8dcc7980661c98b
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: | |
John E. Schadl, 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, 2024—June 30, 2024
Item 1: Reports to Shareholders.
TABLE OF CONTENTS
0000889519
This semi-annual shareholder report contains important information about Vanguard Balanced Index Fund (the "Fund") for the period of January 1, 2024, to June 30, 2024.
This semi-annual shareholder report contains important information about Vanguard Balanced Index Fund (the "Fund") for the period of January 1, 2024, to June 30, 2024.
This semi-annual shareholder report contains important information about Vanguard Balanced Index Fund (the "Fund") for the period of January 1, 2024, to June 30, 2024.
semi-annual shareholder report
semi-annual shareholder report
semi-annual shareholder report
false
N-1A
N-CSRS
0000889519
valleyforge:C000007054Member
2023-12-31
2024-06-30
0000889519
valleyforge:C000007055Member
2023-12-31
2024-06-30
0000889519
valleyforge:C000007056Member
2023-12-31
2024-06-30
0000889519
2023-12-31
2024-06-30
0000889519
valleyforge:C000007054Member
2024-06-30
0000889519
valleyforge:C000007054Member
valleyforge:AssetBackedCommercialMortgageBackedSecuritiesMember
2024-06-30
0000889519
valleyforge:C000007054Member
us-gaap:CommonStockMember
2024-06-30
0000889519
valleyforge:C000007054Member
us-gaap:CorporateBondSecuritiesMember
2024-06-30
0000889519
valleyforge:C000007054Member
valleyforge:OtherAssetsAndLiabilitiesNetMember
2024-06-30
0000889519
valleyforge:C000007054Member
valleyforge:PreferredStocksMember
2024-06-30
0000889519
valleyforge:C000007054Member
us-gaap:RightsMember
2024-06-30
0000889519
valleyforge:C000007054Member
us-gaap:SovereignDebtMember
2024-06-30
0000889519
valleyforge:C000007054Member
us-gaap:TaxableMunicipalBondsMember
2024-06-30
0000889519
valleyforge:C000007054Member
us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember
2024-06-30
0000889519
valleyforge:C000007054Member
valleyforge:WarrantsMember
2024-06-30
0000889519
valleyforge:C000007055Member
2024-06-30
0000889519
valleyforge:C000007055Member
valleyforge:AssetBackedCommercialMortgageBackedSecuritiesMember
2024-06-30
0000889519
valleyforge:C000007055Member
us-gaap:CommonStockMember
2024-06-30
0000889519
valleyforge:C000007055Member
us-gaap:CorporateBondSecuritiesMember
2024-06-30
0000889519
valleyforge:C000007055Member
valleyforge:OtherAssetsAndLiabilitiesNetMember
2024-06-30
0000889519
valleyforge:C000007055Member
valleyforge:PreferredStocksMember
2024-06-30
0000889519
valleyforge:C000007055Member
us-gaap:RightsMember
2024-06-30
0000889519
valleyforge:C000007055Member
us-gaap:SovereignDebtMember
2024-06-30
0000889519
valleyforge:C000007055Member
us-gaap:TaxableMunicipalBondsMember
2024-06-30
0000889519
valleyforge:C000007055Member
us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember
2024-06-30
0000889519
valleyforge:C000007055Member
valleyforge:WarrantsMember
2024-06-30
0000889519
valleyforge:C000007056Member
2024-06-30
0000889519
valleyforge:C000007056Member
valleyforge:AssetBackedCommercialMortgageBackedSecuritiesMember
2024-06-30
0000889519
valleyforge:C000007056Member
us-gaap:CommonStockMember
2024-06-30
0000889519
valleyforge:C000007056Member
us-gaap:CorporateBondSecuritiesMember
2024-06-30
0000889519
valleyforge:C000007056Member
valleyforge:OtherAssetsAndLiabilitiesNetMember
2024-06-30
0000889519
valleyforge:C000007056Member
valleyforge:PreferredStocksMember
2024-06-30
0000889519
valleyforge:C000007056Member
us-gaap:RightsMember
2024-06-30
0000889519
valleyforge:C000007056Member
us-gaap:SovereignDebtMember
2024-06-30
0000889519
valleyforge:C000007056Member
us-gaap:TaxableMunicipalBondsMember
2024-06-30
0000889519
valleyforge:C000007056Member
us-gaap:USGovernmentCorporationsAndAgenciesSecuritiesMember
2024-06-30
0000889519
valleyforge:C000007056Member
valleyforge:WarrantsMember
2024-06-30
iso4217:USDiso4217:USDxbrli:sharesxbrli:purexbrli:sharesutr:Dvalleyforge:Holding
Vanguard Balanced Index Fund
Semiannual Shareholder Report | June 30, 2024
This semiannual shareholder report contains important information about Vanguard Balanced Index Fund (the "Fund") for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
| Share Class Name |
Costs of a $10,000 investment |
Costs paid as a percentage of a $10,000 investment |
| Investor Shares |
$9 |
0.18%1 |
This table reflects the Fund’s investments, including short-term investments, derivatives and other assets and liabilities.
Fund Statistics
(as of June 30, 2024) |
|
Fund Net Assets
(in millions) |
$55,548% |
| Number of Portfolio Holdings |
$16,002% |
| Portfolio Turnover Rate |
$12% |
Portfolio Composition % of Net Assets
(as of June 30, 2024) |
|
| Asset-Backed/Commercial Mortgage-Backed Securities |
0.9% |
| Common Stocks |
61.5% |
| Corporate Bonds |
10.0% |
| Preferred Stocks |
0.0% |
| Rights |
0.0% |
| Sovereign Bonds |
1.3% |
| Taxable Municipal Bonds |
0.2% |
| U.S. Government and Agency Obligations |
25.4% |
| Warrants |
0.0% |
| Other Assets and Liabilities—Net |
0.7% |
Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.
Connect with Vanguard® • vanguard.com
Fund Information • 800-662-7447
Direct Investor Account Services • 800-662-2739
Institutional Investor Services • 800-523-1036
Text Telephone for People Who Are Deaf or Hard of Hearing • 800-749-7273
© 2024 The Vanguard Group, Inc.
All rights reserved.
Vanguard Marketing Corporation, Distributor.
SR2
Vanguard Balanced Index Fund
Semiannual Shareholder Report | June 30, 2024
This semiannual shareholder report contains important information about Vanguard Balanced Index Fund (the "Fund") for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
| Share Class Name |
Costs of a $10,000 investment |
Costs paid as a percentage of a $10,000 investment |
| Admiral Shares |
$4 |
0.07%1 |
This table reflects the Fund’s investments, including short-term investments, derivatives and other assets and liabilities.
Fund Statistics
(as of June 30, 2024) |
|
Fund Net Assets
(in millions) |
$55,548% |
| Number of Portfolio Holdings |
$16,002% |
| Portfolio Turnover Rate |
$12% |
Portfolio Composition % of Net Assets
(as of June 30, 2024) |
|
| Asset-Backed/Commercial Mortgage-Backed Securities |
0.9% |
| Common Stocks |
61.5% |
| Corporate Bonds |
10.0% |
| Preferred Stocks |
0.0% |
| Rights |
0.0% |
| Sovereign Bonds |
1.3% |
| Taxable Municipal Bonds |
0.2% |
| U.S. Government and Agency Obligations |
25.4% |
| Warrants |
0.0% |
| Other Assets and Liabilities—Net |
0.7% |
Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.
Connect with Vanguard® • vanguard.com
Fund Information • 800-662-7447
Direct Investor Account Services • 800-662-2739
Institutional Investor Services • 800-523-1036
Text Telephone for People Who Are Deaf or Hard of Hearing • 800-749-7273
© 2024 The Vanguard Group, Inc.
All rights reserved.
Vanguard Marketing Corporation, Distributor.
SR502
Vanguard Balanced Index Fund
Semiannual Shareholder Report | June 30, 2024
This semiannual shareholder report contains important information about Vanguard Balanced Index Fund (the "Fund") for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
| Share Class Name |
Costs of a $10,000 investment |
Costs paid as a percentage of a $10,000 investment |
| Institutional Shares |
$3 |
0.06%1 |
This table reflects the Fund’s investments, including short-term investments, derivatives and other assets and liabilities.
Fund Statistics
(as of June 30, 2024) |
|
Fund Net Assets
(in millions) |
$55,548% |
| Number of Portfolio Holdings |
$16,002% |
| Portfolio Turnover Rate |
$12% |
Portfolio Composition % of Net Assets
(as of June 30, 2024) |
|
| Asset-Backed/Commercial Mortgage-Backed Securities |
0.9% |
| Common Stocks |
61.5% |
| Corporate Bonds |
10.0% |
| Preferred Stocks |
0.0% |
| Rights |
0.0% |
| Sovereign Bonds |
1.3% |
| Taxable Municipal Bonds |
0.2% |
| U.S. Government and Agency Obligations |
25.4% |
| Warrants |
0.0% |
| Other Assets and Liabilities—Net |
0.7% |
Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.
Connect with Vanguard® • vanguard.com
Fund Information • 800-662-7447
Direct Investor Account Services • 800-662-2739
Institutional Investor Services • 800-523-1036
Text Telephone for People Who Are Deaf or Hard of Hearing • 800-749-7273
© 2024 The Vanguard Group, Inc.
All rights reserved.
Vanguard Marketing Corporation, Distributor.
SR869
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 in
the financial statements filed under Item 7 of this Form.
Item
7: Financial Statements and Financial Highlights for Open-End Management Investment Companies.
Financial Statements
For the six-months ended June
30, 2024
Vanguard Balanced Index Fund
Financial Statements (unaudited)
Schedule of Investments
As of June 30, 2024
The fund files its
complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT
reports are available on the SEC’s website at www.sec.gov.
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| Common Stocks (61.5%)
|
| Basic Materials (1.0%)
|
|
| Linde plc
| 314,231
| 137,888
|
|
| Freeport-McMoRan Inc.
| 941,111
| 45,738
|
|
| Ecolab Inc.
| 167,907
| 39,962
|
|
| Air Products and Chemicals Inc.
| 145,668
| 37,590
|
|
| Newmont Corp.
| 756,500
| 31,675
|
|
| Nucor Corp.
| 156,949
| 24,810
|
|
| Fastenal Co.
| 374,684
| 23,545
|
|
| LyondellBasell Industries NV Class A
| 170,086
| 16,270
|
|
| International Flavors & Fragrances Inc.
| 167,775
| 15,974
|
|
| Steel Dynamics Inc.
| 97,624
| 12,642
|
|
| Avery Dennison Corp.
| 52,264
| 11,427
|
|
| Reliance Inc.
| 37,832
| 10,805
|
|
| International Paper Co.
| 229,149
| 9,888
|
|
| Celanese Corp. Class A
| 71,655
| 9,666
|
|
| CF Industries Holdings Inc.
| 119,987
| 8,893
|
|
| Eastman Chemical Co.
| 76,296
| 7,475
|
|
| Albemarle Corp.
| 77,386
| 7,392
|
|
| Mosaic Co.
| 207,401
| 5,994
|
|
| Royal Gold Inc.
| 42,870
| 5,366
|
| *
| RBC Bearings Inc.
| 19,036
| 5,135
|
|
| United States Steel Corp.
| 130,159
| 4,920
|
| *
| Cleveland-Cliffs Inc.
| 311,212
| 4,790
|
|
| FMC Corp.
| 80,170
| 4,614
|
|
| Alcoa Corp.
| 114,866
| 4,569
|
|
| UFP Industries Inc.
| 38,686
| 4,333
|
|
| Commercial Metals Co.
| 74,580
| 4,101
|
|
| Mueller Industries Inc.
| 71,104
| 4,049
|
|
| Element Solutions Inc.
| 142,197
| 3,856
|
|
| Olin Corp.
| 79,746
| 3,760
|
| *
| Valvoline Inc.
| 86,063
| 3,718
|
|
| Westlake Corp.
| 25,511
| 3,694
|
|
| Carpenter Technology Corp.
| 30,920
| 3,388
|
|
| Timken Co.
| 42,258
| 3,386
|
|
| Hexcel Corp.
| 54,120
| 3,380
|
|
| Cabot Corp.
| 35,804
| 3,290
|
|
| Balchem Corp.
| 21,252
| 3,272
|
|
| Boise Cascade Co.
| 25,642
| 3,057
|
|
| Ashland Inc.
| 30,215
| 2,855
|
|
| Avient Corp.
| 58,112
| 2,537
|
|
| NewMarket Corp.
| 4,734
| 2,441
|
|
| Huntsman Corp.
| 106,289
| 2,420
|
| *
| Arcadium Lithium plc
| 714,481
| 2,401
|
|
| Chemours Co.
| 96,612
| 2,180
|
|
| Sensient Technologies Corp.
| 28,742
| 2,132
|
|
| Innospec Inc.
| 16,761
| 2,071
|
|
| Hecla Mining Co.
| 376,224
| 1,825
|
|
| Scotts Miracle-Gro Co.
| 26,682
| 1,736
|
|
| Minerals Technologies Inc.
| 20,631
| 1,716
|
| *
| Uranium Energy Corp.
| 267,443
| 1,607
|
|
| Sylvamo Corp.
| 22,188
| 1,522
|
|
| Materion Corp.
| 13,993
| 1,513
|
|
| Quaker Chemical Corp.
| 8,683
| 1,473
|
| *
| Coeur Mining Inc.
| 244,790
| 1,376
|
|
| Stepan Co.
| 14,027
| 1,178
|
|
| Tronox Holdings plc
| 72,864
| 1,143
|
|
| Hawkins Inc.
| 12,325
| 1,122
|
| *
| Ingevity Corp.
| 22,680
| 991
|
| *
| MP Materials Corp.
| 74,663
| 950
|
|
| Kaiser Aluminum Corp.
| 9,951
| 875
|
|
| Worthington Steel Inc.
| 24,179
| 807
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| US Silica Holdings Inc.
| 43,322
| 669
|
| *
| Ecovyst Inc.
| 70,433
| 632
|
| *
| Century Aluminum Co.
| 37,670
| 631
|
| *,1
| Energy Fuels Inc.
| 103,146
| 625
|
|
| Mativ Holdings Inc.
| 35,261
| 598
|
| *
| Clearwater Paper Corp.
| 11,937
| 579
|
| *
| Metallus Inc.
| 27,885
| 565
|
|
| Koppers Holdings Inc.
| 14,510
| 537
|
|
| Haynes International Inc.
| 8,467
| 497
|
|
| Ryerson Holding Corp.
| 20,324
| 396
|
|
| AdvanSix Inc.
| 14,349
| 329
|
| *
| LSB Industries Inc.
| 39,093
| 320
|
|
| Olympic Steel Inc.
| 6,373
| 286
|
|
| Radius Recycling Inc.
| 18,601
| 284
|
|
| Compass Minerals International Inc.
| 27,293
| 282
|
| *
| Ur-Energy Inc.
| 182,060
| 255
|
| *
| Northwest Pipe Co.
| 7,317
| 249
|
| *
| Rayonier Advanced Materials Inc.
| 44,700
| 243
|
| *
| Universal Stainless & Alloy Products Inc.
| 7,442
| 204
|
| *,1
| LanzaTech Global Inc.
| 99,800
| 185
|
| *
| Intrepid Potash Inc.
| 7,428
| 174
|
|
| American Vanguard Corp.
| 19,365
| 166
|
|
| Eastern Co.
| 6,047
| 154
|
|
| Omega Flex Inc.
| 2,737
| 140
|
| *
| GrafTech International Ltd.
| 143,000
| 139
|
| *
| Dakota Gold Corp.
| 50,500
| 129
|
| *
| Piedmont Lithium Inc.
| 12,436
| 124
|
| *
| Contango ORE Inc.
| 5,641
| 102
|
|
| Northern Technologies International Corp.
| 5,764
| 95
|
| *
| Unifi Inc.
| 16,177
| 95
|
| *
| Ascent Industries Co.
| 9,600
| 94
|
| *
| Tredegar Corp.
| 18,346
| 88
|
|
| FutureFuel Corp.
| 16,400
| 84
|
| *
| NN Inc.
| 22,036
| 66
|
| *
| Perma-Pipe International Holdings Inc.
| 7,151
| 64
|
| *
| Origin Materials Inc.
| 68,704
| 62
|
| *
| Glatfelter Corp.
| 29,983
| 42
|
|
| Friedman Industries Inc.
| 2,625
| 40
|
| *,1
| Hycroft Mining Holding Corp. Class A
| 15,211
| 36
|
| *
| Culp Inc.
| 7,359
| 33
|
| *
| Gold Resource Corp.
| 88,800
| 33
|
| *
| American Battery Technology Co.
| 23,913
| 30
|
|
| United-Guardian Inc.
| 2,067
| 18
|
|
| Chicago Rivet & Machine Co.
| 710
| 10
|
|
|
|
|
|
|
| 583,567
|
| Consumer Discretionary (8.5%)
|
| *
| Amazon.com Inc.
| 6,126,138
| 1,183,876
|
| *
| Tesla Inc.
| 1,773,371
| 350,915
|
|
| Costco Wholesale Corp.
| 290,112
| 246,592
|
|
| Home Depot Inc.
| 647,984
| 223,062
|
|
| Walmart Inc.
| 2,898,818
| 196,279
|
| *
| Netflix Inc.
| 281,930
| 190,269
|
|
| McDonald's Corp.
| 471,127
| 120,062
|
|
| Walt Disney Co.
| 1,192,543
| 118,408
|
| *
| Uber Technologies Inc.
| 1,298,070
| 94,344
|
|
| Booking Holdings Inc.
| 22,169
| 87,822
|
|
| Lowe's Cos. Inc.
| 372,286
| 82,074
|
|
| TJX Cos. Inc.
| 741,412
| 81,629
|
|
| NIKE Inc. Class B
| 791,804
| 59,678
|
|
| Starbucks Corp.
| 741,579
| 57,732
|
| *
| Chipotle Mexican Grill Inc. Class A
| 898,650
| 56,300
|
|
| Target Corp.
| 302,304
| 44,753
|
| *
| O'Reilly Automotive Inc.
| 38,548
| 40,709
|
| *
| Airbnb Inc. Class A
| 259,712
| 39,380
|
|
| Marriott International Inc. Class A
| 149,198
| 36,072
|
|
| Hilton Worldwide Holdings Inc.
| 163,254
| 35,622
|
|
| General Motors Co.
| 745,169
| 34,621
|
| *
| AutoZone Inc.
| 11,350
| 33,643
|
|
| Ford Motor Co.
| 2,564,460
| 32,158
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Ross Stores Inc.
| 219,372
| 31,879
|
| *
| Copart Inc.
| 565,856
| 30,647
|
| *
| Trade Desk Inc. Class A
| 291,668
| 28,487
|
|
| DR Horton Inc.
| 193,179
| 27,225
|
|
| Lennar Corp. Class A
| 165,388
| 24,787
|
|
| Yum! Brands Inc.
| 184,054
| 24,380
|
|
| Electronic Arts Inc.
| 174,406
| 24,300
|
| *
| Royal Caribbean Cruises Ltd.
| 143,297
| 22,846
|
| *
| Lululemon Athletica Inc.
| 74,808
| 22,345
|
|
| Delta Air Lines Inc.
| 424,437
| 20,135
|
|
| Dollar General Corp.
| 143,877
| 19,025
|
|
| Tractor Supply Co.
| 70,309
| 18,983
|
|
| eBay Inc.
| 331,482
| 17,807
|
| *
| Take-Two Interactive Software Inc.
| 106,911
| 16,624
|
|
| Garmin Ltd.
| 100,243
| 16,332
|
| *
| Deckers Outdoor Corp.
| 16,704
| 16,169
|
|
| Estee Lauder Cos. Inc. Class A
| 145,398
| 15,470
|
|
| PulteGroup Inc.
| 137,845
| 15,177
|
| *
| NVR Inc.
| 1,933
| 14,669
|
| *
| Dollar Tree Inc.
| 135,846
| 14,504
|
|
| Genuine Parts Co.
| 91,460
| 12,651
|
| *
| Aptiv plc
| 177,503
| 12,500
|
| *
| Carnival Corp.
| 662,550
| 12,403
|
| *
| ROBLOX Corp. Class A
| 329,865
| 12,274
|
| *
| Ulta Beauty Inc.
| 30,954
| 11,944
|
|
| Williams-Sonoma Inc.
| 42,070
| 11,879
|
|
| Domino's Pizza Inc.
| 22,789
| 11,767
|
|
| Darden Restaurants Inc.
| 77,633
| 11,747
|
|
| Omnicom Group Inc.
| 128,971
| 11,569
|
|
| Southwest Airlines Co.
| 390,302
| 11,167
|
| *
| DraftKings Inc. Class A
| 285,221
| 10,887
|
| *
| Warner Bros Discovery Inc.
| 1,440,101
| 10,714
|
|
| Las Vegas Sands Corp.
| 242,024
| 10,710
|
|
| Best Buy Co. Inc.
| 125,642
| 10,590
|
| *
| United Airlines Holdings Inc.
| 214,772
| 10,451
|
| *
| Expedia Group Inc.
| 82,838
| 10,437
|
| *
| Live Nation Entertainment Inc.
| 106,812
| 10,013
|
| *
| Burlington Stores Inc.
| 41,575
| 9,978
|
|
| Rollins Inc.
| 190,746
| 9,306
|
|
| RB Global Inc.
| 121,006
| 9,240
|
| *
| Carvana Co. Class A
| 68,682
| 8,841
|
|
| Wingstop Inc.
| 19,163
| 8,099
|
| *
| Liberty Media Corp.-Liberty Formula One Class C
| 111,819
| 8,033
|
|
| Toll Brothers Inc.
| 68,301
| 7,867
|
|
| Dick's Sporting Goods Inc.
| 35,974
| 7,729
|
| *
| BJ's Wholesale Club Holdings Inc.
| 87,846
| 7,716
|
|
| Texas Roadhouse Inc. Class A
| 43,809
| 7,522
|
| *
| CarMax Inc.
| 102,371
| 7,508
|
|
| Pool Corp.
| 23,815
| 7,319
|
|
| LKQ Corp.
| 175,229
| 7,288
|
| *
| elf Beauty Inc.
| 34,231
| 7,213
|
|
| Interpublic Group of Cos. Inc.
| 246,188
| 7,162
|
| *,1
| Rivian Automotive Inc. Class A
| 522,773
| 7,016
|
| *
| MGM Resorts International
| 152,197
| 6,764
|
| *
| Floor & Decor Holdings Inc. Class A
| 66,207
| 6,582
|
|
| News Corp. Class A
| 235,764
| 6,500
|
|
| Service Corp. International
| 90,566
| 6,442
|
|
| Tapestry Inc.
| 150,240
| 6,429
|
| *
| Light & Wonder Inc.
| 58,037
| 6,087
|
| *
| Skechers USA Inc. Class A
| 86,857
| 6,004
|
| *
| Abercrombie & Fitch Co. Class A
| 33,645
| 5,983
|
|
| Churchill Downs Inc.
| 42,632
| 5,951
|
|
| Aramark
| 171,418
| 5,832
|
|
| Murphy USA Inc.
| 12,338
| 5,792
|
|
| Bath & Body Works Inc.
| 144,014
| 5,624
|
|
| Wynn Resorts Ltd.
| 62,493
| 5,593
|
| *
| Crocs Inc.
| 37,733
| 5,507
|
| *
| Norwegian Cruise Line Holdings Ltd.
| 286,401
| 5,381
|
| *
| Caesars Entertainment Inc.
| 132,936
| 5,283
|
|
| Fox Corp. Class A
| 153,477
| 5,275
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| New York Times Co. Class A
| 101,544
| 5,200
|
|
| Hasbro Inc.
| 87,604
| 5,125
|
|
| Gentex Corp.
| 151,744
| 5,115
|
| *
| GameStop Corp. Class A
| 207,056
| 5,112
|
|
| Tempur Sealy International Inc.
| 106,419
| 5,038
|
| *
| American Airlines Group Inc.
| 433,359
| 4,910
|
|
| BorgWarner Inc.
| 151,793
| 4,894
|
|
| TKO Group Holdings Inc. Class A
| 45,258
| 4,887
|
|
| H&R Block Inc.
| 89,813
| 4,871
|
| *
| Duolingo Inc. Class A
| 23,052
| 4,810
|
|
| Lithia Motors Inc. Class A
| 18,205
| 4,596
|
| *
| Etsy Inc.
| 77,374
| 4,564
|
|
| Vail Resorts Inc.
| 24,401
| 4,395
|
|
| Lear Corp.
| 37,711
| 4,307
|
|
| Hyatt Hotels Corp. Class A
| 28,203
| 4,285
|
| *
| Planet Fitness Inc. Class A
| 56,969
| 4,192
|
| *
| Cava Group Inc.
| 44,823
| 4,157
|
|
| U-Haul Holding Co.
| 69,136
| 4,150
|
| *
| Bright Horizons Family Solutions Inc.
| 37,492
| 4,127
|
|
| Ralph Lauren Corp. Class A
| 23,248
| 4,070
|
| *
| Ollie's Bargain Outlet Holdings Inc.
| 41,045
| 4,029
|
|
| Wyndham Hotels & Resorts Inc.
| 52,507
| 3,886
|
|
| Gap Inc.
| 160,487
| 3,834
|
|
| PVH Corp.
| 35,998
| 3,811
|
| *
| Five Below Inc.
| 34,464
| 3,756
|
|
| Whirlpool Corp.
| 36,310
| 3,711
|
| *
| Mattel Inc.
| 224,663
| 3,653
|
| *
| Taylor Morrison Home Corp. Class A
| 65,684
| 3,642
|
| *
| SiteOne Landscape Supply Inc.
| 29,914
| 3,632
|
|
| Meritage Homes Corp.
| 22,016
| 3,563
|
|
| Macy's Inc.
| 181,339
| 3,482
|
|
| Paramount Global Class B
| 334,307
| 3,473
|
|
| Nexstar Media Group Inc. Class A
| 20,619
| 3,423
|
| *
| Alaska Air Group Inc.
| 83,786
| 3,385
|
| *
| AutoNation Inc.
| 20,580
| 3,280
|
| *
| Lyft Inc. Class A
| 221,738
| 3,127
|
| *
| Asbury Automotive Group Inc.
| 13,541
| 3,086
|
|
| Thor Industries Inc.
| 32,920
| 3,076
|
| *
| Wayfair Inc. Class A
| 58,324
| 3,075
|
|
| VF Corp.
| 224,350
| 3,029
|
|
| KB Home
| 40,803
| 2,864
|
| *
| Grand Canyon Education Inc.
| 20,137
| 2,817
|
|
| Harley-Davidson Inc.
| 80,163
| 2,689
|
|
| Polaris Inc.
| 34,288
| 2,685
|
| *
| Boot Barn Holdings Inc.
| 20,376
| 2,627
|
| *
| Capri Holdings Ltd.
| 77,639
| 2,568
|
|
| Warner Music Group Corp. Class A
| 83,419
| 2,557
|
|
| Academy Sports & Outdoors Inc.
| 47,912
| 2,551
|
| *
| Dutch Bros Inc. Class A
| 60,755
| 2,515
|
|
| Endeavor Group Holdings Inc. Class A
| 91,313
| 2,468
|
|
| Kontoor Brands Inc.
| 36,953
| 2,444
|
|
| Advance Auto Parts Inc.
| 38,344
| 2,428
|
|
| Signet Jewelers Ltd.
| 26,844
| 2,405
|
|
| Group 1 Automotive Inc.
| 8,067
| 2,398
|
| *
| Liberty Media Corp.-Liberty Formula One Class A
| 37,311
| 2,396
|
| *
| RH
| 9,688
| 2,368
|
| *
| Skyline Champion Corp.
| 34,608
| 2,345
|
| *
| Madison Square Garden Sports Corp.
| 12,340
| 2,322
|
| *
| Coty Inc. Class A
| 231,539
| 2,320
|
|
| American Eagle Outfitters Inc.
| 116,017
| 2,316
|
|
| Fox Corp. Class B
| 72,150
| 2,310
|
|
| News Corp. Class B
| 81,302
| 2,308
|
|
| Boyd Gaming Corp.
| 41,517
| 2,288
|
| *
| Liberty Media Corp.-Liberty SiriusXM
| 100,651
| 2,230
|
| *
| Shake Shack Inc. Class A
| 24,483
| 2,203
|
| *
| Goodyear Tire & Rubber Co.
| 192,347
| 2,183
|
| *
| M/I Homes Inc.
| 17,620
| 2,152
|
| *
| YETI Holdings Inc.
| 55,770
| 2,128
|
| *
| Tri Pointe Homes Inc.
| 56,037
| 2,087
|
| *
| Brinker International Inc.
| 28,139
| 2,037
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| 1
| Choice Hotels International Inc.
| 17,035
| 2,027
|
|
| Travel + Leisure Co.
| 44,998
| 2,024
|
| *
| SkyWest Inc.
| 24,588
| 2,018
|
|
| Steven Madden Ltd.
| 46,887
| 1,983
|
| *
| Visteon Corp.
| 18,440
| 1,968
|
| *
| Stride Inc.
| 27,830
| 1,962
|
|
| Penske Automotive Group Inc.
| 13,077
| 1,949
|
| *
| Penn Entertainment Inc.
| 99,618
| 1,928
|
|
| Marriott Vacations Worldwide Corp.
| 21,692
| 1,894
|
|
| Wendy's Co.
| 110,211
| 1,869
|
|
| Red Rock Resorts Inc. Class A
| 33,927
| 1,864
|
| *
| Hilton Grand Vacations Inc.
| 46,085
| 1,863
|
| *
| Chewy Inc. Class A
| 68,233
| 1,859
|
| *
| Cavco Industries Inc.
| 5,283
| 1,829
|
| *
| Sweetgreen Inc. Class A
| 60,046
| 1,810
|
| *
| Urban Outfitters Inc.
| 43,342
| 1,779
|
|
| Columbia Sportswear Co.
| 22,088
| 1,747
|
|
| Newell Brands Inc.
| 268,539
| 1,721
|
|
| Rush Enterprises Inc. Class A
| 40,197
| 1,683
|
| *
| Frontdoor Inc.
| 49,090
| 1,659
|
| *
| Dorman Products Inc.
| 18,076
| 1,654
|
|
| Strategic Education Inc.
| 14,860
| 1,644
|
| *,1
| Lucid Group Inc.
| 624,322
| 1,629
|
|
| LCI Industries
| 15,684
| 1,621
|
| *
| ACV Auctions Inc. Class A
| 84,971
| 1,551
|
|
| Foot Locker Inc.
| 61,294
| 1,527
|
|
| TEGNA Inc.
| 109,029
| 1,520
|
|
| Kohl's Corp.
| 65,916
| 1,515
|
|
| Century Communities Inc.
| 18,526
| 1,513
|
| *
| Cinemark Holdings Inc.
| 69,779
| 1,509
|
| *
| Adtalem Global Education Inc.
| 22,037
| 1,503
|
| *
| Six Flags Entertainment Corp.
| 45,047
| 1,493
|
| *
| Topgolf Callaway Brands Corp.
| 94,601
| 1,447
|
|
| Carter's Inc.
| 23,245
| 1,440
|
|
| Laureate Education Inc.
| 96,259
| 1,438
|
| *
| Helen of Troy Ltd.
| 15,340
| 1,423
|
|
| PriceSmart Inc.
| 16,882
| 1,371
|
|
| HNI Corp.
| 30,458
| 1,371
|
|
| Graham Holdings Co. Class B
| 1,909
| 1,335
|
| *
| Fox Factory Holding Corp.
| 27,248
| 1,313
|
|
| MillerKnoll Inc.
| 48,900
| 1,295
|
| *
| Liberty Media Corp.-Liberty SiriusXM Class A
| 58,100
| 1,287
|
| *
| United Parks & Resorts Inc.
| 23,607
| 1,282
|
| *
| Vista Outdoor Inc.
| 33,811
| 1,273
|
|
| Inter Parfums Inc.
| 10,962
| 1,272
|
|
| Nordstrom Inc.
| 59,335
| 1,259
|
| *
| Green Brick Partners Inc.
| 21,304
| 1,219
|
| *
| JetBlue Airways Corp.
| 198,624
| 1,210
|
| *
| TripAdvisor Inc.
| 67,679
| 1,205
|
|
| Levi Strauss & Co. Class A
| 62,447
| 1,204
|
|
| Cheesecake Factory Inc.
| 30,438
| 1,196
|
|
| Acushnet Holdings Corp.
| 18,715
| 1,188
|
| *
| Sonos Inc.
| 80,503
| 1,188
|
|
| Avis Budget Group Inc.
| 11,122
| 1,162
|
|
| Phinia Inc.
| 29,470
| 1,160
|
| *
| LGI Homes Inc.
| 12,866
| 1,151
|
|
| Bloomin' Brands Inc.
| 59,600
| 1,146
|
| *
| OPENLANE Inc.
| 69,029
| 1,145
|
| *
| QuantumScape Corp. Class A
| 218,781
| 1,076
|
|
| Papa John's International Inc.
| 22,875
| 1,075
|
|
| John Wiley & Sons Inc. Class A
| 26,016
| 1,059
|
| *
| Hanesbrands Inc.
| 214,201
| 1,056
|
|
| Oxford Industries Inc.
| 10,127
| 1,014
|
|
| La-Z-Boy Inc.
| 26,930
| 1,004
|
|
| Dana Inc.
| 81,618
| 989
|
|
| Winnebago Industries Inc.
| 18,210
| 987
|
| *,1
| AMC Entertainment Holdings Inc. Class A
| 196,326
| 978
|
|
| Leggett & Platt Inc.
| 83,852
| 961
|
| *
| Gentherm Inc.
| 19,254
| 950
|
| *
| Under Armour Inc. Class A
| 142,009
| 947
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Victoria's Secret & Co.
| 52,873
| 934
|
| *
| Knowles Corp.
| 53,474
| 923
|
|
| PROG Holdings Inc.
| 26,363
| 914
|
|
| Upbound Group Inc.
| 29,612
| 909
|
|
| Worthington Enterprises Inc.
| 19,118
| 905
|
| *
| Atlanta Braves Holdings Inc. Class C
| 22,539
| 889
|
|
| Dillard's Inc. Class A
| 2,001
| 881
|
| *
| PowerSchool Holdings Inc. Class A
| 39,077
| 875
|
| *
| ODP Corp.
| 21,146
| 830
|
|
| Perdoceo Education Corp.
| 38,507
| 825
|
|
| Caleres Inc.
| 24,300
| 816
|
| *
| Liberty Media Corp.-Liberty Live Class C
| 21,317
| 816
|
| *
| Dave & Buster's Entertainment Inc.
| 20,384
| 811
|
|
| Buckle Inc.
| 21,217
| 784
|
| *
| Life Time Group Holdings Inc.
| 41,412
| 780
|
| *
| Peloton Interactive Inc. Class A
| 226,241
| 765
|
| *
| Lions Gate Entertainment Corp. Class B
| 88,271
| 756
|
| *
| Madison Square Garden Entertainment Corp. Class A
| 21,871
| 749
|
| *
| Under Armour Inc. Class C
| 114,093
| 745
|
| *
| Central Garden & Pet Co. Class A
| 22,486
| 743
|
| *
| Sabre Corp.
| 274,300
| 732
|
|
| Steelcase Inc. Class A
| 55,928
| 725
|
| *
| Cars.com Inc.
| 36,500
| 719
|
| *
| Arlo Technologies Inc.
| 54,828
| 715
|
| *
| Liberty Media Corp.-Liberty Live Class A
| 19,019
| 713
|
| *
| National Vision Holdings Inc.
| 53,704
| 703
|
| *
| G-III Apparel Group Ltd.
| 25,976
| 703
|
|
| Jack in the Box Inc.
| 13,756
| 701
|
| *
| Sally Beauty Holdings Inc.
| 65,334
| 701
|
| *
| Sphere Entertainment Co.
| 19,382
| 680
|
|
| Winmark Corp.
| 1,926
| 679
|
| *
| Lions Gate Entertainment Corp. Class A
| 70,265
| 662
|
|
| Monarch Casino & Resort Inc.
| 9,587
| 653
|
|
| Cracker Barrel Old Country Store Inc.
| 15,243
| 643
|
| *
| Emerald Holding Inc.
| 107,976
| 614
|
|
| Wolverine World Wide Inc.
| 45,132
| 610
|
|
| Hibbett Inc.
| 6,848
| 597
|
| *
| Integral Ad Science Holding Corp.
| 60,118
| 584
|
| *
| Central Garden & Pet Co.
| 15,120
| 582
|
| *
| QuinStreet Inc.
| 34,959
| 580
|
| *
| BJ's Restaurants Inc.
| 16,148
| 560
|
| *
| Udemy Inc.
| 63,982
| 552
|
|
| Arhaus Inc. Class A
| 32,331
| 548
|
|
| Allegiant Travel Co.
| 10,482
| 527
|
|
| Interface Inc. Class A
| 35,478
| 521
|
| *
| American Axle & Manufacturing Holdings Inc.
| 72,396
| 506
|
| *
| Coursera Inc.
| 70,601
| 506
|
| *
| Viad Corp.
| 14,866
| 505
|
| *
| Driven Brands Holdings Inc.
| 39,665
| 505
|
| *
| XPEL Inc.
| 14,093
| 501
|
|
| Sonic Automotive Inc. Class A
| 9,075
| 494
|
| *
| Leslie's Inc.
| 117,675
| 493
|
|
| Matthews International Corp. Class A
| 19,642
| 492
|
| *
| Malibu Boats Inc. Class A
| 13,979
| 490
|
|
| Sturm Ruger & Co. Inc.
| 11,636
| 485
|
|
| Monro Inc.
| 20,203
| 482
|
| *
| Revolve Group Inc. Class A
| 29,900
| 476
|
|
| Scholastic Corp.
| 13,210
| 469
|
|
| Camping World Holdings Inc. Class A
| 26,182
| 468
|
| *
| Beazer Homes USA Inc.
| 16,992
| 467
|
| *
| Mister Car Wash Inc.
| 65,542
| 467
|
|
| Krispy Kreme Inc.
| 43,245
| 465
|
|
| Ethan Allen Interiors Inc.
| 16,422
| 458
|
| *
| Vizio Holding Corp. Class A
| 42,297
| 457
|
| 1
| Sirius XM Holdings Inc.
| 157,731
| 446
|
| *
| Gannett Co. Inc.
| 96,200
| 443
|
| *
| Figs Inc. Class A
| 82,563
| 440
|
|
| Golden Entertainment Inc.
| 13,829
| 430
|
| *
| MarineMax Inc.
| 13,108
| 424
|
| *
| Dream Finders Homes Inc. Class A
| 16,072
| 415
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Everi Holdings Inc.
| 46,866
| 394
|
| *
| Thryv Holdings Inc.
| 22,100
| 394
|
|
| Shoe Carnival Inc.
| 10,530
| 388
|
|
| Dine Brands Global Inc.
| 10,679
| 387
|
| *
| Universal Technical Institute Inc.
| 24,531
| 386
|
|
| Smith & Wesson Brands Inc.
| 26,547
| 381
|
| *
| Stagwell Inc. Class A
| 55,590
| 379
|
| *
| Beyond Inc.
| 28,771
| 376
|
| *
| Sun Country Airlines Holdings Inc.
| 29,826
| 375
|
|
| A-Mark Precious Metals Inc.
| 11,532
| 373
|
| *
| Hovnanian Enterprises Inc. Class A
| 2,630
| 373
|
| *
| Portillo's Inc. Class A
| 38,368
| 373
|
| *
| Rush Street Interactive Inc.
| 38,600
| 370
|
| *
| Hawaiian Holdings Inc.
| 28,853
| 359
|
| *
| First Watch Restaurant Group Inc.
| 20,063
| 352
|
| *
| Accel Entertainment Inc. Class A
| 34,084
| 350
|
| *
| Chuy's Holdings Inc.
| 13,028
| 338
|
| *
| Clean Energy Fuels Corp.
| 124,439
| 332
|
| *
| Liquidity Services Inc.
| 16,457
| 329
|
| *
| Daily Journal Corp.
| 818
| 323
|
| *,1
| Atlanta Braves Holdings Inc. Class A
| 7,675
| 317
|
| *
| PlayAGS Inc.
| 27,501
| 316
|
| *
| Corsair Gaming Inc.
| 28,628
| 316
|
| *
| Hertz Global Holdings Inc.
| 86,328
| 305
|
|
| Guess? Inc.
| 14,760
| 301
|
|
| Sinclair Inc.
| 22,500
| 300
|
| 1
| Spirit Airlines Inc.
| 79,501
| 291
|
| *
| Stoneridge Inc.
| 18,241
| 291
|
| *
| Xponential Fitness Inc. Class A
| 18,173
| 284
|
| *
| Lindblad Expeditions Holdings Inc.
| 29,347
| 283
|
|
| Standard Motor Products Inc.
| 9,985
| 277
|
|
| RCI Hospitality Holdings Inc.
| 6,314
| 275
|
|
| Haverty Furniture Cos. Inc.
| 10,734
| 271
|
| *
| Instructure Holdings Inc.
| 11,518
| 270
|
| *
| Denny's Corp.
| 37,823
| 269
|
| *
| Bally's Corp.
| 21,875
| 262
|
|
| Movado Group Inc.
| 10,482
| 261
|
| *
| America's Car-Mart Inc.
| 4,309
| 259
|
| *
| Clear Channel Outdoor Holdings Inc.
| 181,601
| 256
|
| *
| Lincoln Educational Services Corp.
| 21,600
| 256
|
| *
| Kura Sushi USA Inc. Class A
| 4,046
| 255
|
|
| Global Industrial Co.
| 8,121
| 255
|
| *
| American Public Education Inc.
| 14,286
| 251
|
| *
| Eastman Kodak Co.
| 46,489
| 250
|
| *
| Stitch Fix Inc. Class A
| 59,923
| 249
|
| 1
| Bowlero Corp. Class A
| 17,051
| 247
|
| *
| Lovesac Co.
| 10,900
| 246
|
| *,1
| Luminar Technologies Inc. Class A
| 164,987
| 246
|
| *
| Funko Inc. Class A
| 24,100
| 235
|
|
| Rush Enterprises Inc. Class B
| 5,850
| 230
|
| *
| Genesco Inc.
| 8,865
| 229
|
|
| Carriage Services Inc. Class A
| 8,479
| 228
|
| *
| MasterCraft Boat Holdings Inc.
| 11,800
| 223
|
| *
| AMC Networks Inc. Class A
| 22,780
| 220
|
|
| Designer Brands Inc. Class A
| 32,252
| 220
|
| *
| Petco Health & Wellness Co. Inc. Class A
| 56,651
| 214
|
| *
| RealReal Inc.
| 66,800
| 213
|
| *
| Savers Value Village Inc.
| 17,243
| 211
|
| *
| Boston Omaha Corp. Class A
| 15,593
| 210
|
|
| Rocky Brands Inc.
| 5,601
| 207
|
| *
| Zumiez Inc.
| 10,629
| 207
|
|
| Build-A-Bear Workshop Inc.
| 8,127
| 205
|
| *
| 1-800-Flowers.com Inc. Class A
| 21,198
| 202
|
| *
| European Wax Center Inc. Class A
| 20,055
| 199
|
| *
| Biglari Holdings Inc. Class A
| 216
| 197
|
| *
| National CineMedia Inc.
| 44,600
| 196
|
| *
| Chegg Inc.
| 61,656
| 195
|
| *
| Cardlytics Inc.
| 23,301
| 191
|
|
| Gray Television Inc.
| 36,426
| 189
|
| *
| Turtle Beach Corp.
| 13,183
| 189
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Aaron's Co. Inc.
| 18,696
| 187
|
| *
| Tile Shop Holdings Inc.
| 26,800
| 186
|
| *
| El Pollo Loco Holdings Inc.
| 16,271
| 184
|
| *
| OneWater Marine Inc. Class A
| 6,600
| 182
|
|
| Marcus Corp.
| 15,780
| 179
|
| *
| Potbelly Corp.
| 21,880
| 176
|
|
| Arko Corp.
| 27,900
| 175
|
| *
| Qurate Retail Inc. Class A
| 266,634
| 168
|
| *,1
| iRobot Corp.
| 17,796
| 162
|
|
| Superior Group of Cos. Inc.
| 8,001
| 151
|
|
| Weyco Group Inc.
| 4,901
| 149
|
| *
| Full House Resorts Inc.
| 29,586
| 148
|
| *
| Lands' End Inc.
| 10,900
| 148
|
| *
| Legacy Housing Corp.
| 6,400
| 147
|
|
| Clarus Corp.
| 21,337
| 144
|
| *,1
| Wheels Up Experience Inc.
| 75,718
| 143
|
|
| J. Jill Inc.
| 4,000
| 140
|
| *
| Cricut Inc. Class A
| 23,296
| 140
|
| *
| Smith Douglas Homes Corp. Class A
| 5,974
| 140
|
| *
| EW Scripps Co. Class A
| 44,261
| 139
|
|
| Flexsteel Industries Inc.
| 4,330
| 134
|
| *
| GoPro Inc. Class A
| 93,976
| 133
|
| *
| SES AI Corp.
| 106,300
| 133
|
| *
| Sleep Number Corp.
| 13,537
| 130
|
| *,1
| Frontier Group Holdings Inc.
| 26,032
| 128
|
| *
| Destination XL Group Inc.
| 34,900
| 127
|
| *
| Outbrain Inc.
| 25,574
| 127
|
| *
| Vera Bradley Inc.
| 19,900
| 125
|
| *
| Cooper-Standard Holdings Inc.
| 10,000
| 124
|
| *
| LiveOne Inc.
| 73,227
| 115
|
|
| Virco Manufacturing Corp.
| 8,208
| 114
|
| *
| Holley Inc.
| 31,500
| 113
|
| *
| BARK Inc.
| 62,355
| 113
|
| *
| Red Robin Gourmet Burgers Inc.
| 14,100
| 107
|
|
| Lakeland Industries Inc.
| 4,633
| 106
|
| *
| Blink Charging Co.
| 37,833
| 104
|
| *
| Universal Electronics Inc.
| 8,830
| 103
|
|
| Acme United Corp.
| 2,909
| 102
|
|
| Cato Corp. Class A
| 18,491
| 102
|
|
| Johnson Outdoors Inc. Class A
| 2,929
| 102
|
|
| Nathan's Famous Inc.
| 1,509
| 102
|
|
| Townsquare Media Inc. Class A
| 9,269
| 102
|
| *
| AMMO Inc.
| 60,739
| 102
|
| *
| Angi Inc. Class A
| 51,994
| 100
|
| *
| American Outdoor Brands Inc.
| 11,061
| 100
|
| *
| Playstudios Inc.
| 47,646
| 99
|
| *
| Latham Group Inc.
| 32,438
| 98
|
| *
| Landsea Homes Corp.
| 10,500
| 96
|
| *
| iHeartMedia Inc. Class A
| 81,059
| 88
|
| *
| Citi Trends Inc.
| 3,954
| 84
|
| *
| Motorcar Parts of America Inc.
| 13,428
| 83
|
|
| Bassett Furniture Industries Inc.
| 5,800
| 82
|
| *
| Superior Industries International Inc.
| 25,107
| 82
|
| *
| Strattec Security Corp.
| 3,216
| 80
|
|
| Entravision Communications Corp. Class A
| 38,303
| 78
|
| *
| Kewaunee Scientific Corp.
| 1,646
| 78
|
|
| Canterbury Park Holding Corp.
| 3,400
| 74
|
| *
| ThredUp Inc. Class A
| 41,643
| 71
|
| *,1
| Mondee Holdings Inc. Class A
| 29,400
| 71
|
| *
| Tilly's Inc. Class A
| 11,657
| 70
|
| *,1
| ContextLogic Inc. Class A
| 12,102
| 69
|
| *
| Nerdy Inc.
| 40,600
| 68
|
|
| Marine Products Corp.
| 6,508
| 66
|
| *
| WW International Inc.
| 56,463
| 66
|
| *
| ONE Group Hospitality Inc.
| 15,411
| 65
|
| *,1
| Vuzix Corp.
| 47,800
| 65
|
| *
| Fossil Group Inc.
| 42,400
| 61
|
|
| Escalade Inc.
| 4,321
| 60
|
| *
| Sportsman's Warehouse Holdings Inc.
| 25,100
| 60
|
|
| Hooker Furnishings Corp.
| 4,101
| 59
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| NL Industries Inc.
| 9,161
| 55
|
| *,1
| Tupperware Brands Corp.
| 37,700
| 53
|
| *
| JAKKS Pacific Inc.
| 2,879
| 52
|
| *
| Mesa Air Group Inc.
| 29,600
| 51
|
|
| Big 5 Sporting Goods Corp.
| 16,718
| 49
|
| *
| Lee Enterprises Inc.
| 4,325
| 48
|
| *
| Purple Innovation Inc. Class A
| 45,093
| 47
|
| *
| Traeger Inc.
| 18,573
| 45
|
| *
| Century Casinos Inc.
| 15,363
| 43
|
| *
| Noodles & Co. Class A
| 27,098
| 43
|
| *
| Allbirds Inc. Class A
| 86,668
| 43
|
|
| Lifetime Brands Inc.
| 4,913
| 42
|
| *,1
| Big Lots Inc.
| 23,152
| 40
|
| *
| RumbleON Inc. Class B
| 9,789
| 40
|
| *
| Sonder Holdings Inc.
| 8,360
| 39
|
| *,1
| Canoo Inc.
| 15,225
| 32
|
| *
| Spruce Power Holding Corp.
| 7,850
| 29
|
| *
| Lulu's Fashion Lounge Holdings Inc.
| 15,108
| 28
|
| *,1
| Rent the Runway Inc. Class A
| 1,522
| 27
|
| *
| Kartoon Studios Inc.
| 25,381
| 26
|
| *
| Duluth Holdings Inc. Class B
| 6,600
| 24
|
| *
| Marchex Inc. Class B
| 15,105
| 23
|
|
| CuriosityStream Inc.
| 20,600
| 23
|
| *
| Vacasa Inc. Class A
| 4,565
| 22
|
| *
| FlexShopper Inc.
| 16,024
| 21
|
| *
| Cumulus Media Inc. Class A
| 10,024
| 20
|
|
| Hamilton Beach Brands Holding Co. Class A
| 1,084
| 19
|
| *
| Kirkland's Inc.
| 7,661
| 12
|
| *
| Solo Brands Inc. Class A
| 5,272
| 12
|
| *
| Owlet Inc.
| 2,945
| 12
|
| *
| Container Store Group Inc.
| 18,110
| 10
|
| *
| Focus Universal Inc.
| 24,900
| 6
|
| *,2
| Luby's Inc.
| 6,211
| 6
|
| *
| Beasley Broadcast Group Inc. Class A
| 5,320
| 4
|
| *,1,2
| SRAX Inc.
| 7,476
| 1
|
| *,2
| Marriott International Lodging Ltd.
| 62,955
| —
|
|
|
|
|
|
|
| 4,699,313
|
| Consumer Staples (2.6%)
|
|
| Procter & Gamble Co.
| 1,544,079
| 254,650
|
|
| Coca-Cola Co.
| 2,533,111
| 161,233
|
|
| PepsiCo Inc.
| 899,500
| 148,355
|
|
| Philip Morris International Inc.
| 1,017,636
| 103,117
|
|
| Mondelez International Inc. Class A
| 877,084
| 57,396
|
|
| Colgate-Palmolive Co.
| 533,227
| 51,744
|
|
| Altria Group Inc.
| 1,121,272
| 51,074
|
|
| McKesson Corp.
| 85,077
| 49,688
|
|
| CVS Health Corp.
| 820,825
| 48,478
|
|
| Kimberly-Clark Corp.
| 220,828
| 30,518
|
|
| Constellation Brands Inc. Class A
| 107,731
| 27,717
|
|
| Cencora Inc.
| 108,926
| 24,541
|
|
| Corteva Inc.
| 450,653
| 24,308
|
| *
| Monster Beverage Corp.
| 483,723
| 24,162
|
|
| Keurig Dr Pepper Inc.
| 712,223
| 23,788
|
|
| General Mills Inc.
| 370,268
| 23,423
|
|
| Sysco Corp.
| 324,892
| 23,194
|
|
| Kenvue Inc.
| 1,250,091
| 22,727
|
|
| Kroger Co.
| 425,807
| 21,261
|
|
| Archer-Daniels-Midland Co.
| 324,928
| 19,642
|
|
| Hershey Co.
| 96,920
| 17,817
|
|
| Kraft Heinz Co.
| 513,877
| 16,557
|
|
| Church & Dwight Co. Inc.
| 159,049
| 16,490
|
|
| McCormick & Co. Inc. (Non-Voting)
| 164,846
| 11,694
|
|
| Clorox Co.
| 80,510
| 10,987
|
|
| Tyson Foods Inc. Class A
| 187,082
| 10,690
|
|
| Kellanova
| 178,029
| 10,269
|
|
| Bunge Global SA
| 92,215
| 9,846
|
|
| Casey's General Stores Inc.
| 24,064
| 9,182
|
|
| Conagra Brands Inc.
| 315,333
| 8,962
|
|
| Brown-Forman Corp. Class B
| 203,313
| 8,781
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| US Foods Holding Corp.
| 160,957
| 8,527
|
|
| Lamb Weston Holdings Inc.
| 93,733
| 7,881
|
|
| J M Smucker Co.
| 65,381
| 7,129
|
| *
| Performance Food Group Co.
| 101,479
| 6,709
|
|
| Hormel Foods Corp.
| 202,283
| 6,168
|
| *
| Celsius Holdings Inc.
| 107,132
| 6,116
|
|
| Molson Coors Beverage Co. Class B
| 116,009
| 5,897
|
|
| Campbell Soup Co.
| 125,993
| 5,694
|
| *
| Sprouts Farmers Market Inc.
| 66,026
| 5,524
|
|
| Walgreens Boots Alliance Inc.
| 453,259
| 5,482
|
| *
| BellRing Brands Inc.
| 86,286
| 4,930
|
|
| Ingredion Inc.
| 42,948
| 4,926
|
|
| Albertsons Cos. Inc. Class A
| 221,021
| 4,365
|
| *
| Freshpet Inc.
| 31,911
| 4,129
|
| *
| Darling Ingredients Inc.
| 102,958
| 3,784
|
|
| Coca-Cola Consolidated Inc.
| 3,224
| 3,498
|
| *
| Post Holdings Inc.
| 31,545
| 3,286
|
|
| Flowers Foods Inc.
| 130,903
| 2,906
|
|
| Lancaster Colony Corp.
| 12,324
| 2,329
|
|
| Primo Water Corp.
| 98,490
| 2,153
|
| *
| Simply Good Foods Co.
| 58,309
| 2,107
|
|
| WD-40 Co.
| 8,936
| 1,963
|
|
| Cal-Maine Foods Inc.
| 26,954
| 1,647
|
|
| Spectrum Brands Holdings Inc.
| 18,906
| 1,625
|
|
| Energizer Holdings Inc.
| 49,725
| 1,469
|
| *
| Boston Beer Co. Inc. Class A
| 4,652
| 1,419
|
|
| Edgewell Personal Care Co.
| 33,828
| 1,360
|
| *
| Grocery Outlet Holding Corp.
| 60,118
| 1,330
|
|
| J & J Snack Foods Corp.
| 7,377
| 1,198
|
|
| Brown-Forman Corp. Class A
| 25,690
| 1,134
|
| *
| TreeHouse Foods Inc.
| 30,729
| 1,126
|
|
| Andersons Inc.
| 20,748
| 1,029
|
| *
| Chefs' Warehouse Inc.
| 24,617
| 963
|
|
| Reynolds Consumer Products Inc.
| 33,928
| 949
|
| *
| Vital Farms Inc.
| 20,289
| 949
|
|
| Vector Group Ltd.
| 88,188
| 932
|
| *
| Pilgrim's Pride Corp.
| 22,298
| 858
|
|
| National Beverage Corp.
| 15,304
| 784
|
|
| Universal Corp.
| 16,258
| 783
|
| *
| Vita Coco Co. Inc.
| 27,555
| 767
|
|
| MGP Ingredients Inc.
| 10,236
| 762
|
|
| Weis Markets Inc.
| 11,489
| 721
|
|
| Ingles Markets Inc. Class A
| 10,412
| 714
|
| *
| Herbalife Ltd.
| 62,910
| 654
|
|
| Utz Brands Inc.
| 38,353
| 638
|
|
| WK Kellogg Co.
| 37,560
| 618
|
|
| Fresh Del Monte Produce Inc.
| 24,817
| 542
|
| *
| United Natural Foods Inc.
| 39,940
| 523
|
|
| Seaboard Corp.
| 161
| 509
|
|
| John B Sanfilippo & Son Inc.
| 5,217
| 507
|
|
| SpartanNash Co.
| 25,540
| 479
|
| *
| Hain Celestial Group Inc.
| 63,791
| 441
|
|
| B&G Foods Inc.
| 46,582
| 376
|
|
| Nu Skin Enterprises Inc. Class A
| 35,698
| 376
|
|
| Turning Point Brands Inc.
| 11,701
| 375
|
| *
| USANA Health Sciences Inc.
| 7,561
| 342
|
|
| Tootsie Roll Industries Inc.
| 11,187
| 342
|
| *,1
| Beyond Meat Inc.
| 42,680
| 286
|
| *
| Mission Produce Inc.
| 28,628
| 283
|
|
| ACCO Brands Corp.
| 59,091
| 278
|
|
| Calavo Growers Inc.
| 12,130
| 275
|
|
| Oil-Dri Corp. of America
| 3,586
| 230
|
| *
| BRC Inc. Class A
| 36,500
| 224
|
| *
| Westrock Coffee Co.
| 21,900
| 224
|
|
| Natural Grocers by Vitamin Cottage Inc.
| 9,195
| 195
|
|
| Limoneira Co.
| 9,259
| 193
|
| *
| Duckhorn Portfolio Inc.
| 27,109
| 192
|
| *
| Whole Earth Brands Inc.
| 37,141
| 181
|
|
| Medifast Inc.
| 7,584
| 165
|
| *
| LifeMD Inc.
| 23,838
| 164
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Mama's Creations Inc.
| 19,100
| 129
|
| *
| Beauty Health Co.
| 66,859
| 128
|
| *
| Olaplex Holdings Inc.
| 81,743
| 126
|
| *
| Seneca Foods Corp. Class A
| 1,969
| 113
|
| *
| Honest Co. Inc.
| 38,800
| 113
|
| *
| Nature's Sunshine Products Inc.
| 6,506
| 98
|
|
| Village Super Market Inc. Class A
| 3,722
| 98
|
| *
| Cibus Inc. Class A
| 8,052
| 79
|
| *
| HF Foods Group Inc.
| 25,551
| 77
|
|
| PetMed Express Inc.
| 17,072
| 69
|
| *
| Veru Inc.
| 82,146
| 69
|
| *
| GrowGeneration Corp.
| 28,800
| 62
|
| *
| Benson Hill Inc.
| 139,100
| 21
|
| *
| ProPhase Labs Inc.
| 3,600
| 15
|
| *
| Natural Alternatives International Inc.
| 2,268
| 14
|
| *
| PLBY Group Inc.
| 14,539
| 11
|
| *
| Zevia PBC Class A
| 16,067
| 11
|
| *
| Local Bounti Corp.
| 2,527
| 7
|
|
|
|
|
|
|
| 1,461,165
|
| Energy (2.4%)
|
|
| Exxon Mobil Corp.
| 2,934,381
| 337,806
|
|
| Chevron Corp.
| 1,147,494
| 179,491
|
|
| ConocoPhillips
| 764,768
| 87,474
|
|
| EOG Resources Inc.
| 375,967
| 47,323
|
|
| Schlumberger NV
| 934,017
| 44,067
|
|
| Marathon Petroleum Corp.
| 230,700
| 40,022
|
|
| Phillips 66
| 277,373
| 39,157
|
|
| Williams Cos. Inc.
| 796,154
| 33,837
|
|
| Valero Energy Corp.
| 213,944
| 33,538
|
|
| ONEOK Inc.
| 380,536
| 31,033
|
|
| Hess Corp.
| 191,666
| 28,275
|
|
| Occidental Petroleum Corp.
| 405,360
| 25,550
|
|
| Cheniere Energy Inc.
| 141,861
| 24,802
|
|
| Kinder Morgan Inc.
| 1,233,338
| 24,506
|
|
| Diamondback Energy Inc.
| 116,478
| 23,318
|
|
| Baker Hughes Co. Class A
| 656,088
| 23,075
|
|
| Devon Energy Corp.
| 411,322
| 19,497
|
|
| Targa Resources Corp.
| 144,680
| 18,632
|
|
| Halliburton Co.
| 518,747
| 17,523
|
| *
| First Solar Inc.
| 66,170
| 14,919
|
|
| Coterra Energy Inc.
| 462,290
| 12,329
|
|
| EQT Corp.
| 290,967
| 10,760
|
|
| Marathon Oil Corp.
| 369,174
| 10,584
|
| 1
| Texas Pacific Land Corp.
| 11,993
| 8,806
|
| *
| Enphase Energy Inc.
| 84,555
| 8,431
|
|
| Ovintiv Inc.
| 173,511
| 8,132
|
|
| APA Corp.
| 241,594
| 7,113
|
|
| TechnipFMC plc
| 265,985
| 6,956
|
|
| Chesapeake Energy Corp.
| 81,497
| 6,698
|
|
| Chord Energy Corp.
| 38,617
| 6,475
|
| *
| Antero Resources Corp.
| 194,725
| 6,354
|
|
| HF Sinclair Corp.
| 108,405
| 5,782
|
| *
| Weatherford International plc
| 47,139
| 5,772
|
|
| Range Resources Corp.
| 149,793
| 5,023
|
|
| Permian Resources Corp. Class A
| 306,288
| 4,947
|
|
| NOV Inc.
| 260,088
| 4,944
|
| *
| Southwestern Energy Co.
| 720,625
| 4,850
|
|
| Civitas Resources Inc.
| 65,863
| 4,545
|
|
| DT Midstream Inc.
| 63,896
| 4,539
|
|
| Matador Resources Co.
| 74,488
| 4,439
|
| *
| NEXTracker Inc. Class A
| 88,093
| 4,130
|
|
| ChampionX Corp.
| 124,098
| 4,121
|
|
| Murphy Oil Corp.
| 93,018
| 3,836
|
|
| Equitrans Midstream Corp.
| 271,811
| 3,528
|
|
| SM Energy Co.
| 77,151
| 3,335
|
|
| Noble Corp. plc
| 74,584
| 3,330
|
|
| Antero Midstream Corp.
| 222,489
| 3,279
|
|
| PBF Energy Inc. Class A
| 67,768
| 3,119
|
| *
| Tidewater Inc.
| 31,935
| 3,041
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Valaris Ltd.
| 40,225
| 2,997
|
|
| Magnolia Oil & Gas Corp. Class A
| 109,600
| 2,777
|
|
| Arcosa Inc.
| 33,019
| 2,754
|
|
| Patterson-UTI Energy Inc.
| 257,500
| 2,668
|
| *
| Transocean Ltd.
| 488,745
| 2,615
|
|
| California Resources Corp.
| 45,122
| 2,401
|
|
| Cactus Inc. Class A
| 44,233
| 2,333
|
|
| Northern Oil & Gas Inc.
| 61,897
| 2,301
|
|
| Viper Energy Inc. Class A
| 60,079
| 2,255
|
| *
| CNX Resources Corp.
| 91,873
| 2,233
|
|
| Warrior Met Coal Inc.
| 33,513
| 2,104
|
|
| Liberty Energy Inc. Class A
| 98,743
| 2,063
|
|
| Helmerich & Payne Inc.
| 56,400
| 2,038
|
|
| Alpha Metallurgical Resources Inc.
| 7,081
| 1,986
|
|
| Archrock Inc.
| 97,942
| 1,980
|
|
| Peabody Energy Corp.
| 80,123
| 1,772
|
| *
| Oceaneering International Inc.
| 68,942
| 1,631
|
|
| Arch Resources Inc.
| 10,714
| 1,631
|
| *
| CONSOL Energy Inc.
| 13,987
| 1,427
|
| 1
| New Fortress Energy Inc.
| 59,995
| 1,319
|
| *
| Gulfport Energy Corp.
| 8,075
| 1,219
|
|
| Sitio Royalties Corp. Class A
| 49,181
| 1,161
|
| *,1
| Plug Power Inc.
| 497,434
| 1,159
|
|
| Kinetik Holdings Inc. Class A
| 27,681
| 1,147
|
| *
| Diamond Offshore Drilling Inc.
| 71,700
| 1,111
|
| *
| Talos Energy Inc.
| 90,071
| 1,094
|
| *
| Helix Energy Solutions Group Inc.
| 89,793
| 1,072
|
| *
| DNOW Inc.
| 74,488
| 1,023
|
| *
| Array Technologies Inc.
| 98,465
| 1,010
|
|
| Delek US Holdings Inc.
| 39,494
| 978
|
| *
| Par Pacific Holdings Inc.
| 36,239
| 915
|
|
| World Kinect Corp.
| 33,183
| 856
|
|
| Atlas Energy Solutions Inc. Class A
| 42,270
| 842
|
| *
| NextDecade Corp.
| 103,724
| 824
|
|
| Crescent Energy Co. Class A
| 62,455
| 740
|
| *
| Vital Energy Inc.
| 16,456
| 738
|
| *
| Shoals Technologies Group Inc. Class A
| 117,735
| 735
|
|
| Select Water Solutions Inc. Class A
| 65,876
| 705
|
| *
| Fluence Energy Inc.
| 39,386
| 683
|
|
| Core Laboratories Inc.
| 33,200
| 674
|
|
| Comstock Resources Inc.
| 64,686
| 671
|
| *
| Ameresco Inc. Class A
| 23,094
| 665
|
| *
| Green Plains Inc.
| 41,000
| 650
|
| *
| MRC Global Inc.
| 47,905
| 618
|
|
| CVR Energy Inc.
| 22,241
| 595
|
|
| SunCoke Energy Inc.
| 59,664
| 585
|
| *
| SilverBow Resources Inc.
| 14,967
| 566
|
| *
| ProPetro Holding Corp.
| 63,300
| 549
|
| *
| American Superconductor Corp.
| 23,338
| 546
|
| *
| REX American Resources Corp.
| 11,839
| 540
|
| *
| Bristow Group Inc. Class A
| 13,913
| 466
|
| *
| Newpark Resources Inc.
| 55,400
| 460
|
| *
| Nabors Industries Ltd.
| 6,400
| 455
|
|
| VAALCO Energy Inc.
| 72,169
| 452
|
| *
| Dril-Quip Inc.
| 23,177
| 431
|
|
| RPC Inc.
| 68,616
| 429
|
|
| Kodiak Gas Services Inc.
| 14,020
| 382
|
|
| Vitesse Energy Inc.
| 15,243
| 361
|
| *,1
| ChargePoint Holdings Inc.
| 233,000
| 352
|
|
| Granite Ridge Resources Inc.
| 54,888
| 347
|
| *
| Centrus Energy Corp. Class A
| 8,083
| 346
|
|
| Berry Corp.
| 47,100
| 304
|
| *
| TETRA Technologies Inc.
| 81,500
| 282
|
| *,1
| Tellurian Inc.
| 405,500
| 281
|
|
| SandRidge Energy Inc.
| 20,416
| 264
|
|
| Ramaco Resources Inc. Class A
| 18,625
| 232
|
| *
| Montauk Renewables Inc.
| 40,536
| 231
|
| *
| Oil States International Inc.
| 50,800
| 226
|
| *
| DMC Global Inc.
| 14,657
| 211
|
| *
| Natural Gas Services Group Inc.
| 10,000
| 201
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Amplify Energy Corp.
| 27,400
| 186
|
|
| Solaris Oilfield Infrastructure Inc. Class A
| 21,551
| 185
|
| *,1
| EVgo Inc. Class A
| 73,700
| 181
|
|
| Riley Exploration Permian Inc.
| 6,295
| 178
|
| *,1
| FuelCell Energy Inc.
| 270,302
| 173
|
|
| W&T Offshore Inc.
| 74,445
| 159
|
| *
| Forum Energy Technologies Inc.
| 8,700
| 147
|
| *,1
| Solid Power Inc.
| 87,000
| 144
|
| *
| SEACOR Marine Holdings Inc.
| 10,363
| 140
|
| 1
| HighPeak Energy Inc.
| 9,147
| 129
|
| *
| Matrix Service Co.
| 12,854
| 128
|
| *
| Ring Energy Inc.
| 74,543
| 126
|
| *
| Hallador Energy Co.
| 15,236
| 118
|
| *
| ProFrac Holding Corp. Class A
| 15,926
| 118
|
| *,1
| Stem Inc.
| 105,000
| 117
|
| *
| TPI Composites Inc.
| 27,321
| 109
|
|
| Evolution Petroleum Corp.
| 20,558
| 108
|
|
| Ranger Energy Services Inc. Class A
| 9,800
| 103
|
|
| Epsilon Energy Ltd.
| 18,200
| 99
|
| *,1
| Gevo Inc.
| 156,500
| 87
|
| *
| Flotek Industries Inc.
| 16,184
| 79
|
|
| NACCO Industries Inc. Class A
| 2,823
| 78
|
| *,1
| Aemetis Inc.
| 20,069
| 60
|
| *
| OPAL Fuels Inc. Class A
| 14,600
| 60
|
| *
| KLX Energy Services Holdings Inc.
| 11,351
| 56
|
| *
| Geospace Technologies Corp.
| 5,246
| 47
|
|
| PHX Minerals Inc.
| 13,999
| 46
|
| *
| Ideal Power Inc.
| 5,004
| 35
|
| *
| American Resources Corp.
| 26,300
| 19
|
| *
| Beam Global
| 2,828
| 13
|
| *,1
| Enviva Inc.
| 23,600
| 10
|
| *,2
| Novusterra Inc.
| 2,191
| —
|
|
|
|
|
|
|
| 1,340,950
|
| Financials (6.5%)
|
| *
| Berkshire Hathaway Inc. Class B
| 1,071,417
| 435,852
|
|
| JPMorgan Chase & Co.
| 1,878,313
| 379,908
|
|
| Bank of America Corp.
| 4,345,703
| 172,829
|
|
| Wells Fargo & Co.
| 2,279,877
| 135,402
|
|
| Goldman Sachs Group Inc.
| 210,633
| 95,274
|
|
| S&P Global Inc.
| 209,321
| 93,357
|
|
| Progressive Corp.
| 383,116
| 79,577
|
|
| Morgan Stanley
| 796,989
| 77,459
|
|
| Citigroup Inc.
| 1,184,949
| 75,197
|
|
| BlackRock Inc.
| 92,446
| 72,785
|
|
| Charles Schwab Corp.
| 930,235
| 68,549
|
|
| Marsh & McLennan Cos. Inc.
| 322,086
| 67,870
|
|
| Chubb Ltd.
| 265,897
| 67,825
|
|
| Blackstone Inc.
| 467,049
| 57,821
|
|
| Intercontinental Exchange Inc.
| 375,831
| 51,447
|
| *
| Berkshire Hathaway Inc. Class A
| 79
| 48,367
|
|
| CME Group Inc.
| 235,435
| 46,287
|
|
| KKR & Co. Inc.
| 435,841
| 45,868
|
|
| Moody's Corp.
| 101,674
| 42,798
|
|
| PNC Financial Services Group Inc.
| 260,432
| 40,492
|
|
| US Bancorp
| 1,018,577
| 40,437
|
|
| Aon plc Class A
| 135,295
| 39,720
|
|
| Arthur J Gallagher & Co.
| 143,711
| 37,266
|
|
| Truist Financial Corp.
| 874,274
| 33,966
|
|
| Aflac Inc.
| 372,771
| 33,292
|
|
| American International Group Inc.
| 433,514
| 32,184
|
|
| Apollo Global Management Inc.
| 260,377
| 30,743
|
|
| Travelers Cos. Inc.
| 149,732
| 30,446
|
|
| Bank of New York Mellon Corp.
| 487,651
| 29,205
|
|
| Allstate Corp.
| 173,616
| 27,720
|
|
| Ameriprise Financial Inc.
| 64,846
| 27,702
|
|
| MetLife Inc.
| 393,886
| 27,647
|
| *
| Coinbase Global Inc. Class A
| 124,263
| 27,615
|
|
| Prudential Financial Inc.
| 232,450
| 27,241
|
|
| MSCI Inc. Class A
| 49,334
| 23,767
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Arch Capital Group Ltd.
| 234,367
| 23,645
|
|
| Discover Financial Services
| 163,802
| 21,427
|
|
| Hartford Financial Services Group Inc.
| 193,001
| 19,404
|
|
| Willis Towers Watson plc
| 66,752
| 17,498
|
|
| Nasdaq Inc.
| 284,311
| 17,133
|
|
| T. Rowe Price Group Inc.
| 146,314
| 16,871
|
|
| M&T Bank Corp.
| 109,002
| 16,499
|
|
| Fifth Third Bancorp
| 446,942
| 16,309
|
|
| Ares Management Corp. Class A
| 119,612
| 15,942
|
|
| Broadridge Financial Solutions Inc.
| 77,502
| 15,268
|
|
| Raymond James Financial Inc.
| 122,194
| 15,104
|
|
| State Street Corp.
| 186,792
| 13,823
|
|
| LPL Financial Holdings Inc.
| 48,880
| 13,652
|
|
| Brown & Brown Inc.
| 149,715
| 13,386
|
| *
| Markel Group Inc.
| 8,081
| 12,733
|
|
| Huntington Bancshares Inc.
| 947,856
| 12,493
|
|
| Principal Financial Group Inc.
| 153,973
| 12,079
|
|
| Cincinnati Financial Corp.
| 101,940
| 12,039
|
|
| Regions Financial Corp.
| 598,789
| 12,000
|
|
| First Citizens BancShares Inc. Class A
| 7,031
| 11,837
|
|
| Cboe Global Markets Inc.
| 68,299
| 11,615
|
|
| Everest Group Ltd.
| 28,415
| 10,827
|
|
| Northern Trust Corp.
| 127,524
| 10,709
|
|
| Citizens Financial Group Inc.
| 283,864
| 10,228
|
|
| FactSet Research Systems Inc.
| 24,804
| 10,127
|
|
| W R Berkley Corp.
| 126,142
| 9,912
|
| *
| Robinhood Markets Inc. Class A
| 421,507
| 9,572
|
|
| Loews Corp.
| 123,017
| 9,194
|
|
| Reinsurance Group of America Inc.
| 43,351
| 8,899
|
|
| Equitable Holdings Inc.
| 211,722
| 8,651
|
|
| KeyCorp
| 608,589
| 8,648
|
|
| Fidelity National Financial Inc.
| 169,909
| 8,397
|
|
| Interactive Brokers Group Inc. Class A
| 66,388
| 8,139
|
|
| Tradeweb Markets Inc. Class A
| 75,960
| 8,052
|
|
| RenaissanceRe Holdings Ltd.
| 34,710
| 7,758
|
|
| Ally Financial Inc.
| 180,766
| 7,171
|
|
| East West Bancorp Inc.
| 92,098
| 6,744
|
|
| Annaly Capital Management Inc.
| 325,641
| 6,207
|
|
| Carlyle Group Inc.
| 153,109
| 6,147
|
|
| Erie Indemnity Co. Class A
| 16,652
| 6,035
|
|
| Blue Owl Capital Inc. Class A
| 328,385
| 5,829
|
|
| Assurant Inc.
| 34,203
| 5,686
|
|
| American Financial Group Inc.
| 46,002
| 5,659
|
|
| Kinsale Capital Group Inc.
| 14,481
| 5,579
|
|
| First Horizon Corp.
| 350,037
| 5,520
|
|
| Morningstar Inc.
| 18,474
| 5,466
|
|
| Primerica Inc.
| 22,715
| 5,374
|
|
| Unum Group
| 104,691
| 5,351
|
|
| Stifel Financial Corp.
| 63,574
| 5,350
|
|
| MarketAxess Holdings Inc.
| 25,040
| 5,021
|
|
| Webster Financial Corp.
| 113,966
| 4,968
|
|
| Jefferies Financial Group Inc.
| 99,394
| 4,946
|
|
| SEI Investments Co.
| 75,838
| 4,906
|
|
| Globe Life Inc.
| 59,463
| 4,893
|
|
| Old Republic International Corp.
| 158,044
| 4,884
|
|
| Evercore Inc. Class A
| 22,902
| 4,773
|
|
| Corebridge Financial Inc.
| 160,156
| 4,664
|
|
| Franklin Resources Inc.
| 208,480
| 4,660
|
|
| Voya Financial Inc.
| 64,877
| 4,616
|
|
| Houlihan Lokey Inc. Class A
| 34,022
| 4,588
|
|
| AGNC Investment Corp.
| 469,458
| 4,479
|
|
| Commerce Bancshares Inc.
| 77,713
| 4,335
|
|
| Comerica Inc.
| 84,279
| 4,302
|
|
| Zions Bancorp NA
| 97,735
| 4,239
|
|
| Western Alliance Bancorp
| 67,278
| 4,226
|
|
| Invesco Ltd.
| 279,755
| 4,185
|
|
| Popular Inc.
| 47,140
| 4,169
|
| *
| SoFi Technologies Inc.
| 626,169
| 4,139
|
|
| RLI Corp.
| 28,742
| 4,044
|
|
| Wintrust Financial Corp.
| 39,716
| 3,914
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| SouthState Corp.
| 50,508
| 3,860
|
|
| MGIC Investment Corp.
| 178,166
| 3,839
|
|
| Starwood Property Trust Inc.
| 199,233
| 3,773
|
|
| Jackson Financial Inc. Class A
| 50,707
| 3,765
|
|
| OneMain Holdings Inc.
| 77,515
| 3,759
|
|
| Essent Group Ltd.
| 66,888
| 3,758
|
|
| Cullen/Frost Bankers Inc.
| 36,756
| 3,735
|
|
| Pinnacle Financial Partners Inc.
| 46,570
| 3,727
|
|
| Selective Insurance Group Inc.
| 39,591
| 3,715
|
|
| Prosperity Bancshares Inc.
| 60,348
| 3,690
|
|
| Old National Bancorp
| 212,178
| 3,647
|
|
| Ryan Specialty Holdings Inc. Class A
| 61,876
| 3,583
|
|
| Axis Capital Holdings Ltd.
| 50,322
| 3,555
|
|
| Synovus Financial Corp.
| 88,429
| 3,554
|
|
| First American Financial Corp.
| 65,711
| 3,545
|
|
| Rithm Capital Corp.
| 316,640
| 3,455
|
|
| Cadence Bank
| 121,895
| 3,447
|
|
| Lincoln National Corp.
| 108,676
| 3,380
|
| *,1
| Marathon Digital Holdings Inc.
| 169,988
| 3,374
|
| *
| Mr Cooper Group Inc.
| 39,602
| 3,217
|
|
| Hamilton Lane Inc. Class A
| 25,747
| 3,182
|
|
| FNB Corp.
| 231,777
| 3,171
|
|
| Affiliated Managers Group Inc.
| 20,225
| 3,160
|
|
| SLM Corp.
| 145,178
| 3,018
|
|
| White Mountains Insurance Group Ltd.
| 1,647
| 2,993
|
|
| Radian Group Inc.
| 95,656
| 2,975
|
|
| Bank OZK
| 71,046
| 2,913
|
|
| Glacier Bancorp Inc.
| 76,860
| 2,868
|
|
| United Bankshares Inc.
| 86,632
| 2,810
|
|
| Home BancShares Inc.
| 116,512
| 2,792
|
|
| Columbia Banking System Inc.
| 138,556
| 2,756
|
|
| Lazard Inc. Class A
| 72,100
| 2,753
|
|
| Janus Henderson Group plc
| 81,434
| 2,745
|
|
| Moelis & Co. Class A
| 47,563
| 2,704
|
|
| Hanover Insurance Group Inc.
| 21,049
| 2,640
|
|
| Hancock Whitney Corp.
| 54,475
| 2,606
|
|
| FirstCash Holdings Inc.
| 24,634
| 2,584
|
|
| Assured Guaranty Ltd.
| 33,366
| 2,574
|
|
| Piper Sandler Cos.
| 11,019
| 2,536
|
| *
| Enstar Group Ltd.
| 7,705
| 2,355
|
|
| First Financial Bankshares Inc.
| 78,114
| 2,307
|
|
| Kemper Corp.
| 38,675
| 2,295
|
|
| Ameris Bancorp
| 43,077
| 2,169
|
|
| International Bancshares Corp.
| 37,046
| 2,119
|
|
| BGC Group Inc. Class A
| 249,768
| 2,073
|
|
| Associated Banc-Corp
| 97,960
| 2,072
|
|
| Walker & Dunlop Inc.
| 20,949
| 2,057
|
|
| TPG Inc. Class A
| 49,547
| 2,054
|
|
| UMB Financial Corp.
| 24,275
| 2,025
|
|
| Fulton Financial Corp.
| 118,469
| 2,012
|
|
| ServisFirst Bancshares Inc.
| 31,773
| 2,008
|
|
| Valley National Bancorp
| 285,180
| 1,991
|
|
| Atlantic Union Bankshares Corp.
| 59,119
| 1,942
|
|
| United Community Banks Inc.
| 75,735
| 1,928
|
| *
| Clearwater Analytics Holdings Inc. Class A
| 104,120
| 1,928
|
|
| WSFS Financial Corp.
| 40,948
| 1,925
|
|
| Blackstone Mortgage Trust Inc. Class A
| 109,533
| 1,908
|
| *
| Oscar Health Inc. Class A
| 120,451
| 1,906
|
|
| First Bancorp
| 103,334
| 1,890
|
|
| StepStone Group Inc. Class A
| 40,117
| 1,841
|
| *
| Genworth Financial Inc. Class A
| 303,055
| 1,830
|
| *
| Axos Financial Inc.
| 31,511
| 1,801
|
|
| First Hawaiian Inc.
| 86,538
| 1,797
|
| *
| NMI Holdings Inc. Class A
| 52,596
| 1,790
|
|
| CNO Financial Group Inc.
| 63,933
| 1,772
|
| *
| Texas Capital Bancshares Inc.
| 28,912
| 1,768
|
| *
| Brighthouse Financial Inc.
| 40,512
| 1,756
|
|
| Federated Hermes Inc. Class B
| 53,167
| 1,748
|
|
| Artisan Partners Asset Management Inc. Class A
| 42,235
| 1,743
|
|
| Cathay General Bancorp
| 45,973
| 1,734
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| 1
| Arbor Realty Trust Inc.
| 119,827
| 1,720
|
| *
| Credit Acceptance Corp.
| 3,234
| 1,664
|
| *
| Baldwin Insurance Group Inc. Class A
| 46,016
| 1,632
|
|
| PennyMac Financial Services Inc.
| 17,187
| 1,626
|
|
| First Interstate BancSystem Inc. Class A
| 58,498
| 1,624
|
|
| WaFd Inc.
| 56,304
| 1,609
|
| *
| Riot Platforms Inc.
| 170,924
| 1,562
|
|
| PJT Partners Inc. Class A
| 14,404
| 1,554
|
|
| Eastern Bankshares Inc.
| 108,493
| 1,517
|
|
| Pacific Premier Bancorp Inc.
| 65,826
| 1,512
|
|
| Community Financial System Inc.
| 31,935
| 1,508
|
|
| New York Community Bancorp Inc.
| 458,514
| 1,476
|
|
| Bank of Hawaii Corp.
| 25,451
| 1,456
|
|
| Victory Capital Holdings Inc. Class A
| 30,442
| 1,453
|
|
| BankUnited Inc.
| 48,789
| 1,428
|
|
| Simmons First National Corp. Class A
| 80,710
| 1,419
|
|
| BOK Financial Corp.
| 15,414
| 1,413
|
|
| Park National Corp.
| 9,901
| 1,409
|
|
| Independent Bank Corp.
| 27,759
| 1,408
|
|
| Cohen & Steers Inc.
| 19,036
| 1,381
|
|
| CVB Financial Corp.
| 79,809
| 1,376
|
|
| First Financial Bancorp
| 61,691
| 1,371
|
|
| First Merchants Corp.
| 40,465
| 1,347
|
| *
| Palomar Holdings Inc.
| 16,486
| 1,338
|
| *
| Bancorp Inc.
| 33,463
| 1,264
|
| *
| Triumph Financial Inc.
| 15,321
| 1,252
|
| *
| StoneX Group Inc.
| 16,363
| 1,232
|
|
| Virtu Financial Inc. Class A
| 54,467
| 1,223
|
|
| Towne Bank
| 44,601
| 1,216
|
|
| OFG Bancorp
| 32,183
| 1,205
|
|
| Seacoast Banking Corp. of Florida
| 49,909
| 1,180
|
|
| Provident Financial Services Inc.
| 81,388
| 1,168
|
|
| Banner Corp.
| 23,103
| 1,147
|
| *,1
| Upstart Holdings Inc.
| 48,071
| 1,134
|
| *
| Rocket Cos. Inc. Class A
| 82,700
| 1,133
|
|
| Independent Bank Group Inc.
| 24,750
| 1,127
|
|
| Renasant Corp.
| 36,688
| 1,120
|
|
| Virtus Investment Partners Inc.
| 4,811
| 1,087
|
| *
| Enova International Inc.
| 17,312
| 1,078
|
|
| Stewart Information Services Corp.
| 17,372
| 1,078
|
|
| BancFirst Corp.
| 12,263
| 1,075
|
|
| Mercury General Corp.
| 19,781
| 1,051
|
|
| Banc of California Inc.
| 81,198
| 1,038
|
|
| NBT Bancorp Inc.
| 26,645
| 1,028
|
|
| Federal Agricultural Mortgage Corp. Class C
| 5,682
| 1,027
|
|
| Enterprise Financial Services Corp.
| 24,562
| 1,005
|
|
| Trustmark Corp.
| 33,226
| 998
|
|
| Northwest Bancshares Inc.
| 85,607
| 989
|
|
| Heartland Financial USA Inc.
| 22,092
| 982
|
|
| Horace Mann Educators Corp.
| 29,147
| 951
|
|
| Pathward Financial Inc.
| 16,753
| 948
|
|
| Lakeland Financial Corp.
| 15,266
| 939
|
|
| Hilltop Holdings Inc.
| 29,597
| 926
|
|
| S&T Bancorp Inc.
| 27,670
| 924
|
|
| First Commonwealth Financial Corp.
| 66,653
| 920
|
| *
| Customers Bancorp Inc.
| 19,111
| 917
|
|
| WesBanco Inc.
| 32,699
| 913
|
|
| City Holding Co.
| 8,556
| 909
|
|
| WisdomTree Inc.
| 91,621
| 908
|
|
| National Bank Holdings Corp. Class A
| 23,105
| 902
|
|
| Compass Diversified Holdings
| 40,800
| 893
|
|
| Stock Yards Bancorp Inc.
| 17,792
| 884
|
|
| Hope Bancorp Inc.
| 80,705
| 867
|
| *
| Goosehead Insurance Inc. Class A
| 15,096
| 867
|
|
| Ready Capital Corp.
| 104,696
| 856
|
|
| PennyMac Mortgage Investment Trust
| 61,903
| 851
|
|
| First Bancorp (XNGS)
| 26,203
| 836
|
|
| Apollo Commercial Real Estate Finance Inc.
| 83,218
| 815
|
|
| Ladder Capital Corp. Class A
| 72,214
| 815
|
| *
| Skyward Specialty Insurance Group Inc.
| 22,540
| 815
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Two Harbors Investment Corp.
| 61,485
| 812
|
|
| First Busey Corp.
| 32,976
| 798
|
|
| FB Financial Corp.
| 20,045
| 782
|
|
| TriCo Bancshares
| 19,565
| 774
|
|
| Live Oak Bancshares Inc.
| 21,351
| 749
|
| *
| SiriusPoint Ltd.
| 61,122
| 746
|
|
| Franklin BSP Realty Trust Inc.
| 59,221
| 746
|
|
| Navient Corp.
| 50,725
| 739
|
|
| Westamerica Bancorp
| 15,228
| 739
|
|
| Chimera Investment Corp.
| 57,274
| 733
|
|
| Veritex Holdings Inc.
| 34,377
| 725
|
|
| Safehold Inc.
| 37,045
| 715
|
|
| Stellar Bancorp Inc.
| 30,835
| 708
|
|
| Employers Holdings Inc.
| 16,575
| 707
|
|
| Enact Holdings Inc.
| 23,000
| 705
|
|
| Berkshire Hills Bancorp Inc.
| 30,001
| 684
|
|
| Peoples Bancorp Inc.
| 22,717
| 681
|
|
| Cannae Holdings Inc.
| 37,473
| 680
|
|
| Origin Bancorp Inc.
| 21,050
| 668
|
|
| OceanFirst Financial Corp.
| 40,545
| 644
|
| *
| LendingClub Corp.
| 75,742
| 641
|
|
| Claros Mortgage Trust Inc.
| 79,600
| 638
|
|
| ARMOUR Residential REIT Inc.
| 32,944
| 638
|
|
| Safety Insurance Group Inc.
| 8,465
| 635
|
|
| Ellington Financial Inc.
| 51,641
| 624
|
| *
| Encore Capital Group Inc.
| 14,715
| 614
|
|
| Nelnet Inc. Class A
| 6,061
| 611
|
|
| MFA Financial Inc.
| 55,591
| 591
|
|
| Dynex Capital Inc.
| 49,160
| 587
|
| *,1
| Trupanion Inc.
| 19,975
| 587
|
|
| QCR Holdings Inc.
| 9,550
| 573
|
|
| AMERISAFE Inc.
| 13,025
| 572
|
|
| National Western Life Group Inc. Class A
| 1,137
| 565
|
|
| Bank First Corp.
| 6,772
| 559
|
| *
| AssetMark Financial Holdings Inc.
| 15,755
| 544
|
|
| Sandy Spring Bancorp Inc.
| 21,986
| 536
|
|
| Dime Community Bancshares Inc.
| 26,247
| 535
|
| *,1
| Lemonade Inc.
| 31,967
| 527
|
|
| ConnectOne Bancorp Inc.
| 27,819
| 525
|
|
| Nicolet Bankshares Inc.
| 6,240
| 518
|
|
| BrightSpire Capital Inc. Class A
| 90,713
| 517
|
|
| Redwood Trust Inc.
| 79,346
| 515
|
|
| German American Bancorp Inc.
| 14,538
| 514
|
|
| F&G Annuities & Life Inc.
| 13,447
| 512
|
|
| Brookline Bancorp Inc.
| 61,007
| 509
|
|
| First Bancshares Inc.
| 19,531
| 507
|
|
| Community Trust Bancorp Inc.
| 11,278
| 492
|
|
| Merchants Bancorp
| 12,134
| 492
|
|
| Mercantile Bank Corp.
| 11,852
| 481
|
|
| Preferred Bank
| 6,239
| 471
|
|
| Southside Bancshares Inc.
| 16,711
| 461
|
|
| UWM Holdings Corp. Class A
| 66,500
| 461
|
|
| HCI Group Inc.
| 4,980
| 459
|
|
| Heritage Financial Corp.
| 24,999
| 451
|
|
| Univest Financial Corp.
| 19,707
| 450
|
|
| Amerant Bancorp Inc. Class A
| 19,621
| 445
|
|
| Old Second Bancorp Inc.
| 29,667
| 439
|
| *
| PRA Group Inc.
| 21,626
| 425
|
|
| Midland States Bancorp Inc.
| 18,634
| 422
|
|
| First Mid Bancshares Inc.
| 12,767
| 420
|
|
| Burke & Herbert Financial Services Corp.
| 8,192
| 418
|
| *
| CrossFirst Bankshares Inc.
| 29,303
| 411
|
| *
| Ambac Financial Group Inc.
| 31,321
| 402
|
|
| Capitol Federal Financial Inc.
| 73,045
| 401
|
|
| Central Pacific Financial Corp.
| 18,857
| 400
|
|
| TrustCo Bank Corp.
| 13,865
| 399
|
|
| Great Southern Bancorp Inc.
| 6,982
| 388
|
|
| Byline Bancorp Inc.
| 16,290
| 387
|
| *
| NB Bancorp Inc.
| 25,503
| 385
|
|
| Amalgamated Financial Corp.
| 13,999
| 384
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Open Lending Corp.
| 67,137
| 375
|
|
| New York Mortgage Trust Inc.
| 64,067
| 374
|
|
| 1st Source Corp.
| 6,933
| 372
|
|
| Business First Bancshares Inc.
| 17,003
| 370
|
|
| Equity Bancshares Inc. Class A
| 10,342
| 364
|
|
| Premier Financial Corp.
| 17,392
| 356
|
| *
| ProAssurance Corp.
| 28,996
| 354
|
|
| First Community Bankshares Inc.
| 9,546
| 352
|
|
| Eagle Bancorp Inc.
| 18,256
| 345
|
|
| Hanmi Financial Corp.
| 20,656
| 345
|
|
| KKR Real Estate Finance Trust Inc.
| 38,141
| 345
|
|
| Camden National Corp.
| 10,384
| 343
|
| *
| LendingTree Inc.
| 8,224
| 342
|
|
| TFS Financial Corp.
| 27,022
| 341
|
|
| Heritage Commerce Corp.
| 39,071
| 340
|
|
| Washington Trust Bancorp Inc.
| 12,408
| 340
|
|
| Cambridge Bancorp
| 4,871
| 336
|
|
| Independent Bank Corp. (Michigan)
| 12,460
| 336
|
|
| Southern Missouri Bancorp Inc.
| 7,423
| 334
|
| *
| Metropolitan Bank Holding Corp.
| 7,788
| 328
|
|
| TPG RE Finance Trust Inc.
| 37,900
| 327
|
|
| HarborOne Bancorp Inc.
| 29,083
| 324
|
| *
| Hagerty Inc. Class A
| 31,071
| 323
|
|
| Metrocity Bankshares Inc.
| 12,006
| 317
|
| *
| EZCORP Inc. Class A
| 30,070
| 315
|
| *
| Columbia Financial Inc.
| 20,913
| 313
|
|
| Brightsphere Investment Group Inc.
| 13,857
| 307
|
|
| Horizon Bancorp Inc.
| 24,347
| 301
|
| *
| World Acceptance Corp.
| 2,432
| 301
|
|
| Farmers National Banc Corp.
| 23,843
| 298
|
|
| Shore Bancshares Inc.
| 26,065
| 298
|
| *
| Coastal Financial Corp.
| 6,441
| 297
|
|
| CNB Financial Corp.
| 14,373
| 293
|
|
| Diamond Hill Investment Group Inc.
| 2,051
| 289
|
|
| Republic Bancorp Inc. Class A
| 5,332
| 286
|
|
| Arrow Financial Corp.
| 10,928
| 285
|
|
| Northfield Bancorp Inc.
| 29,033
| 275
|
|
| Capital City Bank Group Inc.
| 9,619
| 274
|
|
| Universal Insurance Holdings Inc.
| 14,378
| 270
|
|
| P10 Inc. Class A
| 31,735
| 269
|
| *
| Selectquote Inc.
| 96,684
| 267
|
|
| Flushing Financial Corp.
| 20,120
| 265
|
|
| RBB Bancorp
| 13,800
| 260
|
|
| Tiptree Inc. Class A
| 15,559
| 257
|
|
| Kearny Financial Corp.
| 41,417
| 255
|
| *
| Carter Bankshares Inc.
| 16,854
| 255
|
|
| Bar Harbor Bankshares
| 9,406
| 253
|
|
| First Financial Corp.
| 6,821
| 252
|
|
| Northrim Bancorp Inc.
| 4,327
| 249
|
|
| GCM Grosvenor Inc. Class A
| 25,046
| 244
|
|
| Invesco Mortgage Capital Inc.
| 25,990
| 244
|
|
| Orchid Island Capital Inc.
| 29,283
| 244
|
|
| Peapack-Gladstone Financial Corp.
| 10,598
| 240
|
|
| Oppenheimer Holdings Inc. Class A
| 4,996
| 239
|
| *
| Root Inc. Class A
| 4,574
| 236
|
|
| Peoples Financial Services Corp.
| 5,170
| 235
|
| 1
| Donegal Group Inc. Class B
| 19,934
| 234
|
|
| Home Bancorp Inc.
| 5,803
| 232
|
|
| United Fire Group Inc.
| 10,744
| 231
|
|
| Five Star Bancorp
| 9,655
| 228
|
| *
| Greenlight Capital Re Ltd. Class A
| 17,350
| 227
|
|
| First Foundation Inc.
| 34,444
| 226
|
|
| FS Bancorp Inc.
| 6,138
| 224
|
|
| Tompkins Financial Corp.
| 4,534
| 222
|
|
| Alerus Financial Corp.
| 11,041
| 217
|
|
| First Bank
| 17,027
| 217
|
|
| HomeTrust Bancshares Inc.
| 7,114
| 214
|
|
| Unity Bancorp Inc.
| 7,156
| 212
|
|
| NewtekOne Inc.
| 16,800
| 211
|
|
| Guaranty Bancshares Inc.
| 6,616
| 209
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| American Coastal Insurance Corp.
| 19,600
| 207
|
|
| Waterstone Financial Inc.
| 16,159
| 207
|
|
| Investors Title Co.
| 1,135
| 204
|
| *,1
| Oklo Inc. Class A
| 23,832
| 202
|
| 1
| B. Riley Financial Inc.
| 11,394
| 201
|
|
| Financial Institutions Inc.
| 10,038
| 194
|
|
| Bank of Marin Bancorp
| 11,775
| 191
|
|
| Orange County Bancorp Inc.
| 3,619
| 191
|
|
| Sierra Bancorp
| 8,494
| 190
|
|
| Regional Management Corp.
| 6,593
| 189
|
|
| First of Long Island Corp.
| 18,784
| 188
|
| *
| Blue Foundry Bancorp
| 20,773
| 188
|
|
| Northeast Bank
| 3,074
| 187
|
| *
| Hippo Holdings Inc.
| 10,907
| 187
|
|
| MBIA Inc.
| 33,738
| 185
|
|
| Macatawa Bank Corp.
| 12,695
| 185
|
|
| BayCom Corp.
| 9,050
| 184
|
|
| Southern States Bancshares Inc.
| 6,798
| 184
|
|
| First Bancorp Inc.
| 7,333
| 182
|
| *
| Third Coast Bancshares Inc.
| 8,500
| 181
|
|
| Angel Oak Mortgage REIT Inc.
| 13,600
| 178
|
|
| Parke Bancorp Inc.
| 10,184
| 177
|
|
| ACNB Corp.
| 4,849
| 176
|
|
| Farmers & Merchants Bancorp Inc.
| 7,584
| 176
|
|
| Timberland Bancorp Inc.
| 6,506
| 176
|
|
| John Marshall Bancorp Inc.
| 10,000
| 174
|
|
| PCB Bancorp
| 10,610
| 173
|
|
| James River Group Holdings Ltd.
| 22,386
| 173
|
|
| Red River Bancshares Inc.
| 3,606
| 173
|
|
| West Bancorp Inc.
| 9,617
| 172
|
|
| Community West Bancshares
| 9,286
| 172
|
|
| Codorus Valley Bancorp Inc.
| 7,091
| 170
|
|
| Greene County Bancorp Inc.
| 5,012
| 169
|
|
| Mid Penn Bancorp Inc.
| 7,647
| 168
|
|
| South Plains Financial Inc.
| 6,236
| 168
|
|
| Capital Bancorp Inc.
| 8,094
| 166
|
| *
| California Bancorp
| 7,737
| 166
|
|
| Seven Hills Realty Trust
| 12,900
| 164
|
|
| First Financial Northwest Inc.
| 7,628
| 161
|
|
| First Business Financial Services Inc.
| 4,314
| 160
|
|
| HBT Financial Inc.
| 7,843
| 160
|
|
| MidWestOne Financial Group Inc.
| 7,100
| 160
|
|
| Northeast Community Bancorp Inc.
| 8,905
| 159
|
|
| Civista Bancshares Inc.
| 10,116
| 157
|
|
| Citizens & Northern Corp.
| 8,711
| 156
|
|
| Plumas Bancorp
| 4,330
| 156
|
| 1
| Hingham Institution For Savings
| 862
| 154
|
|
| Oak Valley Bancorp
| 6,168
| 154
|
|
| Guild Holdings Co. Class A
| 10,380
| 154
|
|
| Enterprise Bancorp Inc.
| 6,024
| 150
|
| *
| Provident Bancorp Inc.
| 14,580
| 149
|
| *
| FVCBankcorp Inc.
| 13,437
| 147
|
|
| AFC Gamma Inc.
| 12,000
| 146
|
|
| BV Financial Inc.
| 12,245
| 146
|
|
| Esquire Financial Holdings Inc.
| 3,028
| 144
|
|
| First Internet Bancorp
| 5,320
| 144
|
|
| Orrstown Financial Services Inc.
| 5,232
| 143
|
|
| Citizens Community Bancorp Inc.
| 12,275
| 142
|
| *
| Dave Inc.
| 4,622
| 140
|
|
| Primis Financial Corp.
| 13,308
| 139
|
|
| Colony Bankcorp Inc.
| 11,200
| 137
|
|
| ChoiceOne Financial Services Inc.
| 4,770
| 137
|
|
| Chicago Atlantic Real Estate Finance Inc.
| 8,900
| 137
|
|
| Citizens Financial Services Inc.
| 3,038
| 137
|
| *
| Bridgewater Bancshares Inc.
| 11,567
| 134
|
|
| Ames National Corp.
| 6,500
| 133
|
|
| HomeStreet Inc.
| 11,588
| 132
|
| *
| Southern First Bancshares Inc.
| 4,512
| 132
|
|
| Evans Bancorp Inc.
| 4,577
| 129
|
|
| NexPoint Diversified Real Estate Trust
| 22,737
| 126
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| AlTi Global Inc.
| 23,697
| 123
|
|
| Chemung Financial Corp.
| 2,549
| 122
|
|
| Middlefield Banc Corp.
| 5,094
| 122
|
| *
| Ponce Financial Group Inc.
| 13,205
| 121
|
|
| Granite Point Mortgage Trust Inc.
| 40,300
| 120
|
|
| Fidelity D&D Bancorp Inc.
| 2,713
| 119
|
|
| National Bankshares Inc.
| 4,164
| 118
|
|
| Princeton Bancorp Inc.
| 3,544
| 117
|
| *
| Forge Global Holdings Inc.
| 79,468
| 116
|
|
| BankFinancial Corp.
| 10,939
| 113
|
|
| MainStreet Bancshares Inc.
| 6,374
| 113
|
| *
| Heritage Insurance Holdings Inc.
| 15,504
| 110
|
|
| MVB Financial Corp.
| 5,521
| 103
|
|
| Meridian Corp.
| 9,782
| 103
|
|
| ESSA Bancorp Inc.
| 5,800
| 102
|
|
| Franklin Financial Services Corp.
| 3,600
| 102
|
|
| Western New England Bancorp Inc.
| 14,848
| 102
|
|
| LINKBANCORP Inc.
| 16,648
| 102
|
|
| Hawthorn Bancshares Inc.
| 5,084
| 101
|
|
| AG Mortgage Investment Trust Inc.
| 14,938
| 99
|
| *
| Onity Group Inc.
| 4,011
| 96
|
|
| Norwood Financial Corp.
| 3,727
| 95
|
|
| Investar Holding Corp.
| 6,106
| 94
|
| *
| loanDepot Inc. Class A
| 57,100
| 94
|
|
| Virginia National Bankshares Corp.
| 2,852
| 94
|
|
| BCB Bancorp Inc.
| 8,673
| 92
|
| *
| Southern California Bancorp
| 6,846
| 92
|
|
| SmartFinancial Inc.
| 3,830
| 91
|
|
| Penns Woods Bancorp Inc.
| 4,312
| 89
|
| *
| Pioneer Bancorp Inc.
| 8,918
| 89
|
| *
| Citizens Inc. Class A
| 31,480
| 86
|
| *
| ECB Bancorp Inc.
| 6,780
| 85
|
|
| First Community Corp.
| 4,821
| 83
|
| *
| Kingsway Financial Services Inc.
| 9,900
| 82
|
| *
| Velocity Financial Inc.
| 4,566
| 82
|
|
| C&F Financial Corp.
| 1,671
| 81
|
|
| OP Bancorp
| 8,347
| 80
|
|
| William Penn Bancorp
| 7,000
| 80
|
| *
| NI Holdings Inc.
| 5,165
| 79
|
|
| Sachem Capital Corp.
| 30,000
| 78
|
| *
| Maiden Holdings Ltd.
| 35,700
| 74
|
|
| First Northwest Bancorp
| 7,546
| 73
|
|
| Lument Finance Trust Inc.
| 30,449
| 73
|
|
| Bankwell Financial Group Inc.
| 2,772
| 70
|
|
| Cherry Hill Mortgage Investment Corp.
| 19,275
| 70
|
| *
| ACRES Commercial Realty Corp.
| 5,440
| 69
|
| *
| eHealth Inc.
| 14,951
| 68
|
|
| Silvercrest Asset Management Group Inc. Class A
| 4,379
| 68
|
|
| Eagle Bancorp Montana Inc.
| 5,063
| 67
|
| *
| Security National Financial Corp. Class A
| 8,192
| 65
|
| *
| Sterling Bancorp Inc.
| 12,013
| 63
|
|
| Medallion Financial Corp.
| 7,764
| 60
|
| *
| SWK Holdings Corp.
| 3,546
| 60
|
|
| Bank7 Corp.
| 1,874
| 59
|
|
| Riverview Bancorp Inc.
| 14,806
| 59
|
|
| First United Corp.
| 2,828
| 58
|
|
| Crawford & Co. Class B
| 7,107
| 57
|
|
| Peoples Bancorp of North Carolina Inc.
| 1,927
| 56
|
|
| Nexpoint Real Estate Finance Inc.
| 4,115
| 56
|
|
| Summit State Bank
| 5,830
| 55
|
| *
| Consumer Portfolio Services Inc.
| 5,489
| 54
|
|
| LCNB Corp.
| 3,752
| 52
|
| *
| Oportun Financial Corp.
| 18,084
| 52
|
| *
| First Western Financial Inc.
| 2,900
| 49
|
|
| Finward Bancorp
| 1,917
| 47
|
|
| Westwood Holdings Group Inc.
| 3,791
| 46
|
|
| First Guaranty Bancshares Inc.
| 4,784
| 43
|
|
| Provident Financial Holdings Inc.
| 3,235
| 40
|
|
| First Savings Financial Group Inc.
| 2,109
| 38
|
| *,1
| Blue Ridge Bankshares Inc.
| 14,200
| 37
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Heritage Global Inc.
| 14,800
| 36
|
| *
| GoHealth Inc. Class A
| 3,633
| 35
|
| *
| Doma Holdings Inc.
| 5,696
| 35
|
|
| First Capital Inc.
| 1,002
| 30
|
| *,1
| Bakkt Holdings Inc. Class A
| 1,444
| 27
|
|
| US Global Investors Inc. Class A
| 9,831
| 26
|
|
| AmeriServ Financial Inc.
| 8,751
| 20
|
| *
| Catalyst Bancorp Inc.
| 1,629
| 19
|
| *
| BM Technologies Inc.
| 7,778
| 17
|
|
| Hennessy Advisors Inc.
| 2,219
| 16
|
|
| Hanover Bancorp Inc.
| 750
| 12
|
| *
| Bowhead Specialty Holdings Inc.
| 457
| 12
|
| *
| 1895 Bancorp of Wisconsin Inc.
| 651
| 5
|
|
|
|
|
|
|
| 3,597,049
|
| Health Care (7.0%)
|
|
| Eli Lilly & Co.
| 559,622
| 506,671
|
|
| UnitedHealth Group Inc.
| 602,160
| 306,656
|
|
| Johnson & Johnson
| 1,573,824
| 230,030
|
|
| Merck & Co. Inc.
| 1,657,469
| 205,195
|
|
| AbbVie Inc.
| 1,155,773
| 198,238
|
|
| Thermo Fisher Scientific Inc.
| 249,551
| 138,002
|
|
| Abbott Laboratories
| 1,137,802
| 118,229
|
|
| Amgen Inc.
| 351,202
| 109,733
|
|
| Danaher Corp.
| 435,942
| 108,920
|
|
| Pfizer Inc.
| 3,710,137
| 103,810
|
| *
| Intuitive Surgical Inc.
| 231,861
| 103,143
|
|
| Elevance Health Inc.
| 151,920
| 82,319
|
| *
| Vertex Pharmaceuticals Inc.
| 169,012
| 79,219
|
|
| Stryker Corp.
| 224,158
| 76,270
|
| *
| Boston Scientific Corp.
| 961,479
| 74,044
|
| *
| Regeneron Pharmaceuticals Inc.
| 67,469
| 70,912
|
|
| Medtronic plc
| 868,722
| 68,377
|
|
| Cigna Group
| 185,775
| 61,412
|
|
| Gilead Sciences Inc.
| 817,147
| 56,064
|
|
| Bristol-Myers Squibb Co.
| 1,328,638
| 55,178
|
|
| Zoetis Inc. Class A
| 268,508
| 46,549
|
|
| Becton Dickinson & Co.
| 188,595
| 44,077
|
|
| HCA Healthcare Inc.
| 128,409
| 41,255
|
| *
| Edwards Lifesciences Corp.
| 393,942
| 36,388
|
| *
| Dexcom Inc.
| 260,341
| 29,517
|
|
| Humana Inc.
| 78,559
| 29,354
|
| *
| Moderna Inc.
| 226,089
| 26,848
|
| *
| IDEXX Laboratories Inc.
| 54,105
| 26,360
|
|
| Agilent Technologies Inc.
| 192,377
| 24,938
|
| *
| IQVIA Holdings Inc.
| 112,900
| 23,872
|
| *
| Centene Corp.
| 350,926
| 23,266
|
| *
| Biogen Inc.
| 95,667
| 22,178
|
|
| GE HealthCare Technologies Inc.
| 283,959
| 22,126
|
| *
| Alnylam Pharmaceuticals Inc.
| 82,165
| 19,966
|
|
| ResMed Inc.
| 95,644
| 18,308
|
| *
| Veeva Systems Inc. Class A
| 95,184
| 17,420
|
|
| Cardinal Health Inc.
| 159,307
| 15,663
|
|
| West Pharmaceutical Services Inc.
| 47,446
| 15,628
|
|
| Zimmer Biomet Holdings Inc.
| 133,800
| 14,521
|
|
| STERIS plc
| 64,771
| 14,220
|
| *
| Molina Healthcare Inc.
| 38,689
| 11,502
|
|
| Cooper Cos. Inc.
| 130,410
| 11,385
|
| *
| Hologic Inc.
| 153,062
| 11,365
|
| *
| Align Technology Inc.
| 46,979
| 11,342
|
|
| Baxter International Inc.
| 333,753
| 11,164
|
|
| Labcorp Holdings Inc.
| 54,831
| 11,159
|
| *
| Illumina Inc.
| 104,386
| 10,896
|
| *
| BioMarin Pharmaceutical Inc.
| 125,589
| 10,340
|
|
| Quest Diagnostics Inc.
| 73,029
| 9,996
|
| *
| Avantor Inc.
| 441,565
| 9,361
|
| *
| United Therapeutics Corp.
| 29,310
| 9,337
|
| *
| Insulet Corp.
| 45,990
| 9,281
|
| *
| Neurocrine Biosciences Inc.
| 66,944
| 9,216
|
| *
| Sarepta Therapeutics Inc.
| 58,203
| 9,196
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Revvity Inc.
| 81,541
| 8,550
|
| *
| Tenet Healthcare Corp.
| 63,601
| 8,461
|
|
| Viatris Inc.
| 783,189
| 8,325
|
| *
| Natera Inc.
| 76,807
| 8,317
|
|
| Bio-Techne Corp.
| 102,620
| 7,353
|
| *
| Insmed Inc.
| 106,094
| 7,108
|
| *
| Charles River Laboratories International Inc.
| 33,823
| 6,987
|
|
| Universal Health Services Inc. Class B
| 36,706
| 6,788
|
| *
| Incyte Corp.
| 110,172
| 6,679
|
| *
| Medpace Holdings Inc.
| 16,193
| 6,669
|
|
| Royalty Pharma plc Class A
| 247,628
| 6,530
|
|
| Teleflex Inc.
| 30,573
| 6,430
|
| *
| Catalent Inc.
| 112,726
| 6,339
|
|
| Encompass Health Corp.
| 66,456
| 5,701
|
| *
| Henry Schein Inc.
| 85,004
| 5,449
|
|
| Chemed Corp.
| 9,926
| 5,386
|
| *
| Exact Sciences Corp.
| 121,903
| 5,150
|
| *
| Globus Medical Inc. Class A
| 72,605
| 4,973
|
| *
| Vaxcyte Inc.
| 64,909
| 4,901
|
| *
| HealthEquity Inc.
| 56,310
| 4,854
|
| *
| Solventum Corp.
| 91,699
| 4,849
|
|
| Ensign Group Inc.
| 37,541
| 4,643
|
| *
| Elanco Animal Health Inc.
| 319,660
| 4,613
|
| *
| Intra-Cellular Therapies Inc.
| 65,283
| 4,471
|
|
| Bruker Corp.
| 69,711
| 4,448
|
| *
| Halozyme Therapeutics Inc.
| 84,580
| 4,429
|
| *
| Repligen Corp.
| 34,794
| 4,386
|
| *
| Blueprint Medicines Corp.
| 40,246
| 4,338
|
| *
| DaVita Inc.
| 31,116
| 4,312
|
| *
| Penumbra Inc.
| 23,874
| 4,297
|
| *
| Ionis Pharmaceuticals Inc.
| 89,870
| 4,283
|
| *
| Jazz Pharmaceuticals plc
| 39,978
| 4,267
|
| *
| Masimo Corp.
| 33,225
| 4,184
|
| *
| Exelixis Inc.
| 185,565
| 4,170
|
| *
| Cytokinetics Inc.
| 75,451
| 4,088
|
| *
| Acadia Healthcare Co. Inc.
| 56,627
| 3,825
|
| *
| Glaukos Corp.
| 31,343
| 3,709
|
| *
| REVOLUTION Medicines Inc.
| 95,412
| 3,703
|
| *
| Viking Therapeutics Inc.
| 69,122
| 3,664
|
| *
| Bio-Rad Laboratories Inc. Class A
| 13,296
| 3,631
|
| *
| Lantheus Holdings Inc.
| 45,141
| 3,624
|
|
| Organon & Co.
| 165,722
| 3,430
|
| *
| Madrigal Pharmaceuticals Inc.
| 12,066
| 3,380
|
|
| DENTSPLY SIRONA Inc.
| 132,612
| 3,303
|
| *
| Krystal Biotech Inc.
| 17,346
| 3,185
|
| *
| Option Care Health Inc.
| 114,786
| 3,180
|
| *
| Merit Medical Systems Inc.
| 35,005
| 3,009
|
| *
| TransMedics Group Inc.
| 19,852
| 2,990
|
| *
| Haemonetics Corp.
| 33,297
| 2,755
|
| *
| Avidity Biosciences Inc.
| 65,893
| 2,692
|
| *
| Inspire Medical Systems Inc.
| 19,672
| 2,633
|
| *
| Integer Holdings Corp.
| 22,655
| 2,623
|
| *
| Alkermes plc
| 107,684
| 2,595
|
| *
| RadNet Inc.
| 44,019
| 2,594
|
| *
| Apellis Pharmaceuticals Inc.
| 67,234
| 2,579
|
|
| Select Medical Holdings Corp.
| 69,345
| 2,431
|
| *
| Bridgebio Pharma Inc.
| 92,657
| 2,347
|
| *
| Ultragenyx Pharmaceutical Inc.
| 56,637
| 2,328
|
| *
| Crinetics Pharmaceuticals Inc.
| 51,056
| 2,287
|
|
| Perrigo Co. plc
| 88,261
| 2,267
|
| *
| Guardant Health Inc.
| 78,079
| 2,255
|
| *
| Axonics Inc.
| 33,466
| 2,250
|
| *
| Prestige Consumer Healthcare Inc.
| 32,645
| 2,248
|
| *
| Axsome Therapeutics Inc.
| 26,106
| 2,102
|
| *
| Arrowhead Pharmaceuticals Inc.
| 79,934
| 2,077
|
| *
| iRhythm Technologies Inc.
| 19,250
| 2,072
|
| *
| Hims & Hers Health Inc.
| 102,148
| 2,062
|
| *
| Amicus Therapeutics Inc.
| 201,243
| 1,996
|
| *
| PROCEPT BioRobotics Corp.
| 32,637
| 1,994
|
| *
| Nuvalent Inc. Class A
| 26,242
| 1,991
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Amedisys Inc.
| 21,663
| 1,989
|
| *
| Neogen Corp.
| 127,111
| 1,987
|
| *
| Doximity Inc. Class A
| 70,212
| 1,964
|
| *
| Envista Holdings Corp.
| 117,110
| 1,948
|
| *
| Dyne Therapeutics Inc.
| 54,751
| 1,932
|
| *
| Cerevel Therapeutics Holdings Inc.
| 46,812
| 1,914
|
| *
| ICU Medical Inc.
| 15,842
| 1,881
|
| *
| Tandem Diabetes Care Inc.
| 44,374
| 1,788
|
| *
| Ideaya Biosciences Inc.
| 49,083
| 1,723
|
| *
| Twist Bioscience Corp.
| 34,687
| 1,709
|
| *
| SpringWorks Therapeutics Inc.
| 45,352
| 1,708
|
| *
| ADMA Biologics Inc.
| 152,127
| 1,701
|
| *
| Corcept Therapeutics Inc.
| 51,913
| 1,687
|
| *
| Denali Therapeutics Inc.
| 72,022
| 1,672
|
| *
| Rhythm Pharmaceuticals Inc.
| 40,461
| 1,661
|
| *
| TG Therapeutics Inc.
| 93,167
| 1,657
|
| *
| Azenta Inc.
| 31,455
| 1,655
|
| *
| Enovis Corp.
| 36,223
| 1,637
|
| *
| Agios Pharmaceuticals Inc.
| 37,588
| 1,621
|
| *
| PTC Therapeutics Inc.
| 52,986
| 1,620
|
| *
| Biohaven Ltd.
| 46,254
| 1,605
|
| *
| Inari Medical Inc.
| 33,225
| 1,600
|
| *
| Celldex Therapeutics Inc.
| 43,148
| 1,597
|
| *
| STAAR Surgical Co.
| 32,970
| 1,570
|
| *
| Progyny Inc.
| 54,574
| 1,561
|
| *
| CorVel Corp.
| 6,065
| 1,542
|
| *
| Geron Corp.
| 359,553
| 1,525
|
| *
| Evolent Health Inc. Class A
| 76,160
| 1,456
|
|
| CONMED Corp.
| 20,993
| 1,455
|
| *
| Myriad Genetics Inc.
| 58,423
| 1,429
|
| *
| Vericel Corp.
| 31,125
| 1,428
|
| *
| Arcellx Inc.
| 25,484
| 1,406
|
| *
| Intellia Therapeutics Inc.
| 62,743
| 1,404
|
| *
| RxSight Inc.
| 23,261
| 1,400
|
| *
| agilon health Inc.
| 211,328
| 1,382
|
|
| Patterson Cos. Inc.
| 56,860
| 1,371
|
| *
| Addus HomeCare Corp.
| 11,690
| 1,357
|
| *
| Iovance Biotherapeutics Inc.
| 168,900
| 1,355
|
| *
| Fortrea Holdings Inc.
| 57,658
| 1,346
|
| *
| ACADIA Pharmaceuticals Inc.
| 80,566
| 1,309
|
| *
| Integra LifeSciences Holdings Corp.
| 44,594
| 1,299
|
| *
| Novocure Ltd.
| 73,502
| 1,259
|
| *
| Surgery Partners Inc.
| 52,586
| 1,251
|
| *
| 10X Genomics Inc. Class A
| 64,342
| 1,251
|
|
| Premier Inc. Class A
| 65,748
| 1,228
|
| *
| NeoGenomics Inc.
| 87,102
| 1,208
|
| *
| UFP Technologies Inc.
| 4,565
| 1,205
|
| *
| Protagonist Therapeutics Inc.
| 34,718
| 1,203
|
| *
| Immunovant Inc.
| 45,053
| 1,189
|
| *
| Catalyst Pharmaceuticals Inc.
| 76,188
| 1,180
|
| *
| Certara Inc.
| 83,831
| 1,161
|
| *
| Privia Health Group Inc.
| 65,217
| 1,133
|
| *
| Novavax Inc.
| 89,226
| 1,130
|
| *
| R1 RCM Inc.
| 89,611
| 1,126
|
| *
| Veracyte Inc.
| 51,398
| 1,114
|
| *
| Beam Therapeutics Inc.
| 47,314
| 1,109
|
| *
| Arvinas Inc.
| 41,089
| 1,094
|
| *
| QuidelOrtho Corp.
| 32,801
| 1,090
|
| *
| Recursion Pharmaceuticals Inc. Class A
| 145,144
| 1,089
|
| *
| Teladoc Health Inc.
| 111,142
| 1,087
|
| *
| Syndax Pharmaceuticals Inc.
| 52,955
| 1,087
|
| *
| Mirum Pharmaceuticals Inc.
| 31,701
| 1,084
|
| *
| Ardelyx Inc.
| 146,000
| 1,082
|
| *
| Astrana Health Inc.
| 26,132
| 1,060
|
| *
| Sotera Health Co.
| 85,247
| 1,012
|
|
| LeMaitre Vascular Inc.
| 12,243
| 1,007
|
| *
| Rocket Pharmaceuticals Inc.
| 46,731
| 1,006
|
| *
| Edgewise Therapeutics Inc.
| 55,662
| 1,002
|
| *
| Ligand Pharmaceuticals Inc.
| 11,752
| 990
|
| *
| Kymera Therapeutics Inc.
| 32,962
| 984
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Apogee Therapeutics Inc.
| 25,017
| 984
|
| *
| Supernus Pharmaceuticals Inc.
| 36,654
| 981
|
|
| US Physical Therapy Inc.
| 10,460
| 967
|
| *
| Dynavax Technologies Corp.
| 85,461
| 960
|
| *
| Warby Parker Inc. Class A
| 59,524
| 956
|
| *
| Akero Therapeutics Inc.
| 40,567
| 952
|
|
| National HealthCare Corp.
| 8,738
| 947
|
| *
| MannKind Corp.
| 181,020
| 945
|
| *
| Vera Therapeutics Inc. Class A
| 24,982
| 904
|
| *
| Avadel Pharmaceuticals plc
| 64,011
| 900
|
| *
| Pacira BioSciences Inc.
| 31,254
| 894
|
| *
| Amphastar Pharmaceuticals Inc.
| 21,874
| 875
|
| *
| Kura Oncology Inc.
| 41,109
| 846
|
| *
| Morphic Holding Inc.
| 24,600
| 838
|
| *
| Omnicell Inc.
| 30,920
| 837
|
| *
| Brookdale Senior Living Inc.
| 121,631
| 831
|
| *
| Xencor Inc.
| 43,673
| 827
|
| *
| Nurix Therapeutics Inc.
| 39,327
| 821
|
| *
| BioCryst Pharmaceuticals Inc.
| 129,109
| 798
|
| *
| Keros Therapeutics Inc.
| 17,259
| 789
|
| *
| Phreesia Inc.
| 36,022
| 764
|
| *
| ANI Pharmaceuticals Inc.
| 11,494
| 732
|
| *
| AtriCure Inc.
| 32,046
| 730
|
| *
| Soleno Therapeutics Inc.
| 17,633
| 719
|
| *
| Janux Therapeutics Inc.
| 16,949
| 710
|
| *
| Artivion Inc.
| 26,789
| 687
|
| *
| Alphatec Holdings Inc.
| 65,358
| 683
|
| *
| 4D Molecular Therapeutics Inc.
| 31,864
| 669
|
| *
| Harmony Biosciences Holdings Inc.
| 21,970
| 663
|
| *
| Silk Road Medical Inc.
| 24,351
| 658
|
| *
| Owens & Minor Inc.
| 48,573
| 656
|
| *
| Ocular Therapeutix Inc.
| 94,601
| 647
|
| *
| Tarsus Pharmaceuticals Inc.
| 23,562
| 640
|
| *
| Vir Biotechnology Inc.
| 71,121
| 633
|
| *
| Innoviva Inc.
| 38,215
| 627
|
| *
| Collegium Pharmaceutical Inc.
| 19,128
| 616
|
| *
| Disc Medicine Inc.
| 13,564
| 611
|
| *,1
| Summit Therapeutics Inc.
| 77,925
| 608
|
| *,1
| ImmunityBio Inc.
| 95,957
| 606
|
| *
| Ironwood Pharmaceuticals Inc. Class A
| 91,420
| 596
|
| *
| Arcutis Biotherapeutics Inc.
| 64,105
| 596
|
| *
| Waystar Holding Corp.
| 27,216
| 585
|
| *
| Day One Biopharmaceuticals Inc.
| 41,661
| 574
|
| *
| CareDx Inc.
| 36,859
| 572
|
| *
| Cullinan Therapeutics Inc.
| 32,552
| 568
|
| *
| MiMedx Group Inc.
| 81,101
| 562
|
| *,1
| Enliven Therapeutics Inc.
| 24,048
| 562
|
| *
| Spyre Therapeutics Inc.
| 23,485
| 552
|
| *
| CG oncology Inc.
| 17,171
| 542
|
| *
| BioLife Solutions Inc.
| 25,159
| 539
|
| *
| AdaptHealth Corp. Class A
| 53,335
| 533
|
| *
| Arcus Biosciences Inc.
| 34,801
| 530
|
| *
| Amneal Pharmaceuticals Inc.
| 81,700
| 519
|
| *
| Healthcare Services Group Inc.
| 48,112
| 509
|
| *
| Viridian Therapeutics Inc.
| 39,007
| 507
|
| *
| Alignment Healthcare Inc.
| 64,789
| 507
|
| *
| Liquidia Corp.
| 42,159
| 506
|
| *
| Neumora Therapeutics Inc.
| 51,497
| 506
|
| *
| Avanos Medical Inc.
| 25,354
| 505
|
| *
| Relay Therapeutics Inc.
| 77,145
| 503
|
| *
| Longboard Pharmaceuticals Inc.
| 18,377
| 497
|
| *
| Pennant Group Inc.
| 21,097
| 489
|
|
| Embecta Corp.
| 38,342
| 479
|
| *
| Sana Biotechnology Inc.
| 87,453
| 477
|
| *
| Stoke Therapeutics Inc.
| 34,656
| 468
|
| *
| Cogent Biosciences Inc.
| 55,453
| 467
|
| *
| Harrow Inc.
| 22,257
| 465
|
| *
| Praxis Precision Medicines Inc.
| 10,977
| 454
|
| *
| Travere Therapeutics Inc.
| 54,050
| 444
|
| *
| Maravai LifeSciences Holdings Inc. Class A
| 62,078
| 444
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Atrion Corp.
| 977
| 442
|
| *
| PACS Group Inc.
| 14,933
| 441
|
| *
| iTeos Therapeutics Inc.
| 29,674
| 440
|
| *
| Varex Imaging Corp.
| 29,662
| 437
|
| *
| GoodRx Holdings Inc. Class A
| 56,002
| 437
|
| *
| 89bio Inc.
| 53,428
| 428
|
| *
| Pediatrix Medical Group Inc.
| 55,346
| 418
|
| *
| Celcuity Inc.
| 24,725
| 405
|
| *
| Cytek Biosciences Inc.
| 71,918
| 401
|
| *,1
| Cassava Sciences Inc.
| 32,413
| 400
|
| *
| Dianthus Therapeutics Inc.
| 15,359
| 397
|
| *
| BrightSpring Health Services Inc.
| 34,913
| 397
|
| *
| Kiniksa Pharmaceuticals International plc Class A
| 21,265
| 397
|
| *
| Sage Therapeutics Inc.
| 36,148
| 393
|
| *
| Evolus Inc.
| 36,061
| 391
|
| *
| Pliant Therapeutics Inc.
| 36,322
| 390
|
| *
| Castle Biosciences Inc.
| 17,567
| 382
|
|
| HealthStream Inc.
| 13,624
| 380
|
| *
| Zymeworks Inc.
| 42,300
| 360
|
| *
| Orthofix Medical Inc.
| 26,885
| 357
|
| *
| Perspective Therapeutics Inc.
| 35,471
| 354
|
| *
| Enhabit Inc.
| 39,395
| 351
|
| *
| Applied Therapeutics Inc.
| 74,673
| 349
|
| *
| Adaptive Biotechnologies Corp.
| 95,724
| 347
|
| *
| Immunome Inc.
| 28,381
| 343
|
| *
| REGENXBIO Inc.
| 28,991
| 339
|
| *
| SI-BONE Inc.
| 26,195
| 339
|
| *
| OrthoPediatrics Corp.
| 11,689
| 336
|
| *
| Arbutus Biopharma Corp.
| 107,845
| 333
|
| *
| Surmodics Inc.
| 7,842
| 330
|
| *
| Arcturus Therapeutics Holdings Inc.
| 13,374
| 326
|
| *
| Quanterix Corp.
| 24,560
| 324
|
| *
| AnaptysBio Inc.
| 12,700
| 318
|
| *
| Scholar Rock Holding Corp.
| 38,094
| 317
|
| *
| Tango Therapeutics Inc.
| 36,978
| 317
|
| *
| Y-mAbs Therapeutics Inc.
| 25,975
| 314
|
| *
| KalVista Pharmaceuticals Inc.
| 26,515
| 312
|
| *
| Avid Bioservices Inc.
| 43,517
| 311
|
| *
| Community Health Systems Inc.
| 92,456
| 311
|
| *
| LifeStance Health Group Inc.
| 62,893
| 309
|
|
| National Research Corp.
| 13,198
| 303
|
| *
| Erasca Inc.
| 128,247
| 303
|
| *
| Replimune Group Inc.
| 33,343
| 300
|
| *
| Standard BioTools Inc.
| 168,508
| 298
|
| *
| Zimvie Inc.
| 16,330
| 298
|
| *,1
| Ginkgo Bioworks Holdings Inc. Class A
| 888,735
| 297
|
| *
| Fulgent Genetics Inc.
| 15,018
| 295
|
| *
| Savara Inc.
| 73,243
| 295
|
| *
| EyePoint Pharmaceuticals Inc.
| 33,855
| 295
|
| *
| PetIQ Inc. Class A
| 13,158
| 290
|
| *
| Annexon Inc.
| 58,962
| 289
|
| *
| Astria Therapeutics Inc.
| 31,704
| 289
|
| *
| Olema Pharmaceuticals Inc.
| 26,604
| 288
|
| *,1
| Clover Health Investments Corp. Class A
| 230,600
| 284
|
| *
| Voyager Therapeutics Inc.
| 35,606
| 282
|
| *
| Nuvation Bio Inc.
| 96,553
| 282
|
| *
| ORIC Pharmaceuticals Inc.
| 39,638
| 280
|
| *
| Sharecare Inc.
| 207,400
| 280
|
| *
| Heron Therapeutics Inc.
| 78,614
| 275
|
| *
| GRAIL Inc.
| 17,398
| 267
|
| *
| GeneDx Holdings Corp. Class A
| 10,106
| 264
|
| *
| Neurogene Inc.
| 7,268
| 264
|
|
| iRadimed Corp.
| 5,991
| 263
|
| *
| Editas Medicine Inc.
| 55,877
| 261
|
| *,1
| Phathom Pharmaceuticals Inc.
| 25,360
| 261
|
| *
| MaxCyte Inc.
| 66,640
| 261
|
| *
| Esperion Therapeutics Inc.
| 117,202
| 260
|
| *
| Fulcrum Therapeutics Inc.
| 42,012
| 260
|
|
| Phibro Animal Health Corp. Class A
| 15,356
| 258
|
| *
| Corbus Pharmaceuticals Holdings Inc.
| 5,650
| 256
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| ARS Pharmaceuticals Inc.
| 29,000
| 247
|
| *
| Humacyte Inc.
| 50,925
| 244
|
| *,1
| Emergent BioSolutions Inc.
| 35,612
| 243
|
| *
| Anika Therapeutics Inc.
| 9,542
| 242
|
| *
| OmniAb Inc.
| 64,445
| 242
|
| *
| Alector Inc.
| 52,271
| 237
|
| *
| Vanda Pharmaceuticals Inc.
| 41,986
| 237
|
| *
| HilleVax Inc.
| 16,335
| 236
|
| *,1
| Altimmune Inc.
| 35,370
| 235
|
| *,1
| Anavex Life Sciences Corp.
| 55,577
| 235
|
| *
| Pacific Biosciences of California Inc.
| 170,463
| 234
|
| *,1
| Ocugen Inc.
| 150,100
| 233
|
| *
| Allogene Therapeutics Inc.
| 96,081
| 224
|
| *
| Prime Medicine Inc.
| 43,118
| 222
|
| 1
| LENZ Therapeutics Inc.
| 12,865
| 222
|
| *
| Cargo Therapeutics Inc.
| 13,438
| 221
|
| *
| Delcath Systems Inc.
| 26,212
| 219
|
| *
| Talkspace Inc.
| 94,538
| 217
|
| *
| Health Catalyst Inc.
| 33,373
| 213
|
| *
| Axogen Inc.
| 29,257
| 212
|
| *
| Fate Therapeutics Inc.
| 63,965
| 210
|
| *
| C4 Therapeutics Inc.
| 45,458
| 210
|
| *
| Treace Medical Concepts Inc.
| 31,640
| 210
|
|
| SIGA Technologies Inc.
| 27,490
| 209
|
| *
| Larimar Therapeutics Inc.
| 28,760
| 209
|
| *
| Taysha Gene Therapies Inc.
| 92,210
| 207
|
| *
| ModivCare Inc.
| 7,812
| 205
|
| *
| Orchestra BioMed Holdings Inc.
| 25,094
| 205
|
| *
| Agenus Inc.
| 12,045
| 202
|
| *
| Verve Therapeutics Inc.
| 40,860
| 199
|
| *
| Cabaletta Bio Inc.
| 26,492
| 198
|
| *
| Tyra Biosciences Inc.
| 12,400
| 198
|
| *
| Jasper Therapeutics Inc.
| 8,701
| 198
|
| *
| OraSure Technologies Inc.
| 45,774
| 195
|
| *
| Tactile Systems Technology Inc.
| 16,140
| 193
|
| *
| Terns Pharmaceuticals Inc.
| 28,313
| 193
|
| *
| Third Harmonic Bio Inc.
| 14,820
| 193
|
| *
| Cerus Corp.
| 109,208
| 192
|
| *
| Xeris Biopharma Holdings Inc.
| 84,399
| 190
|
| *
| Enanta Pharmaceuticals Inc.
| 14,469
| 188
|
| *
| Nektar Therapeutics Class A
| 151,005
| 187
|
| *
| DocGo Inc.
| 60,100
| 186
|
| *
| Nevro Corp.
| 21,922
| 185
|
| *
| Entrada Therapeutics Inc.
| 12,607
| 180
|
|
| Tourmaline Bio Inc.
| 13,817
| 178
|
| *
| Paragon 28 Inc.
| 25,752
| 176
|
| *
| ACELYRIN Inc.
| 39,064
| 172
|
| *,1
| CorMedix Inc.
| 39,265
| 170
|
| *
| PepGen Inc.
| 10,654
| 170
|
| *
| Tenaya Therapeutics Inc.
| 54,322
| 168
|
| *
| MacroGenics Inc.
| 38,094
| 162
|
| *
| Accolade Inc.
| 45,110
| 162
|
| *
| Gossamer Bio Inc.
| 178,281
| 161
|
| *
| Revance Therapeutics Inc.
| 62,822
| 161
|
| *
| TScan Therapeutics Inc.
| 27,590
| 161
|
| *
| Kyverna Therapeutics Inc.
| 21,511
| 161
|
| *
| Lexeo Therapeutics Inc.
| 9,914
| 159
|
| *
| Absci Corp.
| 51,403
| 158
|
| *,1
| ArriVent Biopharma Inc.
| 8,443
| 157
|
| *
| Aura Biosciences Inc.
| 20,471
| 155
|
| *
| Atea Pharmaceuticals Inc.
| 46,519
| 154
|
| *
| Lyell Immunopharma Inc.
| 105,726
| 153
|
| *,1
| ProKidney Corp. Class A
| 61,933
| 152
|
| *
| Mersana Therapeutics Inc.
| 74,304
| 149
|
| *
| Avita Medical Inc.
| 18,756
| 149
|
| *
| Semler Scientific Inc.
| 4,289
| 148
|
| *
| Precigen Inc.
| 93,207
| 147
|
| *
| Omeros Corp.
| 35,983
| 146
|
| *
| Inogen Inc.
| 17,882
| 145
|
| *
| Sutro Biopharma Inc.
| 49,072
| 144
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Codexis Inc.
| 46,017
| 143
|
| *
| Organogenesis Holdings Inc. Class A
| 51,218
| 143
|
| *
| Actinium Pharmaceuticals Inc.
| 19,281
| 143
|
| *
| Lexicon Pharmaceuticals Inc.
| 84,532
| 142
|
|
| Utah Medical Products Inc.
| 2,090
| 140
|
| *,1
| Korro Bio Inc.
| 4,115
| 139
|
| *
| Viemed Healthcare Inc.
| 20,899
| 137
|
| *
| Pulmonx Corp.
| 21,458
| 136
|
| *
| Mineralys Therapeutics Inc.
| 11,523
| 135
|
| *
| AngioDynamics Inc.
| 22,092
| 134
|
| *
| Joint Corp.
| 9,539
| 134
|
| *
| Outset Medical Inc.
| 34,549
| 133
|
| *
| Bioventus Inc. Class A
| 23,179
| 133
|
| *
| 2seventy bio Inc.
| 34,344
| 132
|
| *
| Inozyme Pharma Inc.
| 29,430
| 131
|
| *
| Bluebird Bio Inc.
| 132,508
| 130
|
| *
| ChromaDex Corp.
| 47,403
| 129
|
| *,1
| Senseonics Holdings Inc.
| 324,200
| 129
|
| *
| Lineage Cell Therapeutics Inc.
| 128,266
| 128
|
| *
| Black Diamond Therapeutics Inc.
| 27,000
| 126
|
| *,1
| Theravance Biopharma Inc.
| 14,700
| 125
|
| *
| Aquestive Therapeutics Inc.
| 47,200
| 123
|
| *,1
| Renovaro Inc.
| 70,239
| 123
|
| *,1
| Verrica Pharmaceuticals Inc.
| 16,816
| 123
|
| *
| Akebia Therapeutics Inc.
| 119,228
| 122
|
| *,1
| Alto Neuroscience Inc.
| 11,433
| 122
|
| *
| InfuSystem Holdings Inc.
| 17,567
| 120
|
| *
| Sight Sciences Inc.
| 17,683
| 118
|
| *
| Inovio Pharmaceuticals Inc.
| 14,626
| 118
|
| *
| Atossa Therapeutics Inc.
| 98,096
| 117
|
| *
| Aldeyra Therapeutics Inc.
| 34,700
| 115
|
| *
| Nkarta Inc.
| 19,414
| 115
|
| *
| OptimizeRx Corp.
| 11,439
| 114
|
| *
| 908 Devices Inc.
| 22,158
| 114
|
| *
| Coherus Biosciences Inc.
| 65,031
| 113
|
| *,1
| Zynex Inc.
| 12,104
| 113
|
| *
| Electromed Inc.
| 7,476
| 112
|
| *
| ALX Oncology Holdings Inc.
| 18,529
| 112
|
| *
| Accuray Inc.
| 61,258
| 111
|
| *
| Zomedica Corp.
| 759,400
| 111
|
| *
| Scilex Holding Co.
| 56,900
| 110
|
| *
| Immunic Inc.
| 98,039
| 109
|
| *
| XOMA Corp.
| 4,561
| 108
|
| *
| NeuroPace Inc.
