 4.125% | 1/21/26 | 2,968 | 2,968 | ||
United Mexican States | 4.150% | 3/28/27 | 3,370 | 3,321 | ||
United Mexican States | 3.750% | 1/11/28 | 1,175 | 1,125 | ||
United Mexican States | 4.500% | 4/22/29 | 1,500 | 1,457 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | United Mexican States | 3.250% | 4/16/30 | 5,100 | 4,484 | |
8 | United Mexican States | 8.300% | 8/15/31 | 1,000 | 1,248 | |
8 | United Mexican States | 4.750% | 4/27/32 | 1,500 | 1,440 | |
8 | United Mexican States | 7.500% | 4/8/33 | 400 | 478 | |
8 | United Mexican States | 3.500% | 2/12/34 | 3,400 | 2,809 | |
8 | United Mexican States | 6.750% | 9/27/34 | 200 | 219 | |
United Mexican States | 6.050% | 1/11/40 | 2,321 | 2,274 | ||
8 | United Mexican States | 4.280% | 8/14/41 | 6,740 | 5,328 | |
8 | United Mexican States | 4.750% | 3/8/44 | 3,022 | 2,503 | |
United Mexican States | 5.550% | 1/21/45 | 1,000 | 916 | ||
United Mexican States | 4.600% | 1/23/46 | 2,530 | 2,016 | ||
United Mexican States | 4.350% | 1/15/47 | 1,880 | 1,432 | ||
United Mexican States | 4.600% | 2/10/48 | 3,510 | 2,778 | ||
8 | United Mexican States | 4.500% | 1/31/50 | 1,100 | 854 | |
8 | United Mexican States | 5.000% | 4/27/51 | 2,500 | 2,069 | |
8 | United Mexican States | 4.400% | 2/12/52 | 2,700 | 2,023 | |
8 | United Mexican States | 3.771% | 5/24/61 | 4,400 | 2,846 | |
8 | United Mexican States | 5.750% | 10/12/10 | 2,314 | 1,935 | |
Total Sovereign Bonds (Cost $767,943) | 707,238 | |||||
Taxable Municipal Bonds (0.3%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 155 | 154 | ||
Alabama Federal AID Highway Finance Authority Special Obligation Revenue | 2.650% | 9/1/37 | 325 | 263 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 100 | 130 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 225 | 268 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 100 | 135 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053% | 2/15/43 | 50 | 58 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 925 | 1,076 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | 155 | 179 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 375 | 550 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 300 | 274 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 375 | 460 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 985 | 1,257 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 125 | 172 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 1,200 | 1,652 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | 700 | 550 | ||
California GO | 3.375% | 4/1/25 | 426 | 426 | ||
California GO | 2.650% | 4/1/26 | 250 | 243 | ||
California GO | 1.700% | 2/1/28 | 350 | 315 | ||
California GO | 3.500% | 4/1/28 | 400 | 395 | ||
California GO | 2.500% | 10/1/29 | 590 | 541 | ||
California GO | 1.750% | 11/1/30 | 260 | 220 | ||
California GO | 4.500% | 4/1/33 | 850 | 870 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California GO | 7.500% | 4/1/34 | 2,770 | 3,555 | ||
California GO | 4.600% | 4/1/38 | 1,925 | 1,946 | ||
California GO | 7.550% | 4/1/39 | 2,815 | 3,818 | ||
California GO | 7.300% | 10/1/39 | 1,000 | 1,294 | ||
California GO | 7.350% | 11/1/39 | 725 | 944 | ||
California GO | 7.625% | 3/1/40 | 1,150 | 1,554 | ||
California GO | 7.600% | 11/1/40 | 2,000 | 2,762 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 250 | 233 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 500 | 397 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 465 | 366 | ||
California State University Systemwide Revenue | 2.719% | 11/1/52 | 500 | 372 | ||
California State University Systemwide Revenue | 2.939% | 11/1/52 | 500 | 382 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 100 | 114 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 500 | 388 | ||
Chicago IL GO | 7.045% | 1/1/23 | 20 | 20 | ||
Chicago IL GO | 7.045% | 1/1/29 | 130 | 138 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 500 | 579 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 405 | 499 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 325 | 329 | ||
Chicago IL O'Hare International Airport Revenue | 4.572% | 1/1/54 | 340 | 349 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 1,545 | 1,853 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 325 | 419 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 500 | 477 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 4.144% | 6/1/38 | 275 | 271 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 400 | 363 | ||
Connecticut GO | 5.090% | 10/1/30 | 575 | 601 | ||
Connecticut GO | 5.850% | 3/15/32 | 610 | 684 | ||
Cook County IL GO | 6.229% | 11/15/34 | 400 | 461 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 100 | 114 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 300 | 362 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 75 | 82 | ||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088% | 1/1/42 | 285 | 337 | ||