| 14,122
| 107
|
| *
| Caribou Biosciences Inc.
| 65,300
| 107
|
| *
| Adverum Biotechnologies Inc.
| 15,577
| 107
|
| *
| Monte Rosa Therapeutics Inc.
| 28,328
| 106
|
| *,1
| OPKO Health Inc.
| 84,261
| 105
|
| *
| Zentalis Pharmaceuticals Inc.
| 24,854
| 102
|
| *
| Multiplan Corp.
| 257,400
| 100
|
| *
| Abeona Therapeutics Inc.
| 23,500
| 100
|
| *
| Vaxart Inc.
| 148,173
| 99
|
| *
| Rigel Pharmaceuticals Inc.
| 11,934
| 98
|
| *
| Coya Therapeutics Inc.
| 15,974
| 97
|
| *
| Poseida Therapeutics Inc. Class A
| 32,859
| 96
|
| *
| Shattuck Labs Inc.
| 24,751
| 96
|
| *
| Inhibrx Biosciences Inc.
| 6,746
| 96
|
| *
| Lifecore Biomedical Inc.
| 18,610
| 95
|
| *
| Achieve Life Sciences Inc.
| 20,200
| 95
|
| *
| Zevra Therapeutics Inc.
| 19,400
| 95
|
| *
| TruBridge Inc.
| 9,434
| 94
|
| *
| Cellectar Biosciences Inc.
| 37,500
| 94
|
| *
| FONAR Corp.
| 5,825
| 93
|
| *,2
| PDL BioPharma Inc.
| 78,003
| 93
|
| *
| Puma Biotechnology Inc.
| 28,100
| 92
|
| *
| ClearPoint Neuro Inc.
| 17,134
| 92
|
| *
| Sanara Medtech Inc.
| 3,200
| 90
|
| *
| Pyxis Oncology Inc.
| 26,643
| 88
|
| *
| Solid Biosciences Inc.
| 14,964
| 85
|
| *,1
| Pulse Biosciences Inc.
| 7,474
| 84
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Quantum-Si Inc.
| 80,152
| 84
|
| *
| Fennec Pharmaceuticals Inc.
| 13,356
| 82
|
| *,1
| Biomea Fusion Inc.
| 17,900
| 81
|
| *
| Cartesian Therapeutics Inc.
| 3,003
| 81
|
| *
| Karyopharm Therapeutics Inc.
| 90,538
| 79
|
| *
| scPharmaceuticals Inc.
| 18,200
| 79
|
| *
| Aveanna Healthcare Holdings Inc.
| 28,788
| 79
|
| *
| 23andMe Holding Co. Class A
| 201,100
| 79
|
| *
| CVRx Inc.
| 6,424
| 77
|
| *,3
| Scilex Holding Co. (Acquired 1/23/23, Cost $390)
| 44,359
| 77
|
| *
| Capricor Therapeutics Inc.
| 16,000
| 76
|
| *
| Generation Bio Co.
| 26,818
| 76
|
| *
| G1 Therapeutics Inc.
| 32,793
| 75
|
| *
| Amylyx Pharmaceuticals Inc.
| 38,707
| 74
|
| *
| Syros Pharmaceuticals Inc.
| 14,309
| 74
|
| *
| Harvard Bioscience Inc.
| 25,649
| 73
|
| *
| Greenwich Lifesciences Inc.
| 4,233
| 73
|
| *
| DiaMedica Therapeutics Inc.
| 24,554
| 72
|
| *
| Ventyx Biosciences Inc.
| 31,028
| 72
|
| *
| Athira Pharma Inc.
| 26,677
| 71
|
| *,1
| Butterfly Network Inc.
| 83,143
| 70
|
| *
| Assertio Holdings Inc.
| 56,592
| 70
|
| *
| Sera Prognostics Inc. Class A
| 11,848
| 70
|
| *
| RAPT Therapeutics Inc.
| 21,985
| 67
|
| *
| Asensus Surgical Inc.
| 202,501
| 67
|
| *
| KORU Medical Systems Inc.
| 24,374
| 65
|
| *
| Tela Bio Inc.
| 13,582
| 64
|
| *
| Acumen Pharmaceuticals Inc.
| 26,300
| 64
|
| *
| Invivyd Inc.
| 58,006
| 64
|
| *
| X4 Pharmaceuticals Inc.
| 107,908
| 63
|
| *
| Stereotaxis Inc.
| 34,516
| 63
|
| *,1
| Citius Pharmaceuticals Inc.
| 106,287
| 62
|
| *
| Galectin Therapeutics Inc.
| 26,902
| 61
|
| *
| Relmada Therapeutics Inc.
| 20,489
| 61
|
| *
| PMV Pharmaceuticals Inc.
| 37,924
| 61
|
| *
| Seer Inc. Class A
| 36,017
| 61
|
| *
| Optinose Inc.
| 57,600
| 60
|
| *
| XBiotech Inc.
| 11,679
| 60
|
| *
| aTyr Pharma Inc.
| 38,420
| 60
|
| *
| FibroGen Inc.
| 65,782
| 59
|
| *
| Kodiak Sciences Inc.
| 24,897
| 59
|
| *
| Foghorn Therapeutics Inc.
| 10,206
| 59
|
| *
| Innovage Holding Corp.
| 11,700
| 58
|
| *,1
| PDS Biotechnology Corp.
| 19,304
| 57
|
| *
| CytomX Therapeutics Inc.
| 46,219
| 56
|
| *,1
| IGM Biosciences Inc.
| 8,083
| 56
|
| *
| Werewolf Therapeutics Inc.
| 23,041
| 56
|
| *
| Cardiff Oncology Inc.
| 24,797
| 55
|
| *
| American Well Corp. Class A
| 170,727
| 55
|
| *
| Eagle Pharmaceuticals Inc.
| 9,445
| 53
|
| *
| Sagimet Biosciences Inc. Class A
| 15,559
| 53
|
| *
| Allakos Inc.
| 52,074
| 52
|
| *,1
| Seres Therapeutics Inc.
| 69,975
| 51
|
| *
| Chimerix Inc.
| 57,135
| 50
|
| *
| Adicet Bio Inc.
| 41,441
| 50
|
| *
| Verastem Inc.
| 16,780
| 50
|
| *
| Aclaris Therapeutics Inc.
| 44,964
| 49
|
| *
| Biote Corp. Class A
| 6,610
| 49
|
| *
| Eton Pharmaceuticals Inc.
| 13,900
| 46
|
| *
| Biodesix Inc.
| 30,322
| 46
|
| *
| Clearside Biomedical Inc.
| 33,500
| 44
|
| *
| Inmune Bio Inc.
| 5,000
| 44
|
| *
| Marinus Pharmaceuticals Inc.
| 37,350
| 44
|
| *
| Forian Inc.
| 16,600
| 44
|
| *
| Hyperfine Inc. Class A
| 49,514
| 42
|
| *
| Gritstone bio Inc.
| 67,016
| 41
|
| *
| Nautilus Biotechnology Inc. Class A
| 17,600
| 41
|
| *
| Outlook Therapeutics Inc.
| 5,578
| 41
|
| *
| Akoya Biosciences Inc.
| 17,202
| 40
|
| *
| Compass Therapeutics Inc.
| 38,900
| 39
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Corvus Pharmaceuticals Inc.
| 20,935
| 38
|
| *
| Kronos Bio Inc.
| 30,839
| 38
|
| *,1
| CEL - SCI Corp.
| 31,842
| 37
|
| *
| Elevation Oncology Inc.
| 13,217
| 36
|
| *
| Acrivon Therapeutics Inc.
| 6,200
| 36
|
| *
| Mural Oncology plc
| 11,445
| 36
|
| *
| Neuronetics Inc.
| 19,481
| 35
|
| *
| Nuvectis Pharma Inc.
| 5,600
| 35
|
| *
| Cidara Therapeutics Inc.
| 2,966
| 35
|
| *
| Ovid therapeutics Inc.
| 43,087
| 33
|
| *
| Trevi Therapeutics Inc.
| 10,828
| 32
|
| *
| LENSAR Inc.
| 7,146
| 32
|
| *
| Cognition Therapeutics Inc.
| 19,437
| 32
|
| *
| Vigil Neuroscience Inc.
| 8,064
| 32
|
| *,1
| Carisma Therapeutics Inc.
| 21,192
| 32
|
| *
| Cue Biopharma Inc.
| 25,288
| 31
|
| *
| Sangamo Therapeutics Inc.
| 87,322
| 31
|
| *
| BioAtla Inc.
| 22,308
| 31
|
| *
| Passage Bio Inc.
| 38,001
| 30
|
| *
| SCYNEXIS Inc.
| 15,090
| 30
|
| *
| Apyx Medical Corp.
| 21,359
| 29
|
| *
| Anixa Biosciences Inc.
| 12,599
| 28
|
| *
| Co-Diagnostics Inc.
| 22,573
| 28
|
| *
| Dyadic International Inc.
| 17,910
| 27
|
| *
| Matinas BioPharma Holdings Inc.
| 164,758
| 26
|
| *
| Immuneering Corp. Class A
| 20,162
| 26
|
| *
| Rallybio Corp.
| 19,513
| 26
|
| *,1
| Genelux Corp.
| 13,500
| 26
|
| *
| CytoSorbents Corp.
| 35,641
| 25
|
| *,1
| Tempus AI Inc. Class A
| 717
| 25
|
| *
| iCAD Inc.
| 18,133
| 24
|
| *,1
| Annovis Bio Inc.
| 4,100
| 24
|
| *
| Inotiv Inc.
| 14,694
| 24
|
| *
| Kezar Life Sciences Inc.
| 37,867
| 23
|
| *
| Curis Inc.
| 3,304
| 23
|
| *
| Atara Biotherapeutics Inc.
| 2,595
| 22
|
| *
| Personalis Inc.
| 18,216
| 21
|
| *
| Precision BioSciences Inc.
| 2,184
| 21
|
| *
| ElectroCore Inc.
| 3,168
| 20
|
| *
| Rapport Therapeutics Inc.
| 876
| 20
|
| *
| Alumis Inc.
| 1,489
| 20
|
| *,1
| Cutera Inc.
| 12,390
| 19
|
| *
| Enzo Biochem Inc.
| 17,620
| 19
|
| *
| IRIDEX Corp.
| 8,974
| 19
|
| *
| Orgenesis Inc.
| 32,261
| 19
|
| *
| Aadi Bioscience Inc.
| 13,200
| 19
|
| *,1
| Palatin Technologies Inc.
| 9,547
| 19
|
| *
| Bioxcel Therapeutics Inc.
| 13,911
| 18
|
| *
| Oncology Institute Inc.
| 39,500
| 18
|
| *
| Retractable Technologies Inc.
| 15,700
| 17
|
| *
| Celularity Inc. Class A
| 5,470
| 17
|
| *
| Exagen Inc.
| 8,667
| 16
|
| *
| Viracta Therapeutics Inc.
| 29,734
| 16
|
| *
| Clene Inc.
| 41,494
| 15
|
| *
| Aerovate Therapeutics Inc.
| 8,963
| 15
|
| *
| Cumberland Pharmaceuticals Inc.
| 9,187
| 14
|
| *,1
| NeueHealth Inc.
| 2,499
| 14
|
|
| MEI Pharma Inc.
| 4,686
| 14
|
| *
| Instil Bio Inc.
| 1,388
| 14
|
| *
| Ikena Oncology Inc.
| 8,052
| 13
|
| *
| Augmedix Inc.
| 14,861
| 13
|
| *
| Eliem Therapeutics Inc.
| 1,669
| 12
|
| *
| AN2 Therapeutics Inc.
| 5,580
| 12
|
| *
| Vicarious Surgical Inc. Class A
| 2,122
| 12
|
| *,1
| Eyenovia Inc.
| 17,756
| 11
|
| *
| Sensei Biotherapeutics Inc.
| 18,109
| 11
|
| *
| Vor BioPharma Inc.
| 10,664
| 11
|
| *
| Alpha Teknova Inc.
| 8,236
| 11
|
| *
| Oncternal Therapeutics Inc.
| 1,458
| 11
|
| *
| Cara Therapeutics Inc.
| 33,414
| 9
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Spero Therapeutics Inc.
| 6,905
| 9
|
| *
| Oncocyte Corp.
| 3,182
| 9
|
| *
| GlycoMimetics Inc.
| 26,698
| 8
|
| *
| Movano Inc.
| 27,700
| 8
|
| *
| TherapeuticsMD Inc.
| 5,268
| 8
|
| *
| Fractyl Health Inc.
| 1,972
| 8
|
| *
| Singular Genomics Systems Inc.
| 889
| 8
|
| *
| Reviva Pharmaceuticals Holdings Inc.
| 5,640
| 7
|
| *
| Rezolute Inc.
| 1,715
| 7
|
| *
| Rapid Micro Biosystems Inc. Class A
| 10,406
| 7
|
| *,1
| Alaunos Therapeutics Inc.
| 8,180
| 6
|
| *
| Contineum Therapeutics Inc. Class A
| 327
| 6
|
| *
| Aspira Women's Health Inc.
| 3,318
| 5
|
| *
| Forte Biosciences Inc.
| 5,348
| 3
|
| *
| ATI Physical Therapy Inc.
| 764
| 3
|
| *
| Metagenomi Inc.
| 796
| 3
|
| *
| Boundless Bio Inc.
| 794
| 3
|
| *
| Strata Skin Sciences Inc.
| 832
| 3
|
| *,2
| Impact BioMedical Inc. (Registered)
| 154,000
| 1
|
| *,2
| OmniAb Inc. 12.5 Earnout
| 4,987
| —
|
| *,2
| OmniAb Inc. 15 Earnout
| 4,987
| —
|
|
|
|
|
|
|
| 3,898,318
|
| Industrials (7.5%)
|
|
| Visa Inc. Class A
| 1,028,644
| 269,988
|
|
| Mastercard Inc. Class A
| 542,033
| 239,123
|
|
| Accenture plc Class A
| 411,184
| 124,757
|
|
| General Electric Co.
| 680,801
| 108,227
|
|
| Caterpillar Inc.
| 319,696
| 106,491
|
|
| Honeywell International Inc.
| 425,573
| 90,877
|
|
| Union Pacific Corp.
| 398,763
| 90,224
|
|
| RTX Corp.
| 869,751
| 87,314
|
|
| Eaton Corp. plc
| 261,882
| 82,113
|
|
| American Express Co.
| 329,448
| 76,284
|
|
| Lockheed Martin Corp.
| 156,709
| 73,199
|
| *
| Boeing Co.
| 401,900
| 73,150
|
|
| United Parcel Service Inc. Class B
| 476,302
| 65,182
|
|
| Automatic Data Processing Inc.
| 267,775
| 63,915
|
|
| Deere & Co.
| 171,018
| 63,897
|
| *
| Fiserv Inc.
| 382,500
| 57,008
|
|
| Trane Technologies plc
| 148,035
| 48,693
|
|
| General Dynamics Corp.
| 161,459
| 46,846
|
|
| Sherwin-Williams Co.
| 149,504
| 44,616
|
|
| TransDigm Group Inc.
| 34,773
| 44,426
|
|
| Illinois Tool Works Inc.
| 183,915
| 43,581
|
|
| FedEx Corp.
| 144,545
| 43,340
|
|
| Parker-Hannifin Corp.
| 84,234
| 42,606
|
|
| CSX Corp.
| 1,270,568
| 42,501
|
|
| Emerson Electric Co.
| 373,841
| 41,182
|
| *
| PayPal Holdings Inc.
| 684,468
| 39,720
|
|
| Cintas Corp.
| 56,317
| 39,437
|
|
| Northrop Grumman Corp.
| 87,274
| 38,047
|
|
| 3M Co.
| 363,244
| 37,120
|
|
| Carrier Global Corp.
| 559,711
| 35,307
|
|
| PACCAR Inc.
| 342,245
| 35,231
|
|
| Capital One Financial Corp.
| 237,059
| 32,821
|
|
| Norfolk Southern Corp.
| 147,952
| 31,764
|
| *
| GE Vernova Inc.
| 179,459
| 30,779
|
|
| Johnson Controls International plc
| 440,439
| 29,276
|
|
| United Rentals Inc.
| 43,696
| 28,260
|
|
| L3Harris Technologies Inc.
| 124,005
| 27,849
|
|
| Fidelity National Information Services Inc.
| 364,876
| 27,497
|
|
| WW Grainger Inc.
| 28,770
| 25,957
|
|
| Otis Worldwide Corp.
| 264,787
| 25,488
|
|
| Ferguson plc
| 131,548
| 25,474
|
|
| AMETEK Inc.
| 151,268
| 25,218
|
|
| Verisk Analytics Inc. Class A
| 93,021
| 25,074
|
|
| Paychex Inc.
| 211,329
| 25,055
|
|
| Cummins Inc.
| 89,575
| 24,806
|
|
| Dow Inc.
| 461,167
| 24,465
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Quanta Services Inc.
| 95,669
| 24,309
|
|
| Ingersoll Rand Inc.
| 264,635
| 24,039
|
| *
| Block Inc. Class A
| 363,589
| 23,448
|
| *
| Fair Isaac Corp.
| 15,367
| 22,876
|
|
| Old Dominion Freight Line Inc.
| 127,581
| 22,531
|
|
| Martin Marietta Materials Inc.
| 40,406
| 21,892
|
|
| Xylem Inc.
| 158,656
| 21,519
|
|
| Vulcan Materials Co.
| 86,270
| 21,454
|
|
| Howmet Aerospace Inc.
| 266,784
| 20,710
|
|
| Rockwell Automation Inc.
| 74,940
| 20,630
|
|
| DuPont de Nemours Inc.
| 247,234
| 19,900
|
|
| Equifax Inc.
| 80,908
| 19,617
|
| *
| Mettler-Toledo International Inc.
| 13,939
| 19,481
|
|
| PPG Industries Inc.
| 154,553
| 19,457
|
|
| Westinghouse Air Brake Technologies Corp.
| 115,442
| 18,246
|
|
| Fortive Corp.
| 230,898
| 17,110
|
|
| Global Payments Inc.
| 166,801
| 16,130
|
|
| Dover Corp.
| 89,216
| 16,099
|
| *
| Keysight Technologies Inc.
| 114,769
| 15,695
|
|
| Veralto Corp.
| 153,330
| 14,638
|
| *
| Axon Enterprise Inc.
| 46,720
| 13,747
|
|
| Booz Allen Hamilton Holding Corp. Class A
| 84,544
| 13,011
|
|
| Hubbell Inc. Class B
| 35,389
| 12,934
|
|
| Carlisle Cos. Inc.
| 31,189
| 12,638
|
|
| Synchrony Financial
| 262,274
| 12,377
|
|
| Ball Corp.
| 203,236
| 12,198
|
| *
| Teledyne Technologies Inc.
| 31,020
| 12,035
|
| *
| Corpay Inc.
| 43,871
| 11,688
|
|
| HEICO Corp. Class A
| 64,862
| 11,514
|
|
| Jacobs Solutions Inc.
| 81,927
| 11,446
|
|
| Expeditors International of Washington Inc.
| 91,471
| 11,415
|
| *
| Waters Corp.
| 38,907
| 11,288
|
|
| Lennox International Inc.
| 20,954
| 11,210
|
|
| EMCOR Group Inc.
| 30,669
| 11,197
|
| *
| Builders FirstSource Inc.
| 80,272
| 11,110
|
|
| Packaging Corp. of America
| 58,539
| 10,687
|
|
| Textron Inc.
| 124,087
| 10,654
|
|
| Watsco Inc.
| 22,708
| 10,519
|
| *
| Zebra Technologies Corp. Class A
| 33,753
| 10,427
|
|
| IDEX Corp.
| 49,481
| 9,956
|
|
| Owens Corning
| 57,010
| 9,904
|
|
| Masco Corp.
| 144,635
| 9,643
|
|
| TransUnion
| 127,387
| 9,447
|
|
| RPM International Inc.
| 84,830
| 9,135
|
|
| Snap-on Inc.
| 34,552
| 9,032
|
| *
| Trimble Inc.
| 160,108
| 8,953
|
|
| JB Hunt Transport Services Inc.
| 54,486
| 8,718
|
|
| Graco Inc.
| 109,656
| 8,694
|
|
| Westrock Co.
| 168,458
| 8,467
|
|
| nVent Electric plc
| 109,128
| 8,360
|
| *
| Saia Inc.
| 17,478
| 8,290
|
|
| Pentair plc
| 107,908
| 8,273
|
|
| Advanced Drainage Systems Inc.
| 50,806
| 8,149
|
| *
| TopBuild Corp.
| 20,792
| 8,011
|
|
| Stanley Black & Decker Inc.
| 100,015
| 7,990
|
|
| AECOM
| 89,461
| 7,885
|
|
| Jack Henry & Associates Inc.
| 47,423
| 7,873
|
|
| Nordson Corp.
| 33,829
| 7,846
|
| *
| XPO Inc.
| 72,559
| 7,702
|
|
| Tetra Tech Inc.
| 34,975
| 7,152
|
|
| Comfort Systems USA Inc.
| 23,406
| 7,118
|
|
| Lincoln Electric Holdings Inc.
| 37,623
| 7,097
|
|
| Woodward Inc.
| 40,159
| 7,003
|
|
| ITT Inc.
| 53,314
| 6,887
|
|
| Curtiss-Wright Corp.
| 24,797
| 6,720
|
|
| Allegion plc
| 56,318
| 6,654
|
|
| FTAI Aviation Ltd.
| 62,826
| 6,486
|
|
| A O Smith Corp.
| 78,501
| 6,420
|
|
| Huntington Ingalls Industries Inc.
| 25,999
| 6,404
|
|
| CH Robinson Worldwide Inc.
| 72,641
| 6,401
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Toro Co.
| 67,568
| 6,318
|
| *
| Core & Main Inc. Class A
| 126,800
| 6,206
|
| *
| API Group Corp.
| 161,589
| 6,081
|
|
| AptarGroup Inc.
| 42,968
| 6,050
|
|
| Crown Holdings Inc.
| 79,409
| 5,907
|
|
| Regal Rexnord Corp.
| 42,786
| 5,786
|
|
| MKS Instruments Inc.
| 44,254
| 5,779
|
|
| Donaldson Co. Inc.
| 78,862
| 5,643
|
|
| BWX Technologies Inc.
| 58,851
| 5,591
|
|
| Fortune Brands Innovations Inc.
| 82,548
| 5,361
|
|
| Cognex Corp.
| 113,600
| 5,312
|
| *
| Trex Co. Inc.
| 71,278
| 5,283
|
|
| WESCO International Inc.
| 33,095
| 5,246
|
|
| Graphic Packaging Holding Co.
| 199,937
| 5,240
|
| *
| Generac Holdings Inc.
| 39,525
| 5,226
|
|
| Knight-Swift Transportation Holdings Inc. Class A
| 101,892
| 5,086
|
| *
| FTI Consulting Inc.
| 23,587
| 5,084
|
| *
| Axalta Coating Systems Ltd.
| 143,731
| 4,911
|
|
| Eagle Materials Inc.
| 22,575
| 4,909
|
| *
| Fluor Corp.
| 111,367
| 4,850
|
|
| Applied Industrial Technologies Inc.
| 24,878
| 4,826
|
|
| Acuity Brands Inc.
| 19,974
| 4,823
|
| *
| WEX Inc.
| 27,188
| 4,816
|
|
| Crane Co.
| 32,330
| 4,687
|
|
| Simpson Manufacturing Co. Inc.
| 27,461
| 4,628
|
| *
| Kirby Corp.
| 38,594
| 4,621
|
|
| Oshkosh Corp.
| 41,822
| 4,525
|
|
| MSA Safety Inc.
| 24,023
| 4,509
|
| *
| Affirm Holdings Inc. Class A
| 148,390
| 4,483
|
| *
| MasTec Inc.
| 41,779
| 4,470
|
| *
| ATI Inc.
| 80,460
| 4,462
|
| *
| WillScot Mobile Mini Holdings Corp.
| 118,025
| 4,442
|
|
| Allison Transmission Holdings Inc.
| 57,474
| 4,362
|
| *
| Middleby Corp.
| 35,528
| 4,356
|
|
| Landstar System Inc.
| 23,491
| 4,334
|
|
| Berry Global Group Inc.
| 72,054
| 4,240
|
|
| Flowserve Corp.
| 87,282
| 4,198
|
| *
| SPX Technologies Inc.
| 29,094
| 4,135
|
|
| Robert Half Inc.
| 64,494
| 4,126
|
|
| Littelfuse Inc.
| 16,120
| 4,120
|
| *
| Chart Industries Inc.
| 28,288
| 4,083
|
|
| AGCO Corp.
| 41,612
| 4,073
|
| *
| Mohawk Industries Inc.
| 35,797
| 4,066
|
| *
| AZEK Co. Inc. Class A
| 96,391
| 4,061
|
| *
| GXO Logistics Inc.
| 78,880
| 3,983
|
|
| Vontier Corp.
| 101,869
| 3,891
|
|
| AAON Inc.
| 43,357
| 3,782
|
| *
| Beacon Roofing Supply Inc.
| 41,273
| 3,735
|
|
| Genpact Ltd.
| 115,264
| 3,710
|
|
| Valmont Industries Inc.
| 13,491
| 3,703
|
|
| Sensata Technologies Holding plc
| 98,764
| 3,693
|
| *
| Paylocity Holding Corp.
| 27,990
| 3,690
|
|
| Esab Corp.
| 37,891
| 3,578
|
|
| Louisiana-Pacific Corp.
| 43,148
| 3,552
|
|
| Badger Meter Inc.
| 19,055
| 3,551
|
| *
| BILL Holdings Inc.
| 65,477
| 3,445
|
|
| Federal Signal Corp.
| 40,764
| 3,411
|
| *
| AeroVironment Inc.
| 18,673
| 3,401
|
|
| Ryder System Inc.
| 27,380
| 3,392
|
|
| Maximus Inc.
| 39,442
| 3,380
|
|
| Air Lease Corp. Class A
| 69,829
| 3,319
|
|
| MDU Resources Group Inc.
| 132,100
| 3,316
|
|
| Sealed Air Corp.
| 95,157
| 3,311
|
|
| Installed Building Products Inc.
| 16,053
| 3,302
|
|
| Brunswick Corp.
| 45,096
| 3,282
|
|
| Watts Water Technologies Inc. Class A
| 17,707
| 3,247
|
|
| Atkore Inc.
| 23,990
| 3,237
|
|
| HEICO Corp.
| 14,449
| 3,231
|
|
| Armstrong World Industries Inc.
| 28,488
| 3,226
|
| *
| Modine Manufacturing Co.
| 32,153
| 3,221
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Sonoco Products Co.
| 62,975
| 3,194
|
|
| Moog Inc. Class A
| 19,070
| 3,190
|
|
| Exponent Inc.
| 33,071
| 3,146
|
|
| GATX Corp.
| 23,315
| 3,086
|
| *
| ExlService Holdings Inc.
| 98,224
| 3,080
|
| *
| Summit Materials Inc. Class A
| 82,301
| 3,013
|
| *
| Shift4 Payments Inc. Class A
| 40,884
| 2,999
|
| *
| Dycom Industries Inc.
| 17,666
| 2,981
|
| *
| Euronet Worldwide Inc.
| 28,651
| 2,965
|
| *
| Itron Inc.
| 29,743
| 2,943
|
|
| Encore Wire Corp.
| 9,851
| 2,855
|
| *
| Verra Mobility Corp. Class A
| 103,749
| 2,822
|
| *
| ACI Worldwide Inc.
| 70,899
| 2,807
|
|
| Western Union Co.
| 227,691
| 2,782
|
|
| HB Fuller Co.
| 35,555
| 2,736
|
|
| Brink's Co.
| 26,612
| 2,725
|
|
| EnerSys
| 25,782
| 2,669
|
|
| Matson Inc.
| 20,323
| 2,662
|
|
| CSW Industrials Inc.
| 10,021
| 2,659
|
| *
| Knife River Corp.
| 37,262
| 2,614
|
|
| Zurn Elkay Water Solutions Corp.
| 88,077
| 2,589
|
|
| Belden Inc.
| 27,249
| 2,556
|
| *
| ASGN Inc.
| 28,434
| 2,507
|
|
| Franklin Electric Co. Inc.
| 25,672
| 2,473
|
| *
| Spirit AeroSystems Holdings Inc. Class A
| 73,553
| 2,418
|
|
| Korn Ferry
| 35,573
| 2,388
|
|
| Herc Holdings Inc.
| 17,883
| 2,384
|
|
| Otter Tail Corp.
| 26,833
| 2,350
|
| *
| CBIZ Inc.
| 31,606
| 2,342
|
|
| MSC Industrial Direct Co. Inc. Class A
| 29,465
| 2,337
|
|
| Terex Corp.
| 41,693
| 2,286
|
|
| Kadant Inc.
| 7,657
| 2,249
|
|
| Silgan Holdings Inc.
| 53,013
| 2,244
|
| *
| Sterling Infrastructure Inc.
| 18,953
| 2,243
|
| *
| Gates Industrial Corp. plc
| 137,606
| 2,176
|
|
| Insperity Inc.
| 23,685
| 2,160
|
| *
| GMS Inc.
| 25,970
| 2,093
|
| *
| RXO Inc.
| 79,671
| 2,083
|
|
| ManpowerGroup Inc.
| 29,810
| 2,081
|
|
| TriNet Group Inc.
| 20,735
| 2,074
|
| *
| Alight Inc. Class A
| 278,927
| 2,058
|
|
| Crane NXT Co.
| 32,840
| 2,017
|
|
| John Bean Technologies Corp.
| 21,074
| 2,001
|
|
| ABM Industries Inc.
| 39,266
| 1,986
|
| *
| Kratos Defense & Security Solutions Inc.
| 98,234
| 1,966
|
|
| ADT Inc.
| 254,562
| 1,935
|
|
| Enpro Inc.
| 13,014
| 1,894
|
|
| ESCO Technologies Inc.
| 17,768
| 1,866
|
|
| Brady Corp. Class A
| 27,750
| 1,832
|
|
| ICF International Inc.
| 12,236
| 1,817
|
|
| Mueller Water Products Inc. Class A
| 100,679
| 1,804
|
| *
| Resideo Technologies Inc.
| 90,750
| 1,775
|
|
| Griffon Corp.
| 27,629
| 1,764
|
|
| International Seaways Inc.
| 29,765
| 1,760
|
|
| McGrath RentCorp
| 16,383
| 1,746
|
|
| Primoris Services Corp.
| 34,810
| 1,737
|
|
| Hillenbrand Inc.
| 43,384
| 1,736
|
|
| UniFirst Corp.
| 10,118
| 1,736
|
|
| Granite Construction Inc.
| 27,954
| 1,732
|
| *
| AAR Corp.
| 23,538
| 1,711
|
|
| Albany International Corp. Class A
| 20,199
| 1,706
|
|
| Trinity Industries Inc.
| 55,208
| 1,652
|
|
| Hub Group Inc. Class A
| 38,104
| 1,640
|
| *
| Atmus Filtration Technologies Inc.
| 55,564
| 1,599
|
| *,1
| Bloom Energy Corp. Class A
| 130,341
| 1,595
|
|
| ArcBest Corp.
| 14,662
| 1,570
|
|
| Patrick Industries Inc.
| 14,336
| 1,556
|
|
| Werner Enterprises Inc.
| 41,959
| 1,503
|
| *
| Marqeta Inc. Class A
| 274,024
| 1,502
|
| *
| Construction Partners Inc. Class A
| 26,906
| 1,485
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| OSI Systems Inc.
| 10,771
| 1,481
|
|
| Bread Financial Holdings Inc.
| 33,185
| 1,479
|
| *,1
| Enovix Corp.
| 93,168
| 1,440
|
| *
| Gibraltar Industries Inc.
| 20,934
| 1,435
|
|
| EVERTEC Inc.
| 42,798
| 1,423
|
|
| AZZ Inc.
| 18,330
| 1,416
|
| *
| MYR Group Inc.
| 10,214
| 1,386
|
|
| Barnes Group Inc.
| 33,274
| 1,378
|
| *
| Aurora Innovation Inc. Class A
| 496,300
| 1,375
|
| *
| Leonardo DRS Inc.
| 52,641
| 1,343
|
|
| Enerpac Tool Group Corp. Class A
| 34,496
| 1,317
|
| *
| AMN Healthcare Services Inc.
| 25,518
| 1,307
|
| *
| AvidXchange Holdings Inc.
| 106,455
| 1,284
|
| *
| Flywire Corp.
| 78,041
| 1,279
|
| *
| Mirion Technologies Inc. Class A
| 117,234
| 1,259
|
| *
| NCR Atleos Corp.
| 46,336
| 1,252
|
| *,1
| Joby Aviation Inc.
| 244,410
| 1,247
|
|
| Kennametal Inc.
| 52,935
| 1,246
|
|
| Tennant Co.
| 12,577
| 1,238
|
| *
| Remitly Global Inc.
| 100,529
| 1,218
|
|
| Napco Security Technologies Inc.
| 23,404
| 1,216
|
|
| Alamo Group Inc.
| 7,024
| 1,215
|
| *
| Masterbrand Inc.
| 82,780
| 1,215
|
| *
| Aspen Aerogels Inc.
| 50,289
| 1,199
|
| *
| Hillman Solutions Corp.
| 133,513
| 1,182
|
| *
| Janus International Group Inc.
| 93,011
| 1,175
|
| *
| Blue Bird Corp.
| 21,663
| 1,167
|
|
| Standex International Corp.
| 7,235
| 1,166
|
|
| UL Solutions Inc. Class A
| 27,240
| 1,149
|
| *
| Hayward Holdings Inc.
| 93,075
| 1,145
|
| *
| O-I Glass Inc.
| 99,950
| 1,112
|
|
| Vestis Corp.
| 90,672
| 1,109
|
|
| Helios Technologies Inc.
| 23,191
| 1,107
|
| *
| Huron Consulting Group Inc.
| 10,970
| 1,081
|
|
| Greif Inc. Class A
| 17,726
| 1,019
|
|
| Greenbrier Cos. Inc.
| 19,892
| 986
|
| *
| Donnelley Financial Solutions Inc.
| 16,200
| 966
|
|
| Apogee Enterprises Inc.
| 14,926
| 938
|
| *
| Rocket Lab USA Inc.
| 192,277
| 923
|
| *
| Mercury Systems Inc.
| 34,125
| 921
|
| *
| CoreCivic Inc.
| 69,409
| 901
|
|
| VSE Corp.
| 10,198
| 900
|
| *
| Cimpress plc
| 10,244
| 897
|
| *
| Montrose Environmental Group Inc.
| 19,918
| 888
|
|
| H&E Equipment Services Inc.
| 19,482
| 861
|
| *
| Payoneer Global Inc.
| 153,447
| 850
|
|
| Lindsay Corp.
| 6,789
| 834
|
| *
| American Woodmark Corp.
| 10,553
| 829
|
| *
| Legalzoom.com Inc.
| 97,759
| 820
|
|
| Powell Industries Inc.
| 5,654
| 811
|
|
| REV Group Inc.
| 31,226
| 777
|
| *
| NV5 Global Inc.
| 8,306
| 772
|
| *
| Triumph Group Inc.
| 49,946
| 770
|
|
| TriMas Corp.
| 29,733
| 760
|
|
| Kforce Inc.
| 11,689
| 726
|
| *
| JELD-WEN Holding Inc.
| 53,779
| 724
|
|
| Deluxe Corp.
| 32,129
| 722
|
|
| CRA International Inc.
| 4,130
| 711
|
| *
| IES Holdings Inc.
| 5,070
| 706
|
| *
| Transcat Inc.
| 5,740
| 687
|
| *
| Thermon Group Holdings Inc.
| 22,309
| 686
|
| *
| Tutor Perini Corp.
| 30,540
| 665
|
|
| FTAI Infrastructure Inc.
| 76,000
| 656
|
|
| Schneider National Inc. Class B
| 26,252
| 634
|
|
| Marten Transport Ltd.
| 33,456
| 617
|
|
| Quanex Building Products Corp.
| 22,275
| 616
|
| *
| Symbotic Inc. Class A
| 17,400
| 612
|
| *
| Repay Holdings Corp. Class A
| 57,838
| 611
|
|
| Wabash National Corp.
| 27,738
| 606
|
| *
| CECO Environmental Corp.
| 20,369
| 588
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Columbus McKinnon Corp.
| 17,002
| 587
|
| *
| Proto Labs Inc.
| 18,863
| 583
|
| *
| Ducommun Inc.
| 9,910
| 575
|
| *,1
| PureCycle Technologies Inc.
| 93,329
| 553
|
| *
| Air Transport Services Group Inc.
| 39,197
| 544
|
|
| Gorman-Rupp Co.
| 14,781
| 543
|
|
| Pitney Bowes Inc.
| 103,700
| 527
|
|
| Argan Inc.
| 7,138
| 522
|
| *
| BlueLinx Holdings Inc.
| 5,592
| 521
|
|
| First Advantage Corp.
| 31,653
| 509
|
| *
| Vicor Corp.
| 15,232
| 505
|
|
| Astec Industries Inc.
| 16,978
| 504
|
| *,1
| Loar Holdings Inc.
| 9,334
| 499
|
|
| Hyster-Yale Inc.
| 7,125
| 497
|
| *
| Energy Recovery Inc.
| 37,200
| 494
|
|
| Cadre Holdings Inc.
| 14,657
| 492
|
|
| Perella Weinberg Partners Class A
| 30,221
| 491
|
|
| Barrett Business Services Inc.
| 14,856
| 487
|
|
| United States Lime & Minerals Inc.
| 1,281
| 467
|
| *
| DXP Enterprises Inc.
| 10,164
| 466
|
|
| Kelly Services Inc. Class A
| 21,601
| 462
|
|
| Miller Industries Inc.
| 8,081
| 445
|
| *
| Limbach Holdings Inc.
| 7,700
| 438
|
| *
| BrightView Holdings Inc.
| 30,953
| 412
|
| *
| Conduent Inc.
| 122,700
| 400
|
|
| Ennis Inc.
| 18,244
| 399
|
| *,1
| Archer Aviation Inc. Class A
| 112,755
| 397
|
|
| Insteel Industries Inc.
| 12,794
| 396
|
| *
| ZipRecruiter Inc. Class A
| 43,176
| 392
|
| *
| Great Lakes Dredge & Dock Corp.
| 43,592
| 383
|
| *
| I3 Verticals Inc. Class A
| 17,054
| 377
|
|
| Heidrick & Struggles International Inc.
| 11,672
| 369
|
|
| Cass Information Systems Inc.
| 9,079
| 364
|
|
| Myers Industries Inc.
| 26,906
| 360
|
| *
| V2X Inc.
| 7,394
| 355
|
|
| Forward Air Corp.
| 18,014
| 343
|
| *
| Cross Country Healthcare Inc.
| 24,721
| 342
|
| *
| Astronics Corp.
| 16,605
| 333
|
|
| LSI Industries Inc.
| 22,679
| 328
|
|
| Douglas Dynamics Inc.
| 13,865
| 324
|
| *
| Franklin Covey Co.
| 8,348
| 317
|
| *
| Cantaloupe Inc.
| 47,000
| 310
|
|
| Mesa Laboratories Inc.
| 3,518
| 305
|
| *
| Vishay Precision Group Inc.
| 9,889
| 301
|
| *
| Sterling Check Corp.
| 20,294
| 300
|
|
| Bel Fuse Inc. Class B
| 4,560
| 298
|
| *
| International Money Express Inc.
| 14,321
| 298
|
| *
| Manitowoc Co. Inc.
| 25,878
| 298
|
|
| Pactiv Evergreen Inc.
| 25,797
| 292
|
|
| Heartland Express Inc.
| 23,446
| 289
|
| *
| Bowman Consulting Group Ltd.
| 8,779
| 279
|
| *
| Titan International Inc.
| 37,200
| 276
|
| *
| Green Dot Corp. Class A
| 29,098
| 275
|
|
| National Presto Industries Inc.
| 3,650
| 274
|
|
| Overseas Shipholding Group Inc. Class A
| 30,700
| 260
|
|
| Covenant Logistics Group Inc. Class A
| 5,230
| 258
|
|
| Shyft Group Inc.
| 21,038
| 250
|
|
| Resources Connection Inc.
| 22,291
| 246
|
|
| Allient Inc.
| 9,444
| 239
|
| *
| Titan Machinery Inc.
| 14,860
| 236
|
| *
| FARO Technologies Inc.
| 14,129
| 226
|
|
| Universal Logistics Holdings Inc.
| 5,573
| 226
|
| *
| Ranpak Holdings Corp. Class A
| 34,100
| 219
|
| *,1
| Sezzle Inc.
| 2,470
| 218
|
| *
| Hudson Technologies Inc.
| 24,429
| 215
|
| *
| Proficient Auto Logistics Inc.
| 13,115
| 211
|
| *
| Target Hospitality Corp.
| 24,100
| 210
|
| *
| Moneylion Inc.
| 2,834
| 208
|
| *,1
| Nikola Corp.
| 25,385
| 208
|
| *
| TrueBlue Inc.
| 19,732
| 203
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| CryoPort Inc.
| 28,888
| 200
|
| *
| Redwire Corp.
| 27,300
| 196
|
| *
| Orion Group Holdings Inc.
| 20,493
| 195
|
| *
| Acacia Research Corp.
| 38,613
| 193
|
| *
| Radiant Logistics Inc.
| 33,408
| 190
|
| *
| Willdan Group Inc.
| 6,469
| 187
|
| *
| Custom Truck One Source Inc.
| 42,875
| 187
|
| *
| Distribution Solutions Group Inc.
| 6,200
| 186
|
|
| Kronos Worldwide Inc.
| 14,677
| 184
|
|
| Luxfer Holdings plc
| 15,807
| 183
|
|
| Park-Ohio Holdings Corp.
| 7,030
| 182
|
| *
| Graham Corp.
| 6,141
| 173
|
| *,1
| Intuitive Machines Inc.
| 51,546
| 170
|
| *
| Centuri Holdings Inc.
| 8,618
| 168
|
| *
| Evolv Technologies Holdings Inc.
| 64,100
| 163
|
|
| Park Aerospace Corp.
| 11,793
| 161
|
| *,1
| Eos Energy Enterprises Inc.
| 126,739
| 161
|
| *
| Forrester Research Inc.
| 9,338
| 160
|
| *
| Spire Global Inc.
| 14,787
| 160
|
| *
| Performant Financial Corp.
| 54,600
| 158
|
| *
| Mistras Group Inc.
| 18,400
| 153
|
| *
| Paymentus Holdings Inc. Class A
| 7,993
| 152
|
|
| Karat Packaging Inc.
| 4,844
| 143
|
| *
| Mayville Engineering Co. Inc.
| 8,494
| 142
|
| *
| L B Foster Co. Class A
| 6,452
| 139
|
| *
| Hyliion Holdings Corp.
| 83,600
| 135
|
| *
| AerSale Corp.
| 19,557
| 135
|
| *
| Commercial Vehicle Group Inc.
| 26,700
| 131
|
| *
| Iteris Inc.
| 30,071
| 130
|
| *
| CS Disco Inc.
| 21,829
| 130
|
|
| Alta Equipment Group Inc.
| 15,900
| 128
|
| *
| Atlanticus Holdings Corp.
| 4,500
| 127
|
| *
| Paysign Inc.
| 29,000
| 125
|
| *,1
| Virgin Galactic Holdings Inc.
| 13,972
| 118
|
| *
| Core Molding Technologies Inc.
| 7,270
| 116
|
| *
| Byrna Technologies Inc.
| 10,800
| 108
|
| *
| RCM Technologies Inc.
| 5,700
| 107
|
| *
| Gencor Industries Inc.
| 5,230
| 101
|
| *
| CPI Card Group Inc.
| 3,680
| 100
|
| *
| BlackSky Technology Inc. Class A
| 91,600
| 98
|
| *
| TaskUS Inc. Class A
| 6,997
| 93
|
| *
| VirTra Inc.
| 12,000
| 92
|
|
| ARC Document Solutions Inc.
| 34,251
| 90
|
|
| Information Services Group Inc.
| 29,685
| 87
|
|
| BGSF Inc.
| 9,700
| 83
|
| *
| Innovative Solutions & Support Inc.
| 13,684
| 82
|
| *
| Blade Air Mobility Inc.
| 23,700
| 82
|
|
| Willis Lease Finance Corp.
| 1,168
| 81
|
| *
| Rekor Systems Inc.
| 50,566
| 78
|
|
| Hurco Cos. Inc.
| 5,051
| 77
|
|
| TTEC Holdings Inc.
| 13,047
| 77
|
| *
| SoundThinking Inc.
| 6,113
| 74
|
|
| EVI Industries Inc.
| 3,846
| 73
|
|
| CompoSecure Inc. Class A
| 10,764
| 73
|
| *
| Luna Innovations Inc.
| 22,193
| 71
|
| *
| Concrete Pumping Holdings Inc.
| 11,630
| 70
|
| *
| Ultralife Corp.
| 6,533
| 69
|
| *,1
| Desktop Metal Inc. Class A
| 15,950
| 66
|
| *
| 374Water Inc.
| 53,808
| 65
|
|
| Quad/Graphics Inc.
| 11,300
| 62
|
|
| Twin Disc Inc.
| 5,130
| 60
|
|
| HireQuest Inc.
| 4,700
| 58
|
| *
| Terran Orbital Corp.
| 67,000
| 55
|
| *
| Babcock & Wilcox Enterprises Inc.
| 35,646
| 52
|
| *
| PAM Transportation Services Inc.
| 2,804
| 49
|
| *,1
| Wrap Technologies Inc.
| 21,600
| 43
|
| *
| Broadwind Inc.
| 12,171
| 40
|
| *,1
| Danimer Scientific Inc.
| 65,200
| 39
|
| *
| LightPath Technologies Inc. Class A
| 30,132
| 38
|
| *,1
| Microvast Holdings Inc.
| 83,100
| 38
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Markforged Holding Corp.
| 87,900
| 36
|
| *
| Katapult Holdings Inc.
| 1,844
| 31
|
| *
| INNOVATE Corp.
| 41,047
| 25
|
| *
| Taylor Devices Inc.
| 489
| 22
|
| *
| Hyzon Motors Inc.
| 64,100
| 21
|
| *
| Frequency Electronics Inc.
| 2,074
| 19
|
| *
| Hydrofarm Holdings Group Inc.
| 24,181
| 17
|
| *,1
| Amprius Technologies Inc.
| 12,900
| 16
|
| *
| Orion Energy Systems Inc.
| 13,570
| 15
|
| *
| RF Industries Ltd.
| 3,910
| 14
|
| *
| DHI Group Inc.
| 4,237
| 9
|
| *
| Usio Inc.
| 3,623
| 6
|
| *,2
| Patriot National Inc.
| 7,513
| —
|
| *,2
| GCI Liberty Inc.
| 78,532
| —
|
| *
| Velo3D Inc.
| 1
| —
|
|
|
|
|
|
|
| 4,140,361
|
| Other (0.1%)4
|
| 5
| Vanguard Total Bond Market ETF
| 394,424
| 28,418
|
| Real Estate (1.6%)
|
|
| Prologis Inc.
| 605,338
| 67,986
|
|
| American Tower Corp.
| 305,507
| 59,384
|
|
| Equinix Inc.
| 62,105
| 46,989
|
|
| Welltower Inc.
| 390,774
| 40,738
|
|
| Digital Realty Trust Inc.
| 210,539
| 32,012
|
|
| Simon Property Group Inc.
| 202,526
| 30,743
|
|
| Realty Income Corp.
| 568,648
| 30,036
|
|
| Public Storage
| 103,147
| 29,670
|
|
| Crown Castle Inc.
| 283,145
| 27,663
|
|
| Extra Space Storage Inc.
| 138,710
| 21,557
|
| *
| CoStar Group Inc.
| 267,795
| 19,854
|
|
| VICI Properties Inc. Class A
| 681,490
| 19,518
|
|
| AvalonBay Communities Inc.
| 92,554
| 19,149
|
| *
| CBRE Group Inc. Class A
| 199,570
| 17,784
|
|
| Iron Mountain Inc.
| 192,533
| 17,255
|
|
| Equity Residential
| 236,353
| 16,389
|
|
| SBA Communications Corp. Class A
| 70,763
| 13,891
|
|
| Invitation Homes Inc.
| 378,512
| 13,585
|
|
| Ventas Inc.
| 263,558
| 13,510
|
|
| Weyerhaeuser Co.
| 474,550
| 13,472
|
|
| Alexandria Real Estate Equities Inc.
| 114,509
| 13,394
|
|
| Essex Property Trust Inc.
| 41,770
| 11,370
|
|
| Mid-America Apartment Communities Inc.
| 76,583
| 10,922
|
|
| Sun Communities Inc.
| 82,238
| 9,897
|
|
| Healthpeak Properties Inc.
| 461,255
| 9,041
|
|
| UDR Inc.
| 215,052
| 8,849
|
|
| Kimco Realty Corp.
| 435,190
| 8,469
|
|
| Host Hotels & Resorts Inc.
| 464,941
| 8,360
|
|
| WP Carey Inc.
| 143,617
| 7,906
|
|
| Gaming & Leisure Properties Inc.
| 170,512
| 7,709
|
|
| Camden Property Trust
| 70,141
| 7,653
|
|
| Regency Centers Corp.
| 121,098
| 7,532
|
|
| American Homes 4 Rent Class A
| 201,102
| 7,473
|
|
| Equity LifeStyle Properties Inc.
| 110,595
| 7,203
|
|
| Lamar Advertising Co. Class A
| 57,488
| 6,872
|
|
| CubeSmart
| 144,901
| 6,545
|
| *
| Jones Lang LaSalle Inc.
| 31,483
| 6,463
|
|
| Rexford Industrial Realty Inc.
| 129,282
| 5,765
|
|
| Boston Properties Inc.
| 91,880
| 5,656
|
|
| Omega Healthcare Investors Inc.
| 159,763
| 5,472
|
|
| Federal Realty Investment Trust
| 54,026
| 5,455
|
|
| EastGroup Properties Inc.
| 30,888
| 5,254
|
|
| NNN REIT Inc.
| 118,593
| 5,052
|
|
| Americold Realty Trust Inc.
| 183,744
| 4,693
|
| *
| Zillow Group Inc. Class C
| 99,493
| 4,615
|
|
| Brixmor Property Group Inc.
| 194,395
| 4,489
|
|
| STAG Industrial Inc.
| 118,142
| 4,260
|
|
| Agree Realty Corp.
| 65,836
| 4,078
|
|
| First Industrial Realty Trust Inc.
| 85,538
| 4,064
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Healthcare Realty Trust Inc. Class A
| 241,905
| 3,987
|
|
| Terreno Realty Corp.
| 61,987
| 3,668
|
|
| Ryman Hospitality Properties Inc.
| 36,541
| 3,649
|
|
| Essential Properties Realty Trust Inc.
| 117,693
| 3,261
|
|
| Kite Realty Group Trust
| 145,504
| 3,256
|
|
| Vornado Realty Trust
| 112,310
| 2,953
|
|
| Rayonier Inc.
| 97,295
| 2,830
|
|
| Independence Realty Trust Inc.
| 150,743
| 2,825
|
|
| Phillips Edison & Co. Inc.
| 80,421
| 2,631
|
|
| SL Green Realty Corp.
| 43,061
| 2,439
|
|
| CareTrust REIT Inc.
| 94,474
| 2,371
|
|
| Cousins Properties Inc.
| 99,739
| 2,309
|
|
| Sabra Health Care REIT Inc.
| 149,753
| 2,306
|
|
| Kilroy Realty Corp.
| 73,486
| 2,291
|
|
| Macerich Co.
| 146,776
| 2,266
|
|
| Hannon Armstrong Sustainable Infrastructure Capital Inc.
| 74,747
| 2,213
|
|
| Innovative Industrial Properties Inc.
| 19,353
| 2,114
|
|
| PotlatchDeltic Corp.
| 52,788
| 2,079
|
|
| EPR Properties
| 49,368
| 2,072
|
|
| Broadstone Net Lease Inc.
| 127,022
| 2,016
|
|
| Apple Hospitality REIT Inc.
| 136,950
| 1,991
|
|
| Park Hotels & Resorts Inc.
| 131,410
| 1,969
|
|
| Tanger Inc.
| 72,611
| 1,969
|
|
| National Health Investors Inc.
| 27,363
| 1,853
|
|
| SITE Centers Corp.
| 127,006
| 1,842
|
|
| National Storage Affiliates Trust
| 44,686
| 1,842
|
|
| Highwoods Properties Inc.
| 69,551
| 1,827
|
|
| COPT Defense Properties
| 70,974
| 1,776
|
| 1
| Medical Properties Trust Inc.
| 385,862
| 1,663
|
|
| LXP Industrial Trust
| 171,078
| 1,560
|
| *
| Cushman & Wakefield plc
| 143,192
| 1,489
|
|
| DigitalBridge Group Inc.
| 106,455
| 1,458
|
|
| Douglas Emmett Inc.
| 105,145
| 1,399
|
|
| Outfront Media Inc.
| 96,561
| 1,381
|
|
| Four Corners Property Trust Inc.
| 55,562
| 1,371
|
| *
| Howard Hughes Holdings Inc.
| 20,787
| 1,347
|
|
| Sunstone Hotel Investors Inc.
| 127,651
| 1,335
|
|
| Urban Edge Properties
| 72,277
| 1,335
|
|
| St. Joe Co.
| 24,188
| 1,323
|
|
| Acadia Realty Trust
| 69,696
| 1,249
|
| *
| Compass Inc. Class A
| 341,858
| 1,231
|
| *
| GEO Group Inc.
| 84,496
| 1,213
|
| *
| Equity Commonwealth
| 61,932
| 1,201
|
|
| DiamondRock Hospitality Co.
| 137,295
| 1,160
|
|
| Pebblebrook Hotel Trust
| 83,700
| 1,151
|
|
| Global Net Lease Inc.
| 153,295
| 1,127
|
|
| LTC Properties Inc.
| 30,218
| 1,043
|
|
| Retail Opportunity Investments Corp.
| 82,744
| 1,029
|
|
| Elme Communities
| 63,767
| 1,016
|
|
| JBG SMITH Properties
| 62,840
| 957
|
| *
| Zillow Group Inc. Class A
| 21,011
| 946
|
|
| Xenia Hotels & Resorts Inc.
| 65,976
| 945
|
|
| InvenTrust Properties Corp.
| 38,065
| 943
|
|
| Newmark Group Inc. Class A
| 90,084
| 922
|
|
| Getty Realty Corp.
| 32,126
| 856
|
|
| Empire State Realty Trust Inc. Class A
| 90,800
| 852
|
|
| Veris Residential Inc.
| 56,742
| 851
|
|
| NETSTREIT Corp.
| 51,669
| 832
|
|
| RLJ Lodging Trust
| 85,322
| 822
|
|
| Easterly Government Properties Inc. Class A
| 65,162
| 806
|
| *
| Opendoor Technologies Inc.
| 426,400
| 785
|
|
| Centerspace
| 10,941
| 740
|
|
| American Assets Trust Inc.
| 32,842
| 735
|
| *
| Apartment Investment & Management Co. Class A
| 85,801
| 711
|
|
| Alexander & Baldwin Inc.
| 41,116
| 697
|
|
| Kennedy-Wilson Holdings Inc.
| 69,111
| 672
|
|
| Plymouth Industrial REIT Inc.
| 30,451
| 651
|
|
| Piedmont Office Realty Trust Inc. Class A
| 89,460
| 649
|
|
| American Healthcare REIT Inc.
| 43,263
| 632
|
|
| UMH Properties Inc.
| 39,327
| 629
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| NexPoint Residential Trust Inc.
| 15,703
| 620
|
|
| Paramount Group Inc.
| 130,029
| 602
|
|
| eXp World Holdings Inc.
| 52,290
| 590
|
|
| Service Properties Trust
| 109,016
| 560
|
|
| Marcus & Millichap Inc.
| 15,657
| 494
|
|
| Armada Hoffler Properties Inc.
| 44,430
| 493
|
|
| Hudson Pacific Properties Inc.
| 100,418
| 483
|
|
| Whitestone REIT
| 35,347
| 470
|
|
| Summit Hotel Properties Inc.
| 77,848
| 466
|
|
| Uniti Group Inc.
| 158,935
| 464
|
| *
| Redfin Corp.
| 77,098
| 463
|
|
| Community Healthcare Trust Inc.
| 18,947
| 443
|
|
| Global Medical REIT Inc.
| 46,224
| 420
|
|
| Diversified Healthcare Trust
| 135,185
| 412
|
|
| Brandywine Realty Trust
| 91,620
| 410
|
|
| Gladstone Commercial Corp.
| 28,553
| 407
|
|
| Universal Health Realty Income Trust
| 9,107
| 356
|
|
| Alexander's Inc.
| 1,565
| 352
|
|
| Chatham Lodging Trust
| 40,057
| 341
|
| *
| Forestar Group Inc.
| 10,316
| 330
|
|
| CBL & Associates Properties Inc.
| 14,100
| 330
|
|
| Saul Centers Inc.
| 8,462
| 311
|
|
| One Liberty Properties Inc.
| 13,037
| 306
|
| *
| Tejon Ranch Co.
| 17,443
| 298
|
|
| Gladstone Land Corp.
| 21,191
| 290
|
|
| CTO Realty Growth Inc.
| 15,777
| 275
|
|
| Ares Commercial Real Estate Corp.
| 39,600
| 263
|
|
| Farmland Partners Inc.
| 22,674
| 261
|
|
| Peakstone Realty Trust
| 23,900
| 253
|
|
| NET Lease Office Properties
| 9,912
| 244
|
|
| RMR Group Inc. Class A
| 10,425
| 236
|
| *
| Anywhere Real Estate Inc.
| 69,700
| 231
|
|
| Industrial Logistics Properties Trust
| 57,267
| 211
|
| *
| FRP Holdings Inc.
| 6,856
| 196
|
|
| BRT Apartments Corp.
| 10,834
| 189
|
|
| Postal Realty Trust Inc. Class A
| 12,803
| 171
|
| *
| Maui Land & Pineapple Co. Inc.
| 7,400
| 163
|
|
| Orion Office REIT Inc.
| 42,982
| 154
|
| *
| Seritage Growth Properties Class A
| 31,500
| 147
|
|
| RE/MAX Holdings Inc. Class A
| 15,637
| 127
|
|
| Bridge Investment Group Holdings Inc. Class A
| 16,783
| 125
|
| *
| Star Holdings
| 10,381
| 125
|
|
| Alpine Income Property Trust Inc.
| 7,700
| 120
|
|
| City Office REIT Inc.
| 23,669
| 118
|
|
| Modiv Industrial Inc. Class C
| 7,600
| 107
|
|
| Braemar Hotels & Resorts Inc.
| 41,700
| 106
|
| *
| Stratus Properties Inc.
| 3,856
| 97
|
|
| Franklin Street Properties Corp.
| 50,715
| 78
|
|
| Office Properties Income Trust
| 36,326
| 74
|
| *
| Douglas Elliman Inc.
| 53,336
| 62
|
|
| Global Self Storage Inc.
| 10,820
| 53
|
|
| Clipper Realty Inc.
| 14,042
| 51
|
| *
| Offerpad Solutions Inc.
| 10,420
| 46
|
|
| Bluerock Homes Trust Inc.
| 2,589
| 45
|
| *
| Ashford Hospitality Trust Inc.
| 33,216
| 32
|
| *
| Sotherly Hotels Inc.
| 10,121
| 12
|
| *
| Rafael Holdings Inc. Class B
| 7,114
| 10
|
| *
| Fathom Holdings Inc.
| 5,900
| 10
|
|
| Creative Media & Community Trust Corp.
| 2,200
| 6
|
| *,2
| Spirit MTA REIT
| 44,200
| 4
|
| *
| Altisource Portfolio Solutions SA
| 1,131
| 2
|
|
|
|
|
|
|
| 883,130
|
| Technology (21.6%)
|
|
| Microsoft Corp.
| 4,861,242
| 2,172,732
|
|
| Apple Inc.
| 9,528,584
| 2,006,910
|
|
| NVIDIA Corp.
| 15,286,624
| 1,888,510
|
|
| Meta Platforms Inc. Class A
| 1,433,499
| 722,799
|
|
| Alphabet Inc. Class A
| 3,837,431
| 698,988
|
|
| Alphabet Inc. Class C
| 3,128,075
| 573,752
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Broadcom Inc.
| 303,126
| 486,678
|
| *
| Advanced Micro Devices Inc.
| 1,057,359
| 171,514
|
| *
| Adobe Inc.
| 293,006
| 162,777
|
|
| Salesforce Inc.
| 601,934
| 154,757
|
|
| Oracle Corp.
| 1,079,118
| 152,371
|
|
| QUALCOMM Inc.
| 730,151
| 145,431
|
|
| Applied Materials Inc.
| 541,542
| 127,799
|
|
| Texas Instruments Inc.
| 595,683
| 115,878
|
|
| Intuit Inc.
| 173,635
| 114,115
|
| *
| ServiceNow Inc.
| 134,074
| 105,472
|
|
| International Business Machines Corp.
| 600,982
| 103,940
|
|
| Micron Technology Inc.
| 724,625
| 95,310
|
|
| Lam Research Corp.
| 85,452
| 90,994
|
|
| Intel Corp.
| 2,784,682
| 86,242
|
|
| Analog Devices Inc.
| 324,883
| 74,158
|
|
| KLA Corp.
| 88,084
| 72,626
|
| *
| Palo Alto Networks Inc.
| 211,769
| 71,792
|
| *
| Synopsys Inc.
| 100,262
| 59,662
|
| *
| Crowdstrike Holdings Inc. Class A
| 150,973
| 57,851
|
| *
| Cadence Design Systems Inc.
| 178,223
| 54,848
|
|
| Amphenol Corp. Class A
| 785,069
| 52,890
|
|
| Marvell Technology Inc.
| 566,995
| 39,633
|
|
| Roper Technologies Inc.
| 70,068
| 39,495
|
| *
| Autodesk Inc.
| 140,252
| 34,705
|
| *
| Palantir Technologies Inc. Class A
| 1,323,404
| 33,522
|
|
| Microchip Technology Inc.
| 350,354
| 32,057
|
| *
| Workday Inc. Class A
| 138,548
| 30,974
|
|
| TE Connectivity Ltd.
| 199,466
| 30,006
|
| *
| Super Micro Computer Inc.
| 32,572
| 26,688
|
| *
| Snowflake Inc. Class A
| 196,962
| 26,608
|
|
| Monolithic Power Systems Inc.
| 30,214
| 24,826
|
| *
| Fortinet Inc.
| 400,716
| 24,151
|
| *
| Datadog Inc. Class A
| 181,814
| 23,579
|
|
| Dell Technologies Inc. Class C
| 170,895
| 23,568
|
| *
| DoorDash Inc. Class A
| 212,286
| 23,092
|
|
| Cognizant Technology Solutions Corp. Class A
| 326,386
| 22,194
|
| *
| Gartner Inc.
| 48,234
| 21,660
|
|
| HP Inc.
| 607,654
| 21,280
|
|
| Vertiv Holdings Co. Class A
| 233,461
| 20,211
|
|
| Corning Inc.
| 506,332
| 19,671
|
|
| CDW Corp.
| 87,481
| 19,582
|
| *
| ON Semiconductor Corp.
| 281,516
| 19,298
|
| *
| HubSpot Inc.
| 31,699
| 18,696
|
| *
| ANSYS Inc.
| 56,989
| 18,322
|
| *
| Atlassian Corp. Class A
| 102,331
| 18,100
|
|
| Hewlett Packard Enterprise Co.
| 845,657
| 17,903
|
| *
| Pinterest Inc. Class A
| 392,917
| 17,316
|
|
| NetApp Inc.
| 134,427
| 17,314
|
| *
| Western Digital Corp.
| 214,170
| 16,228
|
| *
| Cloudflare Inc. Class A
| 188,045
| 15,576
|
|
| Teradyne Inc.
| 102,211
| 15,157
|
|
| Seagate Technology Holdings plc
| 138,131
| 14,265
|
| *,1
| MicroStrategy Inc. Class A
| 10,331
| 14,231
|
| *
| Tyler Technologies Inc.
| 27,906
| 14,031
|
| *
| PTC Inc.
| 74,890
| 13,605
|
|
| Entegris Inc.
| 98,938
| 13,396
|
| *
| Pure Storage Inc. Class A
| 202,779
| 13,020
|
|
| Leidos Holdings Inc.
| 88,603
| 12,925
|
| *
| GoDaddy Inc. Class A
| 92,381
| 12,907
|
| *
| Zscaler Inc.
| 59,119
| 11,362
|
| *
| MongoDB Inc. Class A
| 45,136
| 11,282
|
|
| Skyworks Solutions Inc.
| 105,527
| 11,247
|
| *
| Snap Inc. Class A
| 675,566
| 11,221
|
| *
| AppLovin Corp. Class A
| 125,657
| 10,457
|
| *
| VeriSign Inc.
| 56,211
| 9,994
|
| *
| Manhattan Associates Inc.
| 40,086
| 9,888
|
| *
| Okta Inc. Class A
| 105,438
| 9,870
|
| *
| Zoom Video Communications Inc. Class A
| 154,660
| 9,154
|
| *
| Nutanix Inc. Class A
| 158,956
| 9,037
|
| *
| Akamai Technologies Inc.
| 100,172
| 9,024
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Gen Digital Inc.
| 350,890
| 8,765
|
|
| SS&C Technologies Holdings Inc.
| 137,807
| 8,636
|
| *
| Dynatrace Inc.
| 184,504
| 8,255
|
|
| Jabil Inc.
| 74,811
| 8,139
|
| *
| Guidewire Software Inc.
| 54,813
| 7,558
|
| *
| Qorvo Inc.
| 62,273
| 7,226
|
| *
| Coherent Corp.
| 99,097
| 7,181
|
| *
| DocuSign Inc. Class A
| 133,361
| 7,135
|
| *
| Onto Innovation Inc.
| 32,199
| 7,070
|
| *
| Toast Inc. Class A
| 267,952
| 6,905
|
| *
| EPAM Systems Inc.
| 35,961
| 6,765
|
| *
| F5 Inc.
| 38,273
| 6,592
|
| *
| Elastic NV
| 56,404
| 6,425
|
|
| Universal Display Corp.
| 29,595
| 6,222
|
| *
| CACI International Inc. Class A
| 14,401
| 6,194
|
| *
| Fabrinet
| 23,982
| 5,871
|
| *
| Twilio Inc. Class A
| 100,964
| 5,736
|
|
| KBR Inc.
| 87,526
| 5,614
|
| *
| Lattice Semiconductor Corp.
| 90,536
| 5,250
|
| *
| Match Group Inc.
| 172,142
| 5,230
|
|
| Bentley Systems Inc. Class B
| 104,025
| 5,135
|
|
| TD SYNNEX Corp.
| 42,748
| 4,933
|
| *
| Dayforce Inc.
| 96,614
| 4,792
|
|
| Paycom Software Inc.
| 32,165
| 4,601
|
| *
| Cirrus Logic Inc.
| 35,591
| 4,544
|
| *
| SPS Commerce Inc.
| 23,876
| 4,493
|
| *
| Procore Technologies Inc.
| 67,475
| 4,474
|
| *
| Samsara Inc. Class A
| 128,691
| 4,337
|
| *
| Arrow Electronics Inc.
| 35,151
| 4,245
|
| *
| MACOM Technology Solutions Holdings Inc.
| 37,536
| 4,184
|
| *
| Insight Enterprises Inc.
| 21,038
| 4,173
|
| *
| Rambus Inc.
| 70,983
| 4,171
|
| *
| Confluent Inc. Class A
| 137,049
| 4,047
|
|
| Science Applications International Corp.
| 33,941
| 3,990
|
| *
| Kyndryl Holdings Inc.
| 149,980
| 3,946
|
| *
| Novanta Inc.
| 23,712
| 3,868
|
| *
| SentinelOne Inc. Class A
| 179,850
| 3,786
|
| *
| Smartsheet Inc. Class A
| 83,100
| 3,663
|
| *
| Gitlab Inc. Class A
| 73,419
| 3,650
|
| *
| Altair Engineering Inc. Class A
| 37,204
| 3,649
|
| *
| CommVault Systems Inc.
| 28,703
| 3,489
|
| *
| UiPath Inc. Class A
| 274,862
| 3,485
|
| *
| Dropbox Inc. Class A
| 153,929
| 3,459
|
| *
| Varonis Systems Inc. Class B
| 71,148
| 3,413
|
| *
| CCC Intelligent Solutions Holdings Inc.
| 301,513
| 3,350
|
| *
| Tenable Holdings Inc.
| 75,640
| 3,296
|
| *
| Aspen Technology Inc.
| 16,448
| 3,267
|
| *
| HashiCorp Inc. Class A
| 95,374
| 3,213
|
| *
| Qualys Inc.
| 22,491
| 3,207
|
| *
| Appfolio Inc. Class A
| 13,021
| 3,185
|
|
| Avnet Inc.
| 60,384
| 3,109
|
|
| Dolby Laboratories Inc. Class A
| 38,878
| 3,080
|
| *
| FormFactor Inc.
| 48,721
| 2,949
|
| *
| Axcelis Technologies Inc.
| 20,681
| 2,941
|
|
| Amkor Technology Inc.
| 72,270
| 2,892
|
| *
| Unity Software Inc.
| 177,256
| 2,882
|
| *
| Maplebear Inc.
| 88,689
| 2,850
|
| *
| Credo Technology Group Holding Ltd.
| 88,413
| 2,824
|
|
| Advanced Energy Industries Inc.
| 25,068
| 2,726
|
| *
| ZoomInfo Technologies Inc. Class A
| 210,630
| 2,690
|
|
| Power Integrations Inc.
| 37,884
| 2,659
|
| *
| Blackbaud Inc.
| 33,708
| 2,568
|
| *
| Parsons Corp.
| 31,082
| 2,543
|
| *
| Workiva Inc. Class A
| 32,535
| 2,375
|
| *
| Box Inc. Class A
| 88,670
| 2,344
|
|
| Concentrix Corp.
| 36,434
| 2,306
|
| *
| Synaptics Inc.
| 25,818
| 2,277
|
| *
| Cleanspark Inc.
| 142,176
| 2,268
|
| *
| DXC Technology Co.
| 117,916
| 2,251
|
| *
| Impinj Inc.
| 14,249
| 2,234
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| Five9 Inc.
| 49,673
| 2,191
|
| *
| Sanmina Corp.
| 32,926
| 2,181
|
| *
| Q2 Holdings Inc.
| 36,087
| 2,177
|
| *
| Silicon Laboratories Inc.
| 19,452
| 2,152
|
| *
| JFrog Ltd.
| 56,634
| 2,127
|
| *
| IAC Inc.
| 45,252
| 2,120
|
| *
| Teradata Corp.
| 61,154
| 2,113
|
|
| Dun & Bradstreet Holdings Inc.
| 219,923
| 2,037
|
| *,1
| C3.ai Inc. Class A
| 69,307
| 2,007
|
| *
| Diodes Inc.
| 27,665
| 1,990
|
| *
| Envestnet Inc.
| 31,755
| 1,988
|
| *
| Alarm.com Holdings Inc.
| 31,057
| 1,973
|
| *
| Zeta Global Holdings Corp. Class A
| 107,775
| 1,902
|
|
| Vishay Intertechnology Inc.
| 84,186
| 1,877
|
| *
| Rapid7 Inc.
| 43,221
| 1,868
|
| *
| Wolfspeed Inc.
| 81,279
| 1,850
|
| *
| Plexus Corp.
| 17,332
| 1,788
|
| *
| Perficient Inc.
| 23,696
| 1,772
|
| *
| Freshworks Inc. Class A
| 139,292
| 1,768
|
| *
| DoubleVerify Holdings Inc.
| 89,642
| 1,745
|
| *
| Ziff Davis Inc.
| 31,680
| 1,744
|
|
| Pegasystems Inc.
| 28,205
| 1,707
|
| *
| Agilysys Inc.
| 16,260
| 1,693
|
| *
| nCino Inc.
| 53,770
| 1,691
|
| *
| BlackLine Inc.
| 34,589
| 1,676
|
| *
| Veeco Instruments Inc.
| 35,042
| 1,637
|
| *
| Squarespace Inc. Class A
| 36,257
| 1,582
|
| *
| IPG Photonics Corp.
| 18,225
| 1,538
|
| *
| Yelp Inc. Class A
| 40,888
| 1,511
|
|
| Progress Software Corp.
| 26,937
| 1,462
|
| *
| Braze Inc. Class A
| 37,562
| 1,459
|
| *
| RingCentral Inc. Class A
| 51,637
| 1,456
|
| *
| Ambarella Inc.
| 26,373
| 1,423
|
| *
| Allegro MicroSystems Inc.
| 50,143
| 1,416
|
| *
| Rogers Corp.
| 11,580
| 1,397
|
| *
| Ultra Clean Holdings Inc.
| 28,144
| 1,379
|
| *
| Vertex Inc. Class A
| 37,844
| 1,364
|
| *
| Cargurus Inc. Class A
| 51,568
| 1,351
|
| *
| ePlus Inc.
| 18,200
| 1,341
|
| *
| SiTime Corp.
| 10,720
| 1,333
|
| *
| PagerDuty Inc.
| 57,717
| 1,323
|
| *
| Informatica Inc. Class A
| 42,515
| 1,313
|
| *
| LiveRamp Holdings Inc.
| 40,555
| 1,255
|
| *
| Semtech Corp.
| 40,268
| 1,203
|
| *
| DigitalOcean Holdings Inc.
| 34,221
| 1,189
|
| *
| Verint Systems Inc.
| 36,366
| 1,171
|
| *
| TTM Technologies Inc.
| 59,292
| 1,152
|
| *
| Core Scientific Inc.
| 123,361
| 1,147
|
| *
| Reddit Inc. Class A
| 17,952
| 1,147
|
| *
| NCR Voyix Corp.
| 92,673
| 1,145
|
| *
| PAR Technology Corp.
| 23,528
| 1,108
|
|
| Clear Secure Inc. Class A
| 58,769
| 1,100
|
| *
| Sprout Social Inc. Class A
| 30,332
| 1,082
|
| *
| Klaviyo Inc. Class A
| 42,972
| 1,070
|
| *
| Intapp Inc.
| 29,039
| 1,065
|
| *
| Magnite Inc.
| 79,608
| 1,058
|
| *
| Cohu Inc.
| 31,017
| 1,027
|
| *
| MaxLinear Inc. Class A
| 50,937
| 1,026
|
| *
| Everbridge Inc.
| 28,790
| 1,007
|
| *
| Photronics Inc.
| 39,053
| 963
|
|
| CTS Corp.
| 18,505
| 937
|
| *
| AvePoint Inc.
| 89,161
| 929
|
| *,1
| Astera Labs Inc.
| 15,165
| 918
|
| *
| Zuora Inc. Class A
| 91,365
| 907
|
| *
| PROS Holdings Inc.
| 30,175
| 865
|
| *
| NetScout Systems Inc.
| 46,930
| 858
|
| *
| Schrodinger Inc.
| 43,832
| 848
|
| *
| Upwork Inc.
| 77,981
| 838
|
| *
| PDF Solutions Inc.
| 22,859
| 832
|
| *
| Jamf Holding Corp.
| 49,955
| 824
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Benchmark Electronics Inc.
| 20,539
| 810
|
| *
| Ichor Holdings Ltd.
| 20,918
| 806
|
| *,1
| Hut 8 Corp.
| 53,784
| 806
|
| *,1
| IonQ Inc.
| 113,400
| 797
|
| *
| Appian Corp. Class A
| 25,655
| 792
|
| *
| Terawulf Inc.
| 177,015
| 788
|
| *
| Alkami Technology Inc.
| 27,498
| 783
|
| *,1
| SoundHound AI Inc. Class A
| 197,478
| 780
|
|
| Xerox Holdings Corp.
| 66,559
| 773
|
| *
| Matterport Inc.
| 172,084
| 769
|
| *
| ACM Research Inc. Class A
| 32,940
| 760
|
|
| CSG Systems International Inc.
| 18,466
| 760
|
| *
| Asana Inc. Class A
| 52,246
| 731
|
| *
| Sprinklr Inc. Class A
| 75,491
| 726
|
| *
| N-able Inc.
| 46,354
| 706
|
| *
| Bumble Inc. Class A
| 66,383
| 698
|
| *
| SMART Global Holdings Inc.
| 30,223
| 691
|
|
| A10 Networks Inc.
| 49,754
| 689
|
| *
| ScanSource Inc.
| 15,414
| 683
|
|
| Adeia Inc.
| 60,232
| 674
|
| *
| Paycor HCM Inc.
| 52,865
| 671
|
|
| Shutterstock Inc.
| 17,076
| 661
|
| *
| Diebold Nixdorf Inc.
| 17,052
| 656
|
| *
| E2open Parent Holdings Inc.
| 134,789
| 605
|
| *,1
| Trump Media & Technology Group Corp.
| 18,304
| 599
|
| *
| Fastly Inc. Class A
| 79,756
| 588
|
| *
| TechTarget Inc.
| 18,851
| 588
|
| *
| Alpha & Omega Semiconductor Ltd.
| 15,358
| 574
|
| *
| PubMatic Inc. Class A
| 26,866
| 546
|
| *
| indie Semiconductor Inc. Class A
| 86,118
| 531
|
| *
| Cipher Mining Inc.
| 124,529
| 517
|
|
| PC Connection Inc.
| 7,992
| 513
|
|
| Simulations Plus Inc.
| 10,335
| 503
|
| *
| Rubrik Inc. Class A
| 15,581
| 478
|
| *
| SEMrush Holdings Inc. Class A
| 34,076
| 456
|
| *
| Vimeo Inc.
| 110,126
| 411
|
| *
| NerdWallet Inc. Class A
| 27,858
| 407
|
| *
| Couchbase Inc.
| 21,711
| 396
|
|
| SolarWinds Corp.
| 32,181
| 388
|
| *
| Grid Dynamics Holdings Inc.
| 36,378
| 382
|
| *
| Yext Inc.
| 67,569
| 362
|
| *
| Kimball Electronics Inc.
| 16,381
| 360
|
| *
| Digimarc Corp.
| 11,500
| 357
|
| *
| Amplitude Inc. Class A
| 40,098
| 357
|
| *
| Mitek Systems Inc.
| 31,555
| 353
|
| *
| nLight Inc.
| 32,121
| 351
|
|
| Hackett Group Inc.
| 15,802
| 343
|
| *
| BigCommerce Holdings Inc.
| 42,020
| 339
|
| *
| Ibotta Inc. Class A
| 4,512
| 339
|
| *
| Vivid Seats Inc. Class A
| 57,212
| 329
|
| *
| MeridianLink Inc.
| 15,154
| 324
|
| *
| Xometry Inc. Class A
| 27,395
| 317
|
| *
| CEVA Inc.
| 16,301
| 314
|
| *
| Olo Inc. Class A
| 70,610
| 312
|
| *
| Navitas Semiconductor Corp. Class A
| 79,200
| 311
|
| *
| Blend Labs Inc. Class A
| 130,700
| 308
|
| *
| SmartRent Inc. Class A
| 126,100
| 301
|
| *
| Eventbrite Inc. Class A
| 60,790
| 294
|
| *
| OneSpan Inc.
| 22,719
| 291
|
| *
| Daktronics Inc.
| 20,365
| 284
|
|
| NVE Corp.
| 3,806
| 284
|
| *
| Weave Communications Inc.
| 31,472
| 284
|
| *
| 3D Systems Corp.
| 91,666
| 281
|
| *,1
| Applied Digital Corp.
| 45,400
| 270
|
| *
| EverQuote Inc. Class A
| 12,900
| 269
|
| *,1
| Rumble Inc.
| 47,800
| 265
|
| *
| MediaAlpha Inc. Class A
| 19,925
| 262
|
| *
| Bandwidth Inc. Class A
| 15,236
| 257
|
| *
| Nextdoor Holdings Inc.
| 90,500
| 252
|
| *
| Planet Labs PBC
| 134,700
| 251
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Immersion Corp.
| 25,933
| 244
|
|
| Methode Electronics Inc.
| 23,510
| 243
|
|
| American Software Inc. Class A
| 26,372
| 241
|
| *,1
| Getty Images Holdings Inc.
| 73,000
| 238
|
|
| Climb Global Solutions Inc.
| 3,752
| 236
|
| *
| Aehr Test Systems
| 19,324
| 216
|
| *
| Innodata Inc.
| 14,173
| 210
|
| *
| Ouster Inc.
| 21,361
| 210
|
| *
| Groupon Inc. Class A
| 13,144
| 201
|
| *
| Unisys Corp.
| 48,242
| 199
|
| *
| Consensus Cloud Solutions Inc.
| 11,103
| 191
|
| *
| ON24 Inc.
| 31,300
| 188
|
| *
| TrueCar Inc.
| 59,207
| 185
|
| *
| Thoughtworks Holding Inc.
| 65,183
| 185
|
| *
| Red Violet Inc.
| 6,626
| 168
|
| *
| Domo Inc. Class B
| 21,491
| 166
|
| *
| Telos Corp.
| 38,079
| 153
|
| *
| Tucows Inc. Class A
| 7,729
| 149
|
| *
| Innovid Corp.
| 80,434
| 149
|
|
| ReposiTrak Inc.
| 9,689
| 148
|
| *
| Viant Technology Inc. Class A
| 14,808
| 146
|
| *,1
| MicroVision Inc.
| 128,598
| 136
|
| *
| Definitive Healthcare Corp. Class A
| 23,692
| 129
|
| *
| Enfusion Inc. Class A
| 14,958
| 127
|
| *
| Rackspace Technology Inc.
| 41,198
| 123
|
| *
| SkyWater Technology Inc.
| 15,297
| 117
|
| *
| Asure Software Inc.
| 13,700
| 115
|
| *
| Arteris Inc.
| 15,000
| 113
|
| *
| Digital Turbine Inc.
| 67,013
| 111
|
| *
| AXT Inc.
| 32,600
| 110
|
| *
| 1stdibs.com Inc.
| 23,800
| 107
|
| *
| eGain Corp.
| 16,436
| 104
|
| *
| FiscalNote Holdings Inc.
| 70,600
| 103
|
|
| CSP Inc.
| 6,362
| 95
|
| *
| Identiv Inc.
| 21,679
| 93
|
| *
| Porch Group Inc.
| 60,900
| 92
|
| *,1
| BigBear.ai Holdings Inc.
| 58,366
| 88
|
| *
| DLH Holdings Corp.
| 8,200
| 87
|
| *
| Rimini Street Inc.
| 27,624
| 85
|
|
| Richardson Electronics Ltd.
| 7,000
| 83
|
| *
| Synchronoss Technologies Inc.
| 8,956
| 83
|
| *
| Rigetti Computing Inc.
| 75,200
| 80
|
| *
| Brightcove Inc.
| 33,486
| 79
|
| *
| Backblaze Inc. Class A
| 12,200
| 75
|
| *
| Cerence Inc.
| 26,089
| 74
|
| *
| Kaltura Inc.
| 61,000
| 73
|
| *
| WM Technology Inc.
| 69,888
| 73
|
| *
| Amtech Systems Inc.
| 11,877
| 70
|
| *
| CoreCard Corp.
| 4,500
| 66
|
| *,1
| Atomera Inc.
| 16,254
| 62
|
| *
| inTEST Corp.
| 6,257
| 62
|
| *
| Intevac Inc.
| 15,339
| 59
|
| *
| SecureWorks Corp. Class A
| 8,244
| 58
|
| *
| Kopin Corp.
| 64,443
| 54
|
| *,1
| BuzzFeed Inc. Class A
| 19,525
| 54
|
| *
| Upland Software Inc.
| 21,208
| 53
|
| *
| Everspin Technologies Inc.
| 8,413
| 50
|
| *
| NextNav Inc.
| 5,950
| 48
|
| *,1
| Veritone Inc.
| 20,477
| 46
|
| *
| Aeva Technologies Inc.
| 18,120
| 46
|
| *
| Flux Power Holdings Inc.
| 14,200
| 44
|
| *,1
| QuickLogic Corp.
| 4,076
| 42
|
| *
| comScore Inc.
| 2,920
| 41
|
| *
| Expensify Inc. Class A
| 26,560
| 40
|
| *
| AstroNova Inc.
| 2,465
| 38
|
| *
| Zedge Inc. Class B
| 12,613
| 38
|
| *
| Pixelworks Inc.
| 32,934
| 32
|
| *
| LivePerson Inc.
| 49,636
| 29
|
| *
| Phunware Inc.
| 4,864
| 27
|
| *,1
| Edgio Inc.
| 2,413
| 26
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| GSI Technology Inc.
| 9,342
| 25
|
| *
| authID Inc.
| 2,200
| 23
|
| *
| TransAct Technologies Inc.
| 5,458
| 21
|
| *
| Beachbody Co. Inc.
| 2,336
| 20
|
| *
| VirnetX Holding Corp.
| 2,607
| 18
|
| *
| Inuvo Inc.
| 65,578
| 17
|
| *
| Quantum Corp.
| 30,873
| 13
|
| *
| System1 Inc.
| 8,157
| 12
|
| *
| Silvaco Group Inc.
| 657
| 12
|
| *
| CVD Equipment Corp.
| 2,737
| 11
|
| *
| Data I/O Corp.
| 3,396
| 9
|
| *
| Key Tronic Corp.
| 2,174
| 9
|
| *
| Nutex Health Inc.
| 14,589
| 9
|
| *
| Alpine 4 Holdings Inc.
| 14,638
| 7
|
| *,1
| Presto Automation Inc.
| 29,303
| 2
|
|
|
|
|
|
|
| 12,004,426
|
| Telecommunications (1.1%)
|
|
| Cisco Systems Inc.
| 2,383,473
| 113,239
|
|
| Verizon Communications Inc.
| 2,482,286
| 102,369
|
|
| Comcast Corp. Class A
| 2,557,328
| 100,145
|
|
| AT&T Inc.
| 4,690,838
| 89,642
|
|
| T-Mobile US Inc.
| 344,013
| 60,608
|
| *
| Arista Networks Inc.
| 163,973
| 57,469
|
|
| Motorola Solutions Inc.
| 109,276
| 42,186
|
| *
| Charter Communications Inc. Class A
| 61,322
| 18,333
|
|
| Juniper Networks Inc.
| 215,244
| 7,848
|
| *
| Roku Inc. Class A
| 81,125
| 4,862
|
| *
| Ciena Corp.
| 92,845
| 4,473
|
| *
| Frontier Communications Parent Inc.
| 165,737
| 4,339
|
| *
| Liberty Broadband Corp. Class C
| 78,105
| 4,282
|
| *
| Lumentum Holdings Inc.
| 45,095
| 2,296
|
|
| InterDigital Inc.
| 15,905
| 1,854
|
|
| Iridium Communications Inc.
| 67,806
| 1,805
|
|
| Cogent Communications Holdings Inc.
| 28,900
| 1,631
|
| *
| EchoStar Corp. Class A
| 81,877
| 1,458
|
| *
| Calix Inc.
| 37,005
| 1,311
|
|
| Telephone & Data Systems Inc.
| 55,278
| 1,146
|
|
| Cable One Inc.
| 2,861
| 1,013
|
| *
| Extreme Networks Inc.
| 74,880
| 1,007
|
| *
| Viasat Inc.
| 78,413
| 996
|
| *
| Viavi Solutions Inc.
| 144,373
| 992
|
| *,1
| AST SpaceMobile Inc. Class A
| 79,948
| 928
|
| *
| Infinera Corp.
| 150,583
| 917
|
| *
| Harmonic Inc.
| 73,673
| 867
|
| *
| Lumen Technologies Inc.
| 696,189
| 766
|
| *
| Globalstar Inc.
| 528,607
| 592
|
| *
| Digi International Inc.
| 24,409
| 560
|
| *
| Liberty Broadband Corp. Class A
| 10,222
| 558
|
|
| IDT Corp. Class B
| 15,089
| 542
|
|
| Shenandoah Telecommunications Co.
| 31,810
| 519
|
| *
| Gogo Inc.
| 47,220
| 454
|
| *
| United States Cellular Corp.
| 7,418
| 414
|
| *
| Powerfleet Inc.
| 81,145
| 371
|
| *
| Clearfield Inc.
| 9,579
| 369
|
| *
| Anterix Inc.
| 8,305
| 329
|
| *
| NETGEAR Inc.
| 18,962
| 290
|
|
| ADTRAN Holdings Inc.
| 54,634
| 287
|
| *
| Altice USA Inc. Class A
| 136,545
| 279
|
| *
| Applied Optoelectronics Inc.
| 31,463
| 261
|
| *
| fuboTV Inc.
| 202,554
| 251
|
| *
| Lightwave Logic Inc.
| 79,946
| 239
|
| *
| Consolidated Communications Holdings Inc.
| 54,100
| 238
|
| *
| Xperi Inc.
| 27,800
| 228
|
| *
| Ribbon Communications Inc.
| 63,300
| 208
|
| *
| Aviat Networks Inc.
| 7,168
| 206
|
| *
| Ooma Inc.
| 19,530
| 194
|
| *
| WideOpenWest Inc.
| 35,637
| 193
|
|
| ATN International Inc.
| 8,375
| 191
|
| *
| 8x8 Inc.
| 81,172
| 180
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
| *
| CommScope Holding Co. Inc.
| 141,900
| 175
|
|
| Spok Holdings Inc.
| 7,800
| 115
|
| *
| Inseego Corp.
| 6,806
| 73
|
| *
| Comtech Telecommunications Corp.
| 22,650
| 69
|
| *
| Genasys Inc.
| 27,790
| 59
|
| *
| Lantronix Inc.
| 14,911
| 53
|
| *
| Airgain Inc.
| 8,585
| 52
|
| *
| KVH Industries Inc.
| 9,132
| 42
|
| *
| Cambium Networks Corp.
| 11,400
| 32
|
| *
| SurgePays Inc.
| 8,139
| 26
|
| *
| DZS Inc.
| 16,287
| 19
|
|
| Network-1 Technologies Inc.
| 2,710
| 5
|
|
|
|
|
|
|
| 637,455
|
| Utilities (1.6%)
|
|
| NextEra Energy Inc.
| 1,344,731
| 95,220
|
|
| Waste Management Inc.
| 262,140
| 55,925
|
|
| Southern Co.
| 715,660
| 55,514
|
|
| Duke Energy Corp.
| 503,875
| 50,503
|
|
| Constellation Energy Corp.
| 206,517
| 41,359
|
|
| Sempra
| 414,788
| 31,549
|
|
| American Electric Power Co. Inc.
| 344,497
| 30,226
|
|
| PG&E Corp.
| 1,713,302
| 29,914
|
|
| Waste Connections Inc.
| 168,426
| 29,535
|
|
| Dominion Energy Inc.
| 549,643
| 26,933
|
|
| Republic Services Inc. Class A
| 133,440
| 25,933
|
|
| Public Service Enterprise Group Inc.
| 326,540
| 24,066
|
|
| Exelon Corp.
| 654,906
| 22,666
|
|
| Consolidated Edison Inc.
| 225,747
| 20,186
|
|
| Vistra Corp.
| 228,619
| 19,657
|
|
| Xcel Energy Inc.
| 361,814
| 19,324
|
|
| Edison International
| 252,002
| 18,096
|
|
| American Water Works Co. Inc.
| 126,850
| 16,384
|
|
| WEC Energy Group Inc.
| 206,431
| 16,197
|
|
| Entergy Corp.
| 138,691
| 14,840
|
|
| FirstEnergy Corp.
| 355,720
| 13,613
|
|
| DTE Energy Co.
| 121,808
| 13,522
|
|
| PPL Corp.
| 482,531
| 13,342
|
|
| Eversource Energy
| 229,111
| 12,993
|
|
| CenterPoint Energy Inc.
| 418,040
| 12,951
|
|
| Ameren Corp.
| 174,181
| 12,386
|
|
| CMS Energy Corp.
| 193,380
| 11,512
|
|
| Atmos Energy Corp.
| 98,198
| 11,455
|
|
| NRG Energy Inc.
| 136,932
| 10,662
|
|
| Alliant Energy Corp.
| 166,724
| 8,486
|
|
| NiSource Inc.
| 290,248
| 8,362
|
|
| AES Corp.
| 468,903
| 8,239
|
|
| Evergy Inc.
| 141,577
| 7,499
|
| *
| Clean Harbors Inc.
| 32,242
| 7,292
|
|
| Essential Utilities Inc.
| 160,115
| 5,977
|
|
| Pinnacle West Capital Corp.
| 73,744
| 5,633
|
|
| OGE Energy Corp.
| 129,949
| 4,639
|
| *
| Casella Waste Systems Inc. Class A
| 38,253
| 3,795
|
| *
| Stericycle Inc.
| 62,210
| 3,616
|
|
| UGI Corp.
| 141,374
| 3,237
|
|
| National Fuel Gas Co.
| 59,277
| 3,212
|
|
| IDACORP Inc.
| 33,940
| 3,162
|
|
| Southwest Gas Holdings Inc.
| 44,162
| 3,108
|
|
| Portland General Electric Co.
| 68,558
| 2,964
|
|
| Ormat Technologies Inc.
| 39,176
| 2,809
|
|
| New Jersey Resources Corp.
| 62,670
| 2,679
|
|
| Black Hills Corp.
| 46,400
| 2,523
|
|
| ONE Gas Inc.
| 38,050
| 2,429
|
|
| ALLETE Inc.
| 37,548
| 2,341
|
|
| PNM Resources Inc.
| 60,220
| 2,226
|
|
| Spire Inc.
| 33,955
| 2,062
|
|
| Northwestern Energy Group Inc.
| 40,162
| 2,011
|
|
| California Water Service Group
| 39,338
| 1,908
|
|
| Avista Corp.
| 53,261
| 1,843
|
|
| MGE Energy Inc.
| 24,033
| 1,796
|
|
|
|
|
|
| Shares
| Market
Value•
($000)
|
|
| Avangrid Inc.
| 49,700
| 1,766
|
|
| American States Water Co.
| 23,590
| 1,712
|
| *
| Sunrun Inc.
| 141,967
| 1,684
|
|
| Chesapeake Utilities Corp.
| 15,020
| 1,595
|
|
| SJW Group
| 20,206
| 1,096
|
|
| Clearway Energy Inc. Class C
| 42,071
| 1,039
|
|
| Northwest Natural Holding Co.
| 25,775
| 931
|
|
| Hawaiian Electric Industries Inc.
| 76,397
| 689
|
|
| Middlesex Water Co.
| 12,757
| 667
|
|
| Unitil Corp.
| 11,718
| 607
|
| *
| Enviri Corp.
| 61,710
| 533
|
| *,1
| NuScale Power Corp. Class A
| 43,900
| 513
|
|
| Clearway Energy Inc. Class A
| 19,985
| 453
|
| *
| Sunnova Energy International Inc.
| 71,764
| 400
|
|
| York Water Co.
| 9,385
| 348
|
|
| Excelerate Energy Inc. Class A
| 12,138
| 224
|
|
| Artesian Resources Corp. Class A
| 6,216
| 219
|
|
| Aris Water Solutions Inc. Class A
| 13,681
| 214
|
| *
| Arq Inc.
| 33,167
| 201
|
|
| Genie Energy Ltd. Class B
| 13,020
| 190
|
| *
| Altus Power Inc. Class A
| 47,800
| 187
|
| *
| Quest Resource Holding Corp.
| 16,000
| 141
|
|
| Global Water Resources Inc.
| 11,264
| 136
|
| *
| Net Power Inc.
| 12,800
| 126
|
|
| RGC Resources Inc.
| 5,719
| 117
|
| *
| Pure Cycle Corp.
| 12,111
| 116
|
| *
| Cadiz Inc.
| 31,280
| 97
|
| *
| Perma-Fix Environmental Services Inc.
| 5,905
| 60
|
| *,1
| Vertex Energy Inc.
| 42,599
| 40
|
| *
| Aqua Metals Inc.
| 95,200
| 30
|
|
|
|
|
|
|
| 876,442
|
| Total Common Stocks (Cost $7,411,041)
| 34,150,594
|
| Preferred Stocks (0.0%)
|
| *,1,2
| Next Bridge Hydrocarbons Inc. Preference Shares (Cost $138)
| 47,692
| —
|
| Rights (0.0%)
|
| *,1,2
| Tobira Therapeutics Inc. CVR Exp. 12/31/28
| 9,469
| 43
|
| *,2
| Inhibrx Inc. CVR
| 26,986
| 17
|
| *,2
| Imara Inc. CVR
| 11,325
| 14
|
| *,2
| Spectrum Pharmaceuticals Inc. CVR
| 118,300
| 10
|
| *,2
| Adamas Pharmaceuticals Inc. CVR
| 59,600
| 4
|
| *,1,2
| Oncternal Therapeutics Inc. CVR
| 2,749
| 3
|
| *,2
| Strongbridge Biopharma plc CVR
| 45,300
| 2
|
| *,2
| Gyre Therapeutics Inc. CVR
| 23,975
| 2
|
| *,2
| Surface Oncology Inc. CVR
| 24,474
| 2
|
| *,2
| Ocera Therapeutics Inc. CVR
| 3,700
| 1
|
| *,2
| Aduro Biotech Inc. CVR
| 6,844
| 1
|
| *,2
| Miragen Therapeutics Inc. CVR
| 36,076
| 1
|
| *,2
| Ambit Biosciences Corp. CVR
| 1,900
| —
|
| *,2
| F-star Therapeutics Inc. CVR
| 5,459
| —
|
| *,2
| Pineapple Energy Inc. CVR
| 463
| —
|
| *,1,2
| Sesen Bio Inc. CVR
| 128,046
| —
|
| *,2
| Dianthus Therapeutics Inc. CVR
| 4,251
| —
|
| Total Rights (Cost $181)
| 100
|
| Warrants (0.0%)
|
| *
| Geron Corp. Exp. 12/31/25
| 39,917
| 60
|
| *,2
| Athenex Inc. Exp. 8/15/27
| 13,166
| —
|
| *
| Danimer Scientific Inc. Exp. 7/15/25
| 21,733
| —
|
| Total Warrants (Cost $—)
| 60
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
|
|
| U.S. Government and Agency Obligations (25.4%)
|
| U.S. Government Securities (17.6%)
|
|
| United States Treasury Note/Bond
| 3.000%
| 7/15/25
| 26,313
| 25,758
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| United States Treasury Note/Bond
| 0.250%
| 7/31/25
| 35,682
| 33,887
|
|
| United States Treasury Note/Bond
| 2.875%
| 7/31/25
| 31,625
| 30,894
|
|
| United States Treasury Note/Bond
| 4.750%
| 7/31/25
| 20,155
| 20,083
|
|
| United States Treasury Note/Bond
| 2.000%
| 8/15/25
| 52,747
| 50,991
|
|
| United States Treasury Note/Bond
| 3.125%
| 8/15/25
| 25,123
| 24,593
|
|
| United States Treasury Note/Bond
| 0.250%
| 8/31/25
| 33,812
| 31,984
|
|
| United States Treasury Note/Bond
| 2.750%
| 8/31/25
| 29,964
| 29,182
|
|
| United States Treasury Note/Bond
| 5.000%
| 8/31/25
| 31,269
| 31,240
|
|
| United States Treasury Note/Bond
| 3.500%
| 9/15/25
| 35,560
| 34,915
|
|
| United States Treasury Note/Bond
| 0.250%
| 9/30/25
| 39,495
| 37,236
|
|
| United States Treasury Note/Bond
| 3.000%
| 9/30/25
| 17,932
| 17,492
|
|
| United States Treasury Note/Bond
| 5.000%
| 9/30/25
| 27,508
| 27,495
|
|
| United States Treasury Note/Bond
| 4.250%
| 10/15/25
| 32,529
| 32,219
|
|
| United States Treasury Note/Bond
| 0.250%
| 10/31/25
| 43,622
| 40,984
|
|
| United States Treasury Note/Bond
| 3.000%
| 10/31/25
| 15,773
| 15,369
|
|
| United States Treasury Note/Bond
| 5.000%
| 10/31/25
| 5,809
| 5,809
|
|
| United States Treasury Note/Bond
| 2.250%
| 11/15/25
| 47,475
| 45,769
|
|
| United States Treasury Note/Bond
| 4.500%
| 11/15/25
| 85,950
| 85,413
|
|
| United States Treasury Note/Bond
| 0.375%
| 11/30/25
| 41,658
| 39,074
|
|
| United States Treasury Note/Bond
| 2.875%
| 11/30/25
| 19,247
| 18,706
|
|
| United States Treasury Note/Bond
| 4.875%
| 11/30/25
| 35,900
| 35,855
|
|
| United States Treasury Note/Bond
| 4.000%
| 12/15/25
| 32,531
| 32,109
|
|
| United States Treasury Note/Bond
| 0.375%
| 12/31/25
| 26,597
| 24,868
|
|
| United States Treasury Note/Bond
| 2.625%
| 12/31/25
| 17,544
| 16,968
|
|
| United States Treasury Note/Bond
| 4.250%
| 12/31/25
| 35,210
| 34,869
|
|
| United States Treasury Note/Bond
| 3.875%
| 1/15/26
| 34,457
| 33,940
|
|
| United States Treasury Note/Bond
| 0.375%
| 1/31/26
| 78,780
| 73,401
|
|
| United States Treasury Note/Bond
| 2.625%
| 1/31/26
| 45,000
| 43,453
|
|
| United States Treasury Note/Bond
| 4.250%
| 1/31/26
| 28,374
| 28,103
|
|
| United States Treasury Note/Bond
| 1.625%
| 2/15/26
| 59,937
| 56,921
|
|
| United States Treasury Note/Bond
| 4.000%
| 2/15/26
| 29,789
| 29,384
|
|
| United States Treasury Note/Bond
| 0.500%
| 2/28/26
| 54,345
| 50,592
|
|
| United States Treasury Note/Bond
| 4.625%
| 2/28/26
| 50,295
| 50,114
|
|
| United States Treasury Note/Bond
| 4.625%
| 3/15/26
| 117,990
| 117,584
|
|
| United States Treasury Note/Bond
| 0.750%
| 3/31/26
| 59,340
| 55,335
|
|
| United States Treasury Note/Bond
| 2.250%
| 3/31/26
| 25,535
| 24,450
|
|
| United States Treasury Note/Bond
| 4.500%
| 3/31/26
| 55,129
| 54,836
|
|
| United States Treasury Note/Bond
| 3.750%
| 4/15/26
| 4,640
| 4,557
|
|
| United States Treasury Note/Bond
| 0.750%
| 4/30/26
| 31,316
| 29,119
|
|
| United States Treasury Note/Bond
| 2.375%
| 4/30/26
| 17,065
| 16,350
|
|
| United States Treasury Note/Bond
| 4.875%
| 4/30/26
| 5,559
| 5,568
|
|
| United States Treasury Note/Bond
| 1.625%
| 5/15/26
| 50,327
| 47,512
|
|
| United States Treasury Note/Bond
| 3.625%
| 5/15/26
| 128,106
| 125,484
|
|
| United States Treasury Note/Bond
| 0.750%
| 5/31/26
| 36,415
| 33,769
|
|
| United States Treasury Note/Bond
| 2.125%
| 5/31/26
| 17,795
| 16,944
|
|
| United States Treasury Note/Bond
| 4.875%
| 5/31/26
| 38,984
| 39,063
|
|
| United States Treasury Note/Bond
| 4.125%
| 6/15/26
| 50,659
| 50,073
|
|
| United States Treasury Note/Bond
| 0.875%
| 6/30/26
| 42,111
| 39,065
|
|
| United States Treasury Note/Bond
| 1.875%
| 6/30/26
| 16,182
| 15,312
|
| 6
| United States Treasury Note/Bond
| 4.625%
| 6/30/26
| 10,690
| 10,672
|
|
| United States Treasury Note/Bond
| 4.500%
| 7/15/26
| 73,958
| 73,634
|
|
| United States Treasury Note/Bond
| 0.625%
| 7/31/26
| 50,979
| 46,893
|
|
| United States Treasury Note/Bond
| 1.875%
| 7/31/26
| 15,760
| 14,881
|
|
| United States Treasury Note/Bond
| 1.500%
| 8/15/26
| 51,245
| 47,954
|
|
| United States Treasury Note/Bond
| 4.375%
| 8/15/26
| 35,727
| 35,493
|
|
| United States Treasury Note/Bond
| 6.750%
| 8/15/26
| 3,095
| 3,220
|
|
| United States Treasury Note/Bond
| 0.750%
| 8/31/26
| 21,498
| 19,771
|
|
| United States Treasury Note/Bond
| 4.625%
| 9/15/26
| 65,610
| 65,538
|
|
| United States Treasury Note/Bond
| 0.875%
| 9/30/26
| 64,685
| 59,530
|
|
| United States Treasury Note/Bond
| 4.625%
| 10/15/26
| 55,006
| 54,954
|
|
| United States Treasury Note/Bond
| 1.125%
| 10/31/26
| 17,773
| 16,401
|
|
| United States Treasury Note/Bond
| 1.625%
| 10/31/26
| 20,445
| 19,091
|
|
| United States Treasury Note/Bond
| 2.000%
| 11/15/26
| 50,899
| 47,893
|
|
| United States Treasury Note/Bond
| 4.625%
| 11/15/26
| 90,254
| 90,226
|
|
| United States Treasury Note/Bond
| 6.500%
| 11/15/26
| 910
| 954
|
|
| United States Treasury Note/Bond
| 1.250%
| 11/30/26
| 28,835
| 26,632
|
|
| United States Treasury Note/Bond
| 1.625%
| 11/30/26
| 25,526
| 23,787
|
|
| United States Treasury Note/Bond
| 4.375%
| 12/15/26
| 27,229
| 27,076
|
|
| United States Treasury Note/Bond
| 1.250%
| 12/31/26
| 41,157
| 37,942
|
|
| United States Treasury Note/Bond
| 1.750%
| 12/31/26
| 19,066
| 17,797
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| United States Treasury Note/Bond
| 4.000%
| 1/15/27
| 24,113
| 23,763
|
|
| United States Treasury Note/Bond
| 1.500%
| 1/31/27
| 55,509
| 51,372
|
|
| United States Treasury Note/Bond
| 2.250%
| 2/15/27
| 26,207
| 24,704
|
|
| United States Treasury Note/Bond
| 4.125%
| 2/15/27
| 43,620
| 43,122
|
|
| United States Treasury Note/Bond
| 1.125%
| 2/28/27
| 11,279
| 10,313
|
|
| United States Treasury Note/Bond
| 1.875%
| 2/28/27
| 50,678
| 47,273
|
|
| United States Treasury Note/Bond
| 4.250%
| 3/15/27
| 57,223
| 56,767
|
|
| United States Treasury Note/Bond
| 0.625%
| 3/31/27
| 24,045
| 21,625
|
|
| United States Treasury Note/Bond
| 2.500%
| 3/31/27
| 24,930
| 23,629
|
|
| United States Treasury Note/Bond
| 4.500%
| 4/15/27
| 47,161
| 47,095
|
|
| United States Treasury Note/Bond
| 0.500%
| 4/30/27
| 22,163
| 19,805
|
|
| United States Treasury Note/Bond
| 2.750%
| 4/30/27
| 40,528
| 38,609
|
|
| United States Treasury Note/Bond
| 2.375%
| 5/15/27
| 39,787
| 37,468
|
|
| United States Treasury Note/Bond
| 4.500%
| 5/15/27
| 48,968
| 48,907
|
|
| United States Treasury Note/Bond
| 0.500%
| 5/31/27
| 27,015
| 24,064
|
|
| United States Treasury Note/Bond
| 2.625%
| 5/31/27
| 39,701
| 37,654
|
|
| United States Treasury Note/Bond
| 4.625%
| 6/15/27
| 32,008
| 32,103
|
|
| United States Treasury Note/Bond
| 0.500%
| 6/30/27
| 30,694
| 27,270
|
|
| United States Treasury Note/Bond
| 3.250%
| 6/30/27
| 40,890
| 39,459
|
|
| United States Treasury Note/Bond
| 0.375%
| 7/31/27
| 52,975
| 46,717
|
|
| United States Treasury Note/Bond
| 2.750%
| 7/31/27
| 34,254
| 32,525
|
|
| United States Treasury Note/Bond
| 2.250%
| 8/15/27
| 44,310
| 41,402
|
|
| United States Treasury Note/Bond
| 0.500%
| 8/31/27
| 6,844
| 6,042
|
|
| United States Treasury Note/Bond
| 3.125%
| 8/31/27
| 30,264
| 29,035
|
|
| United States Treasury Note/Bond
| 0.375%
| 9/30/27
| 45,460
| 39,863
|
|
| United States Treasury Note/Bond
| 4.125%
| 9/30/27
| 25,600
| 25,312
|
|
| United States Treasury Note/Bond
| 0.500%
| 10/31/27
| 56,885
| 49,934
|
|
| United States Treasury Note/Bond
| 4.125%
| 10/31/27
| 33,084
| 32,712
|
|
| United States Treasury Note/Bond
| 2.250%
| 11/15/27
| 49,833
| 46,360
|
|
| United States Treasury Note/Bond
| 6.125%
| 11/15/27
| 775
| 814
|
|
| United States Treasury Note/Bond
| 0.625%
| 11/30/27
| 69,305
| 60,923
|
|
| United States Treasury Note/Bond
| 3.875%
| 11/30/27
| 14,395
| 14,121
|
|
| United States Treasury Note/Bond
| 0.625%
| 12/31/27
| 74,020
| 64,872
|
|
| United States Treasury Note/Bond
| 3.875%
| 12/31/27
| 13,578
| 13,319
|
|
| United States Treasury Note/Bond
| 0.750%
| 1/31/28
| 61,625
| 54,095
|
|
| United States Treasury Note/Bond
| 3.500%
| 1/31/28
| 18,603
| 18,016
|
|
| United States Treasury Note/Bond
| 2.750%
| 2/15/28
| 39,138
| 36,888
|
|
| United States Treasury Note/Bond
| 1.125%
| 2/29/28
| 73,857
| 65,606
|
|
| United States Treasury Note/Bond
| 4.000%
| 2/29/28
| 13,288
| 13,085
|
|
| United States Treasury Note/Bond
| 1.250%
| 3/31/28
| 72,966
| 64,974
|
|
| United States Treasury Note/Bond
| 3.625%
| 3/31/28
| 21,668
| 21,059
|
|
| United States Treasury Note/Bond
| 1.250%
| 4/30/28
| 64,511
| 57,314
|
|
| United States Treasury Note/Bond
| 3.500%
| 4/30/28
| 11,841
| 11,452
|
|
| United States Treasury Note/Bond
| 2.875%
| 5/15/28
| 30,665
| 28,969
|
|
| United States Treasury Note/Bond
| 1.250%
| 5/31/28
| 68,185
| 60,450
|
|
| United States Treasury Note/Bond
| 3.625%
| 5/31/28
| 29,800
| 28,953
|
|
| United States Treasury Note/Bond
| 1.250%
| 6/30/28
| 103,749
| 91,785
|
|
| United States Treasury Note/Bond
| 4.000%
| 6/30/28
| 42,341
| 41,693
|
|
| United States Treasury Note/Bond
| 1.000%
| 7/31/28
| 84,064
| 73,425
|
|
| United States Treasury Note/Bond
| 4.125%
| 7/31/28
| 22,554
| 22,318
|
|
| United States Treasury Note/Bond
| 2.875%
| 8/15/28
| 59,890
| 56,418
|
|
| United States Treasury Note/Bond
| 5.500%
| 8/15/28
| 4,895
| 5,104
|
|
| United States Treasury Note/Bond
| 1.125%
| 8/31/28
| 53,461
| 46,828
|
|
| United States Treasury Note/Bond
| 4.375%
| 8/31/28
| 17,517
| 17,495
|
|
| United States Treasury Note/Bond
| 1.250%
| 9/30/28
| 85,670
| 75,282
|
|
| United States Treasury Note/Bond
| 4.625%
| 9/30/28
| 37,957
| 38,277
|
|
| United States Treasury Note/Bond
| 1.375%
| 10/31/28
| 54,550
| 48,098
|
|
| United States Treasury Note/Bond
| 4.875%
| 10/31/28
| 30,645
| 31,224
|
|
| United States Treasury Note/Bond
| 3.125%
| 11/15/28
| 38,279
| 36,341
|
|
| United States Treasury Note/Bond
| 5.250%
| 11/15/28
| 14,810
| 15,296
|
|
| United States Treasury Note/Bond
| 1.500%
| 11/30/28
| 76,835
| 67,999
|
|
| United States Treasury Note/Bond
| 4.375%
| 11/30/28
| 80,601
| 80,601
|
|
| United States Treasury Note/Bond
| 1.375%
| 12/31/28
| 27,340
| 24,008
|
|
| United States Treasury Note/Bond
| 3.750%
| 12/31/28
| 32,382
| 31,562
|
|
| United States Treasury Note/Bond
| 1.750%
| 1/31/29
| 43,405
| 38,705
|
|
| United States Treasury Note/Bond
| 4.000%
| 1/31/29
| 52,413
| 51,610
|
|
| United States Treasury Note/Bond
| 2.625%
| 2/15/29
| 53,000
| 49,133
|
|
| United States Treasury Note/Bond
| 1.875%
| 2/28/29
| 39,895
| 35,718
|
|
| United States Treasury Note/Bond
| 4.250%
| 2/28/29
| 43,909
| 43,717
|
|
| United States Treasury Note/Bond
| 2.375%
| 3/31/29
| 45,010
| 41,170
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| United States Treasury Note/Bond
| 4.125%
| 3/31/29
| 42,410
| 41,986
|
|
| United States Treasury Note/Bond
| 2.875%
| 4/30/29
| 26,210
| 24,510
|
|
| United States Treasury Note/Bond
| 4.625%
| 4/30/29
| 39,042
| 39,493
|
|
| United States Treasury Note/Bond
| 2.375%
| 5/15/29
| 40,671
| 37,138
|
|
| United States Treasury Note/Bond
| 2.750%
| 5/31/29
| 34,370
| 31,932
|
|
| United States Treasury Note/Bond
| 4.500%
| 5/31/29
| 65,626
| 66,077
|
|
| United States Treasury Note/Bond
| 3.250%
| 6/30/29
| 32,740
| 31,103
|
| 6
| United States Treasury Note/Bond
| 4.250%
| 6/30/29
| 42,750
| 42,576
|
|
| United States Treasury Note/Bond
| 2.625%
| 7/31/29
| 31,430
| 28,960
|
|
| United States Treasury Note/Bond
| 1.625%
| 8/15/29
| 26,167
| 22,929
|
|
| United States Treasury Note/Bond
| 6.125%
| 8/15/29
| 3,462
| 3,735
|
|
| United States Treasury Note/Bond
| 3.125%
| 8/31/29
| 43,880
| 41,384
|
|
| United States Treasury Note/Bond
| 3.875%
| 9/30/29
| 31,540
| 30,820
|
|
| United States Treasury Note/Bond
| 4.000%
| 10/31/29
| 43,225
| 42,489
|
|
| United States Treasury Note/Bond
| 1.750%
| 11/15/29
| 14,500
| 12,733
|
|
| United States Treasury Note/Bond
| 3.875%
| 11/30/29
| 23,001
| 22,469
|
|
| United States Treasury Note/Bond
| 3.875%
| 12/31/29
| 22,936
| 22,391
|
|
| United States Treasury Note/Bond
| 3.500%
| 1/31/30
| 28,360
| 27,159
|
|
| United States Treasury Note/Bond
| 1.500%
| 2/15/30
| 49,629
| 42,603
|
|
| United States Treasury Note/Bond
| 4.000%
| 2/28/30
| 31,267
| 30,705
|
|
| United States Treasury Note/Bond
| 3.625%
| 3/31/30
| 32,760
| 31,542
|
|
| United States Treasury Note/Bond
| 3.500%
| 4/30/30
| 31,267
| 29,899
|
|
| United States Treasury Note/Bond
| 0.625%
| 5/15/30
| 61,827
| 49,964
|
|
| United States Treasury Note/Bond
| 6.250%
| 5/15/30
| 2,570
| 2,817
|
|
| United States Treasury Note/Bond
| 3.750%
| 5/31/30
| 34,745
| 33,654
|
|
| United States Treasury Note/Bond
| 3.750%
| 6/30/30
| 35,775
| 34,635
|
|
| United States Treasury Note/Bond
| 4.000%
| 7/31/30
| 28,266
| 27,727
|
|
| United States Treasury Note/Bond
| 0.625%
| 8/15/30
| 88,711
| 71,080
|
|
| United States Treasury Note/Bond
| 4.125%
| 8/31/30
| 40,363
| 39,852
|
|
| United States Treasury Note/Bond
| 4.625%
| 9/30/30
| 27,910
| 28,307
|
|
| United States Treasury Note/Bond
| 4.875%
| 10/31/30
| 32,461
| 33,379
|
|
| United States Treasury Note/Bond
| 0.875%
| 11/15/30
| 84,936
| 68,692
|
|
| United States Treasury Note/Bond
| 4.375%
| 11/30/30
| 40,335
| 40,373
|
|
| United States Treasury Note/Bond
| 3.750%
| 12/31/30
| 33,592
| 32,453
|
|
| United States Treasury Note/Bond
| 4.000%
| 1/31/31
| 37,088
| 36,340
|
|
| United States Treasury Note/Bond
| 1.125%
| 2/15/31
| 87,768
| 71,764
|
|
| United States Treasury Note/Bond
| 5.375%
| 2/15/31
| 8,005
| 8,497
|
|
| United States Treasury Note/Bond
| 4.250%
| 2/28/31
| 37,465
| 37,248
|
|
| United States Treasury Note/Bond
| 4.125%
| 3/31/31
| 42,531
| 41,973
|
|
| United States Treasury Note/Bond
| 4.625%
| 4/30/31
| 40,597
| 41,257
|
|
| United States Treasury Note/Bond
| 1.625%
| 5/15/31
| 93,328
| 78,337
|
|
| United States Treasury Note/Bond
| 4.625%
| 5/31/31
| 40,424
| 41,081
|
| 6
| United States Treasury Note/Bond
| 4.250%
| 6/30/31
| 29,050
| 28,887
|
|
| United States Treasury Note/Bond
| 1.250%
| 8/15/31
| 94,807
| 76,942
|
|
| United States Treasury Note/Bond
| 1.375%
| 11/15/31
| 91,466
| 74,388
|
|
| United States Treasury Note/Bond
| 1.875%
| 2/15/32
| 94,466
| 79,292
|
|
| United States Treasury Note/Bond
| 2.875%
| 5/15/32
| 81,874
| 73,763
|
|
| United States Treasury Note/Bond
| 2.750%
| 8/15/32
| 82,840
| 73,714
|
|
| United States Treasury Note/Bond
| 4.125%
| 11/15/32
| 83,882
| 82,480
|
|
| United States Treasury Note/Bond
| 3.500%
| 2/15/33
| 82,436
| 77,258
|
|
| United States Treasury Note/Bond
| 3.375%
| 5/15/33
| 81,833
| 75,849
|
|
| United States Treasury Note/Bond
| 3.875%
| 8/15/33
| 83,980
| 80,804
|
|
| United States Treasury Note/Bond
| 4.500%
| 11/15/33
| 90,547
| 91,396
|
|
| United States Treasury Note/Bond
| 4.000%
| 2/15/34
| 91,494
| 88,835
|
|
| United States Treasury Note/Bond
| 4.375%
| 5/15/34
| 82,031
| 82,057
|
|
| United States Treasury Note/Bond
| 4.500%
| 2/15/36
| 6,734
| 6,851
|
|
| United States Treasury Note/Bond
| 4.750%
| 2/15/37
| 3,885
| 4,029
|
|
| United States Treasury Note/Bond
| 5.000%
| 5/15/37
| 14,986
| 15,896
|
|
| United States Treasury Note/Bond
| 4.375%
| 2/15/38
| 11,517
| 11,488
|
|
| United States Treasury Note/Bond
| 4.500%
| 5/15/38
| 13,544
| 13,667
|
|
| United States Treasury Note/Bond
| 3.500%
| 2/15/39
| 6,398
| 5,752
|
|
| United States Treasury Note/Bond
| 4.250%
| 5/15/39
| 7,883
| 7,702
|
|
| United States Treasury Note/Bond
| 4.500%
| 8/15/39
| 9,884
| 9,912
|
|
| United States Treasury Note/Bond
| 4.375%
| 11/15/39
| 11,686
| 11,555
|
|
| United States Treasury Note/Bond
| 4.625%
| 2/15/40
| 10,000
| 10,153
|
|
| United States Treasury Note/Bond
| 1.125%
| 5/15/40
| 43,885
| 26,976
|
|
| United States Treasury Note/Bond
| 4.375%
| 5/15/40
| 10,919
| 10,765
|
|
| United States Treasury Note/Bond
| 1.125%
| 8/15/40
| 42,196
| 25,687
|
|
| United States Treasury Note/Bond
| 3.875%
| 8/15/40
| 8,449
| 7,831
|
|
| United States Treasury Note/Bond
| 1.375%
| 11/15/40
| 55,330
| 34,892
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| United States Treasury Note/Bond
| 4.250%
| 11/15/40
| 4,317
| 4,180
|
|
| United States Treasury Note/Bond
| 1.875%
| 2/15/41
| 51,471
| 35,209
|
|
| United States Treasury Note/Bond
| 4.750%
| 2/15/41
| 5,967
| 6,125
|
|
| United States Treasury Note/Bond
| 2.250%
| 5/15/41
| 48,760
| 35,267
|
|
| United States Treasury Note/Bond
| 4.375%
| 5/15/41
| 11,000
| 10,783
|
|
| United States Treasury Note/Bond
| 1.750%
| 8/15/41
| 56,711
| 37,447
|
|
| United States Treasury Note/Bond
| 3.750%
| 8/15/41
| 12,000
| 10,834
|
|
| United States Treasury Note/Bond
| 2.000%
| 11/15/41
| 45,355
| 31,139
|
|
| United States Treasury Note/Bond
| 3.125%
| 11/15/41
| 10,928
| 8,999
|
|
| United States Treasury Note/Bond
| 2.375%
| 2/15/42
| 42,662
| 31,050
|
|
| United States Treasury Note/Bond
| 3.125%
| 2/15/42
| 12,579
| 10,327
|
|
| United States Treasury Note/Bond
| 3.000%
| 5/15/42
| 11,950
| 9,588
|
|
| United States Treasury Note/Bond
| 3.250%
| 5/15/42
| 33,020
| 27,448
|
|
| United States Treasury Note/Bond
| 2.750%
| 8/15/42
| 13,006
| 9,996
|
|
| United States Treasury Note/Bond
| 3.375%
| 8/15/42
| 32,648
| 27,577
|
|
| United States Treasury Note/Bond
| 2.750%
| 11/15/42
| 15,070
| 11,545
|
|
| United States Treasury Note/Bond
| 4.000%
| 11/15/42
| 30,693
| 28,286
|
|
| United States Treasury Note/Bond
| 3.125%
| 2/15/43
| 12,758
| 10,326
|
|
| United States Treasury Note/Bond
| 3.875%
| 2/15/43
| 30,537
| 27,598
|
|
| United States Treasury Note/Bond
| 2.875%
| 5/15/43
| 25,464
| 19,758
|
|
| United States Treasury Note/Bond
| 3.875%
| 5/15/43
| 31,759
| 28,658
|
|
| United States Treasury Note/Bond
| 3.625%
| 8/15/43
| 21,797
| 18,929
|
|
| United States Treasury Note/Bond
| 4.375%
| 8/15/43
| 30,140
| 29,095
|
|
| United States Treasury Note/Bond
| 3.750%
| 11/15/43
| 19,000
| 16,788
|
|
| United States Treasury Note/Bond
| 4.750%
| 11/15/43
| 30,582
| 30,993
|
|
| United States Treasury Note/Bond
| 3.625%
| 2/15/44
| 19,823
| 17,162
|
|
| United States Treasury Note/Bond
| 4.500%
| 2/15/44
| 29,425
| 28,869
|
|
| United States Treasury Note/Bond
| 3.375%
| 5/15/44
| 19,100
| 15,907
|
|
| United States Treasury Note/Bond
| 4.625%
| 5/15/44
| 20,615
| 20,576
|
|
| United States Treasury Note/Bond
| 3.125%
| 8/15/44
| 23,700
| 18,930
|
|
| United States Treasury Note/Bond
| 3.000%
| 11/15/44
| 21,616
| 16,877
|
|
| United States Treasury Note/Bond
| 2.500%
| 2/15/45
| 31,348
| 22,350
|
|
| United States Treasury Note/Bond
| 3.000%
| 5/15/45
| 13,714
| 10,656
|
|
| United States Treasury Note/Bond
| 2.875%
| 8/15/45
| 25,342
| 19,236
|
|
| United States Treasury Note/Bond
| 3.000%
| 11/15/45
| 16,493
| 12,767
|
|
| United States Treasury Note/Bond
| 2.500%
| 2/15/46
| 30,604
| 21,557
|
|
| United States Treasury Note/Bond
| 2.500%
| 5/15/46
| 30,475
| 21,409
|
|
| United States Treasury Note/Bond
| 2.250%
| 8/15/46
| 22,919
| 15,270
|
|
| United States Treasury Note/Bond
| 2.875%
| 11/15/46
| 12,440
| 9,336
|
|
| United States Treasury Note/Bond
| 3.000%
| 2/15/47
| 26,775
| 20,516
|
|
| United States Treasury Note/Bond
| 3.000%
| 5/15/47
| 25,582
| 19,566
|
|
| United States Treasury Note/Bond
| 2.750%
| 8/15/47
| 32,138
| 23,410
|
|
| United States Treasury Note/Bond
| 2.750%
| 11/15/47
| 25,190
| 18,314
|
|
| United States Treasury Note/Bond
| 3.000%
| 2/15/48
| 35,038
| 26,656
|
|
| United States Treasury Note/Bond
| 3.125%
| 5/15/48
| 36,347
| 28,260
|
|
| United States Treasury Note/Bond
| 3.000%
| 8/15/48
| 38,399
| 29,135
|
|
| United States Treasury Note/Bond
| 3.375%
| 11/15/48
| 35,136
| 28,537
|
|
| United States Treasury Note/Bond
| 3.000%
| 2/15/49
| 39,182
| 29,680
|
|
| United States Treasury Note/Bond
| 2.875%
| 5/15/49
| 38,285
| 28,277
|
|
| United States Treasury Note/Bond
| 2.250%
| 8/15/49
| 34,100
| 22,037
|
|
| United States Treasury Note/Bond
| 2.375%
| 11/15/49
| 34,864
| 23,146
|
|
| United States Treasury Note/Bond
| 2.000%
| 2/15/50
| 41,881
| 25,429
|
|
| United States Treasury Note/Bond
| 1.250%
| 5/15/50
| 50,081
| 24,806
|
|
| United States Treasury Note/Bond
| 1.375%
| 8/15/50
| 54,370
| 27,814
|
|
| United States Treasury Note/Bond
| 1.625%
| 11/15/50
| 53,713
| 29,391
|
|
| United States Treasury Note/Bond
| 1.875%
| 2/15/51
| 59,930
| 34,984
|
|
| United States Treasury Note/Bond
| 2.375%
| 5/15/51
| 60,273
| 39,686
|
|
| United States Treasury Note/Bond
| 2.000%
| 8/15/51
| 55,375
| 33,260
|
|
| United States Treasury Note/Bond
| 1.875%
| 11/15/51
| 51,786
| 30,052
|
|
| United States Treasury Note/Bond
| 2.250%
| 2/15/52
| 50,652
| 32,259
|
|
| United States Treasury Note/Bond
| 2.875%
| 5/15/52
| 51,652
| 37,851
|
|
| United States Treasury Note/Bond
| 3.000%
| 8/15/52
| 50,563
| 38,033
|
|
| United States Treasury Note/Bond
| 4.000%
| 11/15/52
| 56,245
| 51,235
|
|
| United States Treasury Note/Bond
| 3.625%
| 2/15/53
| 53,348
| 45,379
|
|
| United States Treasury Note/Bond
| 3.625%
| 5/15/53
| 52,584
| 44,754
|
|
| United States Treasury Note/Bond
| 4.125%
| 8/15/53
| 51,108
| 47,594
|
|
| United States Treasury Note/Bond
| 4.750%
| 11/15/53
| 49,437
| 51,113
|
|
| United States Treasury Note/Bond
| 4.250%
| 2/15/54
| 48,808
| 46,482
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| United States Treasury Note/Bond
| 4.625%
| 5/15/54
| 49,100
| 49,783
|
|
|
|
|
|
|
| 9,757,821
|
| Agency Bonds and Notes (0.3%)
|
| 7
| AID-Israel
| 5.500%
| 9/18/33
| 400
| 424
|
|
| Federal Farm Credit Banks
| 4.250%
| 9/30/25
| 1,330
| 1,317
|
|
| Federal Farm Credit Banks
| 5.125%
| 10/10/25
| 2,450
| 2,454
|
|
| Federal Farm Credit Banks
| 4.000%
| 1/13/26
| 1,300
| 1,283
|
|
| Federal Farm Credit Banks
| 3.875%
| 2/2/26
| 500
| 492
|
|
| Federal Farm Credit Banks
| 4.750%
| 3/9/26
| 700
| 699
|
|
| Federal Farm Credit Banks
| 4.750%
| 5/8/26
| 2,000
| 1,998
|
|
| Federal Farm Credit Banks
| 4.375%
| 6/23/26
| 600
| 595
|
|
| Federal Farm Credit Banks
| 4.500%
| 8/14/26
| 875
| 871
|
|
| Federal Farm Credit Banks
| 4.875%
| 8/28/26
| 744
| 746
|
|
| Federal Farm Credit Banks
| 4.750%
| 5/6/27
| 996
| 1,000
|
|
| Federal Farm Credit Banks
| 4.500%
| 5/20/27
| 7,675
| 7,659
|
|
| Federal Farm Credit Banks
| 4.500%
| 6/7/28
| 5,000
| 5,005
|
|
| Federal Farm Credit Banks
| 4.250%
| 12/15/28
| 404
| 401
|
|
| Federal Farm Credit Banks
| 4.750%
| 4/30/29
| 742
| 753
|
|
| Federal Home Loan Banks
| 0.375%
| 9/4/25
| 800
| 757
|
|
| Federal Home Loan Banks
| 4.500%
| 12/12/25
| 1,400
| 1,392
|
|
| Federal Home Loan Banks
| 4.375%
| 6/12/26
| 1,225
| 1,216
|
|
| Federal Home Loan Banks
| 4.625%
| 11/17/26
| 2,475
| 2,474
|
|
| Federal Home Loan Banks
| 1.250%
| 12/21/26
| 6,500
| 5,986
|
|
| Federal Home Loan Banks
| 4.125%
| 1/15/27
| 950
| 939
|
|
| Federal Home Loan Banks
| 4.750%
| 4/9/27
| 1,000
| 1,004
|
|
| Federal Home Loan Banks
| 4.250%
| 12/10/27
| 4,000
| 3,968
|
|
| Federal Home Loan Banks
| 3.250%
| 6/9/28
| 2,700
| 2,580
|
|
| Federal Home Loan Banks
| 4.000%
| 6/30/28
| 2,075
| 2,040
|
|
| Federal Home Loan Banks
| 3.250%
| 11/16/28
| 1,965
| 1,873
|
|
| Federal Home Loan Banks
| 4.750%
| 12/8/28
| 165
| 167
|
|
| Federal Home Loan Banks
| 4.750%
| 3/10/34
| 1,300
| 1,309
|
|
| Federal Home Loan Banks
| 5.500%
| 7/15/36
| 2,775
| 2,996
|
| 8,9
| Federal Home Loan Mortgage Corp.
| 0.375%
| 7/21/25
| 4,500
| 4,280
|
| 9
| Federal Home Loan Mortgage Corp.
| 0.375%
| 9/23/25
| 10,500
| 9,921
|
| 8,9
| Federal Home Loan Mortgage Corp.
| 6.750%
| 9/15/29
| 2,270
| 2,513
|
| 9
| Federal Home Loan Mortgage Corp.
| 6.250%
| 7/15/32
| 6,141
| 6,837
|
| 9
| Federal National Mortgage Assn.
| 0.375%
| 8/25/25
| 6,000
| 5,683
|
| 9
| Federal National Mortgage Assn.
| 0.500%
| 11/7/25
| 8,500
| 8,009
|
| 9
| Federal National Mortgage Assn.
| 2.125%
| 4/24/26
| 1,600
| 1,526
|
| 9
| Federal National Mortgage Assn.
| 1.875%
| 9/24/26
| 2,900
| 2,728
|
| 9
| Federal National Mortgage Assn.
| 0.750%
| 10/8/27
| 8,500
| 7,530
|
| 9
| Federal National Mortgage Assn.
| 6.250%
| 5/15/29
| 2,000
| 2,160
|
| 9
| Federal National Mortgage Assn.
| 7.125%
| 1/15/30
| 2,405
| 2,711
|
| 9
| Federal National Mortgage Assn.
| 7.250%
| 5/15/30
| 2,025
| 2,309
|
| 9
| Federal National Mortgage Assn.
| 0.875%
| 8/5/30
| 7,000
| 5,659
|
| 9
| Federal National Mortgage Assn.
| 6.625%
| 11/15/30
| 9,320
| 10,379
|
| 9
| Federal National Mortgage Assn.
| 5.625%
| 7/15/37
| 1,260
| 1,374
|
| 8
| Private Export Funding Corp.
| 1.400%
| 7/15/28
| 800
| 704
|
| 8
| Tennessee Valley Authority
| 6.750%
| 11/1/25
| 2,920
| 2,983
|
| 8
| Tennessee Valley Authority
| 2.875%
| 2/1/27
| 1,000
| 956
|
|
| Tennessee Valley Authority
| 3.875%
| 3/15/28
| 1,525
| 1,491
|
|
| Tennessee Valley Authority
| 7.125%
| 5/1/30
| 2,000
| 2,245
|
|
| Tennessee Valley Authority
| 1.500%
| 9/15/31
| 1,650
| 1,335
|
| 8
| Tennessee Valley Authority
| 4.700%
| 7/15/33
| 575
| 575
|
|
| Tennessee Valley Authority
| 4.650%
| 6/15/35
| 500
| 497
|
|
| Tennessee Valley Authority
| 5.880%
| 4/1/36
| 785
| 861
|
|
| Tennessee Valley Authority
| 5.500%
| 6/15/38
| 225
| 238
|
|
| Tennessee Valley Authority
| 5.250%
| 9/15/39
| 2,417
| 2,489
|
|
| Tennessee Valley Authority
| 3.500%
| 12/15/42
| 200
| 164
|
|
| Tennessee Valley Authority
| 4.250%
| 9/15/52
| 500
| 439
|
|
| Tennessee Valley Authority
| 5.375%
| 4/1/56
| 1,580
| 1,638
|
|
| Tennessee Valley Authority
| 4.625%
| 9/15/60
| 519
| 473
|
|
| Tennessee Valley Authority
| 4.250%
| 9/15/65
| 700
| 594
|
|
|
|
|
|
|
| 145,699
|
| Conventional Mortgage-Backed Securities (7.5%)
|
|
| 8,9
| Freddie Mac Gold Pool
| 2.000%
| 8/1/28–12/1/31
| 848
| 788
|
| 8,9
| Freddie Mac Gold Pool
| 2.500%
| 4/1/27–3/1/37
| 13,562
| 12,796
|
| 8,9
| Freddie Mac Gold Pool
| 3.000%
| 10/1/24–2/1/47
| 44,094
| 39,639
|
| 8,9
| Freddie Mac Gold Pool
| 3.500%
| 9/1/25–11/1/48
| 60,688
| 55,254
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8,9
| Freddie Mac Gold Pool
| 4.000%
| 7/1/24–11/1/48
| 33,078
| 31,015
|
| 8,9
| Freddie Mac Gold Pool
| 4.500%
| 10/1/24–1/1/49
| 15,237
| 14,746
|
| 8,9
| Freddie Mac Gold Pool
| 5.000%
| 10/1/24–1/1/49
| 4,595
| 4,569
|
| 8,9
| Freddie Mac Gold Pool
| 5.500%
| 4/1/28–6/1/41
| 4,152
| 4,193
|
| 8,9
| Freddie Mac Gold Pool
| 6.000%
| 2/1/26–5/1/40
| 2,496
| 2,564
|
| 8,9
| Freddie Mac Gold Pool
| 7.000%
| 9/1/25–12/1/38
| 177
| 182
|
| 8,9
| Freddie Mac Gold Pool
| 7.500%
| 9/1/24–1/1/32
| 10
| 10
|
| 8,9
| Freddie Mac Gold Pool
| 8.000%
| 5/1/25–1/1/31
| 11
| 11
|
| 8,9
| Freddie Mac Gold Pool
| 8.500%
| 1/1/25–5/1/30
| 1
| 1
|
| 8
| Ginnie Mae I Pool
| 3.000%
| 1/15/26–7/15/43
| 2,128
| 1,885
|
| 8
| Ginnie Mae I Pool
| 3.500%
| 11/15/25–9/15/49
| 3,525
| 3,239
|
| 8
| Ginnie Mae I Pool
| 4.000%
| 10/15/24–6/15/46
| 5,025
| 4,723
|
| 8
| Ginnie Mae I Pool
| 4.500%
| 10/15/24–2/15/49
| 4,600
| 4,473
|
| 8
| Ginnie Mae I Pool
| 5.000%
| 5/15/34–4/15/41
| 2,939
| 2,928
|
| 8
| Ginnie Mae I Pool
| 6.000%
| 6/15/32
| 50
| 50
|
| 8
| Ginnie Mae I Pool
| 6.500%
| 3/15/26–8/15/39
| 359
| 368
|
| 8
| Ginnie Mae I Pool
| 7.000%
| 12/15/25–8/15/32
| 147
| 151
|
| 8
| Ginnie Mae I Pool
| 7.500%
| 8/15/25–3/15/32
| 30
| 30
|
| 8
| Ginnie Mae I Pool
| 8.000%
| 8/15/24–3/15/32
| 23
| 23
|
| 8
| Ginnie Mae I Pool
| 8.500%
| 12/15/24–6/15/30
| 3
| 3
|
| 8
| Ginnie Mae II Pool
| 1.500%
| 2/20/51–12/20/51
| 4,161
| 3,245
|
| 6,8
| Ginnie Mae II Pool
| 2.000%
| 8/20/50–7/15/54
| 158,393
| 128,133
|
| 8
| Ginnie Mae II Pool
| 2.500%
| 6/20/27–7/20/52
| 158,749
| 133,712
|
| 6,8
| Ginnie Mae II Pool
| 3.000%
| 2/20/27–7/15/54
| 158,707
| 139,398
|
| 8
| Ginnie Mae II Pool
| 3.500%
| 9/20/25–6/20/53
| 122,070
| 110,941
|
| 8
| Ginnie Mae II Pool
| 4.000%
| 9/20/25–1/20/53
| 82,766
| 77,412
|
| 8
| Ginnie Mae II Pool
| 4.500%
| 11/20/35–6/20/54
| 83,647
| 80,086
|
| 8
| Ginnie Mae II Pool
| 5.000%
| 5/20/39–6/20/54
| 95,941
| 93,611
|
| 6,8
| Ginnie Mae II Pool
| 5.500%
| 10/20/52–7/15/54
| 97,344
| 96,702
|
| 6,8
| Ginnie Mae II Pool
| 6.000%
| 12/20/52–7/15/54
| 73,097
| 73,514
|
| 8
| Ginnie Mae II Pool
| 6.500%
| 12/20/35–1/20/54
| 39,330
| 40,032
|
| 8
| Ginnie Mae II Pool
| 7.000%
| 4/20/38–4/20/54
| 12,976
| 13,230
|
| 8
| Ginnie Mae II Pool
| 7.500%
| 12/20/53
| 1,123
| 1,153
|
| 8,9
| UMBS Pool
| 1.500%
| 7/1/35–4/1/52
| 198,081
| 157,112
|
| 6,8,9
| UMBS Pool
| 2.000%
| 11/1/27–7/25/54
| 860,863
| 693,627
|
| 6,8,9
| UMBS Pool
| 2.500%
| 1/1/27–7/25/54
| 608,838
| 508,398
|
| 6,8,9
| UMBS Pool
| 3.000%
| 1/1/26–7/25/54
| 379,807
| 331,200
|
| 6,8,9
| UMBS Pool
| 3.500%
| 9/1/25–7/25/54
| 223,455
| 201,731
|
| 6,8,9
| UMBS Pool
| 4.000%
| 1/1/25–7/25/54
| 203,768
| 189,326
|
| 8,9
| UMBS Pool
| 4.500%
| 8/1/24–6/1/54
| 163,141
| 155,526
|
| 6,8,9
| UMBS Pool
| 5.000%
| 9/1/24–7/25/54
| 195,033
| 189,610
|
| 6,8,9
| UMBS Pool
| 5.500%
| 7/1/25–7/25/54
| 231,598
| 229,427
|
| 6,8,9
| UMBS Pool
| 6.000%
| 10/1/25–7/25/54
| 190,595
| 192,039
|
| 6,8,9
| UMBS Pool
| 6.500%
| 11/1/52–7/25/54
| 119,528
| 122,284
|
| 6,8,9
| UMBS Pool
| 7.000%
| 9/1/25–7/25/54
| 32,935
| 33,964
|
| 8,9
| UMBS Pool
| 7.500%
| 8/1/25–1/1/54
| 2,732
| 2,846
|
| 8,9
| UMBS Pool
| 8.000%
| 1/1/26–10/1/30
| 2
| 2
|
| 8,9
| UMBS Pool
| 8.500%
| 10/1/24–7/1/30
| 6
| 6
|
| 8,9
| UMBS Pool
| 9.000%
| 1/1/25–6/1/26
| 1
| 1
|
|
|
|
|
|
|
| 4,181,909
|
| Nonconventional Mortgage-Backed Securities (0.0%)
|
|
| 8,9,10
| Fannie Mae Pool, 1YR CMT + 2.155%
| 6.280%
| 12/1/37
| 17
| 17
|
| 8,9,10
| Fannie Mae Pool, 1YR CMT + 2.313%
| 6.438%
| 1/1/35
| 7
| 8
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.290%
| 5.831%
| 12/1/41
| 18
| 18
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.310%
| 5.560%
| 9/1/37
| 28
| 28
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.433%
| 6.004%
| 7/1/36
| 7
| 7
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.472%
| 5.794%
| 3/1/43
| 59
| 60
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.527%
| 7.180%
| 10/1/37
| 13
| 13
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.530%
| 5.780%
| 12/1/43
| 37
| 37
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.559%
| 5.809%
| 9/1/43
| 7
| 7
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.560%
| 6.944%
| 7/1/43
| 75
| 77
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.601%
| 5.851%
| 8/1/35
| 30
| 31
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.601%
| 6.439%
| 6/1/43
| 20
| 21
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.612%
| 5.862%
| 1/1/42
| 25
| 26
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.623%
| 5.998%
| 2/1/36
| 5
| 5
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.627%
| 6.127%
| 3/1/38
| 3
| 3
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.635%
| 5.885%
| 11/1/36
| 12
| 12
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.660%
| 5.910%
| 9/1/40
| 3
| 3
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.672%
| 6.285%
| 10/1/42
| 23
| 24
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.679%
| 7.061%
| 6/1/42
| 54
| 56
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.682%
| 6.057%
| 1/1/37
| 7
| 7
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.690%
| 5.940%
| 10/1/39–9/1/42
| 49
| 50
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.690%
| 7.223%
| 5/1/40
| 5
| 5
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.695%
| 5.945%
| 7/1/39
| 6
| 6
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.698%
| 5.948%
| 8/1/40
| 4
| 4
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.698%
| 6.057%
| 8/1/39
| 34
| 34
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.700%
| 5.950%
| 12/1/40
| 17
| 17
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.700%
| 6.075%
| 7/1/37
| 3
| 3
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.702%
| 5.952%
| 10/1/42
| 22
| 22
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.705%
| 5.955%
| 11/1/39
| 3
| 3
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.735%
| 5.985%
| 9/1/34
| 5
| 5
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.736%
| 6.197%
| 9/1/43
| 33
| 35
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.744%
| 5.994%
| 12/1/33
| 2
| 2
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.745%
| 6.577%
| 5/1/42
| 24
| 25
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.747%
| 6.818%
| 7/1/41
| 45
| 47
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.750%
| 6.000%
| 10/1/40
| 7
| 7
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.779%
| 6.489%
| 5/1/42
| 10
| 10
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.780%
| 6.280%
| 2/1/41
| 17
| 17
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.783%
| 6.325%
| 7/1/42
| 30
| 31
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.793%
| 6.100%
| 8/1/42
| 60
| 62
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.794%
| 6.338%
| 3/1/42
| 30
| 31
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.795%
| 6.446%
| 3/1/42
| 36
| 37
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.796%
| 6.127%
| 11/1/39
| 10
| 10
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.797%
| 6.570%
| 2/1/42
| 84
| 86
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.805%
| 6.055%
| 11/1/41
| 29
| 29
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.807%
| 6.193%
| 3/1/41
| 16
| 16
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.810%
| 6.060%
| 11/1/33–12/1/40
| 22
| 22
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.813%
| 6.063%
| 11/1/41–1/1/42
| 23
| 24
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.815%
| 6.065%
| 11/1/40–12/1/41
| 44
| 46
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.815%
| 6.190%
| 2/1/41
| 5
| 6
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.815%
| 7.548%
| 5/1/41
| 15
| 16
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.815%
| 7.565%
| 6/1/41
| 4
| 5
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.825%
| 6.575%
| 3/1/41
| 10
| 10
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.830%
| 6.302%
| 4/1/41
| 21
| 21
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.830%
| 7.705%
| 6/1/41
| 20
| 20
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.831%
| 6.929%
| 2/1/42
| 20
| 20
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.834%
| 6.629%
| 9/1/40
| 8
| 8
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.835%
| 6.157%
| 1/1/40
| 8
| 8
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.835%
| 7.210%
| 5/1/40
| 4
| 4
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.836%
| 6.143%
| 2/1/41
| 9
| 9
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.839%
| 6.089%
| 12/1/39
| 12
| 13
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.840%
| 6.090%
| 8/1/39
| 9
| 10
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.880%
| 6.401%
| 11/1/34
| 13
| 13
|
| 8,9,10
| Fannie Mae Pool, RFUCCT1Y + 1.914%
| 7.289%
| 4/1/37
| 21
| 22
|
| 8,9,10
| Fannie Mae Pool, RFUCCT6M + 1.037%
| 6.662%
| 4/1/37
| 9
| 9
|
| 8,9,10
| Fannie Mae Pool, RFUCCT6M + 1.840%
| 6.090%
| 8/1/37
| 15
| 16
|
| 8,9,10
| Freddie Mac Non Gold Pool, 1YR CMT + 2.250%
| 6.375%
| 11/1/34
| 13
| 13
|
| 8,9,10
| Freddie Mac Non Gold Pool, 1YR CMT + 2.250%
| 6.486%
| 2/1/36
| 9
| 9
|
| 8,9,10
| Freddie Mac Non Gold Pool, 1YR CMT + 2.250%
| 7.250%
| 5/1/36
| 2
| 2
|
| 8,9,10
| Freddie Mac Non Gold Pool, 1YR CMT + 2.413%
| 6.536%
| 10/1/36
| 12
| 13
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.275%
| 6.650%
| 9/1/37
| 3
| 3
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640%
| 5.890%
| 12/1/36–11/1/43
| 44
| 45
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640%
| 7.390%
| 5/1/42
| 4
| 4
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660%
| 5.910%
| 10/1/37
| 5
| 6
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665%
| 5.915%
| 12/1/34
| 5
| 5
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695%
| 6.073%
| 2/1/37
| 13
| 13
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.727%
| 5.992%
| 1/1/35
| 1
| 1
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735%
| 5.985%
| 12/1/35
| 4
| 4
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743%
| 5.992%
| 12/1/36
| 5
| 5
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745%
| 5.995%
| 12/1/40
| 20
| 21
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750%
| 6.000%
| 12/1/41
| 25
| 26
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750%
| 7.125%
| 5/1/38
| 2
| 2
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.839%
| 6.136%
| 2/1/42
| 7
| 7
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.844%
| 6.153%
| 3/1/42
| 7
| 7
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855%
| 6.105%
| 5/1/37
| 7
| 7
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880%
| 6.130%
| 6/1/40–12/1/40
| 14
| 14
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880%
| 6.202%
| 1/1/41
| 17
| 17
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880%
| 6.380%
| 3/1/41
| 2
| 2
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880%
| 6.972%
| 6/1/41
| 5
| 5
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880%
| 7.314%
| 5/1/40
| 2
| 2
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881%
| 7.598%
| 6/1/40
| 2
| 2
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.884%
| 6.276%
| 2/1/42
| 7
| 7
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.894%
| 6.143%
| 9/1/40
| 9
| 9
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900%
| 6.150%
| 6/1/40–11/1/40
| 12
| 12
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910%
| 6.218%
| 1/1/41
| 4
| 4
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910%
| 6.389%
| 2/1/41
| 6
| 6
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910%
| 6.410%
| 2/1/41
| 6
| 6
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085%
| 6.585%
| 3/1/38
| 4
| 4
|
| 8,9,10
| Freddie Mac Non Gold Pool, RFUCCT6M + 1.665%
| 7.371%
| 1/1/37
| 28
| 29
|
| 8,10
| Ginnie Mae II Pool, 1YR CMT + 1.500%
| 3.625%
| 7/20/41–8/20/41
| 109
| 108
|
| 8,10
| Ginnie Mae II Pool, 1YR CMT + 1.500%
| 3.750%
| 10/20/38–12/20/43
| 259
| 253
|
| 8,10
| Ginnie Mae II Pool, 1YR CMT + 1.500%
| 3.875%
| 4/20/41–6/20/43
| 152
| 149
|
| 8,10
| Ginnie Mae II Pool, 1YR CMT + 1.500%
| 4.625%
| 1/20/41–3/20/43
| 235
| 233
|
| 8,10
| Ginnie Mae II Pool, 1YR CMT + 1.500%
| 5.625%
| 7/20/38
| 3
| 3
|
| 8,10
| Ginnie Mae II Pool, 1YR CMT + 1.500%
| 5.750%
| 12/20/39–12/20/40
| 24
| 23
|
| 8,10
| Ginnie Mae II Pool, 1YR CMT + 2.000%
| 4.375%
| 5/20/41
| 4
| 4
|
| 8,10
| Ginnie Mae II Pool, 1YR CMT + 2.000%
| 6.000%
| 5/20/41
| 8
| 9
|
| 8,10
| Ginnie Mae II Pool, 1YR CMT + 2.000%
| 6.250%
| 11/20/40
| 4
| 4
|
|
|
|
|
|
|
| 2,454
|
| Total U.S. Government and Agency Obligations (Cost $15,574,264)
| 14,087,883
|
| Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)
|
| 8
| Ally Auto Receivables Trust Series 2022-1
| 3.310%
| 11/15/26
| 358
| 354
|
| 8
| Ally Auto Receivables Trust Series 2022-1
| 3.450%
| 6/15/27
| 50
| 49
|
| 8
| Ally Auto Receivables Trust Series 2022-2
| 4.760%
| 5/17/27
| 614
| 611
|
| 8
| Ally Auto Receivables Trust Series 2022-2
| 4.870%
| 4/17/28
| 200
| 198
|
| 8
| Ally Auto Receivables Trust Series 2023-1
| 5.460%
| 5/15/28
| 245
| 246
|
| 8
| Ally Auto Receivables Trust Series 2023-1
| 5.270%
| 11/15/28
| 75
| 75
|
| 8
| American Express Credit Account Master Trust Series 2021-1
| 0.900%
| 11/15/26
| 2,025
| 1,990
|
| 8
| American Express Credit Account Master Trust Series 2022-2
| 3.390%
| 5/15/27
| 3,575
| 3,511
|
| 8
| American Express Credit Account Master Trust Series 2022-3
| 3.750%
| 8/15/27
| 1,950
| 1,915
|
| 8
| American Express Credit Account Master Trust Series 2023-1
| 4.870%
| 5/15/28
| 1,250
| 1,244
|
| 8
| American Express Credit Account Master Trust Series 2023-2
| 4.800%
| 5/15/30
| 375
| 374
|
| 8
| American Express Credit Account Master Trust Series 2023-3
| 5.230%
| 9/15/28
| 420
| 421
|
| 8
| American Express Credit Account Master Trust Series 2023-4
| 5.150%
| 9/15/30
| 420
| 425
|
| 8
| American Express Credit Account Master Trust Series 2024-1
| 5.230%
| 4/16/29
| 1,000
| 1,009
|
| 8
| American Express Credit Account Master Trust Series 2024-2
| 5.240%
| 4/15/31
| 1,100
| 1,120
|
| 8
| AmeriCredit Automobile Receivables Trust Series 2021-1
| 0.680%
| 10/19/26
| 9
| 9
|
| 8
| AmeriCredit Automobile Receivables Trust Series 2021-1
| 0.890%
| 10/19/26
| 100
| 98
|
| 8
| AmeriCredit Automobile Receivables Trust Series 2021-3
| 0.760%
| 8/18/26
| 28
| 27
|
| 8
| AmeriCredit Automobile Receivables Trust Series 2021-3
| 1.170%
| 8/18/27
| 50
| 48
|
| 8
| AmeriCredit Automobile Receivables Trust Series 2021-3
| 1.410%
| 8/18/27
| 100
| 94
|
| 8
| AmeriCredit Automobile Receivables Trust Series 2023-1
| 5.620%
| 11/18/27
| 225
| 225
|
| 8
| AmeriCredit Automobile Receivables Trust Series 2023-1
| 5.800%
| 12/18/28
| 100
| 101
|
| 8
| BA Credit Card Trust Series 2022-A1
| 3.530%
| 11/15/27
| 550
| 540
|
| 8
| BA Credit Card Trust Series 2023-A1
| 4.790%
| 5/15/28
| 925
| 919
|
| 8
| BA Credit Card Trust Series 2024-A1
| 4.930%
| 5/15/29
| 1,000
| 1,000
|
| 8
| Banc of America Commercial Mortgage Trust Series 2015-UBS7
| 3.429%
| 9/15/48
| 37
| 36
|
| 8
| Banc of America Commercial Mortgage Trust Series 2015-UBS7
| 3.705%
| 9/15/48
| 300
| 292
|
| 8
| BANK Series 2017-BNK4
| 3.625%
| 5/15/50
| 800
| 759
|
| 8
| BANK Series 2017-BNK5
| 3.390%
| 6/15/60
| 700
| 660
|
| 8
| BANK Series 2017-BNK5
| 3.624%
| 6/15/60
| 350
| 327
|
| 8
| BANK Series 2017-BNK6
| 3.254%
| 7/15/60
| 175
| 165
|
| 8
| BANK Series 2017-BNK6
| 3.518%
| 7/15/60
| 980
| 925
|
| 8
| BANK Series 2017-BNK6
| 3.741%
| 7/15/60
| 780
| 731
|
| 8
| BANK Series 2017-BNK7
| 3.175%
| 9/15/60
| 480
| 451
|
| 8
| BANK Series 2017-BNK7
| 3.435%
| 9/15/60
| 275
| 259
|
| 8
| BANK Series 2017-BNK7
| 3.748%
| 9/15/60
| 300
| 281
|
| 8
| BANK Series 2017-BNK8
| 3.488%
| 11/15/50
| 600
| 552
|
| 8
| BANK Series 2017-BNK8
| 3.731%
| 11/15/50
| 100
| 90
|
| 8
| BANK Series 2017-BNK8
| 4.230%
| 11/15/50
| 250
| 184
|
| 8
| BANK Series 2017-BNK9
| 3.279%
| 11/15/54
| 266
| 249
|
| 8
| BANK Series 2017-BNK9
| 3.538%
| 11/15/54
| 600
| 564
|
| 8
| BANK Series 2018-BNK10
| 3.641%
| 2/15/61
| 91
| 88
|
| 8
| BANK Series 2018-BNK10
| 3.688%
| 2/15/61
| 400
| 377
|
| 8
| BANK Series 2018-BNK10
| 3.898%
| 2/15/61
| 150
| 140
|
| 8
| BANK Series 2018-BNK11
| 4.046%
| 3/15/61
| 400
| 381
|
| 8
| BANK Series 2018-BNK12
| 4.255%
| 5/15/61
| 500
| 480
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| BANK Series 2018-BNK12
| 4.475%
| 5/15/61
| 150
| 139
|
| 8
| BANK Series 2018-BNK13
| 3.953%
| 8/15/61
| 165
| 156
|
| 8
| BANK Series 2018-BNK13
| 4.217%
| 8/15/61
| 825
| 787
|
| 8
| BANK Series 2018-BNK14
| 3.966%
| 9/15/60
| 100
| 95
|
| 8
| BANK Series 2018-BNK14
| 4.128%
| 9/15/60
| 137
| 136
|
| 8
| BANK Series 2018-BNK14
| 4.231%
| 9/15/60
| 250
| 239
|
| 8
| BANK Series 2018-BNK14
| 4.481%
| 9/15/60
| 175
| 164
|
| 8
| BANK Series 2018-BNK15
| 4.407%
| 11/15/61
| 470
| 452
|
| 8
| BANK Series 2019-BNK16
| 4.005%
| 2/15/52
| 275
| 259
|
| 8
| BANK Series 2019-BNK17
| 3.714%
| 4/15/52
| 360
| 335
|
| 8
| BANK Series 2019-BNK17
| 3.976%
| 4/15/52
| 75
| 69
|
| 8
| BANK Series 2019-BNK18
| 3.584%
| 5/15/62
| 640
| 574
|
| 8
| BANK Series 2019-BNK18
| 3.826%
| 5/15/62
| 200
| 177
|
| 8
| BANK Series 2019-BNK19
| 3.183%
| 8/15/61
| 550
| 482
|
| 8
| BANK Series 2019-BNK19
| 4.162%
| 8/15/61
| 140
| 107
|
| 8
| BANK Series 2019-BNK20
| 3.011%
| 9/15/62
| 725
| 635
|
| 8
| BANK Series 2019-BNK21
| 2.851%
| 10/17/52
| 595
| 521
|
| 8
| BANK Series 2019-BNK21
| 3.093%
| 10/17/52
| 300
| 257
|
| 8
| BANK Series 2019-BNK22
| 2.978%
| 11/15/62
| 315
| 280
|
| 8
| BANK Series 2019-BNK23
| 2.920%
| 12/15/52
| 735
| 650
|
| 8
| BANK Series 2019-BNK23
| 3.203%
| 12/15/52
| 275
| 240
|
| 8
| BANK Series 2019-BNK24
| 2.960%
| 11/15/62
| 575
| 509
|
| 8
| BANK Series 2019-BNK24
| 3.283%
| 11/15/62
| 275
| 241
|
| 8
| BANK Series 2020-BNK25
| 2.649%
| 1/15/63
| 375
| 324
|
| 8
| BANK Series 2020-BNK25
| 2.841%
| 1/15/63
| 265
| 225
|
| 8
| BANK Series 2020-BNK26
| 2.403%
| 3/15/63
| 675
| 575
|
| 8
| BANK Series 2020-BNK26
| 2.687%
| 3/15/63
| 215
| 180
|
| 8
| BANK Series 2020-BNK27
| 2.144%
| 4/15/63
| 600
| 492
|
| 8
| BANK Series 2020-BNK27
| 2.551%
| 4/15/63
| 175
| 143
|
| 8
| BANK Series 2020-BNK28
| 1.844%
| 3/15/63
| 180
| 147
|
| 8
| BANK Series 2020-BNK29
| 1.997%
| 11/15/53
| 250
| 200
|
| 8
| BANK Series 2020-BNK30
| 1.925%
| 12/15/53
| 300
| 241
|
| 8
| BANK Series 2020-BNK30
| 2.111%
| 12/15/53
| 35
| 28
|
| 8
| BANK Series 2021-BNK31
| 2.036%
| 2/15/54
| 225
| 184
|
| 8
| BANK Series 2021-BNK31
| 2.211%
| 2/15/54
| 125
| 100
|
| 8
| BANK Series 2021-BNK32
| 2.643%
| 4/15/54
| 350
| 297
|
| 8
| BANK Series 2021-BNK33
| 2.556%
| 5/15/64
| 175
| 147
|
| 8
| BANK Series 2021-BNK34
| 2.438%
| 6/15/63
| 675
| 545
|
| 8
| BANK Series 2021-BNK35
| 2.285%
| 6/15/64
| 400
| 329
|
| 8
| BANK Series 2021-BNK36
| 2.470%
| 9/15/64
| 600
| 498
|
| 8
| BANK Series 2021-BNK36
| 2.695%
| 9/15/64
| 175
| 143
|
| 8
| BANK Series 2021-BNK37
| 2.618%
| 11/15/64
| 600
| 499
|
| 8
| BANK Series 2022-BNK43
| 4.399%
| 8/15/55
| 800
| 747
|
| 8
| BANK Series 2022-BNK43
| 4.830%
| 8/15/55
| 175
| 163
|
| 8
| BANK Series 2023-5YR2
| 6.656%
| 7/15/56
| 500
| 520
|
| 8
| BANK Series 2023-5YR2
| 7.379%
| 7/15/56
| 175
| 183
|
| 8
| BANK Series 2023-5YR3
| 6.724%
| 9/15/56
| 250
| 261
|
| 8
| BANK Series 2023-5YR3
| 7.559%
| 9/15/56
| 250
| 265
|
| 8
| BANK Series 2023-5YR3
| 7.559%
| 9/15/56
| 100
| 105
|
| 8
| BANK Series 2023-BNK45
| 5.203%
| 2/15/56
| 250
| 247
|
| 8
| BANK Series 2023-BNK45
| 5.651%
| 2/15/56
| 150
| 148
|
| 8
| BANK Series 2023-BNK46
| 5.745%
| 8/15/56
| 500
| 513
|
| 8
| BANK Series 2023-BNK46
| 6.385%
| 8/15/56
| 115
| 121
|
| 8
| BANK Series 2024-BNK47
| 5.716%
| 6/15/57
| 700
| 720
|
| 8
| Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3
| 3.574%
| 2/15/50
| 1,080
| 1,029
|
| 8
| Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3
| 3.748%
| 2/15/50
| 420
| 398
|
| 8
| Barclays Commercial Mortgage Trust Series 2019-C3
| 3.583%
| 5/15/52
| 225
| 208
|
| 8
| Barclays Commercial Mortgage Trust Series 2019-C4
| 2.919%
| 8/15/52
| 1,150
| 1,026
|
| 8
| Barclays Commercial Mortgage Trust Series 2019-C4
| 3.171%
| 8/15/52
| 100
| 87
|
| 8
| Barclays Commercial Mortgage Trust Series 2019-C5
| 3.063%
| 11/15/52
| 625
| 561
|
| 8
| Barclays Commercial Mortgage Trust Series 2019-C5
| 3.366%
| 11/15/52
| 375
| 333
|
| 8
| Barclays Dryrock Issuance Trust Series 2022-1
| 3.070%
| 2/15/28
| 450
| 441
|
| 8
| Barclays Dryrock Issuance Trust Series 2023-1
| 4.720%
| 2/15/29
| 1,300
| 1,289
|
| 8
| BBCMS Mortgage Trust Series 2017-C1
| 3.674%
| 2/15/50
| 1,175
| 1,117
|
| 8
| BBCMS Mortgage Trust Series 2017-C1
| 3.898%
| 2/15/50
| 325
| 308
|
| 8
| BBCMS Mortgage Trust Series 2018-C2
| 4.314%
| 12/15/51
| 500
| 480
|
| 8
| BBCMS Mortgage Trust Series 2020-C6
| 2.639%
| 2/15/53
| 450
| 392
|
| 8
| BBCMS Mortgage Trust Series 2020-C6
| 2.840%
| 2/15/53
| 143
| 123
|
| 8
| BBCMS Mortgage Trust Series 2020-C7
| 2.037%
| 4/15/53
| 150
| 126
|
| 8
| BBCMS Mortgage Trust Series 2020-C8
| 2.040%
| 10/15/53
| 525
| 434
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| BBCMS Mortgage Trust Series 2020-C8
| 2.398%
| 10/15/53
| 110
| 90
|
| 8
| BBCMS Mortgage Trust Series 2021-C9
| 2.299%
| 2/15/54
| 650
| 542
|
| 8
| BBCMS Mortgage Trust Series 2021-C11
| 2.322%
| 9/15/54
| 225
| 186
|
| 8
| BBCMS Mortgage Trust Series 2021-C11
| 2.536%
| 9/15/54
| 100
| 81
|
| 8
| BBCMS Mortgage Trust Series 2021-C12
| 2.689%
| 11/15/54
| 375
| 316
|
| 8
| BBCMS Mortgage Trust Series 2022-C14
| 2.946%
| 2/15/55
| 950
| 812
|
| 8
| BBCMS Mortgage Trust Series 2023-5C23
| 6.675%
| 12/15/56
| 750
| 787
|
| 8
| BBCMS Mortgage Trust Series 2023-C19
| 5.451%
| 4/15/56
| 250
| 252
|
| 8
| BBCMS Mortgage Trust Series 2023-C19
| 6.070%
| 4/15/56
| 75
| 76
|
| 8
| BBCMS Mortgage Trust Series 2023-C20
| 5.576%
| 7/15/56
| 175
| 178
|
| 8
| BBCMS Mortgage Trust Series 2023-C20
| 5.973%
| 7/15/56
| 75
| 77
|
| 8
| BBCMS Mortgage Trust Series 2023-C21
| 6.000%
| 9/15/56
| 500
| 524
|
| 8
| BBCMS Mortgage Trust Series 2023-C21
| 6.506%
| 9/15/56
| 250
| 262
|
| 8
| BBCMS Mortgage Trust Series 2023-C21
| 6.506%
| 9/15/56
| 100
| 103
|
| 8
| BBCMS Mortgage Trust Series 2023-C22
| 6.804%
| 11/15/56
| 300
| 332
|
| 8
| BBCMS Mortgage Trust Series 2023-C22
| 7.363%
| 11/15/56
| 100
| 111
|
| 8
| BBCMS Mortgage Trust Series 2024-5C25
| 5.946%
| 3/15/57
| 800
| 820
|
| 8
| BBCMS Mortgage Trust Series 2024-C24
| 5.419%
| 2/15/57
| 200
| 202
|
| 8
| BBCMS Mortgage Trust Series 2024-C24
| 5.867%
| 2/15/57
| 50
| 51
|
| 8
| BBCMS Mortgage Trust Series 2024-C26
| 5.829%
| 5/15/57
| 500
| 520
|
| 8
| BBCMS Trust Series 2021-C10
| 2.492%
| 7/15/54
| 650
| 548
|
| 8
| Benchmark Mortgage Trust Series 2018-B1
| 3.666%
| 1/15/51
| 450
| 422
|
| 8
| Benchmark Mortgage Trust Series 2018-B1
| 3.878%
| 1/15/51
| 200
| 184
|
| 8
| Benchmark Mortgage Trust Series 2018-B2
| 3.882%
| 2/15/51
| 2,280
| 2,136
|
| 8
| Benchmark Mortgage Trust Series 2018-B2
| 4.084%
| 2/15/51
| 625
| 579
|
| 8
| Benchmark Mortgage Trust Series 2018-B3
| 3.848%
| 4/10/51
| 36
| 35
|
| 8
| Benchmark Mortgage Trust Series 2018-B3
| 4.025%
| 4/10/51
| 1,000
| 949
|
| 8
| Benchmark Mortgage Trust Series 2018-B4
| 4.121%
| 7/15/51
| 250
| 238
|
| 8
| Benchmark Mortgage Trust Series 2018-B4
| 4.311%
| 7/15/51
| 500
| 466
|
| 8
| Benchmark Mortgage Trust Series 2018-B5
| 4.208%
| 7/15/51
| 1,175
| 1,121
|
| 8
| Benchmark Mortgage Trust Series 2018-B6
| 4.261%
| 10/10/51
| 450
| 425
|
| 8
| Benchmark Mortgage Trust Series 2018-B6
| 4.441%
| 10/10/51
| 125
| 117
|
| 8
| Benchmark Mortgage Trust Series 2018-B7
| 4.510%
| 5/15/53
| 25
| 24
|
| 8
| Benchmark Mortgage Trust Series 2018-B8
| 4.232%
| 1/15/52
| 435
| 408
|
| 8
| Benchmark Mortgage Trust Series 2018-B8
| 4.532%
| 1/15/52
| 200
| 185
|
| 8
| Benchmark Mortgage Trust Series 2019-B9
| 3.751%
| 3/15/52
| 100
| 93
|
| 8
| Benchmark Mortgage Trust Series 2019-B9
| 4.016%
| 3/15/52
| 261
| 243
|
| 8
| Benchmark Mortgage Trust Series 2019-B10
| 3.717%
| 3/15/62
| 300
| 279
|
| 8
| Benchmark Mortgage Trust Series 2019-B10
| 3.979%
| 3/15/62
| 125
| 113
|
| 8
| Benchmark Mortgage Trust Series 2019-B11
| 3.281%
| 5/15/52
| 200
| 182
|
| 8
| Benchmark Mortgage Trust Series 2019-B11
| 3.542%
| 5/15/52
| 1,450
| 1,310
|
| 8
| Benchmark Mortgage Trust Series 2019-B11
| 3.784%
| 5/15/52
| 310
| 277
|
| 8
| Benchmark Mortgage Trust Series 2019-B13
| 2.952%
| 8/15/57
| 300
| 268
|
| 8
| Benchmark Mortgage Trust Series 2019-B14
| 3.049%
| 12/15/62
| 225
| 201
|
| 8
| Benchmark Mortgage Trust Series 2019-B15
| 2.928%
| 12/15/72
| 265
| 231
|
| 8
| Benchmark Mortgage Trust Series 2020-B16
| 2.732%
| 2/15/53
| 375
| 328
|
| 8
| Benchmark Mortgage Trust Series 2020-B16
| 2.944%
| 2/15/53
| 100
| 85
|
| 8
| Benchmark Mortgage Trust Series 2020-B17
| 2.211%
| 3/15/53
| 175
| 163
|
| 8
| Benchmark Mortgage Trust Series 2020-B17
| 2.289%
| 3/15/53
| 850
| 711
|
| 8
| Benchmark Mortgage Trust Series 2020-B17
| 2.583%
| 3/15/53
| 105
| 87
|
| 8
| Benchmark Mortgage Trust Series 2020-B19
| 1.850%
| 9/15/53
| 212
| 171
|
| 8
| Benchmark Mortgage Trust Series 2020-B19
| 2.148%
| 9/15/53
| 75
| 58
|
| 8
| Benchmark Mortgage Trust Series 2020-B20
| 2.034%
| 10/15/53
| 425
| 339
|
| 8
| Benchmark Mortgage Trust Series 2020-B20
| 2.375%
| 10/15/53
| 35
| 28
|
| 8
| Benchmark Mortgage Trust Series 2020-B21
| 1.978%
| 12/17/53
| 525
| 428
|
| 8
| Benchmark Mortgage Trust Series 2020-B21
| 2.254%
| 12/17/53
| 50
| 40
|
| 8
| Benchmark Mortgage Trust Series 2020-B22
| 1.973%
| 1/15/54
| 400
| 325
|
| 8
| Benchmark Mortgage Trust Series 2020-IG1
| 2.687%
| 9/15/43
| 575
| 466
|
| 8
| Benchmark Mortgage Trust Series 2020-IG1
| 2.909%
| 9/15/43
| 175
| 130
|
| 8
| Benchmark Mortgage Trust Series 2021-B23
| 2.070%
| 2/15/54
| 1,875
| 1,504
|
| 8
| Benchmark Mortgage Trust Series 2021-B23
| 2.274%
| 2/15/54
| 275
| 213
|
| 8
| Benchmark Mortgage Trust Series 2021-B24
| 2.584%
| 3/15/54
| 500
| 414
|
| 8
| Benchmark Mortgage Trust Series 2021-B24
| 2.780%
| 3/15/54
| 100
| 82
|
| 8
| Benchmark Mortgage Trust Series 2021-B25
| 2.577%
| 4/15/54
| 550
| 448
|
| 8
| Benchmark Mortgage Trust Series 2021-B25
| 2.847%
| 4/15/54
| 250
| 197
|
| 8
| Benchmark Mortgage Trust Series 2021-B26
| 2.613%
| 6/15/54
| 575
| 475
|
| 8
| Benchmark Mortgage Trust Series 2021-B28
| 2.224%
| 8/15/54
| 350
| 286
|
| 8
| Benchmark Mortgage Trust Series 2021-B29
| 2.284%
| 9/15/54
| 75
| 65
|
| 8
| Benchmark Mortgage Trust Series 2021-B29
| 2.388%
| 9/15/54
| 225
| 186
|
| 8
| Benchmark Mortgage Trust Series 2021-B29
| 2.612%
| 9/15/54
| 75
| 61
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Benchmark Mortgage Trust Series 2021-B30
| 2.576%
| 11/15/54
| 925
| 769
|
| 8
| Benchmark Mortgage Trust Series 2021-B31
| 2.669%
| 12/15/54
| 500
| 418
|
| 8
| Benchmark Mortgage Trust Series 2022-B32
| 3.002%
| 1/15/55
| 1,425
| 1,187
|
| 8
| Benchmark Mortgage Trust Series 2022-B32
| 3.528%
| 1/15/55
| 300
| 247
|
| 8
| Benchmark Mortgage Trust Series 2022-B33
| 3.458%
| 3/15/55
| 300
| 264
|
| 8
| Benchmark Mortgage Trust Series 2022-B34
| 3.786%
| 4/15/55
| 250
| 220
|
| 8
| Benchmark Mortgage Trust Series 2022-B36
| 4.470%
| 7/15/55
| 375
| 354
|
| 8
| Benchmark Mortgage Trust Series 2022-B36
| 4.951%
| 7/15/55
| 100
| 93
|
| 8
| Benchmark Mortgage Trust Series 2023-B39
| 5.754%
| 7/15/56
| 825
| 851
|
| 8
| Benchmark Mortgage Trust Series 2023-B39
| 6.250%
| 7/15/56
| 250
| 260
|
| 8
| Benchmark Mortgage Trust Series 2023-V2
| 5.812%
| 5/15/55
| 325
| 329
|
| 8
| Benchmark Mortgage Trust Series 2023-V2
| 6.537%
| 5/15/55
| 175
| 179
|
| 8
| Benchmark Mortgage Trust Series 2023-V3
| 6.363%
| 7/15/56
| 80
| 83
|
| 8
| Benchmark Mortgage Trust Series 2023-V3
| 7.097%
| 7/15/56
| 260
| 271
|
| 8
| Benchmark Mortgage Trust Series 2024-V5
| 5.805%
| 1/10/57
| 100
| 102
|
| 8
| Benchmark Mortgage Trust Series 2024-V5
| 6.417%
| 1/10/57
| 50
| 51
|
| 8
| BMO Mortgage Trust Series 2022-C1
| 3.374%
| 2/15/55
| 275
| 241
|
| 8
| BMO Mortgage Trust Series 2022-C2
| 4.973%
| 7/15/54
| 300
| 293
|
| 8
| BMO Mortgage Trust Series 2022-C3
| 5.313%
| 9/15/54
| 900
| 899
|
| 8
| BMO Mortgage Trust Series 2022-C3
| 5.503%
| 9/15/54
| 125
| 123
|
| 8
| BMO Mortgage Trust Series 2023-5C1
| 6.534%
| 8/15/56
| 1,000
| 1,036
|
| 8
| BMO Mortgage Trust Series 2023-5C1
| 7.355%
| 8/15/56
| 500
| 521
|
| 8
| BMO Mortgage Trust Series 2023-5C2
| 7.296%
| 11/15/56
| 300
| 319
|
| 8
| BMO Mortgage Trust Series 2023-5C2
| 7.485%
| 11/15/56
| 800
| 846
|
| 8
| BMO Mortgage Trust Series 2023-C4
| 5.117%
| 2/15/56
| 275
| 271
|
| 8
| BMO Mortgage Trust Series 2023-C4
| 5.541%
| 2/15/56
| 50
| 50
|
| 8
| BMO Mortgage Trust Series 2023-C5
| 5.765%
| 6/15/56
| 200
| 206
|
| 8
| BMO Mortgage Trust Series 2023-C5
| 6.162%
| 6/15/56
| 75
| 77
|
| 8
| BMO Mortgage Trust Series 2023-C6
| 5.956%
| 9/15/56
| 500
| 522
|
| 8
| BMO Mortgage Trust Series 2023-C6
| 6.550%
| 9/15/56
| 160
| 169
|
| 8
| BMO Mortgage Trust Series 2023-C7
| 6.160%
| 12/15/56
| 1,100
| 1,164
|
| 8
| BMO Mortgage Trust Series 2023-C7
| 6.674%
| 12/15/56
| 400
| 428
|
| 8
| BMO Mortgage Trust Series 2024-5C3
| 5.739%
| 2/15/57
| 300
| 304
|
| 8
| BMO Mortgage Trust Series 2024-5C3
| 6.286%
| 2/15/57
| 50
| 51
|
| 8
| BMO Mortgage Trust Series 2024-5C4
| 6.526%
| 5/15/57
| 600
| 628
|
| 8
| BMO Mortgage Trust Series 2024-5C4
| 6.866%
| 5/15/57
| 600
| 628
|
| 8
| BMO Mortgage Trust Series 2024-5C4
| 7.254%
| 5/15/57
| 600
| 624
|
| 8
| BMO Mortgage Trust Series 2024-C8
| 5.598%
| 3/15/57
| 1,115
| 1,138
|
| 6,8
| BMO Mortgage Trust Series 2024-C9
| 1.000%
| 7/15/57
| 1,375
| 1,416
|
| 6,8
| BMO Mortgage Trust Series 2024-C9
| 5.759%
| 7/15/57
| 900
| 927
|
| 8
| BMW Vehicle Lease Trust Series 2023-1
| 5.160%
| 11/25/25
| 154
| 154
|
| 8
| BMW Vehicle Lease Trust Series 2023-1
| 5.070%
| 6/25/26
| 100
| 100
|
| 8
| BMW Vehicle Lease Trust Series 2023-2
| 5.990%
| 9/25/26
| 125
| 126
|
| 8
| BMW Vehicle Lease Trust Series 2023-2
| 5.980%
| 2/25/27
| 125
| 126
|
| 8
| BMW Vehicle Lease Trust Series 2024-1
| 4.980%
| 3/25/27
| 550
| 547
|
| 8
| BMW Vehicle Lease Trust Series 2024-1
| 5.000%
| 6/25/27
| 250
| 249
|
| 8
| BMW Vehicle Owner Trust Series 2022-A
| 3.210%
| 8/25/26
| 109
| 107
|
| 8
| BMW Vehicle Owner Trust Series 2022-A
| 3.440%
| 12/26/28
| 25
| 24
|
| 8
| BMW Vehicle Owner Trust Series 2023-A
| 5.470%
| 2/25/28
| 114
| 114
|
| 8
| BMW Vehicle Owner Trust Series 2023-A
| 5.250%
| 11/26/29
| 32
| 32
|
| 8
| BMW Vehicle Owner Trust Series 2024-A
| 5.180%
| 2/26/29
| 375
| 375
|
| 8
| Cantor Commercial Real Estate Lending Series 2019-CF1
| 3.786%
| 5/15/52
| 65
| 59
|
| 8
| Cantor Commercial Real Estate Lending Series 2019-CF2
| 2.874%
| 11/15/52
| 550
| 475
|
| 8
| Cantor Commercial Real Estate Lending Series 2019-CF3
| 3.006%
| 1/15/53
| 560
| 487
|
| 8
| Cantor Commercial Real Estate Lending Series 2019-CF3
| 3.298%
| 1/15/53
| 240
| 202
|
| 8
| Capital One Multi-Asset Execution Trust Series 2019-A3
| 2.060%
| 8/15/28
| 1,300
| 1,220
|
| 8
| Capital One Multi-Asset Execution Trust Series 2021-A1
| 0.550%
| 7/15/26
| 850
| 848
|
| 8
| Capital One Multi-Asset Execution Trust Series 2021-A2
| 1.390%
| 7/15/30
| 2,175
| 1,894
|
| 8
| Capital One Multi-Asset Execution Trust Series 2021-A3
| 1.040%
| 11/15/26
| 1,875
| 1,843
|
| 8
| Capital One Multi-Asset Execution Trust Series 2022-A1
| 2.800%
| 3/15/27
| 2,000
| 1,962
|
| 8
| Capital One Multi-Asset Execution Trust Series 2022-A2
| 3.490%
| 5/15/27
| 1,900
| 1,868
|
| 8
| Capital One Multi-Asset Execution Trust Series 2023-A1
| 4.420%
| 5/15/28
| 1,325
| 1,307
|
| 8
| Capital One Prime Auto Receivables Trust Series 2021-1
| 0.770%
| 9/15/26
| 180
| 176
|
| 8
| Capital One Prime Auto Receivables Trust Series 2021-1
| 1.040%
| 4/15/27
| 100
| 95
|
| 8
| Capital One Prime Auto Receivables Trust Series 2022-1
| 3.170%
| 4/15/27
| 311
| 306
|
| 8
| Capital One Prime Auto Receivables Trust Series 2022-1
| 3.320%
| 9/15/27
| 225
| 217
|
| 8
| Capital One Prime Auto Receivables Trust Series 2022-2
| 3.660%
| 5/17/27
| 350
| 345
|
| 8
| Capital One Prime Auto Receivables Trust Series 2022-2
| 3.690%
| 12/15/27
| 100
| 97
|
| 8
| Capital One Prime Auto Receivables Trust Series 2023-1
| 4.870%
| 2/15/28
| 175
| 174
|
| 8
| Capital One Prime Auto Receivables Trust Series 2023-1
| 4.760%
| 8/15/28
| 100
| 99
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| CarMax Auto Owner Trust Series 2020-3
| 0.770%
| 3/16/26
| 4
| 4
|
| 8
| CarMax Auto Owner Trust Series 2020-4
| 0.630%
| 6/15/26
| 65
| 64
|
| 8
| CarMax Auto Owner Trust Series 2020-4
| 0.850%
| 6/15/26
| 25
| 24
|
| 8
| CarMax Auto Owner Trust Series 2021-1
| 0.340%
| 12/15/25
| 19
| 19
|
| 8
| CarMax Auto Owner Trust Series 2021-1
| 0.530%
| 10/15/26
| 50
| 49
|
| 8
| CarMax Auto Owner Trust Series 2021-2
| 0.520%
| 2/17/26
| 80
| 79
|
| 8
| CarMax Auto Owner Trust Series 2021-2
| 0.810%
| 12/15/26
| 100
| 96
|
| 8
| CarMax Auto Owner Trust Series 2021-4
| 0.560%
| 9/15/26
| 218
| 212
|
| 8
| CarMax Auto Owner Trust Series 2021-4
| 0.820%
| 4/15/27
| 100
| 94
|
| 8
| CarMax Auto Owner Trust Series 2022-1
| 1.470%
| 12/15/26
| 269
| 262
|
| 8
| CarMax Auto Owner Trust Series 2022-1
| 1.700%
| 8/16/27
| 175
| 165
|
| 8
| CarMax Auto Owner Trust Series 2022-2
| 3.490%
| 2/16/27
| 307
| 302
|
| 8
| CarMax Auto Owner Trust Series 2022-2
| 3.620%
| 9/15/27
| 100
| 97
|
| 8
| CarMax Auto Owner Trust Series 2023-1
| 4.750%
| 10/15/27
| 425
| 422
|
| 8
| CarMax Auto Owner Trust Series 2023-1
| 4.650%
| 1/16/29
| 150
| 148
|
| 8
| CarMax Auto Owner Trust Series 2023-2
| 5.050%
| 1/18/28
| 325
| 323
|
| 8
| CarMax Auto Owner Trust Series 2023-2
| 5.010%
| 11/15/28
| 100
| 99
|
| 8
| CarMax Auto Owner Trust Series 2023-3
| 5.280%
| 5/15/28
| 200
| 200
|
| 8
| CarMax Auto Owner Trust Series 2023-3
| 5.260%
| 2/15/29
| 120
| 120
|
| 8
| CarMax Auto Owner Trust Series 2023-4
| 6.000%
| 7/17/28
| 100
| 101
|
| 8
| CarMax Auto Owner Trust Series 2023-4
| 5.960%
| 5/15/29
| 150
| 153
|
| 8
| CarMax Auto Owner Trust Series 2024-1
| 4.920%
| 10/16/28
| 150
| 149
|
| 8
| CarMax Auto Owner Trust Series 2024-1
| 4.940%
| 8/15/29
| 50
| 50
|
| 8
| Carvana Auto Receivables Trust Series 2021-P2
| 0.490%
| 3/10/26
| 4
| 4
|
| 8
| Carvana Auto Receivables Trust Series 2021-P3
| 0.700%
| 11/10/26
| 127
| 125
|
| 8
| Carvana Auto Receivables Trust Series 2021-P3
| 1.030%
| 6/10/27
| 75
| 70
|
| 8
| CD Mortgage Trust Series 2016-CD1
| 2.724%
| 8/10/49
| 625
| 576
|
| 8
| CD Mortgage Trust Series 2016-CD2
| 3.526%
| 11/10/49
| 600
| 560
|
| 8
| CD Mortgage Trust Series 2017-CD3
| 3.453%
| 2/10/50
| 33
| 32
|
| 8
| CD Mortgage Trust Series 2017-CD3
| 3.631%
| 2/10/50
| 503
| 467
|
| 8
| CD Mortgage Trust Series 2017-CD3
| 3.833%
| 2/10/50
| 131
| 111
|
| 8
| CD Mortgage Trust Series 2017-CD4
| 3.514%
| 5/10/50
| 500
| 466
|
| 8
| CD Mortgage Trust Series 2017-CD4
| 3.746%
| 5/10/50
| 300
| 275
|
| 8
| CD Mortgage Trust Series 2017-CD6
| 3.332%
| 11/13/50
| 170
| 165
|
| 8
| CD Mortgage Trust Series 2017-CD6
| 3.456%
| 11/13/50
| 475
| 445
|
| 8
| CD Mortgage Trust Series 2017-CD6
| 3.709%
| 11/13/50
| 275
| 251
|
| 8
| CD Mortgage Trust Series 2018-CD7
| 4.213%
| 8/15/51
| 25
| 24
|
| 8
| CD Mortgage Trust Series 2018-CD7
| 4.279%
| 8/15/51
| 575
| 549
|
| 8
| CD Mortgage Trust Series 2019-CD8
| 2.657%
| 8/15/57
| 200
| 177
|
| 8
| CD Mortgage Trust Series 2019-CD8
| 2.912%
| 8/15/57
| 775
| 676
|
| 8
| CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1
| 3.028%
| 10/15/25
| 96
| 95
|
| 8
| CFCRE Commercial Mortgage Trust Series 2016-C3
| 3.865%
| 1/10/48
| 425
| 413
|
| 8
| CFCRE Commercial Mortgage Trust Series 2016-C4
| 3.283%
| 5/10/58
| 550
| 529
|
| 8
| CFCRE Commercial Mortgage Trust Series 2016-C4
| 3.691%
| 5/10/58
| 400
| 381
|
| 8
| CFCRE Commercial Mortgage Trust Series 2016-C6
| 3.217%
| 11/10/49
| 1,350
| 1,274
|
| 8
| CFCRE Commercial Mortgage Trust Series 2017-C8
| 3.572%
| 6/15/50
| 300
| 283
|
| 8
| CGMS Commercial Mortgage Trust Series 2017-B1
| 3.458%
| 8/15/50
| 800
| 747
|
| 8
| CGMS Commercial Mortgage Trust Series 2017-B1
| 3.711%
| 8/15/50
| 200
| 187
|
| 8
| Chase Issuance Trust Series 2022-A1
| 3.970%
| 9/15/27
| 300
| 295
|
| 8
| Chase Issuance Trust Series 2023-A1
| 5.160%
| 9/15/28
| 560
| 561
|
| 8
| Chase Issuance Trust Series 2023-A2
| 5.080%
| 9/15/30
| 480
| 484
|
| 8
| Chase Issuance Trust Series 2024-A1
| 4.600%
| 1/16/29
| 850
| 842
|
| 8
| Chase Issuance Trust Series 2024-A2
| 4.630%
| 1/15/31
| 450
| 447
|
| 8
| Citibank Credit Card Issuance Trust Series 2007-A3
| 6.150%
| 6/15/39
| 391
| 418
|
| 8
| Citibank Credit Card Issuance Trust Series 2018-A7
| 3.960%
| 10/13/30
| 1,000
| 964
|
| 8
| Citibank Credit Card Issuance Trust Series 2023-A1
| 5.230%
| 12/8/27
| 100
| 100
|
| 8
| Citigroup Commercial Mortgage Trust Series 2014-GC21
| 4.328%
| 5/10/47
| 141
| 134
|
| 8
| Citigroup Commercial Mortgage Trust Series 2014-GC23
| 3.622%
| 7/10/47
| 124
| 124
|
| 8
| Citigroup Commercial Mortgage Trust Series 2015-GC27
| 3.137%
| 2/10/48
| 800
| 791
|
| 8
| Citigroup Commercial Mortgage Trust Series 2015-GC27
| 3.571%
| 2/10/48
| 325
| 320
|
| 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
| 340
|
| 8
| Citigroup Commercial Mortgage Trust Series 2015-GC33
| 3.515%
| 9/10/58
| 183
| 179
|
| 8
| Citigroup Commercial Mortgage Trust Series 2015-GC33
| 3.778%
| 9/10/58
| 425
| 412
|
| 8
| Citigroup Commercial Mortgage Trust Series 2015-GC35
| 3.549%
| 11/10/48
| 200
| 194
|
| 8
| Citigroup Commercial Mortgage Trust Series 2016-C1
| 3.003%
| 5/10/49
| 72
| 71
|
| 8
| Citigroup Commercial Mortgage Trust Series 2016-C1
| 3.209%
| 5/10/49
| 425
| 406
|
| 8
| Citigroup Commercial Mortgage Trust Series 2016-GC36
| 3.349%
| 2/10/49
| 175
| 168
|
| 8
| Citigroup Commercial Mortgage Trust Series 2016-GC36
| 3.616%
| 2/10/49
| 2,100
| 2,012
|
| 8
| Citigroup Commercial Mortgage Trust Series 2016-P4
| 2.646%
| 7/10/49
| 250
| 237
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Citigroup Commercial Mortgage Trust Series 2016-P4
| 2.902%
| 7/10/49
| 250
| 236
|
| 8
| Citigroup Commercial Mortgage Trust Series 2017-C4
| 3.209%
| 10/12/50
| 83
| 78
|
| 8
| Citigroup Commercial Mortgage Trust Series 2017-C4
| 3.471%
| 10/12/50
| 1,100
| 1,036
|
| 8
| Citigroup Commercial Mortgage Trust Series 2017-C4
| 3.764%
| 10/12/50
| 150
| 137
|
| 8
| Citigroup Commercial Mortgage Trust Series 2018-B2
| 3.744%
| 3/10/51
| 175
| 165
|
| 8
| Citigroup Commercial Mortgage Trust Series 2018-B2
| 3.788%
| 3/10/51
| 71
| 71
|
| 8
| Citigroup Commercial Mortgage Trust Series 2018-B2
| 4.009%
| 3/10/51
| 1,200
| 1,138
|
| 8
| Citigroup Commercial Mortgage Trust Series 2018-C5
| 3.963%
| 6/10/51
| 136
| 129
|
| 8
| Citigroup Commercial Mortgage Trust Series 2019-C7
| 3.102%
| 12/15/72
| 675
| 605
|
| 8
| Citigroup Commercial Mortgage Trust Series 2019-GC41
| 2.869%
| 8/10/56
| 975
| 867
|
| 8
| Citigroup Commercial Mortgage Trust Series 2019-GC43
| 3.038%
| 11/10/52
| 1,125
| 985
|
| 8
| Citigroup Commercial Mortgage Trust Series 2020-GC46
| 2.717%
| 2/15/53
| 450
| 393
|
| 8
| Citigroup Commercial Mortgage Trust Series 2020-GC46
| 2.918%
| 2/15/53
| 190
| 162
|
| 8
| Citigroup Commercial Mortgage Trust Series 2022-GC48
| 4.742%
| 5/15/54
| 475
| 455
|
| 8
| CNH Equipment Trust Series 2021-C
| 0.810%
| 12/15/26
| 147
| 143
|
| 8
| CNH Equipment Trust Series 2022-A
| 2.940%
| 7/15/27
| 152
| 149
|
| 8
| CNH Equipment Trust Series 2022-A
| 3.030%
| 3/15/29
| 100
| 96
|
| 8
| CNH Equipment Trust Series 2022-B
| 3.890%
| 8/16/27
| 97
| 96
|
| 8
| CNH Equipment Trust Series 2022-B
| 3.910%
| 3/15/28
| 50
| 49
|
| 8
| CNH Equipment Trust Series 2023-A
| 4.810%
| 8/15/28
| 225
| 223
|
| 8
| CNH Equipment Trust Series 2023-A
| 4.770%
| 10/15/30
| 50
| 49
|
| 8
| CNH Equipment Trust Series 2023-B
| 5.600%
| 2/15/29
| 350
| 352
|
| 8
| CNH Equipment Trust Series 2023-B
| 5.460%
| 3/17/31
| 50
| 51
|
| 8
| CNH Equipment Trust Series 2024-A
| 4.770%
| 6/15/29
| 200
| 199
|
| 8
| CNH Equipment Trust Series 2024-A
| 4.800%
| 7/15/31
| 50
| 49
|
| 8
| CNH Equipment Trust Series 2024-B
| 5.190%
| 9/17/29
| 1,200
| 1,203
|
| 8
| CNH Equipment Trust Series 2024-B
| 5.230%
| 11/17/31
| 570
| 573
|
| 8
| COMM Mortgage Trust Series 2013-CR12
| 4.300%
| 10/10/46
| 49
| 45
|
| 8
| COMM Mortgage Trust Series 2013-CR12
| 4.762%
| 10/10/46
| 50
| 25
|
| 8
| COMM Mortgage Trust Series 2014-CR14
| 3.798%
| 2/10/47
| 99
| 94
|
| 8
| COMM Mortgage Trust Series 2014-CR15
| 4.032%
| 2/10/47
| 56
| 54
|
| 8
| COMM Mortgage Trust Series 2014-CR18
| 4.103%
| 7/15/47
| 102
| 102
|
| 8
| COMM Mortgage Trust Series 2014-CR19
| 4.080%
| 8/10/47
| 30
| 30
|
| 8
| COMM Mortgage Trust Series 2014-CR20
| 3.590%
| 11/10/47
| 275
| 273
|
| 8
| COMM Mortgage Trust Series 2014-CR21
| 3.528%
| 12/10/47
| 2,609
| 2,556
|
| 8
| COMM Mortgage Trust Series 2014-UBS2
| 4.701%
| 3/10/47
| 6
| 5
|
| 8
| COMM Mortgage Trust Series 2014-UBS3
| 3.819%
| 6/10/47
| 144
| 144
|
| 8
| COMM Mortgage Trust Series 2014-UBS4
| 3.694%
| 8/10/47
| 225
| 224
|
| 8
| COMM Mortgage Trust Series 2014-UBS5
| 3.838%
| 9/10/47
| 429
| 428
|
| 8
| COMM Mortgage Trust Series 2014-UBS6
| 3.387%
| 12/10/47
| 18
| 18
|
| 8
| COMM Mortgage Trust Series 2014-UBS6
| 3.644%
| 12/10/47
| 800
| 791
|
| 8
| COMM Mortgage Trust Series 2015-CR22
| 3.309%
| 3/10/48
| 575
| 563
|
| 8
| COMM Mortgage Trust Series 2015-CR22
| 3.603%
| 3/10/48
| 500
| 472
|
| 8
| COMM Mortgage Trust Series 2015-CR23
| 3.257%
| 5/10/48
| 29
| 29
|
| 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
| 302
| 297
|
| 8
| COMM Mortgage Trust Series 2015-CR25
| 3.759%
| 8/10/48
| 425
| 415
|
| 8
| COMM Mortgage Trust Series 2015-CR26
| 3.630%
| 10/10/48
| 850
| 824
|
| 8
| COMM Mortgage Trust Series 2015-CR27
| 3.404%
| 10/10/48
| 102
| 101
|
| 8
| COMM Mortgage Trust Series 2015-CR27
| 3.612%
| 10/10/48
| 400
| 389
|
| 8
| COMM Mortgage Trust Series 2015-LC19
| 3.040%
| 2/10/48
| 4
| 4
|
| 8
| COMM Mortgage Trust Series 2015-LC19
| 3.527%
| 2/10/48
| 200
| 196
|
| 8
| COMM Mortgage Trust Series 2015-LC23
| 3.774%
| 10/10/48
| 200
| 195
|
| 8
| COMM Mortgage Trust Series 2016-CR28
| 3.762%
| 2/10/49
| 1,200
| 1,164
|
| 8
| COMM Mortgage Trust Series 2016-DC2
| 3.550%
| 2/10/49
| 138
| 136
|
| 8
| COMM Mortgage Trust Series 2017-COR2
| 3.510%
| 9/10/50
| 125
| 117
|
| 8
| COMM Mortgage Trust Series 2018-COR3
| 4.228%
| 5/10/51
| 500
| 468
|
| 8
| COMM Mortgage Trust Series 2019-GC44
| 2.950%
| 8/15/57
| 450
| 401
|
| 8
| COMM Mortgage Trust Series 2019-GC44
| 3.263%
| 8/15/57
| 150
| 131
|
| 8
| CSAIL Commercial Mortgage Trust Series 2015-C1
| 3.791%
| 4/15/50
| 200
| 196
|
| 8
| CSAIL Commercial Mortgage Trust Series 2015-C1
| 4.044%
| 4/15/50
| 175
| 168
|
| 8
| CSAIL Commercial Mortgage Trust Series 2015-C2
| 3.849%
| 6/15/57
| 225
| 213
|
| 8
| CSAIL Commercial Mortgage Trust Series 2015-C3
| 3.448%
| 8/15/48
| 38
| 38
|
| 8
| CSAIL Commercial Mortgage Trust Series 2015-C3
| 3.718%
| 8/15/48
| 925
| 900
|
| 8
| CSAIL Commercial Mortgage Trust Series 2015-C3
| 4.243%
| 8/15/48
| 200
| 186
|
| 8
| CSAIL Commercial Mortgage Trust Series 2015-C4
| 3.617%
| 11/15/48
| 46
| 45
|
| 8
| CSAIL Commercial Mortgage Trust Series 2015-C4
| 3.808%
| 11/15/48
| 500
| 486
|
| 8
| CSAIL Commercial Mortgage Trust Series 2016-C7
| 3.502%
| 11/15/49
| 800
| 754
|
| 8
| CSAIL Commercial Mortgage Trust Series 2017-C8
| 3.392%
| 6/15/50
| 800
| 743
|
| 8
| CSAIL Commercial Mortgage Trust Series 2017-CX9
| 3.446%
| 9/15/50
| 250
| 231
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| CSAIL Commercial Mortgage Trust Series 2017-CX10
| 3.458%
| 11/15/50
| 575
| 529
|
| 8
| CSAIL Commercial Mortgage Trust Series 2018-CX11
| 4.033%
| 4/15/51
| 1,200
| 1,147
|
| 8
| CSAIL Commercial Mortgage Trust Series 2018-CX12
| 4.224%
| 8/15/51
| 250
| 237
|
| 8
| CSAIL Commercial Mortgage Trust Series 2019-C15
| 4.053%
| 3/15/52
| 2,475
| 2,338
|
| 8
| CSAIL Commercial Mortgage Trust Series 2019-C16
| 3.329%
| 6/15/52
| 1,125
| 1,018
|
| 8
| CSAIL Commercial Mortgage Trust Series 2021-C20
| 2.805%
| 3/15/54
| 1,075
| 922
|
| 8
| CSAIL Commercial Mortgage Trust Series 2021-C20
| 3.076%
| 3/15/54
| 175
| 145
|
| 8
| Daimler Trucks Retail Trust Series 2022-1
| 5.230%
| 2/17/26
| 190
| 190
|
| 8
| Daimler Trucks Retail Trust Series 2022-1
| 5.390%
| 1/15/30
| 100
| 100
|
| 8
| DBGS Mortgage Trust Series 2018-C1
| 4.466%
| 10/15/51
| 400
| 374
|
| 8
| DBJPM Mortgage Trust Series 2016-C1
| 3.276%
| 5/10/49
| 300
| 286
|
| 8
| DBJPM Mortgage Trust Series 2016-C3
| 2.890%
| 8/10/49
| 325
| 307
|
| 8
| DBJPM Mortgage Trust Series 2017-C6
| 3.328%
| 6/10/50
| 600
| 559
|
| 8
| DBJPM Mortgage Trust Series 2017-C6
| 3.561%
| 6/10/50
| 150
| 135
|
| 8
| DBJPM Mortgage Trust Series 2020-C9
| 1.926%
| 8/15/53
| 200
| 165
|
| 8
| Discover Card Execution Note Trust Series 2021-A1
| 0.580%
| 9/15/26
| 850
| 841
|
| 8
| Discover Card Execution Note Trust Series 2021-A2
| 1.030%
| 9/15/28
| 725
| 664
|
| 8
| Discover Card Execution Note Trust Series 2022-A1
| 1.960%
| 2/15/27
| 1,000
| 977
|
| 8
| Discover Card Execution Note Trust Series 2022-A2
| 3.320%
| 5/15/27
| 1,900
| 1,865
|
| 8
| Discover Card Execution Note Trust Series 2022-A3
| 3.560%
| 7/15/27
| 2,000
| 1,963
|
| 8
| Discover Card Execution Note Trust Series 2022-A4
| 5.030%
| 10/15/27
| 1,075
| 1,071
|
| 8
| Discover Card Execution Note Trust Series 2023-A1
| 4.310%
| 3/15/28
| 1,375
| 1,354
|
| 8
| Discover Card Execution Note Trust Series 2023-A2
| 4.930%
| 6/15/28
| 1,325
| 1,320
|
| 8
| Drive Auto Receivables Trust Series 2021-2
| 0.870%
| 10/15/27
| 16
| 16
|
| 8
| Drive Auto Receivables Trust Series 2021-2
| 1.390%
| 3/15/29
| 225
| 218
|
| 8
| Drive Auto Receivables Trust Series 2021-3
| 1.470%
| 1/15/27
| 49
| 48
|
| 8
| Exeter Automobile Receivables Trust Series 2021-3A
| 0.960%
| 10/15/26
| 59
| 58
|
| 8
| Exeter Automobile Receivables Trust Series 2021-3A
| 1.550%
| 6/15/27
| 175
| 166
|
| 8
| Exeter Automobile Receivables Trust Series 2022-1A
| 2.560%
| 6/15/28
| 86
| 85
|
| 8
| Exeter Automobile Receivables Trust Series 2022-1A
| 3.020%
| 6/15/28
| 150
| 144
|
| 8
| Exeter Automobile Receivables Trust Series 2022-2A
| 3.650%
| 10/15/26
| 15
| 15
|
| 8
| Exeter Automobile Receivables Trust Series 2022-2A
| 3.850%
| 7/17/28
| 200
| 198
|
| 8
| Exeter Automobile Receivables Trust Series 2022-2A
| 4.560%
| 7/17/28
| 100
| 98
|
| 8
| Exeter Automobile Receivables Trust Series 2022-3A
| 4.860%
| 12/15/26
| 74
| 74
|
| 8
| Exeter Automobile Receivables Trust Series 2022-3A
| 5.300%
| 9/15/27
| 150
| 149
|
| 8
| Exeter Automobile Receivables Trust Series 2022-3A
| 6.760%
| 9/15/28
| 100
| 101
|
| 8
| Exeter Automobile Receivables Trust Series 2022-4A
| 4.920%
| 12/15/28
| 125
| 124
|
| 8
| Exeter Automobile Receivables Trust Series 2022-5A
| 6.510%
| 12/15/27
| 100
| 100
|
| 8
| Exeter Automobile Receivables Trust Series 2022-5A
| 7.400%
| 2/15/29
| 100
| 102
|
| 8
| Exeter Automobile Receivables Trust Series 2023-1A
| 5.720%
| 4/15/27
| 72
| 72
|
| 8
| Exeter Automobile Receivables Trust Series 2023-1A
| 5.820%
| 2/15/28
| 100
| 100
|
| 8
| Exeter Automobile Receivables Trust Series 2023-1A
| 6.690%
| 6/15/29
| 25
| 25
|
| 8
| Exeter Automobile Receivables Trust Series 2023-4A
| 6.310%
| 10/15/27
| 60
| 60
|
| 8
| Exeter Automobile Receivables Trust Series 2023-4A
| 6.510%
| 8/15/28
| 80
| 81
|
| 8,9
| Fannie Mae-Aces Series 2014-M9
| 3.103%
| 7/25/24
| 47
| 46
|
| 8,9
| Fannie Mae-Aces Series 2014-M13
| 3.021%
| 8/25/24
| 160
| 159
|
| 8,9
| Fannie Mae-Aces Series 2015-M1
| 2.532%
| 9/25/24
| 513
| 509
|
| 8,9
| Fannie Mae-Aces Series 2015-M2
| 2.620%
| 12/25/24
| 436
| 430
|
| 8,9
| Fannie Mae-Aces Series 2015-M3
| 2.723%
| 10/25/24
| 231
| 228
|
| 8,9
| Fannie Mae-Aces Series 2015-M7
| 2.590%
| 12/25/24
| 431
| 425
|
| 8,9
| Fannie Mae-Aces Series 2015-M8
| 2.900%
| 1/25/25
| 652
| 643
|
| 8,9
| Fannie Mae-Aces Series 2015-M10
| 3.092%
| 4/25/27
| 229
| 219
|
| 8,9
| Fannie Mae-Aces Series 2015-M12
| 2.891%
| 5/25/25
| 506
| 493
|
| 8,9
| Fannie Mae-Aces Series 2015-M15
| 2.923%
| 10/25/25
| 495
| 481
|
| 8,9
| Fannie Mae-Aces Series 2016-M3
| 2.702%
| 2/25/26
| 210
| 202
|
| 8,9
| Fannie Mae-Aces Series 2016-M4
| 2.576%
| 3/25/26
| 238
| 228
|
| 8,9
| Fannie Mae-Aces Series 2016-M5
| 2.469%
| 4/25/26
| 681
| 651
|
| 8,9
| Fannie Mae-Aces Series 2016-M6
| 2.488%
| 5/25/26
| 461
| 440
|
| 8,9
| Fannie Mae-Aces Series 2016-M7
| 2.499%
| 9/25/26
| 160
| 152
|
| 8,9
| Fannie Mae-Aces Series 2016-M9
| 2.292%
| 6/25/26
| 1,217
| 1,157
|
| 8,9
| Fannie Mae-Aces Series 2016-M11
| 2.369%
| 7/25/26
| 831
| 788
|
| 8,9
| Fannie Mae-Aces Series 2016-M12
| 2.525%
| 9/25/26
| 865
| 819
|
| 8,9
| Fannie Mae-Aces Series 2016-M13
| 2.602%
| 9/25/26
| 174
| 165
|
| 8,9
| Fannie Mae-Aces Series 2017-M1
| 2.496%
| 10/25/26
| 853
| 806
|
| 8,9
| Fannie Mae-Aces Series 2017-M2
| 2.919%
| 2/25/27
| 714
| 680
|
| 8,9
| Fannie Mae-Aces Series 2017-M3
| 2.547%
| 12/25/26
| 1,099
| 1,036
|
| 8,9
| Fannie Mae-Aces Series 2017-M4
| 2.636%
| 12/25/26
| 804
| 760
|
| 8,9
| Fannie Mae-Aces Series 2017-M5
| 3.093%
| 4/25/29
| 172
| 160
|
| 8,9
| Fannie Mae-Aces Series 2017-M7
| 2.961%
| 2/25/27
| 553
| 526
|
| 8,9
| Fannie Mae-Aces Series 2017-M8
| 3.061%
| 5/25/27
| 1,200
| 1,142
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8,9
| Fannie Mae-Aces Series 2017-M10
| 2.591%
| 7/25/24
| 130
| 130
|
| 8,9
| Fannie Mae-Aces Series 2017-M11
| 2.980%
| 8/25/29
| 477
| 440
|
| 8,9
| Fannie Mae-Aces Series 2017-M12
| 3.161%
| 6/25/27
| 796
| 757
|
| 8,9
| Fannie Mae-Aces Series 2017-M14
| 2.906%
| 11/25/27
| 257
| 241
|
| 8,9
| Fannie Mae-Aces Series 2017-M15
| 3.205%
| 11/25/27
| 975
| 929
|
| 8,9
| Fannie Mae-Aces Series 2018-M1
| 3.090%
| 12/25/27
| 381
| 360
|
| 8,9
| Fannie Mae-Aces Series 2018-M2
| 3.002%
| 1/25/28
| 1,270
| 1,197
|
| 8,9
| Fannie Mae-Aces Series 2018-M3
| 3.171%
| 2/25/30
| 267
| 246
|
| 8,9
| Fannie Mae-Aces Series 2018-M4
| 3.166%
| 3/25/28
| 518
| 488
|
| 8,9
| Fannie Mae-Aces Series 2018-M7
| 3.129%
| 3/25/28
| 361
| 341
|
| 8,9
| Fannie Mae-Aces Series 2018-M10
| 3.469%
| 7/25/28
| 199
| 190
|
| 8,9
| Fannie Mae-Aces Series 2018-M12
| 3.756%
| 8/25/30
| 850
| 801
|
| 8,9
| Fannie Mae-Aces Series 2018-M13
| 3.863%
| 9/25/30
| 634
| 602
|
| 8,9
| Fannie Mae-Aces Series 2018-M14
| 3.701%
| 8/25/28
| 665
| 635
|
| 8,9
| Fannie Mae-Aces Series 2019-M1
| 3.665%
| 9/25/28
| 630
| 601
|
| 8,9
| Fannie Mae-Aces Series 2019-M2
| 3.745%
| 11/25/28
| 788
| 753
|
| 8,9
| Fannie Mae-Aces Series 2019-M4
| 3.610%
| 2/25/31
| 822
| 766
|
| 8,9
| Fannie Mae-Aces Series 2019-M5
| 3.273%
| 2/25/29
| 752
| 706
|
| 8,9
| Fannie Mae-Aces Series 2019-M7
| 3.143%
| 4/25/29
| 764
| 711
|
| 8,9
| Fannie Mae-Aces Series 2019-M9
| 2.937%
| 6/25/29
| 1,502
| 1,388
|
| 8,9
| Fannie Mae-Aces Series 2019-M12
| 2.885%
| 6/25/29
| 2,671
| 2,455
|
| 8,9
| Fannie Mae-Aces Series 2019-M18
| 2.469%
| 8/25/29
| 950
| 852
|
| 8,9
| Fannie Mae-Aces Series 2019-M18
| 2.577%
| 9/25/31
| 2,100
| 1,826
|
| 8,9
| Fannie Mae-Aces Series 2019-M21
| 2.350%
| 2/25/31
| 120
| 105
|
| 8,9
| Fannie Mae-Aces Series 2019-M22
| 2.522%
| 8/25/29
| 1,312
| 1,183
|
| 8,9
| Fannie Mae-Aces Series 2019-M25
| 2.330%
| 11/25/29
| 196
| 174
|
| 8,9
| Fannie Mae-Aces Series 2020-M1
| 2.444%
| 10/25/29
| 815
| 725
|
| 8,9
| Fannie Mae-Aces Series 2020-M5
| 2.210%
| 1/25/30
| 459
| 403
|
| 8,9
| Fannie Mae-Aces Series 2020-M14
| 1.784%
| 5/25/30
| 291
| 248
|
| 8,9
| Fannie Mae-Aces Series 2020-M29
| 1.492%
| 5/25/30
| 350
| 290
|
| 8,9
| Fannie Mae-Aces Series 2020-M42
| 1.270%
| 7/25/30
| 1,150
| 944
|
| 8,9
| Fannie Mae-Aces Series 2020-M46
| 1.323%
| 5/25/30
| 900
| 752
|
| 8,9
| Fannie Mae-Aces Series 2020-M52
| 1.359%
| 10/25/30
| 975
| 806
|
| 8,9
| Fannie Mae-Aces Series 2021-M1
| 1.436%
| 11/25/30
| 725
| 589
|
| 8,9
| Fannie Mae-Aces Series 2021-M1G
| 1.518%
| 11/25/30
| 225
| 184
|
| 8,9
| Fannie Mae-Aces Series 2021-M3G
| 1.287%
| 1/25/31
| 1,050
| 848
|
| 8,9
| Fannie Mae-Aces Series 2021-M4
| 1.512%
| 2/25/31
| 4,275
| 3,462
|
| 8,9
| Fannie Mae-Aces Series 2021-M11
| 1.506%
| 3/25/31
| 1,900
| 1,533
|
| 8,9
| Fannie Mae-Aces Series 2021-M13
| 1.652%
| 4/25/31
| 215
| 175
|
| 8,9
| Fannie Mae-Aces Series 2021-M13
| 1.680%
| 3/25/33
| 200
| 155
|
| 8,9
| Fannie Mae-Aces Series 2021-M19
| 1.797%
| 10/25/31
| 1,250
| 1,012
|
| 8,9
| Fannie Mae-Aces Series 2022-M1
| 1.724%
| 10/25/31
| 1,500
| 1,207
|
| 8,9
| Fannie Mae-Aces Series 2022-M1G
| 1.583%
| 9/25/31
| 325
| 264
|
| 8,9
| Fannie Mae-Aces Series 2022-M3
| 1.764%
| 11/25/31
| 450
| 366
|
| 8,9
| Fannie Mae-Aces Series 2022-M4
| 2.290%
| 5/25/30
| 750
| 655
|
| 8,9
| Fannie Mae-Aces Series 2022-M8
| 2.001%
| 12/25/31
| 725
| 593
|
| 8,9
| Fannie Mae-Aces Series 2022-M10
| 2.002%
| 1/25/32
| 1,100
| 900
|
| 8,9
| Fannie Mae-Aces Series 2023-M1S
| 4.651%
| 4/25/33
| 640
| 625
|
| 8,9
| Fannie Mae-Aces Series 2023-M6
| 4.190%
| 7/25/28
| 640
| 623
|
| 8,9
| Fannie Mae-Aces Series 2023-M8
| 4.620%
| 3/25/33
| 300
| 292
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K039
| 3.303%
| 7/25/24
| 207
| 207
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K040
| 3.241%
| 9/25/24
| 808
| 803
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K041
| 3.171%
| 10/25/24
| 947
| 939
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K042
| 2.670%
| 12/25/24
| 2,351
| 2,322
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K043
| 3.062%
| 12/25/24
| 585
| 578
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K045
| 3.023%
| 1/25/25
| 586
| 577
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K046
| 3.205%
| 3/25/25
| 647
| 636
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K047
| 3.329%
| 5/25/25
| 523
| 513
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K048
| 3.284%
| 6/25/25
| 1,025
| 1,005
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K049
| 3.010%
| 7/25/25
| 448
| 437
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K050
| 3.334%
| 8/25/25
| 750
| 734
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K052
| 3.151%
| 11/25/25
| 450
| 438
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K053
| 2.995%
| 12/25/25
| 275
| 267
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K054
| 2.745%
| 1/25/26
| 700
| 675
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K055
| 2.673%
| 3/25/26
| 1,000
| 961
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K056
| 2.525%
| 5/25/26
| 575
| 549
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K057
| 2.570%
| 7/25/26
| 1,025
| 979
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K058
| 2.653%
| 8/25/26
| 500
| 476
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K059
| 3.120%
| 9/25/26
| 800
| 769
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K060
| 3.300%
| 10/25/26
| 1,000
| 962
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K061
| 3.347%
| 11/25/26
| 1,974
| 1,897
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K062
| 3.413%
| 12/25/26
| 2,400
| 2,312
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K063
| 3.430%
| 1/25/27
| 1,775
| 1,710
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K064
| 3.224%
| 3/25/27
| 1,300
| 1,244
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K065
| 3.243%
| 4/25/27
| 915
| 875
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K066
| 3.117%
| 6/25/27
| 600
| 571
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K067
| 3.194%
| 7/25/27
| 875
| 833
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K068
| 3.244%
| 8/25/27
| 500
| 476
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K069
| 3.187%
| 9/25/27
| 875
| 831
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K070
| 3.303%
| 11/25/27
| 275
| 262
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K071
| 3.286%
| 11/25/27
| 960
| 912
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K072
| 3.444%
| 12/25/27
| 450
| 429
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K073
| 3.350%
| 1/25/28
| 500
| 476
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K074
| 3.600%
| 1/25/28
| 1,000
| 959
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K075
| 3.650%
| 2/25/28
| 675
| 647
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K076
| 3.900%
| 4/25/28
| 2,575
| 2,489
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K078
| 3.854%
| 6/25/28
| 500
| 482
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K079
| 3.926%
| 6/25/28
| 1,000
| 966
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K080
| 3.736%
| 4/25/28
| 208
| 202
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K080
| 3.926%
| 7/25/28
| 800
| 773
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K081
| 3.900%
| 8/25/28
| 1,200
| 1,158
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K082
| 3.920%
| 9/25/28
| 550
| 531
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K083
| 4.050%
| 9/25/28
| 3,425
| 3,322
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K084
| 3.780%
| 10/25/28
| 2,400
| 2,306
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K085
| 4.060%
| 10/25/28
| 1,025
| 994
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K087
| 3.591%
| 10/25/27
| 67
| 65
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K087
| 3.771%
| 12/25/28
| 800
| 767
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K088
| 3.690%
| 1/25/29
| 1,175
| 1,122
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K089
| 3.563%
| 1/25/29
| 475
| 451
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K090
| 3.422%
| 2/25/29
| 900
| 851
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K091
| 3.505%
| 3/25/29
| 300
| 284
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K092
| 3.298%
| 4/25/29
| 975
| 916
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K093
| 2.982%
| 5/25/29
| 1,650
| 1,525
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K094
| 2.903%
| 6/25/29
| 1,150
| 1,057
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K095
| 2.785%
| 6/25/29
| 1,150
| 1,052
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K096
| 2.519%
| 7/25/29
| 1,000
| 901
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K098
| 2.425%
| 8/25/29
| 1,850
| 1,659
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K099
| 2.595%
| 9/25/29
| 850
| 767
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K101
| 2.524%
| 10/25/29
| 1,500
| 1,346
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K102
| 2.537%
| 10/25/29
| 1,400
| 1,258
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K103
| 2.651%
| 11/25/29
| 1,100
| 992
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K104
| 2.253%
| 1/25/30
| 1,835
| 1,617
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K105
| 1.872%
| 1/25/30
| 990
| 853
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K108
| 1.517%
| 3/25/30
| 600
| 506
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K109
| 1.558%
| 4/25/30
| 1,000
| 841
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K110
| 1.477%
| 4/25/30
| 225
| 189
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K111
| 1.350%
| 5/25/30
| 550
| 456
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K113
| 1.341%
| 6/25/30
| 500
| 414
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K114
| 1.366%
| 6/25/30
| 700
| 578
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K116
| 1.378%
| 7/25/30
| 1,250
| 1,031
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K117
| 1.406%
| 8/25/30
| 1,200
| 989
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K118
| 1.493%
| 9/25/30
| 1,600
| 1,322
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K120
| 1.500%
| 10/25/30
| 1,100
| 907
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K121
| 0.995%
| 8/25/30
| 113
| 98
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K121
| 1.547%
| 10/25/30
| 700
| 578
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K122
| 0.863%
| 5/25/30
| 45
| 39
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K122
| 1.521%
| 11/25/30
| 700
| 576
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K123
| 1.621%
| 12/25/30
| 2,150
| 1,781
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K124
| 1.658%
| 12/25/30
| 1,225
| 1,016
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K125
| 1.846%
| 1/25/31
| 875
| 733
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K126
| 2.074%
| 1/25/31
| 1,075
| 914
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K127
| 2.108%
| 1/25/31
| 600
| 511
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K128
| 2.020%
| 3/25/31
| 1,115
| 944
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K129
| 1.342%
| 9/25/30
| 219
| 191
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K129
| 1.914%
| 5/25/31
| 1,800
| 1,508
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K130
| 1.723%
| 6/25/31
| 700
| 576
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K131
| 1.853%
| 7/25/31
| 5,750
| 4,771
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K132
| 2.023%
| 8/25/31
| 500
| 417
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K133
| 2.096%
| 9/25/31
| 900
| 754
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K134
| 1.714%
| 7/25/31
| 97
| 85
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K134
| 2.243%
| 10/25/31
| 850
| 718
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K135
| 2.154%
| 10/25/31
| 550
| 462
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K138
| 2.476%
| 1/25/32
| 725
| 620
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K140
| 2.250%
| 1/25/32
| 550
| 463
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K143
| 2.350%
| 3/25/32
| 2,050
| 1,731
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K143
| 2.711%
| 4/25/55
| 98
| 88
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K148
| 3.500%
| 7/25/32
| 500
| 456
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K152
| 3.080%
| 1/25/31
| 400
| 363
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K153
| 3.294%
| 3/25/29
| 1,600
| 1,499
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K153
| 3.117%
| 10/25/31
| 900
| 808
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K154
| 3.424%
| 4/25/32
| 250
| 234
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K154
| 3.459%
| 11/25/32
| 400
| 361
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K155
| 3.750%
| 11/25/32
| 400
| 379
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K155
| 3.750%
| 4/25/33
| 850
| 783
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K156
| 4.430%
| 2/25/33
| 400
| 389
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K157
| 3.990%
| 5/25/33
| 275
| 263
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K157
| 4.200%
| 5/25/33
| 850
| 813
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K157
| 3.990%
| 8/25/33
| 375
| 349
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K158
| 3.900%
| 12/25/30
| 300
| 285
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K159
| 3.950%
| 11/25/30
| 300
| 287
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K159
| 4.500%
| 7/25/33
| 600
| 586
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K160
| 4.500%
| 8/25/33
| 950
| 927
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K161
| 4.900%
| 10/25/33
| 500
| 503
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K505
| 4.819%
| 6/25/28
| 640
| 639
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K506
| 4.650%
| 8/25/28
| 480
| 476
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K507
| 4.800%
| 9/25/28
| 450
| 448
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K508
| 4.740%
| 8/25/28
| 800
| 795
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K509
| 4.850%
| 9/25/28
| 550
| 549
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K510
| 5.069%
| 10/25/28
| 400
| 403
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K511
| 4.860%
| 10/25/28
| 250
| 250
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K512
| 5.000%
| 11/25/28
| 300
| 301
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K513
| 4.724%
| 12/25/28
| 500
| 497
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K515
| 5.400%
| 1/25/29
| 750
| 766
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K516
| 5.477%
| 1/25/29
| 650
| 665
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K517
| 5.355%
| 1/25/29
| 600
| 611
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K518
| 5.400%
| 1/25/29
| 530
| 541
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K520
| 5.180%
| 3/25/29
| 540
| 547
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K727
| 2.946%
| 7/25/24
| 350
| 349
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K728
| 3.064%
| 8/25/24
| 720
| 716
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K729
| 3.136%
| 10/25/24
| 1,624
| 1,610
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K730
| 3.590%
| 1/25/25
| 1,133
| 1,121
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K731
| 3.600%
| 2/25/25
| 759
| 750
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K732
| 3.700%
| 5/25/25
| 957
| 943
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K734
| 3.208%
| 2/25/26
| 1,565
| 1,521
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K735
| 2.862%
| 5/25/26
| 1,944
| 1,869
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K737
| 2.525%
| 10/25/26
| 1,700
| 1,613
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K739
| 1.336%
| 9/25/27
| 1,850
| 1,671
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K741
| 1.603%
| 12/25/27
| 1,725
| 1,549
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K742
| 1.760%
| 3/25/28
| 850
| 763
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K743
| 1.770%
| 5/25/28
| 550
| 491
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K744
| 1.712%
| 7/25/28
| 414
| 368
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K745
| 1.657%
| 8/25/28
| 1,100
| 970
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K746
| 2.031%
| 9/25/28
| 725
| 648
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K747
| 2.050%
| 11/25/28
| 650
| 579
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K749
| 2.120%
| 4/25/29
| 125
| 110
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K751
| 4.412%
| 3/25/30
| 650
| 638
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K752
| 4.284%
| 7/25/30
| 640
| 623
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K753
| 4.400%
| 10/25/30
| 800
| 782
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K754
| 4.940%
| 11/25/30
| 350
| 352
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1510
| 3.718%
| 1/25/31
| 300
| 282
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1510
| 3.794%
| 1/25/34
| 2,135
| 1,962
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1511
| 3.470%
| 3/25/31
| 375
| 346
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1511
| 3.542%
| 3/25/34
| 950
| 850
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1513
| 2.797%
| 8/25/34
| 2,295
| 1,928
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1514
| 2.859%
| 10/25/34
| 950
| 795
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1515
| 1.940%
| 2/25/35
| 625
| 476
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1516
| 1.721%
| 5/25/35
| 875
| 643
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1517
| 1.716%
| 7/25/35
| 1,250
| 923
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1518
| 1.860%
| 10/25/35
| 375
| 278
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1519
| 2.013%
| 12/25/35
| 1,065
| 797
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1520
| 2.007%
| 7/25/35
| 245
| 200
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1520
| 2.438%
| 2/25/36
| 875
| 684
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1521
| 2.184%
| 8/25/36
| 700
| 527
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series K-1522
| 2.361%
| 10/25/36
| 675
| 517
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series KC02
| 3.370%
| 7/25/25
| 668
| 654
|
| 8,9
| FHLMC Multifamily Structured Pass-Through Certificates Series KW01
| 2.853%
| 1/25/26
| 800
| 776
|
| 8
| Fifth Third Auto Trust Series 2023-1
| 5.530%
| 8/15/28
| 460
| 461
|
| 8
| Fifth Third Auto Trust Series 2023-1
| 5.520%
| 2/17/31
| 100
| 101
|
| 8
| First National Master Note Trust Series 2023-2
| 5.770%
| 9/15/29
| 250
| 253
|
| 8
| Ford Credit Auto Lease Trust Series 2022-A
| 3.370%
| 7/15/25
| 4
| 4
|
| 8
| Ford Credit Auto Lease Trust Series 2022-A
| 3.810%
| 8/15/25
| 100
| 100
|
| 8
| Ford Credit Auto Lease Trust Series 2023-A
| 4.940%
| 3/15/26
| 266
| 265
|
| 8
| Ford Credit Auto Lease Trust Series 2023-A
| 4.830%
| 5/15/26
| 75
| 75
|
| 8
| Ford Credit Auto Lease Trust Series 2023-B
| 5.910%
| 10/15/26
| 350
| 351
|
| 8
| Ford Credit Auto Lease Trust Series 2023-B
| 5.870%
| 1/15/27
| 100
| 101
|
| 8
| Ford Credit Auto Lease Trust Series 2023-B
| 6.200%
| 2/15/27
| 100
| 101
|
| 8
| Ford Credit Auto Owner Trust Series 2020-C
| 0.510%
| 8/15/26
| 109
| 107
|
| 8
| Ford Credit Auto Owner Trust Series 2021-A
| 0.300%
| 8/15/25
| 18
| 18
|
| 8
| Ford Credit Auto Owner Trust Series 2021-A
| 0.490%
| 9/15/26
| 235
| 229
|
| 8
| Ford Credit Auto Owner Trust Series 2022-A
| 1.290%
| 6/15/26
| 102
| 100
|
| 8
| Ford Credit Auto Owner Trust Series 2022-A
| 1.560%
| 5/15/27
| 50
| 48
|
| 8
| Ford Credit Auto Owner Trust Series 2022-B
| 3.740%
| 9/15/26
| 210
| 208
|
| 8
| Ford Credit Auto Owner Trust Series 2022-B
| 3.930%
| 8/15/27
| 100
| 98
|
| 8
| Ford Credit Auto Owner Trust Series 2022-C
| 4.480%
| 12/15/26
| 401
| 398
|
| 8
| Ford Credit Auto Owner Trust Series 2022-C
| 4.590%
| 12/15/27
| 325
| 321
|
| 8
| Ford Credit Auto Owner Trust Series 2023-A
| 4.650%
| 2/15/28
| 175
| 173
|
| 8
| Ford Credit Auto Owner Trust Series 2023-A
| 4.560%
| 12/15/28
| 75
| 74
|
| 8
| Ford Credit Auto Owner Trust Series 2023-B
| 5.230%
| 5/15/28
| 250
| 250
|
| 8
| Ford Credit Auto Owner Trust Series 2023-B
| 5.060%
| 2/15/29
| 50
| 50
|
| 8
| Ford Credit Auto Owner Trust Series 2023-C
| 5.530%
| 9/15/28
| 350
| 352
|
| 8
| Ford Credit Auto Owner Trust Series 2023-C
| 5.490%
| 5/15/29
| 150
| 152
|
| 8
| Ford Credit Auto Owner Trust Series 2024-A
| 5.090%
| 12/15/28
| 500
| 499
|
| 8
| Ford Credit Auto Owner Trust Series 2024-A
| 5.010%
| 9/15/29
| 640
| 639
|
| 8
| Ford Credit Floorplan Master Owner Trust A Series 2018-4
| 4.060%
| 11/15/30
| 700
| 672
|
| 8
| Ford Credit Floorplan Master Owner Trust A Series 2019-4
| 2.440%
| 9/15/26
| 765
| 760
|
| 8
| Ford Credit Floorplan Master Owner Trust A Series 2020-2
| 1.060%
| 9/15/27
| 675
| 640
|
| 8
| GM Financial Automobile Leasing Trust Series 2022-2
| 3.540%
| 5/20/26
| 119
| 119
|
| 8
| GM Financial Automobile Leasing Trust Series 2022-2
| 4.020%
| 5/20/26
| 50
| 50
|
| 8
| GM Financial Automobile Leasing Trust Series 2022-3
| 4.010%
| 9/22/25
| 115
| 115
|
| 8
| GM Financial Automobile Leasing Trust Series 2022-3
| 4.110%
| 8/20/26
| 150
| 149
|
| 8
| GM Financial Automobile Leasing Trust Series 2023-1
| 5.160%
| 4/20/26
| 150
| 150
|
| 8
| GM Financial Automobile Leasing Trust Series 2023-1
| 5.160%
| 1/20/27
| 175
| 174
|
| 8
| GM Financial Automobile Leasing Trust Series 2023-1
| 5.510%
| 1/20/27
| 75
| 75
|
| 8
| GM Financial Automobile Leasing Trust Series 2023-2
| 5.050%
| 7/20/26
| 200
| 199
|
| 8
| GM Financial Automobile Leasing Trust Series 2023-2
| 5.090%
| 5/20/27
| 25
| 25
|
| 8
| GM Financial Automobile Leasing Trust Series 2023-2
| 5.540%
| 5/20/27
| 75
| 75
|
| 8
| GM Financial Automobile Leasing Trust Series 2023-3
| 5.380%
| 11/20/26
| 100
| 100
|
| 8
| GM Financial Automobile Leasing Trust Series 2023-3
| 5.880%
| 8/20/27
| 75
| 76
|
| 8
| GM Financial Automobile Leasing Trust Series 2024-1
| 5.090%
| 3/22/27
| 350
| 348
|
| 8
| GM Financial Automobile Leasing Trust Series 2024-1
| 5.090%
| 2/22/28
| 75
| 75
|
| 8
| GM Financial Automobile Leasing Trust Series 2024-1
| 5.330%
| 3/20/28
| 75
| 75
|
| 8
| GM Financial Automobile Leasing Trust Series 2024-2
| 5.390%
| 7/20/27
| 500
| 501
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2020-4
| 0.500%
| 2/17/26
| 48
| 47
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2021-1
| 0.350%
| 10/16/25
| 4
| 4
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2021-1
| 0.540%
| 5/17/27
| 1,390
| 1,367
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2021-2
| 0.510%
| 4/16/26
| 43
| 43
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2021-2
| 0.820%
| 10/16/26
| 75
| 72
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2021-3
| 0.480%
| 6/16/26
| 127
| 125
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2021-3
| 0.730%
| 8/16/27
| 225
| 214
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2021-4
| 0.680%
| 9/16/26
| 123
| 120
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2021-4
| 0.990%
| 10/18/27
| 100
| 95
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2022-1
| 1.260%
| 11/16/26
| 107
| 105
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2022-1
| 1.510%
| 4/17/28
| 75
| 71
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2022-2
| 3.100%
| 2/16/27
| 206
| 203
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2022-2
| 3.250%
| 4/17/28
| 50
| 48
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2022-3
| 3.640%
| 4/16/27
| 143
| 141
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2022-3
| 3.710%
| 12/16/27
| 100
| 97
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2022-4
| 4.820%
| 8/16/27
| 575
| 572
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2022-4
| 4.880%
| 8/16/28
| 100
| 99
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2023-1
| 4.660%
| 2/16/28
| 200
| 198
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2023-1
| 4.590%
| 7/17/28
| 50
| 49
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2023-2
| 4.470%
| 2/16/28
| 300
| 297
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2023-2
| 4.430%
| 10/16/28
| 275
| 270
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2023-3
| 5.450%
| 6/16/28
| 139
| 139
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2023-3
| 5.340%
| 12/18/28
| 81
| 81
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2023-4
| 5.780%
| 8/16/28
| 200
| 202
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2023-4
| 5.710%
| 2/16/29
| 200
| 203
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2024-1
| 4.850%
| 12/18/28
| 100
| 99
|
| 8
| GM Financial Consumer Automobile Receivables Trust Series 2024-1
| 4.860%
| 6/18/29
| 50
| 50
|
| 8
| GS Mortgage Securities Trust Series 2014-GC22
| 3.862%
| 6/10/47
| 47
| 47
|
| 8
| GS Mortgage Securities Trust Series 2014-GC24
| 3.931%
| 9/10/47
| 431
| 430
|
| 8
| GS Mortgage Securities Trust Series 2014-GC24
| 4.579%
| 9/10/47
| 125
| 117
|
| 8
| GS Mortgage Securities Trust Series 2014-GC26
| 3.365%
| 11/10/47
| 6
| 6
|
| 8
| GS Mortgage Securities Trust Series 2014-GC26
| 3.629%
| 11/10/47
| 800
| 793
|
| 8
| GS Mortgage Securities Trust Series 2014-GC26
| 3.964%
| 11/10/47
| 125
| 120
|
| 8
| GS Mortgage Securities Trust Series 2014-GC26
| 4.215%
| 11/10/47
| 125
| 116
|
| 8
| GS Mortgage Securities Trust Series 2015-GC28
| 3.396%
| 2/10/48
| 500
| 495
|
| 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
| 78
| 77
|
| 8
| GS Mortgage Securities Trust Series 2015-GC32
| 3.764%
| 7/10/48
| 175
| 171
|
| 8
| GS Mortgage Securities Trust Series 2015-GC34
| 3.278%
| 10/10/48
| 108
| 106
|
| 8
| GS Mortgage Securities Trust Series 2015-GC34
| 3.506%
| 10/10/48
| 400
| 383
|
| 8
| GS Mortgage Securities Trust Series 2016-GS2
| 3.050%
| 5/10/49
| 300
| 286
|
| 8
| GS Mortgage Securities Trust Series 2016-GS3
| 2.850%
| 10/10/49
| 775
| 728
|
| 8
| GS Mortgage Securities Trust Series 2016-GS4
| 3.442%
| 11/10/49
| 275
| 261
|
| 8
| GS Mortgage Securities Trust Series 2016-GS4
| 3.645%
| 11/10/49
| 200
| 186
|
| 8
| GS Mortgage Securities Trust Series 2017-GS5
| 3.674%
| 3/10/50
| 625
| 588
|
| 8
| GS Mortgage Securities Trust Series 2017-GS5
| 3.826%
| 3/10/50
| 250
| 230
|
| 8
| GS Mortgage Securities Trust Series 2017-GS6
| 3.433%
| 5/10/50
| 700
| 654
|
| 8
| GS Mortgage Securities Trust Series 2017-GS6
| 3.638%
| 5/10/50
| 100
| 91
|
| 8
| GS Mortgage Securities Trust Series 2017-GS6
| 4.322%
| 5/10/50
| 30
| 23
|
| 8
| GS Mortgage Securities Trust Series 2017-GS7
| 3.430%
| 8/10/50
| 983
| 917
|
| 8
| GS Mortgage Securities Trust Series 2017-GS7
| 3.663%
| 8/10/50
| 262
| 238
|
| 8
| GS Mortgage Securities Trust Series 2017-GS8
| 3.205%
| 11/10/50
| 200
| 186
|
| 8
| GS Mortgage Securities Trust Series 2019-GC39
| 3.567%
| 5/10/52
| 400
| 363
|
| 8
| GS Mortgage Securities Trust Series 2019-GC40
| 2.904%
| 7/10/52
| 250
| 221
|
| 8
| GS Mortgage Securities Trust Series 2019-GC40
| 3.160%
| 7/10/52
| 550
| 489
|
| 8
| GS Mortgage Securities Trust Series 2019-GC42
| 3.001%
| 9/10/52
| 1,125
| 1,005
|
| 8
| GS Mortgage Securities Trust Series 2019-GC42
| 3.212%
| 9/10/52
| 275
| 239
|
| 8
| GS Mortgage Securities Trust Series 2019-GSA1
| 3.048%
| 11/10/52
| 500
| 450
|
| 8
| GS Mortgage Securities Trust Series 2020-GC45
| 2.911%
| 2/13/53
| 525
| 463
|
| 8
| GS Mortgage Securities Trust Series 2020-GC45
| 3.173%
| 2/13/53
| 150
| 130
|
| 8
| GS Mortgage Securities Trust Series 2020-GC47
| 2.377%
| 5/12/53
| 250
| 212
|
| 8
| GS Mortgage Securities Trust Series 2020-GSA2
| 2.012%
| 12/12/53
| 475
| 382
|
| 8
| GS Mortgage Securities Trust Series 2020-GSA2
| 2.224%
| 12/12/53
| 75
| 58
|
| 8
| Harley-Davidson Motorcycle Trust Series 2021-B
| 0.560%
| 11/16/26
| 128
| 126
|
| 8
| Harley-Davidson Motorcycle Trust Series 2021-B
| 0.820%
| 5/15/29
| 125
| 119
|
| 8
| Harley-Davidson Motorcycle Trust Series 2022-A
| 3.060%
| 2/15/27
| 55
| 55
|
| 8
| Harley-Davidson Motorcycle Trust Series 2022-A
| 3.260%
| 1/15/30
| 75
| 73
|
| 8
| Harley-Davidson Motorcycle Trust Series 2023-A
| 5.050%
| 12/15/27
| 275
| 274
|
| 8
| Harley-Davidson Motorcycle Trust Series 2023-A
| 4.970%
| 6/17/30
| 275
| 273
|
| 8
| Harley-Davidson Motorcycle Trust Series 2023-B
| 5.690%
| 8/15/28
| 400
| 403
|
| 8
| Harley-Davidson Motorcycle Trust Series 2023-B
| 5.780%
| 4/15/31
| 150
| 152
|
| 8
| Harley-Davidson Motorcycle Trust Series 2024-A
| 5.370%
| 3/15/29
| 1,000
| 1,004
|
| 8
| Harley-Davidson Motorcycle Trust Series 2024-A
| 5.290%
| 12/15/31
| 1,500
| 1,507
|
| 8
| Honda Auto Receivables Owner Trust Series 2021-1
| 0.420%
| 1/21/28
| 167
| 166
|
| 8
| Honda Auto Receivables Owner Trust Series 2021-2
| 0.330%
| 8/15/25
| 55
| 55
|
| 8
| Honda Auto Receivables Owner Trust Series 2021-3
| 0.410%
| 11/18/25
| 74
| 73
|
| 8
| Honda Auto Receivables Owner Trust Series 2021-3
| 0.600%
| 12/20/27
| 75
| 73
|
| 8
| Honda Auto Receivables Owner Trust Series 2021-4
| 0.880%
| 1/21/26
| 160
| 157
|
| 8
| Honda Auto Receivables Owner Trust Series 2021-4
| 1.140%
| 6/21/28
| 100
| 96
|
| 8
| Honda Auto Receivables Owner Trust Series 2022-1
| 1.880%
| 5/15/26
| 124
| 122
|
| 8
| Honda Auto Receivables Owner Trust Series 2022-1
| 2.040%
| 12/15/28
| 75
| 72
|
| 8
| Honda Auto Receivables Owner Trust Series 2022-2
| 3.730%
| 7/20/26
| 178
| 176
|
| 8
| Honda Auto Receivables Owner Trust Series 2022-2
| 3.760%
| 12/18/28
| 75
| 73
|
| 8
| Honda Auto Receivables Owner Trust Series 2023-1
| 5.040%
| 4/21/27
| 175
| 174
|
| 8
| Honda Auto Receivables Owner Trust Series 2023-1
| 4.970%
| 6/21/29
| 75
| 75
|
| 8
| Honda Auto Receivables Owner Trust Series 2023-2
| 4.930%
| 11/15/27
| 175
| 174
|
| 8
| Honda Auto Receivables Owner Trust Series 2023-2
| 4.910%
| 9/17/29
| 50
| 50
|
| 8
| Honda Auto Receivables Owner Trust Series 2023-3
| 5.410%
| 2/18/28
| 500
| 501
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Honda Auto Receivables Owner Trust Series 2023-3
| 5.300%
| 12/18/29
| 60
| 60
|
| 8
| Honda Auto Receivables Owner Trust Series 2023-4
| 5.670%
| 6/21/28
| 300
| 303
|
| 8
| Honda Auto Receivables Owner Trust Series 2023-4
| 5.660%
| 2/21/30
| 850
| 861
|
| 8
| Honda Auto Receivables Owner Trust Series 2024-1
| 5.210%
| 8/15/28
| 500
| 500
|
| 8
| Honda Auto Receivables Owner Trust Series 2024-1
| 5.170%
| 5/15/30
| 50
| 50
|
| 8
| Honda Auto Receivables Owner Trust Series 2024-2
| 5.270%
| 11/20/28
| 1,000
| 1,003
|
| 8
| Honda Auto Receivables Owner Trust Series 2024-2
| 5.210%
| 7/18/30
| 1,000
| 1,004
|
| 8
| Hyundai Auto Receivables Trust Series 2020-C
| 0.490%
| 11/16/26
| 28
| 28
|
| 8
| Hyundai Auto Receivables Trust Series 2021-A
| 0.380%
| 9/15/25
| 5
| 5
|
| 8
| Hyundai Auto Receivables Trust Series 2021-A
| 0.620%
| 5/17/27
| 75
| 73
|
| 8
| Hyundai Auto Receivables Trust Series 2021-C
| 0.740%
| 5/15/26
| 85
| 84
|
| 8
| Hyundai Auto Receivables Trust Series 2021-C
| 1.030%
| 12/15/27
| 100
| 95
|
| 8
| Hyundai Auto Receivables Trust Series 2023-A
| 4.580%
| 4/15/27
| 350
| 347
|
| 8
| Hyundai Auto Receivables Trust Series 2023-A
| 4.480%
| 7/17/28
| 100
| 98
|
| 8
| Hyundai Auto Receivables Trust Series 2023-B
| 5.480%
| 4/17/28
| 196
| 197
|
| 8
| Hyundai Auto Receivables Trust Series 2023-B
| 5.310%
| 8/15/29
| 57
| 57
|
| 8
| Hyundai Auto Receivables Trust Series 2023-C
| 5.540%
| 10/16/28
| 150
| 151
|
| 8
| Hyundai Auto Receivables Trust Series 2023-C
| 5.550%
| 12/17/29
| 100
| 101
|
| 8
| John Deere Owner Trust Series 2021-B
| 0.520%
| 3/16/26
| 118
| 115
|
| 8
| John Deere Owner Trust Series 2022-C
| 5.090%
| 6/15/27
| 750
| 747
|
| 8
| John Deere Owner Trust Series 2022-C
| 5.200%
| 9/17/29
| 175
| 175
|
| 8
| John Deere Owner Trust Series 2023-A
| 5.010%
| 11/15/27
| 225
| 224
|
| 8
| John Deere Owner Trust Series 2023-A
| 5.010%
| 12/17/29
| 75
| 75
|
| 8
| John Deere Owner Trust Series 2023-B
| 5.180%
| 3/15/28
| 250
| 249
|
| 8
| John Deere Owner Trust Series 2023-B
| 5.110%
| 5/15/30
| 75
| 75
|
| 8
| John Deere Owner Trust Series 2023-C
| 5.480%
| 5/15/28
| 560
| 562
|
| 8
| John Deere Owner Trust Series 2023-C
| 5.390%
| 8/15/30
| 80
| 80
|
| 8
| John Deere Owner Trust Series 2024-B
| 5.200%
| 3/15/29
| 380
| 381
|
| 8
| JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1
| 3.914%
| 1/15/49
| 325
| 315
|
| 8
| JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3
| 2.870%
| 8/15/49
| 975
| 913
|
| 8
| JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4
| 3.648%
| 12/15/49
| 400
| 378
|
| 8
| JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4
| 3.870%
| 12/15/49
| 325
| 303
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C18
| 4.439%
| 2/15/47
| 7
| 7
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C18
| 4.782%
| 2/15/47
| 113
| 104
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C21
| 3.997%
| 8/15/47
| 60
| 58
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C22
| 3.801%
| 9/15/47
| 474
| 473
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C22
| 4.110%
| 9/15/47
| 175
| 166
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C23
| 3.934%
| 9/15/47
| 215
| 214
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C23
| 4.202%
| 9/15/47
| 188
| 187
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C24
| 3.639%
| 11/15/47
| 150
| 149
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C24
| 3.914%
| 11/15/47
| 300
| 282
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C25
| 3.672%
| 11/15/47
| 750
| 741
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C26
| 3.800%
| 1/15/48
| 200
| 195
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2014-C26
| 3.951%
| 1/15/48
| 200
| 189
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C27
| 3.017%
| 2/15/48
| 56
| 56
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C27
| 3.179%
| 2/15/48
| 218
| 213
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C28
| 3.532%
| 10/15/48
| 100
| 97
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C29
| 3.304%
| 5/15/48
| 29
| 29
|
| 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
| 44
| 44
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C30
| 3.822%
| 7/15/48
| 425
| 411
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C30
| 4.226%
| 7/15/48
| 200
| 192
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C31
| 3.540%
| 8/15/48
| 46
| 45
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C31
| 3.801%
| 8/15/48
| 370
| 361
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C32
| 3.358%
| 11/15/48
| 92
| 90
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C32
| 3.598%
| 11/15/48
| 425
| 409
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2015-C33
| 3.770%
| 12/15/48
| 300
| 292
|
| 8
| JPMBB Commercial Mortgage Securities Trust Series 2016-C1
| 3.316%
| 3/17/49
| 91
| 89
|
| 8
| JPMCC Commercial Mortgage Securities Trust Series 2017-JP5
| 3.723%
| 3/15/50
| 1,250
| 1,188
|
| 8
| JPMCC Commercial Mortgage Securities Trust Series 2017-JP6
| 3.490%
| 7/15/50
| 250
| 233
|
| 8
| JPMCC Commercial Mortgage Securities Trust Series 2017-JP6
| 3.744%
| 7/15/50
| 400
| 363
|
| 8
| JPMCC Commercial Mortgage Securities Trust Series 2019-COR4
| 4.029%
| 3/10/52
| 1,400
| 1,277
|
| 8
| JPMCC Commercial Mortgage Securities Trust Series 2019-COR5
| 3.386%
| 6/13/52
| 850
| 763
|
| 8
| JPMCC Commercial Mortgage Securities Trust Series 2019-COR5
| 3.669%
| 6/13/52
| 75
| 67
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2016-C2
| 3.144%
| 6/15/49
| 300
| 284
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2016-C2
| 3.484%
| 6/15/49
| 150
| 139
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2016-C4
| 3.141%
| 12/15/49
| 100
| 93
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2017-C5
| 3.694%
| 3/15/50
| 2,000
| 1,885
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2017-C5
| 3.858%
| 3/15/50
| 425
| 370
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2017-C7
| 3.409%
| 10/15/50
| 275
| 256
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2017-C7
| 3.713%
| 10/15/50
| 175
| 162
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2018-C8
| 4.211%
| 6/15/51
| 1,000
| 942
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2018-C8
| 4.421%
| 6/15/51
| 125
| 115
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2019-COR6
| 3.057%
| 11/13/52
| 1,250
| 1,054
|
| 8
| JPMDB Commercial Mortgage Securities Trust Series 2020-COR7
| 2.180%
| 5/13/53
| 250
| 198
|
| 8
| Mercedes-Benz Auto Lease Trust Series 2023-A
| 4.740%
| 1/15/27
| 400
| 397
|
| 8
| Mercedes-Benz Auto Lease Trust Series 2023-A
| 4.710%
| 2/15/29
| 200
| 198
|
| 8
| Mercedes-Benz Auto Lease Trust Series 2024-A
| 5.320%
| 1/18/28
| 350
| 351
|
| 8
| Mercedes-Benz Auto Receivables Trust Series 2020-1
| 0.770%
| 10/15/26
| 11
| 11
|
| 8
| Mercedes-Benz Auto Receivables Trust Series 2021-1
| 0.460%
| 6/15/26
| 100
| 99
|
| 8
| Mercedes-Benz Auto Receivables Trust Series 2021-1
| 0.730%
| 12/15/27
| 50
| 47
|
| 8
| Mercedes-Benz Auto Receivables Trust Series 2023-1
| 4.510%
| 11/15/27
| 325
| 322
|
| 8
| Mercedes-Benz Auto Receivables Trust Series 2023-1
| 4.310%
| 4/16/29
| 50
| 49
|
| 8
| Mercedes-Benz Auto Receivables Trust Series 2023-2
| 5.950%
| 11/15/28
| 300
| 304
|
| 8
| Mercedes-Benz Auto Receivables Trust Series 2023-2
| 6.010%
| 1/15/31
| 250
| 257
|
| 8
| Mercedes-Benz Auto Receivables Trust Series 2024-1
| 4.800%
| 4/16/29
| 700
| 695
|
| 8
| Mercedes-Benz Auto Receivables Trust Series 2024-1
| 4.790%
| 7/15/31
| 50
| 50
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16
| 4.420%
| 6/15/47
| 62
| 59
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18
| 3.923%
| 10/15/47
| 59
| 59
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18
| 4.522%
| 10/15/47
| 125
| 123
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20
| 3.069%
| 2/15/48
| 5
| 5
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22
| 3.040%
| 4/15/48
| 39
| 38
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22
| 3.883%
| 4/15/48
| 200
| 192
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23
| 3.398%
| 7/15/50
| 18
| 18
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23
| 3.719%
| 7/15/50
| 450
| 440
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24
| 3.732%
| 5/15/48
| 275
| 268
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25
| 3.383%
| 10/15/48
| 94
| 92
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25
| 3.635%
| 10/15/48
| 350
| 340
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26
| 3.323%
| 10/15/48
| 54
| 53
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26
| 3.531%
| 10/15/48
| 800
| 776
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27
| 3.557%
| 12/15/47
| 38
| 38
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27
| 3.753%
| 12/15/47
| 250
| 243
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28
| 3.272%
| 1/15/49
| 169
| 164
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28
| 3.288%
| 1/15/49
| 60
| 59
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28
| 3.544%
| 1/15/49
| 800
| 772
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30
| 2.860%
| 9/15/49
| 800
| 750
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31
| 3.102%
| 11/15/49
| 950
| 888
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32
| 3.720%
| 12/15/49
| 800
| 765
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32
| 3.994%
| 12/15/49
| 325
| 305
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33
| 3.599%
| 5/15/50
| 1,000
| 947
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33
| 3.852%
| 5/15/50
| 400
| 375
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34
| 3.276%
| 11/15/52
| 400
| 375
|
| 8
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34
| 3.536%
| 11/15/52
| 575
| 535
|
| 8
| Morgan Stanley Capital I Series 2017-HR2
| 3.587%
| 12/15/50
| 225
| 211
|
| 8
| Morgan Stanley Capital I Trust Series 2015-UBS8
| 3.809%
| 12/15/48
| 300
| 290
|
| 8
| Morgan Stanley Capital I Trust Series 2016-BNK2
| 3.049%
| 11/15/49
| 400
| 372
|
| 8
| Morgan Stanley Capital I Trust Series 2016-BNK2
| 3.282%
| 11/15/49
| 317
| 276
|
| 8
| Morgan Stanley Capital I Trust Series 2016-UB11
| 2.782%
| 8/15/49
| 800
| 751
|
| 8
| Morgan Stanley Capital I Trust Series 2016-UB12
| 3.596%
| 12/15/49
| 825
| 778
|
| 8
| Morgan Stanley Capital I Trust Series 2016-UBS9
| 3.329%
| 3/15/49
| 125
| 119
|
| 8
| Morgan Stanley Capital I Trust Series 2017-H1
| 3.530%
| 6/15/50
| 550
| 518
|
| 8
| Morgan Stanley Capital I Trust Series 2019-H6
| 3.417%
| 6/15/52
| 1,050
| 962
|
| 8
| Morgan Stanley Capital I Trust Series 2019-H6
| 3.700%
| 6/15/52
| 125
| 114
|
| 8
| Morgan Stanley Capital I Trust Series 2019-H7
| 3.261%
| 7/15/52
| 200
| 182
|
| 8
| Morgan Stanley Capital I Trust Series 2019-L2
| 3.806%
| 3/15/52
| 250
| 234
|
| 8
| Morgan Stanley Capital I Trust Series 2019-L2
| 4.071%
| 3/15/52
| 625
| 587
|
| 8
| Morgan Stanley Capital I Trust Series 2019-L3
| 3.127%
| 11/15/52
| 775
| 697
|
| 8
| Morgan Stanley Capital I Trust Series 2020-HR8
| 2.041%
| 7/15/53
| 300
| 250
|
| 8
| Morgan Stanley Capital I Trust Series 2020-L4
| 2.698%
| 2/15/53
| 750
| 652
|
| 8
| Morgan Stanley Capital I Trust Series 2020-L4
| 2.880%
| 2/15/53
| 115
| 97
|
| 8
| Morgan Stanley Capital I Trust Series 2021-L6
| 2.444%
| 6/15/54
| 375
| 308
|
| 8
| Morgan Stanley Capital I Trust Series 2021-L6
| 2.749%
| 6/15/54
| 50
| 41
|
| 8
| Morgan Stanley Capital I Trust Series 2021-L6
| 2.951%
| 6/15/54
| 25
| 20
|
| 8
| Morgan Stanley Capital I Trust Series 2021-L7
| 2.574%
| 10/15/54
| 725
| 603
|
| 8
| Morgan Stanley Capital I Trust Series 2022-L8
| 3.920%
| 4/15/55
| 750
| 673
|
| 8
| MSWF Commercial Mortgage Trust Series 2023-1
| 5.752%
| 5/15/56
| 325
| 333
|
| 8
| MSWF Commercial Mortgage Trust Series 2023-1
| 6.199%
| 5/15/56
| 200
| 207
|
| 8
| MSWF Commercial Mortgage Trust Series 2023-2
| 6.014%
| 12/15/56
| 150
| 158
|
| 8
| Nissan Auto Lease Trust Series 2022-A
| 3.870%
| 7/15/27
| 100
| 100
|
| 8
| Nissan Auto Lease Trust Series 2023-A
| 4.910%
| 1/15/26
| 208
| 207
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Nissan Auto Lease Trust Series 2023-A
| 4.800%
| 7/15/27
| 75
| 75
|
| 8
| Nissan Auto Lease Trust Series 2023-B
| 5.690%
| 7/15/26
| 150
| 150
|
| 8
| Nissan Auto Lease Trust Series 2023-B
| 5.610%
| 11/15/27
| 50
| 50
|
| 8
| Nissan Auto Lease Trust Series 2024-A
| 4.910%
| 4/15/27
| 200
| 199
|
| 8
| Nissan Auto Lease Trust Series 2024-A
| 4.970%
| 9/15/28
| 50
| 50
|
| 8
| Nissan Auto Receivables Owner Trust Series 2021-A
| 0.330%
| 10/15/25
| 91
| 90
|
| 8
| Nissan Auto Receivables Owner Trust Series 2021-A
| 0.570%
| 9/15/27
| 225
| 215
|
| 8
| Nissan Auto Receivables Owner Trust Series 2022-A
| 1.860%
| 8/17/26
| 156
| 153
|
| 8
| Nissan Auto Receivables Owner Trust Series 2022-A
| 2.070%
| 12/17/29
| 150
| 142
|
| 8
| Nissan Auto Receivables Owner Trust Series 2022-B
| 4.460%
| 5/17/27
| 300
| 297
|
| 8
| Nissan Auto Receivables Owner Trust Series 2022-B
| 4.450%
| 11/15/29
| 100
| 99
|
| 8
| Nissan Auto Receivables Owner Trust Series 2023-A
| 4.910%
| 11/15/27
| 525
| 522
|
| 8
| Nissan Auto Receivables Owner Trust Series 2023-A
| 4.850%
| 6/17/30
| 50
| 50
|
| 8
| Nissan Auto Receivables Owner Trust Series 2023-B
| 5.930%
| 3/15/28
| 500
| 505
|
| 8
| Nissan Auto Receivables Owner Trust Series 2023-B
| 5.960%
| 10/15/30
| 500
| 510
|
| 8
| Nissan Auto Receivables Owner Trust Series 2024-A
| 5.280%
| 12/15/28
| 1,000
| 1,003
|
| 8
| PSNH Funding LLC 3 Series 2018-1
| 3.506%
| 8/1/28
| 90
| 88
|
| 8
| PSNH Funding LLC 3 Series 2018-1
| 3.814%
| 2/1/35
| 225
| 211
|
| 8
| Santander Drive Auto Receivables Trust Series 2021-2
| 1.350%
| 7/15/27
| 203
| 197
|
| 8
| Santander Drive Auto Receivables Trust Series 2021-3
| 1.330%
| 9/15/27
| 232
| 225
|
| 8
| Santander Drive Auto Receivables Trust Series 2021-4
| 1.260%
| 2/16/27
| 92
| 91
|
| 8
| Santander Drive Auto Receivables Trust Series 2021-4
| 1.670%
| 10/15/27
| 100
| 96
|
| 8
| Santander Drive Auto Receivables Trust Series 2022-1
| 2.360%
| 8/17/26
| 6
| 6
|
| 8
| Santander Drive Auto Receivables Trust Series 2022-1
| 2.560%
| 4/17/28
| 150
| 148
|
| 8
| Santander Drive Auto Receivables Trust Series 2022-2
| 3.440%
| 9/15/27
| 250
| 247
|
| 8
| Santander Drive Auto Receivables Trust Series 2022-2
| 3.760%
| 7/16/29
| 200
| 194
|
| 8
| Santander Drive Auto Receivables Trust Series 2022-3
| 4.130%
| 8/16/27
| 200
| 198
|
| 8
| Santander Drive Auto Receivables Trust Series 2022-5
| 4.430%
| 3/15/27
| 125
| 124
|
| 8
| Santander Drive Auto Receivables Trust Series 2022-5
| 4.740%
| 10/16/28
| 150
| 148
|
| 8
| Santander Drive Auto Receivables Trust Series 2022-6
| 4.960%
| 11/15/28
| 100
| 99
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-1
| 4.880%
| 4/15/27
| 560
| 559
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-1
| 4.980%
| 2/15/28
| 100
| 99
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-1
| 5.090%
| 5/15/30
| 100
| 99
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-2
| 5.210%
| 7/15/27
| 100
| 100
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-2
| 5.240%
| 5/15/28
| 75
| 75
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-2
| 5.470%
| 12/16/30
| 75
| 75
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-3
| 5.610%
| 10/15/27
| 40
| 40
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-3
| 5.610%
| 7/17/28
| 120
| 120
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-3
| 5.770%
| 11/15/30
| 80
| 81
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-4
| 5.730%
| 4/17/28
| 220
| 221
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-4
| 5.770%
| 12/15/28
| 120
| 121
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-4
| 6.040%
| 12/15/31
| 300
| 304
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-5
| 6.020%
| 9/15/28
| 350
| 353
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-5
| 6.160%
| 12/17/29
| 200
| 204
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-5
| 6.430%
| 2/18/31
| 350
| 360
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-6
| 5.930%
| 7/17/28
| 200
| 201
|
| 8
| Santander Drive Auto Receivables Trust Series 2023-6
| 5.980%
| 4/16/29
| 50
| 51
|
| 8
| Santander Drive Auto Receivables Trust Series 2024-1
| 5.250%
| 4/17/28
| 100
| 100
|
| 8
| Santander Drive Auto Receivables Trust Series 2024-1
| 5.230%
| 12/15/28
| 50
| 50
|
| 8
| Santander Drive Auto Receivables Trust Series 2024-2
| 5.630%
| 11/15/28
| 500
| 502
|
| 8
| Santander Drive Auto Receivables Trust Series 2024-2
| 5.780%
| 7/16/29
| 800
| 807
|
| 8
| Santander Drive Auto Receivables Trust Series 2024-3
| 5.630%
| 1/16/29
| 380
| 380
|
| 8
| Synchrony Card Funding LLC Series 2022-A1
| 3.370%
| 4/15/28
| 925
| 909
|
| 8
| Synchrony Card Funding LLC Series 2023-A1
| 5.540%
| 7/15/29
| 400
| 403
|
| 8
| Synchrony Card Funding LLC Series 2023-A2
| 5.740%
| 10/15/29
| 800
| 809
|
| 8
| Toyota Auto Receivables Owner Trust Series 2020-D
| 0.470%
| 1/15/26
| 18
| 18
|
| 8
| Toyota Auto Receivables Owner Trust Series 2021-A
| 0.390%
| 6/15/26
| 91
| 90
|
| 8
| Toyota Auto Receivables Owner Trust Series 2021-B
| 0.260%
| 11/17/25
| 236
| 234
|
| 8
| Toyota Auto Receivables Owner Trust Series 2021-B
| 0.530%
| 10/15/26
| 175
| 169
|
| 8
| Toyota Auto Receivables Owner Trust Series 2021-C
| 0.430%
| 1/15/26
| 162
| 159
|
| 8
| Toyota Auto Receivables Owner Trust Series 2021-C
| 0.720%
| 1/15/27
| 125
| 119
|
| 8
| Toyota Auto Receivables Owner Trust Series 2021-D
| 0.710%
| 4/15/26
| 104
| 102
|
| 8
| Toyota Auto Receivables Owner Trust Series 2021-D
| 1.020%
| 3/15/27
| 100
| 95
|
| 8
| Toyota Auto Receivables Owner Trust Series 2022-B
| 2.930%
| 9/15/26
| 245
| 241
|
| 8
| Toyota Auto Receivables Owner Trust Series 2022-B
| 3.110%
| 8/16/27
| 75
| 72
|
| 8
| Toyota Auto Receivables Owner Trust Series 2022-C
| 3.760%
| 4/15/27
| 275
| 271
|
| 8
| Toyota Auto Receivables Owner Trust Series 2022-C
| 3.770%
| 2/15/28
| 75
| 73
|
| 8
| Toyota Auto Receivables Owner Trust Series 2023-A
| 4.630%
| 9/15/27
| 225
| 223
|
| 8
| Toyota Auto Receivables Owner Trust Series 2023-A
| 4.420%
| 8/15/28
| 100
| 98
|
| 8
| Toyota Auto Receivables Owner Trust Series 2023-B
| 4.710%
| 2/15/28
| 250
| 247
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Toyota Auto Receivables Owner Trust Series 2023-B
| 4.660%
| 9/15/28
| 100
| 99
|
| 8
| Toyota Auto Receivables Owner Trust Series 2023-C
| 5.160%
| 4/17/28
| 275
| 274
|
| 8
| Toyota Auto Receivables Owner Trust Series 2023-C
| 5.010%
| 2/15/29
| 75
| 75
|
| 8
| Toyota Auto Receivables Owner Trust Series 2023-D
| 5.540%
| 8/15/28
| 250
| 252
|
| 8
| Toyota Auto Receivables Owner Trust Series 2023-D
| 5.490%
| 3/15/29
| 200
| 202
|
| 8
| Toyota Auto Receivables Owner Trust Series 2024-A
| 4.830%
| 10/16/28
| 400
| 397
|
| 8
| Toyota Auto Receivables Owner Trust Series 2024-A
| 4.770%
| 4/16/29
| 100
| 99
|
| 8
| Toyota Auto Receivables Owner Trust Series 2024-B
| 5.330%
| 1/16/29
| 1,250
| 1,255
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C1
| 3.460%
| 6/15/50
| 800
| 753
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C1
| 3.724%
| 6/15/50
| 350
| 326
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C2
| 3.487%
| 8/15/50
| 600
| 564
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C2
| 3.740%
| 8/15/50
| 150
| 138
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C3
| 3.426%
| 8/15/50
| 725
| 670
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C3
| 3.739%
| 8/15/50
| 300
| 277
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C4
| 3.301%
| 10/15/50
| 433
| 404
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C4
| 3.563%
| 10/15/50
| 600
| 550
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C4
| 3.836%
| 10/15/50
| 262
| 240
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C5
| 3.474%
| 11/15/50
| 400
| 369
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C7
| 3.679%
| 12/15/50
| 600
| 562
|
| 8
| UBS Commercial Mortgage Trust Series 2017-C7
| 4.061%
| 12/15/50
| 325
| 301
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C8
| 3.720%
| 2/15/51
| 480
| 454
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C8
| 3.983%
| 2/15/51
| 200
| 189
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C8
| 4.215%
| 2/15/51
| 325
| 304
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C9
| 4.117%
| 3/15/51
| 1,200
| 1,121
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C10
| 4.313%
| 5/15/51
| 800
| 764
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C11
| 4.241%
| 6/15/51
| 150
| 142
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C12
| 4.296%
| 8/15/51
| 475
| 449
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C13
| 4.334%
| 10/15/51
| 600
| 567
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C13
| 4.585%
| 10/15/51
| 100
| 93
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C14
| 4.448%
| 12/15/51
| 975
| 925
|
| 8
| UBS Commercial Mortgage Trust Series 2018-C15
| 4.341%
| 12/15/51
| 575
| 545
|
| 8
| UBS Commercial Mortgage Trust Series 2019-C16
| 3.605%
| 4/15/52
| 400
| 365
|
| 8
| UBS Commercial Mortgage Trust Series 2019-C16
| 3.887%
| 4/15/52
| 125
| 113
|
| 8
| UBS Commercial Mortgage Trust Series 2019-C17
| 2.921%
| 10/15/52
| 450
| 395
|
| 8
| UBS Commercial Mortgage Trust Series 2019-C18
| 3.035%
| 12/15/52
| 275
| 240
|
| 8
| Verizon Master Trust Series 2021-2
| 0.990%
| 4/20/28
| 1,550
| 1,528
|
| 8
| Verizon Master Trust Series 2022-2
| 1.530%
| 7/20/28
| 625
| 611
|
| 8
| Verizon Master Trust Series 2022-4
| 3.400%
| 11/20/28
| 900
| 884
|
| 8
| Verizon Master Trust Series 2022-6
| 3.670%
| 1/22/29
| 525
| 515
|
| 8
| Verizon Master Trust Series 2023-1
| 4.490%
| 1/22/29
| 875
| 864
|
| 8
| Verizon Master Trust Series 2023-2
| 4.890%
| 4/13/28
| 350
| 348
|
| 8
| Verizon Master Trust Series 2023-4
| 5.160%
| 6/20/29
| 740
| 740
|
| 8
| Verizon Master Trust Series 2023-5
| 5.610%
| 9/8/28
| 150
| 150
|
| 8
| Verizon Master Trust Series 2023-7
| 5.670%
| 11/20/29
| 200
| 202
|
| 8
| Verizon Master Trust Series 2024-1
| 5.000%
| 12/20/28
| 200
| 199
|
| 8
| Verizon Master Trust Series 2024-4
| 5.210%
| 6/20/29
| 525
| 525
|
| 8
| Volkswagen Auto Lease Trust Series 2023-A
| 5.810%
| 10/20/26
| 500
| 502
|
| 8
| Volkswagen Auto Lease Trust Series 2023-A
| 5.800%
| 4/20/28
| 200
| 201
|
| 8
| Volkswagen Auto Loan Enhanced Trust Series 2021-1
| 1.020%
| 6/22/26
| 204
| 200
|
| 8
| Volkswagen Auto Loan Enhanced Trust Series 2021-1
| 1.260%
| 10/20/28
| 100
| 96
|
| 8
| Volkswagen Auto Loan Enhanced Trust Series 2023-1
| 5.020%
| 6/20/28
| 200
| 199
|
| 8
| Volkswagen Auto Loan Enhanced Trust Series 2023-1
| 5.010%
| 1/22/30
| 50
| 50
|
| 8
| Volkswagen Auto Loan Enhanced Trust Series 2023-2
| 5.480%
| 12/20/28
| 200
| 202
|
| 8
| Volkswagen Auto Loan Enhanced Trust Series 2023-2
| 5.570%
| 4/22/30
| 150
| 152
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2014-LC18
| 3.808%
| 12/15/47
| 200
| 197
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-C26
| 2.991%
| 2/15/48
| 31
| 31
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-C26
| 3.166%
| 2/15/48
| 200
| 197
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-C26
| 3.580%
| 2/15/48
| 175
| 171
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-C27
| 3.190%
| 2/15/48
| 388
| 384
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-C28
| 3.540%
| 5/15/48
| 625
| 612
|
| 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
| 35
| 35
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-C29
| 3.637%
| 6/15/48
| 625
| 612
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-C30
| 3.664%
| 9/15/58
| 225
| 220
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-LC20
| 2.978%
| 4/15/50
| 21
| 21
|
| 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
| 3.839%
| 9/15/58
| 275
| 268
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-LC22
| 4.207%
| 9/15/58
| 225
| 218
|
| 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
| 95
| 93
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-P2
| 3.809%
| 12/15/48
| 200
| 195
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2015-SG1
| 3.789%
| 9/15/48
| 747
| 730
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-BNK1
| 2.652%
| 8/15/49
| 525
| 492
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-C32
| 3.324%
| 1/15/59
| 57
| 56
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-C32
| 3.560%
| 1/15/59
| 475
| 459
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-C33
| 3.426%
| 3/15/59
| 315
| 303
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-C34
| 3.096%
| 6/15/49
| 325
| 311
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-C36
| 2.807%
| 11/15/59
| 145
| 137
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-C37
| 3.794%
| 12/15/49
| 325
| 311
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-LC24
| 2.825%
| 10/15/49
| 127
| 124
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-LC24
| 2.942%
| 10/15/49
| 614
| 580
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-LC24
| 3.367%
| 10/15/49
| 100
| 90
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2016-LC25
| 3.640%
| 12/15/59
| 210
| 200
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2017-C38
| 3.453%
| 7/15/50
| 854
| 803
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2017-C38
| 3.665%
| 7/15/50
| 242
| 225
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2017-C39
| 3.418%
| 9/15/50
| 725
| 679
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2017-C39
| 3.702%
| 9/15/50
| 400
| 366
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2017-C40
| 3.317%
| 10/15/50
| 400
| 378
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2017-C40
| 3.581%
| 10/15/50
| 600
| 566
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2017-C40
| 3.854%
| 10/15/50
| 150
| 138
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2017-C41
| 3.472%
| 11/15/50
| 1,000
| 937
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2017-RB1
| 3.635%
| 3/15/50
| 1,200
| 1,120
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2017-RC1
| 3.631%
| 1/15/60
| 1,200
| 1,145
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2018-C43
| 4.012%
| 3/15/51
| 1,200
| 1,138
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2018-C43
| 4.152%
| 3/15/51
| 200
| 186
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2018-C44
| 4.212%
| 5/15/51
| 775
| 736
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2018-C45
| 4.184%
| 6/15/51
| 1,000
| 955
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2018-C46
| 4.152%
| 8/15/51
| 475
| 449
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2018-C47
| 4.442%
| 9/15/61
| 1,075
| 1,036
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2018-C48
| 4.302%
| 1/15/52
| 500
| 478
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2019-C49
| 4.023%
| 3/15/52
| 975
| 921
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2019-C50
| 3.729%
| 5/15/52
| 700
| 646
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2019-C51
| 3.311%
| 6/15/52
| 780
| 702
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2019-C52
| 2.892%
| 8/15/52
| 200
| 177
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2019-C52
| 3.143%
| 8/15/52
| 350
| 306
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2019-C53
| 3.040%
| 10/15/52
| 750
| 673
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2019-C54
| 3.146%
| 12/15/52
| 450
| 402
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2020-C55
| 2.725%
| 2/15/53
| 975
| 853
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2020-C56
| 2.448%
| 6/15/53
| 135
| 115
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2020-C58
| 2.092%
| 7/15/53
| 175
| 144
|
| 8
| Wells Fargo Commercial Mortgage Trust Series 2021-C59
| 2.626%
| 4/15/54
| 400
| 335
|
| 8
| WF Card Issuance Trust Series 2024-A1
| 4.940%
| 2/15/29
| 725
| 724
|
| 8
| WFRBS Commercial Mortgage Trust Series 2013-C14
| 3.488%
| 6/15/46
| 39
| 37
|
| 8
| WFRBS Commercial Mortgage Trust Series 2014-C20
| 4.176%
| 5/15/47
| 40
| 39
|
| 8
| WFRBS Commercial Mortgage Trust Series 2014-C21
| 3.678%
| 8/15/47
| 200
| 199
|
| 8
| WFRBS Commercial Mortgage Trust Series 2014-C22
| 3.752%
| 9/15/57
| 650
| 641
|
| 8
| WFRBS Commercial Mortgage Trust Series 2014-C22
| 4.371%
| 9/15/57
| 100
| 90
|
| 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
| 72
|
| 8
| WFRBS Commercial Mortgage Trust Series 2014-C25
| 3.631%
| 11/15/47
| 200
| 198
|
| 8
| World Omni Auto Receivables Trust Series 2020-C
| 0.610%
| 10/15/26
| 74
| 72
|
| 8
| World Omni Auto Receivables Trust Series 2021-A
| 0.300%
| 1/15/26
| 22
| 22
|
| 8
| World Omni Auto Receivables Trust Series 2021-A
| 0.480%
| 9/15/26
| 50
| 49
|
| 8
| World Omni Auto Receivables Trust Series 2021-B
| 0.420%
| 6/15/26
| 87
| 86
|
| 8
| World Omni Auto Receivables Trust Series 2021-C
| 0.440%
| 8/17/26
| 118
| 116
|
| 8
| World Omni Auto Receivables Trust Series 2021-C
| 0.640%
| 9/15/27
| 150
| 142
|
| 8
| World Omni Auto Receivables Trust Series 2021-D
| 0.810%
| 10/15/26
| 158
| 154
|
| 8
| World Omni Auto Receivables Trust Series 2021-D
| 1.100%
| 11/15/27
| 250
| 236
|
| 8
| World Omni Auto Receivables Trust Series 2022-A
| 1.660%
| 5/17/27
| 231
| 225
|
| 8
| World Omni Auto Receivables Trust Series 2022-A
| 1.900%
| 3/15/28
| 50
| 47
|
| 8
| World Omni Auto Receivables Trust Series 2022-B
| 3.250%
| 7/15/27
| 291
| 287
|
| 8
| World Omni Auto Receivables Trust Series 2022-B
| 3.440%
| 3/15/28
| 125
| 121
|
| 8
| World Omni Auto Receivables Trust Series 2022-C
| 3.660%
| 10/15/27
| 200
| 197
|
| 8
| World Omni Auto Receivables Trust Series 2022-C
| 3.680%
| 9/15/28
| 100
| 97
|
| 8
| World Omni Auto Receivables Trust Series 2023-A
| 4.830%
| 5/15/28
| 400
| 398
|
| 8
| World Omni Auto Receivables Trust Series 2023-A
| 4.660%
| 5/15/29
| 100
| 99
|
| 8
| World Omni Auto Receivables Trust Series 2023-B
| 4.660%
| 5/15/28
| 275
| 272
|
| 8
| World Omni Auto Receivables Trust Series 2023-B
| 4.680%
| 5/15/29
| 275
| 272
|
| 8
| World Omni Auto Receivables Trust Series 2023-C
| 5.150%
| 11/15/28
| 175
| 174
|
| 8
| World Omni Auto Receivables Trust Series 2023-C
| 5.030%
| 11/15/29
| 25
| 25
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| World Omni Auto Receivables Trust Series 2023-D
| 5.790%
| 2/15/29
| 500
| 506
|
| 8
| World Omni Auto Receivables Trust Series 2024-A
| 4.860%
| 3/15/29
| 350
| 348
|
| 8
| World Omni Auto Receivables Trust Series 2024-A
| 4.840%
| 10/15/29
| 100
| 99
|
| 8
| World Omni Auto Receivables Trust Series 2024-B
| 5.270%
| 9/17/29
| 1,000
| 1,003
|
| 8
| World Omni Automobile Lease Securitization Trust Series 2023-A
| 5.070%
| 9/15/26
| 225
| 224
|
| 8
| World Omni Automobile Lease Securitization Trust Series 2023-A
| 5.040%
| 7/17/28
| 50
| 50
|
| 8
| World Omni Select Auto Trust Series 2021-A
| 0.530%
| 3/15/27
| 22
| 21
|
| 8
| World Omni Select Auto Trust Series 2023-A
| 5.650%
| 7/17/28
| 350
| 350
|
| 8
| World Omni Select Auto Trust Series 2023-A
| 6.000%
| 1/16/29
| 175
| 176
|
| Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $551,015)
| 510,098
|
| Corporate Bonds (10.0%)
|
| Communications (0.8%)
|
|
| Alphabet Inc.
| 0.450%
| 8/15/25
| 800
| 762
|
|
| Alphabet Inc.
| 0.800%
| 8/15/27
| 900
| 802
|
|
| Alphabet Inc.
| 1.100%
| 8/15/30
| 1,000
| 817
|
|
| Alphabet Inc.
| 1.900%
| 8/15/40
| 1,000
| 651
|
|
| Alphabet Inc.
| 2.050%
| 8/15/50
| 2,000
| 1,136
|
|
| Alphabet Inc.
| 2.250%
| 8/15/60
| 1,600
| 884
|
|
| America Movil SAB de CV
| 3.625%
| 4/22/29
| 700
| 654
|
|
| America Movil SAB de CV
| 2.875%
| 5/7/30
| 700
| 617
|
|
| America Movil SAB de CV
| 4.700%
| 7/21/32
| 1,000
| 961
|
|
| America Movil SAB de CV
| 6.375%
| 3/1/35
| 800
| 856
|
|
| America Movil SAB de CV
| 6.125%
| 11/15/37
| 300
| 316
|
|
| America Movil SAB de CV
| 6.125%
| 3/30/40
| 1,500
| 1,555
|
|
| America Movil SAB de CV
| 4.375%
| 7/16/42
| 950
| 806
|
|
| America Movil SAB de CV
| 4.375%
| 4/22/49
| 1,000
| 827
|
|
| AT&T Inc.
| 3.875%
| 1/15/26
| 2,000
| 1,953
|
|
| AT&T Inc.
| 5.539%
| 2/20/26
| 1,250
| 1,250
|
|
| AT&T Inc.
| 1.700%
| 3/25/26
| 3,000
| 2,816
|
|
| AT&T Inc.
| 3.800%
| 2/15/27
| 1,820
| 1,759
|
|
| AT&T Inc.