18 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 150 | 156 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 875 | 760 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 325 | 263 | ||
Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | 450 | 350 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | 800 | 778 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 50 | 55 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 275 | 276 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 315 | 370 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 1,300 | 1,216 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 850 | 769 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 1,000 | 869 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 510 | 446 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 588 | 690 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 1,352 | 1,620 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 144 | 165 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 250 | 203 | ||
Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | 425 | 366 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | 400 | 336 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 400 | 336 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | 400 | 325 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | 500 | 403 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | 440 | 387 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.850% | 6/1/50 | 500 | 451 | ||
Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | 625 | 509 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 315 | 346 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 1,490 | 1,193 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 100 | 84 | ||
Houston TX GO | 6.290% | 3/1/32 | 710 | 793 | ||
Houston TX GO | 3.961% | 3/1/47 | 355 | 332 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 300 | 232 | ||
Illinois GO | 5.100% | 6/1/33 | 7,370 | 7,415 | ||
Illinois GO | 6.630% | 2/1/35 | 130 | 138 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 350 | 403 | ||
Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | 3.051% | 1/1/51 | 375 | 303 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 375 | 373 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 355 | 364 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 325 | 271 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 150 | 160 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 200 | 210 | ||
19 | Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | 600 | 462 | |
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 305 | 271 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 500 | 431 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 1,450 | 1,231 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 325 | 448 | ||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 100 | 116 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 410 | 523 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 500 | 652 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 2,010 | 2,233 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 250 | 299 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 400 | 446 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 50 | 65 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 3.615% | 2/1/29 | 700 | 700 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 4.145% | 2/1/33 | 700 | 700 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 4.275% | 2/1/36 | 200 | 199 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds | 4.475% | 8/1/39 | 700 | 693 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 500 | 396 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 500 | 380 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 100 | 115 | ||
Massachusetts GO | 5.456% | 12/1/39 | 845 | 939 | ||
Massachusetts GO | 2.514% | 7/1/41 | 2,175 | 1,686 | ||
Massachusetts GO | 2.813% | 9/1/43 | 300 | 236 | ||
Massachusetts GO | 2.900% | 9/1/49 | 575 | 448 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 500 | 560 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 335 | 283 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | 350 | 268 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 50 | 57 | ||
Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | 250 | 206 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | �� 100 | 122 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 575 | 752 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 575 | 537 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 275 | 232 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 250 | 224 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 375 | 323 | ||
Michigan State Building Authority Revenue Refunding Taxable BDS 2020 II | 2.705% | 10/15/40 | 800 | 606 | ||
Michigan State University Revenue | 4.496% | 8/15/48 | 200 | 196 | ||
Michigan State University Revenue | 4.165% | 8/15/22 | 465 | 392 | ||
Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | 275 | 213 | ||
Mississippi GO | 5.245% | 11/1/34 | 250 | 272 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 405 | 340 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 350 | 314 | ||
20 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 1,435 | 1,612 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 460 | 482 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.081% | 6/15/39 | 475 | 427 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 450 | 522 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | 400 | 347 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 575 | 763 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 2,480 | 3,201 | ||
New York City NY GO | 5.517% | 10/1/37 | 475 | 533 | ||
New York City NY GO | 6.271% | 12/1/37 | 325 | 388 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 100 | 119 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 300 | 355 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 100 | 121 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 75 | 91 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 325 | 373 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 1,200 | 1,455 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 300 | 328 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 150 | 165 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 625 | 693 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 100 | 111 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 500 | 597 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 300 | 363 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 825 | 851 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 515 | 691 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 1,355 | 1,145 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 500 | 408 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 200 | 171 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 95 | 105 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 200 | 164 | ||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 330 | 289 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 200 | 170 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 300 | 293 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 450 | 487 | ||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 175 | 141 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 700 | 943 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 275 | 299 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 100 | 92 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 615 | 617 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 300 | 234 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 100 | 105 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 225 | 257 | ||
Oregon GO | 5.762% | 6/1/23 | 189 | 193 | ||
Oregon GO | 5.892% | 6/1/27 | 375 | 401 | ||
19 | Oregon GO | 3.424% | 3/1/60 | 750 | 610 | |
21 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 125 | 131 | |
Pennsylvania State University | 2.790% | 9/1/43 | 425 | 343 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 300 | 233 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 375 | 413 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 275 | 216 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 125 | 140 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 200 | 224 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 800 | 896 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 975 | 1,016 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 375 | 379 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 175 | 161 | ||
Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | 1,200 | 949 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 135 | 144 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 250 | 187 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 2,280 | 2,217 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 550 | 568 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 400 | 296 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | 300 | 235 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 150 | 175 | ||
Riverside County CA Pension Obligation Bonds | 3.818% | 2/15/38 | 75 | 71 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 325 | 363 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 100 | 84 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 375 | 292 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.238% | 1/1/42 | 350 | 295 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 350 | 313 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 250 | 220 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 230 | 234 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 370 | 394 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 225 | 267 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 490 | 572 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 450 | 458 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 250 | 195 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 1,000 | 1,232 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 2.825% | 11/1/41 | 245 | 195 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 275 | 369 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 375 | 342 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 645 | 700 | ||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 135 | 133 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 475 | 574 | ||
State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | 250 | 260 | ||
Texas GO | 5.517% | 4/1/39 | 1,030 | 1,166 | ||
Texas GO | 3.211% | 4/1/44 | 425 | 363 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 775 | 681 | ||
Texas Transportation Commission GO | 4.681% | 4/1/40 | 100 | 104 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 725 | 586 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 725 | 547 | ||
Texas Transportation Commission State Highway Revenue | 5.178% | 4/1/30 | 1,275 | 1,361 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 325 | 323 | ||
21 | Tucson City AZ COP | 2.856% | 7/1/47 | 300 | 230 | |
University of California Regents Medical Center Pooled Revenue | 4.132% | 5/15/32 | 250 | 248 | ||
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 2,250 | 2,794 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 125 | 155 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 500 | 377 | ||
University of California Regents Medical Center Pooled Revenue | 4.563% | 5/15/53 | 200 | 196 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 660 | 491 | ||
University of California Revenue | 0.883% | 5/15/25 | 225 | 209 | ||
University of California Revenue | 3.063% | 7/1/25 | 400 | 396 | ||
University of California Revenue | 1.316% | 5/15/27 | 925 | 830 | ||
University of California Revenue | 1.614% | 5/15/30 | 525 | 441 | ||
University of California Revenue | 4.601% | 5/15/31 | 500 | 515 | ||
University of California Revenue | 5.946% | 5/15/45 | 275 | 320 | ||
University of California Revenue | 3.071% | 5/15/51 | 500 | 378 | ||
University of California Revenue | 4.858% | 5/15/12 | 1,330 | 1,263 | ||
University of California Revenue | 4.767% | 5/15/15 | 150 | 140 | ||
University of Michigan Revenue | 2.437% | 4/1/40 | 275 | 214 | ||
University of Michigan Revenue | 2.562% | 4/1/50 | 200 | 147 | ||
University of Michigan Revenue | 3.504% | 4/1/52 | 475 | 420 | ||
University of Michigan Revenue | 4.454% | 4/1/22 | 1,100 | 1,001 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 235 | 182 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 1,025 | 745 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 300 | 322 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 200 | 174 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 225 | 161 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 900 | 778 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 275 | 230 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 1,075 | 740 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 250 | 216 | ||
Utah GO | 4.554% | 7/1/24 | 75 | 76 | ||
Utah GO | 3.539% | 7/1/25 | 576 | 580 | ||
Washington GO | 5.140% | 8/1/40 | 480 | 536 | ||
21 | Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 3.846% | 11/1/50 | 275 | 223 | |
21 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 230 | 244 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 300 | 293 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 1,000 | 985 | ||
Total Taxable Municipal Bonds (Cost $153,252) | 141,112 |
Coupon | Shares | Market Value• ($000) | ||||
Temporary Cash Investments (0.5%) | ||||||
Money Market Fund (0.5%) | ||||||
22,23 | Vanguard Market Liquidity Fund (Cost $223,162) | 1.417% | 2,232,858 | 223,219 | ||
Total Investments (100.0%) (Cost $32,249,950) | 49,214,345 | |||||
Other Assets and Liabilities—Net (0.0%) | (23,005) | |||||
Net Assets (100%) | 49,191,340 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $56,405,000. |
2 | Security value determined using significant unobservable inputs. |
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 | Perpetual security with no stated maturity date. |
6 | Securities with a value of $146,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
7 | U.S. government-guaranteed. |
8 | 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. |
9 | 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. |
10 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2022. |
11 | 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. |
12 | 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 June 30, 2022, the aggregate value was $102,291,000, representing 0.2% of net assets. |
13 | Guaranteed by the Government of Canada. |
14 | Guaranteed by the Government of Japan. |
15 | Guaranteed by the Federal Republic of Germany. |
16 | Guaranteed by the Republic of Austria. |