| 1.650%
| 2/1/28
| 2,750
| 2,442
|
| 8
| AT&T Inc.
| 4.100%
| 2/15/28
| 952
| 919
|
|
| AT&T Inc.
| 4.350%
| 3/1/29
| 3,188
| 3,090
|
| 8
| AT&T Inc.
| 4.300%
| 2/15/30
| 2,249
| 2,155
|
|
| AT&T Inc.
| 2.750%
| 6/1/31
| 4,600
| 3,940
|
|
| AT&T Inc.
| 2.250%
| 2/1/32
| 2,000
| 1,623
|
|
| AT&T Inc.
| 2.550%
| 12/1/33
| 3,868
| 3,075
|
|
| AT&T Inc.
| 4.500%
| 5/15/35
| 2,230
| 2,053
|
|
| AT&T Inc.
| 5.250%
| 3/1/37
| 1,100
| 1,068
|
|
| AT&T Inc.
| 4.900%
| 8/15/37
| 1,405
| 1,311
|
|
| AT&T Inc.
| 4.850%
| 3/1/39
| 1,000
| 916
|
|
| AT&T Inc.
| 3.500%
| 6/1/41
| 5,400
| 4,131
|
|
| AT&T Inc.
| 4.300%
| 12/15/42
| 1,523
| 1,267
|
|
| AT&T Inc.
| 4.350%
| 6/15/45
| 1,137
| 942
|
|
| AT&T Inc.
| 4.750%
| 5/15/46
| 1,909
| 1,653
|
| 8
| AT&T Inc.
| 5.150%
| 11/15/46
| 742
| 689
|
|
| AT&T Inc.
| 5.650%
| 2/15/47
| 200
| 200
|
|
| AT&T Inc.
| 4.500%
| 3/9/48
| 1,900
| 1,567
|
|
| AT&T Inc.
| 4.550%
| 3/9/49
| 1,424
| 1,180
|
|
| AT&T Inc.
| 3.650%
| 6/1/51
| 2,885
| 2,037
|
|
| AT&T Inc.
| 3.500%
| 9/15/53
| 7,406
| 5,027
|
|
| AT&T Inc.
| 3.550%
| 9/15/55
| 8,151
| 5,492
|
|
| AT&T Inc.
| 3.800%
| 12/1/57
| 5,253
| 3,668
|
|
| AT&T Inc.
| 3.650%
| 9/15/59
| 5,049
| 3,389
|
|
| AT&T Inc.
| 3.850%
| 6/1/60
| 1,155
| 806
|
|
| Baidu Inc.
| 1.720%
| 4/9/26
| 500
| 469
|
|
| Baidu Inc.
| 3.625%
| 7/6/27
| 325
| 311
|
|
| Baidu Inc.
| 4.375%
| 3/29/28
| 400
| 390
|
|
| Baidu Inc.
| 4.875%
| 11/14/28
| 750
| 743
|
|
| Baidu Inc.
| 3.425%
| 4/7/30
| 320
| 292
|
|
| Baidu Inc.
| 2.375%
| 8/23/31
| 925
| 766
|
|
| Bell Telephone Co. of Canada or Bell Canada
| 5.100%
| 5/11/33
| 2,618
| 2,567
|
|
| Bell Telephone Co. of Canada or Bell Canada
| 5.200%
| 2/15/34
| 1,585
| 1,550
|
|
| Bell Telephone Co. of Canada or Bell Canada
| 4.464%
| 4/1/48
| 400
| 334
|
| 8
| Bell Telephone Co. of Canada or Bell Canada
| 3.650%
| 3/17/51
| 500
| 359
|
| 8
| Bell Telephone Co. of Canada or Bell Canada
| 3.200%
| 2/15/52
| 400
| 263
|
|
| Bell Telephone Co. of Canada or Bell Canada
| 5.550%
| 2/15/54
| 485
| 470
|
|
| Booking Holdings Inc.
| 3.600%
| 6/1/26
| 755
| 734
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Booking Holdings Inc.
| 3.550%
| 3/15/28
| 650
| 618
|
|
| British Telecommunications plc
| 5.125%
| 12/4/28
| 250
| 249
|
|
| British Telecommunications plc
| 9.625%
| 12/15/30
| 2,300
| 2,808
|
|
| Charter Communications Operating LLC
| 4.908%
| 7/23/25
| 807
| 800
|
|
| Charter Communications Operating LLC
| 6.150%
| 11/10/26
| 1,000
| 1,009
|
|
| Charter Communications Operating LLC
| 3.750%
| 2/15/28
| 1,380
| 1,283
|
|
| Charter Communications Operating LLC
| 4.200%
| 3/15/28
| 1,000
| 945
|
|
| Charter Communications Operating LLC
| 2.250%
| 1/15/29
| 1,000
| 855
|
|
| Charter Communications Operating LLC
| 5.050%
| 3/30/29
| 1,300
| 1,250
|
|
| Charter Communications Operating LLC
| 6.100%
| 6/1/29
| 2,100
| 2,108
|
|
| Charter Communications Operating LLC
| 2.800%
| 4/1/31
| 1,415
| 1,157
|
|
| Charter Communications Operating LLC
| 2.300%
| 2/1/32
| 800
| 618
|
|
| Charter Communications Operating LLC
| 4.400%
| 4/1/33
| 900
| 795
|
|
| Charter Communications Operating LLC
| 6.650%
| 2/1/34
| 750
| 758
|
|
| Charter Communications Operating LLC
| 6.550%
| 6/1/34
| 1,500
| 1,503
|
|
| Charter Communications Operating LLC
| 6.384%
| 10/23/35
| 1,064
| 1,037
|
|
| Charter Communications Operating LLC
| 5.375%
| 4/1/38
| 800
| 698
|
|
| Charter Communications Operating LLC
| 3.500%
| 6/1/41
| 1,180
| 793
|
|
| Charter Communications Operating LLC
| 3.500%
| 3/1/42
| 1,550
| 1,035
|
|
| Charter Communications Operating LLC
| 6.484%
| 10/23/45
| 2,760
| 2,524
|
|
| Charter Communications Operating LLC
| 5.375%
| 5/1/47
| 2,350
| 1,879
|
|
| Charter Communications Operating LLC
| 5.750%
| 4/1/48
| 1,750
| 1,467
|
|
| Charter Communications Operating LLC
| 5.125%
| 7/1/49
| 750
| 577
|
|
| Charter Communications Operating LLC
| 4.800%
| 3/1/50
| 2,000
| 1,470
|
|
| Charter Communications Operating LLC
| 3.700%
| 4/1/51
| 1,845
| 1,126
|
|
| Charter Communications Operating LLC
| 3.900%
| 6/1/52
| 2,150
| 1,348
|
|
| Charter Communications Operating LLC
| 5.250%
| 4/1/53
| 1,000
| 786
|
|
| Charter Communications Operating LLC
| 6.834%
| 10/23/55
| 425
| 403
|
|
| Charter Communications Operating LLC
| 3.850%
| 4/1/61
| 1,700
| 997
|
|
| Charter Communications Operating LLC
| 4.400%
| 12/1/61
| 1,300
| 849
|
|
| Charter Communications Operating LLC
| 3.950%
| 6/30/62
| 1,650
| 978
|
|
| Charter Communications Operating LLC
| 5.500%
| 4/1/63
| 900
| 699
|
|
| Comcast Corp.
| 3.375%
| 8/15/25
| 955
| 936
|
|
| Comcast Corp.
| 3.950%
| 10/15/25
| 2,509
| 2,469
|
|
| Comcast Corp.
| 3.150%
| 3/1/26
| 2,460
| 2,378
|
|
| Comcast Corp.
| 2.350%
| 1/15/27
| 1,930
| 1,807
|
|
| Comcast Corp.
| 3.300%
| 2/1/27
| 1,375
| 1,318
|
|
| Comcast Corp.
| 3.300%
| 4/1/27
| 1,250
| 1,195
|
|
| Comcast Corp.
| 3.150%
| 2/15/28
| 1,381
| 1,297
|
|
| Comcast Corp.
| 4.150%
| 10/15/28
| 4,000
| 3,873
|
|
| Comcast Corp.
| 4.550%
| 1/15/29
| 816
| 803
|
|
| Comcast Corp.
| 5.100%
| 6/1/29
| 3,000
| 3,019
|
|
| Comcast Corp.
| 2.650%
| 2/1/30
| 1,050
| 930
|
|
| Comcast Corp.
| 3.400%
| 4/1/30
| 1,375
| 1,264
|
|
| Comcast Corp.
| 4.250%
| 10/15/30
| 1,200
| 1,151
|
|
| Comcast Corp.
| 1.950%
| 1/15/31
| 1,300
| 1,073
|
|
| Comcast Corp.
| 1.500%
| 2/15/31
| 400
| 321
|
|
| Comcast Corp.
| 4.250%
| 1/15/33
| 1,275
| 1,192
|
|
| Comcast Corp.
| 7.050%
| 3/15/33
| 1,025
| 1,145
|
|
| Comcast Corp.
| 4.800%
| 5/15/33
| 803
| 781
|
|
| Comcast Corp.
| 5.300%
| 6/1/34
| 525
| 526
|
|
| Comcast Corp.
| 4.400%
| 8/15/35
| 1,000
| 925
|
|
| Comcast Corp.
| 6.500%
| 11/15/35
| 71
| 78
|
|
| Comcast Corp.
| 3.200%
| 7/15/36
| 700
| 566
|
|
| Comcast Corp.
| 6.450%
| 3/15/37
| 1,350
| 1,461
|
|
| Comcast Corp.
| 3.900%
| 3/1/38
| 1,225
| 1,037
|
|
| Comcast Corp.
| 4.600%
| 10/15/38
| 2,300
| 2,093
|
|
| Comcast Corp.
| 3.250%
| 11/1/39
| 575
| 442
|
|
| Comcast Corp.
| 3.750%
| 4/1/40
| 1,350
| 1,097
|
|
| Comcast Corp.
| 4.650%
| 7/15/42
| 565
| 506
|
|
| Comcast Corp.
| 4.600%
| 8/15/45
| 1,291
| 1,123
|
|
| Comcast Corp.
| 3.400%
| 7/15/46
| 4,700
| 3,395
|
|
| Comcast Corp.
| 4.000%
| 8/15/47
| 1,700
| 1,335
|
|
| Comcast Corp.
| 3.969%
| 11/1/47
| 1,871
| 1,458
|
|
| Comcast Corp.
| 4.000%
| 3/1/48
| 922
| 724
|
|
| Comcast Corp.
| 4.700%
| 10/15/48
| 500
| 443
|
|
| Comcast Corp.
| 3.999%
| 11/1/49
| 1,803
| 1,405
|
|
| Comcast Corp.
| 3.450%
| 2/1/50
| 1,400
| 989
|
|
| Comcast Corp.
| 2.800%
| 1/15/51
| 1,575
| 971
|
|
| Comcast Corp.
| 2.887%
| 11/1/51
| 3,931
| 2,454
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Comcast Corp.
| 2.450%
| 8/15/52
| 200
| 113
|
|
| Comcast Corp.
| 4.049%
| 11/1/52
| 1,317
| 1,021
|
|
| Comcast Corp.
| 5.350%
| 5/15/53
| 2,305
| 2,208
|
|
| Comcast Corp.
| 2.937%
| 11/1/56
| 4,888
| 2,949
|
|
| Comcast Corp.
| 4.950%
| 10/15/58
| 1,150
| 1,027
|
|
| Comcast Corp.
| 2.650%
| 8/15/62
| 1,000
| 545
|
|
| Comcast Corp.
| 2.987%
| 11/1/63
| 2,384
| 1,399
|
|
| Comcast Corp.
| 5.500%
| 5/15/64
| 1,142
| 1,099
|
|
| Deutsche Telekom International Finance BV
| 8.750%
| 6/15/30
| 3,450
| 4,021
|
|
| Discovery Communications LLC
| 4.900%
| 3/11/26
| 550
| 542
|
|
| Discovery Communications LLC
| 3.950%
| 3/20/28
| 1,609
| 1,504
|
|
| Discovery Communications LLC
| 4.125%
| 5/15/29
| 2,300
| 2,124
|
|
| Discovery Communications LLC
| 3.625%
| 5/15/30
| 930
| 818
|
|
| Discovery Communications LLC
| 5.000%
| 9/20/37
| 530
| 453
|
|
| Discovery Communications LLC
| 6.350%
| 6/1/40
| 1,155
| 1,102
|
|
| Electronic Arts Inc.
| 4.800%
| 3/1/26
| 275
| 273
|
|
| Electronic Arts Inc.
| 1.850%
| 2/15/31
| 500
| 408
|
|
| Electronic Arts Inc.
| 2.950%
| 2/15/51
| 800
| 516
|
|
| Expedia Group Inc.
| 5.000%
| 2/15/26
| 1,600
| 1,588
|
|
| Expedia Group Inc.
| 4.625%
| 8/1/27
| 900
| 883
|
|
| Expedia Group Inc.
| 3.800%
| 2/15/28
| 1,500
| 1,428
|
|
| Expedia Group Inc.
| 3.250%
| 2/15/30
| 1,025
| 924
|
|
| Expedia Group Inc.
| 2.950%
| 3/15/31
| 270
| 234
|
|
| FactSet Research Systems Inc.
| 3.450%
| 3/1/32
| 500
| 436
|
|
| Fox Corp.
| 4.709%
| 1/25/29
| 1,000
| 982
|
|
| Fox Corp.
| 3.500%
| 4/8/30
| 560
| 510
|
|
| Fox Corp.
| 6.500%
| 10/13/33
| 1,040
| 1,090
|
|
| Fox Corp.
| 5.476%
| 1/25/39
| 950
| 905
|
|
| Fox Corp.
| 5.576%
| 1/25/49
| 1,500
| 1,376
|
|
| Grupo Televisa SAB
| 8.500%
| 3/11/32
| 50
| 57
|
|
| Grupo Televisa SAB
| 6.625%
| 1/15/40
| 500
| 493
|
|
| Grupo Televisa SAB
| 5.000%
| 5/13/45
| 1,240
| 1,029
|
|
| Grupo Televisa SAB
| 6.125%
| 1/31/46
| 350
| 337
|
|
| Grupo Televisa SAB
| 5.250%
| 5/24/49
| 600
| 518
|
|
| Interpublic Group of Cos. Inc.
| 4.750%
| 3/30/30
| 400
| 390
|
|
| Interpublic Group of Cos. Inc.
| 3.375%
| 3/1/41
| 500
| 366
|
|
| Interpublic Group of Cos. Inc.
| 5.400%
| 10/1/48
| 850
| 786
|
|
| Koninklijke KPN NV
| 8.375%
| 10/1/30
| 500
| 577
|
|
| Meta Platforms Inc.
| 3.500%
| 8/15/27
| 1,000
| 960
|
|
| Meta Platforms Inc.
| 4.600%
| 5/15/28
| 1,225
| 1,220
|
|
| Meta Platforms Inc.
| 4.800%
| 5/15/30
| 816
| 817
|
|
| Meta Platforms Inc.
| 3.850%
| 8/15/32
| 3,525
| 3,280
|
|
| Meta Platforms Inc.
| 4.950%
| 5/15/33
| 500
| 502
|
|
| Meta Platforms Inc.
| 4.450%
| 8/15/52
| 2,650
| 2,285
|
|
| Meta Platforms Inc.
| 5.600%
| 5/15/53
| 2,039
| 2,081
|
|
| Meta Platforms Inc.
| 4.650%
| 8/15/62
| 1,200
| 1,037
|
|
| Meta Platforms Inc.
| 5.750%
| 5/15/63
| 1,427
| 1,467
|
|
| NBCUniversal Media LLC
| 4.450%
| 1/15/43
| 1,450
| 1,252
|
|
| Netflix Inc.
| 4.375%
| 11/15/26
| 1,339
| 1,315
|
|
| Netflix Inc.
| 4.875%
| 4/15/28
| 2,346
| 2,332
|
|
| Netflix Inc.
| 5.875%
| 11/15/28
| 2,826
| 2,912
|
|
| Netflix Inc.
| 6.375%
| 5/15/29
| 322
| 339
|
| 11
| Netflix Inc.
| 4.875%
| 6/15/30
| 583
| 573
|
|
| Omnicom Group Inc.
| 3.600%
| 4/15/26
| 1,150
| 1,113
|
|
| Omnicom Group Inc.
| 2.450%
| 4/30/30
| 620
| 534
|
|
| Omnicom Group Inc.
| 4.200%
| 6/1/30
| 400
| 380
|
|
| Omnicom Group Inc.
| 2.600%
| 8/1/31
| 750
| 632
|
|
| Orange SA
| 9.000%
| 3/1/31
| 2,260
| 2,696
|
|
| Orange SA
| 5.375%
| 1/13/42
| 700
| 668
|
|
| Orange SA
| 5.500%
| 2/6/44
| 600
| 579
|
|
| Paramount Global
| 2.900%
| 1/15/27
| 1,133
| 1,046
|
|
| Paramount Global
| 3.375%
| 2/15/28
| 1,425
| 1,274
|
|
| Paramount Global
| 3.700%
| 6/1/28
| 400
| 361
|
|
| Paramount Global
| 4.950%
| 1/15/31
| 800
| 704
|
|
| Paramount Global
| 4.200%
| 5/19/32
| 1,000
| 817
|
|
| Paramount Global
| 5.500%
| 5/15/33
| 600
| 516
|
|
| Paramount Global
| 6.875%
| 4/30/36
| 900
| 842
|
|
| Paramount Global
| 5.900%
| 10/15/40
| 300
| 243
|
|
| Paramount Global
| 4.850%
| 7/1/42
| 375
| 272
|
|
| Paramount Global
| 4.375%
| 3/15/43
| 987
| 655
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Paramount Global
| 5.850%
| 9/1/43
| 975
| 766
|
|
| Paramount Global
| 5.250%
| 4/1/44
| 500
| 363
|
|
| Paramount Global
| 4.900%
| 8/15/44
| 500
| 347
|
|
| Paramount Global
| 4.600%
| 1/15/45
| 600
| 406
|
|
| Paramount Global
| 4.950%
| 5/19/50
| 850
| 594
|
|
| Rogers Communications Inc.
| 3.625%
| 12/15/25
| 475
| 462
|
|
| Rogers Communications Inc.
| 3.200%
| 3/15/27
| 800
| 759
|
|
| Rogers Communications Inc.
| 5.000%
| 2/15/29
| 357
| 353
|
|
| Rogers Communications Inc.
| 3.800%
| 3/15/32
| 1,900
| 1,698
|
|
| Rogers Communications Inc.
| 5.300%
| 2/15/34
| 2,250
| 2,207
|
|
| Rogers Communications Inc.
| 4.500%
| 3/15/42
| 700
| 592
|
|
| Rogers Communications Inc.
| 4.500%
| 3/15/43
| 540
| 451
|
|
| Rogers Communications Inc.
| 5.000%
| 3/15/44
| 500
| 447
|
|
| Rogers Communications Inc.
| 4.300%
| 2/15/48
| 350
| 277
|
|
| Rogers Communications Inc.
| 4.350%
| 5/1/49
| 1,100
| 875
|
|
| Rogers Communications Inc.
| 3.700%
| 11/15/49
| 500
| 353
|
|
| Rogers Communications Inc.
| 4.550%
| 3/15/52
| 2,300
| 1,875
|
|
| Sprint Capital Corp.
| 6.875%
| 11/15/28
| 1,109
| 1,176
|
|
| Sprint Capital Corp.
| 8.750%
| 3/15/32
| 4,000
| 4,810
|
|
| Sprint LLC
| 7.625%
| 3/1/26
| 1,300
| 1,336
|
|
| Take-Two Interactive Software Inc.
| 5.000%
| 3/28/26
| 590
| 586
|
|
| Take-Two Interactive Software Inc.
| 3.700%
| 4/14/27
| 500
| 481
|
|
| Take-Two Interactive Software Inc.
| 4.950%
| 3/28/28
| 580
| 575
|
|
| Take-Two Interactive Software Inc.
| 4.000%
| 4/14/32
| 500
| 455
|
|
| Telefonica Emisiones SA
| 4.103%
| 3/8/27
| 1,675
| 1,626
|
|
| Telefonica Emisiones SA
| 7.045%
| 6/20/36
| 335
| 365
|
|
| Telefonica Emisiones SA
| 4.665%
| 3/6/38
| 1,600
| 1,409
|
|
| Telefonica Emisiones SA
| 5.213%
| 3/8/47
| 2,500
| 2,215
|
|
| Telefonica Emisiones SA
| 4.895%
| 3/6/48
| 752
| 636
|
|
| Telefonica Emisiones SA
| 5.520%
| 3/1/49
| 1,000
| 925
|
|
| Telefonica Europe BV
| 8.250%
| 9/15/30
| 1,580
| 1,784
|
|
| TELUS Corp.
| 2.800%
| 2/16/27
| 500
| 470
|
|
| TELUS Corp.
| 3.400%
| 5/13/32
| 350
| 304
|
|
| TELUS Corp.
| 4.300%
| 6/15/49
| 500
| 394
|
|
| Tencent Music Entertainment Group
| 2.000%
| 9/3/30
| 400
| 331
|
|
| Thomson Reuters Corp.
| 3.350%
| 5/15/26
| 400
| 386
|
|
| Thomson Reuters Corp.
| 5.500%
| 8/15/35
| 350
| 352
|
|
| Thomson Reuters Corp.
| 5.850%
| 4/15/40
| 400
| 410
|
|
| Time Warner Cable Enterprises LLC
| 8.375%
| 7/15/33
| 1,150
| 1,271
|
|
| Time Warner Cable LLC
| 7.300%
| 7/1/38
| 1,585
| 1,603
|
|
| Time Warner Cable LLC
| 6.750%
| 6/15/39
| 1,850
| 1,792
|
|
| Time Warner Cable LLC
| 5.875%
| 11/15/40
| 1,150
| 1,000
|
|
| Time Warner Cable LLC
| 5.500%
| 9/1/41
| 975
| 815
|
|
| Time Warner Cable LLC
| 4.500%
| 9/15/42
| 1,230
| 902
|
|
| T-Mobile USA Inc.
| 1.500%
| 2/15/26
| 1,300
| 1,221
|
|
| T-Mobile USA Inc.
| 2.250%
| 2/15/26
| 482
| 458
|
|
| T-Mobile USA Inc.
| 2.625%
| 4/15/26
| 502
| 478
|
|
| T-Mobile USA Inc.
| 3.750%
| 4/15/27
| 4,500
| 4,326
|
|
| T-Mobile USA Inc.
| 5.375%
| 4/15/27
| 335
| 334
|
|
| T-Mobile USA Inc.
| 4.750%
| 2/1/28
| 1,020
| 1,005
|
|
| T-Mobile USA Inc.
| 2.050%
| 2/15/28
| 2,000
| 1,795
|
|
| T-Mobile USA Inc.
| 4.950%
| 3/15/28
| 314
| 312
|
|
| T-Mobile USA Inc.
| 4.800%
| 7/15/28
| 1,000
| 987
|
|
| T-Mobile USA Inc.
| 4.850%
| 1/15/29
| 1,000
| 988
|
|
| T-Mobile USA Inc.
| 2.625%
| 2/15/29
| 670
| 601
|
|
| T-Mobile USA Inc.
| 2.400%
| 3/15/29
| 275
| 243
|
|
| T-Mobile USA Inc.
| 3.375%
| 4/15/29
| 1,135
| 1,048
|
|
| T-Mobile USA Inc.
| 3.875%
| 4/15/30
| 6,175
| 5,773
|
|
| T-Mobile USA Inc.
| 2.550%
| 2/15/31
| 2,100
| 1,783
|
|
| T-Mobile USA Inc.
| 2.875%
| 2/15/31
| 893
| 774
|
|
| T-Mobile USA Inc.
| 3.500%
| 4/15/31
| 1,865
| 1,676
|
|
| T-Mobile USA Inc.
| 2.250%
| 11/15/31
| 900
| 736
|
|
| T-Mobile USA Inc.
| 2.700%
| 3/15/32
| 925
| 773
|
|
| T-Mobile USA Inc.
| 5.200%
| 1/15/33
| 1,160
| 1,148
|
|
| T-Mobile USA Inc.
| 5.050%
| 7/15/33
| 2,120
| 2,074
|
|
| T-Mobile USA Inc.
| 5.750%
| 1/15/34
| 750
| 771
|
|
| T-Mobile USA Inc.
| 5.150%
| 4/15/34
| 1,500
| 1,474
|
|
| T-Mobile USA Inc.
| 4.375%
| 4/15/40
| 2,500
| 2,166
|
|
| T-Mobile USA Inc.
| 3.000%
| 2/15/41
| 2,900
| 2,072
|
|
| T-Mobile USA Inc.
| 4.500%
| 4/15/50
| 3,790
| 3,165
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| T-Mobile USA Inc.
| 3.300%
| 2/15/51
| 3,100
| 2,094
|
|
| T-Mobile USA Inc.
| 3.400%
| 10/15/52
| 2,100
| 1,433
|
|
| T-Mobile USA Inc.
| 5.650%
| 1/15/53
| 964
| 950
|
|
| T-Mobile USA Inc.
| 5.750%
| 1/15/54
| 1,019
| 1,014
|
|
| T-Mobile USA Inc.
| 3.600%
| 11/15/60
| 1,800
| 1,213
|
|
| T-Mobile USA Inc.
| 5.800%
| 9/15/62
| 335
| 332
|
| 8
| TWDC Enterprises 18 Corp.
| 3.150%
| 9/17/25
| 600
| 585
|
|
| TWDC Enterprises 18 Corp.
| 3.000%
| 2/13/26
| 1,000
| 965
|
| 8
| TWDC Enterprises 18 Corp.
| 1.850%
| 7/30/26
| 1,415
| 1,323
|
| 8
| TWDC Enterprises 18 Corp.
| 7.000%
| 3/1/32
| 50
| 56
|
|
| TWDC Enterprises 18 Corp.
| 4.375%
| 8/16/41
| 325
| 284
|
| 8
| TWDC Enterprises 18 Corp.
| 4.125%
| 12/1/41
| 485
| 410
|
| 8
| TWDC Enterprises 18 Corp.
| 3.700%
| 12/1/42
| 400
| 317
|
| 8
| TWDC Enterprises 18 Corp.
| 3.000%
| 7/30/46
| 400
| 272
|
|
| VeriSign Inc.
| 2.700%
| 6/15/31
| 700
| 585
|
|
| Verizon Communications Inc.
| 0.850%
| 11/20/25
| 1,525
| 1,434
|
|
| Verizon Communications Inc.
| 1.450%
| 3/20/26
| 1,600
| 1,499
|
|
| Verizon Communications Inc.
| 2.625%
| 8/15/26
| 1,537
| 1,457
|
|
| Verizon Communications Inc.
| 4.125%
| 3/16/27
| 2,750
| 2,681
|
|
| Verizon Communications Inc.
| 3.000%
| 3/22/27
| 1,100
| 1,041
|
|
| Verizon Communications Inc.
| 2.100%
| 3/22/28
| 2,700
| 2,429
|
|
| Verizon Communications Inc.
| 4.329%
| 9/21/28
| 3,607
| 3,507
|
|
| Verizon Communications Inc.
| 3.875%
| 2/8/29
| 450
| 428
|
|
| Verizon Communications Inc.
| 4.016%
| 12/3/29
| 3,614
| 3,415
|
|
| Verizon Communications Inc.
| 3.150%
| 3/22/30
| 1,290
| 1,163
|
|
| Verizon Communications Inc.
| 1.500%
| 9/18/30
| 500
| 408
|
|
| Verizon Communications Inc.
| 1.680%
| 10/30/30
| 4,176
| 3,394
|
|
| Verizon Communications Inc.
| 1.750%
| 1/20/31
| 400
| 324
|
|
| Verizon Communications Inc.
| 2.550%
| 3/21/31
| 3,600
| 3,058
|
|
| Verizon Communications Inc.
| 2.355%
| 3/15/32
| 2,950
| 2,411
|
|
| Verizon Communications Inc.
| 5.050%
| 5/9/33
| 816
| 805
|
|
| Verizon Communications Inc.
| 4.500%
| 8/10/33
| 1,775
| 1,669
|
|
| Verizon Communications Inc.
| 4.400%
| 11/1/34
| 2,200
| 2,039
|
|
| Verizon Communications Inc.
| 4.272%
| 1/15/36
| 1,254
| 1,135
|
|
| Verizon Communications Inc.
| 5.250%
| 3/16/37
| 862
| 851
|
|
| Verizon Communications Inc.
| 4.812%
| 3/15/39
| 1,425
| 1,322
|
|
| Verizon Communications Inc.
| 2.650%
| 11/20/40
| 4,325
| 2,980
|
|
| Verizon Communications Inc.
| 3.400%
| 3/22/41
| 3,400
| 2,599
|
|
| Verizon Communications Inc.
| 2.850%
| 9/3/41
| 905
| 634
|
|
| Verizon Communications Inc.
| 4.750%
| 11/1/41
| 500
| 461
|
|
| Verizon Communications Inc.
| 6.550%
| 9/15/43
| 500
| 550
|
|
| Verizon Communications Inc.
| 4.125%
| 8/15/46
| 1,380
| 1,115
|
|
| Verizon Communications Inc.
| 4.862%
| 8/21/46
| 1,830
| 1,660
|
|
| Verizon Communications Inc.
| 4.522%
| 9/15/48
| 1,000
| 857
|
|
| Verizon Communications Inc.
| 4.000%
| 3/22/50
| 1,200
| 935
|
|
| Verizon Communications Inc.
| 2.875%
| 11/20/50
| 2,600
| 1,635
|
|
| Verizon Communications Inc.
| 3.550%
| 3/22/51
| 4,750
| 3,419
|
|
| Verizon Communications Inc.
| 3.875%
| 3/1/52
| 200
| 152
|
|
| Verizon Communications Inc.
| 5.500%
| 2/23/54
| 1,200
| 1,175
|
|
| Verizon Communications Inc.
| 4.672%
| 3/15/55
| 200
| 173
|
|
| Verizon Communications Inc.
| 2.987%
| 10/30/56
| 4,339
| 2,656
|
|
| Verizon Communications Inc.
| 3.000%
| 11/20/60
| 1,500
| 898
|
|
| Verizon Communications Inc.
| 3.700%
| 3/22/61
| 3,240
| 2,285
|
|
| Vodafone Group plc
| 4.375%
| 5/30/28
| 479
| 469
|
|
| Vodafone Group plc
| 7.875%
| 2/15/30
| 625
| 705
|
|
| Vodafone Group plc
| 6.250%
| 11/30/32
| 425
| 450
|
|
| Vodafone Group plc
| 6.150%
| 2/27/37
| 1,200
| 1,272
|
|
| Vodafone Group plc
| 5.250%
| 5/30/48
| 400
| 369
|
|
| Vodafone Group plc
| 4.875%
| 6/19/49
| 1,250
| 1,082
|
|
| Vodafone Group plc
| 4.250%
| 9/17/50
| 1,600
| 1,248
|
|
| Vodafone Group plc
| 5.625%
| 2/10/53
| 1,299
| 1,244
|
|
| Vodafone Group plc
| 5.750%
| 6/28/54
| 2,000
| 1,937
|
|
| Vodafone Group plc
| 5.125%
| 6/19/59
| 600
| 521
|
|
| Vodafone Group plc
| 5.750%
| 2/10/63
| 200
| 190
|
|
| Vodafone Group plc
| 5.875%
| 6/28/64
| 850
| 817
|
|
| Walt Disney Co.
| 3.700%
| 10/15/25
| 500
| 490
|
|
| Walt Disney Co.
| 1.750%
| 1/13/26
| 1,400
| 1,328
|
|
| Walt Disney Co.
| 3.375%
| 11/15/26
| 281
| 270
|
|
| Walt Disney Co.
| 3.700%
| 3/23/27
| 400
| 388
|
|
| Walt Disney Co.
| 2.200%
| 1/13/28
| 850
| 777
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Walt Disney Co.
| 2.000%
| 9/1/29
| 1,850
| 1,607
|
|
| Walt Disney Co.
| 3.800%
| 3/22/30
| 1,085
| 1,028
|
|
| Walt Disney Co.
| 2.650%
| 1/13/31
| 3,000
| 2,617
|
|
| Walt Disney Co.
| 6.550%
| 3/15/33
| 392
| 432
|
|
| Walt Disney Co.
| 6.200%
| 12/15/34
| 775
| 842
|
|
| Walt Disney Co.
| 6.400%
| 12/15/35
| 1,728
| 1,891
|
|
| Walt Disney Co.
| 6.150%
| 3/1/37
| 800
| 865
|
|
| Walt Disney Co.
| 4.625%
| 3/23/40
| 475
| 439
|
|
| Walt Disney Co.
| 3.500%
| 5/13/40
| 2,700
| 2,153
|
|
| Walt Disney Co.
| 5.400%
| 10/1/43
| 600
| 593
|
|
| Walt Disney Co.
| 4.750%
| 9/15/44
| 690
| 623
|
|
| Walt Disney Co.
| 4.950%
| 10/15/45
| 100
| 93
|
|
| Walt Disney Co.
| 2.750%
| 9/1/49
| 2,000
| 1,270
|
|
| Walt Disney Co.
| 4.700%
| 3/23/50
| 1,155
| 1,043
|
|
| Walt Disney Co.
| 3.600%
| 1/13/51
| 2,200
| 1,640
|
|
| Walt Disney Co.
| 3.800%
| 5/13/60
| 1,100
| 815
|
|
| Warnermedia Holdings Inc.
| 3.755%
| 3/15/27
| 3,600
| 3,415
|
|
| Warnermedia Holdings Inc.
| 4.054%
| 3/15/29
| 1,300
| 1,201
|
|
| Warnermedia Holdings Inc.
| 4.279%
| 3/15/32
| 4,200
| 3,665
|
|
| Warnermedia Holdings Inc.
| 5.050%
| 3/15/42
| 4,000
| 3,251
|
|
| Warnermedia Holdings Inc.
| 5.141%
| 3/15/52
| 6,215
| 4,836
|
|
| Warnermedia Holdings Inc.
| 5.391%
| 3/15/62
| 2,000
| 1,560
|
|
| Weibo Corp.
| 3.375%
| 7/8/30
| 650
| 568
|
|
|
|
|
|
|
| 443,353
|
| Consumer Discretionary (0.7%)
|
|
| Alibaba Group Holding Ltd.
| 3.400%
| 12/6/27
| 2,335
| 2,205
|
|
| Alibaba Group Holding Ltd.
| 2.125%
| 2/9/31
| 1,454
| 1,203
|
|
| Alibaba Group Holding Ltd.
| 4.500%
| 11/28/34
| 600
| 553
|
|
| Alibaba Group Holding Ltd.
| 4.000%
| 12/6/37
| 735
| 624
|
|
| Alibaba Group Holding Ltd.
| 2.700%
| 2/9/41
| 650
| 436
|
|
| Alibaba Group Holding Ltd.
| 4.200%
| 12/6/47
| 1,500
| 1,185
|
|
| Alibaba Group Holding Ltd.
| 3.150%
| 2/9/51
| 1,325
| 844
|
|
| Alibaba Group Holding Ltd.
| 4.400%
| 12/6/57
| 700
| 552
|
|
| Alibaba Group Holding Ltd.
| 3.250%
| 2/9/61
| 900
| 548
|
|
| Amazon.com Inc.
| 4.600%
| 12/1/25
| 500
| 497
|
|
| Amazon.com Inc.
| 5.200%
| 12/3/25
| 4,925
| 4,933
|
|
| Amazon.com Inc.
| 1.000%
| 5/12/26
| 2,500
| 2,325
|
|
| Amazon.com Inc.
| 3.300%
| 4/13/27
| 2,250
| 2,158
|
|
| Amazon.com Inc.
| 1.200%
| 6/3/27
| 2,200
| 1,987
|
|
| Amazon.com Inc.
| 3.150%
| 8/22/27
| 1,550
| 1,472
|
|
| Amazon.com Inc.
| 4.550%
| 12/1/27
| 2,000
| 1,985
|
|
| Amazon.com Inc.
| 1.650%
| 5/12/28
| 2,125
| 1,892
|
|
| Amazon.com Inc.
| 3.450%
| 4/13/29
| 1,750
| 1,660
|
|
| Amazon.com Inc.
| 2.100%
| 5/12/31
| 4,000
| 3,370
|
|
| Amazon.com Inc.
| 3.600%
| 4/13/32
| 1,750
| 1,608
|
|
| Amazon.com Inc.
| 4.700%
| 12/1/32
| 2,500
| 2,478
|
|
| Amazon.com Inc.
| 4.800%
| 12/5/34
| 975
| 968
|
|
| Amazon.com Inc.
| 3.875%
| 8/22/37
| 2,890
| 2,552
|
|
| Amazon.com Inc.
| 2.875%
| 5/12/41
| 2,150
| 1,579
|
|
| Amazon.com Inc.
| 4.950%
| 12/5/44
| 1,025
| 991
|
|
| Amazon.com Inc.
| 4.050%
| 8/22/47
| 3,400
| 2,833
|
|
| Amazon.com Inc.
| 2.500%
| 6/3/50
| 1,798
| 1,100
|
|
| Amazon.com Inc.
| 3.100%
| 5/12/51
| 3,025
| 2,079
|
|
| Amazon.com Inc.
| 3.950%
| 4/13/52
| 1,750
| 1,409
|
|
| Amazon.com Inc.
| 4.250%
| 8/22/57
| 1,085
| 909
|
|
| Amazon.com Inc.
| 2.700%
| 6/3/60
| 1,795
| 1,056
|
|
| Amazon.com Inc.
| 3.250%
| 5/12/61
| 1,500
| 1,000
|
|
| Amazon.com Inc.
| 4.100%
| 4/13/62
| 500
| 400
|
| 8
| American Honda Finance Corp.
| 1.200%
| 7/8/25
| 500
| 479
|
| 8
| American Honda Finance Corp.
| 1.000%
| 9/10/25
| 600
| 569
|
| 8
| American Honda Finance Corp.
| 4.950%
| 1/9/26
| 600
| 597
|
|
| American Honda Finance Corp.
| 4.750%
| 1/12/26
| 2,300
| 2,282
|
| 8
| American Honda Finance Corp.
| 5.250%
| 7/7/26
| 600
| 601
|
| 8
| American Honda Finance Corp.
| 2.300%
| 9/9/26
| 250
| 235
|
| 8
| American Honda Finance Corp.
| 2.350%
| 1/8/27
| 375
| 351
|
|
| American Honda Finance Corp.
| 4.900%
| 3/12/27
| 1,350
| 1,345
|
| 8
| American Honda Finance Corp.
| 2.000%
| 3/24/28
| 1,300
| 1,169
|
| 8
| American Honda Finance Corp.
| 5.125%
| 7/7/28
| 600
| 603
|
|
| American Honda Finance Corp.
| 5.650%
| 11/15/28
| 600
| 615
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| American Honda Finance Corp.
| 2.250%
| 1/12/29
| 250
| 222
|
|
| American Honda Finance Corp.
| 4.900%
| 3/13/29
| 400
| 398
|
|
| American Honda Finance Corp.
| 4.600%
| 4/17/30
| 500
| 490
|
| 8
| American Honda Finance Corp.
| 4.900%
| 1/10/34
| 1,600
| 1,553
|
| 8
| American University
| 3.672%
| 4/1/49
| 400
| 312
|
|
| Aptiv plc
| 4.350%
| 3/15/29
| 150
| 145
|
|
| Aptiv plc
| 3.250%
| 3/1/32
| 700
| 607
|
|
| Aptiv plc
| 4.400%
| 10/1/46
| 225
| 176
|
|
| Aptiv plc
| 3.100%
| 12/1/51
| 1,300
| 793
|
|
| Aptiv plc
| 4.150%
| 5/1/52
| 900
| 670
|
|
| AutoNation Inc.
| 4.500%
| 10/1/25
| 500
| 492
|
|
| AutoNation Inc.
| 3.800%
| 11/15/27
| 250
| 235
|
|
| AutoNation Inc.
| 1.950%
| 8/1/28
| 1,000
| 867
|
|
| AutoNation Inc.
| 3.850%
| 3/1/32
| 750
| 667
|
|
| AutoZone Inc.
| 3.125%
| 4/21/26
| 300
| 288
|
|
| AutoZone Inc.
| 5.050%
| 7/15/26
| 500
| 498
|
|
| AutoZone Inc.
| 3.750%
| 6/1/27
| 700
| 673
|
|
| AutoZone Inc.
| 4.500%
| 2/1/28
| 420
| 411
|
|
| AutoZone Inc.
| 6.250%
| 11/1/28
| 500
| 522
|
|
| AutoZone Inc.
| 3.750%
| 4/18/29
| 550
| 518
|
|
| AutoZone Inc.
| 5.100%
| 7/15/29
| 400
| 398
|
|
| AutoZone Inc.
| 4.000%
| 4/15/30
| 1,400
| 1,317
|
|
| AutoZone Inc.
| 1.650%
| 1/15/31
| 1,158
| 929
|
|
| AutoZone Inc.
| 4.750%
| 8/1/32
| 500
| 480
|
|
| AutoZone Inc.
| 4.750%
| 2/1/33
| 500
| 477
|
|
| AutoZone Inc.
| 5.200%
| 8/1/33
| 500
| 492
|
|
| AutoZone Inc.
| 6.550%
| 11/1/33
| 300
| 322
|
|
| AutoZone Inc.
| 5.400%
| 7/15/34
| 600
| 593
|
|
| Best Buy Co. Inc.
| 4.450%
| 10/1/28
| 850
| 828
|
|
| BorgWarner Inc.
| 2.650%
| 7/1/27
| 900
| 835
|
|
| BorgWarner Inc.
| 4.375%
| 3/15/45
| 500
| 399
|
| 8
| Brown University
| 2.924%
| 9/1/50
| 500
| 344
|
|
| Brunswick Corp.
| 2.400%
| 8/18/31
| 500
| 399
|
|
| Brunswick Corp.
| 4.400%
| 9/15/32
| 500
| 445
|
|
| Brunswick Corp.
| 5.100%
| 4/1/52
| 500
| 389
|
| 8
| California Endowment
| 2.498%
| 4/1/51
| 150
| 92
|
|
| California Institute of Technology
| 4.700%
| 11/1/11
| 325
| 278
|
|
| California Institute of Technology
| 3.650%
| 9/1/19
| 450
| 299
|
| 8
| Case Western Reserve University
| 5.405%
| 6/1/22
| 200
| 190
|
|
| Choice Hotels International Inc.
| 3.700%
| 12/1/29
| 500
| 449
|
| 6
| Choice Hotels International Inc.
| 5.850%
| 8/1/34
| 500
| 492
|
|
| Claremont Mckenna College
| 3.775%
| 1/1/22
| 275
| 183
|
|
| Cornell University
| 4.835%
| 6/15/34
| 500
| 497
|
|
| Darden Restaurants Inc.
| 3.850%
| 5/1/27
| 750
| 721
|
|
| Darden Restaurants Inc.
| 4.550%
| 2/15/48
| 550
| 447
|
|
| Dick's Sporting Goods Inc.
| 3.150%
| 1/15/32
| 600
| 510
|
|
| Dick's Sporting Goods Inc.
| 4.100%
| 1/15/52
| 1,000
| 704
|
|
| DR Horton Inc.
| 2.600%
| 10/15/25
| 1,485
| 1,431
|
| 8
| Duke University
| 2.682%
| 10/1/44
| 300
| 219
|
| 8
| Duke University
| 2.757%
| 10/1/50
| 340
| 223
|
| 8
| Duke University
| 2.832%
| 10/1/55
| 550
| 357
|
|
| eBay Inc.
| 5.900%
| 11/22/25
| 500
| 503
|
|
| eBay Inc.
| 1.400%
| 5/10/26
| 675
| 628
|
|
| eBay Inc.
| 3.600%
| 6/5/27
| 500
| 480
|
|
| eBay Inc.
| 2.700%
| 3/11/30
| 865
| 762
|
|
| eBay Inc.
| 2.600%
| 5/10/31
| 675
| 573
|
|
| eBay Inc.
| 6.300%
| 11/22/32
| 500
| 531
|
|
| eBay Inc.
| 4.000%
| 7/15/42
| 600
| 480
|
|
| eBay Inc.
| 3.650%
| 5/10/51
| 925
| 659
|
| 8
| Emory University
| 2.143%
| 9/1/30
| 600
| 511
|
| 8
| Emory University
| 2.969%
| 9/1/50
| 150
| 103
|
| 8
| Ford Foundation
| 2.415%
| 6/1/50
| 250
| 151
|
| 8
| Ford Foundation
| 2.815%
| 6/1/70
| 750
| 436
|
|
| Ford Motor Co.
| 9.625%
| 4/22/30
| 2,150
| 2,501
|
|
| Ford Motor Co.
| 7.450%
| 7/16/31
| 1,757
| 1,888
|
|
| Ford Motor Co.
| 3.250%
| 2/12/32
| 3,087
| 2,554
|
|
| Ford Motor Co.
| 6.100%
| 8/19/32
| 1,407
| 1,405
|
|
| Ford Motor Co.
| 4.750%
| 1/15/43
| 1,611
| 1,304
|
|
| Ford Motor Co.
| 7.400%
| 11/1/46
| 125
| 135
|
|
| Ford Motor Co.
| 5.291%
| 12/8/46
| 1,064
| 930
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Ford Motor Credit Co. LLC
| 4.134%
| 8/4/25
| 1,125
| 1,104
|
|
| Ford Motor Credit Co. LLC
| 4.542%
| 8/1/26
| 239
| 233
|
|
| Ford Motor Credit Co. LLC
| 2.700%
| 8/10/26
| 1,227
| 1,153
|
|
| Ford Motor Credit Co. LLC
| 4.271%
| 1/9/27
| 286
| 276
|
|
| Ford Motor Credit Co. LLC
| 5.850%
| 5/17/27
| 1,825
| 1,827
|
|
| Ford Motor Credit Co. LLC
| 4.950%
| 5/28/27
| 477
| 466
|
|
| Ford Motor Credit Co. LLC
| 4.125%
| 8/17/27
| 398
| 378
|
|
| Ford Motor Credit Co. LLC
| 3.815%
| 11/2/27
| 239
| 224
|
|
| Ford Motor Credit Co. LLC
| 7.350%
| 11/4/27
| 477
| 497
|
|
| Ford Motor Credit Co. LLC
| 2.900%
| 2/16/28
| 739
| 668
|
|
| Ford Motor Credit Co. LLC
| 6.800%
| 5/12/28
| 477
| 492
|
|
| Ford Motor Credit Co. LLC
| 6.798%
| 11/7/28
| 1,250
| 1,292
|
|
| Ford Motor Credit Co. LLC
| 2.900%
| 2/10/29
| 486
| 429
|
|
| Ford Motor Credit Co. LLC
| 5.800%
| 3/8/29
| 1,500
| 1,496
|
|
| Ford Motor Credit Co. LLC
| 5.113%
| 5/3/29
| 1,223
| 1,182
|
|
| Ford Motor Credit Co. LLC
| 7.350%
| 3/6/30
| 784
| 830
|
|
| Ford Motor Credit Co. LLC
| 7.200%
| 6/10/30
| 200
| 211
|
|
| Ford Motor Credit Co. LLC
| 4.000%
| 11/13/30
| 1,727
| 1,542
|
|
| Ford Motor Credit Co. LLC
| 6.050%
| 3/5/31
| 4,000
| 4,003
|
|
| Ford Motor Credit Co. LLC
| 7.122%
| 11/7/33
| 1,144
| 1,208
|
|
| Ford Motor Credit Co. LLC
| 6.125%
| 3/8/34
| 1,750
| 1,734
|
|
| Fortune Brands Innovations Inc.
| 3.250%
| 9/15/29
| 400
| 363
|
|
| Fortune Brands Innovations Inc.
| 4.000%
| 3/25/32
| 500
| 454
|
|
| Fortune Brands Innovations Inc.
| 5.875%
| 6/1/33
| 500
| 507
|
|
| Fortune Brands Innovations Inc.
| 4.500%
| 3/25/52
| 500
| 393
|
|
| General Motors Co.
| 6.125%
| 10/1/25
| 3,300
| 3,317
|
|
| General Motors Co.
| 4.200%
| 10/1/27
| 400
| 385
|
|
| General Motors Co.
| 6.800%
| 10/1/27
| 1,050
| 1,090
|
|
| General Motors Co.
| 5.000%
| 10/1/28
| 650
| 644
|
|
| General Motors Co.
| 5.400%
| 10/15/29
| 500
| 497
|
|
| General Motors Co.
| 5.600%
| 10/15/32
| 375
| 375
|
|
| General Motors Co.
| 5.000%
| 4/1/35
| 1,030
| 964
|
|
| General Motors Co.
| 6.600%
| 4/1/36
| 600
| 629
|
|
| General Motors Co.
| 5.150%
| 4/1/38
| 825
| 759
|
|
| General Motors Co.
| 6.250%
| 10/2/43
| 1,235
| 1,230
|
|
| General Motors Co.
| 5.200%
| 4/1/45
| 1,120
| 983
|
|
| General Motors Co.
| 6.750%
| 4/1/46
| 700
| 732
|
|
| General Motors Co.
| 5.400%
| 4/1/48
| 675
| 605
|
|
| General Motors Co.
| 5.950%
| 4/1/49
| 900
| 873
|
|
| General Motors Financial Co. Inc.
| 5.250%
| 3/1/26
| 1,175
| 1,168
|
|
| General Motors Financial Co. Inc.
| 5.400%
| 4/6/26
| 850
| 848
|
|
| General Motors Financial Co. Inc.
| 1.500%
| 6/10/26
| 900
| 834
|
|
| General Motors Financial Co. Inc.
| 4.000%
| 10/6/26
| 525
| 508
|
|
| General Motors Financial Co. Inc.
| 4.350%
| 1/17/27
| 910
| 886
|
|
| General Motors Financial Co. Inc.
| 5.000%
| 4/9/27
| 1,000
| 990
|
|
| General Motors Financial Co. Inc.
| 5.350%
| 7/15/27
| 725
| 723
|
|
| General Motors Financial Co. Inc.
| 2.700%
| 8/20/27
| 1,500
| 1,384
|
|
| General Motors Financial Co. Inc.
| 3.850%
| 1/5/28
| 300
| 285
|
|
| General Motors Financial Co. Inc.
| 2.400%
| 4/10/28
| 875
| 785
|
|
| General Motors Financial Co. Inc.
| 5.800%
| 6/23/28
| 1,100
| 1,113
|
|
| General Motors Financial Co. Inc.
| 2.400%
| 10/15/28
| 365
| 323
|
|
| General Motors Financial Co. Inc.
| 5.800%
| 1/7/29
| 2,000
| 2,019
|
|
| General Motors Financial Co. Inc.
| 5.650%
| 1/17/29
| 775
| 779
|
|
| General Motors Financial Co. Inc.
| 4.300%
| 4/6/29
| 2,000
| 1,900
|
|
| General Motors Financial Co. Inc.
| 5.550%
| 7/15/29
| 1,050
| 1,050
|
|
| General Motors Financial Co. Inc.
| 3.600%
| 6/21/30
| 1,625
| 1,459
|
|
| General Motors Financial Co. Inc.
| 2.350%
| 1/8/31
| 500
| 410
|
|
| General Motors Financial Co. Inc.
| 5.750%
| 2/8/31
| 300
| 301
|
|
| General Motors Financial Co. Inc.
| 2.700%
| 6/10/31
| 900
| 745
|
|
| General Motors Financial Co. Inc.
| 5.600%
| 6/18/31
| 675
| 670
|
|
| General Motors Financial Co. Inc.
| 6.400%
| 1/9/33
| 500
| 519
|
|
| General Motors Financial Co. Inc.
| 6.100%
| 1/7/34
| 2,000
| 2,022
|
|
| General Motors Financial Co. Inc.
| 5.950%
| 4/4/34
| 1,750
| 1,751
|
|
| Genuine Parts Co.
| 1.875%
| 11/1/30
| 600
| 486
|
|
| Genuine Parts Co.
| 6.875%
| 11/1/33
| 400
| 439
|
| 8
| George Washington University
| 4.300%
| 9/15/44
| 550
| 491
|
| 8
| George Washington University
| 4.126%
| 9/15/48
| 800
| 680
|
| 8
| Georgetown University
| 4.315%
| 4/1/49
| 378
| 327
|
| 8
| Georgetown University
| 2.943%
| 4/1/50
| 405
| 272
|
|
| Georgetown University
| 5.115%
| 4/1/53
| 225
| 222
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Georgetown University
| 5.215%
| 10/1/18
| 243
| 224
|
|
| GXO Logistics Inc.
| 6.250%
| 5/6/29
| 440
| 448
|
|
| GXO Logistics Inc.
| 2.650%
| 7/15/31
| 500
| 406
|
|
| GXO Logistics Inc.
| 6.500%
| 5/6/34
| 420
| 427
|
|
| Harley-Davidson Inc.
| 4.625%
| 7/28/45
| 500
| 405
|
|
| Hasbro Inc.
| 3.550%
| 11/19/26
| 1,000
| 955
|
|
| Hasbro Inc.
| 3.900%
| 11/19/29
| 725
| 669
|
|
| Hasbro Inc.
| 6.350%
| 3/15/40
| 400
| 409
|
|
| Hasbro Inc.
| 5.100%
| 5/15/44
| 350
| 300
|
| 8
| Home Depot Inc.
| 5.100%
| 12/24/25
| 2,000
| 1,998
|
|
| Home Depot Inc.
| 3.000%
| 4/1/26
| 1,000
| 964
|
|
| Home Depot Inc.
| 5.150%
| 6/25/26
| 1,500
| 1,501
|
|
| Home Depot Inc.
| 4.950%
| 9/30/26
| 500
| 499
|
|
| Home Depot Inc.
| 2.500%
| 4/15/27
| 3,156
| 2,956
|
|
| Home Depot Inc.
| 4.875%
| 6/25/27
| 700
| 699
|
|
| Home Depot Inc.
| 0.900%
| 3/15/28
| 850
| 740
|
|
| Home Depot Inc.
| 3.900%
| 12/6/28
| 700
| 676
|
|
| Home Depot Inc.
| 4.900%
| 4/15/29
| 500
| 501
|
|
| Home Depot Inc.
| 2.950%
| 6/15/29
| 2,400
| 2,200
|
|
| Home Depot Inc.
| 4.750%
| 6/25/29
| 900
| 895
|
|
| Home Depot Inc.
| 2.700%
| 4/15/30
| 3,215
| 2,864
|
|
| Home Depot Inc.
| 1.375%
| 3/15/31
| 1,000
| 797
|
|
| Home Depot Inc.
| 4.850%
| 6/25/31
| 650
| 645
|
|
| Home Depot Inc.
| 1.875%
| 9/15/31
| 700
| 570
|
|
| Home Depot Inc.
| 3.250%
| 4/15/32
| 925
| 820
|
|
| Home Depot Inc.
| 4.500%
| 9/15/32
| 875
| 848
|
|
| Home Depot Inc.
| 4.950%
| 6/25/34
| 575
| 569
|
|
| Home Depot Inc.
| 5.875%
| 12/16/36
| 2,995
| 3,174
|
|
| Home Depot Inc.
| 3.300%
| 4/15/40
| 2,415
| 1,880
|
|
| Home Depot Inc.
| 5.950%
| 4/1/41
| 833
| 881
|
|
| Home Depot Inc.
| 4.200%
| 4/1/43
| 975
| 827
|
|
| Home Depot Inc.
| 4.400%
| 3/15/45
| 500
| 433
|
|
| Home Depot Inc.
| 4.250%
| 4/1/46
| 1,820
| 1,531
|
|
| Home Depot Inc.
| 3.900%
| 6/15/47
| 900
| 711
|
|
| Home Depot Inc.
| 4.500%
| 12/6/48
| 875
| 758
|
|
| Home Depot Inc.
| 3.125%
| 12/15/49
| 1,042
| 710
|
|
| Home Depot Inc.
| 3.350%
| 4/15/50
| 1,250
| 889
|
|
| Home Depot Inc.
| 2.375%
| 3/15/51
| 1,000
| 574
|
|
| Home Depot Inc.
| 2.750%
| 9/15/51
| 2,000
| 1,245
|
|
| Home Depot Inc.
| 3.625%
| 4/15/52
| 1,250
| 925
|
|
| Home Depot Inc.
| 4.950%
| 9/15/52
| 1,000
| 925
|
|
| Home Depot Inc.
| 5.300%
| 6/25/54
| 1,350
| 1,318
|
|
| Home Depot Inc.
| 5.400%
| 6/25/64
| 444
| 433
|
|
| Honda Motor Co. Ltd.
| 2.534%
| 3/10/27
| 775
| 726
|
|
| Honda Motor Co. Ltd.
| 2.967%
| 3/10/32
| 1,525
| 1,337
|
|
| Hyatt Hotels Corp.
| 4.850%
| 3/15/26
| 350
| 346
|
|
| Hyatt Hotels Corp.
| 5.750%
| 1/30/27
| 300
| 303
|
|
| Hyatt Hotels Corp.
| 4.375%
| 9/15/28
| 850
| 821
|
|
| Hyatt Hotels Corp.
| 5.250%
| 6/30/29
| 500
| 496
|
|
| Hyatt Hotels Corp.
| 5.750%
| 4/23/30
| 400
| 406
|
|
| Hyatt Hotels Corp.
| 5.500%
| 6/30/34
| 400
| 389
|
|
| JD.com Inc.
| 3.875%
| 4/29/26
| 400
| 389
|
|
| JD.com Inc.
| 3.375%
| 1/14/30
| 300
| 273
|
|
| JD.com Inc.
| 4.125%
| 1/14/50
| 400
| 308
|
| 8
| Johns Hopkins University
| 4.705%
| 7/1/32
| 375
| 368
|
| 8
| Johns Hopkins University
| 4.083%
| 7/1/53
| 490
| 414
|
|
| Las Vegas Sands Corp.
| 3.500%
| 8/18/26
| 950
| 907
|
|
| Las Vegas Sands Corp.
| 5.900%
| 6/1/27
| 965
| 970
|
|
| Las Vegas Sands Corp.
| 6.000%
| 8/15/29
| 200
| 202
|
|
| Las Vegas Sands Corp.
| 6.200%
| 8/15/34
| 300
| 302
|
|
| Lear Corp.
| 3.800%
| 9/15/27
| 204
| 195
|
|
| Lear Corp.
| 4.250%
| 5/15/29
| 400
| 381
|
|
| Lear Corp.
| 3.500%
| 5/30/30
| 350
| 316
|
|
| Lear Corp.
| 2.600%
| 1/15/32
| 500
| 409
|
|
| Lear Corp.
| 5.250%
| 5/15/49
| 250
| 222
|
|
| Lear Corp.
| 3.550%
| 1/15/52
| 500
| 342
|
|
| Leggett & Platt Inc.
| 3.500%
| 11/15/27
| 700
| 642
|
|
| Leggett & Platt Inc.
| 3.500%
| 11/15/51
| 500
| 326
|
|
| Leland Stanford Junior University
| 1.289%
| 6/1/27
| 100
| 90
|
|
| Leland Stanford Junior University
| 3.647%
| 5/1/48
| 1,075
| 866
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Leland Stanford Junior University
| 2.413%
| 6/1/50
| 355
| 222
|
|
| Lennar Corp.
| 5.250%
| 6/1/26
| 1,500
| 1,496
|
|
| Lennar Corp.
| 4.750%
| 11/29/27
| 700
| 690
|
|
| Lowe's Cos. Inc.
| 4.400%
| 9/8/25
| 300
| 296
|
|
| Lowe's Cos. Inc.
| 3.375%
| 9/15/25
| 975
| 951
|
|
| Lowe's Cos. Inc.
| 4.800%
| 4/1/26
| 650
| 645
|
|
| Lowe's Cos. Inc.
| 2.500%
| 4/15/26
| 1,700
| 1,619
|
|
| Lowe's Cos. Inc.
| 3.100%
| 5/3/27
| 642
| 608
|
|
| Lowe's Cos. Inc.
| 1.300%
| 4/15/28
| 500
| 436
|
|
| Lowe's Cos. Inc.
| 1.700%
| 9/15/28
| 925
| 808
|
|
| Lowe's Cos. Inc.
| 3.650%
| 4/5/29
| 1,350
| 1,270
|
|
| Lowe's Cos. Inc.
| 4.500%
| 4/15/30
| 1,375
| 1,335
|
|
| Lowe's Cos. Inc.
| 1.700%
| 10/15/30
| 1,000
| 816
|
|
| Lowe's Cos. Inc.
| 2.625%
| 4/1/31
| 800
| 683
|
|
| Lowe's Cos. Inc.
| 3.750%
| 4/1/32
| 1,250
| 1,135
|
|
| Lowe's Cos. Inc.
| 5.000%
| 4/15/33
| 1,000
| 985
|
|
| Lowe's Cos. Inc.
| 5.150%
| 7/1/33
| 650
| 647
|
|
| Lowe's Cos. Inc.
| 5.000%
| 4/15/40
| 525
| 490
|
|
| Lowe's Cos. Inc.
| 2.800%
| 9/15/41
| 925
| 634
|
|
| Lowe's Cos. Inc.
| 4.250%
| 9/15/44
| 63
| 50
|
|
| Lowe's Cos. Inc.
| 3.700%
| 4/15/46
| 1,430
| 1,050
|
|
| Lowe's Cos. Inc.
| 4.050%
| 5/3/47
| 1,650
| 1,274
|
|
| Lowe's Cos. Inc.
| 4.550%
| 4/5/49
| 500
| 414
|
|
| Lowe's Cos. Inc.
| 5.125%
| 4/15/50
| 500
| 453
|
|
| Lowe's Cos. Inc.
| 3.000%
| 10/15/50
| 1,000
| 626
|
|
| Lowe's Cos. Inc.
| 3.500%
| 4/1/51
| 550
| 376
|
|
| Lowe's Cos. Inc.
| 4.250%
| 4/1/52
| 1,650
| 1,297
|
|
| Lowe's Cos. Inc.
| 5.625%
| 4/15/53
| 1,500
| 1,452
|
|
| Lowe's Cos. Inc.
| 5.750%
| 7/1/53
| 650
| 641
|
|
| Lowe's Cos. Inc.
| 4.450%
| 4/1/62
| 770
| 599
|
|
| Lowe's Cos. Inc.
| 5.800%
| 9/15/62
| 500
| 486
|
|
| Lowe's Cos. Inc.
| 5.850%
| 4/1/63
| 650
| 634
|
|
| Magna International Inc.
| 4.150%
| 10/1/25
| 300
| 295
|
|
| Magna International Inc.
| 5.050%
| 3/14/29
| 1,000
| 999
|
|
| Magna International Inc.
| 2.450%
| 6/15/30
| 500
| 431
|
|
| Marriott International Inc.
| 3.750%
| 10/1/25
| 200
| 196
|
| 8
| Marriott International Inc.
| 3.125%
| 6/15/26
| 1,809
| 1,736
|
| 8
| Marriott International Inc.
| 4.650%
| 12/1/28
| 2,000
| 1,958
|
|
| Marriott International Inc.
| 4.875%
| 5/15/29
| 500
| 494
|
| 8
| Marriott International Inc.
| 4.625%
| 6/15/30
| 1,300
| 1,261
|
| 8
| Marriott International Inc.
| 2.850%
| 4/15/31
| 1,200
| 1,027
|
| 8
| Marriott International Inc.
| 3.500%
| 10/15/32
| 850
| 738
|
| 8
| Marriott International Inc.
| 2.750%
| 10/15/33
| 250
| 202
|
|
| Marriott International Inc.
| 5.300%
| 5/15/34
| 750
| 736
|
|
| Masco Corp.
| 3.500%
| 11/15/27
| 100
| 94
|
|
| Masco Corp.
| 1.500%
| 2/15/28
| 500
| 438
|
|
| Masco Corp.
| 2.000%
| 10/1/30
| 500
| 412
|
|
| Masco Corp.
| 2.000%
| 2/15/31
| 500
| 407
|
|
| Masco Corp.
| 4.500%
| 5/15/47
| 475
| 393
|
| 8
| Massachusetts Institute of Technology
| 2.989%
| 7/1/50
| 370
| 260
|
|
| Massachusetts Institute of Technology
| 3.067%
| 4/1/52
| 500
| 355
|
|
| Massachusetts Institute of Technology
| 5.600%
| 7/1/11
| 860
| 909
|
|
| Massachusetts Institute of Technology
| 4.678%
| 7/1/14
| 700
| 620
|
|
| Massachusetts Institute of Technology
| 3.885%
| 7/1/16
| 200
| 147
|
| 8
| McDonald's Corp.
| 3.300%
| 7/1/25
| 818
| 801
|
| 8
| McDonald's Corp.
| 3.700%
| 1/30/26
| 1,125
| 1,099
|
| 8
| McDonald's Corp.
| 3.500%
| 3/1/27
| 200
| 192
|
| 8
| McDonald's Corp.
| 3.500%
| 7/1/27
| 2,750
| 2,635
|
| 8
| McDonald's Corp.
| 3.800%
| 4/1/28
| 500
| 480
|
|
| McDonald's Corp.
| 4.800%
| 8/14/28
| 600
| 596
|
| 8
| McDonald's Corp.
| 5.000%
| 5/17/29
| 500
| 500
|
| 8
| McDonald's Corp.
| 2.625%
| 9/1/29
| 600
| 538
|
| 8
| McDonald's Corp.
| 2.125%
| 3/1/30
| 600
| 515
|
| 8
| McDonald's Corp.
| 3.600%
| 7/1/30
| 2,175
| 2,016
|
|
| McDonald's Corp.
| 4.950%
| 8/14/33
| 250
| 246
|
| 8
| McDonald's Corp.
| 5.200%
| 5/17/34
| 800
| 802
|
| 8
| McDonald's Corp.
| 4.700%
| 12/9/35
| 675
| 641
|
| 8
| McDonald's Corp.
| 6.300%
| 3/1/38
| 100
| 107
|
| 8
| McDonald's Corp.
| 5.700%
| 2/1/39
| 375
| 383
|
| 8
| McDonald's Corp.
| 3.700%
| 2/15/42
| 725
| 568
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| McDonald's Corp.
| 3.625%
| 5/1/43
| 400
| 305
|
| 8
| McDonald's Corp.
| 4.600%
| 5/26/45
| 925
| 800
|
| 8
| McDonald's Corp.
| 4.875%
| 12/9/45
| 1,225
| 1,101
|
| 8
| McDonald's Corp.
| 4.450%
| 3/1/47
| 750
| 630
|
| 8
| McDonald's Corp.
| 4.450%
| 9/1/48
| 900
| 756
|
| 8
| McDonald's Corp.
| 3.625%
| 9/1/49
| 2,000
| 1,451
|
| 8
| McDonald's Corp.
| 4.200%
| 4/1/50
| 1,000
| 798
|
| 8
| McDonald's Corp.
| 5.150%
| 9/9/52
| 500
| 462
|
|
| MDC Holdings Inc.
| 3.850%
| 1/15/30
| 1,000
| 949
|
|
| MDC Holdings Inc.
| 2.500%
| 1/15/31
| 300
| 267
|
|
| MDC Holdings Inc.
| 6.000%
| 1/15/43
| 400
| 421
|
|
| Mercedes-Benz Finance North America LLC
| 8.500%
| 1/18/31
| 605
| 719
|
|
| Mohawk Industries Inc.
| 5.850%
| 9/18/28
| 500
| 510
|
|
| Mohawk Industries Inc.
| 3.625%
| 5/15/30
| 375
| 344
|
|
| NIKE Inc.
| 2.375%
| 11/1/26
| 1,000
| 943
|
|
| NIKE Inc.
| 2.750%
| 3/27/27
| 650
| 616
|
|
| NIKE Inc.
| 2.850%
| 3/27/30
| 1,575
| 1,417
|
|
| NIKE Inc.
| 3.250%
| 3/27/40
| 1,050
| 819
|
|
| NIKE Inc.
| 3.625%
| 5/1/43
| 525
| 415
|
|
| NIKE Inc.
| 3.875%
| 11/1/45
| 700
| 562
|
|
| NIKE Inc.
| 3.375%
| 3/27/50
| 1,625
| 1,170
|
| 8
| Northwestern University
| 4.643%
| 12/1/44
| 350
| 331
|
| 8
| Northwestern University
| 2.640%
| 12/1/50
| 245
| 161
|
| 8
| Northwestern University
| 3.662%
| 12/1/57
| 200
| 152
|
|
| NVR Inc.
| 3.000%
| 5/15/30
| 1,250
| 1,108
|
|
| O'Reilly Automotive Inc.
| 3.550%
| 3/15/26
| 500
| 485
|
|
| O'Reilly Automotive Inc.
| 5.750%
| 11/20/26
| 600
| 606
|
|
| O'Reilly Automotive Inc.
| 3.600%
| 9/1/27
| 1,300
| 1,239
|
|
| O'Reilly Automotive Inc.
| 4.200%
| 4/1/30
| 350
| 333
|
|
| O'Reilly Automotive Inc.
| 1.750%
| 3/15/31
| 500
| 403
|
|
| Owens Corning
| 3.400%
| 8/15/26
| 500
| 479
|
|
| Owens Corning
| 5.500%
| 6/15/27
| 500
| 505
|
|
| Owens Corning
| 3.950%
| 8/15/29
| 375
| 354
|
|
| Owens Corning
| 3.875%
| 6/1/30
| 100
| 93
|
|
| Owens Corning
| 5.700%
| 6/15/34
| 675
| 681
|
|
| Owens Corning
| 7.000%
| 12/1/36
| 18
| 20
|
|
| Owens Corning
| 4.300%
| 7/15/47
| 1,150
| 924
|
|
| Owens Corning
| 4.400%
| 1/30/48
| 525
| 423
|
|
| Owens Corning
| 5.950%
| 6/15/54
| 600
| 604
|
| 8
| President & Fellows of Harvard College
| 4.609%
| 2/15/35
| 500
| 489
|
|
| President & Fellows of Harvard College
| 4.875%
| 10/15/40
| 250
| 243
|
|
| President & Fellows of Harvard College
| 3.150%
| 7/15/46
| 400
| 295
|
|
| President & Fellows of Harvard College
| 2.517%
| 10/15/50
| 725
| 458
|
|
| President & Fellows of Harvard College
| 3.745%
| 11/15/52
| 500
| 402
|
|
| PulteGroup Inc.
| 5.000%
| 1/15/27
| 414
| 411
|
|
| PulteGroup Inc.
| 6.375%
| 5/15/33
| 1,000
| 1,051
|
|
| PVH Corp.
| 4.625%
| 7/10/25
| 500
| 494
|
|
| Ralph Lauren Corp.
| 3.750%
| 9/15/25
| 100
| 98
|
|
| Ralph Lauren Corp.
| 2.950%
| 6/15/30
| 700
| 625
|
| 8
| Rockefeller Foundation
| 2.492%
| 10/1/50
| 1,000
| 620
|
|
| Ross Stores Inc.
| 1.875%
| 4/15/31
| 400
| 327
|
|
| Sands China Ltd.
| 5.125%
| 8/8/25
| 1,450
| 1,438
|
|
| Sands China Ltd.
| 4.050%
| 1/8/26
| 1,150
| 1,113
|
|
| Sands China Ltd.
| 2.300%
| 3/8/27
| 575
| 524
|
|
| Sands China Ltd.
| 5.400%
| 8/8/28
| 1,550
| 1,518
|
|
| Sands China Ltd.
| 2.850%
| 3/8/29
| 525
| 460
|
|
| Sands China Ltd.
| 4.375%
| 6/18/30
| 575
| 529
|
|
| Sands China Ltd.
| 3.250%
| 8/8/31
| 475
| 399
|
|
| Snap-on Inc.
| 3.250%
| 3/1/27
| 225
| 216
|
|
| Snap-on Inc.
| 4.100%
| 3/1/48
| 275
| 225
|
|
| Snap-on Inc.
| 3.100%
| 5/1/50
| 400
| 273
|
|
| Stanley Black & Decker Inc.
| 3.400%
| 3/1/26
| 375
| 363
|
|
| Stanley Black & Decker Inc.
| 4.250%
| 11/15/28
| 375
| 362
|
|
| Stanley Black & Decker Inc.
| 2.300%
| 3/15/30
| 1,500
| 1,277
|
|
| Stanley Black & Decker Inc.
| 5.200%
| 9/1/40
| 300
| 280
|
|
| Stanley Black & Decker Inc.
| 4.850%
| 11/15/48
| 400
| 338
|
|
| Stanley Black & Decker Inc.
| 2.750%
| 11/15/50
| 650
| 372
|
|
| Starbucks Corp.
| 2.450%
| 6/15/26
| 665
| 632
|
|
| Starbucks Corp.
| 4.850%
| 2/8/27
| 850
| 846
|
|
| Starbucks Corp.
| 3.500%
| 3/1/28
| 500
| 474
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Starbucks Corp.
| 4.000%
| 11/15/28
| 250
| 241
|
|
| Starbucks Corp.
| 3.550%
| 8/15/29
| 700
| 656
|
|
| Starbucks Corp.
| 2.250%
| 3/12/30
| 600
| 517
|
|
| Starbucks Corp.
| 2.550%
| 11/15/30
| 2,000
| 1,724
|
|
| Starbucks Corp.
| 4.900%
| 2/15/31
| 500
| 495
|
|
| Starbucks Corp.
| 3.000%
| 2/14/32
| 1,000
| 866
|
|
| Starbucks Corp.
| 5.000%
| 2/15/34
| 750
| 733
|
|
| Starbucks Corp.
| 4.300%
| 6/15/45
| 200
| 165
|
|
| Starbucks Corp.
| 4.500%
| 11/15/48
| 1,685
| 1,406
|
|
| Starbucks Corp.
| 3.350%
| 3/12/50
| 700
| 477
|
|
| Starbucks Corp.
| 3.500%
| 11/15/50
| 1,000
| 704
|
|
| Tapestry Inc.
| 7.050%
| 11/27/25
| 600
| 610
|
|
| Tapestry Inc.
| 7.000%
| 11/27/26
| 600
| 617
|
| 8
| Tapestry Inc.
| 4.125%
| 7/15/27
| 109
| 104
|
|
| Tapestry Inc.
| 7.350%
| 11/27/28
| 800
| 830
|
|
| Tapestry Inc.
| 7.700%
| 11/27/30
| 1,150
| 1,201
|
|
| Tapestry Inc.
| 3.050%
| 3/15/32
| 500
| 403
|
|
| Tapestry Inc.
| 7.850%
| 11/27/33
| 1,000
| 1,052
|
|
| Thomas Jefferson University
| 3.847%
| 11/1/57
| 500
| 374
|
|
| TJX Cos. Inc.
| 2.250%
| 9/15/26
| 750
| 707
|
|
| TJX Cos. Inc.
| 1.150%
| 5/15/28
| 500
| 436
|
|
| TJX Cos. Inc.
| 4.500%
| 4/15/50
| 750
| 667
|
|
| Toll Brothers Finance Corp.
| 4.350%
| 2/15/28
| 750
| 724
|
|
| Toyota Motor Corp.
| 1.339%
| 3/25/26
| 1,000
| 937
|
|
| Toyota Motor Corp.
| 5.275%
| 7/13/26
| 500
| 502
|
|
| Toyota Motor Corp.
| 5.118%
| 7/13/28
| 1,500
| 1,511
|
|
| Toyota Motor Corp.
| 2.760%
| 7/2/29
| 400
| 366
|
|
| Toyota Motor Corp.
| 5.123%
| 7/13/33
| 500
| 521
|
|
| Toyota Motor Credit Corp.
| 3.950%
| 6/30/25
| 500
| 493
|
|
| Toyota Motor Credit Corp.
| 5.600%
| 9/11/25
| 600
| 602
|
| 8
| Toyota Motor Credit Corp.
| 0.800%
| 10/16/25
| 3,700
| 3,497
|
| 8
| Toyota Motor Credit Corp.
| 4.800%
| 1/5/26
| 650
| 647
|
|
| Toyota Motor Credit Corp.
| 5.200%
| 5/15/26
| 750
| 751
|
|
| Toyota Motor Credit Corp.
| 4.450%
| 5/18/26
| 719
| 710
|
| 8
| Toyota Motor Credit Corp.
| 1.125%
| 6/18/26
| 1,500
| 1,389
|
| 8
| Toyota Motor Credit Corp.
| 5.000%
| 8/14/26
| 500
| 499
|
|
| Toyota Motor Credit Corp.
| 5.400%
| 11/20/26
| 700
| 705
|
| 8
| Toyota Motor Credit Corp.
| 3.200%
| 1/11/27
| 850
| 813
|
| 8
| Toyota Motor Credit Corp.
| 1.900%
| 1/13/27
| 300
| 278
|
| 8
| Toyota Motor Credit Corp.
| 5.000%
| 3/19/27
| 500
| 500
|
| 8
| Toyota Motor Credit Corp.
| 3.050%
| 3/22/27
| 1,000
| 950
|
| 8
| Toyota Motor Credit Corp.
| 1.150%
| 8/13/27
| 1,350
| 1,204
|
| 8
| Toyota Motor Credit Corp.
| 4.550%
| 9/20/27
| 875
| 864
|
|
| Toyota Motor Credit Corp.
| 5.450%
| 11/10/27
| 700
| 710
|
| 8
| Toyota Motor Credit Corp.
| 3.050%
| 1/11/28
| 850
| 798
|
|
| Toyota Motor Credit Corp.
| 4.625%
| 1/12/28
| 650
| 644
|
| 8
| Toyota Motor Credit Corp.
| 1.900%
| 4/6/28
| 650
| 583
|
| 8
| Toyota Motor Credit Corp.
| 5.250%
| 9/11/28
| 600
| 607
|
| 8
| Toyota Motor Credit Corp.
| 4.650%
| 1/5/29
| 650
| 642
|
|
| Toyota Motor Credit Corp.
| 3.650%
| 1/8/29
| 1,450
| 1,377
|
|
| Toyota Motor Credit Corp.
| 5.050%
| 5/16/29
| 500
| 502
|
| 8
| Toyota Motor Credit Corp.
| 4.450%
| 6/29/29
| 750
| 735
|
| 8
| Toyota Motor Credit Corp.
| 2.150%
| 2/13/30
| 625
| 539
|
| 8
| Toyota Motor Credit Corp.
| 3.375%
| 4/1/30
| 1,400
| 1,288
|
| 8
| Toyota Motor Credit Corp.
| 4.550%
| 5/17/30
| 904
| 883
|
|
| Toyota Motor Credit Corp.
| 5.550%
| 11/20/30
| 700
| 719
|
|
| Toyota Motor Credit Corp.
| 5.100%
| 3/21/31
| 500
| 500
|
|
| Toyota Motor Credit Corp.
| 1.900%
| 9/12/31
| 1,000
| 812
|
| 8
| Toyota Motor Credit Corp.
| 2.400%
| 1/13/32
| 160
| 134
|
| 8
| Toyota Motor Credit Corp.
| 4.800%
| 1/5/34
| 650
| 631
|
|
| Tractor Supply Co.
| 1.750%
| 11/1/30
| 400
| 324
|
|
| Tractor Supply Co.
| 5.250%
| 5/15/33
| 500
| 496
|
| 8
| Trustees of Boston College
| 3.129%
| 7/1/52
| 300
| 211
|
| 8
| Trustees of Boston University
| 4.061%
| 10/1/48
| 220
| 186
|
|
| Trustees of Princeton University
| 5.700%
| 3/1/39
| 620
| 661
|
| 8
| Trustees of Princeton University
| 2.516%
| 7/1/50
| 565
| 365
|
|
| Trustees of Princeton University
| 4.201%
| 3/1/52
| 300
| 264
|
| 8
| Trustees of the University of Pennsylvania
| 2.396%
| 10/1/50
| 325
| 197
|
|
| Trustees of the University of Pennsylvania
| 4.674%
| 9/1/12
| 450
| 395
|
| 8
| University of Chicago
| 2.547%
| 4/1/50
| 800
| 524
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| University of Chicago
| 4.003%
| 10/1/53
| 390
| 319
|
| 8
| University of Miami
| 4.063%
| 4/1/52
| 500
| 402
|
| 8
| University of Notre Dame du Lac
| 3.438%
| 2/15/45
| 890
| 698
|
| 8
| University of Notre Dame du Lac
| 3.394%
| 2/15/48
| 325
| 251
|
| 8
| University of Southern California
| 3.028%
| 10/1/39
| 525
| 420
|
| 8
| University of Southern California
| 3.841%
| 10/1/47
| 500
| 411
|
| 8
| University of Southern California
| 2.945%
| 10/1/51
| 625
| 423
|
|
| University of Southern California
| 4.976%
| 10/1/53
| 200
| 194
|
|
| University of Southern California
| 5.250%
| 10/1/11
| 275
| 268
|
| 8
| University of Southern California
| 3.226%
| 10/1/20
| 300
| 179
|
|
| VF Corp.
| 2.800%
| 4/23/27
| 700
| 639
|
|
| VF Corp.
| 2.950%
| 4/23/30
| 594
| 493
|
| 8
| Washington University
| 3.524%
| 4/15/54
| 500
| 383
|
|
| Washington University
| 4.349%
| 4/15/22
| 350
| 283
|
|
| Whirlpool Corp.
| 4.750%
| 2/26/29
| 600
| 590
|
|
| Whirlpool Corp.
| 5.500%
| 3/1/33
| 250
| 246
|
|
| Whirlpool Corp.
| 5.750%
| 3/1/34
| 200
| 200
|
|
| Whirlpool Corp.
| 4.500%
| 6/1/46
| 887
| 711
|
|
| Whirlpool Corp.
| 4.600%
| 5/15/50
| 200
| 159
|
| 8
| William Marsh Rice University
| 3.574%
| 5/15/45
| 715
| 579
|
| 8
| Yale University
| 1.482%
| 4/15/30
| 325
| 272
|
| 8
| Yale University
| 2.402%
| 4/15/50
| 500
| 311
|
|
|
|
|
|
|
| 370,885
|
| Consumer Staples (0.7%)
|
|
| Ahold Finance USA LLC
| 6.875%
| 5/1/29
| 425
| 455
|
|
| Altria Group Inc.
| 4.400%
| 2/14/26
| 1,200
| 1,181
|
|
| Altria Group Inc.
| 2.625%
| 9/16/26
| 350
| 330
|
|
| Altria Group Inc.
| 4.800%
| 2/14/29
| 1,525
| 1,500
|
|
| Altria Group Inc.
| 3.400%
| 5/6/30
| 775
| 701
|
|
| Altria Group Inc.
| 2.450%
| 2/4/32
| 1,000
| 808
|
|
| Altria Group Inc.
| 5.800%
| 2/14/39
| 1,375
| 1,374
|
|
| Altria Group Inc.
| 3.400%
| 2/4/41
| 1,100
| 792
|
|
| Altria Group Inc.
| 4.250%
| 8/9/42
| 710
| 564
|
|
| Altria Group Inc.
| 4.500%
| 5/2/43
| 675
| 555
|
|
| Altria Group Inc.
| 5.375%
| 1/31/44
| 2,075
| 1,944
|
|
| Altria Group Inc.
| 3.875%
| 9/16/46
| 400
| 288
|
|
| Altria Group Inc.
| 5.950%
| 2/14/49
| 1,245
| 1,221
|
|
| Altria Group Inc.
| 4.450%
| 5/6/50
| 1,010
| 775
|
|
| Altria Group Inc.
| 3.700%
| 2/4/51
| 1,000
| 674
|
|
| Altria Group Inc.
| 6.200%
| 2/14/59
| 416
| 415
|
|
| Altria Group Inc.
| 4.000%
| 2/4/61
| 500
| 346
|
| 8
| Anheuser-Busch Cos. LLC
| 4.700%
| 2/1/36
| 5,820
| 5,546
|
| 8
| Anheuser-Busch Cos. LLC
| 4.900%
| 2/1/46
| 12,682
| 11,679
|
|
| Anheuser-Busch InBev Finance Inc.
| 4.700%
| 2/1/36
| 850
| 806
|
|
| Anheuser-Busch InBev Finance Inc.
| 4.625%
| 2/1/44
| 675
| 601
|
|
| Anheuser-Busch InBev Finance Inc.
| 4.900%
| 2/1/46
| 2,275
| 2,081
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 4.750%
| 1/23/29
| 2,580
| 2,565
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 3.500%
| 6/1/30
| 3,700
| 3,437
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 5.000%
| 6/15/34
| 750
| 744
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 4.375%
| 4/15/38
| 1,225
| 1,115
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 8.200%
| 1/15/39
| 735
| 935
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 5.450%
| 1/23/39
| 2,030
| 2,058
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 4.350%
| 6/1/40
| 1,000
| 882
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 4.950%
| 1/15/42
| 1,660
| 1,556
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 4.600%
| 4/15/48
| 527
| 466
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 4.439%
| 10/6/48
| 937
| 802
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 5.550%
| 1/23/49
| 2,300
| 2,317
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 4.750%
| 4/15/58
| 600
| 531
|
|
| Anheuser-Busch InBev Worldwide Inc.
| 5.800%
| 1/23/59
| 1,450
| 1,509
|
|
| Archer-Daniels-Midland Co.
| 2.500%
| 8/11/26
| 899
| 852
|
|
| Archer-Daniels-Midland Co.
| 3.250%
| 3/27/30
| 675
| 615
|
|
| Archer-Daniels-Midland Co.
| 2.900%
| 3/1/32
| 583
| 499
|
|
| Archer-Daniels-Midland Co.
| 5.935%
| 10/1/32
| 280
| 298
|
|
| Archer-Daniels-Midland Co.
| 3.750%
| 9/15/47
| 300
| 226
|
|
| Archer-Daniels-Midland Co.
| 4.500%
| 3/15/49
| 525
| 446
|
|
| Archer-Daniels-Midland Co.
| 2.700%
| 9/15/51
| 500
| 307
|
|
| Avery Dennison Corp.
| 4.875%
| 12/6/28
| 300
| 296
|
|
| Avery Dennison Corp.
| 2.650%
| 4/30/30
| 750
| 652
|
|
| Avery Dennison Corp.
| 5.750%
| 3/15/33
| 500
| 512
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| BAT Capital Corp.
| 4.700%
| 4/2/27
| 2,750
| 2,707
|
|
| BAT Capital Corp.
| 3.557%
| 8/15/27
| 929
| 882
|
|
| BAT Capital Corp.
| 2.259%
| 3/25/28
| 1,425
| 1,277
|
|
| BAT Capital Corp.
| 3.462%
| 9/6/29
| 200
| 182
|
|
| BAT Capital Corp.
| 6.343%
| 8/2/30
| 650
| 679
|
|
| BAT Capital Corp.
| 5.834%
| 2/20/31
| 750
| 760
|
|
| BAT Capital Corp.
| 2.726%
| 3/25/31
| 1,750
| 1,477
|
|
| BAT Capital Corp.
| 4.742%
| 3/16/32
| 1,000
| 949
|
|
| BAT Capital Corp.
| 7.750%
| 10/19/32
| 2,000
| 2,248
|
|
| BAT Capital Corp.
| 6.421%
| 8/2/33
| 650
| 679
|
|
| BAT Capital Corp.
| 6.000%
| 2/20/34
| 763
| 771
|
|
| BAT Capital Corp.
| 4.390%
| 8/15/37
| 1,775
| 1,498
|
|
| BAT Capital Corp.
| 7.079%
| 8/2/43
| 350
| 370
|
|
| BAT Capital Corp.
| 4.540%
| 8/15/47
| 758
| 582
|
|
| BAT Capital Corp.
| 5.282%
| 4/2/50
| 1,725
| 1,457
|
|
| BAT Capital Corp.
| 5.650%
| 3/16/52
| 1,000
| 893
|
|
| BAT Capital Corp.
| 7.081%
| 8/2/53
| 900
| 958
|
|
| BAT International Finance plc
| 1.668%
| 3/25/26
| 750
| 703
|
|
| BAT International Finance plc
| 5.931%
| 2/2/29
| 650
| 665
|
|
| Brown-Forman Corp.
| 4.750%
| 4/15/33
| 500
| 489
|
|
| Brown-Forman Corp.
| 4.500%
| 7/15/45
| 395
| 347
|
|
| Bunge Ltd. Finance Corp.
| 3.250%
| 8/15/26
| 1,293
| 1,237
|
|
| Bunge Ltd. Finance Corp.
| 3.750%
| 9/25/27
| 500
| 478
|
|
| Bunge Ltd. Finance Corp.
| 2.750%
| 5/14/31
| 1,000
| 856
|
|
| Campbell Soup Co.
| 4.150%
| 3/15/28
| 625
| 605
|
|
| Campbell Soup Co.
| 5.200%
| 3/21/29
| 500
| 501
|
|
| Campbell Soup Co.
| 2.375%
| 4/24/30
| 400
| 345
|
|
| Campbell Soup Co.
| 5.400%
| 3/21/34
| 500
| 497
|
|
| Campbell Soup Co.
| 4.800%
| 3/15/48
| 550
| 480
|
|
| Campbell Soup Co.
| 3.125%
| 4/24/50
| 525
| 341
|
|
| Church & Dwight Co. Inc.
| 3.150%
| 8/1/27
| 350
| 332
|
|
| Church & Dwight Co. Inc.
| 3.950%
| 8/1/47
| 325
| 256
|
|
| Church & Dwight Co. Inc.
| 5.000%
| 6/15/52
| 500
| 464
|
|
| Clorox Co.
| 3.100%
| 10/1/27
| 650
| 611
|
|
| Clorox Co.
| 3.900%
| 5/15/28
| 400
| 384
|
|
| Clorox Co.
| 1.800%
| 5/15/30
| 1,100
| 918
|
|
| Coca-Cola Co.
| 3.375%
| 3/25/27
| 1,250
| 1,207
|
|
| Coca-Cola Co.
| 2.900%
| 5/25/27
| 2,088
| 1,980
|
|
| Coca-Cola Co.
| 1.450%
| 6/1/27
| 100
| 91
|
|
| Coca-Cola Co.
| 1.500%
| 3/5/28
| 500
| 447
|
|
| Coca-Cola Co.
| 1.000%
| 3/15/28
| 821
| 720
|
|
| Coca-Cola Co.
| 2.125%
| 9/6/29
| 2,300
| 2,025
|
|
| Coca-Cola Co.
| 3.450%
| 3/25/30
| 900
| 842
|
|
| Coca-Cola Co.
| 1.650%
| 6/1/30
| 2,125
| 1,782
|
|
| Coca-Cola Co.
| 1.375%
| 3/15/31
| 1,250
| 1,004
|
|
| Coca-Cola Co.
| 2.250%
| 1/5/32
| 1,000
| 842
|
|
| Coca-Cola Co.
| 5.000%
| 5/13/34
| 250
| 251
|
|
| Coca-Cola Co.
| 4.125%
| 3/25/40
| 350
| 306
|
|
| Coca-Cola Co.
| 2.500%
| 6/1/40
| 1,300
| 912
|
|
| Coca-Cola Co.
| 4.200%
| 3/25/50
| 525
| 449
|
|
| Coca-Cola Co.
| 2.600%
| 6/1/50
| 1,550
| 963
|
|
| Coca-Cola Co.
| 3.000%
| 3/5/51
| 1,000
| 675
|
|
| Coca-Cola Co.
| 2.500%
| 3/15/51
| 2,225
| 1,349
|
|
| Coca-Cola Co.
| 5.300%
| 5/13/54
| 350
| 348
|
|
| Coca-Cola Co.
| 2.750%
| 6/1/60
| 200
| 121
|
|
| Coca-Cola Co.
| 5.400%
| 5/13/64
| 375
| 372
|
|
| Coca-Cola Consolidated Inc.
| 3.800%
| 11/25/25
| 350
| 342
|
|
| Coca-Cola Consolidated Inc.
| 5.250%
| 6/1/29
| 575
| 577
|
|
| Coca-Cola Consolidated Inc.
| 5.450%
| 6/1/34
| 253
| 255
|
|
| Coca-Cola Femsa SAB de CV
| 2.750%
| 1/22/30
| 600
| 532
|
|
| Coca-Cola Femsa SAB de CV
| 1.850%
| 9/1/32
| 500
| 387
|
|
| Coca-Cola Femsa SAB de CV
| 5.250%
| 11/26/43
| 650
| 637
|
|
| Colgate-Palmolive Co.
| 3.100%
| 8/15/27
| 1,000
| 952
|
|
| Colgate-Palmolive Co.
| 4.600%
| 3/1/28
| 500
| 499
|
|
| Colgate-Palmolive Co.
| 3.250%
| 8/15/32
| 500
| 447
|
|
| Colgate-Palmolive Co.
| 4.600%
| 3/1/33
| 1,250
| 1,227
|
| 8
| Colgate-Palmolive Co.
| 4.000%
| 8/15/45
| 550
| 460
|
|
| Conagra Brands Inc.
| 4.600%
| 11/1/25
| 1,038
| 1,026
|
|
| Conagra Brands Inc.
| 1.375%
| 11/1/27
| 2,800
| 2,466
|
|
| Conagra Brands Inc.
| 7.000%
| 10/1/28
| 100
| 106
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Conagra Brands Inc.
| 8.250%
| 9/15/30
| 250
| 287
|
|
| Conagra Brands Inc.
| 5.300%
| 11/1/38
| 700
| 659
|
|
| Conagra Brands Inc.
| 5.400%
| 11/1/48
| 400
| 368
|
|
| Constellation Brands Inc.
| 4.400%
| 11/15/25
| 400
| 395
|
|
| Constellation Brands Inc.
| 4.750%
| 12/1/25
| 500
| 495
|
|
| Constellation Brands Inc.
| 5.000%
| 2/2/26
| 225
| 224
|
|
| Constellation Brands Inc.
| 3.700%
| 12/6/26
| 2,919
| 2,819
|
|
| Constellation Brands Inc.
| 3.500%
| 5/9/27
| 450
| 430
|
|
| Constellation Brands Inc.
| 3.600%
| 2/15/28
| 1,700
| 1,611
|
|
| Constellation Brands Inc.
| 4.650%
| 11/15/28
| 250
| 245
|
|
| Constellation Brands Inc.
| 4.800%
| 1/15/29
| 500
| 493
|
|
| Constellation Brands Inc.
| 3.150%
| 8/1/29
| 625
| 567
|
|
| Constellation Brands Inc.
| 2.875%
| 5/1/30
| 1,275
| 1,125
|
|
| Constellation Brands Inc.
| 2.250%
| 8/1/31
| 700
| 575
|
|
| Constellation Brands Inc.
| 4.500%
| 5/9/47
| 408
| 341
|
|
| Constellation Brands Inc.
| 4.100%
| 2/15/48
| 275
| 217
|
|
| Constellation Brands Inc.
| 5.250%
| 11/15/48
| 1,075
| 1,001
|
|
| Constellation Brands Inc.
| 3.750%
| 5/1/50
| 275
| 203
|
|
| Costco Wholesale Corp.
| 3.000%
| 5/18/27
| 800
| 765
|
|
| Costco Wholesale Corp.
| 1.375%
| 6/20/27
| 3,220
| 2,926
|
|
| Costco Wholesale Corp.
| 1.600%
| 4/20/30
| 1,000
| 840
|
|
| Costco Wholesale Corp.
| 1.750%
| 4/20/32
| 5,550
| 4,456
|
|
| Delhaize America LLC
| 9.000%
| 4/15/31
| 475
| 560
|
|
| Diageo Capital plc
| 1.375%
| 9/29/25
| 550
| 523
|
|
| Diageo Capital plc
| 5.300%
| 10/24/27
| 1,000
| 1,009
|
|
| Diageo Capital plc
| 2.375%
| 10/24/29
| 800
| 707
|
|
| Diageo Capital plc
| 2.000%
| 4/29/30
| 1,000
| 852
|
|
| Diageo Capital plc
| 2.125%
| 4/29/32
| 675
| 548
|
|
| Diageo Capital plc
| 5.875%
| 9/30/36
| 250
| 263
|
|
| Diageo Capital plc
| 3.875%
| 4/29/43
| 1,798
| 1,474
|
|
| Diageo Investment Corp.
| 7.450%
| 4/15/35
| 325
| 380
|
|
| Dollar General Corp.
| 4.150%
| 11/1/25
| 500
| 490
|
|
| Dollar General Corp.
| 3.875%
| 4/15/27
| 550
| 529
|
|
| Dollar General Corp.
| 4.125%
| 5/1/28
| 400
| 385
|
|
| Dollar General Corp.
| 5.200%
| 7/5/28
| 600
| 599
|
|
| Dollar General Corp.
| 5.000%
| 11/1/32
| 700
| 682
|
|
| Dollar General Corp.
| 5.450%
| 7/5/33
| 800
| 795
|
|
| Dollar General Corp.
| 4.125%
| 4/3/50
| 860
| 652
|
|
| Dollar Tree Inc.
| 3.375%
| 12/1/51
| 500
| 325
|
|
| Estee Lauder Cos. Inc.
| 3.150%
| 3/15/27
| 2,062
| 1,969
|
|
| Estee Lauder Cos. Inc.
| 4.375%
| 5/15/28
| 500
| 490
|
|
| Estee Lauder Cos. Inc.
| 2.375%
| 12/1/29
| 525
| 461
|
|
| Estee Lauder Cos. Inc.
| 2.600%
| 4/15/30
| 600
| 526
|
|
| Estee Lauder Cos. Inc.
| 1.950%
| 3/15/31
| 500
| 411
|
|
| Estee Lauder Cos. Inc.
| 4.650%
| 5/15/33
| 500
| 483
|
|
| Estee Lauder Cos. Inc.
| 5.000%
| 2/14/34
| 550
| 540
|
|
| Estee Lauder Cos. Inc.
| 6.000%
| 5/15/37
| 150
| 159
|
|
| Estee Lauder Cos. Inc.
| 4.375%
| 6/15/45
| 375
| 318
|
|
| Estee Lauder Cos. Inc.
| 3.125%
| 12/1/49
| 450
| 301
|
|
| Estee Lauder Cos. Inc.
| 5.150%
| 5/15/53
| 500
| 468
|
|
| Flowers Foods Inc.
| 3.500%
| 10/1/26
| 350
| 336
|
|
| Flowers Foods Inc.
| 2.400%
| 3/15/31
| 1,000
| 832
|
|
| General Mills Inc.
| 4.700%
| 1/30/27
| 500
| 494
|
|
| General Mills Inc.
| 4.200%
| 4/17/28
| 1,175
| 1,138
|
|
| General Mills Inc.
| 5.500%
| 10/17/28
| 900
| 913
|
|
| General Mills Inc.
| 2.875%
| 4/15/30
| 550
| 488
|
|
| General Mills Inc.
| 2.250%
| 10/14/31
| 750
| 616
|
|
| General Mills Inc.
| 4.950%
| 3/29/33
| 850
| 828
|
|
| General Mills Inc.
| 5.400%
| 6/15/40
| 350
| 343
|
|
| General Mills Inc.
| 3.000%
| 2/1/51
| 598
| 382
|
|
| Haleon US Capital LLC
| 3.375%
| 3/24/27
| 2,500
| 2,386
|
|
| Haleon US Capital LLC
| 3.375%
| 3/24/29
| 850
| 789
|
|
| Haleon US Capital LLC
| 3.625%
| 3/24/32
| 3,000
| 2,686
|
|
| Hershey Co.
| 3.200%
| 8/21/25
| 455
| 445
|
|
| Hershey Co.
| 4.250%
| 5/4/28
| 500
| 492
|
|
| Hershey Co.
| 4.500%
| 5/4/33
| 500
| 486
|
|
| Hershey Co.
| 3.125%
| 11/15/49
| 275
| 188
|
|
| Hormel Foods Corp.
| 4.800%
| 3/30/27
| 500
| 498
|
|
| Hormel Foods Corp.
| 1.700%
| 6/3/28
| 500
| 444
|
|
| Hormel Foods Corp.
| 1.800%
| 6/11/30
| 775
| 651
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Hormel Foods Corp.
| 3.050%
| 6/3/51
| 750
| 495
|
|
| Ingredion Inc.
| 3.200%
| 10/1/26
| 400
| 382
|
|
| Ingredion Inc.
| 2.900%
| 6/1/30
| 600
| 529
|
|
| J M Smucker Co.
| 3.375%
| 12/15/27
| 300
| 284
|
|
| J M Smucker Co.
| 5.900%
| 11/15/28
| 301
| 310
|
|
| J M Smucker Co.
| 2.375%
| 3/15/30
| 350
| 303
|
|
| J M Smucker Co.
| 2.125%
| 3/15/32
| 1,200
| 960
|
|
| J M Smucker Co.
| 6.200%
| 11/15/33
| 800
| 840
|
|
| J M Smucker Co.
| 4.250%
| 3/15/35
| 400
| 358
|
|
| J M Smucker Co.
| 2.750%
| 9/15/41
| 250
| 165
|
|
| J M Smucker Co.
| 6.500%
| 11/15/43
| 600
| 632
|
|
| J M Smucker Co.
| 4.375%
| 3/15/45
| 100
| 84
|
|
| J M Smucker Co.
| 6.500%
| 11/15/53
| 800
| 859
|
|
| JBS USA Holding Lux Sarl
| 2.500%
| 1/15/27
| 825
| 767
|
|
| JBS USA Holding Lux Sarl
| 5.125%
| 2/1/28
| 500
| 494
|
|
| JBS USA Holding Lux Sarl
| 5.750%
| 4/1/33
| 727
| 723
|
| 11
| JBS USA Holding Lux Sarl
| 6.750%
| 3/15/34
| 2,330
| 2,465
|
|
| JBS USA Holding Lux Sarl
| 4.375%
| 2/2/52
| 2,600
| 1,926
|
|
| JBS USA Holding Lux Sarl
| 6.500%
| 12/1/52
| 1,650
| 1,640
|
| 11
| JBS USA Holding Lux Sarl
| 7.250%
| 11/15/53
| 578
| 626
|
|
| Kellanova
| 3.250%
| 4/1/26
| 950
| 916
|
|
| Kellanova
| 3.400%
| 11/15/27
| 950
| 899
|
|
| Kellanova
| 4.300%
| 5/15/28
| 425
| 414
|
|
| Kellanova
| 2.100%
| 6/1/30
| 500
| 423
|
| 8
| Kellanova
| 7.450%
| 4/1/31
| 500
| 559
|
|
| Kellanova
| 5.750%
| 5/16/54
| 400
| 400
|
|
| Kenvue Inc.
| 5.050%
| 3/22/28
| 1,800
| 1,809
|
|
| Kenvue Inc.
| 5.000%
| 3/22/30
| 1,650
| 1,656
|
|
| Kenvue Inc.
| 4.900%
| 3/22/33
| 1,500
| 1,483
|
|
| Kenvue Inc.
| 5.100%
| 3/22/43
| 520
| 502
|
|
| Kenvue Inc.
| 5.050%
| 3/22/53
| 850
| 801
|
|
| Kenvue Inc.
| 5.200%
| 3/22/63
| 650
| 614
|
|
| Keurig Dr Pepper Inc.
| 3.400%
| 11/15/25
| 250
| 243
|
|
| Keurig Dr Pepper Inc.
| 2.550%
| 9/15/26
| 325
| 307
|
| 8
| Keurig Dr Pepper Inc.
| 5.100%
| 3/15/27
| 500
| 500
|
|
| Keurig Dr Pepper Inc.
| 3.430%
| 6/15/27
| 375
| 358
|
|
| Keurig Dr Pepper Inc.
| 5.050%
| 3/15/29
| 500
| 499
|
|
| Keurig Dr Pepper Inc.
| 3.950%
| 4/15/29
| 1,000
| 951
|
|
| Keurig Dr Pepper Inc.
| 3.200%
| 5/1/30
| 612
| 552
|
| 8
| Keurig Dr Pepper Inc.
| 2.250%
| 3/15/31
| 500
| 416
|
| 8
| Keurig Dr Pepper Inc.
| 5.200%
| 3/15/31
| 700
| 698
|
|
| Keurig Dr Pepper Inc.
| 4.050%
| 4/15/32
| 700
| 650
|
|
| Keurig Dr Pepper Inc.
| 5.300%
| 3/15/34
| 500
| 497
|
|
| Keurig Dr Pepper Inc.
| 4.500%
| 11/15/45
| 1,000
| 852
|
|
| Keurig Dr Pepper Inc.
| 4.420%
| 12/15/46
| 325
| 273
|
|
| Keurig Dr Pepper Inc.
| 3.800%
| 5/1/50
| 575
| 428
|
|
| Keurig Dr Pepper Inc.
| 3.350%
| 3/15/51
| 500
| 341
|
|
| Keurig Dr Pepper Inc.
| 4.500%
| 4/15/52
| 975
| 813
|
|
| Kimberly-Clark Corp.
| 3.050%
| 8/15/25
| 100
| 98
|
|
| Kimberly-Clark Corp.
| 2.750%
| 2/15/26
| 350
| 337
|
|
| Kimberly-Clark Corp.
| 1.050%
| 9/15/27
| 600
| 532
|
|
| Kimberly-Clark Corp.
| 3.950%
| 11/1/28
| 100
| 96
|
|
| Kimberly-Clark Corp.
| 3.200%
| 4/25/29
| 575
| 536
|
|
| Kimberly-Clark Corp.
| 3.100%
| 3/26/30
| 560
| 512
|
|
| Kimberly-Clark Corp.
| 2.000%
| 11/2/31
| 500
| 415
|
|
| Kimberly-Clark Corp.
| 6.625%
| 8/1/37
| 200
| 227
|
|
| Kimberly-Clark Corp.
| 5.300%
| 3/1/41
| 700
| 688
|
|
| Kimberly-Clark Corp.
| 3.200%
| 7/30/46
| 325
| 231
|
|
| Kimberly-Clark Corp.
| 3.900%
| 5/4/47
| 550
| 435
|
|
| Kimberly-Clark Corp.
| 2.875%
| 2/7/50
| 415
| 276
|
|
| Koninklijke Ahold Delhaize NV
| 5.700%
| 10/1/40
| 153
| 154
|
|
| Kraft Heinz Foods Co.
| 3.000%
| 6/1/26
| 1,850
| 1,773
|
|
| Kraft Heinz Foods Co.
| 3.875%
| 5/15/27
| 1,200
| 1,161
|
|
| Kraft Heinz Foods Co.
| 3.750%
| 4/1/30
| 750
| 700
|
|
| Kraft Heinz Foods Co.
| 4.250%
| 3/1/31
| 1,000
| 948
|
|
| Kraft Heinz Foods Co.
| 6.875%
| 1/26/39
| 400
| 444
|
|
| Kraft Heinz Foods Co.
| 6.500%
| 2/9/40
| 750
| 801
|
|
| Kraft Heinz Foods Co.
| 5.200%
| 7/15/45
| 2,300
| 2,107
|
|
| Kraft Heinz Foods Co.
| 4.375%
| 6/1/46
| 4,425
| 3,603
|
|
| Kraft Heinz Foods Co.
| 4.875%
| 10/1/49
| 1,450
| 1,265
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Kraft Heinz Foods Co.
| 5.500%
| 6/1/50
| 1,000
| 956
|
|
| Kroger Co.
| 3.500%
| 2/1/26
| 500
| 485
|
|
| Kroger Co.
| 2.650%
| 10/15/26
| 500
| 472
|
|
| Kroger Co.
| 4.500%
| 1/15/29
| 500
| 490
|
| 8
| Kroger Co.
| 7.700%
| 6/1/29
| 200
| 220
|
|
| Kroger Co.
| 8.000%
| 9/15/29
| 750
| 840
|
|
| Kroger Co.
| 2.200%
| 5/1/30
| 1,250
| 1,063
|
|
| Kroger Co.
| 1.700%
| 1/15/31
| 700
| 564
|
|
| Kroger Co.
| 6.900%
| 4/15/38
| 300
| 334
|
|
| Kroger Co.
| 5.400%
| 7/15/40
| 250
| 243
|
|
| Kroger Co.
| 5.000%
| 4/15/42
| 650
| 593
|
|
| Kroger Co.
| 5.150%
| 8/1/43
| 350
| 321
|
|
| Kroger Co.
| 4.450%
| 2/1/47
| 679
| 561
|
|
| Kroger Co.
| 4.650%
| 1/15/48
| 925
| 784
|
|
| Kroger Co.
| 3.950%
| 1/15/50
| 625
| 482
|
|
| McCormick & Co. Inc.
| 3.400%
| 8/15/27
| 700
| 665
|
|
| McCormick & Co. Inc.
| 2.500%
| 4/15/30
| 2,300
| 1,994
|
|
| McCormick & Co. Inc.
| 1.850%
| 2/15/31
| 500
| 406
|
|
| McCormick & Co. Inc.
| 4.200%
| 8/15/47
| 75
| 62
|
|
| Mead Johnson Nutrition Co.
| 4.125%
| 11/15/25
| 1,235
| 1,214
|
|
| Mead Johnson Nutrition Co.
| 5.900%
| 11/1/39
| 640
| 653
|
|
| Mead Johnson Nutrition Co.
| 4.600%
| 6/1/44
| 750
| 649
|
|
| Molson Coors Beverage Co.
| 3.000%
| 7/15/26
| 1,650
| 1,580
|
|
| Molson Coors Beverage Co.
| 5.000%
| 5/1/42
| 1,150
| 1,052
|
|
| Molson Coors Beverage Co.
| 4.200%
| 7/15/46
| 1,735
| 1,385
|
|
| Mondelez International Inc.
| 2.625%
| 3/17/27
| 700
| 656
|
|
| Mondelez International Inc.
| 4.750%
| 2/20/29
| 475
| 469
|
|
| Mondelez International Inc.
| 2.750%
| 4/13/30
| 896
| 794
|
|
| Mondelez International Inc.
| 1.500%
| 2/4/31
| 1,250
| 999
|
|
| Mondelez International Inc.
| 3.000%
| 3/17/32
| 250
| 215
|
|
| Mondelez International Inc.
| 1.875%
| 10/15/32
| 500
| 393
|
|
| Mondelez International Inc.
| 2.625%
| 9/4/50
| 1,000
| 598
|
|
| PepsiCo Inc.
| 3.500%
| 7/17/25
| 1,425
| 1,400
|
|
| PepsiCo Inc.
| 5.250%
| 11/10/25
| 500
| 502
|
|
| PepsiCo Inc.
| 2.850%
| 2/24/26
| 575
| 556
|
|
| PepsiCo Inc.
| 5.125%
| 11/10/26
| 500
| 502
|
|
| PepsiCo Inc.
| 2.625%
| 3/19/27
| 375
| 353
|
|
| PepsiCo Inc.
| 3.000%
| 10/15/27
| 1,225
| 1,158
|
|
| PepsiCo Inc.
| 4.450%
| 5/15/28
| 2,625
| 2,607
|
|
| PepsiCo Inc.
| 2.750%
| 3/19/30
| 1,225
| 1,097
|
|
| PepsiCo Inc.
| 1.625%
| 5/1/30
| 1,725
| 1,444
|
|
| PepsiCo Inc.
| 1.400%
| 2/25/31
| 750
| 603
|
|
| PepsiCo Inc.
| 4.450%
| 2/15/33
| 1,500
| 1,489
|
|
| PepsiCo Inc.
| 3.500%
| 3/19/40
| 1,325
| 1,075
|
|
| PepsiCo Inc.
| 2.625%
| 10/21/41
| 1,000
| 698
|
|
| PepsiCo Inc.
| 4.000%
| 3/5/42
| 541
| 462
|
|
| PepsiCo Inc.
| 3.600%
| 8/13/42
| 725
| 576
|
|
| PepsiCo Inc.
| 4.250%
| 10/22/44
| 475
| 411
|
|
| PepsiCo Inc.
| 4.450%
| 4/14/46
| 1,650
| 1,457
|
|
| PepsiCo Inc.
| 3.450%
| 10/6/46
| 1,675
| 1,261
|
|
| PepsiCo Inc.
| 3.375%
| 7/29/49
| 850
| 615
|
|
| PepsiCo Inc.
| 2.875%
| 10/15/49
| 875
| 580
|
|
| PepsiCo Inc.
| 3.625%
| 3/19/50
| 785
| 597
|
|
| PepsiCo Inc.
| 2.750%
| 10/21/51
| 500
| 317
|
|
| PepsiCo Inc.
| 3.875%
| 3/19/60
| 300
| 234
|
|
| Philip Morris International Inc.
| 3.375%
| 8/11/25
| 475
| 464
|
|
| Philip Morris International Inc.
| 5.000%
| 11/17/25
| 875
| 871
|
|
| Philip Morris International Inc.
| 4.875%
| 2/13/26
| 500
| 496
|
|
| Philip Morris International Inc.
| 2.750%
| 2/25/26
| 505
| 484
|
|
| Philip Morris International Inc.
| 0.875%
| 5/1/26
| 500
| 462
|
|
| Philip Morris International Inc.
| 4.750%
| 2/12/27
| 700
| 694
|
|
| Philip Morris International Inc.
| 3.125%
| 8/17/27
| 425
| 402
|
|
| Philip Morris International Inc.
| 5.125%
| 11/17/27
| 1,375
| 1,375
|
|
| Philip Morris International Inc.
| 4.875%
| 2/15/28
| 1,000
| 992
|
|
| Philip Morris International Inc.
| 3.125%
| 3/2/28
| 400
| 373
|
|
| Philip Morris International Inc.
| 4.875%
| 2/13/29
| 850
| 840
|
|
| Philip Morris International Inc.
| 3.375%
| 8/15/29
| 600
| 555
|
|
| Philip Morris International Inc.
| 5.625%
| 11/17/29
| 1,125
| 1,149
|
|
| Philip Morris International Inc.
| 5.125%
| 2/15/30
| 1,500
| 1,495
|
|
| Philip Morris International Inc.
| 2.100%
| 5/1/30
| 1,575
| 1,335
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Philip Morris International Inc.
| 5.500%
| 9/7/30
| 173
| 175
|
|
| Philip Morris International Inc.
| 1.750%
| 11/1/30
| 800
| 652
|
|
| Philip Morris International Inc.
| 5.125%
| 2/13/31
| 1,750
| 1,728
|
|
| Philip Morris International Inc.
| 5.750%
| 11/17/32
| 1,960
| 2,002
|
|
| Philip Morris International Inc.
| 5.375%
| 2/15/33
| 1,900
| 1,887
|
|
| Philip Morris International Inc.
| 5.625%
| 9/7/33
| 235
| 237
|
|
| Philip Morris International Inc.
| 5.250%
| 2/13/34
| 1,500
| 1,472
|
|
| Philip Morris International Inc.
| 6.375%
| 5/16/38
| 575
| 618
|
|
| Philip Morris International Inc.
| 4.375%
| 11/15/41
| 1,175
| 990
|
|
| Philip Morris International Inc.
| 4.500%
| 3/20/42
| 550
| 470
|
|
| Philip Morris International Inc.
| 3.875%
| 8/21/42
| 75
| 58
|
|
| Philip Morris International Inc.
| 4.125%
| 3/4/43
| 875
| 703
|
|
| Philip Morris International Inc.
| 4.875%
| 11/15/43
| 530
| 468
|
|
| Philip Morris International Inc.
| 4.250%
| 11/10/44
| 2,000
| 1,618
|
|
| Pilgrim's Pride Corp.
| 3.500%
| 3/1/32
| 1,000
| 846
|
|
| Pilgrim's Pride Corp.
| 6.250%
| 7/1/33
| 800
| 812
|
|
| Procter & Gamble Co.
| 0.550%
| 10/29/25
| 800
| 755
|
|
| Procter & Gamble Co.
| 2.450%
| 11/3/26
| 800
| 758
|
|
| Procter & Gamble Co.
| 2.800%
| 3/25/27
| 4,000
| 3,802
|
|
| Procter & Gamble Co.
| 3.950%
| 1/26/28
| 2,200
| 2,153
|
|
| Procter & Gamble Co.
| 4.350%
| 1/29/29
| 500
| 496
|
|
| Procter & Gamble Co.
| 3.000%
| 3/25/30
| 2,055
| 1,891
|
|
| Procter & Gamble Co.
| 1.200%
| 10/29/30
| 625
| 509
|
|
| Procter & Gamble Co.
| 4.550%
| 1/29/34
| 2,500
| 2,453
|
|
| Procter & Gamble Co.
| 5.550%
| 3/5/37
| 625
| 661
|
|
| Procter & Gamble Co.
| 3.550%
| 3/25/40
| 1,294
| 1,081
|
|
| Procter & Gamble Co.
| 3.500%
| 10/25/47
| 413
| 324
|
|
| Procter & Gamble Co.
| 3.600%
| 3/25/50
| 300
| 237
|
|
| Reynolds American Inc.
| 5.700%
| 8/15/35
| 1,075
| 1,050
|
|
| Reynolds American Inc.
| 7.250%
| 6/15/37
| 325
| 351
|
| 8
| Reynolds American Inc.
| 8.125%
| 5/1/40
| 400
| 453
|
| 8
| Reynolds American Inc.
| 7.000%
| 8/4/41
| 150
| 154
|
|
| Reynolds American Inc.
| 6.150%
| 9/15/43
| 400
| 385
|
|
| Reynolds American Inc.
| 5.850%
| 8/15/45
| 1,985
| 1,836
|
|
| Sysco Corp.
| 3.750%
| 10/1/25
| 1,086
| 1,063
|
|
| Sysco Corp.
| 3.300%
| 7/15/26
| 975
| 937
|
|
| Sysco Corp.
| 3.250%
| 7/15/27
| 925
| 876
|
|
| Sysco Corp.
| 5.750%
| 1/17/29
| 500
| 512
|
|
| Sysco Corp.
| 5.950%
| 4/1/30
| 564
| 587
|
|
| Sysco Corp.
| 2.450%
| 12/14/31
| 500
| 413
|
|
| Sysco Corp.
| 6.000%
| 1/17/34
| 1,900
| 1,993
|
|
| Sysco Corp.
| 6.600%
| 4/1/40
| 735
| 795
|
|
| Sysco Corp.
| 4.850%
| 10/1/45
| 125
| 111
|
|
| Sysco Corp.
| 4.500%
| 4/1/46
| 408
| 343
|
|
| Sysco Corp.
| 4.450%
| 3/15/48
| 408
| 339
|
|
| Sysco Corp.
| 3.300%
| 2/15/50
| 425
| 291
|
|
| Sysco Corp.
| 6.600%
| 4/1/50
| 950
| 1,058
|
|
| Sysco Corp.
| 3.150%
| 12/14/51
| 600
| 393
|
|
| Target Corp.
| 2.500%
| 4/15/26
| 1,075
| 1,030
|
|
| Target Corp.
| 1.950%
| 1/15/27
| 600
| 559
|
|
| Target Corp.
| 3.375%
| 4/15/29
| 850
| 799
|
|
| Target Corp.
| 2.650%
| 9/15/30
| 1,750
| 1,551
|
|
| Target Corp.
| 4.500%
| 9/15/32
| 500
| 482
|
|
| Target Corp.
| 4.400%
| 1/15/33
| 1,500
| 1,440
|
|
| Target Corp.
| 6.500%
| 10/15/37
| 450
| 498
|
|
| Target Corp.
| 7.000%
| 1/15/38
| 300
| 350
|
|
| Target Corp.
| 4.000%
| 7/1/42
| 500
| 421
|
|
| Target Corp.
| 3.625%
| 4/15/46
| 500
| 383
|
|
| Target Corp.
| 2.950%
| 1/15/52
| 700
| 451
|
|
| Target Corp.
| 4.800%
| 1/15/53
| 650
| 590
|
|
| Tyson Foods Inc.
| 4.000%
| 3/1/26
| 580
| 566
|
|
| Tyson Foods Inc.
| 3.550%
| 6/2/27
| 1,125
| 1,076
|
|
| Tyson Foods Inc.
| 4.350%
| 3/1/29
| 1,145
| 1,100
|
|
| Tyson Foods Inc.
| 5.700%
| 3/15/34
| 750
| 747
|
|
| Tyson Foods Inc.
| 5.150%
| 8/15/44
| 550
| 481
|
|
| Tyson Foods Inc.
| 5.100%
| 9/28/48
| 1,700
| 1,483
|
|
| Unilever Capital Corp.
| 3.100%
| 7/30/25
| 550
| 538
|
|
| Unilever Capital Corp.
| 2.000%
| 7/28/26
| 550
| 517
|
|
| Unilever Capital Corp.
| 4.875%
| 9/8/28
| 500
| 500
|
|
| Unilever Capital Corp.
| 2.125%
| 9/6/29
| 1,575
| 1,384
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Unilever Capital Corp.
| 1.375%
| 9/14/30
| 500
| 407
|
|
| Unilever Capital Corp.
| 1.750%
| 8/12/31
| 500
| 406
|
|
| Unilever Capital Corp.
| 5.900%
| 11/15/32
| 800
| 850
|
|
| Unilever Capital Corp.
| 5.000%
| 12/8/33
| 500
| 500
|
| 8
| Unilever Capital Corp.
| 2.625%
| 8/12/51
| 500
| 318
|
|
| Walmart Inc.
| 3.900%
| 9/9/25
| 900
| 888
|
|
| Walmart Inc.
| 4.000%
| 4/15/26
| 240
| 236
|
|
| Walmart Inc.
| 3.050%
| 7/8/26
| 1,700
| 1,642
|
|
| Walmart Inc.
| 1.050%
| 9/17/26
| 463
| 426
|
|
| Walmart Inc.
| 5.875%
| 4/5/27
| 4,550
| 4,703
|
|
| Walmart Inc.
| 3.900%
| 4/15/28
| 600
| 585
|
|
| Walmart Inc.
| 3.700%
| 6/26/28
| 1,000
| 970
|
|
| Walmart Inc.
| 1.500%
| 9/22/28
| 1,175
| 1,038
|
|
| Walmart Inc.
| 3.250%
| 7/8/29
| 1,633
| 1,533
|
|
| Walmart Inc.
| 2.375%
| 9/24/29
| 175
| 157
|
|
| Walmart Inc.
| 4.000%
| 4/15/30
| 250
| 243
|
|
| Walmart Inc.
| 1.800%
| 9/22/31
| 462
| 380
|
|
| Walmart Inc.
| 4.150%
| 9/9/32
| 1,000
| 964
|
|
| Walmart Inc.
| 4.100%
| 4/15/33
| 1,000
| 953
|
|
| Walmart Inc.
| 5.250%
| 9/1/35
| 1,620
| 1,665
|
|
| Walmart Inc.
| 6.200%
| 4/15/38
| 570
| 637
|
|
| Walmart Inc.
| 3.950%
| 6/28/38
| 2,175
| 1,951
|
|
| Walmart Inc.
| 5.625%
| 4/1/40
| 312
| 328
|
|
| Walmart Inc.
| 5.000%
| 10/25/40
| 235
| 233
|
|
| Walmart Inc.
| 4.000%
| 4/11/43
| 1,920
| 1,637
|
|
| Walmart Inc.
| 3.625%
| 12/15/47
| 1,300
| 1,004
|
|
| Walmart Inc.
| 4.050%
| 6/29/48
| 1,256
| 1,043
|
|
| Walmart Inc.
| 2.950%
| 9/24/49
| 720
| 488
|
|
| Walmart Inc.
| 2.650%
| 9/22/51
| 900
| 564
|
|
| Walmart Inc.
| 4.500%
| 9/9/52
| 800
| 709
|
|
| Walmart Inc.
| 4.500%
| 4/15/53
| 1,000
| 885
|
|
|
|
|
|
|
| 361,402
|
| Energy (0.7%)
|
|
| Apache Corp.
| 4.375%
| 10/15/28
| 193
| 183
|
|
| Apache Corp.
| 4.250%
| 1/15/30
| 816
| 757
|
|
| Apache Corp.
| 6.000%
| 1/15/37
| 80
| 79
|
|
| Apache Corp.
| 5.100%
| 9/1/40
| 1,076
| 918
|
|
| Apache Corp.
| 5.250%
| 2/1/42
| 313
| 270
|
|
| Apache Corp.
| 4.750%
| 4/15/43
| 546
| 435
|
|
| Apache Corp.
| 5.350%
| 7/1/49
| 313
| 262
|
|
| Baker Hughes Holdings LLC
| 2.061%
| 12/15/26
| 500
| 464
|
|
| Baker Hughes Holdings LLC
| 3.337%
| 12/15/27
| 1,050
| 993
|
|
| Baker Hughes Holdings LLC
| 3.138%
| 11/7/29
| 450
| 410
|
|
| Baker Hughes Holdings LLC
| 5.125%
| 9/15/40
| 1,020
| 970
|
|
| Baker Hughes Holdings LLC
| 4.080%
| 12/15/47
| 1,269
| 1,015
|
|
| Boardwalk Pipelines LP
| 5.950%
| 6/1/26
| 425
| 427
|
|
| Boardwalk Pipelines LP
| 4.800%
| 5/3/29
| 100
| 98
|
|
| Boardwalk Pipelines LP
| 3.600%
| 9/1/32
| 500
| 431
|
|
| Boardwalk Pipelines LP
| 5.625%
| 8/1/34
| 945
| 929
|
|
| BP Capital Markets America Inc.
| 3.796%
| 9/21/25
| 1,614
| 1,586
|
|
| BP Capital Markets America Inc.
| 3.410%
| 2/11/26
| 800
| 778
|
| 8
| BP Capital Markets America Inc.
| 3.119%
| 5/4/26
| 2,800
| 2,696
|
| 8
| BP Capital Markets America Inc.
| 3.017%
| 1/16/27
| 1,800
| 1,710
|
|
| BP Capital Markets America Inc.
| 5.017%
| 11/17/27
| 625
| 625
|
|
| BP Capital Markets America Inc.
| 3.937%
| 9/21/28
| 1,800
| 1,727
|
|
| BP Capital Markets America Inc.
| 4.234%
| 11/6/28
| 1,670
| 1,619
|
|
| BP Capital Markets America Inc.
| 4.970%
| 10/17/29
| 625
| 623
|
|
| BP Capital Markets America Inc.
| 3.633%
| 4/6/30
| 2,600
| 2,424
|
|
| BP Capital Markets America Inc.
| 1.749%
| 8/10/30
| 900
| 748
|
|
| BP Capital Markets America Inc.
| 2.721%
| 1/12/32
| 900
| 766
|
|
| BP Capital Markets America Inc.
| 4.812%
| 2/13/33
| 1,900
| 1,842
|
|
| BP Capital Markets America Inc.
| 4.893%
| 9/11/33
| 1,198
| 1,166
|
|
| BP Capital Markets America Inc.
| 4.989%
| 4/10/34
| 870
| 851
|
|
| BP Capital Markets America Inc.
| 5.227%
| 11/17/34
| 825
| 819
|
|
| BP Capital Markets America Inc.
| 3.060%
| 6/17/41
| 1,000
| 728
|
|
| BP Capital Markets America Inc.
| 3.000%
| 2/24/50
| 2,200
| 1,433
|
|
| BP Capital Markets America Inc.
| 2.772%
| 11/10/50
| 1,450
| 892
|
|
| BP Capital Markets America Inc.
| 2.939%
| 6/4/51
| 1,900
| 1,208
|
|
| BP Capital Markets America Inc.
| 3.001%
| 3/17/52
| 1,200
| 772
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| BP Capital Markets America Inc.
| 3.379%
| 2/8/61
| 1,900
| 1,255
|
|
| BP Capital Markets plc
| 3.279%
| 9/19/27
| 2,135
| 2,025
|
|
| BP Capital Markets plc
| 3.723%
| 11/28/28
| 685
| 651
|
|
| BP Capital Markets plc
| 6.450%
| 9/1/72
| 1,075
| 1,106
|
|
| Burlington Resources LLC
| 7.400%
| 12/1/31
| 600
| 682
|
|
| Canadian Natural Resources Ltd.
| 2.050%
| 7/15/25
| 400
| 385
|
|
| Canadian Natural Resources Ltd.
| 3.850%
| 6/1/27
| 2,000
| 1,924
|
|
| Canadian Natural Resources Ltd.
| 2.950%
| 7/15/30
| 500
| 438
|
|
| Canadian Natural Resources Ltd.
| 7.200%
| 1/15/32
| 475
| 521
|
|
| Canadian Natural Resources Ltd.
| 6.450%
| 6/30/33
| 300
| 315
|
|
| Canadian Natural Resources Ltd.
| 5.850%
| 2/1/35
| 400
| 396
|
|
| Canadian Natural Resources Ltd.
| 6.500%
| 2/15/37
| 350
| 363
|
|
| Canadian Natural Resources Ltd.
| 6.250%
| 3/15/38
| 1,000
| 1,025
|
|
| Canadian Natural Resources Ltd.
| 6.750%
| 2/1/39
| 325
| 345
|
| 8
| Canadian Natural Resources Ltd.
| 4.950%
| 6/1/47
| 395
| 343
|
|
| Cenovus Energy Inc.
| 4.250%
| 4/15/27
| 350
| 340
|
|
| Cenovus Energy Inc.
| 2.650%
| 1/15/32
| 450
| 372
|
|
| Cenovus Energy Inc.
| 5.250%
| 6/15/37
| 282
| 269
|
|
| Cenovus Energy Inc.
| 6.750%
| 11/15/39
| 195
| 210
|
|
| Cenovus Energy Inc.
| 5.400%
| 6/15/47
| 827
| 761
|
|
| Cenovus Energy Inc.
| 3.750%
| 2/15/52
| 700
| 494
|
|
| Cheniere Corpus Christi Holdings LLC
| 5.125%
| 6/30/27
| 1,050
| 1,049
|
|
| Cheniere Corpus Christi Holdings LLC
| 3.700%
| 11/15/29
| 1,150
| 1,063
|
|
| Cheniere Corpus Christi Holdings LLC
| 2.742%
| 12/31/39
| 600
| 483
|
|
| Cheniere Energy Inc.
| 4.625%
| 10/15/28
| 1,193
| 1,158
|
| 11
| Cheniere Energy Inc.
| 5.650%
| 4/15/34
| 1,265
| 1,263
|
|
| Cheniere Energy Partners LP
| 4.500%
| 10/1/29
| 1,300
| 1,238
|
|
| Cheniere Energy Partners LP
| 4.000%
| 3/1/31
| 2,754
| 2,502
|
|
| Cheniere Energy Partners LP
| 3.250%
| 1/31/32
| 1,500
| 1,279
|
|
| Cheniere Energy Partners LP
| 5.950%
| 6/30/33
| 1,100
| 1,114
|
| 11
| Cheniere Energy Partners LP
| 5.750%
| 8/15/34
| 1,000
| 1,001
|
|
| Chevron Corp.
| 3.326%
| 11/17/25
| 200
| 195
|
|
| Chevron Corp.
| 2.954%
| 5/16/26
| 2,100
| 2,021
|
|
| Chevron Corp.
| 1.995%
| 5/11/27
| 500
| 462
|
|
| Chevron Corp.
| 2.236%
| 5/11/30
| 2,200
| 1,905
|
|
| Chevron Corp.
| 3.078%
| 5/11/50
| 900
| 615
|
|
| Chevron USA Inc.
| 0.687%
| 8/12/25
| 500
| 476
|
|
| Chevron USA Inc.
| 1.018%
| 8/12/27
| 500
| 445
|
|
| Chevron USA Inc.
| 3.850%
| 1/15/28
| 2,250
| 2,184
|
|
| Chevron USA Inc.
| 5.250%
| 11/15/43
| 450
| 447
|
|
| Chevron USA Inc.
| 2.343%
| 8/12/50
| 500
| 290
|
|
| CNOOC Finance 2013 Ltd.
| 4.250%
| 5/9/43
| 970
| 858
|
|
| CNOOC Finance 2013 Ltd.
| 3.300%
| 9/30/49
| 600
| 438
|
|
| CNOOC Finance 2014 ULC
| 4.875%
| 4/30/44
| 200
| 191
|
|
| CNOOC Finance 2015 USA LLC
| 4.375%
| 5/2/28
| 1,125
| 1,109
|
|
| CNOOC Petroleum North America ULC
| 5.875%
| 3/10/35
| 500
| 539
|
|
| CNOOC Petroleum North America ULC
| 6.400%
| 5/15/37
| 1,075
| 1,224
|
|
| Columbia Pipeline Group Inc.
| 5.800%
| 6/1/45
| 422
| 411
|
|
| ConocoPhillips
| 5.900%
| 10/15/32
| 400
| 422
|
|
| ConocoPhillips
| 5.900%
| 5/15/38
| 1,255
| 1,303
|
|
| ConocoPhillips
| 6.500%
| 2/1/39
| 1,175
| 1,292
|
|
| ConocoPhillips
| 4.875%
| 10/1/47
| 477
| 434
|
|
| ConocoPhillips Co.
| 5.050%
| 9/15/33
| 800
| 793
|
|
| ConocoPhillips Co.
| 3.758%
| 3/15/42
| 719
| 570
|
|
| ConocoPhillips Co.
| 4.300%
| 11/15/44
| 750
| 636
|
|
| ConocoPhillips Co.
| 3.800%
| 3/15/52
| 1,450
| 1,085
|
|
| ConocoPhillips Co.
| 5.300%
| 5/15/53
| 445
| 423
|
|
| ConocoPhillips Co.
| 5.550%
| 3/15/54
| 800
| 788
|
|
| ConocoPhillips Co.
| 4.025%
| 3/15/62
| 1,675
| 1,262
|
|
| ConocoPhillips Co.
| 5.700%
| 9/15/63
| 500
| 498
|
|
| Continental Resources Inc.
| 4.375%
| 1/15/28
| 600
| 576
|
|
| Continental Resources Inc.
| 4.900%
| 6/1/44
| 650
| 531
|
|
| Coterra Energy Inc.
| 3.900%
| 5/15/27
| 700
| 673
|
|
| Coterra Energy Inc.
| 4.375%
| 3/15/29
| 600
| 573
|
|
| Coterra Energy Inc.
| 5.600%
| 3/15/34
| 320
| 319
|
|
| DCP Midstream Operating LP
| 5.375%
| 7/15/25
| 162
| 161
|
|
| DCP Midstream Operating LP
| 5.625%
| 7/15/27
| 195
| 197
|
|
| DCP Midstream Operating LP
| 5.125%
| 5/15/29
| 465
| 462
|
|
| DCP Midstream Operating LP
| 8.125%
| 8/16/30
| 1,790
| 2,036
|
|
| DCP Midstream Operating LP
| 3.250%
| 2/15/32
| 263
| 225
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| DCP Midstream Operating LP
| 5.600%
| 4/1/44
| 400
| 382
|
|
| Devon Energy Corp.
| 5.850%
| 12/15/25
| 300
| 301
|
|
| Devon Energy Corp.
| 5.250%
| 10/15/27
| 360
| 359
|
|
| Devon Energy Corp.
| 5.875%
| 6/15/28
| 260
| 261
|
|
| Devon Energy Corp.
| 4.500%
| 1/15/30
| 518
| 500
|
|
| Devon Energy Corp.
| 7.875%
| 9/30/31
| 590
| 667
|
|
| Devon Energy Corp.
| 7.950%
| 4/15/32
| 245
| 281
|
|
| Devon Energy Corp.
| 5.600%
| 7/15/41
| 1,050
| 977
|
|
| Devon Energy Corp.
| 4.750%
| 5/15/42
| 630
| 527
|
|
| Diamondback Energy Inc.
| 3.250%
| 12/1/26
| 700
| 669
|
|
| Diamondback Energy Inc.
| 5.200%
| 4/18/27
| 710
| 710
|
|
| Diamondback Energy Inc.
| 3.500%
| 12/1/29
| 650
| 600
|
|
| Diamondback Energy Inc.
| 5.150%
| 1/30/30
| 710
| 707
|
|
| Diamondback Energy Inc.
| 3.125%
| 3/24/31
| 600
| 528
|
|
| Diamondback Energy Inc.
| 6.250%
| 3/15/33
| 1,255
| 1,313
|
|
| Diamondback Energy Inc.
| 5.400%
| 4/18/34
| 1,085
| 1,074
|
|
| Diamondback Energy Inc.
| 4.400%
| 3/24/51
| 500
| 399
|
|
| Diamondback Energy Inc.
| 4.250%
| 3/15/52
| 700
| 543
|
|
| Diamondback Energy Inc.
| 6.250%
| 3/15/53
| 550
| 568
|
|
| Diamondback Energy Inc.
| 5.750%
| 4/18/54
| 1,255
| 1,216
|
|
| Diamondback Energy Inc.
| 5.900%
| 4/18/64
| 835
| 806
|
|
| Eastern Gas Transmission & Storage Inc.
| 3.000%
| 11/15/29
| 1,000
| 895
|
| 8
| Eastern Gas Transmission & Storage Inc.
| 4.800%
| 11/1/43
| 325
| 285
|
| 8
| Eastern Gas Transmission & Storage Inc.
| 4.600%
| 12/15/44
| 400
| 337
|
| 8
| Enbridge Energy Partners LP
| 7.500%
| 4/15/38
| 300
| 343
|
|
| Enbridge Energy Partners LP
| 5.500%
| 9/15/40
| 575
| 548
|
|
| Enbridge Energy Partners LP
| 7.375%
| 10/15/45
| 800
| 911
|
|
| Enbridge Inc.
| 1.600%
| 10/4/26
| 500
| 460
|
|
| Enbridge Inc.
| 5.900%
| 11/15/26
| 604
| 611
|
|
| Enbridge Inc.
| 4.250%
| 12/1/26
| 550
| 537
|
|
| Enbridge Inc.
| 5.250%
| 4/5/27
| 625
| 625
|
|
| Enbridge Inc.
| 6.000%
| 11/15/28
| 605
| 623
|
|
| Enbridge Inc.
| 5.300%
| 4/5/29
| 625
| 626
|
|
| Enbridge Inc.
| 3.125%
| 11/15/29
| 825
| 745
|
|
| Enbridge Inc.
| 6.200%
| 11/15/30
| 605
| 635
|
|
| Enbridge Inc.
| 5.700%
| 3/8/33
| 2,000
| 2,016
|
|
| Enbridge Inc.
| 2.500%
| 8/1/33
| 1,200
| 952
|
|
| Enbridge Inc.
| 5.625%
| 4/5/34
| 1,000
| 998
|
|
| Enbridge Inc.
| 4.500%
| 6/10/44
| 925
| 764
|
|
| Enbridge Inc.
| 5.500%
| 12/1/46
| 650
| 625
|
|
| Enbridge Inc.
| 4.000%
| 11/15/49
| 325
| 246
|
|
| Enbridge Inc.
| 3.400%
| 8/1/51
| 1,000
| 676
|
|
| Enbridge Inc.
| 6.700%
| 11/15/53
| 1,200
| 1,311
|
|
| Enbridge Inc.
| 5.950%
| 4/5/54
| 675
| 670
|
|
| Enbridge Inc.
| 7.200%
| 6/27/54
| 250
| 252
|
|
| Enbridge Inc.