17 | Guaranteed by the Government of Mexico. |
18 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
19 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
20 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
21 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
22 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
23 | Collateral of $63,487,000 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 | September 2022 | 393 | 46,583 | (206) |
E-mini Russell 2000 Index | September 2022 | 42 | 3,587 | (195) |
E-mini S&P 500 Index | September 2022 | 256 | 48,505 | (1,423) |
(1,824) |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $31,993,969) | 48,962,875 |
Affiliated Issuers (Cost $255,981) | 251,470 |
Total Investments in Securities | 49,214,345 |
Investment in Vanguard | 1,886 |
Cash Collateral Pledged—Futures Contracts | 3,637 |
Receivables for Investment Securities Sold | 228,102 |
Receivables for Accrued Income | 131,905 |
Receivables for Capital Shares Issued | 11,912 |
Total Assets | 49,591,787 |
Liabilities | |
Due to Custodian | 481 |
Payables for Investment Securities Purchased | 311,745 |
Collateral for Securities on Loan | 63,487 |
Payables for Capital Shares Redeemed | 23,320 |
Payables to Vanguard | 1,379 |
Variation Margin Payable—Futures Contracts | 35 |
Total Liabilities | 400,447 |
Net Assets | 49,191,340 |
1 Includes $56,405 of securities on loan. | |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 32,062,423 |
Total Distributable Earnings (Loss) | 17,128,917 |
Net Assets | 49,191,340 |
Investor Shares—Net Assets | |
Applicable to 5,854,219 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 235,045 |
Net Asset Value Per Share—Investor Shares | $40.15 |
Admiral Shares—Net Assets | |
Applicable to 954,789,733 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 38,332,609 |
Net Asset Value Per Share—Admiral Shares | $40.15 |
Institutional Shares—Net Assets | |
Applicable to 264,573,266 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 10,623,686 |
Net Asset Value Per Share—Institutional Shares | $40.15 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Dividends—Unaffiliated Issuers1 | 230,550 |
Dividends—Affiliated Issuers | 260 |
Interest—Unaffiliated Issuers | 220,630 |
Interest—Affiliated Issuers | 1,309 |
Securities Lending—Net | 1,897 |
Total Income | 454,646 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 806 |
Management and Administrative—Investor Shares | 231 |
Management and Administrative—Admiral Shares | 13,125 |
Management and Administrative—Institutional Shares | 3,132 |
Marketing and Distribution—Investor Shares | 9 |
Marketing and Distribution—Admiral Shares | 857 |
Marketing and Distribution—Institutional Shares | 170 |
Custodian Fees | 119 |
Shareholders’ Reports—Investor Shares | 2 |
Shareholders’ Reports—Admiral Shares | 168 |
Shareholders’ Reports—Institutional Shares | 19 |
Trustees’ Fees and Expenses | 14 |
Other Expenses | 10 |
Total Expenses | 18,662 |
Net Investment Income | 435,984 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received—Affiliated Issuers | 22 |
Investment Securities Sold—Unaffiliated Issuers | 287,023 |
Investment Securities Sold—Affiliated Issuers | (51) |
Futures Contracts | (75,425) |
Realized Net Gain (Loss) | 211,569 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities—Unaffiliated Issuers | (10,942,749) |
Investment Securities—Affiliated Issuers | (3,628) |
Futures Contracts | (8,735) |
Change in Unrealized Appreciation (Depreciation) | (10,955,112) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (10,307,559) |
1 | Dividends are net of foreign withholding taxes of $17,000. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 435,984 | 823,414 | |
Realized Net Gain (Loss) | 211,569 | 1,113,368 | |
Change in Unrealized Appreciation (Depreciation) | (10,955,112) | 5,604,361 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (10,307,559) | 7,541,143 | |
Distributions | |||
Investor Shares | (3,217) | (10,264) | |
Admiral Shares | (529,964) | (1,478,246) | |
Institutional Shares | (146,583) | (414,045) | |
Total Distributions | (679,764) | (1,902,555) | |
Capital Share Transactions | |||
Investor Shares | (27,359) | (50,524) | |
Admiral Shares | (658,237) | 3,302,218 | |
Institutional Shares | (97,846) | 151,538 | |
Net Increase (Decrease) from Capital Share Transactions | (783,442) | 3,403,232 | |
Total Increase (Decrease) | (11,770,765) | 9,041,820 | |
Net Assets | |||
Beginning of Period | 60,962,105 | 51,920,285 | |
End of Period | 49,191,340 | 60,962,105 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $49.02 | $44.34 | $39.23 | $32.99 | $34.72 | $31.11 |
Investment Operations | ||||||
Net Investment Income1 | .327 | .627 | .700 | .755 | .748 | .647 |
Capital Gain Distributions Received1 | .0002 | .0002 | — | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | (8.669) | 5.564 | 5.537 | 6.345 | (1.753) | 3.600 |
Total from Investment Operations | (8.342) | 6.191 | 6.237 | 7.100 | (1.005) | 4.247 |