| 7.375%
| 3/15/55
| 350
| 351
|
|
| Energy Transfer LP
| 5.950%
| 12/1/25
| 1,878
| 1,883
|
|
| Energy Transfer LP
| 4.750%
| 1/15/26
| 300
| 297
|
|
| Energy Transfer LP
| 4.400%
| 3/15/27
| 800
| 780
|
| 8
| Energy Transfer LP
| 5.500%
| 6/1/27
| 1,000
| 1,003
|
|
| Energy Transfer LP
| 5.550%
| 2/15/28
| 300
| 302
|
|
| Energy Transfer LP
| 4.950%
| 5/15/28
| 800
| 788
|
|
| Energy Transfer LP
| 4.950%
| 6/15/28
| 1,500
| 1,480
|
|
| Energy Transfer LP
| 5.250%
| 4/15/29
| 1,300
| 1,298
|
|
| Energy Transfer LP
| 5.250%
| 7/1/29
| 311
| 309
|
|
| Energy Transfer LP
| 4.150%
| 9/15/29
| 550
| 521
|
|
| Energy Transfer LP
| 3.750%
| 5/15/30
| 1,775
| 1,633
|
|
| Energy Transfer LP
| 6.400%
| 12/1/30
| 300
| 315
|
|
| Energy Transfer LP
| 5.750%
| 2/15/33
| 1,150
| 1,160
|
|
| Energy Transfer LP
| 6.550%
| 12/1/33
| 2,130
| 2,254
|
|
| Energy Transfer LP
| 5.550%
| 5/15/34
| 2,000
| 1,975
|
|
| Energy Transfer LP
| 5.600%
| 9/1/34
| 594
| 589
|
|
| Energy Transfer LP
| 4.900%
| 3/15/35
| 250
| 233
|
|
| Energy Transfer LP
| 6.625%
| 10/15/36
| 350
| 370
|
| 8
| Energy Transfer LP
| 5.800%
| 6/15/38
| 1,080
| 1,059
|
|
| Energy Transfer LP
| 7.500%
| 7/1/38
| 800
| 910
|
|
| Energy Transfer LP
| 6.050%
| 6/1/41
| 875
| 858
|
|
| Energy Transfer LP
| 6.500%
| 2/1/42
| 300
| 311
|
|
| Energy Transfer LP
| 5.150%
| 2/1/43
| 425
| 372
|
|
| Energy Transfer LP
| 5.300%
| 4/1/44
| 950
| 851
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Energy Transfer LP
| 5.000%
| 5/15/44
| 450
| 388
|
|
| Energy Transfer LP
| 5.150%
| 3/15/45
| 500
| 439
|
|
| Energy Transfer LP
| 5.350%
| 5/15/45
| 725
| 649
|
|
| Energy Transfer LP
| 6.125%
| 12/15/45
| 1,050
| 1,029
|
|
| Energy Transfer LP
| 5.300%
| 4/15/47
| 1,705
| 1,510
|
|
| Energy Transfer LP
| 5.400%
| 10/1/47
| 565
| 505
|
|
| Energy Transfer LP
| 6.000%
| 6/15/48
| 1,350
| 1,303
|
|
| Energy Transfer LP
| 6.250%
| 4/15/49
| 1,200
| 1,195
|
|
| Energy Transfer LP
| 5.000%
| 5/15/50
| 1,900
| 1,615
|
|
| Energy Transfer LP
| 5.950%
| 5/15/54
| 1,425
| 1,380
|
|
| Energy Transfer LP
| 6.050%
| 9/1/54
| 892
| 874
|
|
| EnLink Midstream LLC
| 5.375%
| 6/1/29
| 415
| 405
|
|
| EnLink Midstream Partners LP
| 4.850%
| 7/15/26
| 410
| 402
|
|
| EnLink Midstream Partners LP
| 5.600%
| 4/1/44
| 295
| 261
|
|
| EnLink Midstream Partners LP
| 5.050%
| 4/1/45
| 370
| 302
|
|
| EnLink Midstream Partners LP
| 5.450%
| 6/1/47
| 420
| 364
|
|
| Enterprise Products Operating LLC
| 5.050%
| 1/10/26
| 300
| 299
|
|
| Enterprise Products Operating LLC
| 3.700%
| 2/15/26
| 400
| 390
|
|
| Enterprise Products Operating LLC
| 3.125%
| 7/31/29
| 1,550
| 1,419
|
|
| Enterprise Products Operating LLC
| 2.800%
| 1/31/30
| 1,226
| 1,095
|
|
| Enterprise Products Operating LLC
| 5.350%
| 1/31/33
| 880
| 888
|
| 8
| Enterprise Products Operating LLC
| 6.875%
| 3/1/33
| 1,375
| 1,527
|
|
| Enterprise Products Operating LLC
| 4.850%
| 1/31/34
| 1,050
| 1,020
|
|
| Enterprise Products Operating LLC
| 7.550%
| 4/15/38
| 300
| 355
|
|
| Enterprise Products Operating LLC
| 6.450%
| 9/1/40
| 520
| 557
|
|
| Enterprise Products Operating LLC
| 5.950%
| 2/1/41
| 470
| 484
|
|
| Enterprise Products Operating LLC
| 4.850%
| 8/15/42
| 850
| 768
|
|
| Enterprise Products Operating LLC
| 4.450%
| 2/15/43
| 1,000
| 858
|
|
| Enterprise Products Operating LLC
| 4.850%
| 3/15/44
| 1,110
| 1,001
|
|
| Enterprise Products Operating LLC
| 5.100%
| 2/15/45
| 982
| 912
|
|
| Enterprise Products Operating LLC
| 4.900%
| 5/15/46
| 500
| 451
|
|
| Enterprise Products Operating LLC
| 4.250%
| 2/15/48
| 1,550
| 1,267
|
|
| Enterprise Products Operating LLC
| 4.800%
| 2/1/49
| 1,000
| 885
|
|
| Enterprise Products Operating LLC
| 4.200%
| 1/31/50
| 1,100
| 884
|
|
| Enterprise Products Operating LLC
| 3.700%
| 1/31/51
| 1,000
| 739
|
|
| Enterprise Products Operating LLC
| 3.200%
| 2/15/52
| 500
| 333
|
|
| Enterprise Products Operating LLC
| 3.300%
| 2/15/53
| 950
| 641
|
|
| Enterprise Products Operating LLC
| 4.950%
| 10/15/54
| 300
| 265
|
|
| Enterprise Products Operating LLC
| 3.950%
| 1/31/60
| 1,100
| 812
|
| 8
| Enterprise Products Operating LLC
| 5.250%
| 8/16/77
| 400
| 383
|
| 8
| Enterprise Products Operating LLC
| 5.375%
| 2/15/78
| 1,225
| 1,145
|
|
| EOG Resources Inc.
| 4.150%
| 1/15/26
| 1,850
| 1,822
|
|
| EOG Resources Inc.
| 3.900%
| 4/1/35
| 560
| 501
|
|
| EOG Resources Inc.
| 4.950%
| 4/15/50
| 700
| 642
|
|
| EQT Corp.
| 3.900%
| 10/1/27
| 900
| 860
|
|
| EQT Corp.
| 5.700%
| 4/1/28
| 550
| 555
|
|
| EQT Corp.
| 7.000%
| 2/1/30
| 1,000
| 1,061
|
|
| EQT Corp.
| 5.750%
| 2/1/34
| 500
| 495
|
|
| Exxon Mobil Corp.
| 3.043%
| 3/1/26
| 1,350
| 1,306
|
|
| Exxon Mobil Corp.
| 2.275%
| 8/16/26
| 400
| 378
|
|
| Exxon Mobil Corp.
| 3.294%
| 3/19/27
| 1,100
| 1,062
|
|
| Exxon Mobil Corp.
| 3.482%
| 3/19/30
| 1,425
| 1,328
|
|
| Exxon Mobil Corp.
| 2.610%
| 10/15/30
| 1,875
| 1,646
|
|
| Exxon Mobil Corp.
| 2.995%
| 8/16/39
| 815
| 620
|
|
| Exxon Mobil Corp.
| 4.227%
| 3/19/40
| 1,850
| 1,629
|
|
| Exxon Mobil Corp.
| 3.567%
| 3/6/45
| 750
| 572
|
|
| Exxon Mobil Corp.
| 4.114%
| 3/1/46
| 1,840
| 1,519
|
|
| Exxon Mobil Corp.
| 3.095%
| 8/16/49
| 719
| 488
|
|
| Exxon Mobil Corp.
| 4.327%
| 3/19/50
| 2,300
| 1,938
|
|
| Exxon Mobil Corp.
| 3.452%
| 4/15/51
| 2,600
| 1,877
|
|
| Halliburton Co.
| 3.800%
| 11/15/25
| 354
| 347
|
|
| Halliburton Co.
| 4.850%
| 11/15/35
| 1,000
| 951
|
|
| Halliburton Co.
| 6.700%
| 9/15/38
| 755
| 830
|
|
| Halliburton Co.
| 7.450%
| 9/15/39
| 500
| 591
|
|
| Halliburton Co.
| 4.500%
| 11/15/41
| 675
| 583
|
|
| Halliburton Co.
| 4.750%
| 8/1/43
| 725
| 638
|
|
| Halliburton Co.
| 5.000%
| 11/15/45
| 1,709
| 1,547
|
|
| Helmerich & Payne Inc.
| 2.900%
| 9/29/31
| 565
| 471
|
|
| Hess Corp.
| 4.300%
| 4/1/27
| 1,000
| 975
|
|
| Hess Corp.
| 7.300%
| 8/15/31
| 560
| 624
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Hess Corp.
| 7.125%
| 3/15/33
| 415
| 466
|
|
| Hess Corp.
| 5.600%
| 2/15/41
| 1,750
| 1,746
|
|
| Hess Corp.
| 5.800%
| 4/1/47
| 500
| 506
|
|
| HF Sinclair Corp.
| 5.875%
| 4/1/26
| 860
| 862
|
|
| HF Sinclair Corp.
| 4.500%
| 10/1/30
| 400
| 375
|
|
| Kinder Morgan Energy Partners LP
| 7.300%
| 8/15/33
| 175
| 194
|
|
| Kinder Morgan Energy Partners LP
| 5.800%
| 3/15/35
| 300
| 302
|
|
| Kinder Morgan Energy Partners LP
| 6.500%
| 2/1/37
| 400
| 419
|
| 8
| Kinder Morgan Energy Partners LP
| 6.950%
| 1/15/38
| 335
| 364
|
|
| Kinder Morgan Energy Partners LP
| 6.500%
| 9/1/39
| 1,625
| 1,684
|
|
| Kinder Morgan Energy Partners LP
| 6.550%
| 9/15/40
| 1,290
| 1,329
|
|
| Kinder Morgan Energy Partners LP
| 4.700%
| 11/1/42
| 572
| 480
|
|
| Kinder Morgan Energy Partners LP
| 5.000%
| 3/1/43
| 500
| 436
|
|
| Kinder Morgan Energy Partners LP
| 5.500%
| 3/1/44
| 500
| 463
|
|
| Kinder Morgan Inc.
| 1.750%
| 11/15/26
| 500
| 461
|
|
| Kinder Morgan Inc.
| 4.300%
| 3/1/28
| 1,080
| 1,049
|
|
| Kinder Morgan Inc.
| 2.000%
| 2/15/31
| 500
| 410
|
| 8
| Kinder Morgan Inc.
| 7.800%
| 8/1/31
| 330
| 373
|
| 8
| Kinder Morgan Inc.
| 7.750%
| 1/15/32
| 1,025
| 1,158
|
|
| Kinder Morgan Inc.
| 4.800%
| 2/1/33
| 500
| 474
|
|
| Kinder Morgan Inc.
| 5.200%
| 6/1/33
| 1,300
| 1,262
|
|
| Kinder Morgan Inc.
| 5.300%
| 12/1/34
| 1,325
| 1,285
|
|
| Kinder Morgan Inc.
| 5.550%
| 6/1/45
| 1,375
| 1,283
|
|
| Kinder Morgan Inc.
| 5.050%
| 2/15/46
| 200
| 175
|
|
| Kinder Morgan Inc.
| 5.200%
| 3/1/48
| 630
| 559
|
|
| Kinder Morgan Inc.
| 3.250%
| 8/1/50
| 500
| 320
|
|
| Kinder Morgan Inc.
| 3.600%
| 2/15/51
| 880
| 600
|
|
| Kinder Morgan Inc.
| 5.450%
| 8/1/52
| 630
| 580
|
|
| Marathon Oil Corp.
| 4.400%
| 7/15/27
| 1,350
| 1,321
|
|
| Marathon Oil Corp.
| 5.300%
| 4/1/29
| 300
| 301
|
|
| Marathon Oil Corp.
| 6.800%
| 3/15/32
| 530
| 577
|
|
| Marathon Oil Corp.
| 5.700%
| 4/1/34
| 325
| 331
|
|
| Marathon Oil Corp.
| 6.600%
| 10/1/37
| 850
| 921
|
|
| Marathon Oil Corp.
| 5.200%
| 6/1/45
| 200
| 184
|
|
| Marathon Petroleum Corp.
| 5.125%
| 12/15/26
| 1,035
| 1,031
|
|
| Marathon Petroleum Corp.
| 3.800%
| 4/1/28
| 1,150
| 1,096
|
|
| Marathon Petroleum Corp.
| 6.500%
| 3/1/41
| 1,075
| 1,118
|
|
| Marathon Petroleum Corp.
| 4.750%
| 9/15/44
| 200
| 171
|
|
| Marathon Petroleum Corp.
| 4.500%
| 4/1/48
| 650
| 523
|
|
| Marathon Petroleum Corp.
| 5.000%
| 9/15/54
| 325
| 275
|
|
| MPLX LP
| 1.750%
| 3/1/26
| 2,900
| 2,726
|
|
| MPLX LP
| 4.250%
| 12/1/27
| 1,010
| 978
|
|
| MPLX LP
| 4.000%
| 3/15/28
| 950
| 909
|
|
| MPLX LP
| 2.650%
| 8/15/30
| 1,200
| 1,034
|
|
| MPLX LP
| 4.950%
| 9/1/32
| 571
| 546
|
|
| MPLX LP
| 5.000%
| 3/1/33
| 1,000
| 956
|
|
| MPLX LP
| 5.500%
| 6/1/34
| 1,250
| 1,231
|
|
| MPLX LP
| 4.500%
| 4/15/38
| 1,575
| 1,375
|
|
| MPLX LP
| 5.200%
| 3/1/47
| 1,100
| 985
|
|
| MPLX LP
| 4.700%
| 4/15/48
| 800
| 661
|
|
| MPLX LP
| 5.500%
| 2/15/49
| 1,260
| 1,164
|
|
| MPLX LP
| 5.650%
| 3/1/53
| 500
| 470
|
|
| NOV Inc.
| 3.600%
| 12/1/29
| 500
| 460
|
|
| NOV Inc.
| 3.950%
| 12/1/42
| 800
| 605
|
|
| Occidental Petroleum Corp.
| 5.875%
| 9/1/25
| 492
| 493
|
|
| Occidental Petroleum Corp.
| 5.500%
| 12/1/25
| 375
| 374
|
|
| Occidental Petroleum Corp.
| 5.550%
| 3/15/26
| 691
| 690
|
|
| Occidental Petroleum Corp.
| 8.500%
| 7/15/27
| 397
| 425
|
|
| Occidental Petroleum Corp.
| 6.375%
| 9/1/28
| 448
| 462
|
|
| Occidental Petroleum Corp.
| 8.875%
| 7/15/30
| 811
| 935
|
|
| Occidental Petroleum Corp.
| 6.625%
| 9/1/30
| 1,176
| 1,233
|
|
| Occidental Petroleum Corp.
| 6.125%
| 1/1/31
| 926
| 948
|
|
| Occidental Petroleum Corp.
| 7.500%
| 5/1/31
| 704
| 775
|
|
| Occidental Petroleum Corp.
| 7.875%
| 9/15/31
| 392
| 439
|
|
| Occidental Petroleum Corp.
| 6.450%
| 9/15/36
| 1,388
| 1,448
|
|
| Occidental Petroleum Corp.
| 7.950%
| 6/15/39
| 323
| 373
|
|
| Occidental Petroleum Corp.
| 6.200%
| 3/15/40
| 788
| 787
|
|
| Occidental Petroleum Corp.
| 6.600%
| 3/15/46
| 905
| 943
|
|
| Occidental Petroleum Corp.
| 4.400%
| 4/15/46
| 344
| 270
|
|
| Occidental Petroleum Corp.
| 4.200%
| 3/15/48
| 244
| 185
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| ONEOK Inc.
| 5.000%
| 3/1/26
| 450
| 446
|
|
| ONEOK Inc.
| 5.550%
| 11/1/26
| 209
| 210
|
|
| ONEOK Inc.
| 4.000%
| 7/13/27
| 1,150
| 1,111
|
|
| ONEOK Inc.
| 4.550%
| 7/15/28
| 800
| 780
|
|
| ONEOK Inc.
| 5.650%
| 11/1/28
| 500
| 508
|
|
| ONEOK Inc.
| 3.400%
| 9/1/29
| 1,810
| 1,659
|
|
| ONEOK Inc.
| 3.100%
| 3/15/30
| 1,000
| 894
|
|
| ONEOK Inc.
| 3.250%
| 6/1/30
| 500
| 450
|
|
| ONEOK Inc.
| 6.350%
| 1/15/31
| 1,000
| 1,048
|
|
| ONEOK Inc.
| 6.050%
| 9/1/33
| 1,400
| 1,442
|
|
| ONEOK Inc.
| 5.150%
| 10/15/43
| 350
| 316
|
|
| ONEOK Inc.
| 4.250%
| 9/15/46
| 300
| 235
|
|
| ONEOK Inc.
| 4.950%
| 7/13/47
| 775
| 663
|
|
| ONEOK Inc.
| 4.200%
| 10/3/47
| 725
| 556
|
|
| ONEOK Inc.
| 5.200%
| 7/15/48
| 650
| 576
|
|
| ONEOK Inc.
| 4.850%
| 2/1/49
| 200
| 168
|
|
| ONEOK Inc.
| 4.450%
| 9/1/49
| 485
| 381
|
|
| ONEOK Inc.
| 3.950%
| 3/1/50
| 625
| 456
|
|
| ONEOK Inc.
| 4.500%
| 3/15/50
| 675
| 534
|
|
| ONEOK Inc.
| 7.150%
| 1/15/51
| 330
| 365
|
|
| ONEOK Inc.
| 6.625%
| 9/1/53
| 1,500
| 1,602
|
|
| ONEOK Partners LP
| 6.650%
| 10/1/36
| 360
| 381
|
|
| ONEOK Partners LP
| 6.850%
| 10/15/37
| 300
| 322
|
|
| ONEOK Partners LP
| 6.125%
| 2/1/41
| 1,040
| 1,039
|
|
| Ovintiv Inc.
| 5.375%
| 1/1/26
| 100
| 100
|
|
| Ovintiv Inc.
| 5.650%
| 5/15/28
| 560
| 566
|
|
| Ovintiv Inc.
| 7.375%
| 11/1/31
| 450
| 489
|
|
| Ovintiv Inc.
| 6.250%
| 7/15/33
| 400
| 412
|
|
| Ovintiv Inc.
| 6.500%
| 8/15/34
| 700
| 732
|
|
| Ovintiv Inc.
| 6.625%
| 8/15/37
| 830
| 862
|
|
| Ovintiv Inc.
| 7.100%
| 7/15/53
| 400
| 439
|
|
| Patterson-UTI Energy Inc.
| 3.950%
| 2/1/28
| 400
| 376
|
|
| Patterson-UTI Energy Inc.
| 5.150%
| 11/15/29
| 285
| 277
|
|
| Patterson-UTI Energy Inc.
| 7.150%
| 10/1/33
| 325
| 344
|
|
| Phillips 66
| 1.300%
| 2/15/26
| 500
| 468
|
|
| Phillips 66
| 3.900%
| 3/15/28
| 600
| 575
|
|
| Phillips 66
| 2.150%
| 12/15/30
| 800
| 669
|
|
| Phillips 66
| 4.650%
| 11/15/34
| 1,000
| 929
|
|
| Phillips 66
| 5.875%
| 5/1/42
| 401
| 404
|
|
| Phillips 66
| 4.875%
| 11/15/44
| 1,750
| 1,549
|
|
| Phillips 66
| 3.300%
| 3/15/52
| 900
| 589
|
|
| Phillips 66 Co.
| 3.550%
| 10/1/26
| 425
| 410
|
|
| Phillips 66 Co.
| 4.950%
| 12/1/27
| 200
| 199
|
|
| Phillips 66 Co.
| 3.750%
| 3/1/28
| 400
| 382
|
|
| Phillips 66 Co.
| 3.150%
| 12/15/29
| 250
| 226
|
|
| Phillips 66 Co.
| 5.300%
| 6/30/33
| 1,150
| 1,138
|
|
| Phillips 66 Co.
| 4.680%
| 2/15/45
| 1,080
| 919
|
|
| Phillips 66 Co.
| 5.650%
| 6/15/54
| 800
| 769
|
|
| Pioneer Natural Resources Co.
| 1.125%
| 1/15/26
| 500
| 469
|
|
| Pioneer Natural Resources Co.
| 1.900%
| 8/15/30
| 3,025
| 2,534
|
|
| Pioneer Natural Resources Co.
| 2.150%
| 1/15/31
| 1,375
| 1,155
|
|
| Plains All American Pipeline LP
| 4.650%
| 10/15/25
| 600
| 592
|
|
| Plains All American Pipeline LP
| 4.500%
| 12/15/26
| 350
| 342
|
|
| Plains All American Pipeline LP
| 3.550%
| 12/15/29
| 1,200
| 1,096
|
|
| Plains All American Pipeline LP
| 3.800%
| 9/15/30
| 525
| 480
|
|
| Plains All American Pipeline LP
| 5.700%
| 9/15/34
| 425
| 421
|
|
| Plains All American Pipeline LP
| 6.650%
| 1/15/37
| 500
| 525
|
|
| Plains All American Pipeline LP
| 5.150%
| 6/1/42
| 500
| 443
|
|
| Plains All American Pipeline LP
| 4.300%
| 1/31/43
| 240
| 189
|
|
| Plains All American Pipeline LP
| 4.700%
| 6/15/44
| 500
| 412
|
|
| Plains All American Pipeline LP
| 4.900%
| 2/15/45
| 650
| 551
|
|
| Sabine Pass Liquefaction LLC
| 5.875%
| 6/30/26
| 1,200
| 1,205
|
|
| Sabine Pass Liquefaction LLC
| 5.000%
| 3/15/27
| 1,600
| 1,587
|
|
| Sabine Pass Liquefaction LLC
| 4.200%
| 3/15/28
| 1,000
| 965
|
|
| Sabine Pass Liquefaction LLC
| 4.500%
| 5/15/30
| 3,000
| 2,878
|
|
| Sabine Pass Liquefaction LLC
| 5.900%
| 9/15/37
| 500
| 512
|
|
| Schlumberger Finance Canada Ltd.
| 1.400%
| 9/17/25
| 600
| 572
|
|
| Schlumberger Investment SA
| 4.500%
| 5/15/28
| 400
| 394
|
|
| Schlumberger Investment SA
| 2.650%
| 6/26/30
| 1,300
| 1,145
|
|
| Schlumberger Investment SA
| 4.850%
| 5/15/33
| 200
| 196
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Schlumberger Investment SA
| 5.000%
| 6/1/34
| 500
| 492
|
|
| Shell International Finance BV
| 2.875%
| 5/10/26
| 1,300
| 1,249
|
|
| Shell International Finance BV
| 2.500%
| 9/12/26
| 505
| 478
|
|
| Shell International Finance BV
| 3.875%
| 11/13/28
| 1,300
| 1,247
|
|
| Shell International Finance BV
| 2.375%
| 11/7/29
| 1,450
| 1,279
|
|
| Shell International Finance BV
| 2.750%
| 4/6/30
| 1,405
| 1,253
|
|
| Shell International Finance BV
| 4.125%
| 5/11/35
| 2,125
| 1,948
|
|
| Shell International Finance BV
| 6.375%
| 12/15/38
| 1,670
| 1,840
|
|
| Shell International Finance BV
| 5.500%
| 3/25/40
| 700
| 704
|
|
| Shell International Finance BV
| 2.875%
| 11/26/41
| 500
| 356
|
|
| Shell International Finance BV
| 3.625%
| 8/21/42
| 525
| 413
|
|
| Shell International Finance BV
| 4.550%
| 8/12/43
| 1,100
| 979
|
|
| Shell International Finance BV
| 4.375%
| 5/11/45
| 2,900
| 2,476
|
|
| Shell International Finance BV
| 4.000%
| 5/10/46
| 2,255
| 1,815
|
|
| Shell International Finance BV
| 3.750%
| 9/12/46
| 375
| 290
|
|
| Shell International Finance BV
| 3.125%
| 11/7/49
| 750
| 510
|
|
| Shell International Finance BV
| 3.250%
| 4/6/50
| 1,735
| 1,206
|
|
| Shell International Finance BV
| 3.000%
| 11/26/51
| 950
| 622
|
|
| Spectra Energy Partners LP
| 3.375%
| 10/15/26
| 950
| 909
|
|
| Spectra Energy Partners LP
| 5.950%
| 9/25/43
| 400
| 398
|
|
| Spectra Energy Partners LP
| 4.500%
| 3/15/45
| 220
| 179
|
|
| Suncor Energy Inc.
| 7.150%
| 2/1/32
| 500
| 547
|
|
| Suncor Energy Inc.
| 6.800%
| 5/15/38
| 700
| 747
|
|
| Suncor Energy Inc.
| 6.500%
| 6/15/38
| 1,425
| 1,493
|
|
| Suncor Energy Inc.
| 6.850%
| 6/1/39
| 350
| 377
|
|
| Suncor Energy Inc.
| 4.000%
| 11/15/47
| 700
| 525
|
|
| Suncor Energy Inc.
| 3.750%
| 3/4/51
| 700
| 502
|
|
| Targa Resources Corp.
| 6.150%
| 3/1/29
| 800
| 826
|
|
| Targa Resources Corp.
| 4.200%
| 2/1/33
| 950
| 855
|
|
| Targa Resources Corp.
| 6.125%
| 3/15/33
| 1,081
| 1,112
|
|
| Targa Resources Corp.
| 6.500%
| 3/30/34
| 800
| 847
|
|
| Targa Resources Corp.
| 4.950%
| 4/15/52
| 1,200
| 1,021
|
|
| Targa Resources Corp.
| 6.250%
| 7/1/52
| 250
| 253
|
|
| Targa Resources Corp.
| 6.500%
| 2/15/53
| 700
| 736
|
|
| Targa Resources Partners LP
| 6.500%
| 7/15/27
| 300
| 302
|
|
| Targa Resources Partners LP
| 5.000%
| 1/15/28
| 600
| 587
|
|
| Targa Resources Partners LP
| 6.875%
| 1/15/29
| 600
| 615
|
|
| Targa Resources Partners LP
| 5.500%
| 3/1/30
| 900
| 894
|
|
| Targa Resources Partners LP
| 4.875%
| 2/1/31
| 900
| 858
|
|
| Targa Resources Partners LP
| 4.000%
| 1/15/32
| 940
| 844
|
|
| TC PipeLines LP
| 3.900%
| 5/25/27
| 200
| 191
|
|
| Tennessee Gas Pipeline Co. LLC
| 7.000%
| 3/15/27
| 260
| 271
|
|
| Tennessee Gas Pipeline Co. LLC
| 7.000%
| 10/15/28
| 500
| 529
|
|
| TotalEnergies Capital International SA
| 3.455%
| 2/19/29
| 1,775
| 1,666
|
|
| TotalEnergies Capital International SA
| 2.829%
| 1/10/30
| 1,695
| 1,520
|
|
| TotalEnergies Capital International SA
| 2.986%
| 6/29/41
| 800
| 581
|
|
| TotalEnergies Capital International SA
| 3.461%
| 7/12/49
| 860
| 625
|
|
| TotalEnergies Capital International SA
| 3.127%
| 5/29/50
| 1,920
| 1,298
|
|
| TotalEnergies Capital International SA
| 3.386%
| 6/29/60
| 500
| 335
|
|
| TotalEnergies Capital SA
| 3.883%
| 10/11/28
| 500
| 480
|
|
| TotalEnergies Capital SA
| 5.150%
| 4/5/34
| 1,050
| 1,051
|
|
| TotalEnergies Capital SA
| 5.488%
| 4/5/54
| 1,475
| 1,455
|
|
| TotalEnergies Capital SA
| 5.638%
| 4/5/64
| 1,050
| 1,041
|
|
| TransCanada PipeLines Ltd.
| 4.250%
| 5/15/28
| 1,700
| 1,644
|
|
| TransCanada PipeLines Ltd.
| 4.100%
| 4/15/30
| 1,900
| 1,792
|
|
| TransCanada PipeLines Ltd.
| 2.500%
| 10/12/31
| 700
| 587
|
|
| TransCanada PipeLines Ltd.
| 4.625%
| 3/1/34
| 1,000
| 938
|
|
| TransCanada PipeLines Ltd.
| 5.850%
| 3/15/36
| 625
| 629
|
|
| TransCanada PipeLines Ltd.
| 6.200%
| 10/15/37
| 850
| 878
|
|
| TransCanada PipeLines Ltd.
| 4.750%
| 5/15/38
| 500
| 457
|
|
| TransCanada PipeLines Ltd.
| 7.250%
| 8/15/38
| 600
| 678
|
|
| TransCanada PipeLines Ltd.
| 6.100%
| 6/1/40
| 830
| 845
|
|
| TransCanada PipeLines Ltd.
| 5.000%
| 10/16/43
| 850
| 762
|
|
| TransCanada PipeLines Ltd.
| 4.875%
| 5/15/48
| 1,310
| 1,153
|
|
| TransCanada PipeLines Ltd.
| 5.100%
| 3/15/49
| 720
| 654
|
|
| Transcontinental Gas Pipe Line Co. LLC
| 4.000%
| 3/15/28
| 300
| 288
|
|
| Transcontinental Gas Pipe Line Co. LLC
| 3.250%
| 5/15/30
| 700
| 631
|
|
| Transcontinental Gas Pipe Line Co. LLC
| 4.600%
| 3/15/48
| 1,080
| 920
|
|
| Transcontinental Gas Pipe Line Co. LLC
| 3.950%
| 5/15/50
| 500
| 379
|
|
| Valero Energy Corp.
| 2.150%
| 9/15/27
| 517
| 471
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Valero Energy Corp.
| 4.350%
| 6/1/28
| 315
| 305
|
|
| Valero Energy Corp.
| 2.800%
| 12/1/31
| 400
| 339
|
|
| Valero Energy Corp.
| 7.500%
| 4/15/32
| 850
| 959
|
|
| Valero Energy Corp.
| 6.625%
| 6/15/37
| 1,355
| 1,445
|
|
| Valero Energy Corp.
| 3.650%
| 12/1/51
| 875
| 605
|
|
| Valero Energy Corp.
| 4.000%
| 6/1/52
| 500
| 366
|
|
| Valero Energy Partners LP
| 4.500%
| 3/15/28
| 400
| 390
|
|
| Western Midstream Operating LP
| 4.750%
| 8/15/28
| 229
| 223
|
|
| Western Midstream Operating LP
| 6.350%
| 1/15/29
| 900
| 928
|
|
| Western Midstream Operating LP
| 4.050%
| 2/1/30
| 1,040
| 968
|
|
| Western Midstream Operating LP
| 6.150%
| 4/1/33
| 609
| 622
|
|
| Western Midstream Operating LP
| 5.450%
| 4/1/44
| 390
| 349
|
|
| Western Midstream Operating LP
| 5.300%
| 3/1/48
| 790
| 678
|
|
| Western Midstream Operating LP
| 5.250%
| 2/1/50
| 1,100
| 957
|
|
| Williams Cos. Inc.
| 4.000%
| 9/15/25
| 1,125
| 1,104
|
|
| Williams Cos. Inc.
| 5.400%
| 3/2/26
| 200
| 200
|
|
| Williams Cos. Inc.
| 3.750%
| 6/15/27
| 1,325
| 1,272
|
|
| Williams Cos. Inc.
| 5.300%
| 8/15/28
| 673
| 675
|
|
| Williams Cos. Inc.
| 4.900%
| 3/15/29
| 900
| 887
|
|
| Williams Cos. Inc.
| 3.500%
| 11/15/30
| 1,100
| 996
|
|
| Williams Cos. Inc.
| 2.600%
| 3/15/31
| 1,000
| 846
|
|
| Williams Cos. Inc.
| 4.650%
| 8/15/32
| 487
| 463
|
|
| Williams Cos. Inc.
| 5.650%
| 3/15/33
| 400
| 404
|
|
| Williams Cos. Inc.
| 5.150%
| 3/15/34
| 800
| 781
|
|
| Williams Cos. Inc.
| 6.300%
| 4/15/40
| 990
| 1,026
|
|
| Williams Cos. Inc.
| 5.800%
| 11/15/43
| 585
| 568
|
|
| Williams Cos. Inc.
| 5.400%
| 3/4/44
| 585
| 552
|
|
| Williams Cos. Inc.
| 5.750%
| 6/24/44
| 600
| 588
|
|
| Williams Cos. Inc.
| 4.900%
| 1/15/45
| 725
| 634
|
|
| Williams Cos. Inc.
| 5.100%
| 9/15/45
| 900
| 812
|
|
| Williams Cos. Inc.
| 4.850%
| 3/1/48
| 675
| 584
|
|
| Williams Cos. Inc.
| 3.500%
| 10/15/51
| 400
| 277
|
|
| Williams Cos. Inc.
| 5.300%
| 8/15/52
| 700
| 648
|
|
|
|
|
|
|
| 383,685
|
| Financials (2.9%)
|
|
| ACE Capital Trust II
| 9.700%
| 4/1/30
| 75
| 89
|
| 8
| Aegon Ltd.
| 5.500%
| 4/11/48
| 585
| 563
|
|
| AerCap Ireland Capital DAC
| 6.500%
| 7/15/25
| 3,763
| 3,795
|
|
| AerCap Ireland Capital DAC
| 4.450%
| 10/1/25
| 500
| 493
|
|
| AerCap Ireland Capital DAC
| 1.750%
| 1/30/26
| 500
| 471
|
|
| AerCap Ireland Capital DAC
| 4.450%
| 4/3/26
| 3,000
| 2,945
|
|
| AerCap Ireland Capital DAC
| 2.450%
| 10/29/26
| 3,500
| 3,265
|
|
| AerCap Ireland Capital DAC
| 6.100%
| 1/15/27
| 560
| 569
|
|
| AerCap Ireland Capital DAC
| 3.650%
| 7/21/27
| 875
| 831
|
|
| AerCap Ireland Capital DAC
| 4.625%
| 10/15/27
| 500
| 487
|
|
| AerCap Ireland Capital DAC
| 3.875%
| 1/23/28
| 1,000
| 948
|
|
| AerCap Ireland Capital DAC
| 5.750%
| 6/6/28
| 600
| 607
|
|
| AerCap Ireland Capital DAC
| 3.000%
| 10/29/28
| 4,000
| 3,635
|
|
| AerCap Ireland Capital DAC
| 6.150%
| 9/30/30
| 600
| 620
|
|
| AerCap Ireland Capital DAC
| 3.300%
| 1/30/32
| 4,000
| 3,437
|
|
| AerCap Ireland Capital DAC
| 5.300%
| 1/19/34
| 750
| 735
|
|
| AerCap Ireland Capital DAC
| 3.850%
| 10/29/41
| 3,000
| 2,352
|
|
| Affiliated Managers Group Inc.
| 3.500%
| 8/1/25
| 725
| 709
|
|
| Affiliated Managers Group Inc.
| 3.300%
| 6/15/30
| 500
| 446
|
|
| Aflac Inc.
| 2.875%
| 10/15/26
| 884
| 840
|
|
| Aflac Inc.
| 3.600%
| 4/1/30
| 500
| 465
|
|
| Aflac Inc.
| 4.000%
| 10/15/46
| 150
| 118
|
|
| Aflac Inc.
| 4.750%
| 1/15/49
| 1,080
| 958
|
|
| Air Lease Corp.
| 3.375%
| 7/1/25
| 750
| 733
|
| 8
| Air Lease Corp.
| 5.300%
| 6/25/26
| 350
| 349
|
|
| Air Lease Corp.
| 1.875%
| 8/15/26
| 750
| 696
|
|
| Air Lease Corp.
| 2.200%
| 1/15/27
| 600
| 554
|
|
| Air Lease Corp.
| 3.625%
| 4/1/27
| 200
| 191
|
|
| Air Lease Corp.
| 3.625%
| 12/1/27
| 1,000
| 943
|
|
| Air Lease Corp.
| 2.100%
| 9/1/28
| 500
| 439
|
|
| Air Lease Corp.
| 4.625%
| 10/1/28
| 300
| 291
|
|
| Air Lease Corp.
| 3.250%
| 10/1/29
| 595
| 539
|
| 8
| Air Lease Corp.
| 3.000%
| 2/1/30
| 625
| 553
|
|
| Air Lease Corp.
| 3.125%
| 12/1/30
| 1,250
| 1,093
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Air Lease Corp.
| 2.875%
| 1/15/32
| 600
| 502
|
|
| Aircastle Ltd.
| 4.250%
| 6/15/26
| 500
| 487
|
|
| Alleghany Corp.
| 4.900%
| 9/15/44
| 300
| 279
|
|
| Alleghany Corp.
| 3.250%
| 8/15/51
| 1,250
| 843
|
|
| Allied World Assurance Co. Holdings Ltd.
| 4.350%
| 10/29/25
| 350
| 350
|
|
| Allstate Corp.
| 3.280%
| 12/15/26
| 400
| 383
|
|
| Allstate Corp.
| 5.050%
| 6/24/29
| 402
| 400
|
|
| Allstate Corp.
| 1.450%
| 12/15/30
| 500
| 399
|
|
| Allstate Corp.
| 5.250%
| 3/30/33
| 1,625
| 1,618
|
|
| Allstate Corp.
| 5.550%
| 5/9/35
| 105
| 106
|
|
| Allstate Corp.
| 4.500%
| 6/15/43
| 725
| 620
|
|
| Allstate Corp.
| 4.200%
| 12/15/46
| 600
| 484
|
|
| Allstate Corp.
| 3.850%
| 8/10/49
| 400
| 302
|
| 8
| Allstate Corp.
| 6.500%
| 5/15/57
| 650
| 654
|
|
| Ally Financial Inc.
| 4.750%
| 6/9/27
| 500
| 488
|
|
| Ally Financial Inc.
| 7.100%
| 11/15/27
| 500
| 521
|
|
| Ally Financial Inc.
| 6.992%
| 6/13/29
| 600
| 623
|
| 8
| Ally Financial Inc.
| 8.000%
| 11/1/31
| 2,308
| 2,549
|
|
| American Express Co.
| 4.200%
| 11/6/25
| 1,212
| 1,194
|
|
| American Express Co.
| 4.900%
| 2/13/26
| 1,100
| 1,093
|
|
| American Express Co.
| 4.990%
| 5/1/26
| 2,725
| 2,709
|
|
| American Express Co.
| 6.338%
| 10/30/26
| 600
| 606
|
|
| American Express Co.
| 2.550%
| 3/4/27
| 5,316
| 4,969
|
|
| American Express Co.
| 5.645%
| 4/23/27
| 760
| 763
|
|
| American Express Co.
| 3.300%
| 5/3/27
| 1,960
| 1,865
|
|
| American Express Co.
| 5.389%
| 7/28/27
| 800
| 801
|
|
| American Express Co.
| 5.098%
| 2/16/28
| 2,735
| 2,723
|
|
| American Express Co.
| 5.282%
| 7/27/29
| 800
| 801
|
|
| American Express Co.
| 6.489%
| 10/30/31
| 800
| 853
|
|
| American Express Co.
| 4.420%
| 8/3/33
| 1,500
| 1,416
|
|
| American Express Co.
| 5.043%
| 5/1/34
| 892
| 872
|
|
| American Express Co.
| 5.625%
| 7/28/34
| 500
| 501
|
|
| American Express Co.
| 5.915%
| 4/25/35
| 420
| 428
|
|
| American Express Co.
| 4.050%
| 12/3/42
| 621
| 517
|
|
| American Financial Group Inc.
| 5.250%
| 4/2/30
| 356
| 354
|
|
| American Financial Group Inc.
| 4.500%
| 6/15/47
| 500
| 427
|
|
| American International Group Inc.
| 4.200%
| 4/1/28
| 450
| 435
|
|
| American International Group Inc.
| 4.250%
| 3/15/29
| 300
| 289
|
|
| American International Group Inc.
| 3.400%
| 6/30/30
| 1,115
| 1,014
|
|
| American International Group Inc.
| 3.875%
| 1/15/35
| 400
| 356
|
|
| American International Group Inc.
| 4.700%
| 7/10/35
| 195
| 178
|
|
| American International Group Inc.
| 6.250%
| 5/1/36
| 600
| 634
|
|
| American International Group Inc.
| 4.500%
| 7/16/44
| 988
| 854
|
|
| American International Group Inc.
| 4.800%
| 7/10/45
| 200
| 178
|
|
| American International Group Inc.
| 4.750%
| 4/1/48
| 545
| 481
|
| 8
| American International Group Inc.
| 5.750%
| 4/1/48
| 525
| 514
|
|
| American International Group Inc.
| 4.375%
| 6/30/50
| 500
| 414
|
|
| American National Group Inc.
| 5.000%
| 6/15/27
| 300
| 293
|
|
| Ameriprise Financial Inc.
| 5.700%
| 12/15/28
| 500
| 512
|
|
| Ameriprise Financial Inc.
| 4.500%
| 5/13/32
| 500
| 481
|
|
| Ameriprise Financial Inc.
| 5.150%
| 5/15/33
| 650
| 651
|
| 8
| Aon Corp.
| 8.205%
| 1/1/27
| 150
| 159
|
|
| Aon Corp.
| 2.850%
| 5/28/27
| 500
| 469
|
|
| Aon Corp.
| 4.500%
| 12/15/28
| 600
| 584
|
|
| Aon Corp.
| 3.750%
| 5/2/29
| 630
| 591
|
|
| Aon Corp.
| 2.800%
| 5/15/30
| 1,620
| 1,421
|
|
| Aon Corp.
| 2.050%
| 8/23/31
| 750
| 605
|
|
| Aon Corp.
| 5.350%
| 2/28/33
| 500
| 497
|
|
| Aon Corp.
| 6.250%
| 9/30/40
| 150
| 158
|
|
| Aon Corp.
| 2.900%
| 8/23/51
| 1,000
| 611
|
|
| Aon Corp.
| 3.900%
| 2/28/52
| 500
| 370
|
|
| Aon Global Ltd.
| 3.875%
| 12/15/25
| 300
| 293
|
|
| Aon Global Ltd.
| 4.600%
| 6/14/44
| 625
| 533
|
|
| Aon Global Ltd.
| 4.750%
| 5/15/45
| 695
| 602
|
|
| Aon North America Inc.
| 5.125%
| 3/1/27
| 240
| 240
|
|
| Aon North America Inc.
| 5.150%
| 3/1/29
| 760
| 758
|
|
| Aon North America Inc.
| 5.300%
| 3/1/31
| 550
| 548
|
|
| Aon North America Inc.
| 5.450%
| 3/1/34
| 1,700
| 1,692
|
|
| Aon North America Inc.
| 5.750%
| 3/1/54
| 1,675
| 1,637
|
| 11
| Apollo Debt Solutions BDC
| 6.900%
| 4/13/29
| 450
| 452
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Apollo Global Management Inc.
| 6.375%
| 11/15/33
| 500
| 528
|
|
| Apollo Global Management Inc.
| 5.800%
| 5/21/54
| 625
| 616
|
|
| Arch Capital Finance LLC
| 4.011%
| 12/15/26
| 799
| 773
|
|
| Arch Capital Finance LLC
| 5.031%
| 12/15/46
| 100
| 91
|
|
| Arch Capital Group Ltd.
| 7.350%
| 5/1/34
| 500
| 565
|
|
| Arch Capital Group Ltd.
| 3.635%
| 6/30/50
| 975
| 703
|
|
| Arch Capital Group US Inc.
| 5.144%
| 11/1/43
| 275
| 252
|
|
| Ares Capital Corp.
| 3.250%
| 7/15/25
| 967
| 940
|
|
| Ares Capital Corp.
| 3.875%
| 1/15/26
| 1,000
| 965
|
|
| Ares Capital Corp.
| 2.150%
| 7/15/26
| 1,320
| 1,220
|
|
| Ares Capital Corp.
| 7.000%
| 1/15/27
| 375
| 381
|
|
| Ares Capital Corp.
| 2.875%
| 6/15/27
| 319
| 292
|
|
| Ares Capital Corp.
| 5.875%
| 3/1/29
| 820
| 807
|
|
| Ares Capital Corp.
| 5.950%
| 7/15/29
| 700
| 688
|
|
| Ares Capital Corp.
| 3.200%
| 11/15/31
| 500
| 412
|
| 11
| Ares Strategic Income Fund
| 6.350%
| 8/15/29
| 625
| 620
|
|
| Arthur J Gallagher & Co.
| 2.400%
| 11/9/31
| 500
| 408
|
|
| Arthur J Gallagher & Co.
| 5.500%
| 3/2/33
| 500
| 501
|
|
| Arthur J Gallagher & Co.
| 6.500%
| 2/15/34
| 450
| 476
|
|
| Arthur J Gallagher & Co.
| 3.500%
| 5/20/51
| 500
| 345
|
|
| Arthur J Gallagher & Co.
| 3.050%
| 3/9/52
| 500
| 306
|
|
| Arthur J Gallagher & Co.
| 5.750%
| 3/2/53
| 500
| 486
|
|
| Arthur J Gallagher & Co.
| 6.750%
| 2/15/54
| 450
| 495
|
|
| Arthur J Gallagher & Co.
| 5.750%
| 7/15/54
| 400
| 388
|
|
| Assurant Inc.
| 4.900%
| 3/27/28
| 400
| 394
|
|
| Assured Guaranty US Holdings Inc.
| 6.125%
| 9/15/28
| 450
| 463
|
|
| Assured Guaranty US Holdings Inc.
| 3.150%
| 6/15/31
| 500
| 434
|
|
| Assured Guaranty US Holdings Inc.
| 3.600%
| 9/15/51
| 500
| 347
|
|
| Athene Holding Ltd.
| 4.125%
| 1/12/28
| 835
| 805
|
|
| Athene Holding Ltd.
| 3.500%
| 1/15/31
| 3,000
| 2,656
|
|
| Athene Holding Ltd.
| 5.875%
| 1/15/34
| 800
| 792
|
|
| Athene Holding Ltd.
| 3.450%
| 5/15/52
| 500
| 320
|
|
| Athene Holding Ltd.
| 6.250%
| 4/1/54
| 1,045
| 1,045
|
|
| Australia & New Zealand Banking Group Ltd.
| 5.375%
| 7/3/25
| 800
| 801
|
|
| Australia & New Zealand Banking Group Ltd.
| 5.671%
| 10/3/25
| 600
| 603
|
| 8
| Australia & New Zealand Banking Group Ltd.
| 3.700%
| 11/16/25
| 250
| 245
|
|
| Australia & New Zealand Banking Group Ltd.
| 5.088%
| 12/8/25
| 875
| 874
|
|
| Australia & New Zealand Banking Group Ltd.
| 5.000%
| 3/18/26
| 825
| 823
|
|
| AXA SA
| 8.600%
| 12/15/30
| 540
| 635
|
| 8
| AXIS Specialty Finance LLC
| 4.900%
| 1/15/40
| 250
| 229
|
|
| AXIS Specialty Finance plc
| 4.000%
| 12/6/27
| 1,500
| 1,438
|
|
| Bain Capital Specialty Finance Inc.
| 2.550%
| 10/13/26
| 500
| 459
|
|
| Banco Bilbao Vizcaya Argentaria SA
| 7.883%
| 11/15/34
| 600
| 654
|
|
| Banco Bilbao Vizcaya Argentaria SA
| 6.033%
| 3/13/35
| 800
| 798
|
|
| Banco Santander SA
| 5.147%
| 8/18/25
| 900
| 893
|
|
| Banco Santander SA
| 5.179%
| 11/19/25
| 1,300
| 1,287
|
|
| Banco Santander SA
| 1.849%
| 3/25/26
| 1,000
| 938
|
|
| Banco Santander SA
| 4.250%
| 4/11/27
| 2,000
| 1,935
|
|
| Banco Santander SA
| 5.294%
| 8/18/27
| 900
| 894
|
|
| Banco Santander SA
| 6.527%
| 11/7/27
| 1,400
| 1,432
|
|
| Banco Santander SA
| 3.800%
| 2/23/28
| 2,200
| 2,074
|
|
| Banco Santander SA
| 5.552%
| 3/14/28
| 800
| 799
|
|
| Banco Santander SA
| 4.379%
| 4/12/28
| 1,200
| 1,157
|
|
| Banco Santander SA
| 6.607%
| 11/7/28
| 3,800
| 3,989
|
|
| Banco Santander SA
| 3.306%
| 6/27/29
| 500
| 457
|
|
| Banco Santander SA
| 5.538%
| 3/14/30
| 800
| 795
|
|
| Banco Santander SA
| 3.490%
| 5/28/30
| 1,000
| 896
|
|
| Banco Santander SA
| 2.749%
| 12/3/30
| 1,200
| 999
|
|
| Banco Santander SA
| 2.958%
| 3/25/31
| 1,000
| 854
|
|
| Banco Santander SA
| 3.225%
| 11/22/32
| 800
| 668
|
|
| Banco Santander SA
| 6.921%
| 8/8/33
| 1,400
| 1,463
|
|
| Banco Santander SA
| 6.938%
| 11/7/33
| 800
| 874
|
|
| Banco Santander SA
| 6.350%
| 3/14/34
| 1,000
| 1,003
|
| 8
| Bank of America Corp.
| 4.450%
| 3/3/26
| 7,252
| 7,129
|
| 8
| Bank of America Corp.
| 3.500%
| 4/19/26
| 830
| 805
|
| 8
| Bank of America Corp.
| 1.319%
| 6/19/26
| 11,450
| 10,977
|
| 8
| Bank of America Corp.
| 4.250%
| 10/22/26
| 1,500
| 1,462
|
| 8
| Bank of America Corp.
| 1.197%
| 10/24/26
| 2,000
| 1,887
|
| 8
| Bank of America Corp.
| 1.658%
| 3/11/27
| 3,500
| 3,282
|
| 8
| Bank of America Corp.
| 3.559%
| 4/23/27
| 2,275
| 2,200
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Bank of America Corp.
| 1.734%
| 7/22/27
| 2,500
| 2,317
|
| 8
| Bank of America Corp.
| 3.248%
| 10/21/27
| 2,225
| 2,105
|
| 8
| Bank of America Corp.
| 3.824%
| 1/20/28
| 450
| 434
|
| 8
| Bank of America Corp.
| 3.705%
| 4/24/28
| 1,400
| 1,341
|
| 8
| Bank of America Corp.
| 3.593%
| 7/21/28
| 3,008
| 2,863
|
| 8
| Bank of America Corp.
| 4.948%
| 7/22/28
| 1,300
| 1,289
|
|
| Bank of America Corp.
| 6.204%
| 11/10/28
| 1,725
| 1,776
|
| 8
| Bank of America Corp.
| 3.419%
| 12/20/28
| 6,357
| 5,976
|
| 8
| Bank of America Corp.
| 3.970%
| 3/5/29
| 1,425
| 1,362
|
|
| Bank of America Corp.
| 5.202%
| 4/25/29
| 2,050
| 2,046
|
| 8
| Bank of America Corp.
| 2.087%
| 6/14/29
| 6,000
| 5,324
|
| 8
| Bank of America Corp.
| 4.271%
| 7/23/29
| 6,175
| 5,949
|
|
| Bank of America Corp.
| 5.819%
| 9/15/29
| 2,400
| 2,450
|
| 8
| Bank of America Corp.
| 3.974%
| 2/7/30
| 500
| 474
|
| 8
| Bank of America Corp.
| 3.194%
| 7/23/30
| 2,000
| 1,815
|
| 8
| Bank of America Corp.
| 2.884%
| 10/22/30
| 4,175
| 3,717
|
| 8
| Bank of America Corp.
| 2.496%
| 2/13/31
| 625
| 540
|
| 8
| Bank of America Corp.
| 2.592%
| 4/29/31
| 6,000
| 5,186
|
| 8
| Bank of America Corp.
| 1.922%
| 10/24/31
| 3,000
| 2,452
|
| 8
| Bank of America Corp.
| 2.651%
| 3/11/32
| 1,500
| 1,270
|
|
| Bank of America Corp.
| 2.687%
| 4/22/32
| 4,575
| 3,869
|
|
| Bank of America Corp.
| 2.299%
| 7/21/32
| 7,500
| 6,142
|
|
| Bank of America Corp.
| 2.572%
| 10/20/32
| 1,000
| 829
|
| 8
| Bank of America Corp.
| 2.972%
| 2/4/33
| 1,850
| 1,566
|
|
| Bank of America Corp.
| 4.571%
| 4/27/33
| 2,000
| 1,886
|
| 8
| Bank of America Corp.
| 5.015%
| 7/22/33
| 4,000
| 3,908
|
|
| Bank of America Corp.
| 5.288%
| 4/25/34
| 3,150
| 3,117
|
|
| Bank of America Corp.
| 5.872%
| 9/15/34
| 2,750
| 2,828
|
|
| Bank of America Corp.
| 5.468%
| 1/23/35
| 4,500
| 4,494
|
|
| Bank of America Corp.
| 2.482%
| 9/21/36
| 1,500
| 1,198
|
|
| Bank of America Corp.
| 6.110%
| 1/29/37
| 810
| 842
|
|
| Bank of America Corp.
| 3.846%
| 3/8/37
| 2,725
| 2,396
|
| 8
| Bank of America Corp.
| 4.244%
| 4/24/38
| 1,100
| 973
|
|
| Bank of America Corp.
| 7.750%
| 5/14/38
| 1,700
| 2,018
|
| 8
| Bank of America Corp.
| 4.078%
| 4/23/40
| 1,425
| 1,210
|
| 8
| Bank of America Corp.
| 2.676%
| 6/19/41
| 4,895
| 3,422
|
| 8
| Bank of America Corp.
| 5.875%
| 2/7/42
| 1,020
| 1,061
|
|
| Bank of America Corp.
| 3.311%
| 4/22/42
| 3,945
| 2,966
|
| 8
| Bank of America Corp.
| 5.000%
| 1/21/44
| 1,595
| 1,504
|
| 8
| Bank of America Corp.
| 4.875%
| 4/1/44
| 550
| 506
|
| 8
| Bank of America Corp.
| 4.750%
| 4/21/45
| 350
| 311
|
| 8
| Bank of America Corp.
| 4.443%
| 1/20/48
| 2,675
| 2,281
|
| 8
| Bank of America Corp.
| 3.946%
| 1/23/49
| 1,175
| 925
|
| 8
| Bank of America Corp.
| 4.330%
| 3/15/50
| 700
| 584
|
| 8
| Bank of America Corp.
| 4.083%
| 3/20/51
| 5,500
| 4,393
|
| 8
| Bank of America Corp.
| 2.831%
| 10/24/51
| 2,000
| 1,261
|
| 8
| Bank of America Corp.
| 3.483%
| 3/13/52
| 1,000
| 717
|
|
| Bank of America Corp.
| 2.972%
| 7/21/52
| 1,500
| 978
|
|
| Bank of America NA
| 5.650%
| 8/18/25
| 1,225
| 1,229
|
|
| Bank of America NA
| 5.526%
| 8/18/26
| 1,640
| 1,651
|
| 8
| Bank of America NA
| 6.000%
| 10/15/36
| 600
| 630
|
|
| Bank of Montreal
| 5.920%
| 9/25/25
| 600
| 603
|
|
| Bank of Montreal
| 5.300%
| 6/5/26
| 600
| 600
|
| 8
| Bank of Montreal
| 0.949%
| 1/22/27
| 1,000
| 934
|
| 8
| Bank of Montreal
| 2.650%
| 3/8/27
| 700
| 656
|
| 8
| Bank of Montreal
| 4.700%
| 9/14/27
| 500
| 493
|
|
| Bank of Montreal
| 5.203%
| 2/1/28
| 650
| 651
|
|
| Bank of Montreal
| 5.717%
| 9/25/28
| 600
| 612
|
|
| Bank of Montreal
| 5.511%
| 6/4/31
| 625
| 632
|
| 8
| Bank of Montreal
| 3.803%
| 12/15/32
| 1,600
| 1,505
|
|
| Bank of Montreal
| 3.088%
| 1/10/37
| 600
| 490
|
| 8
| Bank of New York Mellon Corp.
| 3.950%
| 11/18/25
| 742
| 729
|
| 8
| Bank of New York Mellon Corp.
| 2.800%
| 5/4/26
| 3,561
| 3,417
|
| 8
| Bank of New York Mellon Corp.
| 5.148%
| 5/22/26
| 350
| 349
|
|
| Bank of New York Mellon Corp.
| 4.414%
| 7/24/26
| 800
| 791
|
| 8
| Bank of New York Mellon Corp.
| 2.450%
| 8/17/26
| 969
| 918
|
| 8
| Bank of New York Mellon Corp.
| 2.050%
| 1/26/27
| 340
| 316
|
|
| Bank of New York Mellon Corp.
| 4.947%
| 4/26/27
| 825
| 820
|
| 8
| Bank of New York Mellon Corp.
| 3.250%
| 5/16/27
| 1,500
| 1,432
|
| 8
| Bank of New York Mellon Corp.
| 3.400%
| 1/29/28
| 600
| 569
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Bank of New York Mellon Corp.
| 3.442%
| 2/7/28
| 1,200
| 1,148
|
| 8
| Bank of New York Mellon Corp.
| 5.802%
| 10/25/28
| 650
| 662
|
| 8
| Bank of New York Mellon Corp.
| 3.000%
| 10/30/28
| 1,000
| 918
|
|
| Bank of New York Mellon Corp.
| 4.543%
| 2/1/29
| 650
| 637
|
| 8
| Bank of New York Mellon Corp.
| 3.300%
| 8/23/29
| 500
| 457
|
| 8
| Bank of New York Mellon Corp.
| 6.317%
| 10/25/29
| 800
| 836
|
| 8
| Bank of New York Mellon Corp.
| 4.975%
| 3/14/30
| 825
| 820
|
|
| Bank of New York Mellon Corp.
| 2.500%
| 1/26/32
| 280
| 234
|
| 8
| Bank of New York Mellon Corp.
| 4.289%
| 6/13/33
| 5,000
| 4,669
|
| 8
| Bank of New York Mellon Corp.
| 5.834%
| 10/25/33
| 650
| 674
|
|
| Bank of New York Mellon Corp.
| 4.706%
| 2/1/34
| 350
| 335
|
| 8
| Bank of New York Mellon Corp.
| 4.967%
| 4/26/34
| 825
| 804
|
| 8
| Bank of New York Mellon Corp.
| 5.188%
| 3/14/35
| 825
| 814
|
|
| Bank of Nova Scotia
| 0.650%
| 7/31/24
| 550
| 548
|
|
| Bank of Nova Scotia
| 4.500%
| 12/16/25
| 1,250
| 1,230
|
|
| Bank of Nova Scotia
| 2.700%
| 8/3/26
| 725
| 687
|
|
| Bank of Nova Scotia
| 1.300%
| 9/15/26
| 1,000
| 917
|
|
| Bank of Nova Scotia
| 1.950%
| 2/2/27
| 500
| 461
|
| 8
| Bank of Nova Scotia
| 5.400%
| 6/4/27
| 375
| 377
|
|
| Bank of Nova Scotia
| 5.250%
| 6/12/28
| 800
| 803
|
| 8
| Bank of Nova Scotia
| 5.450%
| 8/1/29
| 345
| 348
|
|
| Bank of Nova Scotia
| 2.450%
| 2/2/32
| 500
| 412
|
|
| Bank of Nova Scotia
| 5.650%
| 2/1/34
| 850
| 864
|
|
| Bank of Nova Scotia
| 4.588%
| 5/4/37
| 1,025
| 924
|
|
| Bank OZK
| 2.750%
| 10/1/31
| 285
| 228
|
|
| BankUnited Inc.
| 4.875%
| 11/17/25
| 219
| 215
|
|
| BankUnited Inc.
| 5.125%
| 6/11/30
| 250
| 225
|
|
| Barclays plc
| 4.375%
| 1/12/26
| 1,200
| 1,180
|
| 8
| Barclays plc
| 2.852%
| 5/7/26
| 2,025
| 1,974
|
|
| Barclays plc
| 5.200%
| 5/12/26
| 1,260
| 1,245
|
|
| Barclays plc
| 5.304%
| 8/9/26
| 1,850
| 1,838
|
|
| Barclays plc
| 7.325%
| 11/2/26
| 1,500
| 1,527
|
|
| Barclays plc
| 5.829%
| 5/9/27
| 2,675
| 2,678
|
|
| Barclays plc
| 4.337%
| 1/10/28
| 1,000
| 962
|
|
| Barclays plc
| 5.674%
| 3/12/28
| 800
| 801
|
|
| Barclays plc
| 4.836%
| 5/9/28
| 4,750
| 4,584
|
|
| Barclays plc
| 5.501%
| 8/9/28
| 1,225
| 1,222
|
|
| Barclays plc
| 7.385%
| 11/2/28
| 1,500
| 1,579
|
| 8
| Barclays plc
| 4.972%
| 5/16/29
| 1,000
| 979
|
|
| Barclays plc
| 6.490%
| 9/13/29
| 390
| 404
|
|
| Barclays plc
| 5.690%
| 3/12/30
| 1,475
| 1,479
|
| 8
| Barclays plc
| 5.088%
| 6/20/30
| 2,975
| 2,846
|
|
| Barclays plc
| 2.645%
| 6/24/31
| 4,100
| 3,480
|
|
| Barclays plc
| 2.667%
| 3/10/32
| 1,750
| 1,453
|
|
| Barclays plc
| 5.746%
| 8/9/33
| 845
| 843
|
|
| Barclays plc
| 7.437%
| 11/2/33
| 3,500
| 3,850
|
|
| Barclays plc
| 6.224%
| 5/9/34
| 1,664
| 1,705
|
|
| Barclays plc
| 7.119%
| 6/27/34
| 500
| 532
|
|
| Barclays plc
| 6.692%
| 9/13/34
| 1,050
| 1,113
|
|
| Barclays plc
| 3.564%
| 9/23/35
| 700
| 602
|
|
| Barclays plc
| 5.250%
| 8/17/45
| 500
| 471
|
|
| Barclays plc
| 4.950%
| 1/10/47
| 1,300
| 1,159
|
|
| Barclays plc
| 6.036%
| 3/12/55
| 1,000
| 1,013
|
|
| Berkshire Hathaway Finance Corp.
| 1.850%
| 3/12/30
| 1,500
| 1,282
|
|
| Berkshire Hathaway Finance Corp.
| 2.875%
| 3/15/32
| 220
| 193
|
|
| Berkshire Hathaway Finance Corp.
| 5.750%
| 1/15/40
| 130
| 138
|
|
| Berkshire Hathaway Finance Corp.
| 4.400%
| 5/15/42
| 600
| 544
|
|
| Berkshire Hathaway Finance Corp.
| 4.300%
| 5/15/43
| 550
| 481
|
|
| Berkshire Hathaway Finance Corp.
| 4.200%
| 8/15/48
| 2,000
| 1,679
|
|
| Berkshire Hathaway Finance Corp.
| 4.250%
| 1/15/49
| 1,565
| 1,337
|
|
| Berkshire Hathaway Finance Corp.
| 2.850%
| 10/15/50
| 3,980
| 2,561
|
|
| Berkshire Hathaway Finance Corp.
| 2.500%
| 1/15/51
| 500
| 300
|
|
| Berkshire Hathaway Finance Corp.
| 3.850%
| 3/15/52
| 750
| 580
|
|
| Berkshire Hathaway Inc.
| 3.125%
| 3/15/26
| 3,231
| 3,129
|
|
| Berkshire Hathaway Inc.
| 4.500%
| 2/11/43
| 825
| 764
|
|
| BGC Group Inc.
| 8.000%
| 5/25/28
| 500
| 527
|
|
| BlackRock Funding Inc.
| 4.700%
| 3/14/29
| 825
| 821
|
|
| BlackRock Funding Inc.
| 5.000%
| 3/14/34
| 1,075
| 1,067
|
|
| BlackRock Funding Inc.
| 5.250%
| 3/14/54
| 825
| 797
|
|
| BlackRock Inc.
| 3.200%
| 3/15/27
| 550
| 528
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| BlackRock Inc.
| 3.250%
| 4/30/29
| 1,000
| 932
|
|
| BlackRock Inc.
| 2.400%
| 4/30/30
| 1,250
| 1,091
|
|
| BlackRock Inc.
| 1.900%
| 1/28/31
| 915
| 759
|
|
| BlackRock Inc.
| 2.100%
| 2/25/32
| 950
| 774
|
|
| BlackRock Inc.
| 4.750%
| 5/25/33
| 825
| 808
|
|
| BlackRock TCP Capital Corp.
| 6.950%
| 5/30/29
| 500
| 488
|
|
| Blackstone Private Credit Fund
| 7.050%
| 9/29/25
| 500
| 505
|
|
| Blackstone Private Credit Fund
| 2.625%
| 12/15/26
| 1,442
| 1,319
|
|
| Blackstone Private Credit Fund
| 3.250%
| 3/15/27
| 725
| 669
|
| 11
| Blackstone Private Credit Fund
| 7.300%
| 11/27/28
| 1,000
| 1,036
|
| 11
| Blackstone Private Credit Fund
| 5.950%
| 7/16/29
| 410
| 402
|
| 11
| Blackstone Private Credit Fund
| 6.250%
| 1/25/31
| 410
| 407
|
|
| Blackstone Secured Lending Fund
| 3.625%
| 1/15/26
| 500
| 480
|
|
| Blackstone Secured Lending Fund
| 2.750%
| 9/16/26
| 500
| 463
|
|
| Blackstone Secured Lending Fund
| 5.875%
| 11/15/27
| 500
| 496
|
|
| Blackstone Secured Lending Fund
| 2.850%
| 9/30/28
| 750
| 657
|
|
| Blue Owl Capital Corp.
| 3.750%
| 7/22/25
| 1,300
| 1,267
|
|
| Blue Owl Capital Corp.
| 3.400%
| 7/15/26
| 1,137
| 1,071
|
|
| Blue Owl Capital Corp.
| 2.625%
| 1/15/27
| 500
| 457
|
|
| Blue Owl Capital Corp.
| 2.875%
| 6/11/28
| 550
| 486
|
|
| Blue Owl Capital Corp.
| 5.950%
| 3/15/29
| 500
| 492
|
| 8
| Blue Owl Credit Income Corp.
| 4.700%
| 2/8/27
| 800
| 761
|
|
| Blue Owl Credit Income Corp.
| 7.950%
| 6/13/28
| 500
| 517
|
|
| Blue Owl Credit Income Corp.
| 7.750%
| 1/15/29
| 1,350
| 1,392
|
| 11
| Blue Owl Credit Income Corp.
| 6.600%
| 9/15/29
| 500
| 493
|
| 11
| Blue Owl Finance LLC
| 6.250%
| 4/18/34
| 850
| 853
|
|
| Blue Owl Technology Finance Corp.
| 2.500%
| 1/15/27
| 500
| 449
|
| 11
| Blue Owl Technology Finance Corp. II
| 6.750%
| 4/4/29
| 1,000
| 978
|
| 11
| BNP Paribas SA
| 3.052%
| 1/13/31
| 1,175
| 1,029
|
| 8
| BPCE SA
| 3.375%
| 12/2/26
| 250
| 239
|
|
| Brighthouse Financial Inc.
| 5.625%
| 5/15/30
| 500
| 500
|
|
| Brighthouse Financial Inc.
| 4.700%
| 6/22/47
| 487
| 378
|
|
| Brookfield Finance Inc.
| 4.250%
| 6/2/26
| 150
| 147
|
|
| Brookfield Finance Inc.
| 3.900%
| 1/25/28
| 1,000
| 954
|
|
| Brookfield Finance Inc.
| 4.850%
| 3/29/29
| 600
| 589
|
|
| Brookfield Finance Inc.
| 4.350%
| 4/15/30
| 320
| 303
|
|
| Brookfield Finance Inc.
| 2.724%
| 4/15/31
| 1,200
| 1,016
|
|
| Brookfield Finance Inc.
| 6.350%
| 1/5/34
| 500
| 524
|
|
| Brookfield Finance Inc.
| 5.675%
| 1/15/35
| 500
| 495
|
|
| Brookfield Finance Inc.
| 4.700%
| 9/20/47
| 750
| 635
|
|
| Brookfield Finance Inc.
| 3.500%
| 3/30/51
| 250
| 173
|
|
| Brookfield Finance Inc.
| 3.625%
| 2/15/52
| 500
| 348
|
|
| Brookfield Finance Inc.
| 5.968%
| 3/4/54
| 730
| 722
|
|
| Brookfield Finance LLC
| 3.450%
| 4/15/50
| 1,200
| 823
|
|
| Brown & Brown Inc.
| 4.500%
| 3/15/29
| 275
| 265
|
|
| Brown & Brown Inc.
| 2.375%
| 3/15/31
| 1,000
| 826
|
|
| Brown & Brown Inc.
| 4.200%
| 3/17/32
| 500
| 457
|
|
| Brown & Brown Inc.
| 5.650%
| 6/11/34
| 500
| 497
|
|
| Brown & Brown Inc.
| 4.950%
| 3/17/52
| 575
| 489
|
|
| Canadian Imperial Bank of Commerce
| 3.945%
| 8/4/25
| 5,000
| 4,916
|
|
| Canadian Imperial Bank of Commerce
| 0.950%
| 10/23/25
| 500
| 472
|
|
| Canadian Imperial Bank of Commerce
| 1.250%
| 6/22/26
| 1,050
| 972
|
|
| Canadian Imperial Bank of Commerce
| 5.615%
| 7/17/26
| 500
| 503
|
|
| Canadian Imperial Bank of Commerce
| 3.450%
| 4/7/27
| 700
| 670
|
|
| Canadian Imperial Bank of Commerce
| 5.237%
| 6/28/27
| 560
| 559
|
|
| Canadian Imperial Bank of Commerce
| 5.001%
| 4/28/28
| 500
| 496
|
|
| Canadian Imperial Bank of Commerce
| 5.986%
| 10/3/28
| 500
| 514
|
|
| Canadian Imperial Bank of Commerce
| 5.260%
| 4/8/29
| 500
| 499
|
|
| Canadian Imperial Bank of Commerce
| 3.600%
| 4/7/32
| 950
| 841
|
|
| Canadian Imperial Bank of Commerce
| 6.092%
| 10/3/33
| 390
| 404
|
|
| Capital One Financial Corp.
| 4.200%
| 10/29/25
| 500
| 489
|
|
| Capital One Financial Corp.
| 2.636%
| 3/3/26
| 1,162
| 1,137
|
|
| Capital One Financial Corp.
| 3.750%
| 7/28/26
| 250
| 241
|
|
| Capital One Financial Corp.
| 3.750%
| 3/9/27
| 1,075
| 1,032
|
|
| Capital One Financial Corp.
| 3.650%
| 5/11/27
| 1,750
| 1,673
|
|
| Capital One Financial Corp.
| 7.149%
| 10/29/27
| 800
| 826
|
|
| Capital One Financial Corp.
| 1.878%
| 11/2/27
| 1,790
| 1,641
|
|
| Capital One Financial Corp.
| 3.800%
| 1/31/28
| 2,000
| 1,901
|
|
| Capital One Financial Corp.
| 5.468%
| 2/1/29
| 2,693
| 2,682
|
|
| Capital One Financial Corp.
| 6.312%
| 6/8/29
| 550
| 563
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Capital One Financial Corp.
| 5.700%
| 2/1/30
| 1,616
| 1,623
|
|
| Capital One Financial Corp.
| 3.273%
| 3/1/30
| 1,350
| 1,217
|
| 8
| Capital One Financial Corp.
| 7.624%
| 10/30/31
| 800
| 880
|
|
| Capital One Financial Corp.
| 2.359%
| 7/29/32
| 800
| 626
|
|
| Capital One Financial Corp.
| 5.817%
| 2/1/34
| 2,297
| 2,273
|
|
| Capital One Financial Corp.
| 6.377%
| 6/8/34
| 2,000
| 2,054
|
|
| Capital One Financial Corp.
| 6.051%
| 2/1/35
| 1,835
| 1,846
|
|
| Cboe Global Markets Inc.
| 3.650%
| 1/12/27
| 1,290
| 1,244
|
|
| Cboe Global Markets Inc.
| 1.625%
| 12/15/30
| 500
| 409
|
|
| Charles Schwab Corp.
| 0.900%
| 3/11/26
| 1,000
| 928
|
|
| Charles Schwab Corp.
| 1.150%
| 5/13/26
| 3,000
| 2,776
|
|
| Charles Schwab Corp.
| 5.875%
| 8/24/26
| 820
| 829
|
|
| Charles Schwab Corp.
| 3.200%
| 3/2/27
| 1,100
| 1,047
|
|
| Charles Schwab Corp.
| 2.450%
| 3/3/27
| 1,330
| 1,240
|
|
| Charles Schwab Corp.
| 3.300%
| 4/1/27
| 2,237
| 2,134
|
|
| Charles Schwab Corp.
| 3.200%
| 1/25/28
| 400
| 375
|
|
| Charles Schwab Corp.
| 4.000%
| 2/1/29
| 440
| 422
|
|
| Charles Schwab Corp.
| 3.250%
| 5/22/29
| 475
| 438
|
|
| Charles Schwab Corp.
| 2.750%
| 10/1/29
| 300
| 269
|
|
| Charles Schwab Corp.
| 6.196%
| 11/17/29
| 1,005
| 1,045
|
|
| Charles Schwab Corp.
| 2.300%
| 5/13/31
| 1,000
| 840
|
|
| Charles Schwab Corp.
| 1.950%
| 12/1/31
| 1,550
| 1,239
|
|
| Charles Schwab Corp.
| 2.900%
| 3/3/32
| 725
| 620
|
|
| Charles Schwab Corp.
| 5.853%
| 5/19/34
| 1,000
| 1,019
|
|
| Charles Schwab Corp.
| 6.136%
| 8/24/34
| 1,310
| 1,364
|
|
| Chubb Corp.
| 6.000%
| 5/11/37
| 375
| 400
|
| 8
| Chubb Corp.
| 6.500%
| 5/15/38
| 1,322
| 1,474
|
|
| Chubb INA Holdings LLC
| 3.350%
| 5/3/26
| 2,200
| 2,129
|
|
| Chubb INA Holdings LLC
| 1.375%
| 9/15/30
| 1,000
| 815
|
|
| Chubb INA Holdings LLC
| 5.000%
| 3/15/34
| 820
| 812
|
|
| Chubb INA Holdings LLC
| 6.700%
| 5/15/36
| 180
| 202
|
|
| Chubb INA Holdings LLC
| 4.150%
| 3/13/43
| 225
| 192
|
|
| Chubb INA Holdings LLC
| 4.350%
| 11/3/45
| 800
| 691
|
|
| Chubb INA Holdings LLC
| 2.850%
| 12/15/51
| 500
| 327
|
|
| Chubb INA Holdings LLC
| 3.050%
| 12/15/61
| 1,000
| 636
|
|
| CI Financial Corp.
| 3.200%
| 12/17/30
| 2,207
| 1,740
|
| 8
| Cincinnati Financial Corp.
| 6.920%
| 5/15/28
| 300
| 317
|
|
| Cincinnati Financial Corp.
| 6.125%
| 11/1/34
| 275
| 286
|
|
| Citibank NA
| 5.864%
| 9/29/25
| 1,100
| 1,106
|
| 8
| Citibank NA
| 5.438%
| 4/30/26
| 1,675
| 1,681
|
| 8
| Citibank NA
| 5.488%
| 12/4/26
| 2,000
| 2,010
|
|
| Citibank NA
| 5.803%
| 9/29/28
| 2,025
| 2,080
|
| 8
| Citibank NA
| 5.570%
| 4/30/34
| 1,200
| 1,220
|
|
| Citigroup Inc.
| 5.500%
| 9/13/25
| 1,000
| 999
|
|
| Citigroup Inc.
| 3.700%
| 1/12/26
| 400
| 390
|
|
| Citigroup Inc.
| 4.600%
| 3/9/26
| 975
| 959
|
|
| Citigroup Inc.
| 3.400%
| 5/1/26
| 750
| 724
|
|
| Citigroup Inc.
| 5.610%
| 9/29/26
| 3,100
| 3,099
|
|
| Citigroup Inc.
| 3.200%
| 10/21/26
| 3,000
| 2,859
|
|
| Citigroup Inc.
| 4.300%
| 11/20/26
| 775
| 757
|
|
| Citigroup Inc.
| 4.450%
| 9/29/27
| 3,825
| 3,729
|
| 8
| Citigroup Inc.
| 3.887%
| 1/10/28
| 7,499
| 7,242
|
|
| Citigroup Inc.
| 6.625%
| 1/15/28
| 800
| 839
|
| 8
| Citigroup Inc.
| 3.070%
| 2/24/28
| 2,200
| 2,076
|
|
| Citigroup Inc.
| 4.658%
| 5/24/28
| 1,000
| 984
|
| 8
| Citigroup Inc.
| 3.668%
| 7/24/28
| 2,675
| 2,550
|
|
| Citigroup Inc.
| 4.125%
| 7/25/28
| 425
| 408
|
| 8
| Citigroup Inc.
| 3.520%
| 10/27/28
| 2,760
| 2,609
|
|
| Citigroup Inc.
| 5.174%
| 2/13/30
| 2,025
| 2,013
|
| 8
| Citigroup Inc.
| 3.980%
| 3/20/30
| 2,000
| 1,887
|
| 8
| Citigroup Inc.
| 2.976%
| 11/5/30
| 1,175
| 1,047
|
| 8
| Citigroup Inc.
| 2.666%
| 1/29/31
| 175
| 152
|
| 8
| Citigroup Inc.
| 4.412%
| 3/31/31
| 8,750
| 8,339
|
| 8
| Citigroup Inc.
| 2.572%
| 6/3/31
| 2,500
| 2,145
|
|
| Citigroup Inc.
| 6.625%
| 6/15/32
| 750
| 800
|
|
| Citigroup Inc.
| 2.520%
| 11/3/32
| 2,000
| 1,645
|
|
| Citigroup Inc.
| 3.057%
| 1/25/33
| 750
| 636
|
|
| Citigroup Inc.
| 5.875%
| 2/22/33
| 200
| 204
|
|
| Citigroup Inc.
| 3.785%
| 3/17/33
| 2,600
| 2,318
|
|
| Citigroup Inc.
| 4.910%
| 5/24/33
| 1,000
| 961
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Citigroup Inc.
| 6.000%
| 10/31/33
| 925
| 950
|
|
| Citigroup Inc.
| 6.270%
| 11/17/33
| 5,000
| 5,242
|
|
| Citigroup Inc.
| 6.174%
| 5/25/34
| 2,250
| 2,289
|
|
| Citigroup Inc.
| 5.827%
| 2/13/35
| 2,000
| 1,982
|
|
| Citigroup Inc.
| 6.125%
| 8/25/36
| 1,699
| 1,738
|
| 8
| Citigroup Inc.
| 3.878%
| 1/24/39
| 1,100
| 920
|
|
| Citigroup Inc.
| 8.125%
| 7/15/39
| 1,099
| 1,373
|
| 8
| Citigroup Inc.
| 5.316%
| 3/26/41
| 4,950
| 4,771
|
|
| Citigroup Inc.
| 5.875%
| 1/30/42
| 800
| 821
|
|
| Citigroup Inc.
| 6.675%
| 9/13/43
| 500
| 544
|
|
| Citigroup Inc.
| 5.300%
| 5/6/44
| 750
| 698
|
|
| Citigroup Inc.
| 4.650%
| 7/30/45
| 1,200
| 1,048
|
|
| Citigroup Inc.
| 4.750%
| 5/18/46
| 825
| 707
|
|
| Citigroup Inc.
| 4.650%
| 7/23/48
| 1,480
| 1,290
|
| 8
| Citizens Bank NA
| 3.750%
| 2/18/26
| 500
| 484
|
|
| Citizens Bank NA
| 4.575%
| 8/9/28
| 575
| 555
|
|
| Citizens Financial Group Inc.
| 2.850%
| 7/27/26
| 2,231
| 2,108
|
|
| Citizens Financial Group Inc.
| 5.841%
| 1/23/30
| 800
| 797
|
|
| Citizens Financial Group Inc.
| 2.500%
| 2/6/30
| 450
| 381
|
|
| Citizens Financial Group Inc.
| 4.300%
| 2/11/31
| 825
| 727
|
|
| Citizens Financial Group Inc.
| 2.638%
| 9/30/32
| 180
| 138
|
|
| Citizens Financial Group Inc.
| 6.645%
| 4/25/35
| 625
| 647
|
|
| CME Group Inc.
| 3.750%
| 6/15/28
| 300
| 289
|
|
| CME Group Inc.
| 2.650%
| 3/15/32
| 1,000
| 857
|
|
| CME Group Inc.
| 5.300%
| 9/15/43
| 720
| 719
|
|
| CME Group Inc.
| 4.150%
| 6/15/48
| 500
| 421
|
|
| CNA Financial Corp.
| 3.450%
| 8/15/27
| 400
| 379
|
|
| CNA Financial Corp.
| 3.900%
| 5/1/29
| 800
| 758
|
|
| CNA Financial Corp.
| 5.125%
| 2/15/34
| 638
| 618
|
|
| CNO Financial Group Inc.
| 6.450%
| 6/15/34
| 585
| 585
|
| 8
| Comerica Bank
| 4.000%
| 7/27/25
| 578
| 565
|
|
| Comerica Inc.
| 4.000%
| 2/1/29
| 415
| 381
|
|
| Comerica Inc.
| 5.982%
| 1/30/30
| 790
| 779
|
|
| Commonwealth Bank of Australia
| 5.316%
| 3/13/26
| 900
| 903
|
|
| Cooperatieve Rabobank UA
| 4.375%
| 8/4/25
| 802
| 790
|
|
| Cooperatieve Rabobank UA
| 4.850%
| 1/9/26
| 600
| 597
|
| 8
| Cooperatieve Rabobank UA
| 3.750%
| 7/21/26
| 1,800
| 1,733
|
|
| Cooperatieve Rabobank UA
| 5.500%
| 10/5/26
| 600
| 604
|
|
| Cooperatieve Rabobank UA
| 4.800%
| 1/9/29
| 600
| 594
|
|
| Cooperatieve Rabobank UA
| 5.750%
| 12/1/43
| 750
| 739
|
|
| Cooperatieve Rabobank UA
| 5.250%
| 8/4/45
| 3,250
| 3,079
|
|
| Corebridge Financial Inc.
| 3.650%
| 4/5/27
| 1,000
| 957
|
|
| Corebridge Financial Inc.
| 3.850%
| 4/5/29
| 1,250
| 1,172
|
|
| Corebridge Financial Inc.
| 3.900%
| 4/5/32
| 500
| 448
|
| 11
| Corebridge Financial Inc.
| 6.050%
| 9/15/33
| 500
| 512
|
|
| Corebridge Financial Inc.
| 5.750%
| 1/15/34
| 1,300
| 1,308
|
|
| Corebridge Financial Inc.
| 4.350%
| 4/5/42
| 500
| 413
|
|
| Corebridge Financial Inc.
| 4.400%
| 4/5/52
| 2,000
| 1,575
|
|
| Credit Suisse USA LLC
| 7.125%
| 7/15/32
| 465
| 511
|
| 8
| Deutsche Bank AG
| 4.100%
| 1/13/26
| 400
| 391
|
|
| Deutsche Bank AG
| 1.686%
| 3/19/26
| 1,500
| 1,411
|
|
| Deutsche Bank AG
| 6.119%
| 7/14/26
| 1,000
| 1,001
|
|
| Deutsche Bank AG
| 2.129%
| 11/24/26
| 1,600
| 1,519
|
|
| Deutsche Bank AG
| 7.146%
| 7/13/27
| 1,500
| 1,536
|
|
| Deutsche Bank AG
| 2.311%
| 11/16/27
| 500
| 461
|
|
| Deutsche Bank AG
| 2.552%
| 1/7/28
| 1,005
| 929
|
|
| Deutsche Bank AG
| 5.706%
| 2/8/28
| 540
| 539
|
|
| Deutsche Bank AG
| 6.720%
| 1/18/29
| 1,555
| 1,604
|
|
| Deutsche Bank AG
| 6.819%
| 11/20/29
| 1,000
| 1,040
|
|
| Deutsche Bank AG
| 5.882%
| 7/8/31
| 200
| 196
|
| 8
| Deutsche Bank AG
| 3.547%
| 9/18/31
| 900
| 791
|
|
| Deutsche Bank AG
| 3.729%
| 1/14/32
| 1,730
| 1,462
|
|
| Deutsche Bank AG
| 3.035%
| 5/28/32
| 1,005
| 843
|
|
| Deutsche Bank AG
| 4.875%
| 12/1/32
| 570
| 536
|
|
| Deutsche Bank AG
| 3.742%
| 1/7/33
| 1,393
| 1,147
|
|
| Deutsche Bank AG
| 7.079%
| 2/10/34
| 1,150
| 1,171
|
| 8
| Discover Bank
| 4.250%
| 3/13/26
| 2,043
| 1,993
|
| 8
| Discover Bank
| 3.450%
| 7/27/26
| 1,455
| 1,390
|
| 8
| Discover Bank
| 4.650%
| 9/13/28
| 500
| 479
|
| 8
| Discover Bank
| 2.700%
| 2/6/30
| 400
| 343
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Discover Financial Services
| 4.500%
| 1/30/26
| 3,183
| 3,118
|
|
| Discover Financial Services
| 6.700%
| 11/29/32
| 550
| 573
|
|
| Eaton Vance Corp.
| 3.500%
| 4/6/27
| 511
| 488
|
|
| Enact Holdings Inc.
| 6.250%
| 5/28/29
| 630
| 630
|
|
| Enstar Finance LLC
| 5.750%
| 9/1/40
| 49
| 48
|
|
| Enstar Finance LLC
| 5.500%
| 1/15/42
| 500
| 483
|
|
| Enstar Group Ltd.
| 4.950%
| 6/1/29
| 680
| 653
|
|
| Enstar Group Ltd.
| 3.100%
| 9/1/31
| 500
| 413
|
|
| Equitable Holdings Inc.
| 4.350%
| 4/20/28
| 3,460
| 3,349
|
|
| Equitable Holdings Inc.
| 5.594%
| 1/11/33
| 500
| 507
|
|
| Equitable Holdings Inc.
| 5.000%
| 4/20/48
| 815
| 731
|
| 6
| Essent Group Ltd.
| 6.250%
| 7/1/29
| 420
| 420
|
|
| Everest Reinsurance Holdings Inc.
| 4.868%
| 6/1/44
| 300
| 263
|
|
| Everest Reinsurance Holdings Inc.
| 3.500%
| 10/15/50
| 500
| 336
|
|
| Everest Reinsurance Holdings Inc.
| 3.125%
| 10/15/52
| 1,250
| 772
|
|
| F&G Annuities & Life Inc.
| 7.400%
| 1/13/28
| 400
| 413
|
|
| Fairfax Financial Holdings Ltd.
| 4.850%
| 4/17/28
| 400
| 393
|
|
| Fairfax Financial Holdings Ltd.
| 4.625%
| 4/29/30
| 600
| 572
|
|
| Fairfax Financial Holdings Ltd.
| 3.375%
| 3/3/31
| 1,000
| 870
|
|
| Fairfax Financial Holdings Ltd.
| 5.625%
| 8/16/32
| 650
| 642
|
| 11
| Fairfax Financial Holdings Ltd.
| 6.000%
| 12/7/33
| 500
| 508
|
| 11
| Fairfax Financial Holdings Ltd.
| 6.350%
| 3/22/54
| 825
| 826
|
| 11
| Fairfax Financial Holdings Ltd.
| 6.100%
| 3/15/55
| 500
| 483
|
|
| Fidelity National Financial Inc.
| 3.400%
| 6/15/30
| 500
| 444
|
|
| Fidelity National Financial Inc.
| 2.450%
| 3/15/31
| 750
| 612
|
|
| Fidelity National Financial Inc.
| 3.200%
| 9/17/51
| 500
| 308
|
|
| Fifth Third Bancorp
| 2.550%
| 5/5/27
| 1,500
| 1,390
|
|
| Fifth Third Bancorp
| 1.707%
| 11/1/27
| 500
| 458
|
|
| Fifth Third Bancorp
| 3.950%
| 3/14/28
| 300
| 286
|
|
| Fifth Third Bancorp
| 4.055%
| 4/25/28
| 500
| 478
|
|
| Fifth Third Bancorp
| 6.339%
| 7/27/29
| 800
| 820
|
|
| Fifth Third Bancorp
| 4.772%
| 7/28/30
| 400
| 385
|
|
| Fifth Third Bancorp
| 5.631%
| 1/29/32
| 1,225
| 1,214
|
|
| Fifth Third Bancorp
| 4.337%
| 4/25/33
| 500
| 456
|
|
| Fifth Third Bancorp
| 8.250%
| 3/1/38
| 710
| 839
|
| 8
| Fifth Third Bank NA
| 3.950%
| 7/28/25
| 625
| 614
|
| 8
| Fifth Third Bank NA
| 3.850%
| 3/15/26
| 1,500
| 1,455
|
| 8
| Fifth Third Bank NA
| 2.250%
| 2/1/27
| 1,165
| 1,078
|
|
| First American Financial Corp.
| 2.400%
| 8/15/31
| 600
| 479
|
| 8
| First Horizon Bank
| 5.750%
| 5/1/30
| 340
| 324
|
|
| First-Citizens Bank & Trust Co.
| 6.125%
| 3/9/28
| 350
| 357
|
|
| Franklin Resources Inc.
| 1.600%
| 10/30/30
| 500
| 404
|
|
| Franklin Resources Inc.
| 2.950%
| 8/12/51
| 500
| 311
|
|
| FS KKR Capital Corp.
| 3.400%
| 1/15/26
| 1,580
| 1,504
|
|
| FS KKR Capital Corp.
| 7.875%
| 1/15/29
| 900
| 930
|
|
| FS KKR Capital Corp.
| 6.875%
| 8/15/29
| 300
| 297
|
|
| GATX Corp.
| 3.850%
| 3/30/27
| 910
| 876
|
|
| GATX Corp.
| 3.500%
| 3/15/28
| 200
| 188
|
|
| GATX Corp.
| 4.550%
| 11/7/28
| 600
| 586
|
|
| GATX Corp.
| 4.700%
| 4/1/29
| 275
| 269
|
|
| GATX Corp.
| 4.000%
| 6/30/30
| 460
| 428
|
|
| GATX Corp.
| 1.900%
| 6/1/31
| 500
| 401
|
|
| GATX Corp.
| 3.500%
| 6/1/32
| 500
| 435
|
|
| GATX Corp.
| 5.450%
| 9/15/33
| 500
| 493
|
|
| GATX Corp.
| 6.050%
| 3/15/34
| 500
| 511
|
|
| GATX Corp.
| 6.900%
| 5/1/34
| 500
| 544
|
|
| GATX Corp.
| 5.200%
| 3/15/44
| 150
| 139
|
|
| GATX Corp.
| 4.500%
| 3/30/45
| 150
| 121
|
|
| GATX Corp.
| 3.100%
| 6/1/51
| 500
| 316
|
|
| GATX Corp.
| 6.050%
| 6/5/54
| 500
| 501
|
|
| GE Capital International Funding Co. Unlimited Co.
| 4.418%
| 11/15/35
| 930
| 858
|
|
| Globe Life Inc.
| 4.550%
| 9/15/28
| 385
| 365
|
|
| Globe Life Inc.
| 2.150%
| 8/15/30
| 500
| 401
|
| 8
| Goldman Sachs Bank USA
| 5.283%
| 3/18/27
| 1,650
| 1,644
|
|
| Goldman Sachs Bank USA
| 5.414%
| 5/21/27
| 1,675
| 1,673
|
|
| Goldman Sachs BDC Inc.
| 2.875%
| 1/15/26
| 500
| 477
|
|
| Goldman Sachs Capital I
| 6.345%
| 2/15/34
| 975
| 1,007
|
|
| Goldman Sachs Group Inc.
| 3.750%
| 2/25/26
| 2,450
| 2,388
|
|
| Goldman Sachs Group Inc.
| 5.798%
| 8/10/26
| 1,415
| 1,416
|
| 8
| Goldman Sachs Group Inc.
| 1.093%
| 12/9/26
| 2,000
| 1,870
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Goldman Sachs Group Inc.
| 5.950%
| 1/15/27
| 1,030
| 1,047
|
|
| Goldman Sachs Group Inc.
| 3.850%
| 1/26/27
| 1,100
| 1,063
|
|
| Goldman Sachs Group Inc.
| 1.431%
| 3/9/27
| 2,000
| 1,866
|
|
| Goldman Sachs Group Inc.
| 1.948%
| 10/21/27
| 7,000
| 6,464
|
|
| Goldman Sachs Group Inc.
| 2.640%
| 2/24/28
| 3,491
| 3,256
|
|
| Goldman Sachs Group Inc.
| 3.615%
| 3/15/28
| 2,360
| 2,256
|
| 8
| Goldman Sachs Group Inc.
| 3.691%
| 6/5/28
| 6,050
| 5,787
|
| 8
| Goldman Sachs Group Inc.
| 3.814%
| 4/23/29
| 1,200
| 1,138
|
| 8
| Goldman Sachs Group Inc.
| 4.223%
| 5/1/29
| 2,150
| 2,070
|
|
| Goldman Sachs Group Inc.
| 6.484%
| 10/24/29
| 2,025
| 2,115
|
|
| Goldman Sachs Group Inc.
| 3.800%
| 3/15/30
| 6,425
| 6,006
|
|
| Goldman Sachs Group Inc.
| 5.727%
| 4/25/30
| 1,050
| 1,069
|
|
| Goldman Sachs Group Inc.
| 1.992%
| 1/27/32
| 2,200
| 1,787
|
|
| Goldman Sachs Group Inc.
| 2.615%
| 4/22/32
| 3,000
| 2,522
|
|
| Goldman Sachs Group Inc.
| 2.383%
| 7/21/32
| 3,970
| 3,263
|
|
| Goldman Sachs Group Inc.
| 2.650%
| 10/21/32
| 3,400
| 2,828
|
|
| Goldman Sachs Group Inc.
| 3.102%
| 2/24/33
| 2,735
| 2,339
|
|
| Goldman Sachs Group Inc.
| 6.561%
| 10/24/34
| 500
| 538
|
|
| Goldman Sachs Group Inc.
| 5.851%
| 4/25/35
| 1,550
| 1,588
|
|
| Goldman Sachs Group Inc.
| 6.450%
| 5/1/36
| 2,975
| 3,169
|
|
| Goldman Sachs Group Inc.
| 6.750%
| 10/1/37
| 2,000
| 2,160
|
| 8
| Goldman Sachs Group Inc.
| 4.017%
| 10/31/38
| 2,230
| 1,897
|
|
| Goldman Sachs Group Inc.
| 6.250%
| 2/1/41
| 2,090
| 2,220
|
|
| Goldman Sachs Group Inc.
| 3.210%
| 4/22/42
| 3,120
| 2,311
|
|
| Goldman Sachs Group Inc.
| 3.436%
| 2/24/43
| 1,865
| 1,407
|
| 8
| Goldman Sachs Group Inc.
| 4.800%
| 7/8/44
| 1,710
| 1,543
|
|
| Goldman Sachs Group Inc.
| 5.150%
| 5/22/45
| 2,075
| 1,940
|
|
| Goldman Sachs Group Inc.
| 4.750%
| 10/21/45
| 525
| 471
|
|
| Golub Capital BDC Inc.
| 2.500%
| 8/24/26
| 684
| 630
|
|
| Golub Capital BDC Inc.
| 2.050%
| 2/15/27
| 290
| 260
|
|
| Golub Capital BDC Inc.
| 7.050%
| 12/5/28
| 500
| 510
|
| 6,11
| Hannon Armstrong Sustainable Infrastructure Capital Inc.
| 6.375%
| 7/1/34
| 500
| 492
|
|
| Hanover Insurance Group Inc.
| 4.500%
| 4/15/26
| 270
| 265
|
|
| Hartford Financial Services Group Inc.
| 2.800%
| 8/19/29
| 500
| 444
|
|
| Hartford Financial Services Group Inc.
| 6.100%
| 10/1/41
| 600
| 621
|
|
| Hartford Financial Services Group Inc.
| 4.300%
| 4/15/43
| 500
| 422
|
|
| Hartford Financial Services Group Inc.
| 3.600%
| 8/19/49
| 500
| 365
|
|
| Hartford Financial Services Group Inc.
| 2.900%
| 9/15/51
| 700
| 439
|
| 11
| HPS Corporate Lending Fund
| 6.250%
| 9/30/29
| 500
| 494
|
| 8
| HSBC Bank USA NA
| 5.875%
| 11/1/34
| 250
| 261
|
| 8
| HSBC Bank USA NA
| 7.000%
| 1/15/39
| 650
| 729
|
|
| HSBC Holdings plc
| 4.250%
| 8/18/25
| 5,800
| 5,696
|
|
| HSBC Holdings plc
| 4.300%
| 3/8/26
| 2,678
| 2,632
|
|
| HSBC Holdings plc
| 3.900%
| 5/25/26
| 1,463
| 1,423
|
| 8
| HSBC Holdings plc
| 2.099%
| 6/4/26
| 7,135
| 6,898
|
| 8
| HSBC Holdings plc
| 4.292%
| 9/12/26
| 3,100
| 3,045
|
|
| HSBC Holdings plc
| 7.336%
| 11/3/26
| 250
| 255
|
|
| HSBC Holdings plc
| 4.375%
| 11/23/26
| 3,000
| 2,923
|
|
| HSBC Holdings plc
| 1.589%
| 5/24/27
| 600
| 559
|
|
| HSBC Holdings plc
| 2.251%
| 11/22/27
| 2,145
| 1,988
|
| 8
| HSBC Holdings plc
| 4.041%
| 3/13/28
| 2,000
| 1,927
|
|
| HSBC Holdings plc
| 4.755%
| 6/9/28
| 3,020
| 2,971
|
|
| HSBC Holdings plc
| 5.210%
| 8/11/28
| 2,950
| 2,929
|
| 8
| HSBC Holdings plc
| 2.013%
| 9/22/28
| 8,000
| 7,184
|
|
| HSBC Holdings plc
| 7.390%
| 11/3/28
| 850
| 899
|
|
| HSBC Holdings plc
| 6.161%
| 3/9/29
| 708
| 724
|
| 8
| HSBC Holdings plc
| 4.583%
| 6/19/29
| 1,900
| 1,836
|
|
| HSBC Holdings plc
| 2.206%
| 8/17/29
| 2,000
| 1,758
|
|
| HSBC Holdings plc
| 4.950%
| 3/31/30
| 2,230
| 2,192
|
| 8
| HSBC Holdings plc
| 3.973%
| 5/22/30
| 2,100
| 1,962
|
| 8
| HSBC Holdings plc
| 2.848%
| 6/4/31
| 2,000
| 1,727
|
| 8
| HSBC Holdings plc
| 2.357%
| 8/18/31
| 4,000
| 3,341
|
| 8
| HSBC Holdings plc
| 7.625%
| 5/17/32
| 400
| 438
|
|
| HSBC Holdings plc
| 2.804%
| 5/24/32
| 2,500
| 2,093
|
|
| HSBC Holdings plc
| 2.871%
| 11/22/32
| 3,000
| 2,496
|
| 8
| HSBC Holdings plc
| 7.350%
| 11/27/32
| 400
| 417
|
|
| HSBC Holdings plc
| 4.762%
| 3/29/33
| 1,375
| 1,270
|
|
| HSBC Holdings plc
| 5.402%
| 8/11/33
| 1,045
| 1,032
|
|
| HSBC Holdings plc
| 8.113%
| 11/3/33
| 1,250
| 1,413
|
|
| HSBC Holdings plc
| 6.254%
| 3/9/34
| 1,700
| 1,770
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| HSBC Holdings plc
| 6.547%
| 6/20/34
| 800
| 826
|
|
| HSBC Holdings plc
| 7.399%
| 11/13/34
| 1,740
| 1,888
|
|
| HSBC Holdings plc
| 5.719%
| 3/4/35
| 1,000
| 1,005
|
| 8
| HSBC Holdings plc
| 6.500%
| 5/2/36
| 1,785
| 1,846
|
|
| HSBC Holdings plc
| 6.500%
| 9/15/37
| 600
| 622
|
| 8
| HSBC Holdings plc
| 6.500%
| 9/15/37
| 660
| 677
|
| 8
| HSBC Holdings plc
| 6.800%
| 6/1/38
| 1,450
| 1,534
|
|
| HSBC Holdings plc
| 6.100%
| 1/14/42
| 1,200
| 1,276
|
|
| HSBC Holdings plc
| 6.332%
| 3/9/44
| 2,350
| 2,457
|
|
| HSBC Holdings plc
| 5.250%
| 3/14/44
| 1,700
| 1,576
|
|
| Huntington Bancshares Inc.
| 4.443%
| 8/4/28
| 525
| 509
|
|
| Huntington Bancshares Inc.
| 6.208%
| 8/21/29
| 840
| 857
|
|
| Huntington Bancshares Inc.
| 2.550%
| 2/4/30
| 1,125
| 962
|
|
| Huntington Bancshares Inc.
| 5.023%
| 5/17/33
| 500
| 473
|
|
| Huntington Bancshares Inc.
| 5.709%
| 2/2/35
| 995
| 980
|
| 8
| Huntington National Bank
| 4.270%
| 11/25/26
| 450
| 426
|
|
| Huntington National Bank
| 4.552%
| 5/17/28
| 500
| 487
|
|
| Huntington National Bank
| 5.650%
| 1/10/30
| 500
| 500
|
|
| Industrial & Commercial Bank of China Ltd.
| 3.538%
| 11/8/27
| 450
| 429
|
|
| ING Groep NV
| 3.950%
| 3/29/27
| 1,300
| 1,256
|
|
| ING Groep NV
| 6.083%
| 9/11/27
| 1,900
| 1,920
|
|
| ING Groep NV
| 4.017%
| 3/28/28
| 700
| 675
|
|
| ING Groep NV
| 4.550%
| 10/2/28
| 1,000
| 974
|
|
| ING Groep NV
| 4.050%
| 4/9/29
| 610
| 579
|
|
| ING Groep NV
| 5.335%
| 3/19/30
| 2,000
| 1,992
|
|
| ING Groep NV
| 6.114%
| 9/11/34
| 1,600
| 1,649
|
|
| ING Groep NV
| 5.550%
| 3/19/35
| 1,300
| 1,285
|
|
| Intercontinental Exchange Inc.
| 3.750%
| 12/1/25
| 1,100
| 1,076
|
|
| Intercontinental Exchange Inc.
| 3.100%
| 9/15/27
| 200
| 188
|
|
| Intercontinental Exchange Inc.
| 4.000%
| 9/15/27
| 500
| 484
|
|
| Intercontinental Exchange Inc.
| 3.750%
| 9/21/28
| 500
| 476
|
|
| Intercontinental Exchange Inc.
| 4.350%
| 6/15/29
| 300
| 290
|
|
| Intercontinental Exchange Inc.
| 2.100%
| 6/15/30
| 2,240
| 1,901
|
|
| Intercontinental Exchange Inc.
| 1.850%
| 9/15/32
| 1,700
| 1,318
|
|
| Intercontinental Exchange Inc.
| 4.600%
| 3/15/33
| 300
| 286
|
|
| Intercontinental Exchange Inc.
| 2.650%
| 9/15/40
| 1,500
| 1,041
|
|
| Intercontinental Exchange Inc.
| 4.250%
| 9/21/48
| 600
| 491
|
|
| Intercontinental Exchange Inc.
| 3.000%
| 6/15/50
| 1,035
| 672
|
|
| Intercontinental Exchange Inc.
| 4.950%
| 6/15/52
| 825
| 751
|
|
| Intercontinental Exchange Inc.
| 3.000%
| 9/15/60
| 1,700
| 1,017
|
|
| Intercontinental Exchange Inc.
| 5.200%
| 6/15/62
| 300
| 279
|
|
| Invesco Finance plc
| 3.750%
| 1/15/26
| 800
| 779
|
|
| Invesco Finance plc
| 5.375%
| 11/30/43
| 900
| 854
|
|
| Jackson Financial Inc.
| 3.125%
| 11/23/31
| 500
| 419
|
|
| Jackson Financial Inc.
| 4.000%
| 11/23/51
| 500
| 348
|
|
| Janus Henderson US Holdings Inc.
| 4.875%
| 8/1/25
| 250
| 248
|
|
| Jefferies Financial Group Inc.
| 4.850%
| 1/15/27
| 600
| 592
|
|
| Jefferies Financial Group Inc.
| 5.875%
| 7/21/28
| 600
| 606
|
|
| Jefferies Financial Group Inc.
| 4.150%
| 1/23/30
| 1,100
| 1,022
|
|
| Jefferies Financial Group Inc.
| 2.750%
| 10/15/32
| 500
| 400
|
|
| Jefferies Financial Group Inc.
| 6.200%
| 4/14/34
| 1,250
| 1,267
|
|
| Jefferies Financial Group Inc.
| 6.250%
| 1/15/36
| 320
| 323
|
|
| Jefferies Financial Group Inc.
| 6.500%
| 1/20/43
| 350
| 365
|
|
| JPMorgan Chase & Co.
| 3.900%
| 7/15/25
| 2,194
| 2,161
|
|
| JPMorgan Chase & Co.
| 3.300%
| 4/1/26
| 2,550
| 2,469
|
|
| JPMorgan Chase & Co.
| 3.200%
| 6/15/26
| 1,125
| 1,083
|
|
| JPMorgan Chase & Co.
| 2.950%
| 10/1/26
| 5,652
| 5,384
|
|
| JPMorgan Chase & Co.
| 7.625%
| 10/15/26
| 3,000
| 3,161
|
|
| JPMorgan Chase & Co.
| 1.045%
| 11/19/26
| 4,000
| 3,758
|
|
| JPMorgan Chase & Co.
| 4.125%
| 12/15/26
| 1,650
| 1,607
|
| 8
| JPMorgan Chase & Co.
| 3.960%
| 1/29/27
| 2,729
| 2,666
|
|
| JPMorgan Chase & Co.
| 1.040%
| 2/4/27
| 4,500
| 4,193
|
|
| JPMorgan Chase & Co.
| 1.578%
| 4/22/27
| 1,000
| 934
|
|
| JPMorgan Chase & Co.
| 1.470%
| 9/22/27
| 2,000
| 1,837
|
|
| JPMorgan Chase & Co.
| 3.625%
| 12/1/27
| 1,000
| 957
|
|
| JPMorgan Chase & Co.
| 5.040%
| 1/23/28
| 2,045
| 2,035
|
| 8
| JPMorgan Chase & Co.
| 3.782%
| 2/1/28
| 3,521
| 3,392
|
|
| JPMorgan Chase & Co.
| 5.571%
| 4/22/28
| 1,675
| 1,689
|
|
| JPMorgan Chase & Co.
| 4.323%
| 4/26/28
| 1,500
| 1,463
|
| 8
| JPMorgan Chase & Co.
| 3.540%
| 5/1/28
| 775
| 740
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| JPMorgan Chase & Co.
| 2.182%
| 6/1/28
| 4,950
| 4,544
|
|
| JPMorgan Chase & Co.
| 4.851%
| 7/25/28
| 1,650
| 1,632
|
| 8
| JPMorgan Chase & Co.
| 3.509%
| 1/23/29
| 2,900
| 2,742
|
| 8
| JPMorgan Chase & Co.
| 4.005%
| 4/23/29
| 1,700
| 1,627
|
|
| JPMorgan Chase & Co.
| 2.069%
| 6/1/29
| 2,000
| 1,779
|
| 8
| JPMorgan Chase & Co.
| 4.203%
| 7/23/29
| 550
| 529
|
|
| JPMorgan Chase & Co.
| 5.299%
| 7/24/29
| 2,300
| 2,308
|
|
| JPMorgan Chase & Co.
| 6.087%
| 10/23/29
| 978
| 1,010
|
|
| JPMorgan Chase & Co.
| 5.012%
| 1/23/30
| 1,600
| 1,587
|
|
| JPMorgan Chase & Co.
| 5.581%
| 4/22/30
| 6,675
| 6,781
|
| 8
| JPMorgan Chase & Co.
| 3.702%
| 5/6/30
| 1,600
| 1,495
|
|
| JPMorgan Chase & Co.
| 4.565%
| 6/14/30
| 1,350
| 1,311
|
| 8
| JPMorgan Chase & Co.
| 2.739%
| 10/15/30
| 2,000
| 1,769
|
| 8
| JPMorgan Chase & Co.
| 4.493%
| 3/24/31
| 5,675
| 5,472
|
| 8
| JPMorgan Chase & Co.
| 2.956%
| 5/13/31
| 3,500
| 3,067
|
|
| JPMorgan Chase & Co.
| 1.764%
| 11/19/31
| 1,000
| 812
|
|
| JPMorgan Chase & Co.
| 1.953%
| 2/4/32
| 1,785
| 1,453
|
|
| JPMorgan Chase & Co.
| 2.580%
| 4/22/32
| 4,000
| 3,377
|
|
| JPMorgan Chase & Co.
| 2.545%
| 11/8/32
| 2,725
| 2,272
|
|
| JPMorgan Chase & Co.
| 2.963%
| 1/25/33
| 3,385
| 2,886
|
|
| JPMorgan Chase & Co.
| 4.586%
| 4/26/33
| 2,000
| 1,903
|
|
| JPMorgan Chase & Co.
| 4.912%
| 7/25/33
| 1,600
| 1,554
|
|
| JPMorgan Chase & Co.
| 5.350%
| 6/1/34
| 2,830
| 2,818
|
|
| JPMorgan Chase & Co.
| 6.254%
| 10/23/34
| 2,500
| 2,651
|
|
| JPMorgan Chase & Co.
| 5.336%
| 1/23/35
| 2,675
| 2,661
|
|
| JPMorgan Chase & Co.
| 5.766%
| 4/22/35
| 1,675
| 1,719
|
|
| JPMorgan Chase & Co.
| 6.400%
| 5/15/38
| 2,000
| 2,211
|
| 8
| JPMorgan Chase & Co.
| 3.882%
| 7/24/38
| 3,225
| 2,767
|
|
| JPMorgan Chase & Co.
| 5.500%
| 10/15/40
| 1,375
| 1,381
|
| 8
| JPMorgan Chase & Co.
| 3.109%
| 4/22/41
| 8,000
| 5,985
|
|
| JPMorgan Chase & Co.
| 5.400%
| 1/6/42
| 1,200
| 1,193
|
|
| JPMorgan Chase & Co.
| 3.157%
| 4/22/42
| 2,955
| 2,193
|
|
| JPMorgan Chase & Co.
| 5.625%
| 8/16/43
| 1,000
| 1,016
|
|
| JPMorgan Chase & Co.
| 4.950%
| 6/1/45
| 4,550
| 4,248
|
| 8
| JPMorgan Chase & Co.
| 4.260%
| 2/22/48
| 525
| 440
|
| 8
| JPMorgan Chase & Co.
| 3.964%
| 11/15/48
| 3,500
| 2,782
|
| 8
| JPMorgan Chase & Co.
| 3.109%
| 4/22/51
| 3,275
| 2,232
|
|
| JPMorgan Chase & Co.
| 3.328%
| 4/22/52
| 3,300
| 2,327
|
|
| JPMorgan Chase Bank NA
| 5.110%
| 12/8/26
| 1,335
| 1,334
|
|
| Kemper Corp.
| 3.800%
| 2/23/32
| 500
| 428
|
| 8
| KeyBank NA
| 4.150%
| 8/8/25
| 525
| 515
|
|
| KeyBank NA
| 4.700%
| 1/26/26
| 650
| 637
|
| 8
| KeyBank NA
| 5.850%
| 11/15/27
| 1,300
| 1,295
|
| 8
| KeyBank NA
| 4.390%
| 12/14/27
| 300
| 285
|
| 8
| KeyBank NA
| 6.950%
| 2/1/28
| 250
| 257
|
| 8
| KeyBank NA
| 4.900%
| 8/8/32
| 525
| 468
|
|
| KeyBank NA
| 5.000%
| 1/26/33
| 650
| 599
|
| 8
| KeyCorp
| 4.150%
| 10/29/25
| 850
| 831
|
| 8
| KeyCorp
| 2.250%
| 4/6/27
| 750
| 681
|
| 8
| KeyCorp
| 4.100%
| 4/30/28
| 1,400
| 1,324
|
| 8
| KeyCorp
| 2.550%
| 10/1/29
| 600
| 509
|
| 8
| KeyCorp
| 4.789%
| 6/1/33
| 790
| 720
|
|
| KeyCorp
| 6.401%
| 3/6/35
| 825
| 837
|
|
| Lazard Group LLC
| 3.625%
| 3/1/27
| 1,350
| 1,292
|
|
| Lazard Group LLC
| 4.500%
| 9/19/28
| 425
| 410
|
|
| Lazard Group LLC
| 6.000%
| 3/15/31
| 500
| 505
|
|
| Legg Mason Inc.
| 4.750%
| 3/15/26
| 425
| 422
|
|
| Legg Mason Inc.
| 5.625%
| 1/15/44
| 450
| 437
|
|
| Lincoln National Corp.
| 3.625%
| 12/12/26
| 250
| 239
|
|
| Lincoln National Corp.
| 3.800%
| 3/1/28
| 850
| 812
|
|
| Lincoln National Corp.
| 6.300%
| 10/9/37
| 1,025
| 1,048
|
|
| Lincoln National Corp.
| 4.375%
| 6/15/50
| 500
| 381
|
|
| Lloyds Banking Group plc
| 4.582%
| 12/10/25
| 2,050
| 2,013
|
|
| Lloyds Banking Group plc
| 4.650%
| 3/24/26
| 1,000
| 981
|
|
| Lloyds Banking Group plc
| 4.716%
| 8/11/26
| 875
| 865
|
|
| Lloyds Banking Group plc
| 3.750%
| 1/11/27
| 1,329
| 1,278
|
|
| Lloyds Banking Group plc
| 5.985%
| 8/7/27
| 1,240
| 1,247
|
|
| Lloyds Banking Group plc
| 3.750%
| 3/18/28
| 700
| 669
|
|
| Lloyds Banking Group plc
| 4.375%
| 3/22/28
| 3,025
| 2,929
|
| 8
| Lloyds Banking Group plc
| 3.574%
| 11/7/28
| 2,250
| 2,117
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Lloyds Banking Group plc
| 5.871%
| 3/6/29
| 1,400
| 1,419
|
|
| Lloyds Banking Group plc
| 5.721%
| 6/5/30
| 700
| 706
|
|
| Lloyds Banking Group plc
| 7.953%
| 11/15/33
| 2,575
| 2,892
|
|
| Lloyds Banking Group plc
| 5.679%
| 1/5/35
| 2,250
| 2,240
|
|
| Lloyds Banking Group plc
| 3.369%
| 12/14/46
| 520
| 362
|
|
| Lloyds Banking Group plc
| 4.344%
| 1/9/48
| 850
| 663
|
|
| Loews Corp.
| 3.750%
| 4/1/26
| 695
| 677
|
|
| Loews Corp.
| 3.200%
| 5/15/30
| 500
| 453
|
|
| Loews Corp.
| 6.000%
| 2/1/35
| 250
| 263
|
|
| Loews Corp.
| 4.125%
| 5/15/43
| 275
| 229
|
|
| LPL Holdings Inc.
| 5.700%
| 5/20/27
| 500
| 502
|
|
| LPL Holdings Inc.
| 6.750%
| 11/17/28
| 600
| 630
|
|
| LPL Holdings Inc.
| 6.000%
| 5/20/34
| 500
| 499
|
|
| M&T Bank Corp.
| 4.553%
| 8/16/28
| 500
| 479
|
|
| M&T Bank Corp.
| 7.413%
| 10/30/29
| 1,500
| 1,578
|
|
| M&T Bank Corp.
| 6.082%
| 3/13/32
| 415
| 414
|
|
| M&T Bank Corp.
| 5.053%
| 1/27/34
| 880
| 814
|
|
| Main Street Capital Corp.
| 3.000%
| 7/14/26
| 458
| 429
|
|
| Main Street Capital Corp.
| 6.500%
| 6/4/27
| 500
| 500
|
|
| Main Street Capital Corp.
| 6.950%
| 3/1/29
| 450
| 455
|
|
| Manufacturers & Traders Trust Co.
| 5.400%
| 11/21/25
| 500
| 497
|
|
| Manufacturers & Traders Trust Co.
| 4.650%
| 1/27/26
| 1,145
| 1,124
|
| 8
| Manufacturers & Traders Trust Co.
| 3.400%
| 8/17/27
| 250
| 233
|
|
| Manufacturers & Traders Trust Co.
| 4.700%
| 1/27/28
| 2,523
| 2,431
|
|
| Manulife Financial Corp.
| 4.150%
| 3/4/26
| 575
| 563
|
|
| Manulife Financial Corp.
| 2.484%
| 5/19/27
| 1,130
| 1,047
|
| 8
| Manulife Financial Corp.
| 4.061%
| 2/24/32
| 760
| 728
|
|
| Manulife Financial Corp.
| 5.375%
| 3/4/46
| 850
| 819
|
|
| Markel Group Inc.
| 3.500%
| 11/1/27
| 200
| 190
|
|
| Markel Group Inc.
| 3.350%
| 9/17/29
| 250
| 229
|
|
| Markel Group Inc.
| 5.000%
| 4/5/46
| 1,100
| 972
|
|
| Markel Group Inc.
| 4.300%
| 11/1/47
| 200
| 160
|
|
| Markel Group Inc.
| 5.000%
| 5/20/49
| 200
| 177
|
|
| Markel Group Inc.
| 3.450%
| 5/7/52
| 500
| 336
|
|
| Markel Group Inc.
| 6.000%
| 5/16/54
| 500
| 495
|
|
| Marsh & McLennan Cos. Inc.
| 3.750%
| 3/14/26
| 375
| 366
|
|
| Marsh & McLennan Cos. Inc.
| 4.375%
| 3/15/29
| 875
| 855
|
|
| Marsh & McLennan Cos. Inc.
| 2.250%
| 11/15/30
| 665
| 567
|
|
| Marsh & McLennan Cos. Inc.
| 2.375%
| 12/15/31
| 250
| 208
|
|
| Marsh & McLennan Cos. Inc.
| 5.875%
| 8/1/33
| 1,050
| 1,103
|
|
| Marsh & McLennan Cos. Inc.
| 5.400%
| 9/15/33
| 400
| 407
|
|
| Marsh & McLennan Cos. Inc.
| 5.150%
| 3/15/34
| 400
| 399
|
|
| Marsh & McLennan Cos. Inc.
| 4.750%
| 3/15/39
| 400
| 372
|
|
| Marsh & McLennan Cos. Inc.
| 4.350%
| 1/30/47
| 200
| 169
|
|
| Marsh & McLennan Cos. Inc.
| 4.900%
| 3/15/49
| 1,600
| 1,434
|
|
| Marsh & McLennan Cos. Inc.
| 2.900%
| 12/15/51
| 200
| 125
|
|
| Marsh & McLennan Cos. Inc.
| 6.250%
| 11/1/52
| 500
| 541
|
|
| Marsh & McLennan Cos. Inc.
| 5.450%
| 3/15/53
| 265
| 258
|
|
| Marsh & McLennan Cos. Inc.
| 5.700%
| 9/15/53
| 800
| 808
|
|
| Marsh & McLennan Cos. Inc.
| 5.450%
| 3/15/54
| 364
| 354
|
|
| Mastercard Inc.
| 2.950%
| 11/21/26
| 510
| 487
|
|
| Mastercard Inc.
| 3.300%
| 3/26/27
| 2,550
| 2,448
|
|
| Mastercard Inc.
| 3.500%
| 2/26/28
| 450
| 431
|
|
| Mastercard Inc.
| 4.875%
| 3/9/28
| 500
| 503
|
|
| Mastercard Inc.
| 2.950%
| 6/1/29
| 500
| 460
|
|
| Mastercard Inc.
| 3.350%
| 3/26/30
| 1,250
| 1,157
|
|
| Mastercard Inc.
| 1.900%
| 3/15/31
| 1,550
| 1,293
|
|
| Mastercard Inc.
| 2.000%
| 11/18/31
| 700
| 575
|
|
| Mastercard Inc.
| 4.875%
| 5/9/34
| 500
| 494
|
|
| Mastercard Inc.
| 3.800%
| 11/21/46
| 350
| 278
|
|
| Mastercard Inc.
| 3.950%
| 2/26/48
| 550
| 446
|
|
| Mastercard Inc.
| 3.650%
| 6/1/49
| 835
| 638
|
|
| Mastercard Inc.
| 3.850%
| 3/26/50
| 1,400
| 1,104
|
|
| Mastercard Inc.
| 2.950%
| 3/15/51
| 500
| 331
|
|
| Mercury General Corp.
| 4.400%
| 3/15/27
| 315
| 304
|
|
| MetLife Inc.
| 3.600%
| 11/13/25
| 561
| 549
|
|
| MetLife Inc.
| 4.550%
| 3/23/30
| 956
| 939
|
|
| MetLife Inc.
| 6.500%
| 12/15/32
| 250
| 272
|
|
| MetLife Inc.
| 5.375%
| 7/15/33
| 1,103
| 1,113
|
|
| MetLife Inc.
| 6.375%
| 6/15/34
| 505
| 544
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| MetLife Inc.
| 5.300%
| 12/15/34
| 420
| 419
|
|
| MetLife Inc.
| 5.700%
| 6/15/35
| 425
| 436
|
| 8
| MetLife Inc.
| 6.400%
| 12/15/36
| 1,505
| 1,524
|
|
| MetLife Inc.
| 5.875%
| 2/6/41
| 645
| 660
|
|
| MetLife Inc.
| 4.875%
| 11/13/43
| 1,396
| 1,271
|
|
| MetLife Inc.
| 4.721%
| 12/15/44
| 150
| 132
|
|
| MetLife Inc.
| 4.050%
| 3/1/45
| 1,000
| 803
|
|
| MetLife Inc.
| 5.000%
| 7/15/52
| 1,600
| 1,458
|
|
| MetLife Inc.
| 5.250%
| 1/15/54
| 630
| 598
|
|
| MGIC Investment Corp.
| 5.250%
| 8/15/28
| 150
| 146
|
|
| Mitsubishi UFJ Financial Group Inc.
| 1.412%
| 7/17/25
| 500
| 479
|
|
| Mitsubishi UFJ Financial Group Inc.
| 3.850%
| 3/1/26
| 235
| 229
|
|
| Mitsubishi UFJ Financial Group Inc.
| 2.757%
| 9/13/26
| 700
| 663
|
|
| Mitsubishi UFJ Financial Group Inc.
| 3.677%
| 2/22/27
| 3,300
| 3,184
|
|
| Mitsubishi UFJ Financial Group Inc.
| 1.538%
| 7/20/27
| 500
| 463
|
|
| Mitsubishi UFJ Financial Group Inc.
| 3.287%
| 7/25/27
| 1,000
| 948
|
|
| Mitsubishi UFJ Financial Group Inc.
| 3.961%
| 3/2/28
| 2,625
| 2,526
|
|
| Mitsubishi UFJ Financial Group Inc.
| 4.080%
| 4/19/28
| 675
| 653
|
|
| Mitsubishi UFJ Financial Group Inc.
| 5.017%
| 7/20/28
| 625
| 621
|
|
| Mitsubishi UFJ Financial Group Inc.
| 4.050%
| 9/11/28
| 2,500
| 2,412
|
|
| Mitsubishi UFJ Financial Group Inc.
| 5.354%
| 9/13/28
| 1,000
| 1,001
|
|
| Mitsubishi UFJ Financial Group Inc.
| 3.741%
| 3/7/29
| 1,290
| 1,219
|
|
| Mitsubishi UFJ Financial Group Inc.
| 3.195%
| 7/18/29
| 825
| 752
|
|
| Mitsubishi UFJ Financial Group Inc.
| 2.559%
| 2/25/30
| 1,175
| 1,024
|
|
| Mitsubishi UFJ Financial Group Inc.
| 5.258%
| 4/17/30
| 750
| 748
|
|
| Mitsubishi UFJ Financial Group Inc.
| 2.048%
| 7/17/30
| 1,000
| 835
|
|
| Mitsubishi UFJ Financial Group Inc.
| 2.309%
| 7/20/32
| 2,500
| 2,055
|
|
| Mitsubishi UFJ Financial Group Inc.
| 4.315%
| 4/19/33
| 300
| 280
|
|
| Mitsubishi UFJ Financial Group Inc.
| 5.133%
| 7/20/33
| 625
| 616
|
|
| Mitsubishi UFJ Financial Group Inc.
| 5.406%
| 4/19/34
| 3,102
| 3,116
|
|
| Mitsubishi UFJ Financial Group Inc.
| 5.426%
| 4/17/35
| 1,350
| 1,344
|
|
| Mitsubishi UFJ Financial Group Inc.
| 4.286%
| 7/26/38
| 200
| 180
|
|
| Mitsubishi UFJ Financial Group Inc.
| 3.751%
| 7/18/39
| 2,600
| 2,172
|
|
| Mizuho Financial Group Inc.
| 3.663%
| 2/28/27
| 250
| 240
|
|
| Mizuho Financial Group Inc.
| 1.234%
| 5/22/27
| 2,000
| 1,848
|
|
| Mizuho Financial Group Inc.
| 1.554%
| 7/9/27
| 675
| 625
|
|
| Mizuho Financial Group Inc.
| 4.018%
| 3/5/28
| 400
| 385
|
|
| Mizuho Financial Group Inc.
| 5.778%
| 7/6/29
| 1,025
| 1,039
|
| 8
| Mizuho Financial Group Inc.
| 4.254%
| 9/11/29
| 1,000
| 958
|
| 8
| Mizuho Financial Group Inc.
| 3.153%
| 7/16/30
| 2,400
| 2,161
|
| 8
| Mizuho Financial Group Inc.
| 2.591%
| 5/25/31
| 1,000
| 855
|
|
| Mizuho Financial Group Inc.
| 2.564%
| 9/13/31
| 1,000
| 813
|
|
| Mizuho Financial Group Inc.
| 2.172%
| 5/22/32
| 1,500
| 1,214
|
|
| Mizuho Financial Group Inc.
| 5.754%
| 5/27/34
| 1,200
| 1,217
|
|
| Mizuho Financial Group Inc.
| 5.748%
| 7/6/34
| 2,140
| 2,170
|
|
| Mizuho Financial Group Inc.
| 5.579%
| 5/26/35
| 1,000
| 995
|
| 8
| Morgan Stanley
| 4.000%
| 7/23/25
| 4,164
| 4,102
|
|
| Morgan Stanley
| 5.000%
| 11/24/25
| 1,100
| 1,092
|
| 8
| Morgan Stanley
| 3.875%
| 1/27/26
| 1,800
| 1,760
|
| 8
| Morgan Stanley
| 3.125%
| 7/27/26
| 3,150
| 3,012
|
| 8
| Morgan Stanley
| 6.250%
| 8/9/26
| 1,294
| 1,317
|
| 8
| Morgan Stanley
| 4.350%
| 9/8/26
| 6,479
| 6,336
|
|
| Morgan Stanley
| 6.138%
| 10/16/26
| 1,000
| 1,007
|
|
| Morgan Stanley
| 0.985%
| 12/10/26
| 3,600
| 3,368
|
|
| Morgan Stanley
| 3.625%
| 1/20/27
| 2,135
| 2,058
|
|
| Morgan Stanley
| 3.950%
| 4/23/27
| 745
| 720
|
|
| Morgan Stanley
| 1.593%
| 5/4/27
| 5,398
| 5,032
|
| 8
| Morgan Stanley
| 1.512%
| 7/20/27
| 1,500
| 1,387
|
|
| Morgan Stanley
| 2.475%
| 1/21/28
| 500
| 466
|
| 8
| Morgan Stanley
| 5.652%
| 4/13/28
| 1,050
| 1,060
|
|
| Morgan Stanley
| 4.210%
| 4/20/28
| 1,375
| 1,337
|
| 8
| Morgan Stanley
| 3.591%
| 7/22/28
| 3,040
| 2,891
|
|
| Morgan Stanley
| 6.296%
| 10/18/28
| 2,200
| 2,268
|
| 8
| Morgan Stanley
| 3.772%
| 1/24/29
| 2,850
| 2,713
|
|
| Morgan Stanley
| 5.123%
| 2/1/29
| 1,700
| 1,693
|
| 8
| Morgan Stanley
| 5.164%
| 4/20/29
| 2,600
| 2,591
|
|
| Morgan Stanley
| 5.449%
| 7/20/29
| 2,125
| 2,138
|
|
| Morgan Stanley
| 6.407%
| 11/1/29
| 1,625
| 1,695
|
|
| Morgan Stanley
| 5.173%
| 1/16/30
| 2,050
| 2,044
|
| 8
| Morgan Stanley
| 4.431%
| 1/23/30
| 300
| 290
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Morgan Stanley
| 5.656%
| 4/18/30
| 1,050
| 1,068
|
| 8
| Morgan Stanley
| 2.699%
| 1/22/31
| 775
| 679
|
| 8
| Morgan Stanley
| 3.622%
| 4/1/31
| 8,000
| 7,337
|
| 8
| Morgan Stanley
| 1.794%
| 2/13/32
| 2,000
| 1,607
|
|
| Morgan Stanley
| 7.250%
| 4/1/32
| 705
| 800
|
| 8
| Morgan Stanley
| 1.928%
| 4/28/32
| 2,200
| 1,768
|
| 8
| Morgan Stanley
| 2.239%
| 7/21/32
| 3,500
| 2,863
|
| 8
| Morgan Stanley
| 2.511%
| 10/20/32
| 2,000
| 1,655
|
|
| Morgan Stanley
| 2.943%
| 1/21/33
| 500
| 425
|
|
| Morgan Stanley
| 6.342%
| 10/18/33
| 2,500
| 2,654
|
| 8
| Morgan Stanley
| 5.250%
| 4/21/34
| 2,050
| 2,019
|
| 8
| Morgan Stanley
| 5.424%
| 7/21/34
| 2,500
| 2,487
|
|
| Morgan Stanley
| 6.627%
| 11/1/34
| 1,625
| 1,755
|
|
| Morgan Stanley
| 5.466%
| 1/18/35
| 2,453
| 2,447
|
|
| Morgan Stanley
| 5.831%
| 4/19/35
| 1,050
| 1,078
|
|
| Morgan Stanley
| 2.484%
| 9/16/36
| 2,700
| 2,137
|
|
| Morgan Stanley
| 5.297%
| 4/20/37
| 1,625
| 1,556
|
|
| Morgan Stanley
| 5.948%
| 1/19/38
| 840
| 835
|
| 8
| Morgan Stanley
| 3.971%
| 7/22/38
| 2,100
| 1,778
|
|
| Morgan Stanley
| 5.942%
| 2/7/39
| 1,975
| 1,956
|
|
| Morgan Stanley
| 3.217%
| 4/22/42
| 1,375
| 1,031
|
|
| Morgan Stanley
| 6.375%
| 7/24/42
| 2,400
| 2,638
|
|
| Morgan Stanley
| 4.300%
| 1/27/45
| 2,850
| 2,425
|
| 8
| Morgan Stanley
| 4.375%
| 1/22/47
| 1,950
| 1,669
|
| 8
| Morgan Stanley
| 5.597%
| 3/24/51
| 2,700
| 2,731
|
| 8
| Morgan Stanley
| 2.802%
| 1/25/52
| 2,780
| 1,749
|
|
| Morgan Stanley Bank NA
| 5.479%
| 7/16/25
| 1,625
| 1,628
|
| 8
| Morgan Stanley Bank NA
| 4.754%
| 4/21/26
| 1,365
| 1,353
|
| 8
| Morgan Stanley Bank NA
| 5.882%
| 10/30/26
| 1,225
| 1,240
|
| 8
| Morgan Stanley Bank NA
| 4.952%
| 1/14/28
| 800
| 794
|
| 8
| Morgan Stanley Bank NA
| 5.504%
| 5/26/28
| 2,100
| 2,115
|
| 11
| Morgan Stanley Direct Lending Fund
| 6.150%
| 5/17/29
| 500
| 489
|
|
| Nasdaq Inc.
| 3.850%
| 6/30/26
| 675
| 657
|
|
| Nasdaq Inc.
| 5.350%
| 6/28/28
| 1,000
| 1,008
|
|
| Nasdaq Inc.
| 1.650%
| 1/15/31
| 500
| 401
|
|
| Nasdaq Inc.
| 5.550%
| 2/15/34
| 1,000
| 1,002
|
|
| Nasdaq Inc.
| 2.500%
| 12/21/40
| 1,000
| 654
|
|
| Nasdaq Inc.
| 3.250%
| 4/28/50
| 165
| 110
|
|
| Nasdaq Inc.
| 3.950%
| 3/7/52
| 500
| 371
|
|
| Nasdaq Inc.
| 5.950%
| 8/15/53
| 1,000
| 1,011
|
|
| Nasdaq Inc.
| 6.100%
| 6/28/63
| 1,000
| 1,014
|
|
| National Australia Bank Ltd.
| 4.750%
| 12/10/25
| 600
| 596
|
|
| National Australia Bank Ltd.
| 3.375%
| 1/14/26
| 150
| 146
|
| 8
| National Australia Bank Ltd.
| 2.500%
| 7/12/26
| 1,788
| 1,698
|
|
| National Australia Bank Ltd.
| 5.087%
| 6/11/27
| 525
| 526
|
|
| National Australia Bank Ltd.
| 4.944%
| 1/12/28
| 850
| 850
|
|
| National Australia Bank Ltd.
| 4.900%
| 6/13/28
| 1,500
| 1,498
|
|
| National Australia Bank Ltd.
| 4.787%
| 1/10/29
| 600
| 596
|
|
| National Bank of Canada
| 5.600%
| 12/18/28
| 800
| 808
|
| 8
| Nationwide Financial Services Inc.
| 6.750%
| 5/15/37
| 50
| 51
|
|
| NatWest Group plc
| 4.800%
| 4/5/26
| 225
| 222
|
|
| NatWest Group plc
| 7.472%
| 11/10/26
| 2,175
| 2,223
|
|
| NatWest Group plc
| 5.847%
| 3/2/27
| 650
| 652
|
|
| NatWest Group plc
| 5.583%
| 3/1/28
| 500
| 501
|
| 8
| NatWest Group plc
| 3.073%
| 5/22/28
| 2,450
| 2,292
|
|
| NatWest Group plc
| 5.516%
| 9/30/28
| 900
| 900
|
| 8
| NatWest Group plc
| 4.892%
| 5/18/29
| 2,000
| 1,956
|
|
| NatWest Group plc
| 5.808%
| 9/13/29
| 800
| 810
|
| 8
| NatWest Group plc
| 5.076%
| 1/27/30
| 3,140
| 3,086
|
| 8
| NatWest Group plc
| 4.445%
| 5/8/30
| 175
| 167
|
|
| NatWest Group plc
| 6.016%
| 3/2/34
| 650
| 665
|
|
| NatWest Group plc
| 6.475%
| 6/1/34
| 600
| 610
|
|
| NatWest Group plc
| 5.778%
| 3/1/35
| 1,250
| 1,255
|
| 8
| NatWest Group plc
| 3.032%
| 11/28/35
| 1,200
| 1,005
|
|
| NMI Holdings Inc.
| 6.000%
| 8/15/29
| 123
| 122
|
|
| Nomura Holdings Inc.
| 1.851%
| 7/16/25
| 2,600
| 2,498
|
|
| Nomura Holdings Inc.
| 2.329%
| 1/22/27
| 1,000
| 924
|
| 6
| Nomura Holdings Inc.
| 5.594%
| 7/2/27
| 200
| 200
|
|
| Nomura Holdings Inc.
| 2.172%
| 7/14/28
| 2,800
| 2,472
|
|
| Nomura Holdings Inc.
| 2.710%
| 1/22/29
| 1,350
| 1,199
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Nomura Holdings Inc.
| 5.605%
| 7/6/29
| 900
| 904
|
|
| Nomura Holdings Inc.
| 3.103%
| 1/16/30
| 1,610
| 1,422
|
|
| Nomura Holdings Inc.
| 2.679%
| 7/16/30
| 750
| 637
|
|
| Nomura Holdings Inc.
| 2.608%
| 7/14/31
| 825
| 679
|
| 6
| Nomura Holdings Inc.
| 5.783%
| 7/3/34
| 400
| 398
|
|
| Northern Trust Corp.
| 3.950%
| 10/30/25
| 600
| 588
|
|
| Northern Trust Corp.
| 4.000%
| 5/10/27
| 925
| 903
|
|
| Northern Trust Corp.
| 3.650%
| 8/3/28
| 325
| 311
|
|
| Northern Trust Corp.
| 3.150%
| 5/3/29
| 500
| 462
|
| 8
| Northern Trust Corp.
| 3.375%
| 5/8/32
| 275
| 260
|
|
| Northern Trust Corp.
| 6.125%
| 11/2/32
| 810
| 850
|
|
| Oaktree Specialty Lending Corp.
| 2.700%
| 1/15/27
| 500
| 454
|
|
| Oaktree Specialty Lending Corp.
| 7.100%
| 2/15/29
| 450
| 455
|
| 11
| Oaktree Strategic Credit Fund
| 8.400%
| 11/14/28
| 450
| 475
|
|
| Old Republic International Corp.
| 3.875%
| 8/26/26
| 425
| 411
|
|
| Old Republic International Corp.
| 5.750%
| 3/28/34
| 300
| 298
|
|
| Old Republic International Corp.
| 3.850%
| 6/11/51
| 500
| 353
|
|
| ORIX Corp.
| 3.700%
| 7/18/27
| 650
| 622
|
|
| ORIX Corp.
| 2.250%
| 3/9/31
| 1,000
| 836
|
|
| PartnerRe Finance B LLC
| 3.700%
| 7/2/29
| 390
| 364
|
|
| PartnerRe Finance B LLC
| 4.500%
| 10/1/50
| 500
| 454
|
| 8
| PNC Bank NA
| 4.200%
| 11/1/25
| 825
| 809
|
| 8
| PNC Bank NA
| 3.100%
| 10/25/27
| 250
| 234
|
| 8
| PNC Bank NA
| 3.250%
| 1/22/28
| 600
| 561
|
| 8
| PNC Bank NA
| 4.050%
| 7/26/28
| 1,000
| 950
|
| 8
| PNC Bank NA
| 2.700%
| 10/22/29
| 300
| 262
|
|
| PNC Financial Services Group Inc.
| 5.812%
| 6/12/26
| 800
| 801
|
|
| PNC Financial Services Group Inc.
| 2.600%
| 7/23/26
| 831
| 787
|
|
| PNC Financial Services Group Inc.
| 4.758%
| 1/26/27
| 850
| 840
|
|
| PNC Financial Services Group Inc.
| 3.150%
| 5/19/27
| 4,021
| 3,817
|
|
| PNC Financial Services Group Inc.
| 6.615%
| 10/20/27
| 800
| 819
|
|
| PNC Financial Services Group Inc.
| 5.300%
| 1/21/28
| 800
| 799
|
|
| PNC Financial Services Group Inc.
| 3.450%
| 4/23/29
| 2,880
| 2,671
|
|
| PNC Financial Services Group Inc.
| 5.582%
| 6/12/29
| 800
| 809
|
|
| PNC Financial Services Group Inc.
| 2.550%
| 1/22/30
| 1,350
| 1,184
|
|
| PNC Financial Services Group Inc.
| 5.492%
| 5/14/30
| 1,050
| 1,056
|
|
| PNC Financial Services Group Inc.
| 2.307%
| 4/23/32
| 1,250
| 1,034
|
|
| PNC Financial Services Group Inc.
| 4.626%
| 6/6/33
| 675
| 626
|
|
| PNC Financial Services Group Inc.
| 6.037%
| 10/28/33
| 1,225
| 1,263
|
|
| PNC Financial Services Group Inc.
| 5.068%
| 1/24/34
| 1,150
| 1,111
|
|
| PNC Financial Services Group Inc.
| 5.939%
| 8/18/34
| 915
| 938
|
|
| PNC Financial Services Group Inc.
| 6.875%
| 10/20/34
| 2,000
| 2,179
|
|
| PNC Financial Services Group Inc.
| 5.676%
| 1/22/35
| 2,650
| 2,664
|
|
| Primerica Inc.
| 2.800%
| 11/19/31
| 500
| 418
|
|
| Principal Financial Group Inc.
| 3.100%
| 11/15/26
| 300
| 285
|
|
| Principal Financial Group Inc.
| 3.700%
| 5/15/29
| 500
| 466
|
|
| Principal Financial Group Inc.
| 2.125%
| 6/15/30
| 100
| 84
|
|
| Principal Financial Group Inc.
| 5.375%
| 3/15/33
| 500
| 499
|
|
| Principal Financial Group Inc.
| 4.625%
| 9/15/42
| 500
| 443
|
|
| Principal Financial Group Inc.
| 4.350%
| 5/15/43
| 340
| 289
|
|
| Principal Financial Group Inc.
| 4.300%
| 11/15/46
| 265
| 220
|
|
| Principal Financial Group Inc.
| 5.500%
| 3/15/53
| 500
| 480
|
|
| Progressive Corp.
| 2.450%
| 1/15/27
| 1,602
| 1,503
|
|
| Progressive Corp.
| 4.000%
| 3/1/29
| 409
| 392
|
|
| Progressive Corp.
| 6.625%
| 3/1/29
| 150
| 160
|
|
| Progressive Corp.
| 3.000%
| 3/15/32
| 1,250
| 1,085
|
|
| Progressive Corp.
| 4.950%
| 6/15/33
| 450
| 445
|
|
| Progressive Corp.
| 3.700%
| 1/26/45
| 250
| 195
|
|
| Progressive Corp.
| 4.125%
| 4/15/47
| 385
| 315
|
|
| Progressive Corp.
| 4.200%
| 3/15/48
| 465
| 382
|
|
| Progressive Corp.
| 3.950%
| 3/26/50
| 870
| 684
|
|
| Progressive Corp.
| 3.700%
| 3/15/52
| 500
| 373
|
|
| Prospect Capital Corp.
| 3.364%
| 11/15/26
| 625
| 574
|
|
| Prospect Capital Corp.
| 3.437%
| 10/15/28
| 550
| 470
|
| 8
| Prudential Financial Inc.
| 5.750%
| 7/15/33
| 345
| 360
|
| 8
| Prudential Financial Inc.
| 5.700%
| 12/14/36
| 805
| 824
|
| 8
| Prudential Financial Inc.
| 6.625%
| 12/1/37
| 300
| 334
|
| 8
| Prudential Financial Inc.
| 6.625%
| 6/21/40
| 250
| 275
|
| 8
| Prudential Financial Inc.
| 5.100%
| 8/15/43
| 225
| 202
|
| 8
| Prudential Financial Inc.
| 4.600%
| 5/15/44
| 1,100
| 960
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Prudential Financial Inc.
| 5.375%
| 5/15/45
| 346
| 342
|
|
| Prudential Financial Inc.
| 3.905%
| 12/7/47
| 1,882
| 1,447
|
| 8
| Prudential Financial Inc.
| 5.700%
| 9/15/48
| 1,150
| 1,127
|
|
| Prudential Financial Inc.
| 3.935%
| 12/7/49
| 1,415
| 1,073
|
| 8
| Prudential Financial Inc.
| 4.350%
| 2/25/50
| 935
| 761
|
| 8
| Prudential Financial Inc.
| 3.700%
| 10/1/50
| 700
| 609
|
|
| Prudential Financial Inc.
| 5.125%
| 3/1/52
| 750
| 696
|
|
| Prudential Financial Inc.
| 6.000%
| 9/1/52
| 450
| 444
|
|
| Prudential Financial Inc.
| 6.750%
| 3/1/53
| 500
| 512
|
|
| Prudential Financial Inc.
| 6.500%
| 3/15/54
| 1,225
| 1,239
|
|
| Prudential Funding Asia plc
| 3.125%
| 4/14/30
| 740
| 663
|
|
| Prudential Funding Asia plc
| 3.625%
| 3/24/32
| 500
| 447
|
|
| Radian Group Inc.
| 6.200%
| 5/15/29
| 651
| 658
|
|
| Raymond James Financial Inc.
| 4.650%
| 4/1/30
| 250
| 244
|
|
| Raymond James Financial Inc.
| 4.950%
| 7/15/46
| 875
| 787
|
|
| Raymond James Financial Inc.
| 3.750%
| 4/1/51
| 500
| 368
|
| 8
| Regions Bank
| 6.450%
| 6/26/37
| 500
| 510
|
|
| Regions Financial Corp.
| 1.800%
| 8/12/28
| 500
| 432
|
|
| Regions Financial Corp.
| 5.722%
| 6/6/30
| 850
| 849
|
|
| Regions Financial Corp.
| 7.375%
| 12/10/37
| 500
| 540
|
|
| Reinsurance Group of America Inc.
| 3.950%
| 9/15/26
| 328
| 318
|
|
| Reinsurance Group of America Inc.
| 3.900%
| 5/15/29
| 500
| 469
|
|
| Reinsurance Group of America Inc.
| 6.000%
| 9/15/33
| 575
| 586
|
|
| Reinsurance Group of America Inc.
| 5.750%
| 9/15/34
| 500
| 498
|
|
| RenaissanceRe Finance Inc.
| 3.450%
| 7/1/27
| 225
| 213
|
|
| RenaissanceRe Holdings Ltd.
| 3.600%
| 4/15/29
| 400
| 369
|
|
| RenaissanceRe Holdings Ltd.
| 5.750%
| 6/5/33
| 606
| 607
|
| 8
| Royal Bank of Canada
| 4.875%
| 1/12/26
| 850
| 844
|
| 8
| Royal Bank of Canada
| 0.875%
| 1/20/26
| 1,400
| 1,310
|
| 8
| Royal Bank of Canada
| 4.650%
| 1/27/26
| 1,865
| 1,839
|
|
| Royal Bank of Canada
| 1.200%
| 4/27/26
| 1,675
| 1,556
|
| 8
| Royal Bank of Canada
| 1.150%
| 7/14/26
| 600
| 553
|
| 8
| Royal Bank of Canada
| 1.400%
| 11/2/26
| 500
| 458
|
| 8
| Royal Bank of Canada
| 4.875%
| 1/19/27
| 600
| 596
|
| 8
| Royal Bank of Canada
| 2.050%
| 1/21/27
| 350
| 325
|
|
| Royal Bank of Canada
| 3.625%
| 5/4/27
| 925
| 888
|
| 8
| Royal Bank of Canada
| 4.240%
| 8/3/27
| 675
| 657
|
| 8
| Royal Bank of Canada
| 6.000%
| 11/1/27
| 875
| 897
|
| 8
| Royal Bank of Canada
| 4.900%
| 1/12/28
| 850
| 844
|
| 8
| Royal Bank of Canada
| 4.950%
| 2/1/29
| 600
| 597
|
| 8
| Royal Bank of Canada
| 2.300%
| 11/3/31
| 3,650
| 3,022
|
|
| Royal Bank of Canada
| 3.875%
| 5/4/32
| 925
| 847
|
| 8
| Royal Bank of Canada
| 5.000%
| 2/1/33
| 1,785
| 1,759
|
| 8
| Royal Bank of Canada
| 5.000%
| 5/2/33
| 825
| 813
|
| 8
| Royal Bank of Canada
| 5.150%
| 2/1/34
| 600
| 596
|
|
| Santander Holdings USA Inc.
| 4.500%
| 7/17/25
| 867
| 855
|
|
| Santander Holdings USA Inc.
| 3.244%
| 10/5/26
| 4,867
| 4,612
|
|
| Santander Holdings USA Inc.
| 2.490%
| 1/6/28
| 925
| 852
|
|
| Santander Holdings USA Inc.
| 6.499%
| 3/9/29
| 650
| 662
|
|
| Santander Holdings USA Inc.
| 6.174%
| 1/9/30
| 600
| 605
|
|
| Santander Holdings USA Inc.
| 7.660%
| 11/9/31
| 500
| 542
|
| 8
| Santander UK Group Holdings plc
| 1.532%
| 8/21/26
| 3,000
| 2,855
|
| 8
| Santander UK Group Holdings plc
| 3.823%
| 11/3/28
| 500
| 472
|
|
| Santander UK Group Holdings plc
| 6.534%
| 1/10/29
| 1,100
| 1,129
|
|
| Santander UK Group Holdings plc
| 2.896%
| 3/15/32
| 500
| 421
|
|
| Selective Insurance Group Inc.
| 5.375%
| 3/1/49
| 240
| 226
|
|
| SiriusPoint Ltd.
| 7.000%
| 4/5/29
| 176
| 178
|
| 11
| Sixth Street Lending Partners
| 6.500%
| 3/11/29
| 625
| 619
|
|
| Sixth Street Specialty Lending Inc.
| 6.125%
| 3/1/29
| 540
| 533
|
| 11
| Societe Generale SA
| 3.000%
| 1/22/30
| 1,000
| 861
|
|
| State Street Corp.
| 3.550%
| 8/18/25
| 635
| 623
|
|
| State Street Corp.
| 5.104%
| 5/18/26
| 2,850
| 2,838
|
|
| State Street Corp.
| 2.650%
| 5/19/26
| 4,500
| 4,298
|
|
| State Street Corp.
| 5.272%
| 8/3/26
| 1,000
| 1,002
|
|
| State Street Corp.
| 5.751%
| 11/4/26
| 500
| 502
|
|
| State Street Corp.
| 4.993%
| 3/18/27
| 825
| 824
|
|
| State Street Corp.
| 5.820%
| 11/4/28
| 500
| 510
|
|
| State Street Corp.
| 5.684%
| 11/21/29
| 800
| 818
|
| 8
| State Street Corp.
| 4.141%
| 12/3/29
| 800
| 770
|
|
| State Street Corp.
| 2.400%
| 1/24/30
| 625
| 550
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| State Street Corp.
| 2.200%
| 3/3/31
| 500
| 419
|
|
| State Street Corp.
| 4.821%
| 1/26/34
| 610
| 589
|
|
| State Street Corp.
| 5.159%
| 5/18/34
| 1,000
| 989
|
| 8
| State Street Corp.
| 3.031%
| 11/1/34
| 550
| 488
|
|
| State Street Corp.
| 6.123%
| 11/21/34
| 500
| 519
|
|
| Stewart Information Services Corp.
| 3.600%
| 11/15/31
| 375
| 310
|
|
| Stifel Financial Corp.
| 4.000%
| 5/15/30
| 100
| 92
|
|
| Sumitomo Mitsui Financial Group Inc.
| 1.474%
| 7/8/25
| 1,250
| 1,200
|
|
| Sumitomo Mitsui Financial Group Inc.
| 0.948%
| 1/12/26
| 829
| 775
|
|
| Sumitomo Mitsui Financial Group Inc.
| 5.880%
| 7/13/26
| 530
| 535
|
|
| Sumitomo Mitsui Financial Group Inc.
| 2.632%
| 7/14/26
| 1,200
| 1,137
|
|
| Sumitomo Mitsui Financial Group Inc.
| 1.402%
| 9/17/26
| 1,000
| 918
|
|
| Sumitomo Mitsui Financial Group Inc.
| 3.010%
| 10/19/26
| 650
| 617
|
|
| Sumitomo Mitsui Financial Group Inc.
| 3.446%
| 1/11/27
| 1,000
| 958
|
|
| Sumitomo Mitsui Financial Group Inc.
| 2.174%
| 1/14/27
| 525
| 487
|
|
| Sumitomo Mitsui Financial Group Inc.
| 3.364%
| 7/12/27
| 2,600
| 2,466
|
|
| Sumitomo Mitsui Financial Group Inc.
| 5.520%
| 1/13/28
| 500
| 505
|
|
| Sumitomo Mitsui Financial Group Inc.
| 3.544%
| 1/17/28
| 1,700
| 1,610
|
|
| Sumitomo Mitsui Financial Group Inc.
| 3.944%
| 7/19/28
| 3,650
| 3,493
|
|
| Sumitomo Mitsui Financial Group Inc.
| 1.902%
| 9/17/28
| 3,000
| 2,628
|
|
| Sumitomo Mitsui Financial Group Inc.
| 4.306%
| 10/16/28
| 3,250
| 3,170
|
|
| Sumitomo Mitsui Financial Group Inc.
| 3.040%
| 7/16/29
| 1,000
| 902
|
|
| Sumitomo Mitsui Financial Group Inc.
| 3.202%
| 9/17/29
| 1,100
| 997
|
|
| Sumitomo Mitsui Financial Group Inc.
| 2.724%
| 9/27/29
| 400
| 354
|
|
| Sumitomo Mitsui Financial Group Inc.
| 2.750%
| 1/15/30
| 1,175
| 1,031
|
|
| Sumitomo Mitsui Financial Group Inc.
| 2.130%
| 7/8/30
| 1,300
| 1,087
|
|
| Sumitomo Mitsui Financial Group Inc.
| 1.710%
| 1/12/31
| 750
| 601
|
|
| Sumitomo Mitsui Financial Group Inc.
| 2.222%
| 9/17/31
| 1,000
| 813
|
|
| Sumitomo Mitsui Financial Group Inc.
| 5.766%
| 1/13/33
| 1,380
| 1,418
|
|
| Sumitomo Mitsui Financial Group Inc.
| 5.776%
| 7/13/33
| 2,600
| 2,675
|
|
| Sumitomo Mitsui Financial Group Inc.
| 2.296%
| 1/12/41
| 600
| 400
|
|
| Sumitomo Mitsui Financial Group Inc.
| 6.184%
| 7/13/43
| 814
| 888
|
|
| Synchrony Financial
| 4.500%
| 7/23/25
| 1,298
| 1,276
|
|
| Synchrony Financial
| 3.700%
| 8/4/26
| 500
| 477
|
|
| Synchrony Financial
| 3.950%
| 12/1/27
| 1,125
| 1,052
|
|
| Synovus Bank
| 5.625%
| 2/15/28
| 1,050
| 1,018
|
| 8
| Toronto-Dominion Bank
| 0.750%
| 1/6/26
| 900
| 841
|
|
| Toronto-Dominion Bank
| 5.103%
| 1/9/26
| 850
| 847
|
| 8
| Toronto-Dominion Bank
| 5.532%
| 7/17/26
| 1,000
| 1,003
|
| 8
| Toronto-Dominion Bank
| 1.250%
| 9/10/26
| 600
| 550
|
| 8
| Toronto-Dominion Bank
| 1.950%
| 1/12/27
| 500
| 464
|
| 8
| Toronto-Dominion Bank
| 2.800%
| 3/10/27
| 1,250
| 1,174
|
| 8
| Toronto-Dominion Bank
| 4.980%
| 4/5/27
| 675
| 672
|
|
| Toronto-Dominion Bank
| 4.108%
| 6/8/27
| 2,050
| 1,989
|
|
| Toronto-Dominion Bank
| 5.156%
| 1/10/28
| 1,085
| 1,084
|
| 8
| Toronto-Dominion Bank
| 5.523%
| 7/17/28
| 1,000
| 1,012
|
| 8
| Toronto-Dominion Bank
| 4.994%
| 4/5/29
| 675
| 669
|
| 8
| Toronto-Dominion Bank
| 2.000%
| 9/10/31
| 600
| 488
|
| 8
| Toronto-Dominion Bank
| 3.625%
| 9/15/31
| 500
| 476
|
| 8
| Toronto-Dominion Bank
| 2.450%
| 1/12/32
| 500
| 412
|
| 8
| Toronto-Dominion Bank
| 3.200%
| 3/10/32
| 2,250
| 1,947
|
|
| Toronto-Dominion Bank
| 4.456%
| 6/8/32
| 2,050
| 1,932
|
|
| Transatlantic Holdings Inc.
| 8.000%
| 11/30/39
| 625
| 785
|
|
| Travelers Cos. Inc.
| 6.750%
| 6/20/36
| 475
| 533
|
| 8
| Travelers Cos. Inc.
| 6.250%
| 6/15/37
| 1,060
| 1,144
|
|
| Travelers Cos. Inc.
| 5.350%
| 11/1/40
| 530
| 522
|
|
| Travelers Cos. Inc.
| 4.600%
| 8/1/43
| 500
| 450
|
|
| Travelers Cos. Inc.
| 4.300%
| 8/25/45
| 250
| 212
|
|
| Travelers Cos. Inc.
| 4.000%
| 5/30/47
| 1,050
| 847
|
|
| Travelers Cos. Inc.
| 4.050%
| 3/7/48
| 250
| 203
|
|
| Travelers Cos. Inc.
| 2.550%
| 4/27/50
| 500
| 304
|
|
| Travelers Property Casualty Corp.
| 6.375%
| 3/15/33
| 113
| 124
|
|
| Trinity Acquisition plc
| 4.400%
| 3/15/26
| 450
| 442
|
| 8
| Truist Bank
| 3.625%
| 9/16/25
| 2,600
| 2,532
|
| 8
| Truist Bank
| 3.300%
| 5/15/26
| 1,216
| 1,165
|
| 8
| Truist Bank
| 3.800%
| 10/30/26
| 400
| 385
|
| 8
| Truist Bank
| 2.250%
| 3/11/30
| 800
| 667
|
| 8
| Truist Financial Corp.
| 1.200%
| 8/5/25
| 500
| 476
|
| 8
| Truist Financial Corp.
| 1.267%
| 3/2/27
| 2,000
| 1,859
|
| 8
| Truist Financial Corp.
| 6.047%
| 6/8/27
| 1,200
| 1,208
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Truist Financial Corp.
| 1.125%
| 8/3/27
| 2,750
| 2,426
|
| 8
| Truist Financial Corp.
| 4.873%
| 1/26/29
| 1,800
| 1,766
|
| 8
| Truist Financial Corp.
| 3.875%
| 3/19/29
| 600
| 560
|
| 8
| Truist Financial Corp.
| 1.887%
| 6/7/29
| 675
| 591
|
| 8
| Truist Financial Corp.
| 7.161%
| 10/30/29
| 950
| 1,009
|
| 8
| Truist Financial Corp.
| 5.435%
| 1/24/30
| 1,225
| 1,221
|
| 8
| Truist Financial Corp.
| 1.950%
| 6/5/30
| 300
| 248
|
| 8
| Truist Financial Corp.
| 4.916%
| 7/28/33
| 800
| 741
|
| 8
| Truist Financial Corp.
| 6.123%
| 10/28/33
| 300
| 307
|
| 8
| Truist Financial Corp.
| 5.122%
| 1/26/34
| 2,125
| 2,034
|
| 8
| Truist Financial Corp.
| 5.867%
| 6/8/34
| 1,100
| 1,109
|
| 8
| Truist Financial Corp.
| 5.711%
| 1/24/35
| 1,475
| 1,469
|
|
| UBS AG
| 5.800%
| 9/11/25
| 800
| 803
|
|
| UBS AG
| 1.250%
| 6/1/26
| 1,100
| 1,018
|
|
| UBS AG
| 1.250%
| 8/7/26
| 1,165
| 1,070
|
|
| UBS AG
| 5.000%
| 7/9/27
| 1,000
| 992
|
|
| UBS AG
| 7.500%
| 2/15/28
| 3,088
| 3,304
|
|
| UBS AG
| 5.650%
| 9/11/28
| 1,100
| 1,120
|
|
| UBS AG
| 4.500%
| 6/26/48
| 850
| 745
|
|
| UBS Group AG
| 4.550%
| 4/17/26
| 1,690
| 1,661
|
| 11
| UBS Group AG
| 4.194%
| 4/1/31
| 1,000
| 933
|
|
| UBS Group AG
| 4.875%
| 5/15/45
| 1,680
| 1,508
|
|
| Unum Group
| 4.000%
| 6/15/29
| 210
| 198
|
|
| Unum Group
| 5.750%
| 8/15/42
| 400
| 385
|
|
| Unum Group
| 4.500%
| 12/15/49
| 500
| 389
|
|
| Unum Group
| 4.125%
| 6/15/51
| 500
| 367
|
|
| Unum Group
| 6.000%
| 6/15/54
| 265
| 254
|
| 8
| US Bancorp
| 3.950%
| 11/17/25
| 150
| 147
|
| 8
| US Bancorp
| 3.100%
| 4/27/26
| 2,257
| 2,164
|
| 8
| US Bancorp
| 2.375%
| 7/22/26
| 125
| 118
|
|
| US Bancorp
| 5.727%
| 10/21/26
| 1,525
| 1,528
|
| 8
| US Bancorp
| 3.150%
| 4/27/27
| 3,314
| 3,153
|
|
| US Bancorp
| 6.787%
| 10/26/27
| 800
| 824
|
| 8
| US Bancorp
| 2.215%
| 1/27/28
| 800
| 740
|
| 8
| US Bancorp
| 3.900%
| 4/26/28
| 525
| 503
|
| 8
| US Bancorp
| 4.548%
| 7/22/28
| 1,510
| 1,476
|
|
| US Bancorp
| 5.775%
| 6/12/29
| 1,225
| 1,244
|
| 8
| US Bancorp
| 3.000%
| 7/30/29
| 1,775
| 1,588
|
|
| US Bancorp
| 5.384%
| 1/23/30
| 2,550
| 2,556
|
| 8
| US Bancorp
| 2.677%
| 1/27/33
| 500
| 413
|
| 8
| US Bancorp
| 4.967%
| 7/22/33
| 1,130
| 1,071
|
|
| US Bancorp
| 5.850%
| 10/21/33
| 1,525
| 1,549
|
|
| US Bancorp
| 4.839%
| 2/1/34
| 1,920
| 1,819
|
|
| US Bancorp
| 5.836%
| 6/12/34
| 2,025
| 2,053
|
|
| US Bancorp
| 5.678%
| 1/23/35
| 2,700
| 2,713
|
|
| US Bancorp
| 2.491%
| 11/3/36
| 980
| 772
|
|
| Visa Inc.
| 3.150%
| 12/14/25
| 4,000
| 3,891
|
|
| Visa Inc.
| 1.900%
| 4/15/27
| 1,200
| 1,107
|
|
| Visa Inc.
| 0.750%
| 8/15/27
| 500
| 443
|
|
| Visa Inc.
| 2.750%
| 9/15/27
| 896
| 842
|
|
| Visa Inc.
| 2.050%
| 4/15/30
| 975
| 838
|
|
| Visa Inc.
| 1.100%
| 2/15/31
| 800
| 637
|
|
| Visa Inc.
| 4.150%
| 12/14/35
| 1,250
| 1,166
|
|
| Visa Inc.
| 2.700%
| 4/15/40
| 1,450
| 1,057
|
|
| Visa Inc.
| 4.300%
| 12/14/45
| 2,580
| 2,237
|
|
| Visa Inc.
| 3.650%
| 9/15/47
| 655
| 508
|
|
| Visa Inc.
| 2.000%
| 8/15/50
| 1,500
| 843
|
|
| Voya Financial Inc.
| 3.650%
| 6/15/26
| 750
| 724
|
|
| Voya Financial Inc.
| 5.700%
| 7/15/43
| 650
| 628
|
|
| Voya Financial Inc.
| 4.800%
| 6/15/46
| 125
| 106
|
|
| W R Berkley Corp.
| 4.750%
| 8/1/44
| 290
| 257
|
|
| W R Berkley Corp.
| 3.550%
| 3/30/52
| 1,000
| 690
|
|
| W R Berkley Corp.
| 3.150%
| 9/30/61
| 500
| 298
|
|
| Wachovia Corp.
| 7.500%
| 4/15/35
| 150
| 171
|
|
| Wachovia Corp.
| 5.500%
| 8/1/35
| 325
| 320
|
|
| Wachovia Corp.
| 6.550%
| 10/15/35
| 100
| 106
|
|
| Webster Financial Corp.
| 4.100%
| 3/25/29
| 245
| 227
|
| 8
| Wells Fargo & Co.
| 3.550%
| 9/29/25
| 1,149
| 1,122
|
|
| Wells Fargo & Co.
| 3.000%
| 4/22/26
| 4,025
| 3,860
|
| 8
| Wells Fargo & Co.
| 4.100%
| 6/3/26
| 7,151
| 6,969
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Wells Fargo & Co.
| 4.540%
| 8/15/26
| 1,300
| 1,284
|
|
| Wells Fargo & Co.
| 3.000%
| 10/23/26
| 2,275
| 2,161
|
| 8
| Wells Fargo & Co.
| 4.300%
| 7/22/27
| 1,500
| 1,461
|
| 8
| Wells Fargo & Co.
| 3.526%
| 3/24/28
| 1,500
| 1,430
|
| 8
| Wells Fargo & Co.
| 5.707%
| 4/22/28
| 2,525
| 2,548
|
| 8
| Wells Fargo & Co.
| 3.584%
| 5/22/28
| 1,048
| 998
|
| 8
| Wells Fargo & Co.
| 2.393%
| 6/2/28
| 1,500
| 1,382
|
| 8
| Wells Fargo & Co.
| 4.808%
| 7/25/28
| 4,205
| 4,144
|
| 8
| Wells Fargo & Co.
| 4.150%
| 1/24/29
| 200
| 192
|
| 8
| Wells Fargo & Co.
| 5.574%
| 7/25/29
| 2,000
| 2,019
|
|
| Wells Fargo & Co.
| 6.303%
| 10/23/29
| 2,195
| 2,277
|
| 8
| Wells Fargo & Co.
| 2.879%
| 10/30/30
| 8,000
| 7,093
|
| 8
| Wells Fargo & Co.
| 4.478%
| 4/4/31
| 5,210
| 4,991
|
| 8
| Wells Fargo & Co.
| 4.897%
| 7/25/33
| 6,700
| 6,450
|
|
| Wells Fargo & Co.
| 5.389%
| 4/24/34
| 4,419
| 4,371
|
| 8
| Wells Fargo & Co.
| 5.557%
| 7/25/34
| 5,000
| 4,999
|
|
| Wells Fargo & Co.
| 6.491%
| 10/23/34
| 1,750
| 1,867
|
|
| Wells Fargo & Co.
| 5.499%
| 1/23/35
| 2,420
| 2,414
|
| 8
| Wells Fargo & Co.
| 5.950%
| 12/15/36
| 225
| 224
|
| 8
| Wells Fargo & Co.
| 3.068%
| 4/30/41
| 6,000
| 4,401
|
|
| Wells Fargo & Co.
| 5.606%
| 1/15/44
| 1,900
| 1,824
|
| 8
| Wells Fargo & Co.
| 4.650%
| 11/4/44
| 2,175
| 1,837
|
|
| Wells Fargo & Co.
| 3.900%
| 5/1/45
| 650
| 513
|
| 8
| Wells Fargo & Co.
| 4.900%
| 11/17/45
| 2,300
| 2,002
|
| 8
| Wells Fargo & Co.
| 4.400%
| 6/14/46
| 1,375
| 1,110
|
| 8
| Wells Fargo & Co.
| 4.750%
| 12/7/46
| 2,175
| 1,841
|
| 8
| Wells Fargo & Co.
| 5.013%
| 4/4/51
| 4,500
| 4,102
|
| 8
| Wells Fargo & Co.
| 4.611%
| 4/25/53
| 1,850
| 1,583
|
| 8
| Wells Fargo Bank NA
| 5.550%
| 8/1/25
| 1,425
| 1,427
|
|
| Wells Fargo Bank NA
| 4.811%
| 1/15/26
| 800
| 795
|
| 8
| Wells Fargo Bank NA
| 5.450%
| 8/7/26
| 1,425
| 1,429
|
|
| Wells Fargo Bank NA
| 5.254%
| 12/11/26
| 2,000
| 2,001
|
|
| Wells Fargo Bank NA
| 5.950%
| 8/26/36
| 550
| 570
|
| 8
| Wells Fargo Bank NA
| 5.850%
| 2/1/37
| 425
| 436
|
| 8
| Wells Fargo Bank NA
| 6.600%
| 1/15/38
| 605
| 664
|
|
| Western Union Co.
| 1.350%
| 3/15/26
| 500
| 466
|
|
| Western Union Co.
| 2.750%
| 3/15/31
| 500
| 416
|
|
| Western Union Co.
| 6.200%
| 11/17/36
| 410
| 416
|
|
| Westpac Banking Corp.
| 5.512%
| 11/17/25
| 800
| 804
|
|
| Westpac Banking Corp.
| 5.200%
| 4/16/26
| 625
| 625
|
|
| Westpac Banking Corp.
| 2.850%
| 5/13/26
| 450
| 432
|
|
| Westpac Banking Corp.
| 2.700%
| 8/19/26
| 5,650
| 5,377
|
|
| Westpac Banking Corp.
| 3.350%
| 3/8/27
| 800
| 767
|
|
| Westpac Banking Corp.
| 5.535%
| 11/17/28
| 800
| 818
|
|
| Westpac Banking Corp.
| 1.953%
| 11/20/28
| 900
| 795
|
|
| Westpac Banking Corp.
| 5.050%
| 4/16/29
| 625
| 627
|
|
| Westpac Banking Corp.
| 2.650%
| 1/16/30
| 1,620
| 1,443
|
|
| Westpac Banking Corp.
| 5.405%
| 8/10/33
| 875
| 855
|
|
| Westpac Banking Corp.
| 6.820%
| 11/17/33
| 600
| 645
|
|
| Westpac Banking Corp.
| 4.110%
| 7/24/34
| 1,750
| 1,617
|
|
| Westpac Banking Corp.
| 2.668%
| 11/15/35
| 2,050
| 1,693
|
|
| Westpac Banking Corp.
| 3.020%
| 11/18/36
| 2,000
| 1,642
|
|
| Westpac Banking Corp.
| 2.963%
| 11/16/40
| 1,000
| 696
|
|
| Willis North America Inc.
| 4.500%
| 9/15/28
| 1,500
| 1,457
|
|
| Willis North America Inc.
| 2.950%
| 9/15/29
| 660
| 591
|
|
| Willis North America Inc.
| 5.350%
| 5/15/33
| 300
| 294
|
|
| Willis North America Inc.
| 5.050%
| 9/15/48
| 200
| 174
|
|
| Willis North America Inc.
| 3.875%
| 9/15/49
| 625
| 450
|
|
| Willis North America Inc.
| 5.900%
| 3/5/54
| 625
| 607
|
|
| XL Group Ltd.
| 5.250%
| 12/15/43
| 100
| 93
|
|
| Zions Bancorp NA
| 3.250%
| 10/29/29
| 250
| 209
|
|
|
|
|
|
|
| 1,614,338
|
| Health Care (1.1%)
|
|
| Abbott Laboratories
| 3.875%
| 9/15/25
| 1,539
| 1,518
|
|
| Abbott Laboratories
| 3.750%
| 11/30/26
| 502
| 490
|
|
| Abbott Laboratories
| 1.150%
| 1/30/28
| 1,850
| 1,640
|
|
| Abbott Laboratories
| 1.400%
| 6/30/30
| 400
| 332
|
|
| Abbott Laboratories
| 4.750%
| 11/30/36
| 700
| 679
|
|
| Abbott Laboratories
| 6.150%
| 11/30/37
| 425
| 464
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Abbott Laboratories
| 6.000%
| 4/1/39
| 250
| 271
|
|
| Abbott Laboratories
| 5.300%
| 5/27/40
| 310
| 312
|
|
| Abbott Laboratories
| 4.750%
| 4/15/43
| 500
| 469
|
|
| Abbott Laboratories
| 4.900%
| 11/30/46
| 2,615
| 2,463
|
|
| AbbVie Inc.
| 3.200%
| 5/14/26
| 2,321
| 2,242
|
|
| AbbVie Inc.
| 2.950%
| 11/21/26
| 4,390
| 4,183
|
|
| AbbVie Inc.
| 4.800%
| 3/15/27
| 2,500
| 2,489
|
|
| AbbVie Inc.
| 4.250%
| 11/14/28
| 1,475
| 1,440
|
|
| AbbVie Inc.
| 4.800%
| 3/15/29
| 2,350
| 2,336
|
|
| AbbVie Inc.
| 3.200%
| 11/21/29
| 4,500
| 4,130
|
|
| AbbVie Inc.
| 4.950%
| 3/15/31
| 1,850
| 1,845
|
|
| AbbVie Inc.
| 5.050%
| 3/15/34
| 2,500
| 2,492
|
|
| AbbVie Inc.
| 4.550%
| 3/15/35
| 1,450
| 1,375
|
|
| AbbVie Inc.
| 4.500%
| 5/14/35
| 2,105
| 1,985
|
|
| AbbVie Inc.
| 4.300%
| 5/14/36
| 375
| 345
|
|
| AbbVie Inc.
| 4.050%
| 11/21/39
| 3,977
| 3,451
|
|
| AbbVie Inc.
| 4.625%
| 10/1/42
| 430
| 387
|
|
| AbbVie Inc.
| 4.400%
| 11/6/42
| 2,119
| 1,861
|
|
| AbbVie Inc.
| 4.850%
| 6/15/44
| 945
| 875
|
|
| AbbVie Inc.
| 4.750%
| 3/15/45
| 525
| 477
|
|
| AbbVie Inc.
| 4.700%
| 5/14/45
| 2,257
| 2,039
|
|
| AbbVie Inc.
| 4.450%
| 5/14/46
| 2,100
| 1,822
|
|
| AbbVie Inc.
| 4.875%
| 11/14/48
| 900
| 827
|
|
| AbbVie Inc.
| 4.250%
| 11/21/49
| 4,965
| 4,132
|
|
| AbbVie Inc.
| 5.400%
| 3/15/54
| 2,500
| 2,474
|
|
| AbbVie Inc.
| 5.500%
| 3/15/64
| 2,250
| 2,220
|
|
| Adventist Health System
| 2.952%
| 3/1/29
| 350
| 314
|
|
| Adventist Health System
| 5.430%
| 3/1/32
| 500
| 497
|
|
| Adventist Health System
| 5.757%
| 12/1/34
| 375
| 374
|
|
| Adventist Health System
| 3.630%
| 3/1/49
| 375
| 268
|
|
| Advocate Health & Hospitals Corp.
| 3.829%
| 8/15/28
| 325
| 311
|
| 8
| Advocate Health & Hospitals Corp.
| 2.211%
| 6/15/30
| 100
| 86
|
|
| Advocate Health & Hospitals Corp.
| 4.272%
| 8/15/48
| 375
| 323
|
|
| Advocate Health & Hospitals Corp.
| 3.387%
| 10/15/49
| 250
| 183
|
| 8
| Advocate Health & Hospitals Corp.
| 3.008%
| 6/15/50
| 300
| 203
|
|
| Aetna Inc.
| 6.625%
| 6/15/36
| 1,300
| 1,378
|
|
| Aetna Inc.
| 6.750%
| 12/15/37
| 350
| 374
|
|
| Aetna Inc.
| 4.500%
| 5/15/42
| 375
| 313
|
|
| Aetna Inc.
| 4.125%
| 11/15/42
| 325
| 255
|
|
| Aetna Inc.
| 3.875%
| 8/15/47
| 1,000
| 725
|
|
| Agilent Technologies Inc.
| 3.050%
| 9/22/26
| 450
| 428
|
|
| Agilent Technologies Inc.
| 2.750%
| 9/15/29
| 293
| 261
|
|
| Agilent Technologies Inc.
| 2.100%
| 6/4/30
| 325
| 274
|
|
| Agilent Technologies Inc.
| 2.300%
| 3/12/31
| 500
| 416
|
|
| AHS Hospital Corp.
| 5.024%
| 7/1/45
| 325
| 309
|
| 8
| AHS Hospital Corp.
| 2.780%
| 7/1/51
| 500
| 317
|
| 8
| Allina Health System
| 3.887%
| 4/15/49
| 325
| 257
|
|
| Amgen Inc.
| 5.507%
| 3/2/26
| 1,000
| 1,000
|
|
| Amgen Inc.
| 2.600%
| 8/19/26
| 1,845
| 1,748
|
|
| Amgen Inc.
| 2.200%
| 2/21/27
| 1,725
| 1,600
|
|
| Amgen Inc.
| 3.200%
| 11/2/27
| 1,000
| 942
|
|
| Amgen Inc.
| 5.150%
| 3/2/28
| 3,475
| 3,475
|
|
| Amgen Inc.
| 1.650%
| 8/15/28
| 1,000
| 875
|
|
| Amgen Inc.
| 3.000%
| 2/22/29
| 3,700
| 3,402
|
|
| Amgen Inc.
| 4.050%
| 8/18/29
| 1,050
| 1,004
|
|
| Amgen Inc.
| 2.450%
| 2/21/30
| 1,675
| 1,461
|
|
| Amgen Inc.
| 5.250%
| 3/2/30
| 1,300
| 1,310
|
|
| Amgen Inc.
| 2.300%
| 2/25/31
| 2,100
| 1,765
|
|
| Amgen Inc.
| 2.000%
| 1/15/32
| 1,250
| 1,007
|
|
| Amgen Inc.
| 3.350%
| 2/22/32
| 1,000
| 887
|
|
| Amgen Inc.
| 4.200%
| 3/1/33
| 300
| 278
|
|
| Amgen Inc.
| 5.250%
| 3/2/33
| 5,565
| 5,549
|
|
| Amgen Inc.
| 3.150%
| 2/21/40
| 3,000
| 2,242
|
|
| Amgen Inc.
| 2.800%
| 8/15/41
| 1,000
| 702
|
|
| Amgen Inc.
| 4.950%
| 10/1/41
| 500
| 458
|
|
| Amgen Inc.
| 5.150%
| 11/15/41
| 451
| 421
|
|
| Amgen Inc.
| 5.600%
| 3/2/43
| 1,670
| 1,646
|
|
| Amgen Inc.
| 4.400%
| 5/1/45
| 1,875
| 1,577
|
|
| Amgen Inc.
| 4.563%
| 6/15/48
| 656
| 555
|
|
| Amgen Inc.
| 3.375%
| 2/21/50
| 1,675
| 1,177
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Amgen Inc.
| 4.663%
| 6/15/51
| 3,189
| 2,721
|
|
| Amgen Inc.
| 3.000%
| 1/15/52
| 1,000
| 653
|
|
| Amgen Inc.
| 4.200%
| 2/22/52
| 1,500
| 1,185
|
|
| Amgen Inc.
| 5.650%
| 3/2/53
| 3,000
| 2,956
|
|
| Amgen Inc.
| 2.770%
| 9/1/53
| 2,776
| 1,659
|
|
| Amgen Inc.
| 4.400%
| 2/22/62
| 700
| 556
|
|
| Amgen Inc.
| 5.750%
| 3/2/63
| 2,250
| 2,206
|
| 8
| Ascension Health
| 2.532%
| 11/15/29
| 1,056
| 936
|
| 8
| Ascension Health
| 3.106%
| 11/15/39
| 300
| 232
|
|
| Ascension Health
| 3.945%
| 11/15/46
| 1,150
| 959
|
| 8
| Ascension Health
| 4.847%
| 11/15/53
| 610
| 581
|
|
| AstraZeneca Finance LLC
| 1.200%
| 5/28/26
| 500
| 464
|
|
| AstraZeneca Finance LLC
| 4.800%
| 2/26/27
| 1,400
| 1,392
|
|
| AstraZeneca Finance LLC
| 4.875%
| 3/3/28
| 650
| 649
|
|
| AstraZeneca Finance LLC
| 1.750%
| 5/28/28
| 1,100
| 975
|
|
| AstraZeneca Finance LLC
| 4.850%
| 2/26/29
| 1,050
| 1,048
|
|
| AstraZeneca Finance LLC
| 4.900%
| 3/3/30
| 650
| 653
|
|
| AstraZeneca Finance LLC
| 4.900%
| 2/26/31
| 1,000
| 997
|
|
| AstraZeneca Finance LLC
| 2.250%
| 5/28/31
| 500
| 422
|
|
| AstraZeneca Finance LLC
| 4.875%
| 3/3/33
| 650
| 643
|
|
| AstraZeneca Finance LLC
| 5.000%
| 2/26/34
| 1,275
| 1,268
|
|
| AstraZeneca plc
| 3.375%
| 11/16/25
| 2,574
| 2,510
|
|
| AstraZeneca plc
| 0.700%
| 4/8/26
| 1,000
| 926
|
|
| AstraZeneca plc
| 3.125%
| 6/12/27
| 500
| 475
|
|
| AstraZeneca plc
| 1.375%
| 8/6/30
| 1,020
| 833
|
|
| AstraZeneca plc
| 6.450%
| 9/15/37
| 2,605
| 2,899
|
|
| AstraZeneca plc
| 4.000%
| 9/18/42
| 845
| 710
|
|
| AstraZeneca plc
| 4.375%
| 11/16/45
| 1,475
| 1,281
|
|
| AstraZeneca plc
| 4.375%
| 8/17/48
| 550
| 473
|
|
| AstraZeneca plc
| 2.125%
| 8/6/50
| 700
| 392
|
|
| AstraZeneca plc
| 3.000%
| 5/28/51
| 250
| 167
|
|
| Banner Health
| 2.338%
| 1/1/30
| 375
| 325
|
|
| Banner Health
| 1.897%
| 1/1/31
| 500
| 414
|
|
| Banner Health
| 2.907%
| 1/1/42
| 500
| 361
|
| 8
| Banner Health
| 3.181%
| 1/1/50
| 225
| 157
|
|
| Banner Health
| 2.913%
| 1/1/51
| 500
| 333
|
| 8
| Baptist Health South Florida Obligated Group
| 3.115%
| 11/15/71
| 500
| 295
|
| 8
| Baptist Healthcare System Obligated Group
| 3.540%
| 8/15/50
| 500
| 366
|
|
| Baxalta Inc.
| 4.000%
| 6/23/25
| 1,411
| 1,390
|
|
| Baxalta Inc.
| 5.250%
| 6/23/45
| 415
| 390
|
|
| Baxter International Inc.
| 2.600%
| 8/15/26
| 400
| 378
|
|
| Baxter International Inc.
| 1.915%
| 2/1/27
| 1,125
| 1,031
|
|
| Baxter International Inc.
| 2.272%
| 12/1/28
| 1,175
| 1,035
|
|
| Baxter International Inc.
| 3.950%
| 4/1/30
| 555
| 518
|
|
| Baxter International Inc.
| 1.730%
| 4/1/31
| 600
| 476
|
|
| Baxter International Inc.
| 2.539%
| 2/1/32
| 1,275
| 1,046
|
|
| Baxter International Inc.
| 3.500%
| 8/15/46
| 375
| 263
|
|
| Baxter International Inc.
| 3.132%
| 12/1/51
| 950
| 597
|
| 8
| Baylor Scott & White Holdings
| 1.777%
| 11/15/30
| 500
| 413
|
|
| Baylor Scott & White Holdings
| 4.185%
| 11/15/45
| 400
| 344
|
| 8
| Baylor Scott & White Holdings
| 2.839%
| 11/15/50
| 1,500
| 982
|
|
| Becton Dickinson & Co.
| 3.700%
| 6/6/27
| 1,430
| 1,376
|
|
| Becton Dickinson & Co.
| 4.693%
| 2/13/28
| 750
| 739
|
|
| Becton Dickinson & Co.
| 4.874%
| 2/8/29
| 166
| 165
|
|
| Becton Dickinson & Co.
| 5.081%
| 6/7/29
| 500
| 500
|
|
| Becton Dickinson & Co.
| 2.823%
| 5/20/30
| 1,000
| 884
|
|
| Becton Dickinson & Co.
| 1.957%
| 2/11/31
| 1,000
| 819
|
|
| Becton Dickinson & Co.
| 5.110%
| 2/8/34
| 500
| 492
|
|
| Becton Dickinson & Co.
| 4.685%
| 12/15/44
| 675
| 594
|
|
| Becton Dickinson & Co.
| 4.669%
| 6/6/47
| 1,225
| 1,068
|
| 8
| Beth Israel Lahey Health Inc.
| 3.080%
| 7/1/51
| 500
| 319
|
|
| Biogen Inc.
| 4.050%
| 9/15/25
| 1,450
| 1,425
|
|
| Biogen Inc.
| 2.250%
| 5/1/30
| 1,425
| 1,213
|
|
| Biogen Inc.
| 3.150%
| 5/1/50
| 645
| 416
|
|
| Biogen Inc.
| 3.250%
| 2/15/51
| 589
| 391
|
|
| Bio-Rad Laboratories Inc.
| 3.300%
| 3/15/27
| 250
| 237
|
|
| Bio-Rad Laboratories Inc.
| 3.700%
| 3/15/32
| 500
| 442
|
| 8
| Bon Secours Mercy Health Inc.
| 4.302%
| 7/1/28
| 175
| 170
|
| 8
| Bon Secours Mercy Health Inc.
| 3.464%
| 6/1/30
| 308
| 284
|
| 8
| Bon Secours Mercy Health Inc.
| 2.095%
| 6/1/31
| 250
| 207
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Bon Secours Mercy Health Inc.
| 3.205%
| 6/1/50
| 250
| 170
|
|
| Boston Scientific Corp.
| 2.650%
| 6/1/30
| 700
| 615
|
|
| Boston Scientific Corp.
| 6.500%
| 11/15/35
| 225
| 249
|
|
| Boston Scientific Corp.
| 4.550%
| 3/1/39
| 559
| 521
|
|
| Boston Scientific Corp.
| 7.375%
| 1/15/40
| 225
| 264
|
|
| Boston Scientific Corp.
| 4.700%
| 3/1/49
| 1,064
| 948
|
|
| Bristol-Myers Squibb Co.
| 0.750%
| 11/13/25
| 500
| 471
|
|
| Bristol-Myers Squibb Co.
| 4.950%
| 2/20/26
| 850
| 847
|
|
| Bristol-Myers Squibb Co.
| 3.200%
| 6/15/26
| 1,303
| 1,256
|
|
| Bristol-Myers Squibb Co.
| 4.900%
| 2/22/27
| 850
| 848
|
|
| Bristol-Myers Squibb Co.
| 3.450%
| 11/15/27
| 495
| 472
|
|
| Bristol-Myers Squibb Co.
| 3.900%
| 2/20/28
| 1,250
| 1,207
|
|
| Bristol-Myers Squibb Co.
| 4.900%
| 2/22/29
| 1,500
| 1,497
|
|
| Bristol-Myers Squibb Co.
| 3.400%
| 7/26/29
| 3,050
| 2,842
|
|
| Bristol-Myers Squibb Co.
| 1.450%
| 11/13/30
| 500
| 405
|
|
| Bristol-Myers Squibb Co.
| 5.100%
| 2/22/31
| 1,050
| 1,054
|
|
| Bristol-Myers Squibb Co.
| 2.950%
| 3/15/32
| 1,000
| 864
|
|
| Bristol-Myers Squibb Co.
| 5.900%
| 11/15/33
| 800
| 840
|
|
| Bristol-Myers Squibb Co.
| 5.200%
| 2/22/34
| 2,400
| 2,395
|
|
| Bristol-Myers Squibb Co.
| 4.125%
| 6/15/39
| 1,530
| 1,327
|
|
| Bristol-Myers Squibb Co.
| 3.250%
| 8/1/42
| 390
| 288
|
|
| Bristol-Myers Squibb Co.
| 4.350%
| 11/15/47
| 1,750
| 1,456
|
|
| Bristol-Myers Squibb Co.
| 4.550%
| 2/20/48
| 2,116
| 1,815
|
|
| Bristol-Myers Squibb Co.
| 4.250%
| 10/26/49
| 3,355
| 2,732
|
|
| Bristol-Myers Squibb Co.
| 2.550%
| 11/13/50
| 1,150
| 673
|
|
| Bristol-Myers Squibb Co.
| 3.700%
| 3/15/52
| 3,149
| 2,308
|
|
| Bristol-Myers Squibb Co.
| 6.250%
| 11/15/53
| 400
| 430
|
|
| Bristol-Myers Squibb Co.
| 5.550%
| 2/22/54
| 2,300
| 2,267
|
|
| Bristol-Myers Squibb Co.
| 3.900%
| 3/15/62
| 825
| 593
|
|
| Bristol-Myers Squibb Co.
| 6.400%
| 11/15/63
| 1,250
| 1,355
|
|
| Bristol-Myers Squibb Co.
| 5.650%
| 2/22/64
| 1,450
| 1,417
|
|
| Cardinal Health Inc.
| 3.750%
| 9/15/25
| 225
| 220
|
|
| Cardinal Health Inc.
| 5.125%
| 2/15/29
| 550
| 549
|
|
| Cardinal Health Inc.
| 5.450%
| 2/15/34
| 425
| 423
|
|
| Cardinal Health Inc.
| 4.600%
| 3/15/43
| 400
| 339
|
|
| Cardinal Health Inc.
| 4.500%
| 11/15/44
| 250
| 208
|
|
| Cardinal Health Inc.
| 4.368%
| 6/15/47
| 500
| 403
|
| 8
| Catholic Health Services of Long Island Obligated Group
| 3.368%
| 7/1/50
| 500
| 343
|
|
| Cencora Inc.
| 3.450%
| 12/15/27
| 700
| 662
|
|
| Cencora Inc.
| 2.800%
| 5/15/30
| 975
| 859
|
|
| Cencora Inc.
| 2.700%
| 3/15/31
| 1,000
| 853
|
|
| Cencora Inc.
| 5.125%
| 2/15/34
| 425
| 417
|
|
| Cencora Inc.
| 4.300%
| 12/15/47
| 816
| 674
|
|
| Centene Corp.
| 4.250%
| 12/15/27
| 2,262
| 2,160
|
|
| Centene Corp.
| 2.450%
| 7/15/28
| 2,267
| 2,013
|
|
| Centene Corp.
| 4.625%
| 12/15/29
| 3,096
| 2,926
|
|
| Centene Corp.
| 3.375%
| 2/15/30
| 535
| 475
|
|
| Centene Corp.
| 3.000%
| 10/15/30
| 1,954
| 1,672
|
|
| Centene Corp.
| 2.500%
| 3/1/31
| 1,869
| 1,535
|
|
| Centene Corp.
| 2.625%
| 8/1/31
| 1,210
| 990
|
|
| Children's Health System of Texas
| 2.511%
| 8/15/50
| 500
| 306
|
| 8
| Children's Hospital
| 2.928%
| 7/15/50
| 500
| 320
|
| 8
| Children's Hospital Corp.
| 4.115%
| 1/1/47
| 200
| 168
|
| 8
| Children's Hospital Corp.
| 2.585%
| 2/1/50
| 200
| 125
|
|
| Children's Hospital Medical Center
| 4.268%
| 5/15/44
| 150
| 130
|
| 8
| Children's Hospital of Philadelphia
| 2.704%
| 7/1/50
| 500
| 325
|
| 8
| CHRISTUS Health
| 4.341%
| 7/1/28
| 425
| 414
|
| 8
| Cigna Group
| 4.500%
| 2/25/26
| 1,080
| 1,065
|
| 8
| Cigna Group
| 3.400%
| 3/1/27
| 2,850
| 2,725
|
|
| Cigna Group
| 4.375%
| 10/15/28
| 1,775
| 1,724
|
|
| Cigna Group
| 5.000%
| 5/15/29
| 850
| 846
|
|
| Cigna Group
| 2.400%
| 3/15/30
| 1,317
| 1,140
|
|
| Cigna Group
| 5.125%
| 5/15/31
| 625
| 620
|
|
| Cigna Group
| 5.250%
| 2/15/34
| 1,000
| 986
|
|
| Cigna Group
| 4.800%
| 8/15/38
| 1,970
| 1,810
|
|
| Cigna Group
| 3.200%
| 3/15/40
| 1,250
| 925
|
| 8
| Cigna Group
| 6.125%
| 11/15/41
| 334
| 347
|
| 8
| Cigna Group
| 4.800%
| 7/15/46
| 4,550
| 4,003
|
| 8
| Cigna Group
| 3.875%
| 10/15/47
| 25
| 19
|
|
| Cigna Group
| 4.900%
| 12/15/48
| 400
| 351
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Cigna Group
| 3.400%
| 3/15/50
| 1,725
| 1,175
|
|
| Cigna Group
| 3.400%
| 3/15/51
| 1,000
| 679
|
|
| Cigna Group
| 5.600%
| 2/15/54
| 1,000
| 958
|
| 8
| City of Hope
| 5.623%
| 11/15/43
| 250
| 244
|
| 8
| City of Hope
| 4.378%
| 8/15/48
| 500
| 407
|
|
| Cleveland Clinic Foundation
| 4.858%
| 1/1/14
| 325
| 285
|
|
| CommonSpirit Health
| 1.547%
| 10/1/25
| 500
| 475
|
|
| CommonSpirit Health
| 3.347%
| 10/1/29
| 725
| 664
|
|
| CommonSpirit Health
| 2.782%
| 10/1/30
| 500
| 433
|
|
| CommonSpirit Health
| 5.205%
| 12/1/31
| 925
| 912
|
|
| CommonSpirit Health
| 5.318%
| 12/1/34
| 525
| 516
|
| 8
| CommonSpirit Health
| 4.350%
| 11/1/42
| 790
| 666
|
|
| CommonSpirit Health
| 3.817%
| 10/1/49
| 225
| 171
|
|
| CommonSpirit Health
| 4.187%
| 10/1/49
| 780
| 625
|
|
| CommonSpirit Health
| 3.910%
| 10/1/50
| 330
| 250
|
|
| CommonSpirit Health
| 5.548%
| 12/1/54
| 462
| 453
|
| 8
| Community Health Network Inc.
| 3.099%
| 5/1/50
| 965
| 631
|
| 8
| Corewell Health Obligated Group
| 3.487%
| 7/15/49
| 275
| 205
|
| 8
| Cottage Health Obligated Group
| 3.304%
| 11/1/49
| 425
| 304
|
|
| CVS Health Corp.
| 3.875%
| 7/20/25
| 2,425
| 2,381
|
|
| CVS Health Corp.
| 5.000%
| 2/20/26
| 2,200
| 2,183
|
|
| CVS Health Corp.
| 2.875%
| 6/1/26
| 3,547
| 3,379
|
|
| CVS Health Corp.
| 3.000%
| 8/15/26
| 1,300
| 1,238
|
|
| CVS Health Corp.
| 3.625%
| 4/1/27
| 475
| 456
|
|
| CVS Health Corp.
| 1.300%
| 8/21/27
| 1,750
| 1,550
|
|
| CVS Health Corp.
| 4.300%
| 3/25/28
| 4,084
| 3,943
|
|
| CVS Health Corp.
| 5.000%
| 1/30/29
| 3,000
| 2,969
|
|
| CVS Health Corp.
| 5.400%
| 6/1/29
| 750
| 751
|
|
| CVS Health Corp.
| 3.250%
| 8/15/29
| 1,950
| 1,770
|
|
| CVS Health Corp.
| 5.125%
| 2/21/30
| 1,000
| 989
|
|
| CVS Health Corp.
| 3.750%
| 4/1/30
| 1,563
| 1,438
|
|
| CVS Health Corp.
| 1.750%
| 8/21/30
| 2,000
| 1,625
|
|
| CVS Health Corp.
| 5.250%
| 1/30/31
| 500
| 495
|
|
| CVS Health Corp.
| 1.875%
| 2/28/31
| 1,100
| 882
|
|
| CVS Health Corp.
| 5.550%
| 6/1/31
| 825
| 826
|
|
| CVS Health Corp.
| 5.250%
| 2/21/33
| 1,800
| 1,757
|
|
| CVS Health Corp.
| 5.300%
| 6/1/33
| 1,050
| 1,025
|
|
| CVS Health Corp.
| 5.700%
| 6/1/34
| 1,050
| 1,047
|
|
| CVS Health Corp.
| 4.875%
| 7/20/35
| 525
| 490
|
|
| CVS Health Corp.
| 4.780%
| 3/25/38
| 4,875
| 4,353
|
|
| CVS Health Corp.
| 6.125%
| 9/15/39
| 575
| 575
|
|
| CVS Health Corp.
| 4.125%
| 4/1/40
| 1,175
| 948
|
|
| CVS Health Corp.
| 2.700%
| 8/21/40
| 1,900
| 1,262
|
|
| CVS Health Corp.
| 5.300%
| 12/5/43
| 650
| 589
|
|
| CVS Health Corp.
| 5.125%
| 7/20/45
| 4,100
| 3,605
|
|
| CVS Health Corp.
| 5.050%
| 3/25/48
| 6,309
| 5,437
|
|
| CVS Health Corp.
| 4.250%
| 4/1/50
| 700
| 532
|
|
| CVS Health Corp.
| 5.625%
| 2/21/53
| 1,000
| 928
|
|
| CVS Health Corp.
| 5.875%
| 6/1/53
| 936
| 896
|
|
| CVS Health Corp.
| 6.050%
| 6/1/54
| 825
| 809
|
|
| CVS Health Corp.
| 6.000%
| 6/1/63
| 670
| 641
|
|
| Danaher Corp.
| 3.350%
| 9/15/25
| 1,102
| 1,079
|
|
| Danaher Corp.
| 2.600%
| 10/1/50
| 550
| 336
|
|
| Danaher Corp.
| 2.800%
| 12/10/51
| 1,000
| 631
|
| 8
| Dartmouth-Hitchcock Health
| 4.178%
| 8/1/48
| 300
| 237
|
|
| DENTSPLY SIRONA Inc.
| 3.250%
| 6/1/30
| 575
| 502
|
|
| DH Europe Finance II Sarl
| 3.250%
| 11/15/39
| 725
| 573
|
|
| DH Europe Finance II Sarl
| 3.400%
| 11/15/49
| 1,200
| 863
|
|
| Dignity Health
| 4.500%
| 11/1/42
| 550
| 479
|
|
| Dignity Health
| 5.267%
| 11/1/64
| 225
| 205
|
| 8
| Duke University Health System Inc.
| 3.920%
| 6/1/47
| 450
| 363
|
|
| Edwards Lifesciences Corp.
| 4.300%
| 6/15/28
| 475
| 459
|
|
| Elevance Health Inc.
| 5.350%
| 10/15/25
| 500
| 500
|
|
| Elevance Health Inc.
| 4.900%
| 2/8/26
| 500
| 496
|
|
| Elevance Health Inc.
| 5.150%
| 6/15/29
| 500
| 501
|
|
| Elevance Health Inc.
| 2.875%
| 9/15/29
| 425
| 382
|
|
| Elevance Health Inc.
| 2.250%
| 5/15/30
| 2,500
| 2,142
|
|
| Elevance Health Inc.
| 2.550%
| 3/15/31
| 1,280
| 1,091
|
|
| Elevance Health Inc.
| 4.100%
| 5/15/32
| 700
| 649
|
|
| Elevance Health Inc.
| 5.500%
| 10/15/32
| 500
| 508
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Elevance Health Inc.
| 4.750%
| 2/15/33
| 650
| 627
|
|
| Elevance Health Inc.
| 5.375%
| 6/15/34
| 845
| 849
|
|
| Elevance Health Inc.
| 5.850%
| 1/15/36
| 300
| 309
|
|
| Elevance Health Inc.
| 6.375%
| 6/15/37
| 300
| 320
|
|
| Elevance Health Inc.
| 4.625%
| 5/15/42
| 675
| 594
|
|
| Elevance Health Inc.
| 4.650%
| 1/15/43
| 1,750
| 1,544
|
|
| Elevance Health Inc.
| 5.100%
| 1/15/44
| 1,200
| 1,113
|
|
| Elevance Health Inc.
| 4.650%
| 8/15/44
| 75
| 65
|
|
| Elevance Health Inc.
| 4.375%
| 12/1/47
| 918
| 762
|
|
| Elevance Health Inc.
| 4.550%
| 3/1/48
| 120
| 102
|
|
| Elevance Health Inc.
| 3.700%
| 9/15/49
| 700
| 517
|
|
| Elevance Health Inc.
| 3.125%
| 5/15/50
| 1,270
| 851
|
|
| Elevance Health Inc.
| 3.600%
| 3/15/51
| 1,500
| 1,078
|
|
| Elevance Health Inc.
| 4.550%
| 5/15/52
| 700
| 587
|
|
| Elevance Health Inc.
| 6.100%
| 10/15/52
| 500
| 525
|
|
| Elevance Health Inc.
| 5.125%
| 2/15/53
| 650
| 598
|
|
| Elevance Health Inc.
| 5.650%
| 6/15/54
| 850
| 840
|
|
| Eli Lilly & Co.
| 4.500%
| 2/9/27
| 850
| 843
|
|
| Eli Lilly & Co.
| 4.500%
| 2/9/29
| 1,050
| 1,041
|
|
| Eli Lilly & Co.
| 3.375%
| 3/15/29
| 335
| 317
|
|
| Eli Lilly & Co.
| 4.700%
| 2/27/33
| 900
| 884
|
|
| Eli Lilly & Co.
| 4.700%
| 2/9/34
| 3,000
| 2,941
|
|
| Eli Lilly & Co.
| 3.950%
| 3/15/49
| 1,335
| 1,089
|
|
| Eli Lilly & Co.
| 2.250%
| 5/15/50
| 800
| 467
|
|
| Eli Lilly & Co.
| 4.875%
| 2/27/53
| 1,000
| 936
|
|
| Eli Lilly & Co.
| 5.000%
| 2/9/54
| 1,250
| 1,194
|
|
| Eli Lilly & Co.
| 2.500%
| 9/15/60
| 500
| 280
|
|
| Eli Lilly & Co.
| 4.950%
| 2/27/63
| 1,000
| 928
|
|
| Eli Lilly & Co.
| 5.100%
| 2/9/64
| 1,250
| 1,191
|
| 8
| Franciscan Missionaries of Our Lady Health System Inc.
| 3.914%
| 7/1/49
| 500
| 383
|
|
| GE HealthCare Technologies Inc.
| 5.600%
| 11/15/25
| 700
| 701
|
|
| GE HealthCare Technologies Inc.
| 5.650%
| 11/15/27
| 500
| 507
|
|
| GE HealthCare Technologies Inc.
| 5.857%
| 3/15/30
| 750
| 770
|
|
| GE HealthCare Technologies Inc.
| 5.905%
| 11/22/32
| 1,500
| 1,548
|
|
| GE HealthCare Technologies Inc.
| 6.377%
| 11/22/52
| 1,079
| 1,171
|
|
| Gilead Sciences Inc.
| 3.650%
| 3/1/26
| 4,305
| 4,187
|
|
| Gilead Sciences Inc.
| 2.950%
| 3/1/27
| 175
| 166
|
|
| Gilead Sciences Inc.
| 1.200%
| 10/1/27
| 900
| 798
|
|
| Gilead Sciences Inc.
| 5.250%
| 10/15/33
| 400
| 403
|
|
| Gilead Sciences Inc.
| 4.600%
| 9/1/35
| 700
| 661
|
|
| Gilead Sciences Inc.
| 4.000%
| 9/1/36
| 1,250
| 1,102
|
|
| Gilead Sciences Inc.
| 2.600%
| 10/1/40
| 1,000
| 688
|
|
| Gilead Sciences Inc.
| 5.650%
| 12/1/41
| 800
| 804
|
|
| Gilead Sciences Inc.
| 4.800%
| 4/1/44
| 1,325
| 1,194
|
|
| Gilead Sciences Inc.
| 4.500%
| 2/1/45
| 1,400
| 1,209
|
|
| Gilead Sciences Inc.
| 4.750%
| 3/1/46
| 2,675
| 2,380
|
|
| Gilead Sciences Inc.
| 2.800%
| 10/1/50
| 2,325
| 1,456
|
|
| Gilead Sciences Inc.
| 5.550%
| 10/15/53
| 400
| 399
|
|
| GlaxoSmithKline Capital Inc.
| 3.875%
| 5/15/28
| 2,150
| 2,076
|
|
| GlaxoSmithKline Capital Inc.
| 5.375%
| 4/15/34
| 3,380
| 3,497
|
|
| GlaxoSmithKline Capital Inc.
| 6.375%
| 5/15/38
| 2,245
| 2,476
|
|
| GlaxoSmithKline Capital plc
| 3.375%
| 6/1/29
| 1,350
| 1,264
|
| 8
| Hackensack Meridian Health Inc.
| 2.675%
| 9/1/41
| 500
| 350
|
|
| Hackensack Meridian Health Inc.
| 4.211%
| 7/1/48
| 500
| 423
|
| 8
| Hackensack Meridian Health Inc.
| 2.875%
| 9/1/50
| 500
| 327
|
|
| Hackensack Meridian Health Inc.
| 4.500%
| 7/1/57
| 225
| 194
|
| 8
| Hartford HealthCare Corp.
| 3.447%
| 7/1/54
| 300
| 215
|
|
| HCA Inc.
| 5.875%
| 2/15/26
| 1,300
| 1,302
|
|
| HCA Inc.
| 5.250%
| 6/15/26
| 1,150
| 1,146
|
|
| HCA Inc.
| 4.500%
| 2/15/27
| 1,535
| 1,500
|
|
| HCA Inc.
| 5.200%
| 6/1/28
| 816
| 813
|
|
| HCA Inc.
| 5.625%
| 9/1/28
| 1,225
| 1,236
|
|
| HCA Inc.
| 4.125%
| 6/15/29
| 1,670
| 1,582
|
|
| HCA Inc.
| 3.500%
| 9/1/30
| 2,500
| 2,255
|
|
| HCA Inc.
| 5.450%
| 4/1/31
| 850
| 849
|
|
| HCA Inc.
| 2.375%
| 7/15/31
| 1,750
| 1,437
|
|
| HCA Inc.
| 3.625%
| 3/15/32
| 1,500
| 1,321
|
|
| HCA Inc.
| 5.500%
| 6/1/33
| 1,019
| 1,010
|
|
| HCA Inc.
| 5.600%
| 4/1/34
| 1,100
| 1,093
|
|
| HCA Inc.
| 5.125%
| 6/15/39
| 825
| 764
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| HCA Inc.
| 4.375%
| 3/15/42
| 500
| 410
|
|
| HCA Inc.
| 5.500%
| 6/15/47
| 1,000
| 923
|
|
| HCA Inc.
| 5.250%
| 6/15/49
| 1,945
| 1,733
|
|
| HCA Inc.
| 3.500%
| 7/15/51
| 1,000
| 669
|
|
| HCA Inc.
| 4.625%
| 3/15/52
| 2,000
| 1,615
|
|
| HCA Inc.
| 5.900%
| 6/1/53
| 416
| 405
|
|
| HCA Inc.
| 6.000%
| 4/1/54
| 1,775
| 1,751
|
|
| HCA Inc.
| 6.100%
| 4/1/64
| 965
| 944
|
|
| Humana Inc.
| 1.350%
| 2/3/27
| 500
| 453
|
|
| Humana Inc.
| 3.950%
| 3/15/27
| 950
| 919
|
|
| Humana Inc.
| 5.750%
| 3/1/28
| 750
| 763
|
|
| Humana Inc.
| 3.700%
| 3/23/29
| 700
| 656
|
|
| Humana Inc.
| 3.125%
| 8/15/29
| 400
| 362
|
|
| Humana Inc.
| 4.875%
| 4/1/30
| 480
| 471
|
|
| Humana Inc.
| 5.375%
| 4/15/31
| 1,040
| 1,034
|
|
| Humana Inc.
| 2.150%
| 2/3/32
| 500
| 398
|
|
| Humana Inc.
| 5.875%
| 3/1/33
| 750
| 763
|
|
| Humana Inc.
| 5.950%
| 3/15/34
| 500
| 511
|
|
| Humana Inc.
| 4.625%
| 12/1/42
| 375
| 315
|
|
| Humana Inc.
| 4.950%
| 10/1/44
| 620
| 539
|
|
| Humana Inc.
| 4.800%
| 3/15/47
| 325
| 275
|
|
| Humana Inc.
| 3.950%
| 8/15/49
| 470
| 353
|
|
| Humana Inc.
| 5.500%
| 3/15/53
| 600
| 558
|
|
| Humana Inc.
| 5.750%
| 4/15/54
| 844
| 813
|
|
| Illumina Inc.
| 5.800%
| 12/12/25
| 500
| 501
|
|
| Illumina Inc.
| 5.750%
| 12/13/27
| 500
| 505
|
|
| Illumina Inc.
| 2.550%
| 3/23/31
| 500
| 413
|
|
| Indiana University Health Inc. Obligated Group
| 3.970%
| 11/1/48
| 500
| 408
|
| 8
| Indiana University Health Inc. Obligated Group
| 2.852%
| 11/1/51
| 500
| 328
|
|
| Inova Health System Foundation
| 4.068%
| 5/15/52
| 500
| 415
|
| 8
| Integris Baptist Medical Center Inc.
| 3.875%
| 8/15/50
| 750
| 556
|
| 8
| Iowa Health System
| 3.665%
| 2/15/50
| 400
| 304
|
|
| Johns Hopkins Health System Corp.
| 3.837%
| 5/15/46
| 575
| 466
|
|
| Johnson & Johnson
| 2.450%
| 3/1/26
| 1,600
| 1,537
|
|
| Johnson & Johnson
| 0.950%
| 9/1/27
| 1,225
| 1,091
|
|
| Johnson & Johnson
| 2.900%
| 1/15/28
| 1,100
| 1,039
|
|
| Johnson & Johnson
| 4.800%
| 6/1/29
| 1,175
| 1,184
|
|
| Johnson & Johnson
| 1.300%
| 9/1/30
| 1,050
| 866
|
|
| Johnson & Johnson
| 4.950%
| 5/15/33
| 550
| 563
|
|
| Johnson & Johnson
| 4.375%
| 12/5/33
| 900
| 884
|
|
| Johnson & Johnson
| 3.550%
| 3/1/36
| 1,325
| 1,160
|
|
| Johnson & Johnson
| 3.625%
| 3/3/37
| 2,150
| 1,874
|
|
| Johnson & Johnson
| 5.950%
| 8/15/37
| 745
| 811
|
|
| Johnson & Johnson
| 3.400%
| 1/15/38
| 1,400
| 1,175
|
|
| Johnson & Johnson
| 5.850%
| 7/15/38
| 325
| 351
|
|
| Johnson & Johnson
| 2.100%
| 9/1/40
| 925
| 617
|
|
| Johnson & Johnson
| 4.500%
| 9/1/40
| 419
| 394
|
|
| Johnson & Johnson
| 4.850%
| 5/15/41
| 225
| 219
|
|
| Johnson & Johnson
| 4.500%
| 12/5/43
| 550
| 514
|
|
| Johnson & Johnson
| 3.700%
| 3/1/46
| 1,750
| 1,405
|
|
| Johnson & Johnson
| 3.750%
| 3/3/47
| 500
| 402
|
|
| Johnson & Johnson
| 3.500%
| 1/15/48
| 250
| 191
|
|
| Johnson & Johnson
| 2.250%
| 9/1/50
| 925
| 550
|
|
| Johnson & Johnson
| 5.250%
| 6/1/54
| 700
| 703
|
|
| Johnson & Johnson
| 2.450%
| 9/1/60
| 1,525
| 862
|
|
| Kaiser Foundation Hospitals
| 3.150%
| 5/1/27
| 1,031
| 987
|
| 8
| Kaiser Foundation Hospitals
| 2.810%
| 6/1/41
| 500
| 361
|
|
| Kaiser Foundation Hospitals
| 4.875%
| 4/1/42
| 925
| 873
|
|
| Kaiser Foundation Hospitals
| 4.150%
| 5/1/47
| 675
| 564
|
| 8
| Kaiser Foundation Hospitals
| 3.266%
| 11/1/49
| 675
| 481
|
| 8
| Kaiser Foundation Hospitals
| 3.002%
| 6/1/51
| 1,500
| 1,002
|
|
| Koninklijke Philips NV
| 6.875%
| 3/11/38
| 300
| 329
|
|
| Koninklijke Philips NV
| 5.000%
| 3/15/42
| 785
| 714
|
|
| Laboratory Corp. of America Holdings
| 1.550%
| 6/1/26
| 500
| 464
|
|
| Laboratory Corp. of America Holdings
| 3.600%
| 9/1/27
| 450
| 430
|
|
| Laboratory Corp. of America Holdings
| 2.950%
| 12/1/29
| 525
| 469
|
|
| Laboratory Corp. of America Holdings
| 2.700%
| 6/1/31
| 500
| 428
|
|
| Laboratory Corp. of America Holdings
| 4.700%
| 2/1/45
| 800
| 701
|
| 8
| Mass General Brigham Inc.
| 3.765%
| 7/1/48
| 150
| 117
|
| 8
| Mass General Brigham Inc.
| 3.192%
| 7/1/49
| 400
| 280
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Mass General Brigham Inc.
| 4.117%
| 7/1/55
| 275
| 223
|
| 8
| Mass General Brigham Inc.
| 3.342%
| 7/1/60
| 725
| 486
|
| 8
| Mayo Clinic
| 3.774%
| 11/15/43
| 250
| 208
|
| 8
| Mayo Clinic
| 4.000%
| 11/15/47
| 150
| 126
|
| 8
| Mayo Clinic
| 4.128%
| 11/15/52
| 125
| 105
|
| 8
| Mayo Clinic
| 3.196%
| 11/15/61
| 750
| 500
|
|
| McKesson Corp.
| 0.900%
| 12/3/25
| 750
| 705
|
|
| McKesson Corp.
| 5.250%
| 2/15/26
| 400
| 400
|
|
| McKesson Corp.
| 3.950%
| 2/16/28
| 150
| 144
|
|
| McKesson Corp.
| 4.900%
| 7/15/28
| 102
| 102
|
|
| McKesson Corp.
| 5.100%
| 7/15/33
| 500
| 499
|
| 8
| McLaren Health Care Corp.
| 4.386%
| 5/15/48
| 325
| 279
|
| 8
| MedStar Health Inc.
| 3.626%
| 8/15/49
| 250
| 189
|
|
| Medtronic Global Holdings SCA
| 4.500%
| 3/30/33
| 500
| 481
|
|
| Medtronic Inc.
| 4.375%
| 3/15/35
| 2,358
| 2,220
|
|
| Medtronic Inc.
| 4.625%
| 3/15/45
| 754
| 682
|
|
| Memorial Health Services
| 3.447%
| 11/1/49
| 500
| 372
|
|
| Memorial Sloan-Kettering Cancer Center
| 5.000%
| 7/1/42
| 100
| 96
|
| 8
| Memorial Sloan-Kettering Cancer Center
| 2.955%
| 1/1/50
| 250
| 169
|
|
| Memorial Sloan-Kettering Cancer Center
| 4.125%
| 7/1/52
| 450
| 372
|
| 8
| Memorial Sloan-Kettering Cancer Center
| 4.200%
| 7/1/55
| 150
| 124
|
|
| Merck & Co. Inc.
| 0.750%
| 2/24/26
| 2,743
| 2,562
|
|
| Merck & Co. Inc.
| 1.700%
| 6/10/27
| 1,450
| 1,331
|
|
| Merck & Co. Inc.
| 4.050%
| 5/17/28
| 550
| 539
|
|
| Merck & Co. Inc.
| 1.900%
| 12/10/28
| 900
| 800
|
|
| Merck & Co. Inc.
| 3.400%
| 3/7/29
| 1,500
| 1,416
|
|
| Merck & Co. Inc.
| 4.300%
| 5/17/30
| 612
| 596
|
|
| Merck & Co. Inc.
| 1.450%
| 6/24/30
| 770
| 637
|
|
| Merck & Co. Inc.
| 2.150%
| 12/10/31
| 2,350
| 1,954
|
|
| Merck & Co. Inc.
| 4.500%
| 5/17/33
| 1,223
| 1,182
|
|
| Merck & Co. Inc.
| 6.500%
| 12/1/33
| 525
| 583
|
|
| Merck & Co. Inc.
| 3.900%
| 3/7/39
| 600
| 518
|
|
| Merck & Co. Inc.
| 2.350%
| 6/24/40
| 775
| 529
|
|
| Merck & Co. Inc.
| 3.600%
| 9/15/42
| 425
| 336
|
|
| Merck & Co. Inc.
| 4.150%
| 5/18/43
| 980
| 834
|
|
| Merck & Co. Inc.
| 4.900%
| 5/17/44
| 612
| 574
|
|
| Merck & Co. Inc.
| 3.700%
| 2/10/45
| 2,295
| 1,801
|
|
| Merck & Co. Inc.
| 4.000%
| 3/7/49
| 600
| 485
|
|
| Merck & Co. Inc.
| 2.450%
| 6/24/50
| 750
| 446
|
|
| Merck & Co. Inc.
| 2.750%
| 12/10/51
| 2,675
| 1,673
|
|
| Merck & Co. Inc.
| 5.000%
| 5/17/53
| 1,223
| 1,151
|
|
| Merck & Co. Inc.
| 2.900%
| 12/10/61
| 1,200
| 718
|
|
| Merck & Co. Inc.
| 5.150%
| 5/17/63
| 816
| 774
|
| 8
| Methodist Hospital
| 2.705%
| 12/1/50
| 500
| 316
|
| 8
| Montefiore Obligated Group
| 5.246%
| 11/1/48
| 600
| 445
|
| 8
| Mount Nittany Medical Center Obligated Group
| 3.799%
| 11/15/52
| 275
| 213
|
| 8
| Mount Sinai Hospital
| 3.981%
| 7/1/48
| 200
| 156
|
| 8
| Mount Sinai Hospital
| 3.737%
| 7/1/49
| 450
| 327
|
| 8
| Mount Sinai Hospital
| 3.391%
| 7/1/50
| 500
| 329
|
|
| MultiCare Health System
| 2.803%
| 8/15/50
| 500
| 300
|
|
| Mylan Inc.
| 4.550%
| 4/15/28
| 575
| 554
|
|
| Mylan Inc.
| 5.400%
| 11/29/43
| 400
| 346
|
|
| Mylan Inc.
| 5.200%
| 4/15/48
| 625
| 507
|
|
| New York & Presbyterian Hospital
| 4.024%
| 8/1/45
| 480
| 404
|
|
| New York & Presbyterian Hospital
| 4.063%
| 8/1/56
| 425
| 346
|
|
| New York & Presbyterian Hospital
| 2.606%
| 8/1/60
| 500
| 284
|
| 8
| New York & Presbyterian Hospital
| 3.954%
| 8/1/19
| 400
| 288
|
|
| Northwell Healthcare Inc.
| 3.979%
| 11/1/46
| 525
| 406
|
|
| Northwell Healthcare Inc.
| 4.260%
| 11/1/47
| 850
| 687
|
|
| Northwell Healthcare Inc.
| 3.809%
| 11/1/49
| 375
| 279
|
|
| Novant Health Inc.
| 2.637%
| 11/1/36
| 500
| 378
|
|
| Novant Health Inc.
| 3.168%
| 11/1/51
| 500
| 336
|
|
| Novant Health Inc.
| 3.318%
| 11/1/61
| 1,000
| 660
|
|
| Novartis Capital Corp.
| 3.000%
| 11/20/25
| 1,400
| 1,362
|
|
| Novartis Capital Corp.
| 2.000%
| 2/14/27
| 2,340
| 2,180
|
|
| Novartis Capital Corp.
| 3.100%
| 5/17/27
| 800
| 764
|
|
| Novartis Capital Corp.
| 2.200%
| 8/14/30
| 2,175
| 1,884
|
|
| Novartis Capital Corp.
| 3.700%
| 9/21/42
| 525
| 429
|
|
| Novartis Capital Corp.
| 4.400%
| 5/6/44
| 1,050
| 936
|
|
| Novartis Capital Corp.
| 4.000%
| 11/20/45
| 1,200
| 1,003
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Novartis Capital Corp.
| 2.750%
| 8/14/50
| 850
| 551
|
| 8
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery
| 2.667%
| 10/1/50
| 245
| 156
|
| 8
| NYU Langone Hospitals
| 5.750%
| 7/1/43
| 375
| 392
|
|
| NYU Langone Hospitals
| 4.784%
| 7/1/44
| 325
| 301
|
| 8
| NYU Langone Hospitals
| 4.368%
| 7/1/47
| 425
| 370
|
| 8
| NYU Langone Hospitals
| 3.380%
| 7/1/55
| 525
| 364
|
| 8
| Ochsner LSU Health System of North Louisiana
| 2.510%
| 5/15/31
| 500
| 355
|
|
| OhioHealth Corp.
| 2.297%
| 11/15/31
| 500
| 417
|
|
| OhioHealth Corp.
| 2.834%
| 11/15/41
| 500
| 362
|
| 8
| OhioHealth Corp.
| 3.042%
| 11/15/50
| 300
| 210
|
|
| Orlando Health Obligated Group
| 4.089%
| 10/1/48
| 225
| 186
|
|
| Orlando Health Obligated Group
| 3.327%
| 10/1/50
| 500
| 366
|
| 8
| PeaceHealth Obligated Group
| 4.787%
| 11/15/48
| 300
| 263
|
| 8
| PeaceHealth Obligated Group
| 3.218%
| 11/15/50
| 500
| 330
|
|
| Pfizer Inc.
| 2.750%
| 6/3/26
| 2,556
| 2,444
|
|
| Pfizer Inc.
| 3.000%
| 12/15/26
| 1,295
| 1,236
|
|
| Pfizer Inc.
| 3.600%
| 9/15/28
| 600
| 574
|
|
| Pfizer Inc.
| 3.450%
| 3/15/29
| 1,200
| 1,136
|
|
| Pfizer Inc.
| 2.625%
| 4/1/30
| 1,175
| 1,042
|
|
| Pfizer Inc.
| 1.700%
| 5/28/30
| 1,750
| 1,473
|
|
| Pfizer Inc.
| 1.750%
| 8/18/31
| 1,250
| 1,015
|
|
| Pfizer Inc.
| 4.000%
| 12/15/36
| 1,000
| 896
|
|
| Pfizer Inc.
| 4.100%
| 9/15/38
| 1,000
| 882
|
|
| Pfizer Inc.
| 3.900%
| 3/15/39
| 550
| 470
|
|
| Pfizer Inc.
| 7.200%
| 3/15/39
| 1,815
| 2,143
|
|
| Pfizer Inc.
| 2.550%
| 5/28/40
| 750
| 522
|
|
| Pfizer Inc.
| 4.300%
| 6/15/43
| 780
| 673
|
|
| Pfizer Inc.
| 4.400%
| 5/15/44
| 725
| 643
|
|
| Pfizer Inc.
| 4.125%
| 12/15/46
| 1,575
| 1,303
|
|
| Pfizer Inc.
| 4.200%
| 9/15/48
| 500
| 416
|
|
| Pfizer Inc.
| 4.000%
| 3/15/49
| 850
| 686
|
|
| Pfizer Inc.
| 2.700%
| 5/28/50
| 1,275
| 819
|
|
| Pfizer Investment Enterprises Pte. Ltd.
| 4.450%
| 5/19/26
| 2,447
| 2,416
|
|
| Pfizer Investment Enterprises Pte. Ltd.
| 4.450%
| 5/19/28
| 3,262
| 3,205
|
|
| Pfizer Investment Enterprises Pte. Ltd.
| 4.650%
| 5/19/30
| 2,450
| 2,418
|
|
| Pfizer Investment Enterprises Pte. Ltd.
| 4.750%
| 5/19/33
| 4,078
| 3,973
|
|
| Pfizer Investment Enterprises Pte. Ltd.
| 5.110%
| 5/19/43
| 2,450
| 2,329
|
|
| Pfizer Investment Enterprises Pte. Ltd.
| 5.300%
| 5/19/53
| 4,893
| 4,723
|
|
| Pfizer Investment Enterprises Pte. Ltd.
| 5.340%
| 5/19/63
| 3,262
| 3,079
|
|
| Pharmacia LLC
| 6.600%
| 12/1/28
| 912
| 967
|
| 8
| Piedmont Healthcare Inc.
| 2.044%
| 1/1/32
| 500
| 404
|
|
| Piedmont Healthcare Inc.
| 2.864%
| 1/1/52
| 500
| 319
|
|
| Presbyterian Healthcare Services
| 4.875%
| 8/1/52
| 500
| 475
|
| 8
| Providence St. Joseph Health Obligated Group
| 2.746%
| 10/1/26
| 457
| 430
|
| 8
| Providence St. Joseph Health Obligated Group
| 2.532%
| 10/1/29
| 500
| 438
|
|
| Providence St. Joseph Health Obligated Group
| 5.403%
| 10/1/33
| 500
| 498
|
| 8
| Providence St. Joseph Health Obligated Group
| 3.744%
| 10/1/47
| 325
| 249
|
| 8
| Providence St. Joseph Health Obligated Group
| 3.930%
| 10/1/48
| 400
| 310
|
|
| Quest Diagnostics Inc.
| 3.450%
| 6/1/26
| 1,141
| 1,103
|
|
| Quest Diagnostics Inc.
| 4.200%
| 6/30/29
| 425
| 409
|
|
| Quest Diagnostics Inc.
| 2.950%
| 6/30/30
| 800
| 709
|
|
| Quest Diagnostics Inc.
| 2.800%
| 6/30/31
| 425
| 364
|
|
| Quest Diagnostics Inc.
| 5.750%
| 1/30/40
| 61
| 59
|
|
| Quest Diagnostics Inc.
| 4.700%
| 3/30/45
| 200
| 178
|
|
| Regeneron Pharmaceuticals Inc.
| 1.750%
| 9/15/30
| 1,000
| 823
|
|
| Regeneron Pharmaceuticals Inc.
| 2.800%
| 9/15/50
| 900
| 552
|
|
| Revvity Inc.
| 1.900%
| 9/15/28
| 500
| 437
|
|
| Revvity Inc.
| 3.300%
| 9/15/29
| 500
| 455
|
|
| Revvity Inc.
| 2.550%
| 3/15/31
| 500
| 418
|
|
| Revvity Inc.
| 2.250%
| 9/15/31
| 500
| 409
|
|
| Revvity Inc.
| 3.625%
| 3/15/51
| 350
| 243
|
|
| Royalty Pharma plc
| 1.200%
| 9/2/25
| 1,000
| 950
|
|
| Royalty Pharma plc
| 1.750%
| 9/2/27
| 1,400
| 1,258
|
|
| Royalty Pharma plc
| 2.200%
| 9/2/30
| 900
| 750
|
|
| Royalty Pharma plc
| 3.300%
| 9/2/40
| 1,000
| 722
|
|
| Royalty Pharma plc
| 3.550%
| 9/2/50
| 800
| 537
|
|
| Royalty Pharma plc
| 3.350%
| 9/2/51
| 500
| 320
|
| 8
| Rush Obligated Group
| 3.922%
| 11/15/29
| 245
| 232
|
|
| Sanofi SA
| 3.625%
| 6/19/28
| 1,000
| 958
|
| 8
| Seattle Children's Hospital
| 2.719%
| 10/1/50
| 500
| 319
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Sharp HealthCare
| 2.680%
| 8/1/50
| 500
| 317
|
|
| Shire Acquisitions Investments Ireland DAC
| 3.200%
| 9/23/26
| 2,685
| 2,575
|
|
| Smith & Nephew plc
| 5.150%
| 3/20/27
| 250
| 249
|
|
| Smith & Nephew plc
| 2.032%
| 10/14/30
| 820
| 677
|
|
| Smith & Nephew plc
| 5.400%
| 3/20/34
| 500
| 492
|
| 11
| Solventum Corp.
| 5.450%
| 2/25/27
| 1,050
| 1,049
|
| 11
| Solventum Corp.
| 5.400%
| 3/1/29
| 750
| 748
|
| 11
| Solventum Corp.
| 5.450%
| 3/13/31
| 800
| 790
|
| 11
| Solventum Corp.
| 5.600%
| 3/23/34
| 1,365
| 1,340
|
| 11
| Solventum Corp.
| 5.900%
| 4/30/54
| 500
| 478
|
| 11
| Solventum Corp.
| 6.000%
| 5/15/64
| 200
| 190
|
| 8
| SSM Health Care Corp.
| 3.823%
| 6/1/27
| 375
| 362
|
|
| SSM Health Care Corp.
| 4.894%
| 6/1/28
| 1,000
| 995
|
| 8
| Stanford Health Care
| 3.795%
| 11/15/48
| 450
| 359
|
|
| STERIS Irish FinCo Unltd. Co.
| 3.750%
| 3/15/51
| 600
| 436
|
|
| Stryker Corp.
| 3.375%
| 11/1/25
| 500
| 487
|
|
| Stryker Corp.
| 3.500%
| 3/15/26
| 890
| 864
|
|
| Stryker Corp.
| 3.650%
| 3/7/28
| 450
| 429
|
|
| Stryker Corp.
| 4.100%
| 4/1/43
| 325
| 268
|
|
| Stryker Corp.
| 4.375%
| 5/15/44
| 775
| 665
|
|
| Stryker Corp.
| 4.625%
| 3/15/46
| 800
| 703
|
|
| Stryker Corp.
| 2.900%
| 6/15/50
| 550
| 360
|
| 8
| Sutter Health
| 1.321%
| 8/15/25
| 500
| 477
|
| 8
| Sutter Health
| 3.695%
| 8/15/28
| 300
| 285
|
| 8
| Sutter Health
| 2.294%
| 8/15/30
| 500
| 429
|
|
| Sutter Health
| 5.164%
| 8/15/33
| 300
| 301
|
| 8
| Sutter Health
| 3.161%
| 8/15/40
| 500
| 378
|
| 8
| Sutter Health
| 4.091%
| 8/15/48
| 375
| 309
|
| 8
| Sutter Health
| 3.361%
| 8/15/50
| 475
| 340
|
|
| Sutter Health
| 5.547%
| 8/15/53
| 300
| 307
|
|
| Takeda Pharmaceutical Co. Ltd.
| 5.000%
| 11/26/28
| 1,060
| 1,052
|
|
| Takeda Pharmaceutical Co. Ltd.
| 2.050%
| 3/31/30
| 2,225
| 1,877
|
|
| Takeda Pharmaceutical Co. Ltd.
| 3.025%
| 7/9/40
| 1,700
| 1,231
|
|
| Takeda Pharmaceutical Co. Ltd.
| 3.175%
| 7/9/50
| 1,790
| 1,185
|
|
| Takeda Pharmaceutical Co. Ltd.
| 3.375%
| 7/9/60
| 900
| 575
|
|
| Texas Health Resources
| 2.328%
| 11/15/50
| 500
| 293
|
| 8
| Texas Health Resources
| 4.330%
| 11/15/55
| 100
| 85
|
|
| Thermo Fisher Scientific Inc.
| 4.953%
| 8/10/26
| 500
| 499
|
|
| Thermo Fisher Scientific Inc.
| 5.000%
| 12/5/26
| 660
| 659
|
|
| Thermo Fisher Scientific Inc.
| 4.800%
| 11/21/27
| 295
| 294
|
|
| Thermo Fisher Scientific Inc.
| 1.750%
| 10/15/28
| 500
| 441
|
|
| Thermo Fisher Scientific Inc.
| 5.000%
| 1/31/29
| 575
| 576
|
|
| Thermo Fisher Scientific Inc.
| 2.600%
| 10/1/29
| 890
| 796
|
|
| Thermo Fisher Scientific Inc.
| 4.977%
| 8/10/30
| 600
| 601
|
|
| Thermo Fisher Scientific Inc.
| 2.000%
| 10/15/31
| 2,000
| 1,637
|
|
| Thermo Fisher Scientific Inc.
| 4.950%
| 11/21/32
| 250
| 248
|
|
| Thermo Fisher Scientific Inc.
| 5.086%
| 8/10/33
| 800
| 797
|
|
| Thermo Fisher Scientific Inc.
| 2.800%
| 10/15/41
| 1,000
| 712
|
|
| Thermo Fisher Scientific Inc.
| 5.404%
| 8/10/43
| 500
| 499
|
|
| Thermo Fisher Scientific Inc.
| 5.300%
| 2/1/44
| 350
| 342
|
|
| Thermo Fisher Scientific Inc.
| 4.100%
| 8/15/47
| 400
| 329
|
| 8
| Trinity Health Corp.
| 2.632%
| 12/1/40
| 500
| 353
|
|
| Trinity Health Corp.
| 4.125%
| 12/1/45
| 450
| 379
|
|
| UnitedHealth Group Inc.
| 3.750%
| 7/15/25
| 2,750
| 2,709
|
|
| UnitedHealth Group Inc.
| 5.150%
| 10/15/25
| 650
| 649
|
|
| UnitedHealth Group Inc.
| 3.700%
| 12/15/25
| 200
| 196
|
|
| UnitedHealth Group Inc.
| 1.250%
| 1/15/26
| 781
| 736
|
|
| UnitedHealth Group Inc.
| 3.100%
| 3/15/26
| 750
| 726
|
|
| UnitedHealth Group Inc.
| 1.150%
| 5/15/26
| 500
| 465
|
|
| UnitedHealth Group Inc.
| 3.450%
| 1/15/27
| 1,645
| 1,587
|
|
| UnitedHealth Group Inc.
| 4.600%
| 4/15/27
| 500
| 496
|
|
| UnitedHealth Group Inc.
| 3.700%
| 5/15/27
| 550
| 532
|
|
| UnitedHealth Group Inc.
| 5.250%
| 2/15/28
| 1,725
| 1,748
|
|
| UnitedHealth Group Inc.
| 3.850%
| 6/15/28
| 2,100
| 2,019
|
|
| UnitedHealth Group Inc.
| 3.875%
| 12/15/28
| 500
| 479
|
|
| UnitedHealth Group Inc.
| 4.250%
| 1/15/29
| 830
| 809
|
|
| UnitedHealth Group Inc.
| 4.700%
| 4/15/29
| 400
| 397
|
|
| UnitedHealth Group Inc.
| 4.000%
| 5/15/29
| 500
| 481
|
|
| UnitedHealth Group Inc.
| 2.875%
| 8/15/29
| 475
| 431
|
|
| UnitedHealth Group Inc.
| 5.300%
| 2/15/30
| 875
| 891
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| UnitedHealth Group Inc.
| 2.000%
| 5/15/30
| 2,935
| 2,494
|
|
| UnitedHealth Group Inc.
| 4.900%
| 4/15/31
| 820
| 812
|
|
| UnitedHealth Group Inc.
| 2.300%
| 5/15/31
| 2,900
| 2,435
|
|
| UnitedHealth Group Inc.
| 5.350%
| 2/15/33
| 1,725
| 1,748
|
|
| UnitedHealth Group Inc.
| 4.500%
| 4/15/33
| 1,500
| 1,433
|
|
| UnitedHealth Group Inc.
| 5.000%
| 4/15/34
| 1,050
| 1,036
|
|
| UnitedHealth Group Inc.
| 4.625%
| 7/15/35
| 800
| 767
|
|
| UnitedHealth Group Inc.
| 6.500%
| 6/15/37
| 200
| 220
|
|
| UnitedHealth Group Inc.
| 6.625%
| 11/15/37
| 325
| 359
|
|
| UnitedHealth Group Inc.
| 6.875%
| 2/15/38
| 1,355
| 1,551
|
|
| UnitedHealth Group Inc.
| 3.500%
| 8/15/39
| 1,510
| 1,220
|
|
| UnitedHealth Group Inc.
| 2.750%
| 5/15/40
| 2,245
| 1,614
|
|
| UnitedHealth Group Inc.
| 5.950%
| 2/15/41
| 240
| 251
|
|
| UnitedHealth Group Inc.
| 3.050%
| 5/15/41
| 1,400
| 1,035
|
|
| UnitedHealth Group Inc.
| 4.375%
| 3/15/42
| 325
| 286
|
|
| UnitedHealth Group Inc.
| 3.950%
| 10/15/42
| 800
| 656
|
|
| UnitedHealth Group Inc.
| 4.250%
| 3/15/43
| 75
| 65
|
|
| UnitedHealth Group Inc.
| 4.750%
| 7/15/45
| 1,315
| 1,192
|
|
| UnitedHealth Group Inc.
| 4.200%
| 1/15/47
| 775
| 639
|
|
| UnitedHealth Group Inc.
| 4.250%
| 4/15/47
| 950
| 790
|
|
| UnitedHealth Group Inc.
| 3.750%
| 10/15/47
| 600
| 457
|
|
| UnitedHealth Group Inc.
| 4.250%
| 6/15/48
| 1,200
| 992
|
|
| UnitedHealth Group Inc.
| 4.450%
| 12/15/48
| 1,100
| 940
|
|
| UnitedHealth Group Inc.
| 3.700%
| 8/15/49
| 680
| 511
|
|
| UnitedHealth Group Inc.
| 2.900%
| 5/15/50
| 520
| 337
|
|
| UnitedHealth Group Inc.
| 3.250%
| 5/15/51
| 1,900
| 1,305
|
|
| UnitedHealth Group Inc.
| 5.875%
| 2/15/53
| 875
| 909
|
|
| UnitedHealth Group Inc.
| 5.050%
| 4/15/53
| 1,892
| 1,755
|
|
| UnitedHealth Group Inc.
| 5.375%
| 4/15/54
| 1,940
| 1,884
|
|
| UnitedHealth Group Inc.
| 3.875%
| 8/15/59
| 2,250
| 1,668
|
|
| UnitedHealth Group Inc.
| 3.125%
| 5/15/60
| 2,640
| 1,668
|
|
| UnitedHealth Group Inc.
| 6.050%
| 2/15/63
| 875
| 920
|
|
| UnitedHealth Group Inc.
| 5.200%
| 4/15/63
| 1,500
| 1,392
|
|
| UnitedHealth Group Inc.
| 5.500%
| 4/15/64
| 750
| 727
|
|
| Universal Health Services Inc.
| 2.650%
| 10/15/30
| 700
| 597
|
|
| UPMC
| 5.035%
| 5/15/33
| 500
| 490
|
|
| Utah Acquisition Sub Inc.
| 3.950%
| 6/15/26
| 1,100
| 1,067
|
|
| Utah Acquisition Sub Inc.
| 5.250%
| 6/15/46
| 2,250
| 1,852
|
|
| Viatris Inc.
| 2.300%
| 6/22/27
| 1,350
| 1,233
|
|
| Viatris Inc.
| 3.850%
| 6/22/40
| 425
| 310
|
|
| Viatris Inc.
| 4.000%
| 6/22/50
| 925
| 623
|
| 8
| WakeMed
| 3.286%
| 10/1/52
| 500
| 350
|
| 8
| Willis-Knighton Medical Center
| 4.813%
| 9/1/48
| 200
| 178
|
| 8
| Willis-Knighton Medical Center
| 3.065%
| 3/1/51
| 500
| 326
|
|
| Wyeth LLC
| 6.500%
| 2/1/34
| 500
| 549
|
|
| Wyeth LLC
| 6.000%
| 2/15/36
| 410
| 436
|
|
| Wyeth LLC
| 5.950%
| 4/1/37
| 1,605
| 1,690
|
| 8
| Yale-New Haven Health Services Corp.
| 2.496%
| 7/1/50
| 500
| 301
|
|
| Zimmer Biomet Holdings Inc.
| 3.050%
| 1/15/26
| 1,000
| 965
|
|
| Zimmer Biomet Holdings Inc.
| 5.350%
| 12/1/28
| 400
| 402
|
|
| Zimmer Biomet Holdings Inc.
| 2.600%
| 11/24/31
| 800
| 669
|
|
| Zimmer Biomet Holdings Inc.
| 5.750%
| 11/30/39
| 200
| 201
|
|
| Zimmer Biomet Holdings Inc.
| 4.450%
| 8/15/45
| 180
| 151
|
|
| Zoetis Inc.
| 4.500%
| 11/13/25
| 350
| 346
|
|
| Zoetis Inc.
| 3.000%
| 9/12/27
| 800
| 751
|
|
| Zoetis Inc.
| 3.900%
| 8/20/28
| 400
| 382
|
|
| Zoetis Inc.
| 2.000%
| 5/15/30
| 575
| 484
|
|
| Zoetis Inc.
| 5.600%
| 11/16/32
| 1,000
| 1,023
|
|
| Zoetis Inc.
| 4.700%
| 2/1/43
| 900
| 802
|
|
| Zoetis Inc.
| 3.950%
| 9/12/47
| 400
| 312
|
|
| Zoetis Inc.
| 4.450%
| 8/20/48
| 325
| 277
|
|
| Zoetis Inc.
| 3.000%
| 5/15/50
| 425
| 277
|
|
|
|
|
|
|
| 626,228
|
| Industrials (0.7%)
|
| 8
| 3M Co.
| 2.250%
| 9/19/26
| 100
| 94
|
|
| 3M Co.
| 2.875%
| 10/15/27
| 939
| 876
|
|
| 3M Co.
| 3.050%
| 4/15/30
| 600
| 538
|
| 8
| 3M Co.
| 3.125%
| 9/19/46
| 1,125
| 757
|
| 8
| 3M Co.
| 3.625%
| 10/15/47
| 450
| 326
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| 3M Co.
| 4.000%
| 9/14/48
| 182
| 145
|
|
| 3M Co.
| 3.700%
| 4/15/50
| 545
| 396
|
|
| ABB Finance USA Inc.
| 4.375%
| 5/8/42
| 545
| 484
|
|
| Acuity Brands Lighting Inc.
| 2.150%
| 12/15/30
| 705
| 585
|
|
| AGCO Corp.
| 5.450%
| 3/21/27
| 340
| 341
|
|
| AGCO Corp.
| 5.800%
| 3/21/34
| 590
| 587
|
|
| Allegion plc
| 3.500%
| 10/1/29
| 325
| 300
|
|
| Allegion US Holding Co. Inc.
| 3.550%
| 10/1/27
| 350
| 331
|
|
| Allegion US Holding Co. Inc.
| 5.600%
| 5/29/34
| 760
| 760
|
| 8
| American Airlines Pass-Through Trust Class A Series 2021-1
| 2.875%
| 7/11/34
| 1,136
| 969
|
| 8
| American Airlines Pass-Through Trust Class AA Series 2015-2
| 3.600%
| 9/22/27
| 177
| 168
|
| 8
| American Airlines Pass-Through Trust Class AA Series 2016-1
| 3.575%
| 1/15/28
| 290
| 273
|
| 8
| American Airlines Pass-Through Trust Class AA Series 2016-2
| 3.200%
| 6/15/28
| 652
| 605
|
| 8
| American Airlines Pass-Through Trust Class AA Series 2016-3
| 3.000%
| 10/15/28
| 146
| 134
|
| 8
| American Airlines Pass-Through Trust Class AA Series 2017-1
| 3.650%
| 2/15/29
| 331
| 313
|
| 8
| American Airlines Pass-Through Trust Class AA Series 2017-2
| 3.350%
| 10/15/29
| 270
| 249
|
| 8
| American Airlines Pass-Through Trust Class AA Series 2019-1
| 3.150%
| 2/15/32
| 172
| 154
|
|
| Amphenol Corp.
| 4.750%
| 3/30/26
| 500
| 496
|
|
| Amphenol Corp.
| 5.050%
| 4/5/27
| 500
| 500
|
|
| Amphenol Corp.
| 5.050%
| 4/5/29
| 500
| 502
|
|
| Amphenol Corp.
| 4.350%
| 6/1/29
| 300
| 291
|
|
| Amphenol Corp.
| 2.800%
| 2/15/30
| 750
| 668
|
|
| Amphenol Corp.
| 2.200%
| 9/15/31
| 400
| 328
|
|
| Amphenol Corp.
| 5.250%
| 4/5/34
| 500
| 499
|
| 8
| BNSF Funding Trust I
| 6.613%
| 12/15/55
| 325
| 325
|
|
| Boeing Co.
| 2.196%
| 2/4/26
| 5,000
| 4,703
|
|
| Boeing Co.
| 3.100%
| 5/1/26
| 400
| 379
|
|
| Boeing Co.
| 2.250%
| 6/15/26
| 325
| 303
|
|
| Boeing Co.
| 2.700%
| 2/1/27
| 1,715
| 1,581
|
|
| Boeing Co.
| 2.800%
| 3/1/27
| 1,046
| 962
|
|
| Boeing Co.
| 5.040%
| 5/1/27
| 1,760
| 1,721
|
| 11
| Boeing Co.
| 6.259%
| 5/1/27
| 850
| 856
|
|
| Boeing Co.
| 3.250%
| 2/1/28
| 1,350
| 1,236
|
|
| Boeing Co.
| 3.250%
| 3/1/28
| 275
| 251
|
|
| Boeing Co.
| 3.450%
| 11/1/28
| 1,000
| 905
|
|
| Boeing Co.
| 3.200%
| 3/1/29
| 900
| 799
|
| 11
| Boeing Co.
| 6.298%
| 5/1/29
| 1,250
| 1,268
|
|
| Boeing Co.
| 2.950%
| 2/1/30
| 500
| 428
|
|
| Boeing Co.
| 5.150%
| 5/1/30
| 3,288
| 3,157
|
|
| Boeing Co.
| 3.625%
| 2/1/31
| 1,143
| 1,000
|
| 11
| Boeing Co.
| 6.388%
| 5/1/31
| 850
| 865
|
|
| Boeing Co.
| 6.125%
| 2/15/33
| 325
| 324
|
|
| Boeing Co.
| 3.600%
| 5/1/34
| 585
| 471
|
| 11
| Boeing Co.
| 6.528%
| 5/1/34
| 2,100
| 2,150
|
|
| Boeing Co.
| 3.250%
| 2/1/35
| 600
| 458
|
|
| Boeing Co.
| 3.550%
| 3/1/38
| 305
| 221
|
|
| Boeing Co.
| 3.500%
| 3/1/39
| 200
| 142
|
|
| Boeing Co.
| 6.875%
| 3/15/39
| 285
| 295
|
|
| Boeing Co.
| 5.875%
| 2/15/40
| 545
| 510
|
|
| Boeing Co.
| 5.705%
| 5/1/40
| 2,449
| 2,261
|
|
| Boeing Co.
| 3.375%
| 6/15/46
| 450
| 287
|
|
| Boeing Co.
| 3.650%
| 3/1/47
| 475
| 309
|
|
| Boeing Co.
| 3.625%
| 3/1/48
| 400
| 257
|
|
| Boeing Co.
| 3.850%
| 11/1/48
| 200
| 133
|
|
| Boeing Co.
| 3.900%
| 5/1/49
| 650
| 437
|
|
| Boeing Co.
| 3.750%
| 2/1/50
| 1,100
| 722
|
|
| Boeing Co.
| 5.805%
| 5/1/50
| 4,781
| 4,317
|
| 11
| Boeing Co.
| 6.858%
| 5/1/54
| 2,100
| 2,153
|
|
| Boeing Co.
| 3.950%
| 8/1/59
| 870
| 554
|
|
| Boeing Co.
| 5.930%
| 5/1/60
| 2,917
| 2,610
|
| 11
| Boeing Co.
| 7.008%
| 5/1/64
| 1,250
| 1,280
|
|
| Burlington Northern Santa Fe LLC
| 3.650%
| 9/1/25
| 275
| 270
|
|
| Burlington Northern Santa Fe LLC
| 7.000%
| 12/15/25
| 700
| 718
|
|
| Burlington Northern Santa Fe LLC
| 3.250%
| 6/15/27
| 875
| 837
|
|
| Burlington Northern Santa Fe LLC
| 6.200%
| 8/15/36
| 125
| 135
|
|
| Burlington Northern Santa Fe LLC
| 6.150%
| 5/1/37
| 775
| 836
|
|
| Burlington Northern Santa Fe LLC
| 5.750%
| 5/1/40
| 625
| 642
|
|
| Burlington Northern Santa Fe LLC
| 5.050%
| 3/1/41
| 675
| 640
|
|
| Burlington Northern Santa Fe LLC
| 5.400%
| 6/1/41
| 1,225
| 1,210
|
|
| Burlington Northern Santa Fe LLC
| 4.950%
| 9/15/41
| 200
| 188
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Burlington Northern Santa Fe LLC
| 4.400%
| 3/15/42
| 575
| 503
|
|
| Burlington Northern Santa Fe LLC
| 4.375%
| 9/1/42
| 500
| 435
|
|
| Burlington Northern Santa Fe LLC
| 4.450%
| 3/15/43
| 850
| 744
|
|
| Burlington Northern Santa Fe LLC
| 5.150%
| 9/1/43
| 500
| 478
|
|
| Burlington Northern Santa Fe LLC
| 4.900%
| 4/1/44
| 1,100
| 1,014
|
|
| Burlington Northern Santa Fe LLC
| 4.550%
| 9/1/44
| 1,600
| 1,407
|
|
| Burlington Northern Santa Fe LLC
| 4.150%
| 4/1/45
| 500
| 414
|
|
| Burlington Northern Santa Fe LLC
| 4.700%
| 9/1/45
| 600
| 537
|
|
| Burlington Northern Santa Fe LLC
| 3.900%
| 8/1/46
| 550
| 436
|
|
| Burlington Northern Santa Fe LLC
| 4.125%
| 6/15/47
| 225
| 184
|
|
| Burlington Northern Santa Fe LLC
| 4.050%
| 6/15/48
| 634
| 512
|
|
| Burlington Northern Santa Fe LLC
| 4.150%
| 12/15/48
| 575
| 469
|
|
| Burlington Northern Santa Fe LLC
| 3.550%
| 2/15/50
| 200
| 147
|
|
| Burlington Northern Santa Fe LLC
| 3.050%
| 2/15/51
| 745
| 494
|
|
| Burlington Northern Santa Fe LLC
| 3.300%
| 9/15/51
| 800
| 557
|
|
| Burlington Northern Santa Fe LLC
| 2.875%
| 6/15/52
| 575
| 363
|
|
| Burlington Northern Santa Fe LLC
| 4.450%
| 1/15/53
| 950
| 809
|
|
| Burlington Northern Santa Fe LLC
| 5.200%
| 4/15/54
| 1,325
| 1,272
|
|
| Burlington Northern Santa Fe LLC
| 5.500%
| 3/15/55
| 1,100
| 1,103
|
|
| Canadian National Railway Co.
| 2.750%
| 3/1/26
| 375
| 361
|
|
| Canadian National Railway Co.
| 3.850%
| 8/5/32
| 500
| 461
|
|
| Canadian National Railway Co.
| 6.250%
| 8/1/34
| 350
| 381
|
|
| Canadian National Railway Co.
| 6.200%
| 6/1/36
| 350
| 380
|
|
| Canadian National Railway Co.
| 6.375%
| 11/15/37
| 350
| 384
|
|
| Canadian National Railway Co.
| 3.200%
| 8/2/46
| 650
| 469
|
|
| Canadian National Railway Co.
| 2.450%
| 5/1/50
| 505
| 302
|
|
| Canadian National Railway Co.
| 4.400%
| 8/5/52
| 500
| 429
|
|
| Canadian National Railway Co.
| 6.125%
| 11/1/53
| 200
| 221
|
|
| Canadian Pacific Railway Co.
| 1.750%
| 12/2/26
| 750
| 692
|
|
| Canadian Pacific Railway Co.
| 2.875%
| 11/15/29
| 550
| 493
|
|
| Canadian Pacific Railway Co.
| 2.050%
| 3/5/30
| 400
| 341
|
|
| Canadian Pacific Railway Co.
| 7.125%
| 10/15/31
| 275
| 306
|
|
| Canadian Pacific Railway Co.
| 2.450%
| 12/2/31
| 930
| 845
|
|
| Canadian Pacific Railway Co.
| 5.950%
| 5/15/37
| 775
| 802
|
|
| Canadian Pacific Railway Co.
| 3.000%
| 12/2/41
| 2,000
| 1,728
|
|
| Canadian Pacific Railway Co.
| 4.300%
| 5/15/43
| 500
| 426
|
|
| Canadian Pacific Railway Co.
| 4.800%
| 8/1/45
| 275
| 247
|
|
| Canadian Pacific Railway Co.
| 4.950%
| 8/15/45
| 500
| 456
|
|
| Canadian Pacific Railway Co.
| 4.700%
| 5/1/48
| 465
| 403
|
|
| Canadian Pacific Railway Co.
| 3.500%
| 5/1/50
| 1,300
| 937
|
|
| Canadian Pacific Railway Co.
| 3.100%
| 12/2/51
| 1,469
| 976
|
|
| Canadian Pacific Railway Co.
| 6.125%
| 9/15/15
| 830
| 845
|
|
| Carrier Global Corp.
| 2.493%
| 2/15/27
| 1,475
| 1,381
|
|
| Carrier Global Corp.
| 2.722%
| 2/15/30
| 2,625
| 2,318
|
|
| Carrier Global Corp.
| 2.700%
| 2/15/31
| 390
| 335
|
|
| Carrier Global Corp.
| 5.900%
| 3/15/34
| 800
| 835
|
|
| Carrier Global Corp.
| 3.377%
| 4/5/40
| 1,224
| 948
|
|
| Carrier Global Corp.
| 3.577%
| 4/5/50
| 1,805
| 1,311
|
|
| Carrier Global Corp.
| 6.200%
| 3/15/54
| 800
| 858
|
|
| Caterpillar Financial Services Corp.
| 5.150%
| 8/11/25
| 500
| 499
|
| 8
| Caterpillar Financial Services Corp.
| 3.650%
| 8/12/25
| 575
| 565
|
| 8
| Caterpillar Financial Services Corp.
| 0.800%
| 11/13/25
| 825
| 778
|
| 8
| Caterpillar Financial Services Corp.
| 4.350%
| 5/15/26
| 825
| 814
|
|
| Caterpillar Financial Services Corp.
| 2.400%
| 8/9/26
| 200
| 189
|
| 8
| Caterpillar Financial Services Corp.
| 1.150%
| 9/14/26
| 500
| 460
|
| 8
| Caterpillar Financial Services Corp.
| 1.700%
| 1/8/27
| 500
| 462
|
| 8
| Caterpillar Financial Services Corp.
| 3.600%
| 8/12/27
| 575
| 553
|
| 8
| Caterpillar Financial Services Corp.
| 1.100%
| 9/14/27
| 1,500
| 1,338
|
|
| Caterpillar Financial Services Corp.
| 4.850%
| 2/27/29
| 500
| 500
|
|
| Caterpillar Inc.
| 2.600%
| 4/9/30
| 3,135
| 2,784
|
|
| Caterpillar Inc.
| 6.050%
| 8/15/36
| 720
| 781
|
|
| Caterpillar Inc.
| 5.200%
| 5/27/41
| 475
| 463
|
|
| Caterpillar Inc.
| 3.803%
| 8/15/42
| 1,504
| 1,219
|
|
| Caterpillar Inc.
| 4.300%
| 5/15/44
| 375
| 325
|
|
| Caterpillar Inc.
| 3.250%
| 9/19/49
| 621
| 441
|
|
| Caterpillar Inc.
| 3.250%
| 4/9/50
| 700
| 499
|
|
| Caterpillar Inc.
| 4.750%
| 5/15/64
| 415
| 366
|
|
| CH Robinson Worldwide Inc.
| 4.200%
| 4/15/28
| 125
| 121
|
|
| CNH Industrial Capital LLC
| 5.450%
| 10/14/25
| 500
| 500
|
|
| CNH Industrial Capital LLC
| 1.875%
| 1/15/26
| 260
| 246
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| CNH Industrial Capital LLC
| 1.450%
| 7/15/26
| 400
| 370
|
|
| CNH Industrial Capital LLC
| 4.550%
| 4/10/28
| 500
| 489
|
|
| CNH Industrial Capital LLC
| 5.500%
| 1/12/29
| 500
| 505
|
|
| CNH Industrial Capital LLC
| 5.100%
| 4/20/29
| 900
| 897
|
| 8
| CNH Industrial NV
| 3.850%
| 11/15/27
| 375
| 359
|
|
| CSX Corp.
| 3.350%
| 11/1/25
| 400
| 390
|
|
| CSX Corp.
| 2.600%
| 11/1/26
| 200
| 189
|
|
| CSX Corp.
| 3.250%
| 6/1/27
| 650
| 621
|
|
| CSX Corp.
| 3.800%
| 3/1/28
| 1,275
| 1,226
|
|
| CSX Corp.
| 4.250%
| 3/15/29
| 900
| 874
|
|
| CSX Corp.
| 2.400%
| 2/15/30
| 1,150
| 1,003
|
|
| CSX Corp.
| 4.100%
| 11/15/32
| 748
| 699
|
|
| CSX Corp.
| 5.200%
| 11/15/33
| 500
| 501
|
|
| CSX Corp.
| 6.150%
| 5/1/37
| 1,000
| 1,072
|
|
| CSX Corp.
| 6.220%
| 4/30/40
| 599
| 641
|
|
| CSX Corp.
| 5.500%
| 4/15/41
| 725
| 721
|
|
| CSX Corp.
| 4.750%
| 5/30/42
| 460
| 417
|
|
| CSX Corp.
| 4.400%
| 3/1/43
| 93
| 81
|
|
| CSX Corp.
| 4.100%
| 3/15/44
| 800
| 657
|
|
| CSX Corp.
| 3.800%
| 11/1/46
| 400
| 310
|
|
| CSX Corp.
| 4.300%
| 3/1/48
| 1,000
| 834
|
|
| CSX Corp.
| 4.750%
| 11/15/48
| 595
| 530
|
|
| CSX Corp.
| 4.500%
| 3/15/49
| 900
| 771
|
|
| CSX Corp.
| 3.800%
| 4/15/50
| 605
| 462
|
|
| CSX Corp.
| 2.500%
| 5/15/51
| 500
| 294
|
|
| CSX Corp.
| 4.500%
| 11/15/52
| 838
| 717
|
|
| CSX Corp.
| 4.500%
| 8/1/54
| 200
| 170
|
|
| CSX Corp.
| 4.250%
| 11/1/66
| 500
| 389
|
|
| CSX Corp.
| 4.650%
| 3/1/68
| 275
| 231
|
|
| Cummins Inc.
| 0.750%
| 9/1/25
| 3,721
| 3,534
|
|
| Cummins Inc.
| 4.900%
| 2/20/29
| 400
| 399
|
|
| Cummins Inc.
| 1.500%
| 9/1/30
| 500
| 410
|
|
| Cummins Inc.
| 5.150%
| 2/20/34
| 575
| 576
|
|
| Cummins Inc.
| 2.600%
| 9/1/50
| 600
| 364
|
|
| Cummins Inc.
| 5.450%
| 2/20/54
| 950
| 931
|
|
| Deere & Co.
| 5.375%
| 10/16/29
| 455
| 466
|
|
| Deere & Co.
| 3.100%
| 4/15/30
| 770
| 700
|
|
| Deere & Co.
| 7.125%
| 3/3/31
| 400
| 451
|
|
| Deere & Co.
| 3.900%
| 6/9/42
| 1,000
| 835
|
|
| Deere & Co.
| 2.875%
| 9/7/49
| 200
| 134
|
|
| Deere & Co.
| 3.750%
| 4/15/50
| 650
| 510
|
| 8
| Delta Air Lines Pass-Through Trust Class AA Series 2020-1
| 2.000%
| 6/10/28
| 304
| 277
|
|
| Dover Corp.
| 2.950%
| 11/4/29
| 575
| 520
|
|
| Dover Corp.
| 5.375%
| 3/1/41
| 280
| 273
|
|
| Eaton Corp.
| 3.103%
| 9/15/27
| 665
| 628
|
|
| Eaton Corp.
| 4.000%
| 11/2/32
| 717
| 668
|
|
| Eaton Corp.
| 4.150%
| 3/15/33
| 1,095
| 1,026
|
|
| Eaton Corp.
| 4.150%
| 11/2/42
| 75
| 64
|
|
| Eaton Corp.
| 3.915%
| 9/15/47
| 550
| 439
|
|
| Eaton Corp.
| 4.700%
| 8/23/52
| 657
| 594
|
|
| Emerson Electric Co.
| 0.875%
| 10/15/26
| 2,000
| 1,825
|
|
| Emerson Electric Co.
| 1.800%
| 10/15/27
| 500
| 455
|
|
| Emerson Electric Co.
| 2.000%
| 12/21/28
| 1,000
| 887
|
|
| Emerson Electric Co.
| 1.950%
| 10/15/30
| 375
| 317
|
|
| Emerson Electric Co.
| 2.200%
| 12/21/31
| 900
| 750
|
|
| Emerson Electric Co.
| 5.250%
| 11/15/39
| 135
| 135
|
|
| Emerson Electric Co.
| 2.750%
| 10/15/50
| 450
| 287
|
|
| Emerson Electric Co.
| 2.800%
| 12/21/51
| 900
| 566
|
|
| FedEx Corp.
| 3.250%
| 4/1/26
| 500
| 483
|
|
| FedEx Corp.
| 3.400%
| 2/15/28
| 1,000
| 946
|
|
| FedEx Corp.
| 3.100%
| 8/5/29
| 825
| 755
|
|
| FedEx Corp.
| 4.250%
| 5/15/30
| 639
| 613
|
|
| FedEx Corp.
| 2.400%
| 5/15/31
| 450
| 381
|
|
| FedEx Corp.
| 4.900%
| 1/15/34
| 435
| 425
|
|
| FedEx Corp.
| 3.900%
| 2/1/35
| 200
| 177
|
|
| FedEx Corp.
| 3.250%
| 5/15/41
| 650
| 476
|
|
| FedEx Corp.
| 3.875%
| 8/1/42
| 435
| 340
|
|
| FedEx Corp.
| 4.100%
| 4/15/43
| 300
| 241
|
|
| FedEx Corp.
| 5.100%
| 1/15/44
| 600
| 548
|
|
| FedEx Corp.
| 4.100%
| 2/1/45
| 565
| 444
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| FedEx Corp.
| 4.750%
| 11/15/45
| 1,075
| 925
|
|
| FedEx Corp.
| 4.550%
| 4/1/46
| 1,020
| 850
|
|
| FedEx Corp.
| 4.400%
| 1/15/47
| 800
| 651
|
|
| FedEx Corp.
| 4.050%
| 2/15/48
| 810
| 630
|
|
| FedEx Corp.
| 4.950%
| 10/17/48
| 750
| 664
|
|
| FedEx Corp.
| 5.250%
| 5/15/50
| 1,150
| 1,072
|
| 8
| FedEx Corp. Pass-Through Trust Class AA Series 2020-1
| 1.875%
| 2/20/34
| 650
| 539
|
|
| Flowserve Corp.
| 3.500%
| 10/1/30
| 500
| 444
|
|
| Fortive Corp.
| 3.150%
| 6/15/26
| 585
| 561
|
|
| Fortive Corp.
| 4.300%
| 6/15/46
| 425
| 354
|
|
| GE Capital Funding LLC
| 4.550%
| 5/15/32
| 376
| 359
|
|
| General Dynamics Corp.
| 2.125%
| 8/15/26
| 250
| 235
|
|
| General Dynamics Corp.
| 3.500%
| 4/1/27
| 350
| 337
|
|
| General Dynamics Corp.
| 2.625%
| 11/15/27
| 500
| 465
|
|
| General Dynamics Corp.
| 3.750%
| 5/15/28
| 705
| 678
|
|
| General Dynamics Corp.
| 3.625%
| 4/1/30
| 755
| 708
|
|
| General Dynamics Corp.
| 2.250%
| 6/1/31
| 500
| 423
|
|
| General Dynamics Corp.
| 4.250%
| 4/1/40
| 570
| 500
|
|
| General Dynamics Corp.
| 3.600%
| 11/15/42
| 625
| 492
|
|
| General Dynamics Corp.
| 4.250%
| 4/1/50
| 600
| 505
|
| 8
| General Electric Co.
| 5.875%
| 1/14/38
| 1,762
| 1,811
|
| 8
| General Electric Co.
| 6.875%
| 1/10/39
| 605
| 684
|
|
| General Electric Co.
| 4.350%
| 5/1/50
| 355
| 302
|
|
| HEICO Corp.
| 5.250%
| 8/1/28
| 500
| 501
|
|
| HEICO Corp.
| 5.350%
| 8/1/33
| 500
| 495
|
|
| Hexcel Corp.
| 4.200%
| 2/15/27
| 189
| 182
|
|
| Honeywell International Inc.
| 2.500%
| 11/1/26
| 1,150
| 1,087
|
|
| Honeywell International Inc.
| 1.100%
| 3/1/27
| 800
| 725
|
|
| Honeywell International Inc.
| 4.950%
| 2/15/28
| 500
| 504
|
|
| Honeywell International Inc.
| 4.250%
| 1/15/29
| 600
| 587
|
|
| Honeywell International Inc.
| 2.700%
| 8/15/29
| 350
| 317
|
|
| Honeywell International Inc.
| 1.950%
| 6/1/30
| 1,125
| 959
|
|
| Honeywell International Inc.
| 1.750%
| 9/1/31
| 1,150
| 932
|
|
| Honeywell International Inc.
| 5.000%
| 2/15/33
| 1,300
| 1,300
|
|
| Honeywell International Inc.
| 4.500%
| 1/15/34
| 600
| 576
|
|
| Honeywell International Inc.
| 5.000%
| 3/1/35
| 2,200
| 2,181
|
|
| Honeywell International Inc.
| 5.700%
| 3/15/36
| 300
| 315
|
|
| Honeywell International Inc.
| 5.700%
| 3/15/37
| 305
| 316
|
|
| Honeywell International Inc.
| 5.375%
| 3/1/41
| 855
| 850
|
|
| Honeywell International Inc.
| 5.250%
| 3/1/54
| 2,450
| 2,378
|
|
| Honeywell International Inc.
| 5.350%
| 3/1/64
| 1,000
| 970
|
|
| Howmet Aerospace Inc.
| 5.950%
| 2/1/37
| 500
| 513
|
|
| Huntington Ingalls Industries Inc.
| 3.483%
| 12/1/27
| 500
| 471
|
|
| Huntington Ingalls Industries Inc.
| 4.200%
| 5/1/30
| 800
| 753
|
|
| IDEX Corp.
| 3.000%
| 5/1/30
| 300
| 265
|
|
| Illinois Tool Works Inc.
| 2.650%
| 11/15/26
| 1,100
| 1,046
|
|
| Illinois Tool Works Inc.
| 3.900%
| 9/1/42
| 1,545
| 1,288
|
|
| Ingersoll Rand Inc.
| 5.197%
| 6/15/27
| 575
| 576
|
|
| Ingersoll Rand Inc.
| 5.400%
| 8/14/28
| 300
| 303
|
|
| Ingersoll Rand Inc.
| 5.176%
| 6/15/29
| 625
| 625
|
|
| Ingersoll Rand Inc.
| 5.314%
| 6/15/31
| 500
| 503
|
|
| Ingersoll Rand Inc.
| 5.700%
| 8/14/33
| 950
| 972
|
|
| Ingersoll Rand Inc.
| 5.450%
| 6/15/34
| 625
| 630
|
|
| Ingersoll Rand Inc.
| 5.700%
| 6/15/54
| 500
| 503
|
|
| Jacobs Engineering Group Inc.
| 6.350%
| 8/18/28
| 500
| 516
|
|
| Jacobs Engineering Group Inc.
| 5.900%
| 3/1/33
| 500
| 501
|
|
| JB Hunt Transport Services Inc.
| 3.875%
| 3/1/26
| 650
| 635
|
| 8
| JetBlue Pass-Through Trust Class A Series 2020-1
| 4.000%
| 11/15/32
| 540
| 505
|
| 8
| JetBlue Pass-Through Trust Class AA Series 2019-1
| 2.750%
| 5/15/32
| 396
| 342
|
| 8
| John Deere Capital Corp.
| 4.050%
| 9/8/25
| 500
| 493
|
|
| John Deere Capital Corp.
| 5.300%
| 9/8/25
| 600
| 600
|
| 8
| John Deere Capital Corp.
| 3.400%
| 9/11/25
| 325
| 318
|
| 8
| John Deere Capital Corp.
| 4.800%
| 1/9/26
| 850
| 845
|
| 8
| John Deere Capital Corp.
| 0.700%
| 1/15/26
| 500
| 467
|
| 8
| John Deere Capital Corp.
| 4.950%
| 3/6/26
| 800
| 799
|
| 8
| John Deere Capital Corp.
| 4.750%
| 6/8/26
| 500
| 497
|
| 8
| John Deere Capital Corp.
| 2.650%
| 6/10/26
| 300
| 287
|
| 8
| John Deere Capital Corp.
| 1.050%
| 6/17/26
| 500
| 463
|
| 8
| John Deere Capital Corp.
| 5.150%
| 9/8/26
| 500
| 501
|
| 8
| John Deere Capital Corp.
| 2.250%
| 9/14/26
| 1,647
| 1,550
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| John Deere Capital Corp.
| 1.700%
| 1/11/27
| 2,000
| 1,844
|
| 8
| John Deere Capital Corp.
| 4.850%
| 3/5/27
| 800
| 797
|
| 8
| John Deere Capital Corp.
| 2.350%
| 3/8/27
| 500
| 468
|
| 8
| John Deere Capital Corp.
| 4.900%
| 6/11/27
| 512
| 511
|
| 8
| John Deere Capital Corp.
| 2.800%
| 9/8/27
| 250
| 234
|
| 8
| John Deere Capital Corp.
| 4.150%
| 9/15/27
| 875
| 856
|
| 8
| John Deere Capital Corp.
| 3.050%
| 1/6/28
| 600
| 567
|
| 8
| John Deere Capital Corp.
| 4.750%
| 1/20/28
| 850
| 846
|
| 8
| John Deere Capital Corp.
| 4.900%
| 3/3/28
| 500
| 500
|
| 8
| John Deere Capital Corp.
| 1.500%
| 3/6/28
| 500
| 443
|
| 8
| John Deere Capital Corp.
| 4.950%
| 7/14/28
| 800
| 801
|
| 8
| John Deere Capital Corp.
| 3.450%
| 3/7/29
| 623
| 587
|
| 8
| John Deere Capital Corp.
| 4.850%
| 6/11/29
| 431
| 430
|
| 8
| John Deere Capital Corp.
| 2.800%
| 7/18/29
| 490
| 444
|
| 8
| John Deere Capital Corp.
| 2.450%
| 1/9/30
| 3,535
| 3,122
|
| 8
| John Deere Capital Corp.
| 4.700%
| 6/10/30
| 500
| 495
|
|
| John Deere Capital Corp.
| 1.450%
| 1/15/31
| 500
| 406
|
| 8
| John Deere Capital Corp.
| 4.900%
| 3/7/31
| 800
| 796
|
| 8
| John Deere Capital Corp.
| 3.900%
| 6/7/32
| 745
| 689
|
| 8
| John Deere Capital Corp.
| 4.350%
| 9/15/32
| 500
| 478
|
| 8
| John Deere Capital Corp.
| 5.150%
| 9/8/33
| 750
| 752
|
| 8
| John Deere Capital Corp.
| 5.100%
| 4/11/34
| 835
| 832
|
| 8
| John Deere Capital Corp.
| 5.050%
| 6/12/34
| 675
| 670
|
| 8
| Johnson Controls International plc
| 3.900%
| 2/14/26
| 219
| 214
|
|
| Johnson Controls International plc
| 5.500%
| 4/19/29
| 585
| 592
|
|
| Johnson Controls International plc
| 1.750%
| 9/15/30
| 500
| 413
|
|
| Johnson Controls International plc
| 2.000%
| 9/16/31
| 500
| 404
|
|
| Johnson Controls International plc
| 4.900%
| 12/1/32
| 339
| 331
|
| 8
| Johnson Controls International plc
| 6.000%
| 1/15/36
| 210
| 218
|
| 8
| Johnson Controls International plc
| 4.625%
| 7/2/44
| 800
| 689
|
|
| Johnson Controls International plc
| 4.500%
| 2/15/47
| 400
| 334
|
| 8
| Johnson Controls International plc
| 4.950%
| 7/2/64
| 286
| 247
|
|
| Kennametal Inc.
| 4.625%
| 6/15/28
| 1,000
| 976
|
|
| Keysight Technologies Inc.
| 4.600%
| 4/6/27
| 375
| 368
|
|
| Keysight Technologies Inc.
| 3.000%
| 10/30/29
| 425
| 379
|
|
| Kirby Corp.
| 4.200%
| 3/1/28
| 408
| 394
|
|
| L3Harris Technologies Inc.
| 3.850%
| 12/15/26
| 831
| 803
|
|
| L3Harris Technologies Inc.
| 5.400%
| 1/15/27
| 1,000
| 1,004
|
| 8
| L3Harris Technologies Inc.
| 4.400%
| 6/15/28
| 600
| 583
|
|
| L3Harris Technologies Inc.
| 5.050%
| 6/1/29
| 635
| 631
|
|
| L3Harris Technologies Inc.
| 2.900%
| 12/15/29
| 750
| 669
|
|
| L3Harris Technologies Inc.
| 1.800%
| 1/15/31
| 600
| 485
|
|
| L3Harris Technologies Inc.
| 5.250%
| 6/1/31
| 635
| 633
|
|
| L3Harris Technologies Inc.
| 5.400%
| 7/31/33
| 1,500
| 1,495
|
|
| L3Harris Technologies Inc.
| 5.350%
| 6/1/34
| 635
| 630
|
|
| L3Harris Technologies Inc.
| 4.854%
| 4/27/35
| 100
| 95
|
|
| L3Harris Technologies Inc.
| 5.054%
| 4/27/45
| 475
| 439
|
|
| L3Harris Technologies Inc.
| 5.600%
| 7/31/53
| 650
| 644
|
|
| Lennox International Inc.
| 1.350%
| 8/1/25
| 500
| 477
|
|
| Lennox International Inc.
| 1.700%
| 8/1/27
| 500
| 449
|
|
| Lockheed Martin Corp.
| 4.950%
| 10/15/25
| 432
| 431
|
|
| Lockheed Martin Corp.
| 3.550%
| 1/15/26
| 600
| 585
|
|
| Lockheed Martin Corp.
| 5.100%
| 11/15/27
| 612
| 616
|
|
| Lockheed Martin Corp.
| 4.450%
| 5/15/28
| 500
| 492
|
|
| Lockheed Martin Corp.
| 4.500%
| 2/15/29
| 500
| 492
|
|
| Lockheed Martin Corp.
| 3.900%
| 6/15/32
| 175
| 163
|
|
| Lockheed Martin Corp.
| 5.250%
| 1/15/33
| 1,225
| 1,246
|
|
| Lockheed Martin Corp.
| 4.750%
| 2/15/34
| 700
| 681
|
|
| Lockheed Martin Corp.
| 3.600%
| 3/1/35
| 485
| 425
|
|
| Lockheed Martin Corp.
| 4.500%
| 5/15/36
| 565
| 530
|
| 8
| Lockheed Martin Corp.
| 6.150%
| 9/1/36
| 452
| 491
|
|
| Lockheed Martin Corp.
| 5.720%
| 6/1/40
| 316
| 327
|
|
| Lockheed Martin Corp.
| 4.070%
| 12/15/42
| 1,131
| 951
|
|
| Lockheed Martin Corp.
| 3.800%
| 3/1/45
| 750
| 597
|
|
| Lockheed Martin Corp.
| 4.700%
| 5/15/46
| 1,050
| 945
|
|
| Lockheed Martin Corp.
| 2.800%
| 6/15/50
| 700
| 445
|
|
| Lockheed Martin Corp.
| 4.090%
| 9/15/52
| 622
| 499
|
|
| Lockheed Martin Corp.
| 5.700%
| 11/15/54
| 1,625
| 1,671
|
|
| Lockheed Martin Corp.
| 5.200%
| 2/15/55
| 550
| 526
|
|
| Lockheed Martin Corp.
| 4.300%
| 6/15/62
| 300
| 243
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Lockheed Martin Corp.
| 5.900%
| 11/15/63
| 1,235
| 1,298
|
|
| Lockheed Martin Corp.
| 5.200%
| 2/15/64
| 500
| 473
|
|
| MasTec Inc.
| 5.900%
| 6/15/29
| 325
| 327
|
|
| Norfolk Southern Corp.
| 3.650%
| 8/1/25
| 415
| 407
|
|
| Norfolk Southern Corp.
| 7.800%
| 5/15/27
| 100
| 107
|
|
| Norfolk Southern Corp.
| 3.150%
| 6/1/27
| 125
| 119
|
|
| Norfolk Southern Corp.
| 3.800%
| 8/1/28
| 750
| 718
|
|
| Norfolk Southern Corp.
| 2.550%
| 11/1/29
| 338
| 298
|
|
| Norfolk Southern Corp.
| 5.050%
| 8/1/30
| 500
| 499
|
|
| Norfolk Southern Corp.
| 3.000%
| 3/15/32
| 550
| 474
|
|
| Norfolk Southern Corp.
| 4.450%
| 3/1/33
| 420
| 396
|
|
| Norfolk Southern Corp.
| 5.550%
| 3/15/34
| 500
| 510
|
|
| Norfolk Southern Corp.
| 4.837%
| 10/1/41
| 565
| 516
|
|
| Norfolk Southern Corp.
| 3.950%
| 10/1/42
| 425
| 341
|
|
| Norfolk Southern Corp.
| 4.450%
| 6/15/45
| 975
| 828
|
|
| Norfolk Southern Corp.
| 4.650%
| 1/15/46
| 300
| 262
|
|
| Norfolk Southern Corp.
| 3.942%
| 11/1/47
| 850
| 655
|
|
| Norfolk Southern Corp.
| 4.150%
| 2/28/48
| 610
| 485
|
|
| Norfolk Southern Corp.
| 4.100%
| 5/15/49
| 615
| 484
|
|
| Norfolk Southern Corp.
| 3.400%
| 11/1/49
| 330
| 231
|
|
| Norfolk Southern Corp.
| 3.050%
| 5/15/50
| 1,600
| 1,042
|
|
| Norfolk Southern Corp.
| 2.900%
| 8/25/51
| 520
| 323
|
|
| Norfolk Southern Corp.
| 4.050%
| 8/15/52
| 634
| 489
|
|
| Norfolk Southern Corp.
| 3.700%
| 3/15/53
| 350
| 252
|
|
| Norfolk Southern Corp.
| 4.550%
| 6/1/53
| 500
| 419
|
|
| Norfolk Southern Corp.
| 5.350%
| 8/1/54
| 800
| 762
|
|
| Norfolk Southern Corp.
| 3.155%
| 5/15/55
| 1,811
| 1,148
|
|
| Norfolk Southern Corp.
| 5.950%
| 3/15/64
| 500
| 510
|
|
| Norfolk Southern Corp.
| 4.100%
| 5/15/21
| 500
| 353
|
|
| Northrop Grumman Corp.
| 3.200%
| 2/1/27
| 675
| 644
|
|
| Northrop Grumman Corp.
| 3.250%
| 1/15/28
| 3,400
| 3,202
|
|
| Northrop Grumman Corp.
| 4.600%
| 2/1/29
| 400
| 393
|
|
| Northrop Grumman Corp.
| 4.400%
| 5/1/30
| 1,540
| 1,487
|
|
| Northrop Grumman Corp.
| 4.700%
| 3/15/33
| 750
| 724
|
|
| Northrop Grumman Corp.
| 4.900%
| 6/1/34
| 700
| 681
|
|
| Northrop Grumman Corp.
| 5.050%
| 11/15/40
| 245
| 233
|
|
| Northrop Grumman Corp.
| 4.750%
| 6/1/43
| 776
| 695
|
|
| Northrop Grumman Corp.
| 3.850%
| 4/15/45
| 905
| 707
|
|
| Northrop Grumman Corp.
| 4.030%
| 10/15/47
| 1,918
| 1,517
|
|
| Northrop Grumman Corp.
| 5.250%
| 5/1/50
| 795
| 754
|
|
| Northrop Grumman Corp.
| 4.950%
| 3/15/53
| 750
| 676
|
|
| Northrop Grumman Corp.
| 5.200%
| 6/1/54
| 1,000
| 936
|
|
| nVent Finance Sarl
| 4.550%
| 4/15/28
| 300
| 292
|
|
| nVent Finance Sarl
| 5.650%
| 5/15/33
| 500
| 498
|
|
| Oshkosh Corp.
| 4.600%
| 5/15/28
| 400
| 390
|
|
| Oshkosh Corp.
| 3.100%
| 3/1/30
| 80
| 71
|
|
| Otis Worldwide Corp.