Distributions | ||||||
Dividends from Net Investment Income | (.332) | (.626) | (.687) | (.794) | (.725) | (.637) |
Distributions from Realized Capital Gains | (.196) | (.885) | (.440) | (.066) | — | — |
Total Distributions | (.528) | (1.511) | (1.127) | (.860) | (.725) | (.637) |
Net Asset Value, End of Period | $40.15 | $49.02 | $44.34 | $39.23 | $32.99 | $34.72 |
Total Return3 | -17.10% | 14.09% | 16.26% | 21.67% | -2.97% | 13.75% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $235 | $317 | $334 | $396 | $3,014 | $3,474 |
Ratio of Total Expenses to Average Net Assets | 0.18% | 0.18% | 0.18% | 0.18% | 0.18% | 0.19% |
Ratio of Net Investment Income to Average Net Assets | 1.50% | 1.33% | 1.76% | 2.11% | 2.15% | 1.97% |
Portfolio Turnover Rate4 | 11% | 35% | 60% | 37%5 | 44%5 | 37%5 |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 3%, 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 | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $49.02 | $44.34 | $39.23 | $32.99 | $34.72 | $31.11 |
Investment Operations | ||||||
Net Investment Income1 | .352 | .680 | .742 | .817 | .791 | .689 |
Capital Gain Distributions Received1 | .0002 | .0002 | — | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | (8.670) | 5.564 | 5.542 | 6.319 | (1.757) | 3.599 |
Total from Investment Operations | (8.318) | 6.244 | 6.284 | 7.136 | (.966) | 4.288 |
Distributions | ||||||
Dividends from Net Investment Income | (.356) | (.679) | (.733) | (.830) | (.764) | (.678) |
Distributions from Realized Capital Gains | (.196) | (.885) | (.441) | (.066) | — | — |
Total Distributions | (.552) | (1.564) | (1.174) | (.896) | (.764) | (.678) |
Net Asset Value, End of Period | $40.15 | $49.02 | $44.34 | $39.23 | $32.99 | $34.72 |
Total Return3 | -17.05% | 14.22% | 16.40% | 21.79% | -2.86% | 13.89% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $38,333 | $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% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.62% | 1.44% | 1.86% | 2.22% | 2.26% | 2.09% |
Portfolio Turnover Rate4 | 11% | 35% | 60% | 37%5 | 44%5 | 37%5 |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 3%, 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 | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $49.02 | $44.35 | $39.24 | $33.00 | $34.72 | $31.12 |
Investment Operations | ||||||
Net Investment Income1 | .354 | .685 | .747 | .820 | .793 | .691 |
Capital Gain Distributions Received1 | .0002 | .0002 | — | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | (8.670) | 5.554 | 5.541 | 6.320 | (1.745) | 3.588 |
Total from Investment Operations | (8.316) | 6.239 | 6.288 | 7.140 | (.952) | 4.279 |
Distributions | ||||||
Dividends from Net Investment Income | (.358) | (.684) | (.737) | (.834) | (.768) | (.679) |
Distributions from Realized Capital Gains | (.196) | (.885) | (.441) | (.066) | — | — |
Total Distributions | (.554) | (1.569) | (1.178) | (.900) | (.768) | (.679) |
Net Asset Value, End of Period | $40.15 | $49.02 | $44.35 | $39.24 | $33.00 | $34.72 |
Total Return | -17.05% | 14.20% | 16.41% | 21.79% | -2.82% | 13.86% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $10,624 | $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% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 1.63% | 1.45% | 1.87% | 2.23% | 2.27% | 2.10% |
Portfolio Turnover Rate3 | 11% | 35% | 60% | 37%4 | 44%4 | 37%4 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Includes 3%, 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 | 28,910,069 | 5 | 208 | 28,910,282 |
Preferred Stocks | 150 | — | — | 150 |
U.S. Government and Agency Obligations | — | 13,344,156 | — | 13,344,156 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 516,428 | — | 516,428 |
Corporate Bonds | — | 5,371,760 | — | 5,371,760 |
Sovereign Bonds | — | 707,238 | — | 707,238 |
Taxable Municipal Bonds | — | 141,112 | — | 141,112 |
Temporary Cash Investments | 223,219 | — | — | 223,219 |
Total | 29,133,438 | 20,080,699 | 208 | 49,214,345 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 1,824 | — | — | 1,824 |
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) | |
Tax Cost | 32,285,292 |
Gross Unrealized Appreciation | 19,947,051 |
Gross Unrealized Depreciation | (3,019,822) |
Net Unrealized Appreciation (Depreciation) | 16,927,229 |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 9,076 | 201 | 21,148 | 451 | |
Issued in Lieu of Cash Distributions | 3,217 | 74 | 10,264 | 215 | |
Redeemed | (39,652) | (897) | (81,936) | (1,733) | |
Net Increase (Decrease)—Investor Shares | (27,359) | (622) | (50,524) | (1,067) | |
Admiral Shares | |||||
Issued | 2,622,542 | 58,166 | 7,965,098 | 169,983 | |
Issued in Lieu of Cash Distributions | 480,988 | 11,034 | 1,350,727 | 28,295 | |
Redeemed | (3,761,767) | (84,802) | (6,013,607) | (127,765) | |
Net Increase (Decrease)—Admiral Shares | (658,237) | (15,602) | 3,302,218 | 70,513 |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Institutional Shares | |||||