| 2.293%
| 4/5/27
| 600
| 556
|
|
| Otis Worldwide Corp.
| 5.250%
| 8/16/28
| 600
| 603
|
|
| Otis Worldwide Corp.
| 2.565%
| 2/15/30
| 1,400
| 1,228
|
|
| Otis Worldwide Corp.
| 3.112%
| 2/15/40
| 611
| 454
|
|
| Otis Worldwide Corp.
| 3.362%
| 2/15/50
| 550
| 387
|
| 8
| PACCAR Financial Corp.
| 4.450%
| 3/30/26
| 500
| 495
|
|
| PACCAR Financial Corp.
| 5.000%
| 5/13/27
| 750
| 752
|
| 8
| PACCAR Financial Corp.
| 4.600%
| 1/31/29
| 500
| 494
|
| 8
| PACCAR Financial Corp.
| 5.000%
| 3/22/34
| 500
| 498
|
|
| Parker-Hannifin Corp.
| 3.250%
| 3/1/27
| 1,879
| 1,793
|
|
| Parker-Hannifin Corp.
| 4.250%
| 9/15/27
| 1,043
| 1,017
|
|
| Parker-Hannifin Corp.
| 3.250%
| 6/14/29
| 1,000
| 918
|
| 8
| Parker-Hannifin Corp.
| 4.200%
| 11/21/34
| 200
| 183
|
| 8
| Parker-Hannifin Corp.
| 6.250%
| 5/15/38
| 575
| 616
|
|
| Parker-Hannifin Corp.
| 4.100%
| 3/1/47
| 500
| 399
|
|
| Parker-Hannifin Corp.
| 4.000%
| 6/14/49
| 950
| 742
|
|
| Pentair Finance Sarl
| 5.900%
| 7/15/32
| 500
| 510
|
|
| Precision Castparts Corp.
| 3.900%
| 1/15/43
| 375
| 311
|
|
| Precision Castparts Corp.
| 4.375%
| 6/15/45
| 275
| 242
|
|
| Regal Rexnord Corp.
| 6.050%
| 2/15/26
| 800
| 804
|
|
| Regal Rexnord Corp.
| 6.050%
| 4/15/28
| 1,050
| 1,063
|
| 8
| Regal Rexnord Corp.
| 6.300%
| 2/15/30
| 950
| 970
|
|
| Regal Rexnord Corp.
| 6.400%
| 4/15/33
| 1,060
| 1,088
|
|
| Republic Services Inc.
| 0.875%
| 11/15/25
| 500
| 470
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Republic Services Inc.
| 2.900%
| 7/1/26
| 2,322
| 2,220
|
|
| Republic Services Inc.
| 4.875%
| 4/1/29
| 500
| 496
|
|
| Republic Services Inc.
| 5.000%
| 11/15/29
| 500
| 498
|
|
| Republic Services Inc.
| 2.300%
| 3/1/30
| 725
| 626
|
|
| Republic Services Inc.
| 1.450%
| 2/15/31
| 500
| 396
|
|
| Republic Services Inc.
| 1.750%
| 2/15/32
| 625
| 491
|
|
| Republic Services Inc.
| 2.375%
| 3/15/33
| 1,000
| 799
|
|
| Republic Services Inc.
| 5.000%
| 4/1/34
| 500
| 489
|
|
| Republic Services Inc.
| 6.200%
| 3/1/40
| 475
| 504
|
|
| Republic Services Inc.
| 5.700%
| 5/15/41
| 300
| 303
|
|
| Republic Services Inc.
| 3.050%
| 3/1/50
| 650
| 432
|
|
| Rockwell Automation Inc.
| 3.500%
| 3/1/29
| 350
| 330
|
|
| Rockwell Automation Inc.
| 1.750%
| 8/15/31
| 500
| 404
|
|
| Rockwell Automation Inc.
| 4.200%
| 3/1/49
| 575
| 481
|
|
| Rockwell Automation Inc.
| 2.800%
| 8/15/61
| 500
| 287
|
|
| RTX Corp.
| 3.950%
| 8/16/25
| 1,680
| 1,651
|
|
| RTX Corp.
| 5.000%
| 2/27/26
| 300
| 299
|
|
| RTX Corp.
| 3.500%
| 3/15/27
| 2,885
| 2,766
|
|
| RTX Corp.
| 3.125%
| 5/4/27
| 975
| 925
|
|
| RTX Corp.
| 7.200%
| 8/15/27
| 75
| 80
|
|
| RTX Corp.
| 4.125%
| 11/16/28
| 3,445
| 3,318
|
|
| RTX Corp.
| 2.250%
| 7/1/30
| 500
| 427
|
|
| RTX Corp.
| 6.000%
| 3/15/31
| 870
| 908
|
|
| RTX Corp.
| 1.900%
| 9/1/31
| 925
| 742
|
|
| RTX Corp.
| 2.375%
| 3/15/32
| 200
| 164
|
|
| RTX Corp.
| 5.150%
| 2/27/33
| 850
| 841
|
|
| RTX Corp.
| 6.100%
| 3/15/34
| 1,179
| 1,241
|
|
| RTX Corp.
| 5.400%
| 5/1/35
| 500
| 501
|
|
| RTX Corp.
| 6.050%
| 6/1/36
| 585
| 611
|
|
| RTX Corp.
| 6.125%
| 7/15/38
| 463
| 486
|
|
| RTX Corp.
| 4.450%
| 11/16/38
| 550
| 487
|
|
| RTX Corp.
| 5.700%
| 4/15/40
| 480
| 482
|
|
| RTX Corp.
| 4.875%
| 10/15/40
| 225
| 205
|
|
| RTX Corp.
| 4.700%
| 12/15/41
| 925
| 819
|
|
| RTX Corp.
| 4.500%
| 6/1/42
| 2,857
| 2,479
|
|
| RTX Corp.
| 4.800%
| 12/15/43
| 285
| 253
|
|
| RTX Corp.
| 4.150%
| 5/15/45
| 694
| 560
|
|
| RTX Corp.
| 3.750%
| 11/1/46
| 900
| 674
|
|
| RTX Corp.
| 4.350%
| 4/15/47
| 780
| 642
|
|
| RTX Corp.
| 4.050%
| 5/4/47
| 511
| 402
|
|
| RTX Corp.
| 4.625%
| 11/16/48
| 1,500
| 1,288
|
|
| RTX Corp.
| 3.125%
| 7/1/50
| 863
| 567
|
|
| RTX Corp.
| 2.820%
| 9/1/51
| 925
| 563
|
|
| RTX Corp.
| 3.030%
| 3/15/52
| 950
| 606
|
|
| RTX Corp.
| 5.375%
| 2/27/53
| 1,165
| 1,106
|
|
| RTX Corp.
| 6.400%
| 3/15/54
| 1,521
| 1,660
|
| 8
| Ryder System Inc.
| 1.750%
| 9/1/26
| 500
| 463
|
| 8
| Ryder System Inc.
| 2.900%
| 12/1/26
| 325
| 307
|
| 8
| Ryder System Inc.
| 2.850%
| 3/1/27
| 200
| 188
|
| 8
| Ryder System Inc.
| 5.300%
| 3/15/27
| 600
| 600
|
| 8
| Ryder System Inc.
| 5.650%
| 3/1/28
| 500
| 507
|
| 8
| Ryder System Inc.
| 5.250%
| 6/1/28
| 500
| 501
|
|
| Ryder System Inc.
| 6.300%
| 12/1/28
| 500
| 521
|
| 8
| Ryder System Inc.
| 5.375%
| 3/15/29
| 1,000
| 1,004
|
| 8
| Ryder System Inc.
| 5.500%
| 6/1/29
| 500
| 505
|
|
| Ryder System Inc.
| 6.600%
| 12/1/33
| 500
| 534
|
|
| Southwest Airlines Co.
| 3.000%
| 11/15/26
| 400
| 378
|
|
| Southwest Airlines Co.
| 5.125%
| 6/15/27
| 1,925
| 1,916
|
|
| Southwest Airlines Co.
| 3.450%
| 11/16/27
| 540
| 508
|
|
| Southwest Airlines Co.
| 2.625%
| 2/10/30
| 400
| 346
|
|
| Teledyne Technologies Inc.
| 2.250%
| 4/1/28
| 500
| 449
|
|
| Teledyne Technologies Inc.
| 2.750%
| 4/1/31
| 900
| 769
|
|
| Textron Inc.
| 4.000%
| 3/15/26
| 300
| 293
|
|
| Textron Inc.
| 3.650%
| 3/15/27
| 2,044
| 1,960
|
|
| Textron Inc.
| 3.375%
| 3/1/28
| 325
| 305
|
|
| Textron Inc.
| 6.100%
| 11/15/33
| 500
| 518
|
|
| Timken Co.
| 4.500%
| 12/15/28
| 400
| 388
|
|
| Trane Technologies Financing Ltd.
| 3.500%
| 3/21/26
| 325
| 315
|
|
| Trane Technologies Financing Ltd.
| 5.250%
| 3/3/33
| 600
| 604
|
|
| Trane Technologies Financing Ltd.
| 5.100%
| 6/13/34
| 500
| 498
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Trane Technologies Financing Ltd.
| 4.650%
| 11/1/44
| 150
| 134
|
|
| Trane Technologies Financing Ltd.
| 4.500%
| 3/21/49
| 350
| 299
|
|
| Trane Technologies Global Holding Co. Ltd.
| 3.750%
| 8/21/28
| 1,200
| 1,143
|
|
| Trane Technologies Global Holding Co. Ltd.
| 5.750%
| 6/15/43
| 415
| 423
|
|
| Trimble Inc.
| 4.900%
| 6/15/28
| 400
| 395
|
|
| Triton Container International Ltd.
| 3.250%
| 3/15/32
| 500
| 410
|
|
| Tyco Electronics Group SA
| 4.500%
| 2/13/26
| 500
| 495
|
|
| Tyco Electronics Group SA
| 3.125%
| 8/15/27
| 450
| 425
|
|
| Tyco Electronics Group SA
| 2.500%
| 2/4/32
| 500
| 421
|
|
| Tyco Electronics Group SA
| 7.125%
| 10/1/37
| 550
| 635
|
|
| Union Pacific Corp.
| 3.750%
| 7/15/25
| 930
| 916
|
|
| Union Pacific Corp.
| 3.250%
| 8/15/25
| 900
| 879
|
|
| Union Pacific Corp.
| 2.750%
| 3/1/26
| 648
| 623
|
|
| Union Pacific Corp.
| 2.150%
| 2/5/27
| 707
| 659
|
|
| Union Pacific Corp.
| 3.000%
| 4/15/27
| 240
| 228
|
|
| Union Pacific Corp.
| 2.400%
| 2/5/30
| 825
| 722
|
|
| Union Pacific Corp.
| 2.375%
| 5/20/31
| 500
| 425
|
|
| Union Pacific Corp.
| 2.800%
| 2/14/32
| 500
| 431
|
|
| Union Pacific Corp.
| 3.375%
| 2/1/35
| 900
| 768
|
|
| Union Pacific Corp.
| 2.891%
| 4/6/36
| 1,800
| 1,450
|
|
| Union Pacific Corp.
| 3.600%
| 9/15/37
| 428
| 359
|
|
| Union Pacific Corp.
| 4.050%
| 3/1/46
| 500
| 405
|
|
| Union Pacific Corp.
| 3.350%
| 8/15/46
| 550
| 397
|
|
| Union Pacific Corp.
| 3.250%
| 2/5/50
| 850
| 592
|
|
| Union Pacific Corp.
| 3.799%
| 10/1/51
| 682
| 521
|
|
| Union Pacific Corp.
| 2.950%
| 3/10/52
| 500
| 322
|
|
| Union Pacific Corp.
| 4.950%
| 9/9/52
| 521
| 486
|
|
| Union Pacific Corp.
| 3.500%
| 2/14/53
| 500
| 358
|
|
| Union Pacific Corp.
| 3.950%
| 8/15/59
| 425
| 319
|
|
| Union Pacific Corp.
| 3.839%
| 3/20/60
| 1,106
| 813
|
|
| Union Pacific Corp.
| 3.550%
| 5/20/61
| 545
| 376
|
|
| Union Pacific Corp.
| 2.973%
| 9/16/62
| 2,025
| 1,198
|
|
| Union Pacific Corp.
| 4.100%
| 9/15/67
| 350
| 264
|
|
| Union Pacific Corp.
| 3.750%
| 2/5/70
| 1,000
| 698
|
|
| Union Pacific Corp.
| 3.799%
| 4/6/71
| 1,150
| 809
|
|
| Union Pacific Corp.
| 3.850%
| 2/14/72
| 500
| 356
|
| 8
| United Airlines Pass-Through Trust Class A Series 2013-1
| 4.300%
| 8/15/25
| 370
| 364
|
| 8
| United Airlines Pass-Through Trust Class A Series 2014-1
| 4.000%
| 4/11/26
| 381
| 369
|
| 8
| United Airlines Pass-Through Trust Class A Series 2020-1
| 5.875%
| 10/15/27
| 1,683
| 1,688
|
| 8
| United Airlines Pass-Through Trust Class A Series 2023-1
| 5.800%
| 1/15/36
| 1,075
| 1,091
|
| 8
| United Airlines Pass-Through Trust Class AA Series 2016-1
| 3.100%
| 7/7/28
| 361
| 335
|
| 8
| United Airlines Pass-Through Trust Class AA Series 2016-2
| 2.875%
| 10/7/28
| 667
| 607
|
| 8
| United Airlines Pass-Through Trust Class AA Series 2019-1
| 4.150%
| 8/25/31
| 352
| 330
|
| 8
| United Airlines Pass-Through Trust Class AA Series 2019-2
| 2.700%
| 5/1/32
| 384
| 332
|
| 8
| United Airlines Pass-Through Trust Class B Series 2020-1
| 4.875%
| 1/15/26
| 655
| 646
|
|
| United Parcel Service Inc.
| 2.400%
| 11/15/26
| 609
| 574
|
|
| United Parcel Service Inc.
| 2.500%
| 9/1/29
| 400
| 357
|
|
| United Parcel Service Inc.
| 4.450%
| 4/1/30
| 1,000
| 980
|
|
| United Parcel Service Inc.
| 4.875%
| 3/3/33
| 650
| 640
|
|
| United Parcel Service Inc.
| 5.150%
| 5/22/34
| 750
| 748
|
|
| United Parcel Service Inc.
| 6.200%
| 1/15/38
| 505
| 547
|
|
| United Parcel Service Inc.
| 5.200%
| 4/1/40
| 465
| 455
|
|
| United Parcel Service Inc.
| 4.875%
| 11/15/40
| 350
| 327
|
|
| United Parcel Service Inc.
| 3.625%
| 10/1/42
| 300
| 236
|
|
| United Parcel Service Inc.
| 3.400%
| 11/15/46
| 390
| 289
|
|
| United Parcel Service Inc.
| 4.250%
| 3/15/49
| 800
| 661
|
|
| United Parcel Service Inc.
| 3.400%
| 9/1/49
| 200
| 144
|
|
| United Parcel Service Inc.
| 5.300%
| 4/1/50
| 2,870
| 2,791
|
|
| United Parcel Service Inc.
| 5.050%
| 3/3/53
| 650
| 608
|
|
| United Parcel Service Inc.
| 5.500%
| 5/22/54
| 925
| 917
|
|
| United Parcel Service Inc.
| 5.600%
| 5/22/64
| 500
| 494
|
|
| Valmont Industries Inc.
| 5.000%
| 10/1/44
| 475
| 429
|
|
| Valmont Industries Inc.
| 5.250%
| 10/1/54
| 300
| 268
|
| 11
| Veralto Corp.
| 5.500%
| 9/18/26
| 625
| 625
|
| 11
| Veralto Corp.
| 5.350%
| 9/18/28
| 600
| 602
|
| 11
| Veralto Corp.
| 5.450%
| 9/18/33
| 600
| 598
|
|
| Vontier Corp.
| 1.800%
| 4/1/26
| 500
| 468
|
|
| Vontier Corp.
| 2.400%
| 4/1/28
| 500
| 443
|
|
| Vontier Corp.
| 2.950%
| 4/1/31
| 500
| 412
|
|
| Waste Connections Inc.
| 4.250%
| 12/1/28
| 1,591
| 1,537
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Waste Connections Inc.
| 3.500%
| 5/1/29
| 950
| 888
|
|
| Waste Connections Inc.
| 2.600%
| 2/1/30
| 500
| 440
|
|
| Waste Connections Inc.
| 2.200%
| 1/15/32
| 700
| 570
|
|
| Waste Connections Inc.
| 4.200%
| 1/15/33
| 639
| 593
|
|
| Waste Connections Inc.
| 5.000%
| 3/1/34
| 470
| 459
|
|
| Waste Connections Inc.
| 3.050%
| 4/1/50
| 300
| 199
|
|
| Waste Connections Inc.
| 2.950%
| 1/15/52
| 700
| 448
|
|
| Waste Management Inc.
| 0.750%
| 11/15/25
| 500
| 470
|
| 6
| Waste Management Inc.
| 4.950%
| 7/3/27
| 375
| 374
|
|
| Waste Management Inc.
| 3.150%
| 11/15/27
| 1,600
| 1,510
|
|
| Waste Management Inc.
| 1.150%
| 3/15/28
| 500
| 436
|
|
| Waste Management Inc.
| 1.500%
| 3/15/31
| 1,400
| 1,121
|
| 6
| Waste Management Inc.
| 4.950%
| 7/3/31
| 325
| 322
|
|
| Waste Management Inc.
| 4.150%
| 4/15/32
| 2,585
| 2,436
|
|
| Waste Management Inc.
| 4.625%
| 2/15/33
| 250
| 241
|
|
| Waste Management Inc.
| 4.875%
| 2/15/34
| 725
| 710
|
|
| Waste Management Inc.
| 2.950%
| 6/1/41
| 500
| 362
|
|
| Waste Management Inc.
| 4.150%
| 7/15/49
| 325
| 269
|
|
| Waste Management Inc.
| 2.500%
| 11/15/50
| 500
| 297
|
|
| Westinghouse Air Brake Technologies Corp.
| 3.450%
| 11/15/26
| 725
| 693
|
|
| Westinghouse Air Brake Technologies Corp.
| 4.700%
| 9/15/28
| 750
| 735
|
|
| Westinghouse Air Brake Technologies Corp.
| 5.611%
| 3/11/34
| 470
| 472
|
|
| WW Grainger Inc.
| 4.600%
| 6/15/45
| 905
| 810
|
|
| WW Grainger Inc.
| 3.750%
| 5/15/46
| 325
| 253
|
|
| WW Grainger Inc.
| 4.200%
| 5/15/47
| 350
| 290
|
|
| Xylem Inc.
| 3.250%
| 11/1/26
| 300
| 287
|
|
| Xylem Inc.
| 1.950%
| 1/30/28
| 250
| 225
|
|
| Xylem Inc.
| 2.250%
| 1/30/31
| 400
| 336
|
|
| Xylem Inc.
| 4.375%
| 11/1/46
| 475
| 397
|
|
|
|
|
|
|
| 393,162
|
| Materials (0.3%)
|
|
| Air Products and Chemicals Inc.
| 1.500%
| 10/15/25
| 2,700
| 2,572
|
|
| Air Products and Chemicals Inc.
| 1.850%
| 5/15/27
| 150
| 138
|
|
| Air Products and Chemicals Inc.
| 4.600%
| 2/8/29
| 450
| 445
|
|
| Air Products and Chemicals Inc.
| 2.050%
| 5/15/30
| 700
| 600
|
|
| Air Products and Chemicals Inc.
| 4.800%
| 3/3/33
| 400
| 394
|
|
| Air Products and Chemicals Inc.
| 4.850%
| 2/8/34
| 1,240
| 1,217
|
|
| Air Products and Chemicals Inc.
| 2.700%
| 5/15/40
| 600
| 429
|
|
| Air Products and Chemicals Inc.
| 2.800%
| 5/15/50
| 1,000
| 642
|
|
| Albemarle Corp.
| 4.650%
| 6/1/27
| 500
| 492
|
|
| Albemarle Corp.
| 5.050%
| 6/1/32
| 500
| 480
|
|
| Albemarle Corp.
| 5.450%
| 12/1/44
| 325
| 295
|
|
| Albemarle Corp.
| 5.650%
| 6/1/52
| 365
| 324
|
|
| Amcor Finance USA Inc.
| 4.500%
| 5/15/28
| 500
| 485
|
|
| Amcor Finance USA Inc.
| 5.625%
| 5/26/33
| 582
| 588
|
|
| Amcor Flexibles North America Inc.
| 2.630%
| 6/19/30
| 500
| 429
|
|
| Amcor Flexibles North America Inc.
| 2.690%
| 5/25/31
| 500
| 420
|
|
| Amcor Group Finance plc
| 5.450%
| 5/23/29
| 500
| 502
|
|
| AngloGold Ashanti Holdings plc
| 3.375%
| 11/1/28
| 750
| 673
|
|
| AngloGold Ashanti Holdings plc
| 3.750%
| 10/1/30
| 700
| 612
|
|
| ArcelorMittal SA
| 4.550%
| 3/11/26
| 400
| 393
|
|
| ArcelorMittal SA
| 6.550%
| 11/29/27
| 1,035
| 1,067
|
|
| ArcelorMittal SA
| 4.250%
| 7/16/29
| 400
| 383
|
|
| ArcelorMittal SA
| 6.800%
| 11/29/32
| 700
| 738
|
|
| ArcelorMittal SA
| 6.000%
| 6/17/34
| 585
| 585
|
|
| ArcelorMittal SA
| 7.000%
| 10/15/39
| 809
| 869
|
|
| ArcelorMittal SA
| 6.750%
| 3/1/41
| 180
| 184
|
|
| ArcelorMittal SA
| 6.350%
| 6/17/54
| 600
| 583
|
|
| Barrick Gold Corp.
| 6.450%
| 10/15/35
| 375
| 402
|
|
| Barrick North America Finance LLC
| 5.700%
| 5/30/41
| 770
| 762
|
|
| Barrick North America Finance LLC
| 5.750%
| 5/1/43
| 850
| 845
|
|
| Barrick PD Australia Finance Pty Ltd.
| 5.950%
| 10/15/39
| 675
| 687
|
|
| Berry Global Inc.
| 1.570%
| 1/15/26
| 1,400
| 1,316
|
|
| Berry Global Inc.
| 1.650%
| 1/15/27
| 1,000
| 910
|
|
| Berry Global Inc.
| 5.500%
| 4/15/28
| 500
| 499
|
| 11
| Berry Global Inc.
| 5.800%
| 6/15/31
| 675
| 675
|
| 11
| Berry Global Inc.
| 5.650%
| 1/15/34
| 500
| 490
|
|
| BHP Billiton Finance USA Ltd.
| 4.875%
| 2/27/26
| 850
| 844
|
|
| BHP Billiton Finance USA Ltd.
| 6.420%
| 3/1/26
| 150
| 153
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| BHP Billiton Finance USA Ltd.
| 5.250%
| 9/8/26
| 600
| 601
|
|
| BHP Billiton Finance USA Ltd.
| 4.750%
| 2/28/28
| 850
| 844
|
|
| BHP Billiton Finance USA Ltd.
| 5.100%
| 9/8/28
| 500
| 502
|
|
| BHP Billiton Finance USA Ltd.
| 5.250%
| 9/8/30
| 700
| 710
|
|
| BHP Billiton Finance USA Ltd.
| 4.900%
| 2/28/33
| 550
| 539
|
|
| BHP Billiton Finance USA Ltd.
| 5.250%
| 9/8/33
| 1,200
| 1,201
|
|
| BHP Billiton Finance USA Ltd.
| 4.125%
| 2/24/42
| 1,050
| 890
|
|
| BHP Billiton Finance USA Ltd.
| 5.500%
| 9/8/53
| 450
| 446
|
|
| Cabot Corp.
| 4.000%
| 7/1/29
| 240
| 226
|
|
| Carlisle Cos. Inc.
| 3.750%
| 12/1/27
| 650
| 619
|
|
| Carlisle Cos. Inc.
| 2.750%
| 3/1/30
| 675
| 595
|
|
| Celanese US Holdings LLC
| 1.400%
| 8/5/26
| 500
| 459
|
|
| Celanese US Holdings LLC
| 6.165%
| 7/15/27
| 1,800
| 1,827
|
|
| Celanese US Holdings LLC
| 6.350%
| 11/15/28
| 800
| 822
|
|
| Celanese US Holdings LLC
| 6.330%
| 7/15/29
| 600
| 617
|
|
| Celanese US Holdings LLC
| 6.550%
| 11/15/30
| 800
| 836
|
|
| Celanese US Holdings LLC
| 6.379%
| 7/15/32
| 760
| 781
|
|
| Celanese US Holdings LLC
| 6.700%
| 11/15/33
| 800
| 841
|
|
| Celulosa Arauco y Constitucion SA
| 3.875%
| 11/2/27
| 300
| 281
|
|
| Celulosa Arauco y Constitucion SA
| 5.500%
| 11/2/47
| 350
| 307
|
|
| CF Industries Inc.
| 5.150%
| 3/15/34
| 700
| 671
|
|
| CF Industries Inc.
| 4.950%
| 6/1/43
| 505
| 440
|
|
| CF Industries Inc.
| 5.375%
| 3/15/44
| 700
| 642
|
|
| CRH America Finance Inc.
| 5.400%
| 5/21/34
| 625
| 619
|
|
| CRH SMW Finance DAC
| 5.200%
| 5/21/29
| 625
| 625
|
|
| Dow Chemical Co.
| 7.375%
| 11/1/29
| 58
| 64
|
|
| Dow Chemical Co.
| 2.100%
| 11/15/30
| 750
| 633
|
|
| Dow Chemical Co.
| 6.300%
| 3/15/33
| 400
| 422
|
|
| Dow Chemical Co.
| 5.150%
| 2/15/34
| 400
| 392
|
|
| Dow Chemical Co.
| 4.250%
| 10/1/34
| 386
| 352
|
|
| Dow Chemical Co.
| 9.400%
| 5/15/39
| 556
| 736
|
|
| Dow Chemical Co.
| 5.250%
| 11/15/41
| 375
| 348
|
|
| Dow Chemical Co.
| 4.375%
| 11/15/42
| 1,300
| 1,074
|
|
| Dow Chemical Co.
| 4.625%
| 10/1/44
| 400
| 341
|
|
| Dow Chemical Co.
| 5.550%
| 11/30/48
| 1,075
| 1,021
|
|
| Dow Chemical Co.
| 4.800%
| 5/15/49
| 725
| 618
|
|
| Dow Chemical Co.
| 3.600%
| 11/15/50
| 1,000
| 696
|
|
| Dow Chemical Co.
| 6.900%
| 5/15/53
| 700
| 778
|
|
| Dow Chemical Co.
| 5.600%
| 2/15/54
| 400
| 385
|
|
| DuPont de Nemours Inc.
| 4.493%
| 11/15/25
| 1,500
| 1,480
|
|
| DuPont de Nemours Inc.
| 5.319%
| 11/15/38
| 983
| 1,010
|
|
| DuPont de Nemours Inc.
| 5.419%
| 11/15/48
| 1,600
| 1,657
|
|
| Eastman Chemical Co.
| 4.500%
| 12/1/28
| 125
| 121
|
|
| Eastman Chemical Co.
| 5.750%
| 3/8/33
| 400
| 404
|
|
| Eastman Chemical Co.
| 5.625%
| 2/20/34
| 300
| 298
|
|
| Eastman Chemical Co.
| 4.800%
| 9/1/42
| 690
| 600
|
|
| Eastman Chemical Co.
| 4.650%
| 10/15/44
| 850
| 712
|
|
| Ecolab Inc.
| 2.700%
| 11/1/26
| 600
| 568
|
|
| Ecolab Inc.
| 1.650%
| 2/1/27
| 200
| 184
|
|
| Ecolab Inc.
| 3.250%
| 12/1/27
| 1,400
| 1,322
|
|
| Ecolab Inc.
| 5.250%
| 1/15/28
| 300
| 303
|
|
| Ecolab Inc.
| 4.800%
| 3/24/30
| 700
| 697
|
|
| Ecolab Inc.
| 1.300%
| 1/30/31
| 500
| 398
|
|
| Ecolab Inc.
| 2.125%
| 2/1/32
| 300
| 246
|
|
| Ecolab Inc.
| 2.700%
| 12/15/51
| 1,290
| 796
|
|
| Ecolab Inc.
| 2.750%
| 8/18/55
| 978
| 588
|
|
| EIDP Inc.
| 1.700%
| 7/15/25
| 700
| 674
|
|
| EIDP Inc.
| 4.500%
| 5/15/26
| 500
| 493
|
|
| EIDP Inc.
| 2.300%
| 7/15/30
| 400
| 344
|
|
| EIDP Inc.
| 4.800%
| 5/15/33
| 500
| 482
|
|
| FMC Corp.
| 5.150%
| 5/18/26
| 300
| 298
|
|
| FMC Corp.
| 3.200%
| 10/1/26
| 300
| 284
|
|
| FMC Corp.
| 3.450%
| 10/1/29
| 400
| 360
|
|
| FMC Corp.
| 5.650%
| 5/18/33
| 500
| 492
|
|
| FMC Corp.
| 4.500%
| 10/1/49
| 400
| 305
|
|
| FMC Corp.
| 6.375%
| 5/18/53
| 500
| 496
|
|
| Freeport-McMoRan Inc.
| 5.000%
| 9/1/27
| 500
| 495
|
|
| Freeport-McMoRan Inc.
| 4.125%
| 3/1/28
| 645
| 619
|
|
| Freeport-McMoRan Inc.
| 4.375%
| 8/1/28
| 600
| 579
|
|
| Freeport-McMoRan Inc.
| 5.250%
| 9/1/29
| 500
| 497
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Freeport-McMoRan Inc.
| 4.250%
| 3/1/30
| 500
| 473
|
|
| Freeport-McMoRan Inc.
| 4.625%
| 8/1/30
| 700
| 674
|
|
| Freeport-McMoRan Inc.
| 5.400%
| 11/14/34
| 600
| 588
|
|
| Freeport-McMoRan Inc.
| 5.450%
| 3/15/43
| 1,450
| 1,368
|
|
| Georgia-Pacific LLC
| 8.875%
| 5/15/31
| 700
| 853
|
|
| Huntsman International LLC
| 4.500%
| 5/1/29
| 725
| 687
|
|
| Huntsman International LLC
| 2.950%
| 6/15/31
| 300
| 246
|
|
| International Flavors & Fragrances Inc.
| 4.450%
| 9/26/28
| 415
| 400
|
|
| International Paper Co.
| 5.000%
| 9/15/35
| 150
| 141
|
|
| International Paper Co.
| 6.000%
| 11/15/41
| 1,100
| 1,103
|
|
| International Paper Co.
| 4.800%
| 6/15/44
| 850
| 738
|
|
| International Paper Co.
| 4.400%
| 8/15/47
| 560
| 448
|
|
| International Paper Co.
| 4.350%
| 8/15/48
| 800
| 648
|
|
| Kinross Gold Corp.
| 4.500%
| 7/15/27
| 100
| 97
|
|
| Kinross Gold Corp.
| 6.250%
| 7/15/33
| 500
| 522
|
|
| Linde Inc.
| 4.700%
| 12/5/25
| 500
| 497
|
|
| Linde Inc.
| 3.200%
| 1/30/26
| 1,200
| 1,164
|
|
| Linde Inc.
| 1.100%
| 8/10/30
| 500
| 403
|
|
| Linde Inc.
| 3.550%
| 11/7/42
| 300
| 239
|
|
| Linde Inc.
| 2.000%
| 8/10/50
| 700
| 382
|
|
| LYB International Finance BV
| 5.250%
| 7/15/43
| 700
| 635
|
|
| LYB International Finance BV
| 4.875%
| 3/15/44
| 1,100
| 956
|
|
| LYB International Finance III LLC
| 1.250%
| 10/1/25
| 1,962
| 1,857
|
|
| LYB International Finance III LLC
| 2.250%
| 10/1/30
| 400
| 338
|
|
| LYB International Finance III LLC
| 5.625%
| 5/15/33
| 156
| 158
|
|
| LYB International Finance III LLC
| 5.500%
| 3/1/34
| 625
| 618
|
|
| LYB International Finance III LLC
| 3.375%
| 10/1/40
| 600
| 439
|
|
| LYB International Finance III LLC
| 4.200%
| 10/15/49
| 870
| 667
|
|
| LYB International Finance III LLC
| 4.200%
| 5/1/50
| 850
| 646
|
|
| LYB International Finance III LLC
| 3.625%
| 4/1/51
| 800
| 550
|
|
| LYB International Finance III LLC
| 3.800%
| 10/1/60
| 400
| 270
|
|
| LyondellBasell Industries NV
| 4.625%
| 2/26/55
| 910
| 738
|
|
| Martin Marietta Materials Inc.
| 3.450%
| 6/1/27
| 500
| 478
|
| 8
| Martin Marietta Materials Inc.
| 2.500%
| 3/15/30
| 375
| 326
|
|
| Martin Marietta Materials Inc.
| 2.400%
| 7/15/31
| 856
| 708
|
|
| Martin Marietta Materials Inc.
| 4.250%
| 12/15/47
| 600
| 488
|
|
| Martin Marietta Materials Inc.
| 3.200%
| 7/15/51
| 743
| 495
|
|
| Mosaic Co.
| 4.050%
| 11/15/27
| 600
| 576
|
|
| Mosaic Co.
| 5.375%
| 11/15/28
| 300
| 301
|
|
| Mosaic Co.
| 5.450%
| 11/15/33
| 400
| 396
|
|
| Mosaic Co.
| 4.875%
| 11/15/41
| 400
| 351
|
|
| Mosaic Co.
| 5.625%
| 11/15/43
| 425
| 402
|
|
| NewMarket Corp.
| 2.700%
| 3/18/31
| 500
| 416
|
| 11
| Newmont Corp.
| 5.300%
| 3/15/26
| 845
| 845
|
|
| Newmont Corp.
| 2.800%
| 10/1/29
| 550
| 493
|
|
| Newmont Corp.
| 2.250%
| 10/1/30
| 2,900
| 2,473
|
|
| Newmont Corp.
| 2.600%
| 7/15/32
| 800
| 667
|
| 8
| Newmont Corp.
| 5.875%
| 4/1/35
| 725
| 750
|
|
| Newmont Corp.
| 6.250%
| 10/1/39
| 700
| 739
|
|
| Newmont Corp.
| 4.875%
| 3/15/42
| 1,025
| 945
|
|
| Newmont Corp.
| 5.450%
| 6/9/44
| 500
| 483
|
| 11
| Newmont Corp.
| 4.200%
| 5/13/50
| 400
| 325
|
|
| Nucor Corp.
| 4.300%
| 5/23/27
| 250
| 245
|
|
| Nucor Corp.
| 2.700%
| 6/1/30
| 300
| 265
|
|
| Nucor Corp.
| 3.125%
| 4/1/32
| 500
| 433
|
|
| Nucor Corp.
| 6.400%
| 12/1/37
| 400
| 432
|
|
| Nucor Corp.
| 3.850%
| 4/1/52
| 200
| 152
|
|
| Nucor Corp.
| 2.979%
| 12/15/55
| 1,230
| 756
|
|
| Nutrien Ltd.
| 5.950%
| 11/7/25
| 300
| 302
|
|
| Nutrien Ltd.
| 4.000%
| 12/15/26
| 500
| 484
|
|
| Nutrien Ltd.
| 5.200%
| 6/21/27
| 400
| 400
|
|
| Nutrien Ltd.
| 4.900%
| 3/27/28
| 300
| 296
|
|
| Nutrien Ltd.
| 2.950%
| 5/13/30
| 3,225
| 2,853
|
|
| Nutrien Ltd.
| 5.400%
| 6/21/34
| 500
| 493
|
|
| Nutrien Ltd.
| 4.125%
| 3/15/35
| 1,250
| 1,115
|
|
| Nutrien Ltd.
| 5.875%
| 12/1/36
| 300
| 308
|
|
| Nutrien Ltd.
| 5.625%
| 12/1/40
| 385
| 373
|
|
| Nutrien Ltd.
| 4.900%
| 6/1/43
| 425
| 378
|
|
| Nutrien Ltd.
| 5.250%
| 1/15/45
| 286
| 263
|
|
| Nutrien Ltd.
| 5.000%
| 4/1/49
| 1,199
| 1,056
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Nutrien Ltd.
| 5.800%
| 3/27/53
| 1,184
| 1,168
|
|
| Packaging Corp. of America
| 3.400%
| 12/15/27
| 400
| 378
|
|
| Packaging Corp. of America
| 3.000%
| 12/15/29
| 950
| 849
|
|
| Packaging Corp. of America
| 4.050%
| 12/15/49
| 600
| 474
|
|
| Packaging Corp. of America
| 3.050%
| 10/1/51
| 100
| 65
|
|
| PPG Industries Inc.
| 1.200%
| 3/15/26
| 500
| 466
|
|
| PPG Industries Inc.
| 2.550%
| 6/15/30
| 600
| 523
|
|
| Reliance Inc.
| 1.300%
| 8/15/25
| 675
| 642
|
|
| Reliance Inc.
| 2.150%
| 8/15/30
| 800
| 669
|
|
| Rio Tinto Alcan Inc.
| 6.125%
| 12/15/33
| 725
| 768
|
|
| Rio Tinto Alcan Inc.
| 5.750%
| 6/1/35
| 450
| 469
|
|
| Rio Tinto Finance USA Ltd.
| 7.125%
| 7/15/28
| 225
| 243
|
|
| Rio Tinto Finance USA Ltd.
| 5.200%
| 11/2/40
| 1,065
| 1,030
|
|
| Rio Tinto Finance USA Ltd.
| 2.750%
| 11/2/51
| 1,400
| 867
|
|
| Rio Tinto Finance USA plc
| 5.000%
| 3/9/33
| 300
| 299
|
|
| Rio Tinto Finance USA plc
| 4.750%
| 3/22/42
| 1,100
| 1,017
|
|
| Rio Tinto Finance USA plc
| 4.125%
| 8/21/42
| 619
| 524
|
|
| Rio Tinto Finance USA plc
| 5.125%
| 3/9/53
| 1,000
| 941
|
|
| Rohm & Haas Co.
| 7.850%
| 7/15/29
| 150
| 166
|
|
| 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
| 250
| 209
|
|
| RPM International Inc.
| 5.250%
| 6/1/45
| 75
| 69
|
|
| RPM International Inc.
| 4.250%
| 1/15/48
| 450
| 372
|
|
| Sherwin-Williams Co.
| 3.450%
| 8/1/25
| 900
| 880
|
|
| Sherwin-Williams Co.
| 4.250%
| 8/8/25
| 200
| 197
|
|
| Sherwin-Williams Co.
| 3.950%
| 1/15/26
| 600
| 587
|
|
| Sherwin-Williams Co.
| 3.450%
| 6/1/27
| 300
| 286
|
|
| Sherwin-Williams Co.
| 2.950%
| 8/15/29
| 700
| 631
|
|
| Sherwin-Williams Co.
| 2.300%
| 5/15/30
| 500
| 429
|
|
| Sherwin-Williams Co.
| 2.200%
| 3/15/32
| 500
| 406
|
|
| Sherwin-Williams Co.
| 4.000%
| 12/15/42
| 220
| 177
|
|
| Sherwin-Williams Co.
| 4.550%
| 8/1/45
| 270
| 229
|
|
| Sherwin-Williams Co.
| 4.500%
| 6/1/47
| 1,100
| 929
|
|
| Sherwin-Williams Co.
| 3.800%
| 8/15/49
| 504
| 380
|
|
| Sherwin-Williams Co.
| 3.300%
| 5/15/50
| 400
| 272
|
| 11
| Smurfit Kappa Treasury ULC
| 5.200%
| 1/15/30
| 550
| 547
|
| 11
| Smurfit Kappa Treasury ULC
| 5.438%
| 4/3/34
| 840
| 832
|
| 11
| Smurfit Kappa Treasury ULC
| 5.777%
| 4/3/54
| 1,155
| 1,147
|
|
| Sonoco Products Co.
| 2.250%
| 2/1/27
| 500
| 462
|
|
| Sonoco Products Co.
| 3.125%
| 5/1/30
| 2,125
| 1,886
|
|
| Southern Copper Corp.
| 7.500%
| 7/27/35
| 850
| 985
|
|
| Southern Copper Corp.
| 6.750%
| 4/16/40
| 750
| 815
|
|
| Southern Copper Corp.
| 5.250%
| 11/8/42
| 1,300
| 1,210
|
|
| Southern Copper Corp.
| 5.875%
| 4/23/45
| 1,280
| 1,263
|
|
| Steel Dynamics Inc.
| 1.650%
| 10/15/27
| 1,300
| 1,160
|
|
| Steel Dynamics Inc.
| 3.250%
| 1/15/31
| 1,300
| 1,151
|
| 6
| Steel Dynamics Inc.
| 5.375%
| 8/15/34
| 295
| 290
|
|
| Suzano Austria GmbH
| 6.000%
| 1/15/29
| 1,050
| 1,047
|
|
| Suzano Austria GmbH
| 5.000%
| 1/15/30
| 1,200
| 1,134
|
|
| Suzano Austria GmbH
| 3.750%
| 1/15/31
| 1,020
| 886
|
| 8
| Suzano Austria GmbH
| 3.125%
| 1/15/32
| 850
| 694
|
|
| Suzano International Finance BV
| 5.500%
| 1/17/27
| 1,173
| 1,165
|
|
| Teck Resources Ltd.
| 3.900%
| 7/15/30
| 1,000
| 928
|
|
| Teck Resources Ltd.
| 6.125%
| 10/1/35
| 246
| 251
|
|
| Teck Resources Ltd.
| 6.000%
| 8/15/40
| 485
| 477
|
|
| Teck Resources Ltd.
| 5.200%
| 3/1/42
| 585
| 522
|
|
| Teck Resources Ltd.
| 5.400%
| 2/1/43
| 240
| 218
|
|
| Vale Overseas Ltd.
| 3.750%
| 7/8/30
| 1,100
| 990
|
|
| Vale Overseas Ltd.
| 6.125%
| 6/12/33
| 1,000
| 1,006
|
|
| Vale Overseas Ltd.
| 8.250%
| 1/17/34
| 375
| 439
|
|
| Vale Overseas Ltd.
| 6.875%
| 11/21/36
| 1,480
| 1,580
|
|
| Vale Overseas Ltd.
| 6.875%
| 11/10/39
| 1,110
| 1,182
|
|
| Vale Overseas Ltd.
| 6.400%
| 6/28/54
| 850
| 836
|
|
| Vale SA
| 5.625%
| 9/11/42
| 238
| 231
|
|
| Vulcan Materials Co.
| 3.500%
| 6/1/30
| 575
| 525
|
|
| Vulcan Materials Co.
| 4.500%
| 6/15/47
| 1,050
| 875
|
|
| Westlake Corp.
| 3.375%
| 6/15/30
| 400
| 361
|
|
| Westlake Corp.
| 2.875%
| 8/15/41
| 350
| 236
|
|
| Westlake Corp.
| 5.000%
| 8/15/46
| 575
| 503
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Westlake Corp.
| 4.375%
| 11/15/47
| 435
| 352
|
|
| Westlake Corp.
| 3.125%
| 8/15/51
| 500
| 314
|
|
| Westlake Corp.
| 3.375%
| 8/15/61
| 400
| 242
|
|
| WestRock MWV LLC
| 8.200%
| 1/15/30
| 475
| 542
|
|
| WestRock MWV LLC
| 7.950%
| 2/15/31
| 275
| 312
|
|
| WRKCo Inc.
| 4.650%
| 3/15/26
| 600
| 591
|
|
| WRKCo Inc.
| 4.000%
| 3/15/28
| 800
| 766
|
|
| WRKCo Inc.
| 3.900%
| 6/1/28
| 607
| 578
|
|
| WRKCo Inc.
| 4.900%
| 3/15/29
| 825
| 820
|
|
| WRKCo Inc.
| 4.200%
| 6/1/32
| 700
| 655
|
|
| Yamana Gold Inc.
| 2.630%
| 8/15/31
| 180
| 150
|
|
|
|
|
|
|
| 160,706
|
| Real Estate (0.4%)
|
|
| Agree LP
| 2.000%
| 6/15/28
| 500
| 442
|
|
| Agree LP
| 4.800%
| 10/1/32
| 500
| 469
|
|
| Agree LP
| 2.600%
| 6/15/33
| 500
| 393
|
|
| Alexandria Real Estate Equities Inc.
| 3.950%
| 1/15/28
| 350
| 335
|
|
| Alexandria Real Estate Equities Inc.
| 4.500%
| 7/30/29
| 200
| 193
|
|
| Alexandria Real Estate Equities Inc.
| 2.750%
| 12/15/29
| 1,529
| 1,342
|
|
| Alexandria Real Estate Equities Inc.
| 4.700%
| 7/1/30
| 500
| 483
|
|
| Alexandria Real Estate Equities Inc.
| 4.900%
| 12/15/30
| 388
| 379
|
|
| Alexandria Real Estate Equities Inc.
| 3.375%
| 8/15/31
| 600
| 529
|
|
| Alexandria Real Estate Equities Inc.
| 1.875%
| 2/1/33
| 3,000
| 2,258
|
|
| Alexandria Real Estate Equities Inc.
| 2.950%
| 3/15/34
| 715
| 578
|
|
| Alexandria Real Estate Equities Inc.
| 4.750%
| 4/15/35
| 500
| 464
|
|
| Alexandria Real Estate Equities Inc.
| 4.850%
| 4/15/49
| 200
| 169
|
|
| Alexandria Real Estate Equities Inc.
| 4.000%
| 2/1/50
| 565
| 419
|
|
| Alexandria Real Estate Equities Inc.
| 3.000%
| 5/18/51
| 500
| 301
|
|
| Alexandria Real Estate Equities Inc.
| 3.550%
| 3/15/52
| 565
| 379
|
|
| Alexandria Real Estate Equities Inc.
| 5.150%
| 4/15/53
| 200
| 176
|
|
| Alexandria Real Estate Equities Inc.
| 5.625%
| 5/15/54
| 500
| 469
|
|
| American Assets Trust LP
| 3.375%
| 2/1/31
| 500
| 410
|
|
| American Homes 4 Rent LP
| 4.900%
| 2/15/29
| 725
| 708
|
|
| American Homes 4 Rent LP
| 2.375%
| 7/15/31
| 675
| 548
|
|
| American Homes 4 Rent LP
| 3.625%
| 4/15/32
| 250
| 218
|
|
| American Homes 4 Rent LP
| 5.500%
| 2/1/34
| 490
| 482
|
|
| American Homes 4 Rent LP
| 5.500%
| 7/15/34
| 425
| 418
|
|
| American Homes 4 Rent LP
| 3.375%
| 7/15/51
| 500
| 327
|
|
| American Tower Corp.
| 1.600%
| 4/15/26
| 500
| 467
|
|
| American Tower Corp.
| 1.450%
| 9/15/26
| 550
| 504
|
|
| American Tower Corp.
| 3.375%
| 10/15/26
| 1,069
| 1,021
|
|
| American Tower Corp.
| 2.750%
| 1/15/27
| 2,709
| 2,542
|
|
| American Tower Corp.
| 3.125%
| 1/15/27
| 975
| 924
|
|
| American Tower Corp.
| 3.650%
| 3/15/27
| 600
| 575
|
|
| American Tower Corp.
| 3.550%
| 7/15/27
| 1,100
| 1,044
|
|
| American Tower Corp.
| 3.600%
| 1/15/28
| 500
| 472
|
|
| American Tower Corp.
| 1.500%
| 1/31/28
| 1,000
| 876
|
|
| American Tower Corp.
| 5.800%
| 11/15/28
| 600
| 612
|
|
| American Tower Corp.
| 5.200%
| 2/15/29
| 500
| 498
|
|
| American Tower Corp.
| 3.800%
| 8/15/29
| 1,475
| 1,371
|
|
| American Tower Corp.
| 2.900%
| 1/15/30
| 1,490
| 1,314
|
|
| American Tower Corp.
| 2.100%
| 6/15/30
| 560
| 469
|
|
| American Tower Corp.
| 1.875%
| 10/15/30
| 700
| 570
|
|
| American Tower Corp.
| 2.700%
| 4/15/31
| 500
| 422
|
|
| American Tower Corp.
| 2.300%
| 9/15/31
| 550
| 449
|
|
| American Tower Corp.
| 4.050%
| 3/15/32
| 600
| 549
|
|
| American Tower Corp.
| 5.550%
| 7/15/33
| 725
| 724
|
|
| American Tower Corp.
| 5.450%
| 2/15/34
| 800
| 793
|
|
| American Tower Corp.
| 3.700%
| 10/15/49
| 500
| 362
|
|
| American Tower Corp.
| 3.100%
| 6/15/50
| 560
| 361
|
|
| American Tower Corp.
| 2.950%
| 1/15/51
| 1,000
| 626
|
| 8
| AvalonBay Communities Inc.
| 2.950%
| 5/11/26
| 250
| 240
|
| 8
| AvalonBay Communities Inc.
| 2.900%
| 10/15/26
| 50
| 47
|
| 8
| AvalonBay Communities Inc.
| 3.200%
| 1/15/28
| 350
| 329
|
| 8
| AvalonBay Communities Inc.
| 2.300%
| 3/1/30
| 500
| 432
|
| 8
| AvalonBay Communities Inc.
| 2.450%
| 1/15/31
| 855
| 727
|
|
| AvalonBay Communities Inc.
| 2.050%
| 1/15/32
| 1,500
| 1,227
|
|
| AvalonBay Communities Inc.
| 5.300%
| 12/7/33
| 500
| 496
|
|
| AvalonBay Communities Inc.
| 5.350%
| 6/1/34
| 300
| 300
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| AvalonBay Communities Inc.
| 3.900%
| 10/15/46
| 280
| 218
|
|
| Boston Properties LP
| 2.750%
| 10/1/26
| 475
| 443
|
|
| Boston Properties LP
| 6.750%
| 12/1/27
| 2,025
| 2,077
|
|
| Boston Properties LP
| 2.900%
| 3/15/30
| 1,000
| 849
|
|
| Boston Properties LP
| 3.250%
| 1/30/31
| 600
| 507
|
|
| Boston Properties LP
| 2.550%
| 4/1/32
| 500
| 390
|
|
| Boston Properties LP
| 2.450%
| 10/1/33
| 1,030
| 764
|
|
| Boston Properties LP
| 6.500%
| 1/15/34
| 298
| 304
|
|
| Brixmor Operating Partnership LP
| 4.125%
| 6/15/26
| 400
| 390
|
|
| Brixmor Operating Partnership LP
| 3.900%
| 3/15/27
| 300
| 288
|
|
| Brixmor Operating Partnership LP
| 2.250%
| 4/1/28
| 1,500
| 1,338
|
|
| Brixmor Operating Partnership LP
| 4.125%
| 5/15/29
| 588
| 555
|
|
| Brixmor Operating Partnership LP
| 4.050%
| 7/1/30
| 1,400
| 1,299
|
|
| Brixmor Operating Partnership LP
| 5.750%
| 2/15/35
| 335
| 334
|
|
| Camden Property Trust
| 4.100%
| 10/15/28
| 250
| 240
|
|
| Camden Property Trust
| 3.150%
| 7/1/29
| 600
| 547
|
|
| Camden Property Trust
| 3.350%
| 11/1/49
| 800
| 560
|
|
| CBRE Services Inc.
| 4.875%
| 3/1/26
| 625
| 618
|
|
| CBRE Services Inc.
| 5.500%
| 4/1/29
| 400
| 402
|
|
| CBRE Services Inc.
| 2.500%
| 4/1/31
| 500
| 416
|
|
| CBRE Services Inc.
| 5.950%
| 8/15/34
| 600
| 607
|
|
| COPT Defense Properties LP
| 2.000%
| 1/15/29
| 300
| 255
|
|
| COPT Defense Properties LP
| 2.900%
| 12/1/33
| 1,975
| 1,558
|
|
| Crown Castle Inc.
| 1.350%
| 7/15/25
| 522
| 499
|
|
| Crown Castle Inc.
| 4.450%
| 2/15/26
| 1,405
| 1,380
|
|
| Crown Castle Inc.
| 3.700%
| 6/15/26
| 1,175
| 1,136
|
|
| Crown Castle Inc.
| 1.050%
| 7/15/26
| 500
| 458
|
|
| Crown Castle Inc.
| 2.900%
| 3/15/27
| 700
| 657
|
|
| Crown Castle Inc.
| 3.650%
| 9/1/27
| 1,190
| 1,131
|
|
| Crown Castle Inc.
| 5.000%
| 1/11/28
| 235
| 232
|
|
| Crown Castle Inc.
| 3.800%
| 2/15/28
| 525
| 497
|
|
| Crown Castle Inc.
| 4.800%
| 9/1/28
| 600
| 587
|
|
| Crown Castle Inc.
| 3.100%
| 11/15/29
| 400
| 357
|
|
| Crown Castle Inc.
| 3.300%
| 7/1/30
| 1,300
| 1,159
|
|
| Crown Castle Inc.
| 2.250%
| 1/15/31
| 1,250
| 1,028
|
|
| Crown Castle Inc.
| 2.100%
| 4/1/31
| 500
| 405
|
|
| Crown Castle Inc.
| 2.500%
| 7/15/31
| 600
| 495
|
|
| Crown Castle Inc.
| 5.100%
| 5/1/33
| 600
| 578
|
|
| Crown Castle Inc.
| 2.900%
| 4/1/41
| 1,300
| 899
|
|
| Crown Castle Inc.
| 4.750%
| 5/15/47
| 300
| 255
|
|
| Crown Castle Inc.
| 5.200%
| 2/15/49
| 430
| 390
|
|
| Crown Castle Inc.
| 4.150%
| 7/1/50
| 700
| 545
|
|
| Crown Castle Inc.
| 3.250%
| 1/15/51
| 1,200
| 794
|
|
| CubeSmart LP
| 4.000%
| 11/15/25
| 160
| 156
|
|
| CubeSmart LP
| 3.125%
| 9/1/26
| 425
| 405
|
|
| CubeSmart LP
| 2.250%
| 12/15/28
| 500
| 440
|
|
| CubeSmart LP
| 4.375%
| 2/15/29
| 250
| 240
|
|
| CubeSmart LP
| 3.000%
| 2/15/30
| 500
| 443
|
|
| CubeSmart LP
| 2.000%
| 2/15/31
| 300
| 243
|
|
| CubeSmart LP
| 2.500%
| 2/15/32
| 500
| 409
|
|
| Digital Realty Trust LP
| 5.550%
| 1/15/28
| 500
| 504
|
|
| Digital Realty Trust LP
| 4.450%
| 7/15/28
| 1,350
| 1,308
|
|
| Digital Realty Trust LP
| 3.600%
| 7/1/29
| 700
| 649
|
|
| DOC DR LLC
| 4.300%
| 3/15/27
| 744
| 728
|
|
| DOC DR LLC
| 3.950%
| 1/15/28
| 300
| 287
|
|
| DOC DR LLC
| 2.625%
| 11/1/31
| 437
| 361
|
|
| EPR Properties
| 4.500%
| 6/1/27
| 564
| 540
|
|
| EPR Properties
| 3.750%
| 8/15/29
| 686
| 612
|
|
| EPR Properties
| 3.600%
| 11/15/31
| 370
| 309
|
|
| Equinix Europe 2 Financing Corp. LLC
| 5.500%
| 6/15/34
| 272
| 272
|
|
| Equinix Inc.
| 1.250%
| 7/15/25
| 500
| 478
|
|
| Equinix Inc.
| 1.000%
| 9/15/25
| 500
| 473
|
|
| Equinix Inc.
| 1.450%
| 5/15/26
| 420
| 390
|
|
| Equinix Inc.
| 2.900%
| 11/18/26
| 1,250
| 1,180
|
|
| Equinix Inc.
| 1.800%
| 7/15/27
| 1,150
| 1,039
|
|
| Equinix Inc.
| 1.550%
| 3/15/28
| 116
| 101
|
|
| Equinix Inc.
| 2.000%
| 5/15/28
| 250
| 221
|
|
| Equinix Inc.
| 3.200%
| 11/18/29
| 2,000
| 1,804
|
|
| Equinix Inc.
| 2.150%
| 7/15/30
| 825
| 691
|
|
| Equinix Inc.
| 3.900%
| 4/15/32
| 300
| 273
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Equinix Inc.
| 3.000%
| 7/15/50
| 400
| 253
|
|
| Equinix Inc.
| 2.950%
| 9/15/51
| 400
| 247
|
|
| Equinix Inc.
| 3.400%
| 2/15/52
| 725
| 496
|
|
| ERP Operating LP
| 2.850%
| 11/1/26
| 1,300
| 1,233
|
|
| ERP Operating LP
| 3.500%
| 3/1/28
| 500
| 474
|
|
| ERP Operating LP
| 4.150%
| 12/1/28
| 300
| 290
|
|
| 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
| 484
|
|
| ERP Operating LP
| 4.500%
| 7/1/44
| 600
| 508
|
|
| ERP Operating LP
| 4.500%
| 6/1/45
| 350
| 293
|
|
| ERP Operating LP
| 4.000%
| 8/1/47
| 105
| 81
|
|
| Essex Portfolio LP
| 3.375%
| 4/15/26
| 963
| 929
|
|
| Essex Portfolio LP
| 4.000%
| 3/1/29
| 280
| 265
|
|
| Essex Portfolio LP
| 3.000%
| 1/15/30
| 405
| 359
|
|
| Essex Portfolio LP
| 1.650%
| 1/15/31
| 877
| 695
|
|
| Essex Portfolio LP
| 2.650%
| 3/15/32
| 455
| 376
|
|
| Essex Portfolio LP
| 4.500%
| 3/15/48
| 1,000
| 824
|
|
| Extra Space Storage LP
| 3.500%
| 7/1/26
| 475
| 457
|
|
| Extra Space Storage LP
| 3.875%
| 12/15/27
| 100
| 95
|
|
| Extra Space Storage LP
| 5.700%
| 4/1/28
| 300
| 303
|
|
| Extra Space Storage LP
| 3.900%
| 4/1/29
| 500
| 470
|
|
| Extra Space Storage LP
| 4.000%
| 6/15/29
| 125
| 117
|
|
| Extra Space Storage LP
| 5.500%
| 7/1/30
| 500
| 504
|
|
| Extra Space Storage LP
| 2.200%
| 10/15/30
| 510
| 423
|
|
| Extra Space Storage LP
| 5.900%
| 1/15/31
| 300
| 306
|
|
| Extra Space Storage LP
| 2.550%
| 6/1/31
| 500
| 416
|
|
| Extra Space Storage LP
| 2.400%
| 10/15/31
| 950
| 780
|
|
| Extra Space Storage LP
| 2.350%
| 3/15/32
| 700
| 558
|
|
| Extra Space Storage LP
| 5.400%
| 2/1/34
| 485
| 475
|
|
| Federal Realty OP LP
| 3.250%
| 7/15/27
| 225
| 212
|
|
| Federal Realty OP LP
| 5.375%
| 5/1/28
| 400
| 400
|
|
| Federal Realty OP LP
| 3.200%
| 6/15/29
| 161
| 146
|
|
| Federal Realty OP LP
| 4.500%
| 12/1/44
| 825
| 668
|
|
| GLP Capital LP
| 5.375%
| 4/15/26
| 2,200
| 2,182
|
|
| GLP Capital LP
| 5.750%
| 6/1/28
| 100
| 100
|
|
| GLP Capital LP
| 5.300%
| 1/15/29
| 575
| 566
|
|
| GLP Capital LP
| 4.000%
| 1/15/30
| 570
| 521
|
|
| GLP Capital LP
| 4.000%
| 1/15/31
| 800
| 717
|
|
| Healthcare Realty Holdings LP
| 3.500%
| 8/1/26
| 877
| 839
|
|
| Healthcare Realty Holdings LP
| 3.750%
| 7/1/27
| 400
| 379
|
|
| Healthcare Realty Holdings LP
| 3.100%
| 2/15/30
| 395
| 345
|
|
| Healthcare Realty Holdings LP
| 2.000%
| 3/15/31
| 500
| 394
|
|
| Healthpeak OP LLC
| 3.250%
| 7/15/26
| 150
| 144
|
|
| Healthpeak OP LLC
| 3.500%
| 7/15/29
| 646
| 596
|
|
| Healthpeak OP LLC
| 3.000%
| 1/15/30
| 2,000
| 1,775
|
|
| Healthpeak OP LLC
| 2.875%
| 1/15/31
| 100
| 86
|
|
| Healthpeak OP LLC
| 5.250%
| 12/15/32
| 500
| 491
|
|
| Healthpeak OP LLC
| 6.750%
| 2/1/41
| 175
| 191
|
|
| Highwoods Realty LP
| 4.125%
| 3/15/28
| 850
| 795
|
|
| Highwoods Realty LP
| 3.050%
| 2/15/30
| 500
| 424
|
|
| Highwoods Realty LP
| 7.650%
| 2/1/34
| 450
| 483
|
| 8
| Host Hotels & Resorts LP
| 3.375%
| 12/15/29
| 400
| 357
|
| 8
| Host Hotels & Resorts LP
| 3.500%
| 9/15/30
| 913
| 806
|
| 8
| Host Hotels & Resorts LP
| 2.900%
| 12/15/31
| 394
| 328
|
|
| Host Hotels & Resorts LP
| 5.700%
| 7/1/34
| 500
| 492
|
|
| Invitation Homes Operating Partnership LP
| 2.300%
| 11/15/28
| 675
| 598
|
|
| Invitation Homes Operating Partnership LP
| 5.450%
| 8/15/30
| 118
| 118
|
|
| Invitation Homes Operating Partnership LP
| 5.500%
| 8/15/33
| 228
| 225
|
|
| Invitation Homes Operating Partnership LP
| 2.700%
| 1/15/34
| 675
| 532
|
|
| Jones Lang LaSalle Inc.
| 6.875%
| 12/1/28
| 400
| 421
|
|
| Kilroy Realty LP
| 3.450%
| 12/15/24
| 850
| 839
|
|
| Kilroy Realty LP
| 4.750%
| 12/15/28
| 350
| 331
|
|
| Kilroy Realty LP
| 2.500%
| 11/15/32
| 500
| 374
|
|
| Kilroy Realty LP
| 2.650%
| 11/15/33
| 1,500
| 1,102
|
|
| Kimco Realty OP LLC
| 2.800%
| 10/1/26
| 1,294
| 1,224
|
|
| Kimco Realty OP LLC
| 2.700%
| 10/1/30
| 250
| 216
|
|
| Kimco Realty OP LLC
| 2.250%
| 12/1/31
| 500
| 401
|
|
| Kimco Realty OP LLC
| 3.200%
| 4/1/32
| 500
| 429
|
|
| Kimco Realty OP LLC
| 4.600%
| 2/1/33
| 575
| 539
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Kimco Realty OP LLC
| 6.400%
| 3/1/34
| 650
| 688
|
|
| Kimco Realty OP LLC
| 4.250%
| 4/1/45
| 425
| 340
|
|
| Kimco Realty OP LLC
| 4.450%
| 9/1/47
| 250
| 200
|
|
| Kite Realty Group LP
| 4.000%
| 10/1/26
| 725
| 702
|
|
| Kite Realty Group LP
| 5.500%
| 3/1/34
| 494
| 483
|
|
| LXP Industrial Trust
| 6.750%
| 11/15/28
| 240
| 249
|
|
| LXP Industrial Trust
| 2.700%
| 9/15/30
| 500
| 422
|
|
| Mid-America Apartments LP
| 3.600%
| 6/1/27
| 1,431
| 1,373
|
|
| Mid-America Apartments LP
| 3.950%
| 3/15/29
| 400
| 383
|
|
| Mid-America Apartments LP
| 2.750%
| 3/15/30
| 295
| 261
|
|
| Mid-America Apartments LP
| 1.700%
| 2/15/31
| 900
| 722
|
|
| Mid-America Apartments LP
| 2.875%
| 9/15/51
| 500
| 310
|
|
| National Health Investors Inc.
| 3.000%
| 2/1/31
| 1,000
| 817
|
|
| NNN REIT Inc.
| 4.000%
| 11/15/25
| 450
| 441
|
|
| NNN REIT Inc.
| 3.600%
| 12/15/26
| 449
| 431
|
|
| NNN REIT Inc.
| 3.500%
| 10/15/27
| 550
| 521
|
|
| NNN REIT Inc.
| 4.300%
| 10/15/28
| 300
| 289
|
|
| NNN REIT Inc.
| 2.500%
| 4/15/30
| 325
| 279
|
|
| NNN REIT Inc.
| 5.600%
| 10/15/33
| 400
| 398
|
|
| NNN REIT Inc.
| 5.500%
| 6/15/34
| 430
| 426
|
|
| NNN REIT Inc.
| 4.800%
| 10/15/48
| 250
| 212
|
|
| NNN REIT Inc.
| 3.100%
| 4/15/50
| 500
| 318
|
|
| NNN REIT Inc.
| 3.500%
| 4/15/51
| 500
| 348
|
|
| NNN REIT Inc.
| 3.000%
| 4/15/52
| 500
| 311
|
|
| Omega Healthcare Investors Inc.
| 5.250%
| 1/15/26
| 475
| 471
|
|
| Omega Healthcare Investors Inc.
| 4.750%
| 1/15/28
| 300
| 290
|
|
| Omega Healthcare Investors Inc.
| 3.625%
| 10/1/29
| 1,750
| 1,562
|
|
| Omega Healthcare Investors Inc.
| 3.375%
| 2/1/31
| 750
| 640
|
|
| Phillips Edison Grocery Center Operating Partnership I LP
| 2.625%
| 11/15/31
| 500
| 408
|
|
| Piedmont Operating Partnership LP
| 9.250%
| 7/20/28
| 320
| 341
|
|
| Piedmont Operating Partnership LP
| 6.875%
| 7/15/29
| 400
| 395
|
|
| Piedmont Operating Partnership LP
| 3.150%
| 8/15/30
| 250
| 199
|
|
| Piedmont Operating Partnership LP
| 2.750%
| 4/1/32
| 262
| 192
|
|
| Prologis LP
| 3.250%
| 6/30/26
| 1,075
| 1,036
|
|
| Prologis LP
| 3.250%
| 10/1/26
| 583
| 559
|
|
| Prologis LP
| 2.125%
| 4/15/27
| 1,211
| 1,118
|
|
| Prologis LP
| 3.375%
| 12/15/27
| 250
| 237
|
|
| Prologis LP
| 4.875%
| 6/15/28
| 500
| 498
|
|
| Prologis LP
| 3.875%
| 9/15/28
| 300
| 287
|
|
| Prologis LP
| 4.000%
| 9/15/28
| 500
| 481
|
|
| Prologis LP
| 4.375%
| 2/1/29
| 50
| 49
|
|
| Prologis LP
| 2.875%
| 11/15/29
| 250
| 225
|
|
| Prologis LP
| 2.250%
| 4/15/30
| 400
| 344
|
|
| Prologis LP
| 1.750%
| 7/1/30
| 750
| 620
|
|
| Prologis LP
| 1.250%
| 10/15/30
| 1,214
| 969
|
|
| Prologis LP
| 1.625%
| 3/15/31
| 1,000
| 799
|
|
| Prologis LP
| 2.250%
| 1/15/32
| 400
| 327
|
|
| Prologis LP
| 4.750%
| 6/15/33
| 200
| 193
|
|
| Prologis LP
| 5.125%
| 1/15/34
| 380
| 375
|
|
| Prologis LP
| 5.000%
| 3/15/34
| 1,236
| 1,210
|
|
| Prologis LP
| 4.375%
| 9/15/48
| 300
| 252
|
|
| Prologis LP
| 3.050%
| 3/1/50
| 175
| 115
|
|
| Prologis LP
| 3.000%
| 4/15/50
| 510
| 330
|
|
| Prologis LP
| 2.125%
| 10/15/50
| 500
| 266
|
|
| Prologis LP
| 5.250%
| 6/15/53
| 700
| 661
|
|
| Prologis LP
| 5.250%
| 3/15/54
| 500
| 473
|
|
| Public Storage Operating Co.
| 1.500%
| 11/9/26
| 575
| 529
|
|
| Public Storage Operating Co.
| 3.094%
| 9/15/27
| 300
| 283
|
|
| Public Storage Operating Co.
| 1.850%
| 5/1/28
| 600
| 534
|
|
| Public Storage Operating Co.
| 1.950%
| 11/9/28
| 575
| 507
|
|
| Public Storage Operating Co.
| 5.125%
| 1/15/29
| 350
| 353
|
|
| Public Storage Operating Co.
| 3.385%
| 5/1/29
| 520
| 486
|
|
| Public Storage Operating Co.
| 2.300%
| 5/1/31
| 1,000
| 841
|
|
| Public Storage Operating Co.
| 2.250%
| 11/9/31
| 375
| 310
|
|
| Public Storage Operating Co.
| 5.100%
| 8/1/33
| 525
| 521
|
|
| Public Storage Operating Co.
| 5.350%
| 8/1/53
| 750
| 723
|
|
| Rayonier LP
| 2.750%
| 5/17/31
| 375
| 313
|
|
| Realty Income Corp.
| 4.625%
| 11/1/25
| 738
| 729
|
|
| Realty Income Corp.
| 4.875%
| 6/1/26
| 350
| 347
|
|
| Realty Income Corp.
| 4.125%
| 10/15/26
| 775
| 756
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Realty Income Corp.
| 3.000%
| 1/15/27
| 525
| 497
|
|
| Realty Income Corp.
| 3.200%
| 1/15/27
| 315
| 298
|
|
| Realty Income Corp.
| 3.950%
| 8/15/27
| 475
| 458
|
|
| Realty Income Corp.
| 3.400%
| 1/15/28
| 1,000
| 943
|
|
| Realty Income Corp.
| 3.650%
| 1/15/28
| 1,290
| 1,227
|
|
| Realty Income Corp.
| 2.100%
| 3/15/28
| 1,200
| 1,075
|
|
| Realty Income Corp.
| 2.200%
| 6/15/28
| 500
| 447
|
|
| Realty Income Corp.
| 4.700%
| 12/15/28
| 450
| 442
|
|
| Realty Income Corp.
| 4.750%
| 2/15/29
| 750
| 737
|
|
| Realty Income Corp.
| 3.250%
| 6/15/29
| 575
| 528
|
|
| Realty Income Corp.
| 4.000%
| 7/15/29
| 245
| 232
|
|
| Realty Income Corp.
| 3.100%
| 12/15/29
| 500
| 449
|
|
| Realty Income Corp.
| 3.400%
| 1/15/30
| 520
| 474
|
|
| Realty Income Corp.
| 3.250%
| 1/15/31
| 831
| 734
|
|
| Realty Income Corp.
| 2.850%
| 12/15/32
| 500
| 412
|
|
| Realty Income Corp.
| 1.800%
| 3/15/33
| 500
| 376
|
|
| Realty Income Corp.
| 4.900%
| 7/15/33
| 300
| 287
|
|
| Realty Income Corp.
| 5.125%
| 2/15/34
| 1,050
| 1,019
|
|
| Realty Income Corp.
| 4.650%
| 3/15/47
| 820
| 707
|
|
| Regency Centers LP
| 3.600%
| 2/1/27
| 340
| 326
|
|
| Regency Centers LP
| 4.125%
| 3/15/28
| 250
| 241
|
|
| Regency Centers LP
| 2.950%
| 9/15/29
| 400
| 359
|
|
| Regency Centers LP
| 5.250%
| 1/15/34
| 1,000
| 974
|
|
| Regency Centers LP
| 4.400%
| 2/1/47
| 400
| 323
|
|
| Rexford Industrial Realty LP
| 5.000%
| 6/15/28
| 300
| 297
|
|
| Rexford Industrial Realty LP
| 2.150%
| 9/1/31
| 650
| 518
|
|
| Sabra Health Care LP
| 5.125%
| 8/15/26
| 1,332
| 1,312
|
|
| Sabra Health Care LP
| 3.200%
| 12/1/31
| 350
| 291
|
|
| Safehold GL Holdings LLC
| 2.850%
| 1/15/32
| 650
| 534
|
|
| Safehold GL Holdings LLC
| 6.100%
| 4/1/34
| 215
| 213
|
|
| Simon Property Group LP
| 3.500%
| 9/1/25
| 700
| 685
|
|
| Simon Property Group LP
| 3.300%
| 1/15/26
| 195
| 189
|
|
| Simon Property Group LP
| 3.250%
| 11/30/26
| 300
| 287
|
|
| Simon Property Group LP
| 1.375%
| 1/15/27
| 500
| 456
|
|
| Simon Property Group LP
| 3.375%
| 6/15/27
| 820
| 782
|
|
| Simon Property Group LP
| 3.375%
| 12/1/27
| 1,000
| 946
|
|
| Simon Property Group LP
| 1.750%
| 2/1/28
| 500
| 445
|
|
| Simon Property Group LP
| 2.450%
| 9/13/29
| 1,595
| 1,402
|
|
| Simon Property Group LP
| 2.650%
| 7/15/30
| 500
| 435
|
|
| Simon Property Group LP
| 2.200%
| 2/1/31
| 600
| 496
|
|
| Simon Property Group LP
| 2.250%
| 1/15/32
| 500
| 406
|
|
| Simon Property Group LP
| 2.650%
| 2/1/32
| 700
| 584
|
|
| Simon Property Group LP
| 6.250%
| 1/15/34
| 400
| 422
|
|
| Simon Property Group LP
| 6.750%
| 2/1/40
| 750
| 813
|
|
| Simon Property Group LP
| 4.750%
| 3/15/42
| 350
| 308
|
|
| Simon Property Group LP
| 4.250%
| 11/30/46
| 425
| 342
|
|
| Simon Property Group LP
| 3.250%
| 9/13/49
| 1,100
| 738
|
|
| Simon Property Group LP
| 3.800%
| 7/15/50
| 1,500
| 1,101
|
|
| Simon Property Group LP
| 6.650%
| 1/15/54
| 400
| 440
|
|
| SITE Centers Corp.
| 3.625%
| 2/1/25
| 463
| 457
|
|
| SITE Centers Corp.
| 4.250%
| 2/1/26
| 250
| 247
|
|
| SITE Centers Corp.
| 4.700%
| 6/1/27
| 1,000
| 993
|
|
| Store Capital LLC
| 4.500%
| 3/15/28
| 225
| 214
|
|
| Store Capital LLC
| 4.625%
| 3/15/29
| 300
| 283
|
|
| Sun Communities Operating LP
| 2.300%
| 11/1/28
| 725
| 637
|
|
| Sun Communities Operating LP
| 5.500%
| 1/15/29
| 500
| 500
|
|
| Sun Communities Operating LP
| 2.700%
| 7/15/31
| 500
| 413
|
|
| Sun Communities Operating LP
| 4.200%
| 4/15/32
| 500
| 448
|
|
| Sun Communities Operating LP
| 5.700%
| 1/15/33
| 500
| 492
|
|
| Tanger Properties LP
| 3.125%
| 9/1/26
| 723
| 682
|
|
| Tanger Properties LP
| 3.875%
| 7/15/27
| 250
| 237
|
| 8
| UDR Inc.
| 2.950%
| 9/1/26
| 600
| 568
|
| 8
| UDR Inc.
| 3.500%
| 7/1/27
| 150
| 142
|
| 8
| UDR Inc.
| 3.500%
| 1/15/28
| 50
| 47
|
| 8
| UDR Inc.
| 3.200%
| 1/15/30
| 240
| 217
|
| 8
| UDR Inc.
| 2.100%
| 8/1/32
| 1,175
| 919
|
| 8
| UDR Inc.
| 1.900%
| 3/15/33
| 1,000
| 756
|
|
| UDR Inc.
| 3.100%
| 11/1/34
| 265
| 213
|
|
| Ventas Realty LP
| 3.850%
| 4/1/27
| 275
| 264
|
|
| Ventas Realty LP
| 3.000%
| 1/15/30
| 325
| 287
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Ventas Realty LP
| 5.625%
| 7/1/34
| 208
| 206
|
|
| Ventas Realty LP
| 5.700%
| 9/30/43
| 325
| 312
|
|
| Ventas Realty LP
| 4.875%
| 4/15/49
| 650
| 552
|
|
| VICI Properties LP
| 4.750%
| 2/15/28
| 900
| 878
|
|
| VICI Properties LP
| 4.950%
| 2/15/30
| 900
| 868
|
|
| VICI Properties LP
| 5.125%
| 5/15/32
| 900
| 858
|
|
| VICI Properties LP
| 5.750%
| 4/1/34
| 450
| 445
|
|
| VICI Properties LP
| 5.625%
| 5/15/52
| 950
| 851
|
|
| VICI Properties LP
| 6.125%
| 4/1/54
| 300
| 287
|
|
| Welltower OP LLC
| 4.250%
| 4/1/26
| 856
| 839
|
|
| Welltower OP LLC
| 2.700%
| 2/15/27
| 662
| 624
|
|
| Welltower OP LLC
| 4.250%
| 4/15/28
| 750
| 725
|
|
| Welltower OP LLC
| 4.125%
| 3/15/29
| 500
| 478
|
|
| Welltower OP LLC
| 3.100%
| 1/15/30
| 1,250
| 1,120
|
|
| Welltower OP LLC
| 2.750%
| 1/15/31
| 500
| 431
|
|
| Welltower OP LLC
| 2.800%
| 6/1/31
| 700
| 598
|
|
| Welltower OP LLC
| 2.750%
| 1/15/32
| 525
| 441
|
|
| Welltower OP LLC
| 3.850%
| 6/15/32
| 500
| 450
|
|
| Welltower OP LLC
| 6.500%
| 3/15/41
| 200
| 216
|
|
| Welltower OP LLC
| 4.950%
| 9/1/48
| 400
| 362
|
|
| Weyerhaeuser Co.
| 4.750%
| 5/15/26
| 253
| 250
|
|
| Weyerhaeuser Co.
| 4.000%
| 11/15/29
| 750
| 704
|
|
| Weyerhaeuser Co.
| 4.000%
| 4/15/30
| 800
| 747
|
|
| Weyerhaeuser Co.
| 7.375%
| 3/15/32
| 219
| 245
|
|
| Weyerhaeuser Co.
| 3.375%
| 3/9/33
| 438
| 375
|
|
| Weyerhaeuser Co.
| 4.000%
| 3/9/52
| 500
| 379
|
|
| WP Carey Inc.
| 4.250%
| 10/1/26
| 300
| 292
|
|
| WP Carey Inc.
| 3.850%
| 7/15/29
| 200
| 187
|
|
| WP Carey Inc.
| 2.250%
| 4/1/33
| 1,000
| 774
|
|
|
|
|
|
|
| 198,810
|
| Technology (0.8%)
|
|
| Adobe Inc.
| 2.150%
| 2/1/27
| 500
| 466
|
|
| Adobe Inc.
| 4.850%
| 4/4/27
| 500
| 500
|
|
| Adobe Inc.
| 2.300%
| 2/1/30
| 1,060
| 929
|
|
| Adobe Inc.
| 4.950%
| 4/4/34
| 700
| 697
|
|
| Advanced Micro Devices Inc.
| 3.924%
| 6/1/32
| 300
| 278
|
|
| Amdocs Ltd.
| 2.538%
| 6/15/30
| 600
| 511
|
|
| Analog Devices Inc.
| 3.500%
| 12/5/26
| 500
| 482
|
|
| Analog Devices Inc.
| 3.450%
| 6/15/27
| 250
| 240
|
|
| Analog Devices Inc.
| 1.700%
| 10/1/28
| 800
| 705
|
|
| Analog Devices Inc.
| 2.100%
| 10/1/31
| 900
| 744
|
|
| Analog Devices Inc.
| 2.800%
| 10/1/41
| 1,050
| 740
|
|
| Analog Devices Inc.
| 2.950%
| 10/1/51
| 950
| 620
|
|
| Apple Inc.
| 0.550%
| 8/20/25
| 1,000
| 950
|
|
| Apple Inc.
| 0.700%
| 2/8/26
| 2,200
| 2,055
|
|
| Apple Inc.
| 3.250%
| 2/23/26
| 3,805
| 3,700
|
|
| Apple Inc.
| 2.450%
| 8/4/26
| 500
| 475
|
|
| Apple Inc.
| 2.050%
| 9/11/26
| 3,000
| 2,821
|
|
| Apple Inc.
| 3.350%
| 2/9/27
| 200
| 193
|
|
| Apple Inc.
| 3.200%
| 5/11/27
| 2,700
| 2,588
|
|
| Apple Inc.
| 2.900%
| 9/12/27
| 2,331
| 2,202
|
|
| Apple Inc.
| 3.000%
| 11/13/27
| 1,025
| 971
|
|
| Apple Inc.
| 1.200%
| 2/8/28
| 2,200
| 1,946
|
|
| Apple Inc.
| 4.000%
| 5/10/28
| 1,525
| 1,493
|
|
| Apple Inc.
| 1.400%
| 8/5/28
| 631
| 555
|
|
| Apple Inc.
| 2.200%
| 9/11/29
| 1,475
| 1,308
|
|
| Apple Inc.
| 4.150%
| 5/10/30
| 408
| 400
|
|
| Apple Inc.
| 1.650%
| 5/11/30
| 2,000
| 1,685
|
|
| Apple Inc.
| 1.250%
| 8/20/30
| 1,000
| 819
|
|
| Apple Inc.
| 1.650%
| 2/8/31
| 2,500
| 2,067
|
|
| Apple Inc.
| 1.700%
| 8/5/31
| 900
| 736
|
|
| Apple Inc.
| 3.350%
| 8/8/32
| 3,325
| 3,016
|
|
| Apple Inc.
| 4.500%
| 2/23/36
| 825
| 806
|
|
| Apple Inc.
| 2.375%
| 2/8/41
| 1,300
| 899
|
|
| Apple Inc.
| 3.850%
| 5/4/43
| 2,825
| 2,365
|
|
| Apple Inc.
| 4.450%
| 5/6/44
| 1,236
| 1,142
|
|
| Apple Inc.
| 3.450%
| 2/9/45
| 1,594
| 1,237
|
|
| Apple Inc.
| 4.375%
| 5/13/45
| 1,775
| 1,579
|
|
| Apple Inc.
| 4.650%
| 2/23/46
| 3,720
| 3,433
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Apple Inc.
| 3.850%
| 8/4/46
| 1,750
| 1,428
|
|
| Apple Inc.
| 3.750%
| 9/12/47
| 842
| 672
|
|
| Apple Inc.
| 3.750%
| 11/13/47
| 1,000
| 796
|
|
| Apple Inc.
| 2.950%
| 9/11/49
| 1,600
| 1,093
|
|
| Apple Inc.
| 2.650%
| 5/11/50
| 1,855
| 1,185
|
|
| Apple Inc.
| 2.400%
| 8/20/50
| 1,732
| 1,048
|
|
| Apple Inc.
| 2.650%
| 2/8/51
| 3,596
| 2,272
|
|
| Apple Inc.
| 2.700%
| 8/5/51
| 1,600
| 1,015
|
|
| Apple Inc.
| 3.950%
| 8/8/52
| 1,500
| 1,218
|
|
| Apple Inc.
| 4.850%
| 5/10/53
| 377
| 365
|
|
| Apple Inc.
| 2.550%
| 8/20/60
| 1,100
| 668
|
|
| Apple Inc.
| 2.800%
| 2/8/61
| 2,000
| 1,221
|
|
| Apple Inc.
| 2.850%
| 8/5/61
| 1,300
| 799
|
|
| Applied Materials Inc.
| 3.900%
| 10/1/25
| 456
| 449
|
|
| Applied Materials Inc.
| 3.300%
| 4/1/27
| 1,065
| 1,023
|
|
| Applied Materials Inc.
| 1.750%
| 6/1/30
| 350
| 295
|
|
| Applied Materials Inc.
| 5.100%
| 10/1/35
| 400
| 405
|
|
| Applied Materials Inc.
| 5.850%
| 6/15/41
| 250
| 264
|
|
| Applied Materials Inc.
| 4.350%
| 4/1/47
| 1,225
| 1,069
|
|
| Applied Materials Inc.
| 2.750%
| 6/1/50
| 550
| 360
|
|
| Arrow Electronics Inc.
| 3.875%
| 1/12/28
| 400
| 379
|
|
| Arrow Electronics Inc.
| 2.950%
| 2/15/32
| 400
| 334
|
|
| Arrow Electronics Inc.
| 5.875%
| 4/10/34
| 500
| 495
|
|
| Atlassian Corp.
| 5.250%
| 5/15/29
| 500
| 500
|
|
| Atlassian Corp.
| 5.500%
| 5/15/34
| 500
| 495
|
|
| Autodesk Inc.
| 3.500%
| 6/15/27
| 375
| 359
|
|
| Autodesk Inc.
| 2.850%
| 1/15/30
| 360
| 321
|
|
| Autodesk Inc.
| 2.400%
| 12/15/31
| 900
| 746
|
|
| Automatic Data Processing Inc.
| 3.375%
| 9/15/25
| 825
| 807
|
|
| Automatic Data Processing Inc.
| 1.700%
| 5/15/28
| 1,000
| 893
|
|
| Automatic Data Processing Inc.
| 1.250%
| 9/1/30
| 1,100
| 890
|
|
| Avnet Inc.
| 4.625%
| 4/15/26
| 450
| 442
|
|
| Avnet Inc.
| 6.250%
| 3/15/28
| 419
| 430
|
|
| Avnet Inc.
| 3.000%
| 5/15/31
| 200
| 168
|
|
| Block Financial LLC
| 5.250%
| 10/1/25
| 350
| 347
|
|
| Block Financial LLC
| 2.500%
| 7/15/28
| 400
| 359
|
|
| Block Financial LLC
| 3.875%
| 8/15/30
| 600
| 550
|
|
| Booz Allen Hamilton Inc.
| 5.950%
| 8/4/33
| 550
| 565
|
|
| Broadcom Corp.
| 3.875%
| 1/15/27
| 3,150
| 3,049
|
|
| Broadcom Corp.
| 3.500%
| 1/15/28
| 800
| 757
|
|
| Broadcom Inc.
| 3.150%
| 11/15/25
| 1,233
| 1,195
|
|
| Broadcom Inc.
| 3.459%
| 9/15/26
| 588
| 566
|
| 11
| Broadcom Inc.
| 1.950%
| 2/15/28
| 600
| 537
|
|
| Broadcom Inc.
| 4.110%
| 9/15/28
| 1,865
| 1,799
|
| 11
| Broadcom Inc.
| 4.000%
| 4/15/29
| 500
| 476
|
|
| Broadcom Inc.
| 4.750%
| 4/15/29
| 1,500
| 1,479
|
|
| Broadcom Inc.
| 5.000%
| 4/15/30
| 550
| 550
|
|
| Broadcom Inc.
| 4.150%
| 11/15/30
| 2,000
| 1,889
|
| 11
| Broadcom Inc.
| 2.450%
| 2/15/31
| 3,000
| 2,526
|
| 11
| Broadcom Inc.
| 4.150%
| 4/15/32
| 1,000
| 921
|
|
| Broadcom Inc.
| 4.300%
| 11/15/32
| 1,750
| 1,636
|
| 11
| Broadcom Inc.
| 2.600%
| 2/15/33
| 1,500
| 1,214
|
| 11
| Broadcom Inc.
| 3.419%
| 4/15/33
| 1,892
| 1,631
|
| 11
| Broadcom Inc.
| 3.469%
| 4/15/34
| 3,652
| 3,112
|
| 11
| Broadcom Inc.
| 3.187%
| 11/15/36
| 2,800
| 2,215
|
| 11
| Broadcom Inc.
| 4.926%
| 5/15/37
| 2,850
| 2,680
|
| 11
| Broadcom Inc.
| 3.500%
| 2/15/41
| 2,605
| 1,996
|
| 11
| Broadcom Inc.
| 3.750%
| 2/15/51
| 1,500
| 1,114
|
|
| Broadridge Financial Solutions Inc.
| 3.400%
| 6/27/26
| 320
| 308
|
|
| Broadridge Financial Solutions Inc.
| 2.900%
| 12/1/29
| 375
| 334
|
|
| Broadridge Financial Solutions Inc.
| 2.600%
| 5/1/31
| 900
| 759
|
|
| CDW LLC
| 4.250%
| 4/1/28
| 347
| 331
|
|
| CDW LLC
| 3.250%
| 2/15/29
| 487
| 439
|
|
| CDW LLC
| 3.569%
| 12/1/31
| 872
| 760
|
|
| CGI Inc.
| 1.450%
| 9/14/26
| 1,200
| 1,100
|
|
| CGI Inc.
| 2.300%
| 9/14/31
| 400
| 318
|
|
| Cintas Corp. No. 2
| 3.700%
| 4/1/27
| 1,373
| 1,322
|
|
| Cintas Corp. No. 2
| 4.000%
| 5/1/32
| 950
| 891
|
|
| Cisco Systems Inc.
| 4.900%
| 2/26/26
| 3,450
| 3,446
|
|
| Cisco Systems Inc.
| 2.950%
| 2/28/26
| 1,550
| 1,498
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Cisco Systems Inc.
| 2.500%
| 9/20/26
| 1,350
| 1,283
|
|
| Cisco Systems Inc.
| 4.800%
| 2/26/27
| 1,650
| 1,645
|
|
| Cisco Systems Inc.
| 4.850%
| 2/26/29
| 2,000
| 1,999
|
|
| Cisco Systems Inc.
| 4.950%
| 2/26/31
| 1,493
| 1,492
|
|
| Cisco Systems Inc.
| 5.050%
| 2/26/34
| 3,295
| 3,292
|
|
| Cisco Systems Inc.
| 5.900%
| 2/15/39
| 1,400
| 1,487
|
|
| Cisco Systems Inc.
| 5.500%
| 1/15/40
| 1,275
| 1,295
|
|
| Cisco Systems Inc.
| 5.300%
| 2/26/54
| 1,735
| 1,701
|
|
| Cisco Systems Inc.
| 5.350%
| 2/26/64
| 815
| 793
|
|
| Concentrix Corp.
| 6.650%
| 8/2/26
| 1,000
| 1,011
|
|
| Concentrix Corp.
| 6.600%
| 8/2/28
| 1,000
| 1,012
|
|
| Concentrix Corp.
| 6.850%
| 8/2/33
| 950
| 940
|
|
| Corning Inc.
| 4.700%
| 3/15/37
| 750
| 693
|
|
| Corning Inc.
| 5.750%
| 8/15/40
| 665
| 659
|
|
| Corning Inc.
| 4.750%
| 3/15/42
| 420
| 375
|
|
| Corning Inc.
| 4.375%
| 11/15/57
| 775
| 608
|
|
| Corning Inc.
| 5.850%
| 11/15/68
| 400
| 391
|
|
| Corning Inc.
| 5.450%
| 11/15/79
| 700
| 644
|
|
| Dell Inc.
| 7.100%
| 4/15/28
| 70
| 75
|
|
| Dell Inc.
| 6.500%
| 4/15/38
| 400
| 419
|
|
| Dell International LLC
| 5.850%
| 7/15/25
| 700
| 701
|
|
| Dell International LLC
| 6.020%
| 6/15/26
| 2,585
| 2,612
|
|
| Dell International LLC
| 4.900%
| 10/1/26
| 1,000
| 990
|
|
| Dell International LLC
| 6.100%
| 7/15/27
| 800
| 821
|
|
| Dell International LLC
| 5.250%
| 2/1/28
| 885
| 891
|
|
| Dell International LLC
| 5.300%
| 10/1/29
| 2,150
| 2,162
|
|
| Dell International LLC
| 6.200%
| 7/15/30
| 475
| 498
|
|
| Dell International LLC
| 5.750%
| 2/1/33
| 700
| 720
|
|
| Dell International LLC
| 8.100%
| 7/15/36
| 972
| 1,158
|
|
| Dell International LLC
| 3.375%
| 12/15/41
| 500
| 366
|
|
| Dell International LLC
| 8.350%
| 7/15/46
| 571
| 723
|
|
| Dell International LLC
| 3.450%
| 12/15/51
| 1,200
| 813
|
|
| DXC Technology Co.
| 1.800%
| 9/15/26
| 700
| 643
|
|
| DXC Technology Co.
| 2.375%
| 9/15/28
| 2,600
| 2,267
|
|
| Equifax Inc.
| 2.600%
| 12/15/25
| 375
| 359
|
|
| Equifax Inc.
| 5.100%
| 6/1/28
| 1,500
| 1,494
|
|
| Equifax Inc.
| 3.100%
| 5/15/30
| 445
| 397
|
|
| Equifax Inc.
| 2.350%
| 9/15/31
| 900
| 739
|
|
| Fidelity National Information Services Inc.
| 1.150%
| 3/1/26
| 900
| 839
|
|
| Fidelity National Information Services Inc.
| 1.650%
| 3/1/28
| 1,900
| 1,674
|
|
| Fidelity National Information Services Inc.
| 3.750%
| 5/21/29
| 250
| 238
|
|
| Fidelity National Information Services Inc.
| 2.250%
| 3/1/31
| 700
| 584
|
|
| Fidelity National Information Services Inc.
| 3.100%
| 3/1/41
| 700
| 503
|
|
| Fiserv Inc.
| 3.200%
| 7/1/26
| 2,100
| 2,016
|
|
| Fiserv Inc.
| 2.250%
| 6/1/27
| 1,550
| 1,430
|
|
| Fiserv Inc.
| 4.200%
| 10/1/28
| 800
| 769
|
|
| Fiserv Inc.
| 3.500%
| 7/1/29
| 2,505
| 2,317
|
|
| Fiserv Inc.
| 2.650%
| 6/1/30
| 1,900
| 1,653
|
|
| Fiserv Inc.
| 5.350%
| 3/15/31
| 350
| 350
|
|
| Fiserv Inc.
| 5.600%
| 3/2/33
| 250
| 252
|
|
| Fiserv Inc.
| 5.625%
| 8/21/33
| 472
| 476
|
|
| Fiserv Inc.
| 5.450%
| 3/15/34
| 849
| 844
|
|
| Fiserv Inc.
| 4.400%
| 7/1/49
| 1,650
| 1,338
|
|
| Flex Ltd.
| 4.875%
| 6/15/29
| 664
| 643
|
|
| Fortinet Inc.
| 1.000%
| 3/15/26
| 500
| 464
|
|
| Fortinet Inc.
| 2.200%
| 3/15/31
| 500
| 412
|
|
| Genpact Luxembourg Sarl
| 6.000%
| 6/4/29
| 250
| 253
|
|
| Global Payments Inc.
| 1.200%
| 3/1/26
| 1,000
| 931
|
|
| Global Payments Inc.
| 4.800%
| 4/1/26
| 600
| 593
|
|
| Global Payments Inc.
| 2.150%
| 1/15/27
| 700
| 649
|
|
| Global Payments Inc.
| 4.950%
| 8/15/27
| 250
| 247
|
|
| Global Payments Inc.
| 4.450%
| 6/1/28
| 300
| 290
|
|
| Global Payments Inc.
| 3.200%
| 8/15/29
| 1,600
| 1,439
|
|
| Global Payments Inc.
| 2.900%
| 5/15/30
| 500
| 435
|
|
| Global Payments Inc.
| 2.900%
| 11/15/31
| 800
| 669
|
|
| Global Payments Inc.
| 5.400%
| 8/15/32
| 650
| 637
|
|
| Global Payments Inc.
| 4.150%
| 8/15/49
| 800
| 602
|
|
| Global Payments Inc.
| 5.950%
| 8/15/52
| 530
| 511
|
|
| Hewlett Packard Enterprise Co.
| 4.900%
| 10/15/25
| 1,600
| 1,588
|
|
| Hewlett Packard Enterprise Co.
| 1.750%
| 4/1/26
| 440
| 413
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Hewlett Packard Enterprise Co.
| 5.250%
| 7/1/28
| 1,000
| 1,006
|
|
| Hewlett Packard Enterprise Co.
| 6.200%
| 10/15/35
| 950
| 1,000
|
|
| Hewlett Packard Enterprise Co.
| 6.350%
| 10/15/45
| 1,350
| 1,418
|
|
| HP Inc.
| 1.450%
| 6/17/26
| 900
| 835
|
|
| HP Inc.
| 3.000%
| 6/17/27
| 900
| 847
|
|
| HP Inc.
| 4.750%
| 1/15/28
| 675
| 668
|
|
| HP Inc.
| 4.000%
| 4/15/29
| 800
| 762
|
|
| HP Inc.
| 3.400%
| 6/17/30
| 800
| 728
|
|
| HP Inc.
| 2.650%
| 6/17/31
| 900
| 762
|
|
| HP Inc.
| 4.200%
| 4/15/32
| 800
| 741
|
|
| HP Inc.
| 5.500%
| 1/15/33
| 500
| 503
|
|
| HP Inc.
| 6.000%
| 9/15/41
| 910
| 930
|
|
| Hubbell Inc.
| 3.350%
| 3/1/26
| 300
| 290
|
|
| Hubbell Inc.
| 3.150%
| 8/15/27
| 275
| 259
|
|
| Hubbell Inc.
| 3.500%
| 2/15/28
| 400
| 378
|
|
| IBM International Capital Pte. Ltd.
| 4.900%
| 2/5/34
| 2,000
| 1,941
|
|
| IBM International Capital Pte. Ltd.
| 5.300%
| 2/5/54
| 3,000
| 2,810
|
|
| Intel Corp.
| 3.700%
| 7/29/25
| 1,655
| 1,627
|
|
| Intel Corp.
| 2.600%
| 5/19/26
| 4,740
| 4,517
|
|
| Intel Corp.
| 3.750%
| 3/25/27
| 1,750
| 1,693
|
|
| Intel Corp.
| 3.750%
| 8/5/27
| 400
| 386
|
|
| Intel Corp.
| 4.875%
| 2/10/28
| 1,500
| 1,494
|
|
| Intel Corp.
| 1.600%
| 8/12/28
| 900
| 788
|
|
| Intel Corp.
| 2.450%
| 11/15/29
| 1,400
| 1,231
|
|
| Intel Corp.
| 5.125%
| 2/10/30
| 1,000
| 1,004
|
|
| Intel Corp.
| 3.900%
| 3/25/30
| 1,240
| 1,165
|
|
| Intel Corp.
| 5.000%
| 2/21/31
| 1,400
| 1,392
|
|
| Intel Corp.
| 2.000%
| 8/12/31
| 1,000
| 814
|
|
| Intel Corp.
| 4.150%
| 8/5/32
| 875
| 819
|
|
| Intel Corp.
| 4.000%
| 12/15/32
| 1,625
| 1,495
|
|
| Intel Corp.
| 5.200%
| 2/10/33
| 1,850
| 1,847
|
|
| Intel Corp.
| 5.150%
| 2/21/34
| 500
| 494
|
|
| Intel Corp.
| 4.600%
| 3/25/40
| 600
| 541
|
|
| Intel Corp.
| 2.800%
| 8/12/41
| 700
| 484
|
|
| Intel Corp.
| 4.800%
| 10/1/41
| 1,065
| 968
|
|
| Intel Corp.
| 4.900%
| 7/29/45
| 1,000
| 913
|
|
| Intel Corp.
| 4.100%
| 5/19/46
| 1,350
| 1,078
|
|
| Intel Corp.
| 4.100%
| 5/11/47
| 800
| 634
|
|
| Intel Corp.
| 3.734%
| 12/8/47
| 2,200
| 1,618
|
|
| Intel Corp.
| 3.250%
| 11/15/49
| 600
| 402
|
|
| Intel Corp.
| 4.750%
| 3/25/50
| 2,185
| 1,882
|
|
| Intel Corp.
| 3.050%
| 8/12/51
| 1,000
| 634
|
|
| Intel Corp.
| 4.900%
| 8/5/52
| 1,100
| 970
|
|
| Intel Corp.
| 5.700%
| 2/10/53
| 3,084
| 3,034
|
|
| Intel Corp.
| 5.600%
| 2/21/54
| 500
| 485
|
|
| Intel Corp.
| 3.100%
| 2/15/60
| 700
| 424
|
|
| Intel Corp.
| 3.200%
| 8/12/61
| 700
| 431
|
|
| Intel Corp.
| 5.050%
| 8/5/62
| 1,000
| 883
|
|
| Intel Corp.
| 5.900%
| 2/10/63
| 985
| 985
|
|
| International Business Machines Corp.
| 3.450%
| 2/19/26
| 6,719
| 6,530
|
|
| International Business Machines Corp.
| 3.300%
| 5/15/26
| 2,365
| 2,285
|
|
| International Business Machines Corp.
| 1.700%
| 5/15/27
| 3,300
| 3,009
|
|
| International Business Machines Corp.
| 4.500%
| 2/6/28
| 1,410
| 1,390
|
|
| International Business Machines Corp.
| 3.500%
| 5/15/29
| 2,975
| 2,781
|
|
| International Business Machines Corp.
| 1.950%
| 5/15/30
| 2,000
| 1,691
|
|
| International Business Machines Corp.
| 4.750%
| 2/6/33
| 1,000
| 973
|
|
| International Business Machines Corp.
| 4.150%
| 5/15/39
| 1,750
| 1,505
|
|
| International Business Machines Corp.
| 5.600%
| 11/30/39
| 414
| 420
|
|
| International Business Machines Corp.
| 2.850%
| 5/15/40
| 970
| 693
|
|
| International Business Machines Corp.
| 4.000%
| 6/20/42
| 730
| 597
|
|
| International Business Machines Corp.
| 4.250%
| 5/15/49
| 1,800
| 1,463
|
|
| International Business Machines Corp.
| 2.950%
| 5/15/50
| 545
| 346
|
|
| International Business Machines Corp.
| 4.900%
| 7/27/52
| 714
| 637
|
|
| International Business Machines Corp.
| 5.100%
| 2/6/53
| 1,450
| 1,353
|
|
| Intuit Inc.
| 0.950%
| 7/15/25
| 250
| 239
|
|
| Intuit Inc.
| 1.350%
| 7/15/27
| 400
| 360
|
|
| Intuit Inc.
| 1.650%
| 7/15/30
| 1,100
| 913
|
|
| Intuit Inc.
| 5.200%
| 9/15/33
| 1,000
| 1,005
|
|
| Intuit Inc.
| 5.500%
| 9/15/53
| 990
| 994
|
|
| Jabil Inc.
| 3.950%
| 1/12/28
| 400
| 380
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Jabil Inc.
| 3.600%
| 1/15/30
| 500
| 451
|
|
| Jabil Inc.
| 3.000%
| 1/15/31
| 450
| 383
|
|
| Juniper Networks Inc.
| 1.200%
| 12/10/25
| 500
| 470
|
|
| Juniper Networks Inc.
| 3.750%
| 8/15/29
| 500
| 465
|
|
| Juniper Networks Inc.
| 2.000%
| 12/10/30
| 500
| 406
|
|
| Juniper Networks Inc.
| 5.950%
| 3/15/41
| 150
| 151
|
|
| KLA Corp.
| 4.100%
| 3/15/29
| 300
| 291
|
|
| KLA Corp.
| 4.650%
| 7/15/32
| 900
| 878
|
|
| KLA Corp.
| 4.700%
| 2/1/34
| 750
| 729
|
|
| KLA Corp.
| 5.000%
| 3/15/49
| 800
| 748
|
|
| KLA Corp.
| 3.300%
| 3/1/50
| 700
| 492
|
|
| KLA Corp.
| 4.950%
| 7/15/52
| 1,000
| 931
|
|
| KLA Corp.
| 5.250%
| 7/15/62
| 750
| 716
|
|
| Kyndryl Holdings Inc.
| 2.050%
| 10/15/26
| 300
| 277
|
|
| Kyndryl Holdings Inc.
| 2.700%
| 10/15/28
| 100
| 89
|
|
| Kyndryl Holdings Inc.
| 3.150%
| 10/15/31
| 600
| 503
|
|
| Kyndryl Holdings Inc.
| 4.100%
| 10/15/41
| 600
| 455
|
|
| Lam Research Corp.
| 3.750%
| 3/15/26
| 1,700
| 1,659
|
|
| Lam Research Corp.
| 4.000%
| 3/15/29
| 1,050
| 1,010
|
|
| Lam Research Corp.
| 1.900%
| 6/15/30
| 785
| 662
|
|
| Lam Research Corp.
| 4.875%
| 3/15/49
| 500
| 457
|
|
| Lam Research Corp.
| 2.875%
| 6/15/50
| 500
| 326
|
|
| Lam Research Corp.
| 3.125%
| 6/15/60
| 400
| 254
|
|
| Leidos Inc.
| 4.375%
| 5/15/30
| 1,200
| 1,134
|
|
| Leidos Inc.
| 2.300%
| 2/15/31
| 800
| 659
|
|
| Marvell Technology Inc.
| 2.450%
| 4/15/28
| 400
| 361
|
| 8
| Marvell Technology Inc.
| 4.875%
| 6/22/28
| 300
| 296
|
|
| Marvell Technology Inc.
| 5.750%
| 2/15/29
| 300
| 306
|
|
| Marvell Technology Inc.
| 2.950%
| 4/15/31
| 300
| 259
|
|
| Marvell Technology Inc.
| 5.950%
| 9/15/33
| 650
| 671
|
|
| Microchip Technology Inc.
| 4.250%
| 9/1/25
| 1,000
| 984
|
|
| Micron Technology Inc.
| 4.975%
| 2/6/26
| 275
| 273
|
|
| Micron Technology Inc.
| 4.185%
| 2/15/27
| 750
| 729
|
|
| Micron Technology Inc.
| 5.375%
| 4/15/28
| 800
| 803
|
|
| Micron Technology Inc.
| 5.327%
| 2/6/29
| 575
| 577
|
|
| Micron Technology Inc.
| 6.750%
| 11/1/29
| 415
| 441
|
|
| Micron Technology Inc.
| 4.663%
| 2/15/30
| 300
| 291
|
|
| Micron Technology Inc.
| 5.300%
| 1/15/31
| 700
| 698
|
|
| Micron Technology Inc.
| 2.703%
| 4/15/32
| 700
| 579
|
|
| Micron Technology Inc.
| 5.875%
| 2/9/33
| 709
| 725
|
|
| Micron Technology Inc.
| 5.875%
| 9/15/33
| 700
| 716
|
|
| Micron Technology Inc.
| 3.366%
| 11/1/41
| 500
| 366
|
|
| Micron Technology Inc.
| 3.477%
| 11/1/51
| 500
| 344
|
|
| Microsoft Corp.
| 3.125%
| 11/3/25
| 2,270
| 2,215
|
|
| Microsoft Corp.
| 2.400%
| 8/8/26
| 3,700
| 3,520
|
|
| Microsoft Corp.
| 3.400%
| 9/15/26
| 1,047
| 1,014
|
|
| Microsoft Corp.
| 3.300%
| 2/6/27
| 3,800
| 3,666
|
|
| Microsoft Corp.
| 1.350%
| 9/15/30
| 1,000
| 824
|
|
| Microsoft Corp.
| 3.500%
| 2/12/35
| 1,325
| 1,200
|
|
| Microsoft Corp.
| 3.450%
| 8/8/36
| 2,750
| 2,398
|
|
| Microsoft Corp.
| 4.100%
| 2/6/37
| 1,075
| 1,008
|
|
| Microsoft Corp.
| 5.300%
| 2/8/41
| 800
| 856
|
|
| Microsoft Corp.
| 3.700%
| 8/8/46
| 3,824
| 3,135
|
|
| Microsoft Corp.
| 4.500%
| 6/15/47
| 1,125
| 1,041
|
|
| Microsoft Corp.
| 2.525%
| 6/1/50
| 5,065
| 3,198
|
|
| Microsoft Corp.
| 2.500%
| 9/15/50
| 1,400
| 881
|
|
| Microsoft Corp.
| 2.921%
| 3/17/52
| 5,076
| 3,448
|
|
| Microsoft Corp.
| 4.500%
| 2/6/57
| 200
| 183
|
|
| Microsoft Corp.
| 2.675%
| 6/1/60
| 3,407
| 2,071
|
|
| Microsoft Corp.
| 3.041%
| 3/17/62
| 3,471
| 2,297
|
|
| Moody's Corp.
| 3.250%
| 1/15/28
| 300
| 284
|
|
| Moody's Corp.
| 2.000%
| 8/19/31
| 2,100
| 1,706
|
|
| Moody's Corp.
| 2.750%
| 8/19/41
| 600
| 414
|
|
| Moody's Corp.
| 5.250%
| 7/15/44
| 600
| 574
|
|
| Moody's Corp.
| 4.875%
| 12/17/48
| 300
| 269
|
|
| Moody's Corp.
| 3.250%
| 5/20/50
| 250
| 171
|
|
| Moody's Corp.
| 3.750%
| 2/25/52
| 500
| 376
|
|
| Moody's Corp.
| 3.100%
| 11/29/61
| 250
| 153
|
|
| Motorola Solutions Inc.
| 4.600%
| 2/23/28
| 700
| 688
|
|
| Motorola Solutions Inc.
| 5.000%
| 4/15/29
| 200
| 198
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Motorola Solutions Inc.
| 4.600%
| 5/23/29
| 700
| 682
|
|
| Motorola Solutions Inc.
| 2.300%
| 11/15/30
| 1,000
| 841
|
|
| Motorola Solutions Inc.
| 2.750%
| 5/24/31
| 500
| 424
|
|
| Motorola Solutions Inc.
| 5.500%
| 9/1/44
| 300
| 291
|
|
| NetApp Inc.
| 2.375%
| 6/22/27
| 400
| 369
|
|
| NetApp Inc.
| 2.700%
| 6/22/30
| 600
| 521
|
|
| Nokia OYJ
| 6.625%
| 5/15/39
| 425
| 424
|
|
| Nordson Corp.
| 5.600%
| 9/15/28
| 300
| 304
|
|
| Nordson Corp.
| 5.800%
| 9/15/33
| 500
| 513
|
|
| NVIDIA Corp.
| 3.200%
| 9/16/26
| 1,764
| 1,705
|
|
| NVIDIA Corp.
| 1.550%
| 6/15/28
| 1,000
| 891
|
|
| NVIDIA Corp.
| 2.850%
| 4/1/30
| 1,150
| 1,043
|
|
| NVIDIA Corp.
| 2.000%
| 6/15/31
| 1,350
| 1,134
|
|
| NVIDIA Corp.
| 3.500%
| 4/1/40
| 800
| 662
|
|
| NVIDIA Corp.
| 3.500%
| 4/1/50
| 1,965
| 1,506
|
|
| NVIDIA Corp.
| 3.700%
| 4/1/60
| 350
| 264
|
|
| NXP BV
| 5.350%
| 3/1/26
| 787
| 785
|
|
| NXP BV
| 3.875%
| 6/18/26
| 300
| 291
|
|
| NXP BV
| 3.150%
| 5/1/27
| 930
| 879
|
|
| NXP BV
| 5.550%
| 12/1/28
| 375
| 380
|
|
| NXP BV
| 4.300%
| 6/18/29
| 750
| 720
|
|
| NXP BV
| 3.400%
| 5/1/30
| 1,100
| 996
|
|
| NXP BV
| 2.500%
| 5/11/31
| 900
| 754
|
|
| NXP BV
| 2.650%
| 2/15/32
| 1,917
| 1,594
|
|
| NXP BV
| 3.250%
| 5/11/41
| 900
| 657
|
|
| NXP BV
| 3.125%
| 2/15/42
| 400
| 282
|
|
| NXP BV
| 3.250%
| 11/30/51
| 400
| 263
|
|
| Oracle Corp.
| 1.650%
| 3/25/26
| 2,325
| 2,179
|
|
| Oracle Corp.
| 2.650%
| 7/15/26
| 2,500
| 2,369
|
|
| Oracle Corp.
| 2.800%
| 4/1/27
| 1,950
| 1,831
|
|
| Oracle Corp.
| 2.300%
| 3/25/28
| 1,700
| 1,537
|
|
| Oracle Corp.
| 4.500%
| 5/6/28
| 209
| 205
|
|
| Oracle Corp.
| 6.150%
| 11/9/29
| 1,075
| 1,124
|
|
| Oracle Corp.
| 2.950%
| 4/1/30
| 2,950
| 2,622
|
|
| Oracle Corp.
| 4.650%
| 5/6/30
| 600
| 588
|
|
| Oracle Corp.
| 2.875%
| 3/25/31
| 3,000
| 2,591
|
|
| Oracle Corp.
| 4.300%
| 7/8/34
| 1,600
| 1,457
|
|
| Oracle Corp.
| 3.900%
| 5/15/35
| 1,375
| 1,192
|
|
| Oracle Corp.
| 3.850%
| 7/15/36
| 1,180
| 995
|
|
| Oracle Corp.
| 3.800%
| 11/15/37
| 1,484
| 1,222
|
|
| Oracle Corp.
| 6.125%
| 7/8/39
| 600
| 622
|
|
| Oracle Corp.
| 3.600%
| 4/1/40
| 2,575
| 1,979
|
|
| Oracle Corp.
| 5.375%
| 7/15/40
| 4,795
| 4,555
|
|
| Oracle Corp.
| 3.650%
| 3/25/41
| 2,050
| 1,568
|
|
| Oracle Corp.
| 4.500%
| 7/8/44
| 985
| 819
|
|
| Oracle Corp.
| 4.125%
| 5/15/45
| 825
| 646
|
|
| Oracle Corp.
| 4.000%
| 7/15/46
| 3,600
| 2,745
|
|
| Oracle Corp.
| 4.000%
| 11/15/47
| 3,875
| 2,934
|
|
| Oracle Corp.
| 3.600%
| 4/1/50
| 4,200
| 2,933
|
|
| Oracle Corp.
| 3.950%
| 3/25/51
| 3,025
| 2,236
|
|
| Oracle Corp.
| 6.900%
| 11/9/52
| 1,575
| 1,760
|
|
| Oracle Corp.
| 5.550%
| 2/6/53
| 1,700
| 1,608
|
|
| Oracle Corp.
| 4.375%
| 5/15/55
| 1,150
| 898
|
|
| Oracle Corp.
| 3.850%
| 4/1/60
| 2,250
| 1,547
|
|
| Oracle Corp.
| 4.100%
| 3/25/61
| 1,300
| 933
|
|
| PayPal Holdings Inc.
| 2.650%
| 10/1/26
| 900
| 852
|
|
| PayPal Holdings Inc.
| 3.900%
| 6/1/27
| 2,000
| 1,941
|
|
| PayPal Holdings Inc.
| 2.850%
| 10/1/29
| 1,000
| 902
|
|
| PayPal Holdings Inc.
| 2.300%
| 6/1/30
| 900
| 776
|
|
| PayPal Holdings Inc.
| 4.400%
| 6/1/32
| 1,400
| 1,333
|
|
| PayPal Holdings Inc.
| 5.150%
| 6/1/34
| 1,875
| 1,852
|
|
| PayPal Holdings Inc.
| 3.250%
| 6/1/50
| 1,000
| 677
|
|
| PayPal Holdings Inc.
| 5.500%
| 6/1/54
| 1,000
| 969
|
|
| PayPal Holdings Inc.
| 5.250%
| 6/1/62
| 500
| 456
|
|
| Qorvo Inc.
| 4.375%
| 10/15/29
| 800
| 755
|
|
| QUALCOMM Inc.
| 3.250%
| 5/20/27
| 1,150
| 1,098
|
|
| QUALCOMM Inc.
| 1.300%
| 5/20/28
| 964
| 845
|
|
| QUALCOMM Inc.
| 2.150%
| 5/20/30
| 1,400
| 1,212
|
|
| QUALCOMM Inc.
| 1.650%
| 5/20/32
| 1,931
| 1,521
|
|
| QUALCOMM Inc.
| 4.250%
| 5/20/32
| 300
| 287
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| QUALCOMM Inc.
| 5.400%
| 5/20/33
| 650
| 673
|
|
| QUALCOMM Inc.
| 4.650%
| 5/20/35
| 800
| 778
|
|
| QUALCOMM Inc.
| 4.800%
| 5/20/45
| 1,000
| 924
|
|
| QUALCOMM Inc.
| 4.300%
| 5/20/47
| 1,475
| 1,258
|
|
| QUALCOMM Inc.
| 3.250%
| 5/20/50
| 500
| 353
|
|
| QUALCOMM Inc.
| 4.500%
| 5/20/52
| 400
| 345
|
|
| QUALCOMM Inc.
| 6.000%
| 5/20/53
| 650
| 699
|
|
| Quanta Services Inc.
| 2.900%
| 10/1/30
| 800
| 704
|
|
| RELX Capital Inc.
| 4.000%
| 3/18/29
| 800
| 769
|
|
| RELX Capital Inc.
| 3.000%
| 5/22/30
| 500
| 449
|
|
| RELX Capital Inc.
| 4.750%
| 5/20/32
| 500
| 484
|
|
| Roper Technologies Inc.
| 1.000%
| 9/15/25
| 500
| 474
|
|
| Roper Technologies Inc.
| 3.850%
| 12/15/25
| 250
| 244
|
|
| Roper Technologies Inc.
| 3.800%
| 12/15/26
| 600
| 580
|
|
| Roper Technologies Inc.
| 1.400%
| 9/15/27
| 500
| 445
|
|
| Roper Technologies Inc.
| 4.200%
| 9/15/28
| 650
| 628
|
|
| Roper Technologies Inc.
| 2.950%
| 9/15/29
| 475
| 427
|
|
| Roper Technologies Inc.
| 2.000%
| 6/30/30
| 525
| 439
|
|
| S&P Global Inc.
| 2.950%
| 1/22/27
| 400
| 379
|
|
| S&P Global Inc.
| 2.450%
| 3/1/27
| 1,000
| 935
|
|
| S&P Global Inc.
| 4.750%
| 8/1/28
| 800
| 794
|
|
| S&P Global Inc.
| 2.700%
| 3/1/29
| 1,100
| 996
|
|
| S&P Global Inc.
| 4.250%
| 5/1/29
| 900
| 874
|
|
| S&P Global Inc.
| 2.500%
| 12/1/29
| 375
| 332
|
|
| S&P Global Inc.
| 1.250%
| 8/15/30
| 500
| 404
|
|
| S&P Global Inc.
| 2.900%
| 3/1/32
| 1,200
| 1,037
|
|
| S&P Global Inc.
| 3.250%
| 12/1/49
| 550
| 386
|
|
| S&P Global Inc.
| 3.700%
| 3/1/52
| 900
| 679
|
|
| S&P Global Inc.
| 2.300%
| 8/15/60
| 1,000
| 509
|
|
| S&P Global Inc.
| 3.900%
| 3/1/62
| 250
| 186
|
|
| Salesforce Inc.
| 3.700%
| 4/11/28
| 1,275
| 1,229
|
|
| Salesforce Inc.
| 1.500%
| 7/15/28
| 965
| 848
|
|
| Salesforce Inc.
| 1.950%
| 7/15/31
| 600
| 492
|
|
| Salesforce Inc.
| 2.700%
| 7/15/41
| 1,200
| 839
|
|
| Salesforce Inc.
| 2.900%
| 7/15/51
| 2,300
| 1,482
|
|
| Salesforce Inc.
| 3.050%
| 7/15/61
| 1,200
| 741
|
|
| ServiceNow Inc.
| 1.400%
| 9/1/30
| 1,200
| 974
|
|
| Skyworks Solutions Inc.
| 1.800%
| 6/1/26
| 500
| 465
|
|
| Skyworks Solutions Inc.
| 3.000%
| 6/1/31
| 500
| 424
|
|
| TD SYNNEX Corp.
| 1.750%
| 8/9/26
| 500
| 461
|
|
| TD SYNNEX Corp.
| 2.375%
| 8/9/28
| 2,500
| 2,225
|
|
| Teledyne FLIR LLC
| 2.500%
| 8/1/30
| 500
| 426
|
|
| Texas Instruments Inc.
| 1.125%
| 9/15/26
| 500
| 460
|
|
| Texas Instruments Inc.
| 2.900%
| 11/3/27
| 400
| 376
|
|
| Texas Instruments Inc.
| 4.600%
| 2/15/28
| 500
| 496
|
|
| Texas Instruments Inc.
| 2.250%
| 9/4/29
| 1,100
| 972
|
|
| Texas Instruments Inc.
| 1.750%
| 5/4/30
| 560
| 473
|
|
| Texas Instruments Inc.
| 1.900%
| 9/15/31
| 450
| 372
|
|
| Texas Instruments Inc.
| 4.900%
| 3/14/33
| 800
| 798
|
|
| Texas Instruments Inc.
| 4.850%
| 2/8/34
| 330
| 327
|
|
| Texas Instruments Inc.
| 3.875%
| 3/15/39
| 600
| 524
|
|
| Texas Instruments Inc.
| 4.150%
| 5/15/48
| 1,225
| 1,015
|
|
| Texas Instruments Inc.
| 2.700%
| 9/15/51
| 400
| 249
|
|
| Texas Instruments Inc.
| 5.000%
| 3/14/53
| 800
| 749
|
|
| Texas Instruments Inc.
| 5.150%
| 2/8/54
| 831
| 795
|
|
| Texas Instruments Inc.
| 5.050%
| 5/18/63
| 1,379
| 1,279
|
|
| TSMC Arizona Corp.
| 1.750%
| 10/25/26
| 1,150
| 1,064
|
|
| TSMC Arizona Corp.
| 3.875%
| 4/22/27
| 575
| 556
|
|
| TSMC Arizona Corp.
| 4.125%
| 4/22/29
| 500
| 484
|
|
| TSMC Arizona Corp.
| 2.500%
| 10/25/31
| 1,000
| 846
|
|
| TSMC Arizona Corp.
| 4.250%
| 4/22/32
| 450
| 434
|
|
| TSMC Arizona Corp.
| 3.125%
| 10/25/41
| 875
| 678
|
|
| TSMC Arizona Corp.
| 3.250%
| 10/25/51
| 1,050
| 772
|
|
| TSMC Arizona Corp.
| 4.500%
| 4/22/52
| 900
| 833
|
|
| Verisk Analytics Inc.
| 4.000%
| 6/15/25
| 19
| 19
|
|
| Verisk Analytics Inc.
| 4.125%
| 3/15/29
| 900
| 865
|
|
| Verisk Analytics Inc.
| 5.250%
| 6/5/34
| 550
| 541
|
|
| Verisk Analytics Inc.
| 3.625%
| 5/15/50
| 1,200
| 863
|
|
| VMware LLC
| 1.400%
| 8/15/26
| 1,150
| 1,059
|
|
| VMware LLC
| 4.650%
| 5/15/27
| 450
| 443
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| VMware LLC
| 3.900%
| 8/21/27
| 1,050
| 1,007
|
|
| VMware LLC
| 1.800%
| 8/15/28
| 700
| 613
|
|
| VMware LLC
| 4.700%
| 5/15/30
| 860
| 832
|
|
| VMware LLC
| 2.200%
| 8/15/31
| 1,400
| 1,138
|
|
| Western Digital Corp.
| 2.850%
| 2/1/29
| 500
| 433
|
|
| Workday Inc.
| 3.500%
| 4/1/27
| 1,100
| 1,052
|
|
| Workday Inc.
| 3.700%
| 4/1/29
| 800
| 751
|
|
| Workday Inc.
| 3.800%
| 4/1/32
| 1,200
| 1,078
|
|
| Xilinx Inc.
| 2.375%
| 6/1/30
| 550
| 475
|
|
|
|
|
|
|
| 465,387
|
| Utilities (0.9%)
|
|
| AEP Texas Inc.
| 3.950%
| 6/1/28
| 400
| 380
|
|
| AEP Texas Inc.
| 5.450%
| 5/15/29
| 650
| 653
|
|
| AEP Texas Inc.
| 5.400%
| 6/1/33
| 1,250
| 1,216
|
|
| AEP Texas Inc.
| 5.700%
| 5/15/34
| 1,000
| 993
|
|
| AEP Texas Inc.
| 3.800%
| 10/1/47
| 250
| 179
|
| 8
| AEP Texas Inc.
| 3.450%
| 1/15/50
| 367
| 242
|
|
| AEP Texas Inc.
| 5.250%
| 5/15/52
| 200
| 179
|
|
| AEP Transmission Co. LLC
| 3.100%
| 12/1/26
| 200
| 190
|
|
| AEP Transmission Co. LLC
| 5.150%
| 4/1/34
| 250
| 245
|
|
| AEP Transmission Co. LLC
| 4.000%
| 12/1/46
| 325
| 258
|
|
| AEP Transmission Co. LLC
| 3.750%
| 12/1/47
| 450
| 333
|
|
| AEP Transmission Co. LLC
| 4.250%
| 9/15/48
| 325
| 261
|
|
| AEP Transmission Co. LLC
| 3.800%
| 6/15/49
| 270
| 199
|
|
| AEP Transmission Co. LLC
| 3.150%
| 9/15/49
| 70
| 46
|
| 8
| AEP Transmission Co. LLC
| 3.650%
| 4/1/50
| 300
| 216
|
| 8
| AEP Transmission Co. LLC
| 2.750%
| 8/15/51
| 250
| 150
|
| 8
| AEP Transmission Co. LLC
| 4.500%
| 6/15/52
| 500
| 415
|
|
| AEP Transmission Co. LLC
| 5.400%
| 3/15/53
| 500
| 479
|
|
| AES Corp.
| 1.375%
| 1/15/26
| 2,900
| 2,717
|
|
| AES Corp.
| 5.450%
| 6/1/28
| 575
| 574
|
|
| AES Corp.
| 2.450%
| 1/15/31
| 800
| 659
|
|
| Alabama Power Co.
| 3.750%
| 9/1/27
| 200
| 193
|
| 8
| Alabama Power Co.
| 1.450%
| 9/15/30
| 500
| 407
|
|
| Alabama Power Co.
| 3.050%
| 3/15/32
| 600
| 519
|
|
| Alabama Power Co.
| 3.940%
| 9/1/32
| 500
| 459
|
|
| Alabama Power Co.
| 6.000%
| 3/1/39
| 100
| 104
|
|
| Alabama Power Co.
| 3.850%
| 12/1/42
| 125
| 100
|
|
| Alabama Power Co.
| 4.150%
| 8/15/44
| 300
| 246
|
|
| Alabama Power Co.
| 3.750%
| 3/1/45
| 570
| 437
|
|
| Alabama Power Co.
| 4.300%
| 1/2/46
| 300
| 249
|
| 8
| Alabama Power Co.
| 3.700%
| 12/1/47
| 325
| 242
|
|
| Alabama Power Co.
| 3.450%
| 10/1/49
| 2,250
| 1,597
|
|
| Alabama Power Co.
| 3.125%
| 7/15/51
| 1,800
| 1,192
|
|
| Alabama Power Co.
| 3.000%
| 3/15/52
| 575
| 373
|
|
| Algonquin Power & Utilities Corp.
| 5.365%
| 6/15/26
| 500
| 498
|
|
| Ameren Corp.
| 3.650%
| 2/15/26
| 440
| 427
|
|
| Ameren Corp.
| 5.700%
| 12/1/26
| 230
| 232
|
|
| Ameren Corp.
| 1.950%
| 3/15/27
| 500
| 459
|
|
| Ameren Corp.
| 1.750%
| 3/15/28
| 500
| 441
|
|
| Ameren Corp.
| 5.000%
| 1/15/29
| 575
| 569
|
|
| Ameren Corp.
| 3.500%
| 1/15/31
| 680
| 613
|
|
| Ameren Illinois Co.
| 3.800%
| 5/15/28
| 350
| 336
|
|
| Ameren Illinois Co.
| 1.550%
| 11/15/30
| 500
| 405
|
|
| Ameren Illinois Co.
| 3.850%
| 9/1/32
| 190
| 172
|
|
| Ameren Illinois Co.
| 4.150%
| 3/15/46
| 475
| 388
|
|
| Ameren Illinois Co.
| 3.700%
| 12/1/47
| 350
| 261
|
|
| Ameren Illinois Co.
| 3.250%
| 3/15/50
| 240
| 163
|
|
| Ameren Illinois Co.
| 2.900%
| 6/15/51
| 500
| 313
|
|
| Ameren Illinois Co.
| 5.900%
| 12/1/52
| 500
| 516
|
|
| Ameren Illinois Co.
| 5.550%
| 7/1/54
| 525
| 515
|
|
| American Electric Power Co. Inc.
| 5.750%
| 11/1/27
| 500
| 508
|
| 8
| American Electric Power Co. Inc.
| 4.300%
| 12/1/28
| 500
| 480
|
|
| American Electric Power Co. Inc.
| 5.200%
| 1/15/29
| 600
| 597
|
|
| American Electric Power Co. Inc.
| 5.950%
| 11/1/32
| 500
| 512
|
|
| American Electric Power Co. Inc.
| 5.625%
| 3/1/33
| 650
| 648
|
|
| American Electric Power Co. Inc.
| 3.250%
| 3/1/50
| 500
| 328
|
|
| American Electric Power Co. Inc.
| 6.950%
| 12/15/54
| 750
| 747
|
| 8
| American Electric Power Co. Inc.
| 7.050%
| 12/15/54
| 900
| 897
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| American Electric Power Co. Inc.
| 3.875%
| 2/15/62
| 750
| 687
|
|
| American Water Capital Corp.
| 2.950%
| 9/1/27
| 1,225
| 1,147
|
|
| American Water Capital Corp.
| 3.450%
| 6/1/29
| 1,250
| 1,164
|
|
| American Water Capital Corp.
| 2.800%
| 5/1/30
| 200
| 176
|
|
| American Water Capital Corp.
| 2.300%
| 6/1/31
| 300
| 248
|
|
| American Water Capital Corp.
| 4.450%
| 6/1/32
| 700
| 667
|
|
| American Water Capital Corp.
| 5.150%
| 3/1/34
| 550
| 545
|
|
| American Water Capital Corp.
| 6.593%
| 10/15/37
| 700
| 778
|
|
| American Water Capital Corp.
| 4.300%
| 12/1/42
| 125
| 106
|
|
| American Water Capital Corp.
| 4.300%
| 9/1/45
| 500
| 420
|
|
| American Water Capital Corp.
| 4.000%
| 12/1/46
| 245
| 193
|
|
| American Water Capital Corp.
| 3.750%
| 9/1/47
| 475
| 360
|
|
| American Water Capital Corp.
| 4.200%
| 9/1/48
| 450
| 365
|
|
| American Water Capital Corp.
| 4.150%
| 6/1/49
| 400
| 321
|
|
| American Water Capital Corp.
| 3.450%
| 5/1/50
| 500
| 353
|
|
| American Water Capital Corp.
| 3.250%
| 6/1/51
| 500
| 339
|
|
| American Water Capital Corp.
| 5.450%
| 3/1/54
| 600
| 579
|
| 8
| Appalachian Power Co.
| 2.700%
| 4/1/31
| 417
| 350
|
| 8
| Appalachian Power Co.
| 4.500%
| 8/1/32
| 692
| 639
|
|
| Appalachian Power Co.
| 5.650%
| 4/1/34
| 400
| 396
|
|
| Appalachian Power Co.
| 7.000%
| 4/1/38
| 260
| 285
|
|
| Appalachian Power Co.
| 4.400%
| 5/15/44
| 575
| 458
|
| 8
| Appalachian Power Co.
| 4.500%
| 3/1/49
| 148
| 117
|
| 8
| Appalachian Power Co.
| 3.700%
| 5/1/50
| 300
| 207
|
|
| Arizona Public Service Co.
| 2.950%
| 9/15/27
| 300
| 279
|
|
| Arizona Public Service Co.
| 2.600%
| 8/15/29
| 500
| 442
|
|
| Arizona Public Service Co.
| 6.350%
| 12/15/32
| 300
| 315
|
|
| Arizona Public Service Co.
| 5.700%
| 8/15/34
| 500
| 499
|
|
| Arizona Public Service Co.
| 5.050%
| 9/1/41
| 525
| 481
|
|
| Arizona Public Service Co.
| 4.500%
| 4/1/42
| 325
| 272
|
|
| Arizona Public Service Co.
| 4.350%
| 11/15/45
| 350
| 285
|
|
| Arizona Public Service Co.
| 3.750%
| 5/15/46
| 395
| 291
|
|
| Arizona Public Service Co.
| 3.350%
| 5/15/50
| 300
| 200
|
|
| Atlantic City Electric Co.
| 2.300%
| 3/15/31
| 500
| 419
|
|
| Atmos Energy Corp.
| 3.000%
| 6/15/27
| 375
| 355
|
|
| Atmos Energy Corp.
| 2.625%
| 9/15/29
| 150
| 134
|
|
| Atmos Energy Corp.
| 1.500%
| 1/15/31
| 1,000
| 802
|
|
| Atmos Energy Corp.
| 5.450%
| 10/15/32
| 250
| 253
|
|
| Atmos Energy Corp.
| 5.900%
| 11/15/33
| 650
| 679
|
|
| Atmos Energy Corp.
| 5.500%
| 6/15/41
| 600
| 597
|
|
| Atmos Energy Corp.
| 4.150%
| 1/15/43
| 75
| 63
|
|
| Atmos Energy Corp.
| 4.125%
| 10/15/44
| 950
| 785
|
|
| Atmos Energy Corp.
| 4.125%
| 3/15/49
| 900
| 709
|
|
| Atmos Energy Corp.
| 3.375%
| 9/15/49
| 720
| 498
|
|
| Atmos Energy Corp.
| 2.850%
| 2/15/52
| 650
| 402
|
|
| Atmos Energy Corp.
| 5.750%
| 10/15/52
| 500
| 506
|
|
| Atmos Energy Corp.
| 6.200%
| 11/15/53
| 400
| 431
|
|
| Avangrid Inc.
| 3.800%
| 6/1/29
| 600
| 558
|
|
| Avista Corp.
| 4.350%
| 6/1/48
| 300
| 248
|
|
| Avista Corp.
| 4.000%
| 4/1/52
| 346
| 259
|
|
| Baltimore Gas & Electric Co.
| 2.400%
| 8/15/26
| 225
| 212
|
|
| Baltimore Gas & Electric Co.
| 2.250%
| 6/15/31
| 1,050
| 875
|
| 8
| Baltimore Gas & Electric Co.
| 5.300%
| 6/1/34
| 350
| 348
|
|
| Baltimore Gas & Electric Co.
| 6.350%
| 10/1/36
| 725
| 769
|
| 8
| Baltimore Gas & Electric Co.
| 3.750%
| 8/15/47
| 250
| 187
|
|
| Baltimore Gas & Electric Co.
| 2.900%
| 6/15/50
| 300
| 188
|
|
| Baltimore Gas & Electric Co.
| 4.550%
| 6/1/52
| 1,000
| 835
|
|
| Baltimore Gas & Electric Co.
| 5.400%
| 6/1/53
| 325
| 311
|
| 8
| Baltimore Gas & Electric Co.
| 5.650%
| 6/1/54
| 300
| 296
|
|
| Berkshire Hathaway Energy Co.
| 3.250%
| 4/15/28
| 250
| 235
|
|
| Berkshire Hathaway Energy Co.
| 3.700%
| 7/15/30
| 1,250
| 1,163
|
|
| Berkshire Hathaway Energy Co.
| 1.650%
| 5/15/31
| 500
| 398
|
|
| Berkshire Hathaway Energy Co.
| 6.125%
| 4/1/36
| 1,000
| 1,048
|
|
| Berkshire Hathaway Energy Co.
| 5.950%
| 5/15/37
| 450
| 465
|
|
| Berkshire Hathaway Energy Co.
| 5.150%
| 11/15/43
| 639
| 601
|
|
| Berkshire Hathaway Energy Co.
| 4.500%
| 2/1/45
| 705
| 614
|
|
| Berkshire Hathaway Energy Co.
| 3.800%
| 7/15/48
| 250
| 184
|
|
| Berkshire Hathaway Energy Co.
| 4.450%
| 1/15/49
| 350
| 286
|
|
| Berkshire Hathaway Energy Co.
| 4.250%
| 10/15/50
| 1,750
| 1,373
|
|
| Berkshire Hathaway Energy Co.
| 2.850%
| 5/15/51
| 500
| 305
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Berkshire Hathaway Energy Co.
| 4.600%
| 5/1/53
| 900
| 748
|
|
| Black Hills Corp.
| 3.950%
| 1/15/26
| 250
| 244
|
|
| Black Hills Corp.
| 3.150%
| 1/15/27
| 325
| 308
|
|
| Black Hills Corp.
| 5.950%
| 3/15/28
| 500
| 511
|
|
| Black Hills Corp.
| 3.050%
| 10/15/29
| 170
| 151
|
|
| Black Hills Corp.
| 4.350%
| 5/1/33
| 350
| 314
|
|
| Black Hills Corp.
| 6.150%
| 5/15/34
| 1,000
| 1,020
|
|
| Black Hills Corp.
| 6.000%
| 1/15/35
| 400
| 403
|
|
| Black Hills Corp.
| 4.200%
| 9/15/46
| 250
| 194
|
| 8
| CenterPoint Energy Houston Electric LLC
| 2.400%
| 9/1/26
| 150
| 141
|
|
| CenterPoint Energy Houston Electric LLC
| 5.200%
| 10/1/28
| 950
| 958
|
| 8
| CenterPoint Energy Houston Electric LLC
| 2.350%
| 4/1/31
| 500
| 421
|
| 8
| CenterPoint Energy Houston Electric LLC
| 3.000%
| 3/1/32
| 500
| 431
|
|
| CenterPoint Energy Houston Electric LLC
| 4.950%
| 4/1/33
| 500
| 487
|
|
| CenterPoint Energy Houston Electric LLC
| 5.150%
| 3/1/34
| 300
| 297
|
|
| CenterPoint Energy Houston Electric LLC
| 3.550%
| 8/1/42
| 496
| 383
|
|
| CenterPoint Energy Houston Electric LLC
| 3.950%
| 3/1/48
| 325
| 254
|
| 8
| CenterPoint Energy Houston Electric LLC
| 4.250%
| 2/1/49
| 600
| 489
|
| 8
| CenterPoint Energy Houston Electric LLC
| 2.900%
| 7/1/50
| 200
| 128
|
| 8
| CenterPoint Energy Houston Electric LLC
| 3.350%
| 4/1/51
| 700
| 486
|
| 8
| CenterPoint Energy Houston Electric LLC
| 3.600%
| 3/1/52
| 250
| 180
|
| 8
| CenterPoint Energy Houston Electric LLC
| 4.850%
| 10/1/52
| 262
| 233
|
|
| CenterPoint Energy Houston Electric LLC
| 5.300%
| 4/1/53
| 500
| 479
|
|
| CenterPoint Energy Inc.
| 1.450%
| 6/1/26
| 1,000
| 929
|
|
| CenterPoint Energy Inc.
| 4.250%
| 11/1/28
| 111
| 106
|
|
| CenterPoint Energy Inc.
| 5.400%
| 6/1/29
| 1,500
| 1,506
|
|
| CenterPoint Energy Inc.
| 2.950%
| 3/1/30
| 327
| 289
|
|
| CenterPoint Energy Inc.
| 2.650%
| 6/1/31
| 500
| 421
|
|
| CenterPoint Energy Inc.
| 3.700%
| 9/1/49
| 300
| 215
|
|
| CenterPoint Energy Resources Corp.
| 5.250%
| 3/1/28
| 500
| 502
|
|
| CenterPoint Energy Resources Corp.
| 4.000%
| 4/1/28
| 450
| 432
|
|
| CenterPoint Energy Resources Corp.
| 1.750%
| 10/1/30
| 300
| 245
|
|
| CenterPoint Energy Resources Corp.
| 5.400%
| 3/1/33
| 500
| 500
|
|
| CenterPoint Energy Resources Corp.
| 5.400%
| 7/1/34
| 275
| 272
|
|
| CenterPoint Energy Resources Corp.
| 5.850%
| 1/15/41
| 375
| 383
|
|
| CenterPoint Energy Resources Corp.