Issued | 711,459 | 16,216 | 1,878,470 | 40,400 | |
Issued in Lieu of Cash Distributions | 142,481 | 3,270 | 400,891 | 8,403 | |
Redeemed | (951,786) | (21,744) | (2,127,823) | (45,456) | |
Net Increase (Decrease)—Institutional Shares | (97,846) | (2,258) | 151,538 | 3,347 |
Current Period Transactions | ||||||||
Dec. 31, 2021 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) | Jun. 30, 2022 Market Value ($000) | |
Vanguard Market Liquidity Fund | 1,577,472 | NA1 | NA1 | (51) | (65) | 1,309 | — | 223,219 |
Vanguard Total Bond Market ETF | 31,814 | — | — | — | (3,563) | 260 | 22 | 28,251 |
Total | 1,609,286 | — | — | (51) | (3,628) | 1,569 | 22 | 251,470 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
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• | 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 June 30, 2022 | |||
Managed Allocation Fund | Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period |
Based on Actual Fund Return | $1,000.00 | $889.20 | $1.26 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.46 | 1.35 |
Vanguard Total International Stock Index Fund Investor Shares | 22.9% |
Vanguard Total Stock Market Index Fund Investor Shares | 16.9 |
Vanguard Total Bond Market II Index Fund Investor Shares | 12.0 |
Vanguard Commodity Strategy Fund AdmiralTM Shares | 7.0 |
Vanguard Alternative Strategies Fund Investor Shares | 6.8 |
Vanguard Value Index Fund Investor Shares | 6.5 |
Vanguard Small-Cap Value Index Fund Admiral Shares | 5.8 |
Vanguard Market Neutral Fund Investor Shares | 5.1 |
Vanguard Dividend Appreciation Index Fund Admiral Shares | 3.6 |
Vanguard High Dividend Yield Index Fund Admiral Shares | 3.1 |
Vanguard Emerging Markets Bond Fund Investor Shares | 2.7 |
Vanguard Global Minimum Volatility Fund Investor Shares | 2.7 |
Vanguard Total International Bond Index Fund Investor Shares | 2.6 |
Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.3 |
Shares | Market Value• ($000) | |||||
Investment Companies (99.9%) | ||||||
U.S. Stock Funds (35.8%) | ||||||
Vanguard Total Stock Market Index Fund Investor Shares | 2,203,101 | 202,135 | ||||
Vanguard Value Index Fund Investor Shares | 1,520,253 | 78,141 | ||||
Vanguard Small-Cap Value Index Fund Admiral Shares | 1,081,053 | 69,598 | ||||
Vanguard Dividend Appreciation Index Fund Admiral Shares | 1,094,868 | 42,612 | ||||
Vanguard High Dividend Yield Index Fund Admiral Shares | 1,227,606 | 37,626 | ||||
430,112 | ||||||
Global Stock Fund (2.7%) | ||||||
Vanguard Global Minimum Volatility Fund Investor Shares | 2,370,298 | 32,332 | ||||
International Stock Funds (25.3%) | ||||||
Vanguard Total International Stock Index Fund Investor Shares | 16,659,396 | 275,213 | ||||
Vanguard Emerging Markets Stock Index Fund Investor Shares | 1,070,492 | 28,186 | ||||
303,399 | ||||||
U.S. Bond Fund (12.0%) | ||||||
1 | Vanguard Total Bond Market II Index Fund Investor Shares | 14,657,693 | 143,499 | |||
International Bond Funds (5.3%) | ||||||
Vanguard Emerging Markets Bond Fund Investor Shares | 3,597,000 | 32,805 | ||||
Vanguard Total International Bond Index Fund Investor Shares | 3,144,600 | 31,131 | ||||
63,936 | ||||||
Alternative Funds (18.8%) | ||||||
Vanguard Commodity Strategy Fund Admiral Shares | 2,628,880 | 83,493 | ||||
Vanguard Alternative Strategies Fund Investor Shares | 4,719,648 | 81,839 | ||||
Vanguard Market Neutral Fund Investor Shares | 5,144,823 | 60,760 | ||||
226,092 | ||||||
Total Investment Companies (Cost $1,023,034) | 1,199,370 | |||||
Temporary Cash Investments (0.1%) | ||||||
Money Market Fund (0.1%) | ||||||
1 | Vanguard Market Liquidity Fund, 1.417% (Cost $479) | 4,790 | 479 | |||
Total Investments (100.0%) (Cost $1,023,513) | 1,199,849 | |||||
Other Assets and Liabilities—Net (0.0%) | 289 | |||||
Net Assets (100%) | 1,200,138 |
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 $1,023,513) | 1,199,849 |
Receivables for Investment Securities Sold | 908 |
Receivables for Accrued Income | 417 |
Receivables for Capital Shares Issued | 501 |
Total Assets | 1,201,675 |
Liabilities | |
Payables for Investment Securities Purchased | 418 |
Payables for Capital Shares Redeemed | 1,119 |
Total Liabilities | 1,537 |
Net Assets | 1,200,138 |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 1,009,801 |
Total Distributable Earnings (Loss) | 190,337 |
Net Assets | 1,200,138 |
Net Assets | |
Applicable to 74,028,216 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,200,138 |
Net Asset Value Per Share | $16.21 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Income Distributions Received from Affiliated Funds | 10,035 |
Net Investment Income—Note B | 10,035 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received from Affiliated Funds | 119 |
Affiliated Funds Sold | 4,461 |
Realized Net Gain (Loss) | 4,580 |
Change in Unrealized Appreciation (Depreciation) from Affiliated Funds | (165,908) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (151,293) |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 10,035 | 49,793 | |
Realized Net Gain (Loss) | 4,580 | 42,975 | |
Change in Unrealized Appreciation (Depreciation) | (165,908) | 79,354 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (151,293) | 172,122 | |
Distributions | |||
Total Distributions | (11,698) | (93,869) | |
Capital Share Transactions | |||
Issued | 126,630 | 194,769 | |
Issued in Lieu of Cash Distributions | 7,975 | 56,654 | |
Redeemed | (134,995) | (268,983) | |
Net Increase (Decrease) from Capital Share Transactions | (390) | (17,560) | |
Total Increase (Decrease) | (163,381) | 60,693 | |
Net Assets | |||
Beginning of Period | 1,363,519 | 1,302,826 | |
End of Period | 1,200,138 | 1,363,519 |
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 20191 | 20181 | 20171 | ||
Net Asset Value, Beginning of Period | $18.39 | $17.33 | $17.00 | $15.68 | $19.11 | $17.54 |
Investment Operations | ||||||
Net Investment Income2 | .135 | .687 | .265 | .431 | .395 | .358 |
Capital Gain Distributions Received2 | .002 | .017 | .020 | .107 | .056 | .011 |
Net Realized and Unrealized Gain (Loss) on Investments | (2.159) | 1.665 | .839 | 1.877 | (1.502) | 1.919 |
Total from Investment Operations | (2.022) | 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 | (.158) | (.621) | (.559) | (.354) | (.996) | (.024) |
Return of Capital | — | — | — | (.206) | (.989) | (.300) |
Total Distributions | (.158) | (1.309) | (.794) | (1.095) | (2.379) | (.718) |
Net Asset Value, End of Period | $16.21 | $18.39 | $17.33 | $17.00 | $15.68 | $19.11 |
Total Return | -11.08% | 13.77% | 6.89% | 15.64% | -5.67% | 13.29% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $1,200 | $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 | 0.27% | 0.31% | 0.28% | 0.30% | 0.29% | 0.32% |
Ratio of Net Investment Income to Average Net Assets | 1.55% | 3.69% | 1.65% | 2.57% | 2.11% | 1.95% |
Portfolio Turnover Rate | 9% | 16% | 33% | 19% | 17% | 8% |
The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. |
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) | |
Tax Cost | 1,024,088 |
Gross Unrealized Appreciation | 224,995 |
Gross Unrealized Depreciation | (49,234) |
Net Unrealized Appreciation (Depreciation) | 175,761 |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
Shares (000) | Shares (000) | ||
Issued | 7,161 | 10,488 | |
Issued in Lieu of Cash Distributions | 444 | 3,091 | |
Redeemed | (7,706) | (14,607) | |
Net Increase (Decrease) in Shares Outstanding | (101) | (1,028) |
Current Period Transactions | ||||||||
Dec. 31, 2021 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) | Jun. 30, 2022 Market Value ($000) | |
Vanguard Alternative Strategies Fund | 108,406 | — | 29,475 | (5,417) | 8,325 | — | — | 81,839 |
Vanguard Commodity Strategy Fund | 103,169 | 335 | 37,106 | 6,962 | 10,133 | — | — | 83,493 |
Vanguard Dividend Appreciation Index Fund | 47,857 | 3,961 | 1,000 | (23) | (8,183) | 409 | — | 42,612 |
Vanguard Emerging Markets Bond Fund | 40,342 | 771 | — | — | (8,308) | 770 | — | 32,805 |
Vanguard Emerging Markets Stock Index Fund | 33,753 | 261 | 625 | (32) | (5,171) | 262 | — | 28,186 |
Vanguard Global Minimum Volatility Fund | 35,033 | — | — | — | (2,701) | — | — | 32,332 |
Vanguard High Dividend Yield Index Fund | 41,081 | 1,560 | 1,166 | (27) | (3,822) | 561 | — | 37,626 |
Vanguard Market Liquidity Fund | 971 | NA1 | NA1 | — | — | 1 | — | 479 |
Vanguard Market Neutral Fund | 74,745 | 316 | 19,659 | 3,213 | 2,145 | — | — | 60,760 |
Vanguard Small-Cap Value Index Fund | 81,938 | 4,615 | 3,661 | 61 | (13,355) | 621 | — | 69,598 |
Vanguard Total Bond Market II Index Fund | 157,493 | 9,650 | 5,109 | (835) | (17,700) | 1,513 | 119 | 143,499 |
Vanguard Total International Bond Index Fund | 50,960 | 3,141 | 18,976 | 894 | (4,888) | 137 | — | 31,131 |
Current Period Transactions | ||||||||
Dec. 31, 2021 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) | Jun. 30, 2022 Market Value ($000) | |
Vanguard Total International Stock Index Fund | 329,776 | 15,307 | 5,679 | (400) | (63,791) | 3,497 | — | 275,213 |
Vanguard Total Stock Market Index Fund | 190,277 | 62,005 | — | — | (50,147) | 1,348 | — | 202,135 |
Vanguard Value Index Fund | 68,299 | 20,750 | 2,528 | 65 | (8,445) | 916 | — | 78,141 |
Total | 1,364,100 | 122,672 | 124,984 | 4,461 | (165,908) | 10,035 | 119 | 1,199,849 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
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Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
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) Not applicable.
(a)(2) Certifications filed herewith.
(b) Certifications filed 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: August 22, 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: August 22, 2022
VANGUARD VALLEY FORGE FUNDS | ||
BY: | /s/ CHRISTINE BUCHANAN* | |
CHRISTINE BUCHANAN | ||
CHIEF FINANCIAL OFFICER |
Date: August 22, 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.