| 4.100%
| 9/1/47
| 250
| 196
|
|
| Cleco Corporate Holdings LLC
| 3.743%
| 5/1/26
| 425
| 409
|
|
| Cleco Corporate Holdings LLC
| 4.973%
| 5/1/46
| 275
| 226
|
|
| Cleveland Electric Illuminating Co.
| 5.950%
| 12/15/36
| 325
| 328
|
|
| CMS Energy Corp.
| 3.450%
| 8/15/27
| 300
| 285
|
|
| CMS Energy Corp.
| 4.875%
| 3/1/44
| 275
| 248
|
| 8
| CMS Energy Corp.
| 4.750%
| 6/1/50
| 400
| 366
|
|
| CMS Energy Corp.
| 3.750%
| 12/1/50
| 500
| 416
|
| 8
| Commonwealth Edison Co.
| 2.950%
| 8/15/27
| 275
| 258
|
| 8
| Commonwealth Edison Co.
| 3.150%
| 3/15/32
| 300
| 262
|
|
| Commonwealth Edison Co.
| 4.900%
| 2/1/33
| 300
| 293
|
|
| Commonwealth Edison Co.
| 5.300%
| 6/1/34
| 475
| 475
|
|
| Commonwealth Edison Co.
| 5.900%
| 3/15/36
| 500
| 518
|
|
| Commonwealth Edison Co.
| 6.450%
| 1/15/38
| 384
| 415
|
|
| Commonwealth Edison Co.
| 4.700%
| 1/15/44
| 825
| 732
|
|
| Commonwealth Edison Co.
| 3.700%
| 3/1/45
| 625
| 475
|
|
| Commonwealth Edison Co.
| 4.350%
| 11/15/45
| 900
| 755
|
|
| Commonwealth Edison Co.
| 3.650%
| 6/15/46
| 1,000
| 742
|
| 8
| Commonwealth Edison Co.
| 3.750%
| 8/15/47
| 500
| 376
|
|
| Commonwealth Edison Co.
| 4.000%
| 3/1/48
| 775
| 602
|
|
| Commonwealth Edison Co.
| 4.000%
| 3/1/49
| 700
| 541
|
| 8
| Commonwealth Edison Co.
| 3.200%
| 11/15/49
| 250
| 166
|
|
| Commonwealth Edison Co.
| 3.000%
| 3/1/50
| 500
| 320
|
| 8
| Commonwealth Edison Co.
| 2.750%
| 9/1/51
| 300
| 179
|
| 8
| Commonwealth Edison Co.
| 3.850%
| 3/15/52
| 384
| 284
|
|
| Commonwealth Edison Co.
| 5.300%
| 2/1/53
| 500
| 473
|
|
| Commonwealth Edison Co.
| 5.650%
| 6/1/54
| 200
| 199
|
| 8
| Connecticut Light & Power Co.
| 0.750%
| 12/1/25
| 500
| 469
|
| 8
| Connecticut Light & Power Co.
| 3.200%
| 3/15/27
| 250
| 238
|
| 8
| Connecticut Light & Power Co.
| 2.050%
| 7/1/31
| 300
| 245
|
|
| Connecticut Light & Power Co.
| 4.300%
| 4/15/44
| 375
| 316
|
| 8
| Connecticut Light & Power Co.
| 4.150%
| 6/1/45
| 75
| 61
|
|
| Connecticut Light & Power Co.
| 4.000%
| 4/1/48
| 625
| 498
|
|
| Connecticut Light & Power Co.
| 5.250%
| 1/15/53
| 500
| 478
|
|
| Consolidated Edison Co. of New York Inc.
| 2.400%
| 6/15/31
| 2,000
| 1,689
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Consolidated Edison Co. of New York Inc.
| 5.200%
| 3/1/33
| 362
| 361
|
|
| Consolidated Edison Co. of New York Inc.
| 5.500%
| 3/15/34
| 600
| 610
|
|
| Consolidated Edison Co. of New York Inc.
| 5.375%
| 5/15/34
| 300
| 301
|
| 8
| Consolidated Edison Co. of New York Inc.
| 5.300%
| 3/1/35
| 300
| 297
|
| 8
| Consolidated Edison Co. of New York Inc.
| 5.850%
| 3/15/36
| 860
| 883
|
| 8
| Consolidated Edison Co. of New York Inc.
| 6.200%
| 6/15/36
| 300
| 318
|
| 8
| Consolidated Edison Co. of New York Inc.
| 6.750%
| 4/1/38
| 400
| 443
|
| 8
| Consolidated Edison Co. of New York Inc.
| 5.500%
| 12/1/39
| 600
| 591
|
|
| Consolidated Edison Co. of New York Inc.
| 5.700%
| 6/15/40
| 950
| 947
|
|
| Consolidated Edison Co. of New York Inc.
| 3.950%
| 3/1/43
| 550
| 439
|
|
| Consolidated Edison Co. of New York Inc.
| 4.450%
| 3/15/44
| 610
| 520
|
|
| Consolidated Edison Co. of New York Inc.
| 4.500%
| 12/1/45
| 475
| 400
|
|
| Consolidated Edison Co. of New York Inc.
| 3.850%
| 6/15/46
| 1,140
| 873
|
| 8
| Consolidated Edison Co. of New York Inc.
| 3.875%
| 6/15/47
| 750
| 578
|
| 8
| Consolidated Edison Co. of New York Inc.
| 4.650%
| 12/1/48
| 600
| 511
|
| 8
| Consolidated Edison Co. of New York Inc.
| 3.950%
| 4/1/50
| 1,800
| 1,407
|
|
| Consolidated Edison Co. of New York Inc.
| 6.150%
| 11/15/52
| 600
| 636
|
|
| Consolidated Edison Co. of New York Inc.
| 5.900%
| 11/15/53
| 600
| 614
|
|
| Consolidated Edison Co. of New York Inc.
| 5.700%
| 5/15/54
| 500
| 499
|
|
| Consolidated Edison Co. of New York Inc.
| 4.625%
| 12/1/54
| 500
| 423
|
| 8
| Consolidated Edison Co. of New York Inc.
| 4.300%
| 12/1/56
| 75
| 59
|
| 8
| Consolidated Edison Co. of New York Inc.
| 4.000%
| 11/15/57
| 925
| 695
|
|
| Consolidated Edison Co. of New York Inc.
| 4.500%
| 5/15/58
| 500
| 408
|
|
| Constellation Energy Generation LLC
| 5.600%
| 3/1/28
| 219
| 222
|
|
| Constellation Energy Generation LLC
| 5.800%
| 3/1/33
| 163
| 166
|
|
| Constellation Energy Generation LLC
| 6.125%
| 1/15/34
| 500
| 521
|
|
| Constellation Energy Generation LLC
| 6.250%
| 10/1/39
| 767
| 792
|
|
| Constellation Energy Generation LLC
| 5.750%
| 10/1/41
| 325
| 320
|
|
| Constellation Energy Generation LLC
| 5.600%
| 6/15/42
| 688
| 664
|
|
| Constellation Energy Generation LLC
| 6.500%
| 10/1/53
| 575
| 611
|
|
| Constellation Energy Generation LLC
| 5.750%
| 3/15/54
| 750
| 727
|
|
| Consumers Energy Co.
| 4.650%
| 3/1/28
| 500
| 495
|
|
| Consumers Energy Co.
| 3.800%
| 11/15/28
| 250
| 238
|
|
| Consumers Energy Co.
| 4.900%
| 2/15/29
| 500
| 498
|
|
| Consumers Energy Co.
| 4.600%
| 5/30/29
| 500
| 492
|
|
| Consumers Energy Co.
| 3.600%
| 8/15/32
| 88
| 79
|
|
| Consumers Energy Co.
| 4.625%
| 5/15/33
| 100
| 96
|
|
| Consumers Energy Co.
| 3.950%
| 5/15/43
| 600
| 487
|
|
| Consumers Energy Co.
| 3.250%
| 8/15/46
| 550
| 399
|
|
| Consumers Energy Co.
| 3.950%
| 7/15/47
| 500
| 401
|
|
| Consumers Energy Co.
| 4.050%
| 5/15/48
| 500
| 407
|
|
| Consumers Energy Co.
| 4.350%
| 4/15/49
| 530
| 447
|
|
| Consumers Energy Co.
| 3.100%
| 8/15/50
| 567
| 391
|
|
| Consumers Energy Co.
| 3.500%
| 8/1/51
| 850
| 623
|
|
| Consumers Energy Co.
| 2.650%
| 8/15/52
| 287
| 177
|
|
| Consumers Energy Co.
| 4.200%
| 9/1/52
| 392
| 317
|
|
| Consumers Energy Co.
| 2.500%
| 5/1/60
| 262
| 148
|
|
| Delmarva Power & Light Co.
| 4.150%
| 5/15/45
| 600
| 478
|
|
| Dominion Energy Inc.
| 3.900%
| 10/1/25
| 425
| 416
|
| 8
| Dominion Energy Inc.
| 1.450%
| 4/15/26
| 50
| 47
|
| 8
| Dominion Energy Inc.
| 2.850%
| 8/15/26
| 1,872
| 1,777
|
|
| Dominion Energy Inc.
| 4.250%
| 6/1/28
| 200
| 193
|
| 8
| Dominion Energy Inc.
| 3.375%
| 4/1/30
| 2,300
| 2,077
|
| 8
| Dominion Energy Inc.
| 2.250%
| 8/15/31
| 920
| 749
|
| 8
| Dominion Energy Inc.
| 4.350%
| 8/15/32
| 324
| 302
|
|
| Dominion Energy Inc.
| 5.375%
| 11/15/32
| 725
| 719
|
| 8
| Dominion Energy Inc.
| 6.300%
| 3/15/33
| 500
| 517
|
| 8
| Dominion Energy Inc.
| 5.250%
| 8/1/33
| 1,000
| 976
|
| 8
| Dominion Energy Inc.
| 5.950%
| 6/15/35
| 600
| 609
|
|
| Dominion Energy Inc.
| 7.000%
| 6/15/38
| 300
| 326
|
| 8
| Dominion Energy Inc.
| 3.300%
| 4/15/41
| 500
| 361
|
| 8
| Dominion Energy Inc.
| 4.900%
| 8/1/41
| 890
| 783
|
| 8
| Dominion Energy Inc.
| 4.050%
| 9/15/42
| 400
| 313
|
| 8
| Dominion Energy Inc.
| 4.600%
| 3/15/49
| 500
| 415
|
| 8
| Dominion Energy Inc.
| 4.850%
| 8/15/52
| 250
| 215
|
| 8
| Dominion Energy Inc.
| 7.000%
| 6/1/54
| 500
| 521
|
| 8
| Dominion Energy Inc.
| 6.875%
| 2/1/55
| 500
| 511
|
| 8
| Dominion Energy South Carolina Inc.
| 2.300%
| 12/1/31
| 250
| 206
|
|
| Dominion Energy South Carolina Inc.
| 6.625%
| 2/1/32
| 1,625
| 1,765
|
|
| Dominion Energy South Carolina Inc.
| 6.050%
| 1/15/38
| 450
| 468
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Dominion Energy South Carolina Inc.
| 5.450%
| 2/1/41
| 250
| 244
|
|
| Dominion Energy South Carolina Inc.
| 4.600%
| 6/15/43
| 341
| 296
|
|
| Dominion Energy South Carolina Inc.
| 5.100%
| 6/1/65
| 425
| 377
|
|
| DTE Electric Co.
| 4.850%
| 12/1/26
| 1,300
| 1,299
|
| 8
| DTE Electric Co.
| 1.900%
| 4/1/28
| 500
| 448
|
|
| DTE Electric Co.
| 2.250%
| 3/1/30
| 1,250
| 1,079
|
| 8
| DTE Electric Co.
| 2.625%
| 3/1/31
| 400
| 345
|
|
| DTE Electric Co.
| 5.200%
| 4/1/33
| 500
| 499
|
|
| DTE Electric Co.
| 5.200%
| 3/1/34
| 450
| 449
|
| 8
| DTE Electric Co.
| 4.000%
| 4/1/43
| 300
| 246
|
|
| DTE Electric Co.
| 3.700%
| 3/15/45
| 200
| 154
|
|
| DTE Electric Co.
| 3.700%
| 6/1/46
| 550
| 420
|
|
| DTE Electric Co.
| 3.750%
| 8/15/47
| 450
| 341
|
| 8
| DTE Electric Co.
| 4.050%
| 5/15/48
| 500
| 399
|
|
| DTE Electric Co.
| 3.950%
| 3/1/49
| 500
| 394
|
| 8
| DTE Electric Co.
| 3.250%
| 4/1/51
| 500
| 337
|
|
| DTE Electric Co.
| 5.400%
| 4/1/53
| 500
| 488
|
|
| DTE Energy Co.
| 2.850%
| 10/1/26
| 3,094
| 2,930
|
|
| DTE Energy Co.
| 4.875%
| 6/1/28
| 825
| 812
|
|
| DTE Energy Co.
| 5.100%
| 3/1/29
| 1,000
| 992
|
| 8
| DTE Energy Co.
| 3.400%
| 6/15/29
| 140
| 128
|
|
| DTE Energy Co.
| 2.950%
| 3/1/30
| 235
| 207
|
|
| DTE Energy Co.
| 5.850%
| 6/1/34
| 575
| 583
|
|
| Duke Energy Carolinas LLC
| 2.950%
| 12/1/26
| 1,500
| 1,430
|
|
| Duke Energy Carolinas LLC
| 3.950%
| 11/15/28
| 2,000
| 1,923
|
| 8
| Duke Energy Carolinas LLC
| 6.000%
| 12/1/28
| 300
| 309
|
|
| Duke Energy Carolinas LLC
| 2.450%
| 8/15/29
| 75
| 66
|
|
| Duke Energy Carolinas LLC
| 2.450%
| 2/1/30
| 400
| 350
|
|
| Duke Energy Carolinas LLC
| 2.550%
| 4/15/31
| 500
| 426
|
|
| Duke Energy Carolinas LLC
| 2.850%
| 3/15/32
| 500
| 428
|
|
| Duke Energy Carolinas LLC
| 4.950%
| 1/15/33
| 1,275
| 1,254
|
|
| Duke Energy Carolinas LLC
| 4.850%
| 1/15/34
| 575
| 556
|
|
| Duke Energy Carolinas LLC
| 6.100%
| 6/1/37
| 425
| 437
|
|
| Duke Energy Carolinas LLC
| 6.000%
| 1/15/38
| 325
| 338
|
|
| Duke Energy Carolinas LLC
| 6.050%
| 4/15/38
| 525
| 547
|
|
| Duke Energy Carolinas LLC
| 5.300%
| 2/15/40
| 710
| 686
|
|
| Duke Energy Carolinas LLC
| 4.250%
| 12/15/41
| 1,000
| 837
|
|
| Duke Energy Carolinas LLC
| 4.000%
| 9/30/42
| 675
| 543
|
|
| Duke Energy Carolinas LLC
| 3.875%
| 3/15/46
| 500
| 383
|
|
| Duke Energy Carolinas LLC
| 3.700%
| 12/1/47
| 425
| 312
|
|
| Duke Energy Carolinas LLC
| 3.950%
| 3/15/48
| 400
| 308
|
|
| Duke Energy Carolinas LLC
| 3.200%
| 8/15/49
| 750
| 503
|
|
| Duke Energy Carolinas LLC
| 3.450%
| 4/15/51
| 500
| 349
|
|
| Duke Energy Carolinas LLC
| 3.550%
| 3/15/52
| 600
| 422
|
|
| Duke Energy Carolinas LLC
| 5.350%
| 1/15/53
| 760
| 722
|
|
| Duke Energy Carolinas LLC
| 5.400%
| 1/15/54
| 750
| 719
|
|
| Duke Energy Corp.
| 0.900%
| 9/15/25
| 500
| 473
|
|
| Duke Energy Corp.
| 5.000%
| 12/8/25
| 500
| 498
|
|
| Duke Energy Corp.
| 2.650%
| 9/1/26
| 595
| 563
|
|
| Duke Energy Corp.
| 5.000%
| 12/8/27
| 500
| 497
|
|
| Duke Energy Corp.
| 4.300%
| 3/15/28
| 500
| 485
|
|
| Duke Energy Corp.
| 2.450%
| 6/1/30
| 950
| 817
|
|
| Duke Energy Corp.
| 2.550%
| 6/15/31
| 625
| 523
|
|
| Duke Energy Corp.
| 4.500%
| 8/15/32
| 1,000
| 935
|
|
| Duke Energy Corp.
| 5.750%
| 9/15/33
| 500
| 508
|
|
| Duke Energy Corp.
| 5.450%
| 6/15/34
| 400
| 396
|
|
| Duke Energy Corp.
| 3.300%
| 6/15/41
| 200
| 145
|
|
| Duke Energy Corp.
| 4.800%
| 12/15/45
| 700
| 602
|
|
| Duke Energy Corp.
| 3.750%
| 9/1/46
| 1,406
| 1,024
|
|
| Duke Energy Corp.
| 4.200%
| 6/15/49
| 1,200
| 923
|
|
| Duke Energy Corp.
| 3.500%
| 6/15/51
| 600
| 405
|
|
| Duke Energy Corp.
| 5.000%
| 8/15/52
| 967
| 841
|
|
| Duke Energy Corp.
| 6.100%
| 9/15/53
| 700
| 711
|
|
| Duke Energy Corp.
| 5.800%
| 6/15/54
| 700
| 680
|
|
| Duke Energy Corp.
| 3.250%
| 1/15/82
| 500
| 449
|
|
| Duke Energy Florida LLC
| 3.200%
| 1/15/27
| 1,250
| 1,194
|
|
| Duke Energy Florida LLC
| 3.800%
| 7/15/28
| 425
| 406
|
|
| Duke Energy Florida LLC
| 2.500%
| 12/1/29
| 1,150
| 1,014
|
|
| Duke Energy Florida LLC
| 1.750%
| 6/15/30
| 1,700
| 1,410
|
|
| Duke Energy Florida LLC
| 2.400%
| 12/15/31
| 600
| 498
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Duke Energy Florida LLC
| 5.875%
| 11/15/33
| 900
| 935
|
|
| Duke Energy Florida LLC
| 6.350%
| 9/15/37
| 426
| 452
|
|
| Duke Energy Florida LLC
| 6.400%
| 6/15/38
| 800
| 857
|
|
| Duke Energy Florida LLC
| 3.400%
| 10/1/46
| 900
| 631
|
|
| Duke Energy Florida LLC
| 4.200%
| 7/15/48
| 425
| 341
|
|
| Duke Energy Florida LLC
| 3.000%
| 12/15/51
| 500
| 315
|
|
| Duke Energy Florida LLC
| 5.950%
| 11/15/52
| 500
| 510
|
|
| Duke Energy Florida LLC
| 6.200%
| 11/15/53
| 500
| 530
|
| 8
| Duke Energy Florida Project Finance LLC
| 2.538%
| 9/1/29
| 315
| 297
|
|
| Duke Energy Indiana LLC
| 5.250%
| 3/1/34
| 150
| 150
|
|
| Duke Energy Indiana LLC
| 6.120%
| 10/15/35
| 1,175
| 1,241
|
| 8
| Duke Energy Indiana LLC
| 4.900%
| 7/15/43
| 250
| 223
|
|
| Duke Energy Indiana LLC
| 3.750%
| 5/15/46
| 875
| 663
|
|
| Duke Energy Indiana LLC
| 2.750%
| 4/1/50
| 775
| 467
|
|
| Duke Energy Ohio Inc.
| 2.125%
| 6/1/30
| 200
| 169
|
|
| Duke Energy Ohio Inc.
| 5.250%
| 4/1/33
| 500
| 496
|
|
| Duke Energy Ohio Inc.
| 3.700%
| 6/15/46
| 650
| 476
|
|
| Duke Energy Ohio Inc.
| 4.300%
| 2/1/49
| 341
| 274
|
|
| Duke Energy Ohio Inc.
| 5.650%
| 4/1/53
| 500
| 483
|
|
| Duke Energy Ohio Inc.
| 5.550%
| 3/15/54
| 500
| 482
|
|
| Duke Energy Progress LLC
| 3.250%
| 8/15/25
| 2,051
| 2,006
|
|
| Duke Energy Progress LLC
| 3.700%
| 9/1/28
| 425
| 405
|
|
| Duke Energy Progress LLC
| 3.450%
| 3/15/29
| 900
| 840
|
|
| Duke Energy Progress LLC
| 2.000%
| 8/15/31
| 500
| 407
|
|
| Duke Energy Progress LLC
| 3.400%
| 4/1/32
| 500
| 442
|
|
| Duke Energy Progress LLC
| 5.250%
| 3/15/33
| 775
| 773
|
|
| Duke Energy Progress LLC
| 5.100%
| 3/15/34
| 500
| 496
|
|
| Duke Energy Progress LLC
| 6.300%
| 4/1/38
| 300
| 319
|
|
| Duke Energy Progress LLC
| 4.375%
| 3/30/44
| 525
| 436
|
|
| Duke Energy Progress LLC
| 4.150%
| 12/1/44
| 100
| 80
|
|
| Duke Energy Progress LLC
| 4.200%
| 8/15/45
| 625
| 504
|
|
| Duke Energy Progress LLC
| 3.700%
| 10/15/46
| 375
| 277
|
|
| Duke Energy Progress LLC
| 2.500%
| 8/15/50
| 550
| 316
|
|
| Duke Energy Progress LLC
| 2.900%
| 8/15/51
| 550
| 340
|
|
| Duke Energy Progress LLC
| 4.000%
| 4/1/52
| 400
| 303
|
|
| Duke Energy Progress LLC
| 5.350%
| 3/15/53
| 775
| 727
|
| 8
| Duke Energy Progress NC Storm Funding LLC
| 1.295%
| 7/1/28
| 210
| 192
|
| 8
| Duke Energy Progress NC Storm Funding LLC
| 2.387%
| 7/1/37
| 375
| 303
|
| 8
| Duke Energy Progress NC Storm Funding LLC
| 2.799%
| 7/1/41
| 300
| 223
|
|
| Edison International
| 5.750%
| 6/15/27
| 100
| 101
|
|
| Edison International
| 5.450%
| 6/15/29
| 500
| 500
|
|
| Edison International
| 6.950%
| 11/15/29
| 500
| 531
|
|
| El Paso Electric Co.
| 6.000%
| 5/15/35
| 175
| 176
|
|
| El Paso Electric Co.
| 5.000%
| 12/1/44
| 250
| 211
|
|
| Emera US Finance LP
| 4.750%
| 6/15/46
| 1,785
| 1,468
|
|
| Enel Americas SA
| 4.000%
| 10/25/26
| 700
| 673
|
|
| Enel Chile SA
| 4.875%
| 6/12/28
| 600
| 580
|
|
| Entergy Arkansas LLC
| 3.500%
| 4/1/26
| 150
| 146
|
|
| Entergy Arkansas LLC
| 5.150%
| 1/15/33
| 500
| 494
|
|
| Entergy Arkansas LLC
| 5.450%
| 6/1/34
| 350
| 351
|
|
| Entergy Arkansas LLC
| 4.200%
| 4/1/49
| 500
| 398
|
|
| Entergy Arkansas LLC
| 3.350%
| 6/15/52
| 800
| 537
|
|
| Entergy Arkansas LLC
| 5.750%
| 6/1/54
| 500
| 496
|
|
| Entergy Corp.
| 0.900%
| 9/15/25
| 500
| 473
|
|
| Entergy Corp.
| 2.950%
| 9/1/26
| 530
| 503
|
|
| Entergy Corp.
| 1.900%
| 6/15/28
| 500
| 440
|
|
| Entergy Corp.
| 2.800%
| 6/15/30
| 500
| 436
|
|
| Entergy Corp.
| 2.400%
| 6/15/31
| 500
| 413
|
|
| Entergy Corp.
| 3.750%
| 6/15/50
| 511
| 361
|
|
| Entergy Corp.
| 7.125%
| 12/1/54
| 500
| 496
|
|
| Entergy Louisiana LLC
| 3.120%
| 9/1/27
| 350
| 330
|
|
| Entergy Louisiana LLC
| 3.250%
| 4/1/28
| 300
| 281
|
|
| Entergy Louisiana LLC
| 3.050%
| 6/1/31
| 375
| 327
|
|
| Entergy Louisiana LLC
| 2.350%
| 6/15/32
| 500
| 406
|
|
| Entergy Louisiana LLC
| 4.000%
| 3/15/33
| 725
| 653
|
|
| Entergy Louisiana LLC
| 5.350%
| 3/15/34
| 400
| 397
|
|
| Entergy Louisiana LLC
| 3.100%
| 6/15/41
| 500
| 360
|
|
| Entergy Louisiana LLC
| 4.950%
| 1/15/45
| 400
| 353
|
|
| Entergy Louisiana LLC
| 4.200%
| 9/1/48
| 1,150
| 911
|
|
| Entergy Louisiana LLC
| 4.200%
| 4/1/50
| 500
| 393
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Entergy Louisiana LLC
| 2.900%
| 3/15/51
| 700
| 424
|
|
| Entergy Louisiana LLC
| 4.750%
| 9/15/52
| 250
| 215
|
|
| Entergy Louisiana LLC
| 5.700%
| 3/15/54
| 750
| 739
|
|
| Entergy Mississippi LLC
| 2.850%
| 6/1/28
| 750
| 689
|
|
| Entergy Mississippi LLC
| 3.850%
| 6/1/49
| 250
| 184
|
|
| Entergy Mississippi LLC
| 5.850%
| 6/1/54
| 500
| 498
|
|
| Entergy Texas Inc.
| 1.750%
| 3/15/31
| 500
| 403
|
|
| Entergy Texas Inc.
| 3.550%
| 9/30/49
| 905
| 644
|
|
| Entergy Texas Inc.
| 5.800%
| 9/1/53
| 500
| 500
|
|
| Essential Utilities Inc.
| 3.566%
| 5/1/29
| 275
| 255
|
|
| Essential Utilities Inc.
| 2.704%
| 4/15/30
| 400
| 348
|
|
| Essential Utilities Inc.
| 5.375%
| 1/15/34
| 500
| 491
|
|
| Essential Utilities Inc.
| 4.276%
| 5/1/49
| 435
| 344
|
|
| Essential Utilities Inc.
| 3.351%
| 4/15/50
| 600
| 403
|
|
| Essential Utilities Inc.
| 5.300%
| 5/1/52
| 500
| 456
|
|
| Evergy Inc.
| 2.900%
| 9/15/29
| 1,450
| 1,295
|
|
| Evergy Kansas Central Inc.
| 2.550%
| 7/1/26
| 575
| 547
|
|
| Evergy Kansas Central Inc.
| 3.100%
| 4/1/27
| 425
| 404
|
|
| Evergy Kansas Central Inc.
| 4.125%
| 3/1/42
| 425
| 350
|
|
| Evergy Kansas Central Inc.
| 4.100%
| 4/1/43
| 325
| 263
|
|
| Evergy Kansas Central Inc.
| 4.250%
| 12/1/45
| 100
| 82
|
|
| Evergy Kansas Central Inc.
| 3.250%
| 9/1/49
| 1,000
| 666
|
| 8
| Evergy Metro Inc.
| 2.250%
| 6/1/30
| 300
| 255
|
|
| Evergy Metro Inc.
| 4.950%
| 4/15/33
| 510
| 495
|
|
| Evergy Metro Inc.
| 5.400%
| 4/1/34
| 750
| 745
|
|
| Evergy Metro Inc.
| 5.300%
| 10/1/41
| 480
| 452
|
|
| Evergy Metro Inc.
| 4.200%
| 6/15/47
| 225
| 180
|
| 11
| Evergy Missouri West Inc.
| 5.650%
| 6/1/34
| 400
| 401
|
| 8
| Eversource Energy
| 0.800%
| 8/15/25
| 500
| 474
|
| 8
| Eversource Energy
| 3.300%
| 1/15/28
| 200
| 187
|
|
| Eversource Energy
| 5.450%
| 3/1/28
| 500
| 502
|
| 8
| Eversource Energy
| 4.250%
| 4/1/29
| 325
| 310
|
| 8
| Eversource Energy
| 1.650%
| 8/15/30
| 1,300
| 1,049
|
|
| Eversource Energy
| 2.550%
| 3/15/31
| 300
| 249
|
|
| Eversource Energy
| 5.850%
| 4/15/31
| 1,000
| 1,014
|
|
| Eversource Energy
| 3.375%
| 3/1/32
| 564
| 484
|
|
| Eversource Energy
| 5.125%
| 5/15/33
| 500
| 479
|
|
| Eversource Energy
| 5.950%
| 7/15/34
| 1,750
| 1,767
|
|
| Eversource Energy
| 3.450%
| 1/15/50
| 500
| 342
|
|
| Exelon Corp.
| 3.400%
| 4/15/26
| 3,500
| 3,387
|
|
| Exelon Corp.
| 2.750%
| 3/15/27
| 500
| 469
|
|
| Exelon Corp.
| 5.150%
| 3/15/28
| 625
| 623
|
|
| Exelon Corp.
| 5.150%
| 3/15/29
| 250
| 249
|
|
| Exelon Corp.
| 4.050%
| 4/15/30
| 975
| 916
|
|
| Exelon Corp.
| 3.350%
| 3/15/32
| 600
| 525
|
|
| Exelon Corp.
| 5.450%
| 3/15/34
| 300
| 298
|
| 8
| Exelon Corp.
| 4.950%
| 6/15/35
| 284
| 264
|
|
| Exelon Corp.
| 5.625%
| 6/15/35
| 415
| 414
|
|
| Exelon Corp.
| 4.450%
| 4/15/46
| 500
| 413
|
|
| Exelon Corp.
| 4.700%
| 4/15/50
| 1,200
| 1,014
|
|
| Exelon Corp.
| 5.600%
| 3/15/53
| 1,375
| 1,323
|
| 8
| FirstEnergy Corp.
| 4.150%
| 7/15/27
| 750
| 719
|
|
| FirstEnergy Corp.
| 2.650%
| 3/1/30
| 99
| 86
|
| 8
| FirstEnergy Corp.
| 2.250%
| 9/1/30
| 350
| 293
|
| 8
| FirstEnergy Corp.
| 5.100%
| 7/15/47
| 750
| 641
|
| 8
| FirstEnergy Corp.
| 3.400%
| 3/1/50
| 1,450
| 963
|
|
| Florida Power & Light Co.
| 3.125%
| 12/1/25
| 500
| 485
|
|
| Florida Power & Light Co.
| 4.450%
| 5/15/26
| 675
| 667
|
| 8
| Florida Power & Light Co.
| 3.300%
| 5/30/27
| 250
| 238
|
|
| Florida Power & Light Co.
| 4.400%
| 5/15/28
| 675
| 663
|
|
| Florida Power & Light Co.
| 5.150%
| 6/15/29
| 500
| 504
|
|
| Florida Power & Light Co.
| 4.625%
| 5/15/30
| 675
| 661
|
|
| Florida Power & Light Co.
| 2.450%
| 2/3/32
| 700
| 583
|
|
| Florida Power & Light Co.
| 5.100%
| 4/1/33
| 800
| 796
|
|
| Florida Power & Light Co.
| 4.800%
| 5/15/33
| 675
| 656
|
|
| Florida Power & Light Co.
| 5.625%
| 4/1/34
| 225
| 232
|
|
| Florida Power & Light Co.
| 5.300%
| 6/15/34
| 300
| 303
|
|
| Florida Power & Light Co.
| 4.950%
| 6/1/35
| 50
| 49
|
|
| Florida Power & Light Co.
| 5.650%
| 2/1/37
| 425
| 433
|
|
| Florida Power & Light Co.
| 5.950%
| 2/1/38
| 175
| 184
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Florida Power & Light Co.
| 5.960%
| 4/1/39
| 225
| 235
|
|
| Florida Power & Light Co.
| 4.125%
| 2/1/42
| 1,025
| 864
|
|
| Florida Power & Light Co.
| 4.050%
| 6/1/42
| 475
| 397
|
|
| Florida Power & Light Co.
| 4.050%
| 10/1/44
| 450
| 369
|
|
| Florida Power & Light Co.
| 3.700%
| 12/1/47
| 550
| 416
|
|
| Florida Power & Light Co.
| 3.950%
| 3/1/48
| 800
| 630
|
|
| Florida Power & Light Co.
| 3.150%
| 10/1/49
| 1,190
| 809
|
|
| Florida Power & Light Co.
| 2.875%
| 12/4/51
| 2,250
| 1,429
|
|
| Florida Power & Light Co.
| 5.600%
| 6/15/54
| 700
| 707
|
|
| Fortis Inc.
| 3.055%
| 10/4/26
| 847
| 804
|
|
| Georgia Power Co.
| 3.250%
| 4/1/26
| 256
| 247
|
|
| Georgia Power Co.
| 5.004%
| 2/23/27
| 1,150
| 1,147
|
|
| Georgia Power Co.
| 3.250%
| 3/30/27
| 550
| 523
|
|
| Georgia Power Co.
| 4.650%
| 5/16/28
| 2,150
| 2,119
|
| 8
| Georgia Power Co.
| 2.650%
| 9/15/29
| 250
| 223
|
|
| Georgia Power Co.
| 4.950%
| 5/17/33
| 1,725
| 1,683
|
|
| Georgia Power Co.
| 5.250%
| 3/15/34
| 2,225
| 2,219
|
| 8
| Georgia Power Co.
| 4.750%
| 9/1/40
| 625
| 563
|
|
| Georgia Power Co.
| 4.300%
| 3/15/42
| 575
| 488
|
|
| Georgia Power Co.
| 4.300%
| 3/15/43
| 250
| 208
|
| 8
| Georgia Power Co.
| 3.700%
| 1/30/50
| 250
| 184
|
| 8
| Georgia Power Co.
| 3.250%
| 3/15/51
| 500
| 339
|
|
| Georgia Power Co.
| 5.125%
| 5/15/52
| 600
| 559
|
|
| Iberdrola International BV
| 6.750%
| 7/15/36
| 175
| 196
|
| 8
| Idaho Power Co.
| 4.200%
| 3/1/48
| 404
| 317
|
| 8
| Idaho Power Co.
| 5.500%
| 3/15/53
| 500
| 477
|
| 8
| Idaho Power Co.
| 5.800%
| 4/1/54
| 300
| 298
|
|
| Indiana Michigan Power Co.
| 3.850%
| 5/15/28
| 250
| 238
|
|
| Indiana Michigan Power Co.
| 6.050%
| 3/15/37
| 500
| 517
|
| 8
| Indiana Michigan Power Co.
| 4.550%
| 3/15/46
| 340
| 285
|
| 8
| Indiana Michigan Power Co.
| 3.750%
| 7/1/47
| 550
| 405
|
|
| Indiana Michigan Power Co.
| 3.250%
| 5/1/51
| 500
| 329
|
|
| Indiana Michigan Power Co.
| 5.625%
| 4/1/53
| 500
| 486
|
|
| Interstate Power & Light Co.
| 4.100%
| 9/26/28
| 450
| 432
|
|
| Interstate Power & Light Co.
| 3.600%
| 4/1/29
| 240
| 225
|
|
| Interstate Power & Light Co.
| 2.300%
| 6/1/30
| 300
| 256
|
|
| Interstate Power & Light Co.
| 5.700%
| 10/15/33
| 250
| 253
|
|
| Interstate Power & Light Co.
| 6.250%
| 7/15/39
| 250
| 259
|
|
| Interstate Power & Light Co.
| 3.700%
| 9/15/46
| 406
| 298
|
|
| Interstate Power & Light Co.
| 3.100%
| 11/30/51
| 500
| 317
|
|
| IPALCO Enterprises Inc.
| 4.250%
| 5/1/30
| 400
| 371
|
| 11
| IPALCO Enterprises Inc.
| 5.750%
| 4/1/34
| 500
| 496
|
|
| ITC Holdings Corp.
| 3.350%
| 11/15/27
| 150
| 141
|
|
| ITC Holdings Corp.
| 5.300%
| 7/1/43
| 900
| 825
|
| 8
| John Sevier Combined Cycle Generation LLC
| 4.626%
| 1/15/42
| 140
| 131
|
| 8
| Kentucky Utilities Co.
| 5.450%
| 4/15/33
| 500
| 503
|
|
| Kentucky Utilities Co.
| 5.125%
| 11/1/40
| 650
| 611
|
|
| Kentucky Utilities Co.
| 3.300%
| 6/1/50
| 500
| 338
|
| 8
| Louisville Gas & Electric Co.
| 3.300%
| 10/1/25
| 1,758
| 1,712
|
| 8
| Louisville Gas & Electric Co.
| 5.450%
| 4/15/33
| 500
| 503
|
|
| MidAmerican Energy Co.
| 3.100%
| 5/1/27
| 450
| 429
|
|
| MidAmerican Energy Co.
| 3.650%
| 4/15/29
| 700
| 662
|
|
| MidAmerican Energy Co.
| 6.750%
| 12/30/31
| 325
| 362
|
|
| MidAmerican Energy Co.
| 5.350%
| 1/15/34
| 300
| 304
|
| 8
| MidAmerican Energy Co.
| 5.800%
| 10/15/36
| 775
| 803
|
|
| MidAmerican Energy Co.
| 4.800%
| 9/15/43
| 300
| 271
|
|
| MidAmerican Energy Co.
| 4.400%
| 10/15/44
| 400
| 339
|
|
| MidAmerican Energy Co.
| 4.250%
| 5/1/46
| 1,000
| 824
|
|
| MidAmerican Energy Co.
| 3.650%
| 8/1/48
| 575
| 431
|
|
| MidAmerican Energy Co.
| 5.850%
| 9/15/54
| 815
| 835
|
|
| MidAmerican Energy Co.
| 5.300%
| 2/1/55
| 900
| 857
|
| 8
| Mississippi Power Co.
| 4.250%
| 3/15/42
| 375
| 308
|
|
| National Fuel Gas Co.
| 5.500%
| 1/15/26
| 100
| 100
|
|
| National Fuel Gas Co.
| 3.950%
| 9/15/27
| 275
| 263
|
|
| National Fuel Gas Co.
| 4.750%
| 9/1/28
| 750
| 728
|
|
| National Fuel Gas Co.
| 2.950%
| 3/1/31
| 100
| 84
|
|
| National Grid plc
| 5.602%
| 6/12/28
| 500
| 505
|
|
| National Grid plc
| 5.809%
| 6/12/33
| 1,200
| 1,206
|
|
| National Grid plc
| 5.418%
| 1/11/34
| 600
| 587
|
|
| National Grid USA
| 5.803%
| 4/1/35
| 250
| 249
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| National Rural Utilities Cooperative Finance Corp.
| 5.450%
| 10/30/25
| 500
| 500
|
| 8
| National Rural Utilities Cooperative Finance Corp.
| 3.250%
| 11/1/25
| 475
| 462
|
| 8
| National Rural Utilities Cooperative Finance Corp.
| 1.000%
| 6/15/26
| 1,592
| 1,469
|
| 8
| National Rural Utilities Cooperative Finance Corp.
| 5.100%
| 5/6/27
| 700
| 701
|
|
| National Rural Utilities Cooperative Finance Corp.
| 3.400%
| 2/7/28
| 300
| 284
|
|
| National Rural Utilities Cooperative Finance Corp.
| 4.800%
| 3/15/28
| 250
| 248
|
|
| National Rural Utilities Cooperative Finance Corp.
| 3.900%
| 11/1/28
| 250
| 238
|
| 8
| National Rural Utilities Cooperative Finance Corp.
| 4.850%
| 2/7/29
| 500
| 497
|
|
| National Rural Utilities Cooperative Finance Corp.
| 3.700%
| 3/15/29
| 784
| 739
|
|
| National Rural Utilities Cooperative Finance Corp.
| 5.150%
| 6/15/29
| 1,250
| 1,254
|
|
| National Rural Utilities Cooperative Finance Corp.
| 2.400%
| 3/15/30
| 425
| 367
|
| 8
| National Rural Utilities Cooperative Finance Corp.
| 5.000%
| 2/7/31
| 500
| 495
|
| 8
| National Rural Utilities Cooperative Finance Corp.
| 1.650%
| 6/15/31
| 300
| 237
|
|
| National Rural Utilities Cooperative Finance Corp.
| 4.023%
| 11/1/32
| 1,014
| 928
|
|
| National Rural Utilities Cooperative Finance Corp.
| 4.150%
| 12/15/32
| 248
| 229
|
|
| National Rural Utilities Cooperative Finance Corp.
| 5.800%
| 1/15/33
| 500
| 514
|
| 8
| National Rural Utilities Cooperative Finance Corp.
| 5.250%
| 4/20/46
| 325
| 317
|
|
| National Rural Utilities Cooperative Finance Corp.
| 4.400%
| 11/1/48
| 256
| 214
|
|
| National Rural Utilities Cooperative Finance Corp.
| 4.300%
| 3/15/49
| 400
| 327
|
| 8
| Nevada Power Co.
| 3.700%
| 5/1/29
| 500
| 471
|
| 8
| Nevada Power Co.
| 2.400%
| 5/1/30
| 441
| 380
|
| 8
| Nevada Power Co.
| 6.650%
| 4/1/36
| 410
| 441
|
| 8
| Nevada Power Co.
| 3.125%
| 8/1/50
| 300
| 192
|
| 8
| Nevada Power Co.
| 5.900%
| 5/1/53
| 500
| 499
|
|
| Nevada Power Co.
| 6.000%
| 3/15/54
| 400
| 406
|
|
| NextEra Energy Capital Holdings Inc.
| 5.749%
| 9/1/25
| 1,750
| 1,754
|
|
| NextEra Energy Capital Holdings Inc.
| 3.550%
| 5/1/27
| 700
| 669
|
|
| NextEra Energy Capital Holdings Inc.
| 4.625%
| 7/15/27
| 1,089
| 1,072
|
|
| NextEra Energy Capital Holdings Inc.
| 4.900%
| 2/28/28
| 1,066
| 1,056
|
|
| NextEra Energy Capital Holdings Inc.
| 1.900%
| 6/15/28
| 1,150
| 1,017
|
|
| NextEra Energy Capital Holdings Inc.
| 4.900%
| 3/15/29
| 750
| 743
|
|
| NextEra Energy Capital Holdings Inc.
| 3.500%
| 4/1/29
| 350
| 325
|
|
| NextEra Energy Capital Holdings Inc.
| 2.750%
| 11/1/29
| 300
| 267
|
|
| NextEra Energy Capital Holdings Inc.
| 5.000%
| 2/28/30
| 250
| 248
|
|
| NextEra Energy Capital Holdings Inc.
| 2.250%
| 6/1/30
| 2,500
| 2,131
|
|
| NextEra Energy Capital Holdings Inc.
| 2.440%
| 1/15/32
| 300
| 246
|
|
| NextEra Energy Capital Holdings Inc.
| 5.000%
| 7/15/32
| 863
| 841
|
|
| NextEra Energy Capital Holdings Inc.
| 5.050%
| 2/28/33
| 1,218
| 1,185
|
|
| NextEra Energy Capital Holdings Inc.
| 5.250%
| 3/15/34
| 900
| 884
|
|
| NextEra Energy Capital Holdings Inc.
| 5.250%
| 2/28/53
| 981
| 908
|
|
| NextEra Energy Capital Holdings Inc.
| 5.550%
| 3/15/54
| 1,100
| 1,055
|
|
| NextEra Energy Capital Holdings Inc.
| 6.750%
| 6/15/54
| 950
| 959
|
|
| NextEra Energy Capital Holdings Inc.
| 6.700%
| 9/1/54
| 825
| 827
|
| 8
| NextEra Energy Capital Holdings Inc.
| 4.800%
| 12/1/77
| 800
| 738
|
| 8
| NextEra Energy Capital Holdings Inc.
| 5.650%
| 5/1/79
| 300
| 286
|
|
| NiSource Inc.
| 0.950%
| 8/15/25
| 500
| 475
|
|
| NiSource Inc.
| 3.490%
| 5/15/27
| 500
| 477
|
|
| NiSource Inc.
| 5.250%
| 3/30/28
| 550
| 549
|
|
| NiSource Inc.
| 5.200%
| 7/1/29
| 650
| 648
|
|
| NiSource Inc.
| 2.950%
| 9/1/29
| 1,500
| 1,347
|
|
| NiSource Inc.
| 3.600%
| 5/1/30
| 500
| 459
|
|
| NiSource Inc.
| 1.700%
| 2/15/31
| 500
| 398
|
|
| NiSource Inc.
| 5.350%
| 4/1/34
| 550
| 540
|
|
| NiSource Inc.
| 5.950%
| 6/15/41
| 382
| 383
|
|
| NiSource Inc.
| 5.250%
| 2/15/43
| 200
| 184
|
|
| NiSource Inc.
| 4.800%
| 2/15/44
| 200
| 174
|
|
| NiSource Inc.
| 5.650%
| 2/1/45
| 500
| 483
|
|
| NiSource Inc.
| 4.375%
| 5/15/47
| 1,575
| 1,265
|
|
| NiSource Inc.
| 3.950%
| 3/30/48
| 500
| 374
|
|
| NiSource Inc.
| 5.000%
| 6/15/52
| 302
| 267
|
|
| NiSource Inc.
| 6.950%
| 11/30/54
| 500
| 502
|
|
| Northern States Power Co.
| 2.250%
| 4/1/31
| 500
| 420
|
|
| Northern States Power Co.
| 6.250%
| 6/1/36
| 325
| 347
|
|
| Northern States Power Co.
| 6.200%
| 7/1/37
| 250
| 267
|
|
| Northern States Power Co.
| 5.350%
| 11/1/39
| 375
| 367
|
|
| Northern States Power Co.
| 3.400%
| 8/15/42
| 410
| 310
|
|
| Northern States Power Co.
| 4.000%
| 8/15/45
| 200
| 158
|
|
| Northern States Power Co.
| 2.900%
| 3/1/50
| 1,890
| 1,203
|
|
| Northern States Power Co.
| 2.600%
| 6/1/51
| 600
| 358
|
|
| Northern States Power Co.
| 3.200%
| 4/1/52
| 500
| 333
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Northern States Power Co.
| 4.500%
| 6/1/52
| 450
| 380
|
|
| Northern States Power Co.
| 5.100%
| 5/15/53
| 600
| 554
|
|
| Northern States Power Co.
| 5.400%
| 3/15/54
| 500
| 483
|
|
| Northern States Power Co.
| 5.650%
| 6/15/54
| 800
| 799
|
|
| NorthWestern Corp.
| 4.176%
| 11/15/44
| 500
| 407
|
|
| NSTAR Electric Co.
| 3.200%
| 5/15/27
| 550
| 524
|
|
| NSTAR Electric Co.
| 3.250%
| 5/15/29
| 300
| 278
|
|
| NSTAR Electric Co.
| 5.400%
| 6/1/34
| 250
| 250
|
|
| NSTAR Electric Co.
| 5.500%
| 3/15/40
| 540
| 534
|
|
| NSTAR Electric Co.
| 4.400%
| 3/1/44
| 223
| 189
|
|
| NSTAR Electric Co.
| 4.950%
| 9/15/52
| 350
| 314
|
|
| OGE Energy Corp.
| 5.450%
| 5/15/29
| 150
| 151
|
|
| Oglethorpe Power Corp.
| 5.950%
| 11/1/39
| 100
| 99
|
|
| Oglethorpe Power Corp.
| 5.375%
| 11/1/40
| 1,130
| 1,061
|
|
| Oglethorpe Power Corp.
| 4.500%
| 4/1/47
| 500
| 406
|
|
| Oglethorpe Power Corp.
| 5.050%
| 10/1/48
| 350
| 307
|
|
| Oglethorpe Power Corp.
| 5.250%
| 9/1/50
| 300
| 269
|
|
| Oglethorpe Power Corp.
| 6.200%
| 12/1/53
| 200
| 204
|
| 11
| Oglethorpe Power Corp.
| 5.800%
| 6/1/54
| 400
| 392
|
| 8
| Ohio Power Co.
| 1.625%
| 1/15/31
| 700
| 559
|
|
| Ohio Power Co.
| 5.000%
| 6/1/33
| 500
| 482
|
|
| Ohio Power Co.
| 5.650%
| 6/1/34
| 1,000
| 1,004
|
|
| Ohio Power Co.
| 4.000%
| 6/1/49
| 500
| 378
|
| 8
| Ohio Power Co.
| 2.900%
| 10/1/51
| 200
| 122
|
|
| Oklahoma Gas & Electric Co.
| 3.800%
| 8/15/28
| 300
| 286
|
|
| Oklahoma Gas & Electric Co.
| 3.300%
| 3/15/30
| 500
| 454
|
|
| Oklahoma Gas & Electric Co.
| 3.250%
| 4/1/30
| 600
| 542
|
|
| Oklahoma Gas & Electric Co.
| 5.400%
| 1/15/33
| 300
| 301
|
|
| Oklahoma Gas & Electric Co.
| 4.150%
| 4/1/47
| 225
| 180
|
|
| Oklahoma Gas & Electric Co.
| 3.850%
| 8/15/47
| 250
| 189
|
|
| Oncor Electric Delivery Co. LLC
| 0.550%
| 10/1/25
| 950
| 895
|
|
| Oncor Electric Delivery Co. LLC
| 4.300%
| 5/15/28
| 500
| 487
|
|
| Oncor Electric Delivery Co. LLC
| 3.700%
| 11/15/28
| 150
| 143
|
|
| Oncor Electric Delivery Co. LLC
| 2.750%
| 5/15/30
| 1,250
| 1,104
|
|
| Oncor Electric Delivery Co. LLC
| 4.550%
| 9/15/32
| 250
| 239
|
|
| Oncor Electric Delivery Co. LLC
| 7.250%
| 1/15/33
| 1,000
| 1,133
|
|
| Oncor Electric Delivery Co. LLC
| 5.650%
| 11/15/33
| 575
| 590
|
|
| Oncor Electric Delivery Co. LLC
| 5.250%
| 9/30/40
| 470
| 453
|
|
| Oncor Electric Delivery Co. LLC
| 4.550%
| 12/1/41
| 500
| 445
|
|
| Oncor Electric Delivery Co. LLC
| 5.300%
| 6/1/42
| 947
| 914
|
|
| Oncor Electric Delivery Co. LLC
| 3.750%
| 4/1/45
| 200
| 155
|
|
| Oncor Electric Delivery Co. LLC
| 3.800%
| 9/30/47
| 250
| 191
|
|
| Oncor Electric Delivery Co. LLC
| 4.100%
| 11/15/48
| 400
| 320
|
|
| Oncor Electric Delivery Co. LLC
| 3.800%
| 6/1/49
| 565
| 429
|
|
| Oncor Electric Delivery Co. LLC
| 3.700%
| 5/15/50
| 200
| 148
|
|
| Oncor Electric Delivery Co. LLC
| 2.700%
| 11/15/51
| 1,250
| 747
|
|
| Oncor Electric Delivery Co. LLC
| 4.950%
| 9/15/52
| 1,000
| 905
|
|
| Oncor Electric Delivery Co. LLC
| 5.350%
| 10/1/52
| 253
| 242
|
| 11
| Oncor Electric Delivery Co. LLC
| 5.550%
| 6/15/54
| 900
| 883
|
|
| ONE Gas Inc.
| 2.000%
| 5/15/30
| 200
| 169
|
|
| ONE Gas Inc.
| 4.658%
| 2/1/44
| 507
| 447
|
|
| Pacific Gas & Electric Co.
| 3.450%
| 7/1/25
| 500
| 488
|
|
| Pacific Gas & Electric Co.
| 3.150%
| 1/1/26
| 1,550
| 1,493
|
|
| Pacific Gas & Electric Co.
| 3.300%
| 3/15/27
| 1,000
| 947
|
|
| Pacific Gas & Electric Co.
| 2.100%
| 8/1/27
| 650
| 587
|
|
| Pacific Gas & Electric Co.
| 3.300%
| 12/1/27
| 2,200
| 2,051
|
|
| Pacific Gas & Electric Co.
| 3.000%
| 6/15/28
| 600
| 549
|
|
| Pacific Gas & Electric Co.
| 3.750%
| 7/1/28
| 1,700
| 1,596
|
|
| Pacific Gas & Electric Co.
| 6.100%
| 1/15/29
| 400
| 409
|
|
| Pacific Gas & Electric Co.
| 5.550%
| 5/15/29
| 700
| 702
|
|
| Pacific Gas & Electric Co.
| 4.550%
| 7/1/30
| 4,150
| 3,935
|
|
| Pacific Gas & Electric Co.
| 2.500%
| 2/1/31
| 2,500
| 2,061
|
|
| Pacific Gas & Electric Co.
| 3.250%
| 6/1/31
| 500
| 430
|
|
| Pacific Gas & Electric Co.
| 4.400%
| 3/1/32
| 388
| 355
|
|
| Pacific Gas & Electric Co.
| 6.150%
| 1/15/33
| 550
| 559
|
|
| Pacific Gas & Electric Co.
| 6.400%
| 6/15/33
| 2,417
| 2,500
|
|
| Pacific Gas & Electric Co.
| 6.950%
| 3/15/34
| 700
| 754
|
|
| Pacific Gas & Electric Co.
| 5.800%
| 5/15/34
| 2,250
| 2,238
|
|
| Pacific Gas & Electric Co.
| 4.500%
| 7/1/40
| 2,300
| 1,896
|
|
| Pacific Gas & Electric Co.
| 3.300%
| 8/1/40
| 800
| 569
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Pacific Gas & Electric Co.
| 4.200%
| 6/1/41
| 500
| 391
|
|
| Pacific Gas & Electric Co.
| 4.750%
| 2/15/44
| 1,500
| 1,226
|
|
| Pacific Gas & Electric Co.
| 4.300%
| 3/15/45
| 1,075
| 823
|
|
| Pacific Gas & Electric Co.
| 3.950%
| 12/1/47
| 1,500
| 1,072
|
|
| Pacific Gas & Electric Co.
| 4.950%
| 7/1/50
| 3,000
| 2,478
|
|
| Pacific Gas & Electric Co.
| 3.500%
| 8/1/50
| 1,500
| 981
|
|
| Pacific Gas & Electric Co.
| 6.750%
| 1/15/53
| 950
| 987
|
|
| Pacific Gas & Electric Co.
| 6.700%
| 4/1/53
| 500
| 520
|
|
| PacifiCorp
| 5.100%
| 2/15/29
| 1,000
| 999
|
|
| PacifiCorp
| 3.500%
| 6/15/29
| 600
| 557
|
|
| PacifiCorp
| 2.700%
| 9/15/30
| 341
| 296
|
|
| PacifiCorp
| 5.300%
| 2/15/31
| 212
| 211
|
|
| PacifiCorp
| 5.450%
| 2/15/34
| 1,000
| 987
|
|
| PacifiCorp
| 5.250%
| 6/15/35
| 475
| 460
|
|
| PacifiCorp
| 6.100%
| 8/1/36
| 525
| 543
|
|
| PacifiCorp
| 5.750%
| 4/1/37
| 410
| 407
|
|
| PacifiCorp
| 6.250%
| 10/15/37
| 625
| 645
|
|
| PacifiCorp
| 6.350%
| 7/15/38
| 250
| 260
|
|
| PacifiCorp
| 6.000%
| 1/15/39
| 500
| 507
|
|
| PacifiCorp
| 4.125%
| 1/15/49
| 525
| 398
|
|
| PacifiCorp
| 4.150%
| 2/15/50
| 200
| 153
|
|
| PacifiCorp
| 3.300%
| 3/15/51
| 525
| 340
|
|
| PacifiCorp
| 2.900%
| 6/15/52
| 816
| 482
|
|
| PacifiCorp
| 5.350%
| 12/1/53
| 650
| 590
|
|
| PacifiCorp
| 5.500%
| 5/15/54
| 1,000
| 931
|
|
| PacifiCorp
| 5.800%
| 1/15/55
| 1,367
| 1,324
|
|
| PECO Energy Co.
| 4.900%
| 6/15/33
| 500
| 490
|
|
| PECO Energy Co.
| 3.000%
| 9/15/49
| 1,000
| 657
|
|
| PECO Energy Co.
| 2.800%
| 6/15/50
| 1,000
| 621
|
|
| PECO Energy Co.
| 3.050%
| 3/15/51
| 500
| 324
|
|
| PECO Energy Co.
| 2.850%
| 9/15/51
| 500
| 308
|
|
| PECO Energy Co.
| 4.600%
| 5/15/52
| 500
| 428
|
| 8
| PG&E Energy Recovery Funding LLC
| 1.460%
| 7/15/31
| 233
| 207
|
| 8
| PG&E Energy Recovery Funding LLC
| 2.280%
| 1/15/36
| 570
| 446
|
| 8
| PG&E Energy Recovery Funding LLC
| 2.822%
| 7/15/46
| 350
| 248
|
| 8
| PG&E Recovery Funding LLC
| 5.256%
| 1/15/38
| 1,300
| 1,305
|
| 8
| PG&E Recovery Funding LLC
| 5.536%
| 7/15/47
| 410
| 412
|
| 8
| PG&E Wildfire Recovery Funding LLC
| 3.594%
| 6/1/30
| 478
| 456
|
| 8
| PG&E Wildfire Recovery Funding LLC
| 4.022%
| 6/1/31
| 209
| 202
|
| 8
| PG&E Wildfire Recovery Funding LLC
| 4.263%
| 6/1/36
| 250
| 234
|
| 8
| PG&E Wildfire Recovery Funding LLC
| 4.722%
| 6/1/37
| 375
| 358
|
| 8
| PG&E Wildfire Recovery Funding LLC
| 5.081%
| 6/1/41
| 300
| 297
|
| 8
| PG&E Wildfire Recovery Funding LLC
| 4.451%
| 12/1/47
| 1,175
| 1,028
|
| 8
| PG&E Wildfire Recovery Funding LLC
| 5.212%
| 12/1/47
| 1,025
| 993
|
| 8
| PG&E Wildfire Recovery Funding LLC
| 4.674%
| 12/1/51
| 250
| 224
|
| 8
| PG&E Wildfire Recovery Funding LLC
| 5.099%
| 6/1/52
| 350
| 335
|
|
| Piedmont Natural Gas Co. Inc.
| 3.500%
| 6/1/29
| 380
| 351
|
|
| Piedmont Natural Gas Co. Inc.
| 2.500%
| 3/15/31
| 500
| 420
|
|
| Piedmont Natural Gas Co. Inc.
| 5.400%
| 6/15/33
| 500
| 499
|
|
| Piedmont Natural Gas Co. Inc.
| 4.650%
| 8/1/43
| 150
| 130
|
|
| Piedmont Natural Gas Co. Inc.
| 3.640%
| 11/1/46
| 350
| 252
|
|
| Piedmont Natural Gas Co. Inc.
| 3.350%
| 6/1/50
| 800
| 524
|
|
| Potomac Electric Power Co.
| 5.200%
| 3/15/34
| 200
| 200
|
|
| Potomac Electric Power Co.
| 6.500%
| 11/15/37
| 400
| 438
|
|
| Potomac Electric Power Co.
| 4.150%
| 3/15/43
| 550
| 454
|
|
| Potomac Electric Power Co.
| 5.500%
| 3/15/54
| 200
| 195
|
|
| PPL Capital Funding Inc.
| 3.100%
| 5/15/26
| 600
| 576
|
|
| PPL Electric Utilities Corp.
| 5.000%
| 5/15/33
| 550
| 542
|
|
| PPL Electric Utilities Corp.
| 4.850%
| 2/15/34
| 1,050
| 1,021
|
|
| PPL Electric Utilities Corp.
| 6.250%
| 5/15/39
| 300
| 321
|
|
| PPL Electric Utilities Corp.
| 4.125%
| 6/15/44
| 700
| 579
|
|
| PPL Electric Utilities Corp.
| 4.150%
| 10/1/45
| 300
| 247
|
|
| PPL Electric Utilities Corp.
| 3.950%
| 6/1/47
| 350
| 277
|
|
| PPL Electric Utilities Corp.
| 4.150%
| 6/15/48
| 300
| 242
|
|
| Progress Energy Inc.
| 7.750%
| 3/1/31
| 510
| 572
|
|
| Progress Energy Inc.
| 7.000%
| 10/30/31
| 200
| 217
|
|
| Progress Energy Inc.
| 6.000%
| 12/1/39
| 480
| 482
|
|
| Public Service Co. of Colorado
| 3.700%
| 6/15/28
| 300
| 285
|
| 8
| Public Service Co. of Colorado
| 1.900%
| 1/15/31
| 300
| 244
|
|
| Public Service Co. of Colorado
| 1.875%
| 6/15/31
| 700
| 560
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Public Service Co. of Colorado
| 4.100%
| 6/1/32
| 300
| 276
|
|
| Public Service Co. of Colorado
| 5.350%
| 5/15/34
| 400
| 396
|
| 8
| Public Service Co. of Colorado
| 6.250%
| 9/1/37
| 300
| 314
|
|
| Public Service Co. of Colorado
| 3.600%
| 9/15/42
| 225
| 169
|
|
| Public Service Co. of Colorado
| 4.300%
| 3/15/44
| 700
| 569
|
|
| Public Service Co. of Colorado
| 4.100%
| 6/15/48
| 300
| 229
|
| 8
| Public Service Co. of Colorado
| 3.200%
| 3/1/50
| 1,300
| 854
|
| 8
| Public Service Co. of Colorado
| 2.700%
| 1/15/51
| 200
| 118
|
| 8
| Public Service Co. of Colorado
| 4.500%
| 6/1/52
| 400
| 324
|
|
| Public Service Co. of Colorado
| 5.250%
| 4/1/53
| 675
| 618
|
|
| Public Service Co. of Colorado
| 5.750%
| 5/15/54
| 500
| 494
|
|
| Public Service Co. of New Hampshire
| 5.350%
| 10/1/33
| 250
| 251
|
|
| Public Service Co. of New Hampshire
| 3.600%
| 7/1/49
| 250
| 184
|
|
| Public Service Co. of New Hampshire
| 5.150%
| 1/15/53
| 500
| 467
|
|
| Public Service Co. of Oklahoma
| 5.250%
| 1/15/33
| 500
| 489
|
| 8
| Public Service Electric & Gas Co.
| 0.950%
| 3/15/26
| 500
| 466
|
| 8
| Public Service Electric & Gas Co.
| 3.000%
| 5/15/27
| 250
| 237
|
| 8
| Public Service Electric & Gas Co.
| 2.450%
| 1/15/30
| 200
| 175
|
| 8
| Public Service Electric & Gas Co.
| 3.100%
| 3/15/32
| 500
| 435
|
| 8
| Public Service Electric & Gas Co.
| 4.900%
| 12/15/32
| 300
| 295
|
| 8
| Public Service Electric & Gas Co.
| 4.650%
| 3/15/33
| 500
| 482
|
| 8
| Public Service Electric & Gas Co.
| 5.200%
| 3/1/34
| 500
| 500
|
| 8
| Public Service Electric & Gas Co.
| 3.950%
| 5/1/42
| 525
| 428
|
| 8
| Public Service Electric & Gas Co.
| 3.800%
| 3/1/46
| 1,000
| 781
|
| 8
| Public Service Electric & Gas Co.
| 3.600%
| 12/1/47
| 275
| 204
|
| 8
| Public Service Electric & Gas Co.
| 3.850%
| 5/1/49
| 350
| 271
|
| 8
| Public Service Electric & Gas Co.
| 3.150%
| 1/1/50
| 750
| 511
|
| 8
| Public Service Electric & Gas Co.
| 2.700%
| 5/1/50
| 850
| 531
|
| 8
| Public Service Electric & Gas Co.
| 2.050%
| 8/1/50
| 500
| 270
|
| 8
| Public Service Electric & Gas Co.
| 3.000%
| 3/1/51
| 500
| 326
|
| 8
| Public Service Electric & Gas Co.
| 5.125%
| 3/15/53
| 500
| 473
|
| 8
| Public Service Electric & Gas Co.
| 5.450%
| 3/1/54
| 750
| 740
|
|
| Public Service Enterprise Group Inc.
| 0.800%
| 8/15/25
| 400
| 380
|
|
| Public Service Enterprise Group Inc.
| 5.850%
| 11/15/27
| 300
| 305
|
|
| Public Service Enterprise Group Inc.
| 5.875%
| 10/15/28
| 500
| 511
|
|
| Public Service Enterprise Group Inc.
| 5.200%
| 4/1/29
| 3,000
| 2,992
|
|
| Public Service Enterprise Group Inc.
| 1.600%
| 8/15/30
| 750
| 607
|
|
| Public Service Enterprise Group Inc.
| 5.450%
| 4/1/34
| 250
| 248
|
|
| Puget Energy Inc.
| 2.379%
| 6/15/28
| 85
| 76
|
|
| Puget Energy Inc.
| 4.100%
| 6/15/30
| 400
| 367
|
|
| Puget Energy Inc.
| 4.224%
| 3/15/32
| 400
| 359
|
|
| Puget Sound Energy Inc.
| 5.330%
| 6/15/34
| 300
| 299
|
|
| Puget Sound Energy Inc.
| 6.274%
| 3/15/37
| 450
| 479
|
|
| Puget Sound Energy Inc.
| 5.757%
| 10/1/39
| 495
| 498
|
|
| Puget Sound Energy Inc.
| 4.300%
| 5/20/45
| 1,050
| 858
|
|
| Puget Sound Energy Inc.
| 4.223%
| 6/15/48
| 500
| 396
|
|
| Puget Sound Energy Inc.
| 5.685%
| 6/15/54
| 300
| 297
|
|
| San Diego Gas & Electric Co.
| 4.950%
| 8/15/28
| 500
| 498
|
| 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
| 431
|
|
| San Diego Gas & Electric Co.
| 6.000%
| 6/1/39
| 250
| 264
|
|
| San Diego Gas & Electric Co.
| 4.500%
| 8/15/40
| 505
| 450
|
| 8
| San Diego Gas & Electric Co.
| 3.750%
| 6/1/47
| 325
| 242
|
|
| San Diego Gas & Electric Co.
| 4.150%
| 5/15/48
| 325
| 262
|
| 8
| San Diego Gas & Electric Co.
| 3.320%
| 4/15/50
| 800
| 546
|
|
| San Diego Gas & Electric Co.
| 3.700%
| 3/15/52
| 500
| 361
|
|
| San Diego Gas & Electric Co.
| 5.350%
| 4/1/53
| 500
| 473
|
|
| San Diego Gas & Electric Co.
| 5.550%
| 4/15/54
| 500
| 489
|
| 8
| SCE Recovery Funding LLC
| 4.697%
| 6/15/40
| 307
| 298
|
| 8
| SCE Recovery Funding LLC
| 2.943%
| 11/15/42
| 225
| 182
|
| 8
| SCE Recovery Funding LLC
| 3.240%
| 11/15/46
| 150
| 109
|
| 8
| SCE Recovery Funding LLC
| 5.112%
| 12/15/47
| 275
| 260
|
|
| Sempra
| 3.250%
| 6/15/27
| 1,575
| 1,487
|
|
| Sempra
| 3.400%
| 2/1/28
| 1,650
| 1,552
|
|
| Sempra
| 3.700%
| 4/1/29
| 500
| 468
|
|
| Sempra
| 3.800%
| 2/1/38
| 900
| 735
|
|
| Sempra
| 6.000%
| 10/15/39
| 639
| 646
|
|
| Sempra
| 4.000%
| 2/1/48
| 400
| 304
|
|
| Sempra
| 4.125%
| 4/1/52
| 950
| 876
|
|
| Sempra
| 6.875%
| 10/1/54
| 1,000
| 995
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Sierra Pacific Power Co.
| 2.600%
| 5/1/26
| 600
| 572
|
|
| Sierra Pacific Power Co.
| 5.900%
| 3/15/54
| 500
| 498
|
| 8
| Southern California Edison Co.
| 3.700%
| 8/1/25
| 700
| 686
|
| 8
| Southern California Edison Co.
| 1.200%
| 2/1/26
| 500
| 468
|
|
| Southern California Edison Co.
| 5.350%
| 3/1/26
| 825
| 824
|
|
| Southern California Edison Co.
| 4.875%
| 2/1/27
| 500
| 496
|
|
| Southern California Edison Co.
| 5.850%
| 11/1/27
| 500
| 510
|
| 8
| Southern California Edison Co.
| 3.650%
| 3/1/28
| 1,407
| 1,332
|
|
| Southern California Edison Co.
| 5.300%
| 3/1/28
| 525
| 526
|
|
| Southern California Edison Co.
| 5.650%
| 10/1/28
| 500
| 509
|
| 8
| Southern California Edison Co.
| 4.200%
| 3/1/29
| 200
| 191
|
|
| Southern California Edison Co.
| 6.650%
| 4/1/29
| 850
| 889
|
|
| Southern California Edison Co.
| 5.150%
| 6/1/29
| 825
| 825
|
|
| Southern California Edison Co.
| 2.850%
| 8/1/29
| 825
| 740
|
|
| Southern California Edison Co.
| 2.250%
| 6/1/30
| 300
| 254
|
| 8
| Southern California Edison Co.
| 2.500%
| 6/1/31
| 500
| 419
|
|
| Southern California Edison Co.
| 5.450%
| 6/1/31
| 300
| 302
|
|
| Southern California Edison Co.
| 2.750%
| 2/1/32
| 330
| 278
|
|
| Southern California Edison Co.
| 5.950%
| 11/1/32
| 500
| 517
|
|
| Southern California Edison Co.
| 5.200%
| 6/1/34
| 600
| 586
|
| 8
| Southern California Edison Co.
| 5.750%
| 4/1/35
| 508
| 516
|
| 8
| Southern California Edison Co.
| 5.350%
| 7/15/35
| 1,135
| 1,120
|
|
| Southern California Edison Co.
| 5.625%
| 2/1/36
| 500
| 498
|
| 8
| Southern California Edison Co.
| 5.550%
| 1/15/37
| 200
| 200
|
| 8
| Southern California Edison Co.
| 5.950%
| 2/1/38
| 200
| 203
|
|
| Southern California Edison Co.
| 5.500%
| 3/15/40
| 400
| 385
|
|
| Southern California Edison Co.
| 4.500%
| 9/1/40
| 505
| 435
|
|
| Southern California Edison Co.
| 4.050%
| 3/15/42
| 1,945
| 1,557
|
| 8
| Southern California Edison Co.
| 3.900%
| 3/15/43
| 475
| 369
|
| 8
| Southern California Edison Co.
| 3.600%
| 2/1/45
| 150
| 110
|
|
| Southern California Edison Co.
| 4.000%
| 4/1/47
| 1,920
| 1,469
|
| 8
| Southern California Edison Co.
| 4.125%
| 3/1/48
| 970
| 753
|
| 8
| Southern California Edison Co.
| 4.875%
| 3/1/49
| 400
| 347
|
|
| Southern California Edison Co.
| 3.650%
| 2/1/50
| 1,300
| 924
|
| 8
| Southern California Edison Co.
| 2.950%
| 2/1/51
| 500
| 309
|
| 8
| Southern California Edison Co.
| 3.650%
| 6/1/51
| 500
| 351
|
|
| Southern California Edison Co.
| 3.450%
| 2/1/52
| 500
| 339
|
|
| Southern California Edison Co.
| 5.700%
| 3/1/53
| 500
| 485
|
|
| Southern California Edison Co.
| 5.750%
| 4/15/54
| 500
| 489
|
| 8
| Southern California Gas Co.
| 2.600%
| 6/15/26
| 725
| 689
|
|
| Southern California Gas Co.
| 2.950%
| 4/15/27
| 600
| 565
|
| 8
| Southern California Gas Co.
| 2.550%
| 2/1/30
| 450
| 392
|
|
| Southern California Gas Co.
| 3.750%
| 9/15/42
| 330
| 257
|
| 8
| Southern California Gas Co.
| 4.125%
| 6/1/48
| 325
| 250
|
| 8
| Southern California Gas Co.
| 4.300%
| 1/15/49
| 200
| 160
|
| 8
| Southern California Gas Co.
| 3.950%
| 2/15/50
| 250
| 189
|
|
| Southern California Gas Co.
| 6.350%
| 11/15/52
| 500
| 539
|
|
| Southern California Gas Co.
| 5.750%
| 6/1/53
| 500
| 496
|
|
| Southern California Gas Co.
| 5.600%
| 4/1/54
| 500
| 491
|
|
| Southern Co.
| 5.150%
| 10/6/25
| 500
| 498
|
|
| Southern Co.
| 3.250%
| 7/1/26
| 500
| 481
|
|
| Southern Co.
| 5.113%
| 8/1/27
| 500
| 499
|
| 8
| Southern Co.
| 1.750%
| 3/15/28
| 50
| 44
|
|
| Southern Co.
| 4.850%
| 6/15/28
| 1,500
| 1,484
|
|
| Southern Co.
| 5.500%
| 3/15/29
| 1,550
| 1,571
|
|
| Southern Co.
| 5.700%
| 10/15/32
| 500
| 511
|
|
| Southern Co.
| 5.200%
| 6/15/33
| 1,200
| 1,180
|
|
| Southern Co.
| 5.700%
| 3/15/34
| 1,000
| 1,017
|
|
| Southern Co.
| 4.250%
| 7/1/36
| 575
| 509
|
|
| Southern Co.
| 4.400%
| 7/1/46
| 1,135
| 949
|
| 8
| Southern Co.
| 4.000%
| 1/15/51
| 1,200
| 1,163
|
| 8
| Southern Co.
| 3.750%
| 9/15/51
| 900
| 845
|
|
| 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
| 809
|
|
| Southern Co. Gas Capital Corp.
| 5.150%
| 9/15/32
| 531
| 528
|
|
| Southern Co. Gas Capital Corp.
| 5.750%
| 9/15/33
| 750
| 768
|
|
| Southern Co. Gas Capital Corp.
| 5.875%
| 3/15/41
| 125
| 125
|
|
| Southern Co. Gas Capital Corp.
| 4.400%
| 6/1/43
| 525
| 431
|
|
| Southern Co. Gas Capital Corp.
| 3.950%
| 10/1/46
| 975
| 731
|
|
| Southern Co. Gas Capital Corp.
| 4.400%
| 5/30/47
| 500
| 405
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Southern Power Co.
| 4.150%
| 12/1/25
| 375
| 369
|
|
| Southern Power Co.
| 5.150%
| 9/15/41
| 506
| 468
|
|
| Southern Power Co.
| 5.250%
| 7/15/43
| 500
| 463
|
| 8
| Southern Power Co.
| 4.950%
| 12/15/46
| 300
| 261
|
|
| Southwest Gas Corp.
| 5.800%
| 12/1/27
| 500
| 507
|
|
| Southwest Gas Corp.
| 3.700%
| 4/1/28
| 450
| 427
|
|
| Southwest Gas Corp.
| 4.050%
| 3/15/32
| 450
| 407
|
|
| Southwest Gas Corp.
| 3.800%
| 9/29/46
| 250
| 184
|
|
| Southwest Gas Corp.
| 4.150%
| 6/1/49
| 200
| 151
|
| 8
| Southwestern Electric Power Co.
| 1.650%
| 3/15/26
| 500
| 470
|
| 8
| Southwestern Electric Power Co.
| 2.750%
| 10/1/26
| 300
| 283
|
| 8
| Southwestern Electric Power Co.
| 4.100%
| 9/15/28
| 550
| 524
|
|
| Southwestern Electric Power Co.
| 5.300%
| 4/1/33
| 500
| 484
|
|
| Southwestern Electric Power Co.
| 6.200%
| 3/15/40
| 300
| 310
|
| 8
| Southwestern Electric Power Co.
| 3.900%
| 4/1/45
| 1,000
| 743
|
| 8
| Southwestern Electric Power Co.
| 3.850%
| 2/1/48
| 375
| 269
|
|
| Southwestern Electric Power Co.
| 3.250%
| 11/1/51
| 500
| 315
|
|
| Southwestern Public Service Co.
| 4.500%
| 8/15/41
| 345
| 289
|
|
| Southwestern Public Service Co.
| 3.400%
| 8/15/46
| 950
| 642
|
| 8
| Southwestern Public Service Co.
| 4.400%
| 11/15/48
| 1,000
| 788
|
|
| Southwestern Public Service Co.
| 3.750%
| 6/15/49
| 259
| 186
|
| 8
| Southwestern Public Service Co.
| 3.150%
| 5/1/50
| 550
| 349
|
|
| Southwestern Public Service Co.
| 6.000%
| 6/1/54
| 600
| 599
|
|
| Spire Missouri Inc.
| 4.800%
| 2/15/33
| 500
| 486
|
|
| Tampa Electric Co.
| 4.900%
| 3/1/29
| 500
| 497
|
|
| Tampa Electric Co.
| 2.400%
| 3/15/31
| 500
| 421
|
|
| Tampa Electric Co.
| 4.350%
| 5/15/44
| 150
| 124
|
|
| Tampa Electric Co.
| 4.300%
| 6/15/48
| 300
| 243
|
|
| Tampa Electric Co.
| 3.625%
| 6/15/50
| 250
| 179
|
|
| Tampa Electric Co.
| 3.450%
| 3/15/51
| 500
| 343
|
|
| Tampa Electric Co.
| 5.000%
| 7/15/52
| 500
| 448
|
|
| Toledo Edison Co.
| 6.150%
| 5/15/37
| 250
| 262
|
|
| Tucson Electric Power Co.
| 3.250%
| 5/15/32
| 300
| 262
|
|
| Tucson Electric Power Co.
| 4.850%
| 12/1/48
| 490
| 427
|
|
| Tucson Electric Power Co.
| 5.500%
| 4/15/53
| 500
| 481
|
|
| Union Electric Co.
| 2.950%
| 6/15/27
| 300
| 283
|
|
| Union Electric Co.
| 3.500%
| 3/15/29
| 350
| 330
|
|
| Union Electric Co.
| 2.950%
| 3/15/30
| 800
| 715
|
|
| Union Electric Co.
| 2.150%
| 3/15/32
| 500
| 402
|
|
| Union Electric Co.
| 5.200%
| 4/1/34
| 400
| 397
|
|
| Union Electric Co.
| 3.900%
| 9/15/42
| 425
| 342
|
|
| Union Electric Co.
| 3.650%
| 4/15/45
| 575
| 433
|
|
| Union Electric Co.
| 4.000%
| 4/1/48
| 1,100
| 854
|
|
| Union Electric Co.
| 3.250%
| 10/1/49
| 100
| 68
|
|
| Union Electric Co.
| 2.625%
| 3/15/51
| 800
| 475
|
|
| Union Electric Co.
| 3.900%
| 4/1/52
| 500
| 382
|
|
| Union Electric Co.
| 5.450%
| 3/15/53
| 500
| 482
|
|
| Union Electric Co.
| 5.250%
| 1/15/54
| 250
| 234
|
| 8
| Virginia Electric & Power Co.
| 2.950%
| 11/15/26
| 300
| 285
|
| 8
| Virginia Electric & Power Co.
| 3.500%
| 3/15/27
| 1,250
| 1,200
|
| 8
| Virginia Electric & Power Co.
| 3.800%
| 4/1/28
| 525
| 502
|
|
| Virginia Electric & Power Co.
| 2.300%
| 11/15/31
| 500
| 412
|
|
| Virginia Electric & Power Co.
| 2.400%
| 3/30/32
| 550
| 452
|
|
| Virginia Electric & Power Co.
| 5.000%
| 4/1/33
| 525
| 511
|
|
| Virginia Electric & Power Co.
| 5.300%
| 8/15/33
| 500
| 497
|
|
| Virginia Electric & Power Co.
| 5.000%
| 1/15/34
| 250
| 243
|
| 8
| Virginia Electric & Power Co.
| 6.000%
| 1/15/36
| 375
| 386
|
| 8
| Virginia Electric & Power Co.
| 6.000%
| 5/15/37
| 500
| 515
|
|
| Virginia Electric & Power Co.
| 6.350%
| 11/30/37
| 575
| 609
|
|
| Virginia Electric & Power Co.
| 8.875%
| 11/15/38
| 1,200
| 1,550
|
|
| Virginia Electric & Power Co.
| 4.000%
| 1/15/43
| 500
| 402
|
| 8
| Virginia Electric & Power Co.
| 4.650%
| 8/15/43
| 500
| 434
|
|
| Virginia Electric & Power Co.
| 4.450%
| 2/15/44
| 511
| 430
|
| 8
| Virginia Electric & Power Co.
| 4.200%
| 5/15/45
| 302
| 245
|
| 8
| Virginia Electric & Power Co.
| 4.000%
| 11/15/46
| 500
| 389
|
| 8
| Virginia Electric & Power Co.
| 3.800%
| 9/15/47
| 425
| 315
|
|
| Virginia Electric & Power Co.
| 4.600%
| 12/1/48
| 550
| 468
|
|
| Virginia Electric & Power Co.
| 3.300%
| 12/1/49
| 400
| 270
|
|
| Virginia Electric & Power Co.
| 2.450%
| 12/15/50
| 776
| 436
|
|
| Virginia Electric & Power Co.
| 2.950%
| 11/15/51
| 1,000
| 625
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Virginia Electric & Power Co.
| 4.625%
| 5/15/52
| 500
| 421
|
|
| Virginia Electric & Power Co.
| 5.450%
| 4/1/53
| 525
| 502
|
|
| Virginia Electric & Power Co.
| 5.700%
| 8/15/53
| 500
| 497
|
| 8
| Virginia Power Fuel Securitization LLC
| 5.088%
| 5/1/27
| 150
| 149
|
| 8
| Virginia Power Fuel Securitization LLC
| 4.877%
| 5/1/31
| 650
| 649
|
| 8
| Washington Gas Light Co.
| 3.796%
| 9/15/46
| 350
| 264
|
| 8
| Washington Gas Light Co.
| 3.650%
| 9/15/49
| 500
| 366
|
|
| WEC Energy Group Inc.
| 5.000%
| 9/27/25
| 500
| 497
|
|
| WEC Energy Group Inc.
| 4.750%
| 1/9/26
| 500
| 495
|
|
| WEC Energy Group Inc.
| 5.600%
| 9/12/26
| 500
| 502
|
|
| WEC Energy Group Inc.
| 5.150%
| 10/1/27
| 500
| 499
|
|
| WEC Energy Group Inc.
| 1.375%
| 10/15/27
| 500
| 443
|
|
| WEC Energy Group Inc.
| 4.750%
| 1/15/28
| 500
| 495
|
|
| WEC Energy Group Inc.
| 2.200%
| 12/15/28
| 500
| 441
|
|
| WEC Energy Group Inc.
| 1.800%
| 10/15/30
| 1,000
| 814
|
|
| Wisconsin Electric Power Co.
| 1.700%
| 6/15/28
| 50
| 44
|
|
| Wisconsin Electric Power Co.
| 5.000%
| 5/15/29
| 500
| 500
|
|
| Wisconsin Electric Power Co.
| 4.750%
| 9/30/32
| 431
| 421
|
|
| Wisconsin Electric Power Co.
| 5.625%
| 5/15/33
| 200
| 208
|
|
| Wisconsin Electric Power Co.
| 4.300%
| 10/15/48
| 250
| 206
|
|
| Wisconsin Power & Light Co.
| 4.950%
| 4/1/33
| 500
| 484
|
|
| Wisconsin Power & Light Co.
| 5.375%
| 3/30/34
| 300
| 298
|
|
| Wisconsin Power & Light Co.
| 6.375%
| 8/15/37
| 300
| 314
|
|
| Wisconsin Power & Light Co.
| 3.650%
| 4/1/50
| 250
| 179
|
|
| Wisconsin Public Service Corp.
| 5.350%
| 11/10/25
| 500
| 499
|
|
| Wisconsin Public Service Corp.
| 3.671%
| 12/1/42
| 75
| 59
|
|
| Wisconsin Public Service Corp.
| 2.850%
| 12/1/51
| 500
| 309
|
|
| Xcel Energy Inc.
| 1.750%
| 3/15/27
| 500
| 455
|
|
| Xcel Energy Inc.
| 4.000%
| 6/15/28
| 1,000
| 953
|
|
| Xcel Energy Inc.
| 2.600%
| 12/1/29
| 240
| 209
|
|
| Xcel Energy Inc.
| 3.400%
| 6/1/30
| 450
| 404
|
|
| Xcel Energy Inc.
| 2.350%
| 11/15/31
| 500
| 404
|
|
| Xcel Energy Inc.
| 5.500%
| 3/15/34
| 675
| 665
|
|
| Xcel Energy Inc.
| 6.500%
| 7/1/36
| 610
| 635
|
|
| Xcel Energy Inc.
| 3.500%
| 12/1/49
| 400
| 271
|
|
|
|
|
|
|
| 527,825
|
| Total Corporate Bonds (Cost $6,169,517)
| 5,545,781
|
| Sovereign Bonds (1.3%)
|
| 8
| African Development Bank
| 0.875%
| 3/23/26
| 2,500
| 2,335
|
| 8
| African Development Bank
| 0.875%
| 7/22/26
| 1,600
| 1,479
|
|
| African Development Bank
| 4.625%
| 1/4/27
| 1,100
| 1,098
|
|
| African Development Bank
| 4.125%
| 2/25/27
| 1,800
| 1,775
|
| 8
| African Development Bank
| 4.375%
| 11/3/27
| 250
| 248
|
|
| African Development Bank
| 4.375%
| 3/14/28
| 4,500
| 4,469
|
| 8
| African Development Bank
| 5.750%
| 8/7/72
| 300
| 289
|
| 8
| Asian Development Bank
| 0.375%
| 9/3/25
| 6,129
| 5,806
|
|
| Asian Development Bank
| 4.250%
| 1/9/26
| 3,875
| 3,836
|
| 8
| Asian Development Bank
| 0.500%
| 2/4/26
| 4,000
| 3,732
|
| 8
| Asian Development Bank
| 1.000%
| 4/14/26
| 3,000
| 2,804
|
| 8
| Asian Development Bank
| 2.000%
| 4/24/26
| 400
| 380
|
| 8
| Asian Development Bank
| 4.875%
| 5/21/26
| 5,000
| 5,002
|
| 8
| Asian Development Bank
| 1.750%
| 8/14/26
| 1,841
| 1,731
|
| 8
| Asian Development Bank
| 2.625%
| 1/12/27
| 800
| 761
|
| 8
| Asian Development Bank
| 4.125%
| 1/12/27
| 2,500
| 2,467
|
| 8
| Asian Development Bank
| 1.500%
| 1/20/27
| 3,525
| 3,259
|
| 8
| Asian Development Bank
| 2.500%
| 11/2/27
| 2,985
| 2,795
|
| 8
| Asian Development Bank
| 2.750%
| 1/19/28
| 1,000
| 941
|
| 8
| Asian Development Bank
| 3.750%
| 4/25/28
| 2,425
| 2,359
|
| 8
| Asian Development Bank
| 1.250%
| 6/9/28
| 500
| 441
|
| 8
| Asian Development Bank
| 4.500%
| 8/25/28
| 2,900
| 2,899
|
| 8
| Asian Development Bank
| 3.125%
| 9/26/28
| 1,600
| 1,517
|
| 8
| Asian Development Bank
| 4.375%
| 3/6/29
| 2,350
| 2,342
|
| 8
| Asian Development Bank
| 1.750%
| 9/19/29
| 200
| 175
|
| 8
| Asian Development Bank
| 1.875%
| 1/24/30
| 1,000
| 874
|
| 8
| Asian Development Bank
| 0.750%
| 10/8/30
| 1,500
| 1,199
|
| 8
| Asian Development Bank
| 1.500%
| 3/4/31
| 3,000
| 2,493
|
|
| Asian Development Bank
| 3.125%
| 4/27/32
| 2,500
| 2,282
|
| 8
| Asian Development Bank
| 3.875%
| 9/28/32
| 900
| 861
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Asian Development Bank
| 4.000%
| 1/12/33
| 1,880
| 1,813
|
| 8
| Asian Development Bank
| 3.875%
| 6/14/33
| 1,675
| 1,598
|
| 8
| Asian Development Bank
| 4.125%
| 1/12/34
| 2,000
| 1,944
|
|
| Asian Infrastructure Investment Bank
| 3.375%
| 6/29/25
| 1,500
| 1,473
|
|
| Asian Infrastructure Investment Bank
| 0.500%
| 1/27/26
| 2,700
| 2,520
|
|
| Asian Infrastructure Investment Bank
| 4.875%
| 9/14/26
| 1,410
| 1,413
|
|
| Asian Infrastructure Investment Bank
| 4.000%
| 1/18/28
| 2,125
| 2,085
|
|
| Asian Infrastructure Investment Bank
| 4.125%
| 1/18/29
| 1,500
| 1,479
|
|
| Asian Infrastructure Investment Bank
| 4.250%
| 3/13/34
| 625
| 610
|
|
| Canadian Government Bond
| 0.750%
| 5/19/26
| 5,200
| 4,826
|
|
| Canadian Government Bond
| 3.750%
| 4/26/28
| 2,500
| 2,432
|
|
| Canadian Government Bond
| 4.625%
| 4/30/29
| 1,705
| 1,718
|
|
| Corp. Andina de Fomento
| 1.625%
| 9/23/25
| 600
| 572
|
|
| Corp. Andina de Fomento
| 5.250%
| 11/21/25
| 2,160
| 2,154
|
|
| Corp. Andina de Fomento
| 4.750%
| 4/1/26
| 600
| 594
|
|
| Corp. Andina de Fomento
| 2.250%
| 2/8/27
| 620
| 577
|
|
| Corp. Andina de Fomento
| 6.000%
| 4/26/27
| 900
| 920
|
|
| Corp. Andina de Fomento
| 5.000%
| 1/24/29
| 500
| 500
|
|
| Council of Europe Development Bank
| 3.750%
| 5/25/26
| 1,025
| 1,005
|
|
| Council of Europe Development Bank
| 0.875%
| 9/22/26
| 1,000
| 919
|
|
| Council of Europe Development Bank
| 4.625%
| 6/11/27
| 529
| 529
|
|
| Council of Europe Development Bank
| 3.625%
| 1/26/28
| 1,320
| 1,279
|
|
| Council of Europe Development Bank
| 4.125%
| 1/24/29
| 400
| 394
|
|
| Equinor ASA
| 3.000%
| 4/6/27
| 941
| 894
|
|
| Equinor ASA
| 3.625%
| 9/10/28
| 1,200
| 1,146
|
|
| Equinor ASA
| 3.125%
| 4/6/30
| 500
| 456
|
|
| Equinor ASA
| 2.375%
| 5/22/30
| 1,500
| 1,309
|
|
| Equinor ASA
| 5.100%
| 8/17/40
| 2,100
| 2,030
|
|
| Equinor ASA
| 4.250%
| 11/23/41
| 325
| 283
|
|
| Equinor ASA
| 3.950%
| 5/15/43
| 175
| 144
|
|
| Equinor ASA
| 4.800%
| 11/8/43
| 1,015
| 941
|
|
| Equinor ASA
| 3.250%
| 11/18/49
| 750
| 524
|
|
| Equinor ASA
| 3.700%
| 4/6/50
| 2,360
| 1,793
|
| 8
| European Bank for Reconstruction & Development
| 0.500%
| 11/25/25
| 1,600
| 1,504
|
| 8
| European Bank for Reconstruction & Development
| 0.500%
| 1/28/26
| 2,000
| 1,867
|
| 8
| European Bank for Reconstruction & Development
| 4.375%
| 3/9/28
| 3,650
| 3,629
|
|
| European Bank for Reconstruction & Development
| 4.125%
| 1/25/29
| 200
| 197
|
| 8
| European Bank for Reconstruction & Development
| 4.250%
| 3/13/34
| 850
| 832
|
|
| European Investment Bank
| 0.625%
| 7/25/25
| 3,700
| 3,530
|
|
| European Investment Bank
| 2.750%
| 8/15/25
| 3,000
| 2,925
|
|
| European Investment Bank
| 0.375%
| 12/15/25
| 5,500
| 5,149
|
|
| European Investment Bank
| 0.375%
| 3/26/26
| 5,000
| 4,631
|
|
| European Investment Bank
| 2.125%
| 4/13/26
| 1,000
| 954
|
|
| European Investment Bank
| 0.750%
| 10/26/26
| 1,950
| 1,783
|
| 8
| European Investment Bank
| 1.375%
| 3/15/27
| 2,775
| 2,547
|
|
| European Investment Bank
| 4.375%
| 3/19/27
| 3,400
| 3,377
|
|
| European Investment Bank
| 2.375%
| 5/24/27
| 5,166
| 4,860
|
|
| European Investment Bank
| 0.625%
| 10/21/27
| 500
| 440
|
|
| European Investment Bank
| 3.250%
| 11/15/27
| 2,500
| 2,399
|
|
| European Investment Bank
| 3.875%
| 3/15/28
| 4,300
| 4,205
|
|
| European Investment Bank
| 4.500%
| 10/16/28
| 2,775
| 2,777
|
|
| European Investment Bank
| 4.000%
| 2/15/29
| 2,300
| 2,256
|
|
| European Investment Bank
| 4.750%
| 6/15/29
| 5,000
| 5,065
|
|
| European Investment Bank
| 1.625%
| 10/9/29
| 350
| 304
|
|
| European Investment Bank
| 0.875%
| 5/17/30
| 400
| 327
|
|
| European Investment Bank
| 3.625%
| 7/15/30
| 3,775
| 3,612
|
|
| European Investment Bank
| 0.750%
| 9/23/30
| 1,200
| 963
|
|
| European Investment Bank
| 1.250%
| 2/14/31
| 3,000
| 2,461
|
|
| European Investment Bank
| 3.750%
| 2/14/33
| 2,100
| 1,995
|
|
| European Investment Bank
| 4.125%
| 2/13/34
| 3,600
| 3,494
|
|
| European Investment Bank
| 4.875%
| 2/15/36
| 1,300
| 1,334
|
| 12
| Export Development Canada
| 3.375%
| 8/26/25
| 2,400
| 2,354
|
| 12
| Export Development Canada
| 4.375%
| 6/29/26
| 2,500
| 2,478
|
| 12
| Export Development Canada
| 3.000%
| 5/25/27
| 1,700
| 1,625
|
| 12
| Export Development Canada
| 3.875%
| 2/14/28
| 1,900
| 1,857
|
| 12
| Export Development Canada
| 4.125%
| 2/13/29
| 2,750
| 2,710
|
| 12
| Export Development Canada
| 4.750%
| 6/5/34
| 740
| 755
|
|
| Export-Import Bank of Korea
| 5.375%
| 9/18/25
| 1,000
| 1,002
|
|
| Export-Import Bank of Korea
| 3.250%
| 11/10/25
| 300
| 292
|
|
| Export-Import Bank of Korea
| 4.875%
| 1/11/26
| 400
| 399
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Export-Import Bank of Korea
| 0.625%
| 2/9/26
| 500
| 466
|
|
| Export-Import Bank of Korea
| 2.625%
| 5/26/26
| 925
| 885
|
|
| Export-Import Bank of Korea
| 1.125%
| 12/29/26
| 205
| 187
|
|
| Export-Import Bank of Korea
| 4.625%
| 1/11/27
| 200
| 198
|
|
| Export-Import Bank of Korea
| 1.625%
| 1/18/27
| 400
| 369
|
|
| Export-Import Bank of Korea
| 2.375%
| 4/21/27
| 1,020
| 952
|
|
| Export-Import Bank of Korea
| 4.250%
| 9/15/27
| 650
| 637
|
|
| Export-Import Bank of Korea
| 5.000%
| 1/11/28
| 500
| 503
|
|
| Export-Import Bank of Korea
| 4.500%
| 1/11/29
| 200
| 198
|
|
| Export-Import Bank of Korea
| 1.250%
| 9/21/30
| 1,600
| 1,288
|
|
| Export-Import Bank of Korea
| 1.375%
| 2/9/31
| 500
| 400
|
|
| Export-Import Bank of Korea
| 2.125%
| 1/18/32
| 650
| 535
|
|
| Export-Import Bank of Korea
| 4.500%
| 9/15/32
| 500
| 483
|
|
| Export-Import Bank of Korea
| 5.125%
| 1/11/33
| 730
| 735
|
|
| Export-Import Bank of Korea
| 5.125%
| 9/18/33
| 600
| 605
|
|
| Export-Import Bank of Korea
| 2.500%
| 6/29/41
| 875
| 615
|
| 8
| Hong Kong Government International Bond
| 1.750%
| 11/24/31
| 825
| 685
|
|
| Inter-American Development Bank
| 0.625%
| 7/15/25
| 5,100
| 4,870
|
| 8
| Inter-American Development Bank
| 0.875%
| 4/20/26
| 4,000
| 3,728
|
| 8
| Inter-American Development Bank
| 4.500%
| 5/15/26
| 2,250
| 2,236
|
| 8
| Inter-American Development Bank
| 2.000%
| 6/2/26
| 1,915
| 1,816
|
|
| Inter-American Development Bank
| 2.000%
| 7/23/26
| 1,615
| 1,528
|
|
| Inter-American Development Bank
| 4.375%
| 2/1/27
| 1,760
| 1,748
|
|
| Inter-American Development Bank
| 2.375%
| 7/7/27
| 800
| 750
|
|
| Inter-American Development Bank
| 0.625%
| 9/16/27
| 3,700
| 3,267
|
|
| Inter-American Development Bank
| 4.000%
| 1/12/28
| 4,550
| 4,467
|
|
| Inter-American Development Bank
| 1.125%
| 7/20/28
| 2,000
| 1,753
|
|
| Inter-American Development Bank
| 3.125%
| 9/18/28
| 2,200
| 2,086
|
|
| Inter-American Development Bank
| 4.125%
| 2/15/29
| 2,100
| 2,071
|
|
| Inter-American Development Bank
| 2.250%
| 6/18/29
| 1,000
| 903
|
| 8
| Inter-American Development Bank
| 1.125%
| 1/13/31
| 3,500
| 2,843
|
| 8
| Inter-American Development Bank
| 3.500%
| 4/12/33
| 1,925
| 1,784
|
| 8
| Inter-American Development Bank
| 4.500%
| 9/13/33
| 2,300
| 2,297
|
| 8
| Inter-American Development Bank
| 3.875%
| 10/28/41
| 1,600
| 1,405
|
|
| Inter-American Development Bank
| 3.200%
| 8/7/42
| 550
| 439
|
|
| Inter-American Development Bank
| 4.375%
| 1/24/44
| 450
| 420
|
|
| Inter-American Investment Corp.
| 4.125%
| 2/15/28
| 1,050
| 1,029
|
|
| Inter-American Investment Corp.
| 4.750%
| 9/19/28
| 475
| 477
|
|
| Inter-American Investment Corp.
| 4.250%
| 2/14/29
| 775
| 764
|
|
| International Bank for Reconstruction & Development
| 0.375%
| 7/28/25
| 5,000
| 4,756
|
| 8
| International Bank for Reconstruction & Development
| 2.500%
| 7/29/25
| 4,600
| 4,476
|
|
| International Bank for Reconstruction & Development
| 0.500%
| 10/28/25
| 6,000
| 5,656
|
| 8
| International Bank for Reconstruction & Development
| 3.125%
| 11/20/25
| 2,000
| 1,950
|
|
| International Bank for Reconstruction & Development
| 4.750%
| 4/10/26
| 1,400
| 1,398
|
|
| International Bank for Reconstruction & Development
| 0.875%
| 7/15/26
| 2,275
| 2,106
|
| 8
| International Bank for Reconstruction & Development
| 1.875%
| 10/27/26
| 356
| 334
|
|
| International Bank for Reconstruction & Development
| 3.125%
| 6/15/27
| 6,250
| 5,999
|
|
| International Bank for Reconstruction & Development
| 0.750%
| 11/24/27
| 2,500
| 2,204
|
|
| International Bank for Reconstruction & Development
| 3.500%
| 7/12/28
| 4,250
| 4,096
|
|
| International Bank for Reconstruction & Development
| 4.625%
| 8/1/28
| 3,525
| 3,542
|
|
| International Bank for Reconstruction & Development
| 1.125%
| 9/13/28
| 4,625
| 4,036
|
|
| International Bank for Reconstruction & Development
| 3.625%
| 9/21/29
| 500
| 481
|
| 8
| International Bank for Reconstruction & Development
| 1.750%
| 10/23/29
| 1,500
| 1,310
|
|
| International Bank for Reconstruction & Development
| 3.875%
| 2/14/30
| 5,475
| 5,318
|
|
| International Bank for Reconstruction & Development
| 0.875%
| 5/14/30
| 1,000
| 817
|
|
| International Bank for Reconstruction & Development
| 4.000%
| 7/25/30
| 2,925
| 2,854
|
|
| International Bank for Reconstruction & Development
| 0.750%
| 8/26/30
| 4,250
| 3,411
|
|
| International Bank for Reconstruction & Development
| 4.000%
| 1/10/31
| 2,000
| 1,948
|
|
| International Bank for Reconstruction & Development
| 1.250%
| 2/10/31
| 6,000
| 4,906
|
|
| International Bank for Reconstruction & Development
| 4.500%
| 4/10/31
| 3,250
| 3,257
|
|
| International Bank for Reconstruction & Development
| 1.625%
| 11/3/31
| 8,500
| 7,005
|
|
| International Bank for Reconstruction & Development
| 2.500%
| 3/29/32
| 3,000
| 2,621
|
|
| International Bank for Reconstruction & Development
| 4.750%
| 11/14/33
| 1,500
| 1,530
|
| 8
| International Bank for Reconstruction & Development
| 4.750%
| 2/15/35
| 450
| 454
|
| 8
| International Finance Corp.
| 0.375%
| 7/16/25
| 1,000
| 952
|
| 8
| International Finance Corp.
| 2.125%
| 4/7/26
| 1,505
| 1,436
|
| 8
| International Finance Corp.
| 4.375%
| 1/15/27
| 850
| 844
|
| 8
| International Finance Corp.
| 4.500%
| 7/13/28
| 850
| 851
|
| 6,8
| International Finance Corp.
| 4.250%
| 7/2/29
| 3,000
| 2,976
|
|
| International Finance Corp.
| 0.750%
| 8/27/30
| 800
| 642
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 13
| Japan Bank for International Cooperation
| 0.625%
| 7/15/25
| 2,000
| 1,906
|
| 13
| Japan Bank for International Cooperation
| 4.250%
| 1/26/26
| 2,250
| 2,220
|
| 13
| Japan Bank for International Cooperation
| 4.250%
| 4/27/26
| 1,125
| 1,109
|
| 13
| Japan Bank for International Cooperation
| 2.875%
| 6/1/27
| 1,500
| 1,421
|
| 13
| Japan Bank for International Cooperation
| 2.875%
| 7/21/27
| 500
| 473
|
| 13
| Japan Bank for International Cooperation
| 2.750%
| 11/16/27
| 2,200
| 2,061
|
| 13
| Japan Bank for International Cooperation
| 4.625%
| 7/19/28
| 575
| 573
|
| 13
| Japan Bank for International Cooperation
| 3.250%
| 7/20/28
| 1,300
| 1,231
|
| 13
| Japan Bank for International Cooperation
| 4.875%
| 10/18/28
| 200
| 202
|
| 13
| Japan Bank for International Cooperation
| 3.500%
| 10/31/28
| 1,500
| 1,429
|
| 13
| Japan Bank for International Cooperation
| 2.125%
| 2/16/29
| 1,930
| 1,727
|
| 13
| Japan Bank for International Cooperation
| 2.000%
| 10/17/29
| 300
| 263
|
| 13
| Japan Bank for International Cooperation
| 1.250%
| 1/21/31
| 1,000
| 810
|
| 13
| Japan Bank for International Cooperation
| 4.375%
| 1/24/31
| 300
| 296
|
| 13
| Japan Bank for International Cooperation
| 1.875%
| 4/15/31
| 500
| 420
|
| 13
| Japan Bank for International Cooperation
| 4.625%
| 4/17/34
| 1,000
| 999
|
| 13
| Japan International Cooperation Agency
| 2.750%
| 4/27/27
| 700
| 661
|
| 13
| Japan International Cooperation Agency
| 3.250%
| 5/25/27
| 3,000
| 2,869
|
| 13
| Japan International Cooperation Agency
| 4.000%
| 5/23/28
| 600
| 582
|
| 13
| Japan International Cooperation Agency
| 3.375%
| 6/12/28
| 550
| 522
|
| 13
| Japan International Cooperation Agency
| 4.750%
| 5/21/29
| 406
| 408
|
| 13
| Japan International Cooperation Agency
| 1.000%
| 7/22/30
| 200
| 161
|
| 13
| Japan International Cooperation Agency
| 1.750%
| 4/28/31
| 500
| 414
|
| 14
| KFW
| 0.375%
| 7/18/25
| 6,000
| 5,712
|
| 14
| KFW
| 5.125%
| 9/29/25
| 2,025
| 2,026
|
| 14
| KFW
| 0.625%
| 1/22/26
| 4,000
| 3,744
|
| 14
| KFW
| 5.000%
| 3/16/26
| 9,000
| 9,015
|
| 14
| KFW
| 3.625%
| 4/1/26
| 2,750
| 2,693
|
| 14
| KFW
| 4.625%
| 8/7/26
| 3,275
| 3,265
|
| 14
| KFW
| 1.000%
| 10/1/26
| 9,000
| 8,296
|
| 14
| KFW
| 4.375%
| 3/1/27
| 2,925
| 2,905
|
| 14
| KFW
| 3.000%
| 5/20/27
| 585
| 560
|
| 14
| KFW
| 3.750%
| 2/15/28
| 3,825
| 3,724
|
| 14
| KFW
| 2.875%
| 4/3/28
| 2,300
| 2,170
|
| 14
| KFW
| 3.875%
| 6/15/28
| 3,525
| 3,446
|
| 14
| KFW
| 4.000%
| 3/15/29
| 1,200
| 1,177
|
| 14
| KFW
| 1.750%
| 9/14/29
| 900
| 789
|
| 14
| KFW
| 0.750%
| 9/30/30
| 2,000
| 1,604
|
| 14
| KFW
| 4.750%
| 10/29/30
| 1,275
| 1,296
|
| 14
| KFW
| 4.125%
| 7/15/33
| 3,200
| 3,111
|
| 14
| KFW
| 4.375%
| 2/28/34
| 1,275
| 1,264
|
| 14
| KFW
| 0.000%
| 4/18/36
| 600
| 349
|
| 14
| KFW
| 0.000%
| 6/29/37
| 1,700
| 934
|
|
| Korea Development Bank
| 3.000%
| 1/13/26
| 2,300
| 2,231
|
|
| Korea Development Bank
| 5.375%
| 10/23/26
| 500
| 504
|
|
| Korea Development Bank
| 4.625%
| 2/15/27
| 900
| 894
|
|
| Korea Development Bank
| 1.375%
| 4/25/27
| 500
| 454
|
|
| Korea Development Bank
| 4.375%
| 2/15/28
| 2,150
| 2,119
|
|
| Korea Development Bank
| 5.375%
| 10/23/28
| 500
| 512
|
|
| Korea Development Bank
| 4.500%
| 2/15/29
| 1,000
| 990
|
|
| Korea Development Bank
| 1.625%
| 1/19/31
| 1,000
| 814
|
|
| Korea Development Bank
| 2.000%
| 10/25/31
| 500
| 409
|
|
| Korea Development Bank
| 4.375%
| 2/15/33
| 1,600
| 1,527
|
|
| Korea Development Bank
| 5.625%
| 10/23/33
| 500
| 522
|
| 14
| Landwirtschaftliche Rentenbank
| 0.875%
| 3/30/26
| 2,400
| 2,239
|
| 8,14
| Landwirtschaftliche Rentenbank
| 1.750%
| 7/27/26
| 825
| 776
|
| 8,14
| Landwirtschaftliche Rentenbank
| 2.500%
| 11/15/27
| 1,595
| 1,490
|
| 8,14
| Landwirtschaftliche Rentenbank
| 3.875%
| 6/14/28
| 1,250
| 1,220
|
| 14
| Landwirtschaftliche Rentenbank
| 4.625%
| 4/17/29
| 1,090
| 1,098
|
| 14
| Landwirtschaftliche Rentenbank
| 0.875%
| 9/3/30
| 1,000
| 807
|
| 8,14
| Landwirtschaftliche Rentenbank
| 5.000%
| 10/24/33
| 800
| 828
|
|
| Nordic Investment Bank
| 0.375%
| 9/11/25
| 1,500
| 1,419
|
|
| Nordic Investment Bank
| 5.000%
| 10/15/25
| 490
| 490
|
| 8
| Nordic Investment Bank
| 0.500%
| 1/21/26
| 1,000
| 934
|
|
| Nordic Investment Bank
| 4.375%
| 3/14/28
| 2,900
| 2,881
|
|
| Nordic Investment Bank
| 4.250%
| 2/28/29
| 1,075
| 1,065
|
| 15
| Oesterreichische Kontrollbank AG
| 0.375%
| 9/17/25
| 1,500
| 1,417
|
| 15
| Oesterreichische Kontrollbank AG
| 4.125%
| 1/20/26
| 580
| 573
|
| 8,15
| Oesterreichische Kontrollbank AG
| 0.500%
| 2/2/26
| 2,200
| 2,051
|
| 15
| Oesterreichische Kontrollbank AG
| 5.000%
| 10/23/26
| 580
| 583
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 15
| Oesterreichische Kontrollbank AG
| 4.750%
| 5/21/27
| 1,568
| 1,572
|
| 15
| Oesterreichische Kontrollbank AG
| 3.625%
| 9/9/27
| 2,000
| 1,940
|
| 15
| Oesterreichische Kontrollbank AG
| 4.250%
| 3/1/28
| 1,800
| 1,777
|
| 8,15
| Oesterreichische Kontrollbank AG
| 4.125%
| 1/18/29
| 600
| 591
|
| 8
| Oriental Republic of Uruguay
| 4.375%
| 10/27/27
| 975
| 966
|
| 8
| Oriental Republic of Uruguay
| 4.375%
| 1/23/31
| 2,302
| 2,239
|
| 8
| Oriental Republic of Uruguay
| 5.750%
| 10/28/34
| 1,055
| 1,100
|
| 8
| Oriental Republic of Uruguay
| 7.625%
| 3/21/36
| 885
| 1,048
|
| 8
| Oriental Republic of Uruguay
| 4.125%
| 11/20/45
| 1,029
| 892
|
| 8
| Oriental Republic of Uruguay
| 5.100%
| 6/18/50
| 2,535
| 2,386
|
| 8
| Oriental Republic of Uruguay
| 4.975%
| 4/20/55
| 2,680
| 2,443
|
| 16
| Petroleos Mexicanos
| 2.378%
| 4/15/25
| 20
| 19
|
|
| Province of Alberta
| 3.300%
| 3/15/28
| 1,100
| 1,049
|
|
| Province of Alberta
| 4.500%
| 6/26/29
| 1,000
| 996
|
|
| Province of Alberta
| 1.300%
| 7/22/30
| 2,566
| 2,117
|
|
| Province of Alberta
| 4.500%
| 1/24/34
| 1,000
| 979
|
|
| Province of British Columbia
| 2.250%
| 6/2/26
| 1,707
| 1,624
|
|
| Province of British Columbia
| 0.900%
| 7/20/26
| 1,275
| 1,177
|
|
| Province of British Columbia
| 4.800%
| 11/15/28
| 1,100
| 1,108
|
|
| Province of British Columbia
| 4.900%
| 4/24/29
| 2,100
| 2,125
|
|
| Province of British Columbia
| 1.300%
| 1/29/31
| 500
| 407
|
|
| Province of British Columbia
| 4.200%
| 7/6/33
| 1,100
| 1,055
|
|
| Province of British Columbia
| 4.750%
| 6/12/34
| 2,688
| 2,676
|
|
| Province of Manitoba
| 2.125%
| 6/22/26
| 850
| 805
|
|
| Province of Manitoba
| 4.300%
| 7/27/33
| 950
| 917
|
|
| Province of Manitoba
| 4.900%
| 5/31/34
| 665
| 669
|
|
| Province of New Brunswick
| 3.625%
| 2/24/28
| 500
| 479
|
|
| Province of Ontario
| 2.500%
| 4/27/26
| 1,000
| 958
|
|
| Province of Ontario
| 2.300%
| 6/15/26
| 2,000
| 1,903
|
|
| Province of Ontario
| 3.100%
| 5/19/27
| 4,025
| 3,849
|
|
| Province of Ontario
| 4.200%
| 1/18/29
| 1,600
| 1,572
|
|
| Province of Ontario
| 2.000%
| 10/2/29
| 1,700
| 1,495
|
|
| Province of Ontario
| 1.125%
| 10/7/30
| 2,800
| 2,267
|
|
| Province of Ontario
| 1.600%
| 2/25/31
| 5,000
| 4,136
|
|
| Province of Ontario
| 1.800%
| 10/14/31
| 500
| 412
|
|
| Province of Ontario
| 5.050%
| 4/24/34
| 1,457
| 1,489
|
|
| Province of Quebec
| 0.600%
| 7/23/25
| 1,500
| 1,429
|
|
| Province of Quebec
| 2.500%
| 4/20/26
| 700
| 671
|
|
| Province of Quebec
| 2.750%
| 4/12/27
| 3,250
| 3,085
|
|
| Province of Quebec
| 3.625%
| 4/13/28
| 1,150
| 1,108
|
|
| Province of Quebec
| 4.500%
| 4/3/29
| 2,525
| 2,512
|
| 8
| Province of Quebec
| 7.500%
| 9/15/29
| 1,075
| 1,215
|
|
| Province of Quebec
| 1.350%
| 5/28/30
| 1,200
| 998
|
|
| Province of Quebec
| 1.900%
| 4/21/31
| 800
| 672
|
|
| Province of Quebec
| 4.500%
| 9/8/33
| 1,225
| 1,201
|
|
| Province of Saskatchewan
| 3.250%
| 6/8/27
| 700
| 671
|
|
| Republic of Chile
| 3.125%
| 1/21/26
| 710
| 685
|
| 8
| Republic of Chile
| 2.750%
| 1/31/27
| 1,525
| 1,432
|
| 8
| Republic of Chile
| 3.240%
| 2/6/28
| 2,660
| 2,496
|
| 8
| Republic of Chile
| 4.850%
| 1/22/29
| 400
| 395
|
| 8
| Republic of Chile
| 2.450%
| 1/31/31
| 921
| 785
|
| 8
| Republic of Chile
| 2.550%
| 1/27/32
| 279
| 234
|
| 8
| Republic of Chile
| 2.550%
| 7/27/33
| 2,709
| 2,195
|
| 8
| Republic of Chile
| 3.500%
| 1/31/34
| 1,808
| 1,569
|
| 8
| Republic of Chile
| 4.950%
| 1/5/36
| 1,601
| 1,534
|
| 8
| Republic of Chile
| 3.100%
| 5/7/41
| 2,440
| 1,785
|
| 8
| Republic of Chile
| 4.340%
| 3/7/42
| 1,236
| 1,065
|
|
| Republic of Chile
| 3.860%
| 6/21/47
| 1,100
| 852
|
| 8
| Republic of Chile
| 3.500%
| 1/25/50
| 1,915
| 1,377
|
| 8
| Republic of Chile
| 4.000%
| 1/31/52
| 1,465
| 1,130
|
| 8
| Republic of Chile
| 5.330%
| 1/5/54
| 900
| 848
|
| 8
| Republic of Chile
| 3.100%
| 1/22/61
| 1,675
| 1,034
|
| 8
| Republic of Chile
| 3.250%
| 9/21/71
| 500
| 308
|
|
| Republic of Hungary
| 7.625%
| 3/29/41
| 1,350
| 1,536
|
| 8
| Republic of Indonesia
| 4.150%
| 9/20/27
| 650
| 631
|
|
| Republic of Indonesia
| 3.500%
| 1/11/28
| 1,300
| 1,227
|
| 8
| Republic of Indonesia
| 4.550%
| 1/11/28
| 850
| 832
|
|
| Republic of Indonesia
| 4.100%
| 4/24/28
| 1,000
| 963
|
|
| Republic of Indonesia
| 4.750%
| 2/11/29
| 1,350
| 1,330
|
| 8
| Republic of Indonesia
| 4.400%
| 3/10/29
| 200
| 194
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Republic of Indonesia
| 3.400%
| 9/18/29
| 1,100
| 1,013
|
|
| Republic of Indonesia
| 2.850%
| 2/14/30
| 350
| 310
|
|
| Republic of Indonesia
| 3.850%
| 10/15/30
| 2,100
| 1,952
|
|
| Republic of Indonesia
| 1.850%
| 3/12/31
| 600
| 489
|
| 8
| Republic of Indonesia
| 2.150%
| 7/28/31
| 1,100
| 903
|
| 8
| Republic of Indonesia
| 3.550%
| 3/31/32
| 1,250
| 1,121
|
| 8
| Republic of Indonesia
| 4.700%
| 2/10/34
| 775
| 748
|
|
| Republic of Indonesia
| 4.350%
| 1/11/48
| 2,075
| 1,768
|
|
| Republic of Indonesia
| 5.350%
| 2/11/49
| 1,500
| 1,482
|
|
| Republic of Indonesia
| 3.700%
| 10/30/49
| 825
| 627
|
|
| Republic of Indonesia
| 4.200%
| 10/15/50
| 2,005
| 1,652
|
|
| Republic of Indonesia
| 3.050%
| 3/12/51
| 850
| 575
|
| 8
| Republic of Indonesia
| 4.300%
| 3/31/52
| 700
| 584
|
| 8
| Republic of Indonesia
| 5.450%
| 9/20/52
| 200
| 198
|
| 8
| Republic of Indonesia
| 5.650%
| 1/11/53
| 700
| 708
|
| 8
| Republic of Indonesia
| 5.100%
| 2/10/54
| 1,075
| 1,012
|
| 8
| Republic of Indonesia
| 3.200%
| 9/23/61
| 800
| 513
|
|
| Republic of Indonesia
| 4.450%
| 4/15/70
| 750
| 614
|
|
| Republic of Indonesia
| 3.350%
| 3/12/71
| 500
| 321
|
|
| Republic of Italy
| 1.250%
| 2/17/26
| 2,900
| 2,713
|
|
| Republic of Italy
| 2.875%
| 10/17/29
| 2,000
| 1,779
|
|
| Republic of Italy
| 5.375%
| 6/15/33
| 1,925
| 1,899
|
|
| Republic of Italy
| 4.000%
| 10/17/49
| 1,900
| 1,389
|
|
| Republic of Italy
| 3.875%
| 5/6/51
| 2,500
| 1,747
|
|
| Republic of Korea
| 2.750%
| 1/19/27
| 2,800
| 2,661
|
|
| Republic of Korea
| 2.500%
| 6/19/29
| 900
| 817
|
| 6
| Republic of Korea
| 4.500%
| 7/3/29
| 500
| 499
|
|
| Republic of Korea
| 1.000%
| 9/16/30
| 1,000
| 808
|
|
| Republic of Korea
| 1.750%
| 10/15/31
| 550
| 453
|
|
| Republic of Korea
| 4.125%
| 6/10/44
| 655
| 581
|
|
| Republic of Korea
| 3.875%
| 9/20/48
| 390
| 328
|
|
| Republic of Panama
| 7.125%
| 1/29/26
| 1,358
| 1,383
|
|
| Republic of Panama
| 8.875%
| 9/30/27
| 368
| 398
|
| 8
| Republic of Panama
| 3.875%
| 3/17/28
| 1,980
| 1,829
|
|
| Republic of Panama
| 9.375%
| 4/1/29
| 1,070
| 1,196
|
| 8
| Republic of Panama
| 3.160%
| 1/23/30
| 400
| 337
|
| 8
| Republic of Panama
| 7.500%
| 3/1/31
| 900
| 939
|
| 8
| Republic of Panama
| 2.252%
| 9/29/32
| 2,325
| 1,670
|
| 8
| Republic of Panama
| 6.400%
| 2/14/35
| 1,900
| 1,799
|
| 8
| Republic of Panama
| 6.700%
| 1/26/36
| 1,444
| 1,405
|
| 8
| Republic of Panama
| 6.875%
| 1/31/36
| 400
| 391
|
| 8
| Republic of Panama
| 8.000%
| 3/1/38
| 1,080
| 1,138
|
| 8
| Republic of Panama
| 4.500%
| 5/15/47
| 200
| 138
|
| 8
| Republic of Panama
| 4.500%
| 4/16/50
| 2,310
| 1,549
|
| 8
| Republic of Panama
| 4.300%
| 4/29/53
| 1,250
| 800
|
| 8
| Republic of Panama
| 6.853%
| 3/28/54
| 1,160
| 1,065
|
| 8
| Republic of Panama
| 4.500%
| 4/1/56
| 2,650
| 1,713
|
| 8
| Republic of Panama
| 7.875%
| 3/1/57
| 250
| 259
|
| 8
| Republic of Panama
| 3.870%
| 7/23/60
| 3,350
| 1,907
|
| 8
| Republic of Panama
| 4.500%
| 1/19/63
| 1,400
| 894
|
| 8
| Republic of Peru
| 2.392%
| 1/23/26
| 600
| 572
|
|
| Republic of Peru
| 4.125%
| 8/25/27
| 250
| 242
|
| 8
| Republic of Peru
| 2.783%
| 1/23/31
| 4,900
| 4,203
|
| 8
| Republic of Peru
| 1.862%
| 12/1/32
| 1,100
| 833
|
|
| Republic of Peru
| 8.750%
| 11/21/33
| 2,385
| 2,899
|
| 8
| Republic of Peru
| 3.000%
| 1/15/34
| 1,800
| 1,463
|
| 8
| Republic of Peru
| 6.550%
| 3/14/37
| 600
| 642
|
| 8
| Republic of Peru
| 3.300%
| 3/11/41
| 1,000
| 741
|
|
| Republic of Peru
| 5.625%
| 11/18/50
| 2,150
| 2,092
|
| 8
| Republic of Peru
| 3.550%
| 3/10/51
| 400
| 282
|
| 8
| Republic of Peru
| 2.780%
| 12/1/60
| 1,700
| 950
|
| 8
| Republic of Peru
| 3.600%
| 1/15/72
| 650
| 416
|
| 8
| Republic of Peru
| 3.230%
| 7/28/21
| 1,200
| 673
|
|
| Republic of Poland
| 3.250%
| 4/6/26
| 1,150
| 1,116
|
| 8
| Republic of Poland
| 5.500%
| 11/16/27
| 1,300
| 1,325
|
| 8
| Republic of Poland
| 4.625%
| 3/18/29
| 1,300
| 1,283
|
| 8
| Republic of Poland
| 5.750%
| 11/16/32
| 975
| 1,009
|
| 8
| Republic of Poland
| 4.875%
| 10/4/33
| 1,800
| 1,751
|
| 8
| Republic of Poland
| 5.125%
| 9/18/34
| 2,500
| 2,457
|
| 8
| Republic of Poland
| 5.500%
| 4/4/53
| 2,105
| 2,059
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
| 8
| Republic of Poland
| 5.500%
| 3/18/54
| 2,900
| 2,807
|
|
| Republic of the Philippines
| 5.500%
| 3/30/26
| 1,500
| 1,505
|
|
| Republic of the Philippines
| 3.229%
| 3/29/27
| 450
| 428
|
|
| Republic of the Philippines
| 5.170%
| 10/13/27
| 600
| 600
|
|
| Republic of the Philippines
| 3.000%
| 2/1/28
| 1,725
| 1,604
|
|
| Republic of the Philippines
| 4.625%
| 7/17/28
| 500
| 491
|
|
| Republic of the Philippines
| 3.750%
| 1/14/29
| 2,000
| 1,882
|
|
| Republic of the Philippines
| 9.500%
| 2/2/30
| 1,525
| 1,834
|
|
| Republic of the Philippines
| 2.457%
| 5/5/30
| 2,000
| 1,725
|
|
| Republic of the Philippines
| 7.750%
| 1/14/31
| 775
| 883
|
|
| Republic of the Philippines
| 1.648%
| 6/10/31
| 1,423
| 1,130
|
|
| Republic of the Philippines
| 1.950%
| 1/6/32
| 675
| 540
|
|
| Republic of the Philippines
| 6.375%
| 1/15/32
| 600
| 641
|
|
| Republic of the Philippines
| 3.556%
| 9/29/32
| 800
| 712
|
|
| Republic of the Philippines
| 5.609%
| 4/13/33
| 400
| 410
|
|
| Republic of the Philippines
| 5.000%
| 7/17/33
| 1,050
| 1,032
|
|
| Republic of the Philippines
| 5.250%
| 5/14/34
| 800
| 800
|
|
| Republic of the Philippines
| 6.375%
| 10/23/34
| 2,175
| 2,377
|
|
| Republic of the Philippines
| 5.000%
| 1/13/37
| 400
| 392
|
|
| Republic of the Philippines
| 3.950%
| 1/20/40
| 1,500
| 1,272
|
|
| Republic of the Philippines
| 3.700%
| 3/1/41
| 1,534
| 1,245
|
|
| Republic of the Philippines
| 3.700%
| 2/2/42
| 1,885
| 1,520
|
|
| Republic of the Philippines
| 2.950%
| 5/5/45
| 1,750
| 1,209
|
|
| Republic of the Philippines
| 2.650%
| 12/10/45
| 1,400
| 915
|
|
| Republic of the Philippines
| 3.200%
| 7/6/46
| 1,875
| 1,339
|
|
| Republic of the Philippines
| 4.200%
| 3/29/47
| 925
| 769
|
|
| Republic of the Philippines
| 5.950%
| 10/13/47
| 600
| 638
|
|
| Republic of the Philippines
| 5.500%
| 1/17/48
| 400
| 401
|
|
| Republic of the Philippines
| 5.600%
| 5/14/49
| 800
| 802
|
|
| State of Israel
| 2.875%
| 3/16/26
| 1,100
| 1,041
|
|
| State of Israel
| 3.250%
| 1/17/28
| 790
| 724
|
|
| State of Israel
| 5.375%
| 3/12/29
| 1,700
| 1,666
|
|
| State of Israel
| 2.500%
| 1/15/30
| 200
| 168
|
|
| State of Israel
| 2.750%
| 7/3/30
| 1,550
| 1,306
|
|
| State of Israel
| 4.500%
| 1/17/33
| 1,975
| 1,773
|
|
| State of Israel
| 5.500%
| 3/12/34
| 2,500
| 2,376
|
|
| State of Israel
| 4.500%
| 1/30/43
| 1,650
| 1,342
|
|
| State of Israel
| 4.125%
| 1/17/48
| 800
| 587
|
|
| State of Israel
| 3.375%
| 1/15/50
| 1,585
| 1,004
|
|
| State of Israel
| 3.875%
| 7/3/50
| 1,650
| 1,149
|
|
| State of Israel
| 5.750%
| 3/12/54
| 2,500
| 2,240
|
|
| State of Israel
| 4.500%
| 4/3/20
| 900
| 626
|
| 8
| Svensk Exportkredit AB
| 4.000%
| 7/15/25
| 1,000
| 987
|
|
| Svensk Exportkredit AB
| 0.500%
| 8/26/25
| 2,000
| 1,896
|
| 8
| Svensk Exportkredit AB
| 4.625%
| 11/28/25
| 1,060
| 1,053
|
| 8
| Svensk Exportkredit AB
| 4.375%
| 2/13/26
| 1,125
| 1,113
|
| 8
| Svensk Exportkredit AB
| 4.875%
| 9/14/26
| 260
| 260
|
| 8
| Svensk Exportkredit AB
| 2.250%
| 3/22/27
| 1,000
| 936
|
|
| Svensk Exportkredit AB
| 4.125%
| 6/14/28
| 1,000
| 981
|
| 8
| Svensk Exportkredit AB
| 4.250%
| 2/1/29
| 300
| 296
|
| 8
| Svensk Exportkredit AB
| 4.875%
| 10/4/30
| 920
| 932
|
|
| United Mexican States
| 4.125%
| 1/21/26
| 2,968
| 2,906
|
|
| United Mexican States
| 4.150%
| 3/28/27
| 3,370
| 3,265
|
|
| United Mexican States
| 3.750%
| 1/11/28
| 1,175
| 1,110
|
| 8
| United Mexican States
| 5.400%
| 2/9/28
| 800
| 796
|
|
| United Mexican States
| 4.500%
| 4/22/29
| 2,000
| 1,913
|
| 8
| United Mexican States
| 5.000%
| 5/7/29
| 1,263
| 1,232
|
| 8
| United Mexican States
| 3.250%
| 4/16/30
| 3,000
| 2,635
|
| 8
| United Mexican States
| 2.659%
| 5/24/31
| 2,700
| 2,219
|
| 8
| United Mexican States
| 8.300%
| 8/15/31
| 1,000
| 1,179
|
| 8
| United Mexican States
| 4.750%
| 4/27/32
| 700
| 646
|
| 8
| United Mexican States
| 7.500%
| 4/8/33
| 400
| 446
|
| 8
| United Mexican States
| 4.875%
| 5/19/33
| 2,925
| 2,695
|
| 8
| United Mexican States
| 3.500%
| 2/12/34
| 2,200
| 1,787
|
| 8
| United Mexican States
| 6.750%
| 9/27/34
| 950
| 989
|
| 8
| United Mexican States
| 6.350%
| 2/9/35
| 2,225
| 2,239
|
| 8
| United Mexican States
| 6.000%
| 5/7/36
| 3,468
| 3,379
|
|
| United Mexican States
| 6.050%
| 1/11/40
| 2,321
| 2,245
|
| 8
| United Mexican States
| 4.280%
| 8/14/41
| 2,091
| 1,619
|
| 8
| United Mexican States
| 4.750%
| 3/8/44
| 3,022
| 2,416
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| United Mexican States
| 5.550%
| 1/21/45
| 1,150
| 1,033
|
|
| United Mexican States
| 4.600%
| 1/23/46
| 2,530
| 1,947
|
|
| United Mexican States
| 4.350%
| 1/15/47
| 1,410
| 1,049
|
|
| United Mexican States
| 4.600%
| 2/10/48
| 2,070
| 1,577
|
| 8
| United Mexican States
| 4.500%
| 1/31/50
| 1,200
| 900
|
| 8
| United Mexican States
| 5.000%
| 4/27/51
| 2,500
| 1,999
|
| 8
| United Mexican States
| 4.400%
| 2/12/52
| 2,025
| 1,472
|
| 8
| United Mexican States
| 6.338%
| 5/4/53
| 2,385
| 2,244
|
| 8
| United Mexican States
| 6.400%
| 5/7/54
| 2,108
| 2,005
|
| 8
| United Mexican States
| 3.771%
| 5/24/61
| 2,875
| 1,757
|
| 8
| United Mexican States
| 5.750%
| 10/12/10
| 2,114
| 1,742
|
| Total Sovereign Bonds (Cost $782,564)
| 719,802
|
| Taxable Municipal Bonds (0.2%)
|
|
| Alabama Economic Settlement Authority BP Settlement Revenue
| 3.163%
| 9/15/25
| 80
| 79
|
|
| Alabama Federal AID Highway Finance Authority SO Revenue
| 2.650%
| 9/1/37
| 325
| 254
|
|
| Alameda County CA Joint Powers Authority Lease Revenue
| 7.046%
| 12/1/44
| 100
| 115
|
|
| American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects)
| 6.449%
| 2/15/44
| 225
| 241
|
|
| American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects)
| 7.834%
| 2/15/41
| 100
| 121
|
|
| American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects)
| 6.053%
| 2/15/43
| 50
| 52
|
|
| American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects)
| 8.084%
| 2/15/50
| 375
| 489
|
|
| Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area)
| 6.918%
| 4/1/40
| 375
| 422
|
|
| Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area)
| 6.263%
| 4/1/49
| 985
| 1,064
|
|
| Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area)
| 7.043%
| 4/1/50
| 125
| 148
|
|
| Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area)
| 6.907%
| 10/1/50
| 400
| 469
|
|
| Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area)
| 3.126%
| 4/1/55
| 700
| 477
|
|
| California Earthquake Authority Revenue
| 5.603%
| 7/1/27
| 275
| 275
|
|
| California GO
| 2.650%
| 4/1/26
| 250
| 240
|
|
| California GO
| 1.700%
| 2/1/28
| 350
| 315
|
|
| California GO
| 3.500%
| 4/1/28
| 400
| 383
|
|
| California GO
| 5.125%
| 9/1/29
| 375
| 381
|
|
| California GO
| 2.500%
| 10/1/29
| 590
| 529
|
|
| California GO
| 1.750%
| 11/1/30
| 260
| 217
|
|
| California GO
| 5.750%
| 10/1/31
| 100
| 105
|
|
| California GO
| 4.500%
| 4/1/33
| 850
| 824
|
|
| California GO
| 7.500%
| 4/1/34
| 1,770
| 2,043
|
|
| California GO
| 4.600%
| 4/1/38
| 1,925
| 1,814
|
|
| California GO
| 7.550%
| 4/1/39
| 2,815
| 3,346
|
|
| California GO
| 7.300%
| 10/1/39
| 1,000
| 1,144
|
|
| California GO
| 7.350%
| 11/1/39
| 725
| 833
|
|
| California GO
| 7.625%
| 3/1/40
| 1,150
| 1,364
|
|
| California GO
| 7.600%
| 11/1/40
| 2,000
| 2,396
|
|
| California State University Systemwide Revenue
| 3.899%
| 11/1/47
| 250
| 206
|
|
| California State University Systemwide Revenue
| 2.897%
| 11/1/51
| 500
| 354
|
|
| California State University Systemwide Revenue
| 2.975%
| 11/1/51
| 465
| 316
|
|
| California State University Systemwide Revenue
| 2.719%
| 11/1/52
| 500
| 332
|
|
| California State University Systemwide Revenue
| 2.939%
| 11/1/52
| 500
| 341
|
|
| Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue
| 5.491%
| 11/1/39
| 100
| 101
|
|
| Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue
| 3.204%
| 1/15/51
| 500
| 352
|
|
| Chicago IL Metropolitan Water Reclamation District GO
| 5.720%
| 12/1/38
| 500
| 513
|
|
| Chicago IL O'Hare International Airport Revenue
| 6.395%
| 1/1/40
| 405
| 436
|
|
| Chicago IL O'Hare International Airport Revenue
| 4.472%
| 1/1/49
| 325
| 292
|
|
| Chicago IL O'Hare International Airport Revenue
| 4.572%
| 1/1/54
| 340
| 308
|
|
| Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue
| 6.899%
| 12/1/40
| 1,455
| 1,608
|
|
| Clark County NV Airport System Revenue
| 6.820%
| 7/1/45
| 325
| 366
|
|
| Commonwealth Financing Authority Pennsylvania Revenue
| 3.864%
| 6/1/38
| 500
| 451
|
|
| Commonwealth Financing Authority Pennsylvania Revenue
| 4.144%
| 6/1/38
| 275
| 252
|
|
| Commonwealth Financing Authority Pennsylvania Revenue
| 3.807%
| 6/1/41
| 400
| 341
|
|
| Commonwealth of Massachusetts SO Revenue
| 3.769%
| 7/15/29
| 350
| 337
|
|
| Connecticut GO
| 5.090%
| 10/1/30
| 575
| 569
|
|
| Connecticut GO
| 5.850%
| 3/15/32
| 610
| 645
|
|
| Cook County IL GO
| 6.229%
| 11/15/34
| 400
| 421
|
|
| Dallas County TX Hospital District GO
| 5.621%
| 8/15/44
| 100
| 101
|
|
| Dallas TX Area Rapid Transit Revenue
| 5.999%
| 12/1/44
| 300
| 311
|
|
| Dallas TX Area Rapid Transit Revenue
| 5.022%
| 12/1/48
| 75
| 71
|
|
| Dallas TX Convention Center Hotel Development Corp. Hotel Revenue
| 7.088%
| 1/1/42
| 285
| 320
|
| 17
| Dallas TX Independent School District GO
| 6.450%
| 2/15/35
| 150
| 150
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Dallas-Fort Worth TX International Airport Revenue
| 2.994%
| 11/1/38
| 875
| 731
|
|
| Dallas-Fort Worth TX International Airport Revenue
| 3.144%
| 11/1/45
| 325
| 242
|
|
| Dallas-Fort Worth TX International Airport Revenue
| 2.843%
| 11/1/46
| 450
| 321
|
|
| Dallas-Fort Worth TX International Airport Revenue
| 4.507%
| 11/1/51
| 800
| 710
|
|
| District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds)
| 5.591%
| 12/1/34
| 50
| 51
|
|
| District of Columbia Water & Sewer Authority Public Utility Revenue
| 4.814%
| 10/1/14
| 275
| 247
|
|
| East Bay CA Municipal Utility District Water System Revenue
| 5.874%
| 6/1/40
| 315
| 328
|
|
| Florida State Board of Administration Finance Corp. Revenue
| 1.258%
| 7/1/25
| 1,300
| 1,248
|
|
| Florida State Board of Administration Finance Corp. Revenue
| 1.705%
| 7/1/27
| 850
| 771
|
|
| Florida State Board of Administration Finance Corp. Revenue
| 2.154%
| 7/1/30
| 1,000
| 847
|
|
| Florida State Board of Administration Finance Corp. Revenue
| 5.526%
| 7/1/34
| 850
| 855
|
|
| Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue
| 4.094%
| 1/15/49
| 510
| 425
|
|
| Georgia Municipal Electric Power Authority Revenue
| 6.637%
| 4/1/57
| 573
| 624
|
|
| Georgia Municipal Electric Power Authority Revenue
| 6.655%
| 4/1/57
| 1,318
| 1,437
|
|
| Georgia Municipal Electric Power Authority Revenue
| 7.055%
| 4/1/57
| 140
| 156
|
|
| Georgia Water & Wastewater Revenue
| 2.257%
| 11/1/35
| 250
| 198
|
|
| Golden State Tobacco Securitization Corp. California Revenue
| 2.746%
| 6/1/34
| 425
| 355
|
|
| Golden State Tobacco Securitization Corp. California Revenue
| 3.487%
| 6/1/36
| 400
| 326
|
|
| Golden State Tobacco Securitization Corp. California Revenue
| 3.115%
| 6/1/38
| 400
| 323
|
|
| Golden State Tobacco Securitization Corp. California Revenue
| 3.714%
| 6/1/41
| 400
| 306
|
|
| Golden State Tobacco Securitization Corp. California Revenue
| 3.293%
| 6/1/42
| 500
| 389
|
|
| Golden State Tobacco Securitization Corp. California Revenue
| 3.000%
| 6/1/46
| 350
| 320
|
|
| Golden State Tobacco Securitization Corp. California Revenue
| 3.850%
| 6/1/50
| 370
| 347
|
|
| Golden State Tobacco Securitization Corp. California Revenue
| 4.214%
| 6/1/50
| 625
| 467
|
|
| Grand Parkway Transportation Corp. Texas System Toll Revenue
| 5.184%
| 10/1/42
| 315
| 310
|
|
| Grand Parkway Transportation Corp. Texas System Toll Revenue
| 3.236%
| 10/1/52
| 1,490
| 1,088
|
|
| Houston TX GO
| 6.290%
| 3/1/32
| 600
| 639
|
|
| Houston TX GO
| 3.961%
| 3/1/47
| 355
| 302
|
|
| Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2)
| 2.861%
| 9/1/46
| 300
| 211
|
|
| Illinois GO
| 5.100%
| 6/1/33
| 6,936
| 6,806
|
|
| Illinois GO
| 6.630%
| 2/1/35
| 110
| 115
|
|
| Illinois Toll Highway Authority Revenue
| 6.184%
| 1/1/34
| 350
| 366
|
|
| Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project)
| 3.051%
| 1/1/51
| 375
| 272
|
|
| Jobs Ohio Beverage System Statewide Liquor Profits Revenue
| 3.985%
| 1/1/29
| 315
| 307
|
|
| Jobs Ohio Beverage System Statewide Liquor Profits Revenue
| 4.433%
| 1/1/33
| 95
| 93
|
|
| Jobs Ohio Beverage System Statewide Liquor Profits Revenue
| 4.532%
| 1/1/35
| 355
| 346
|
|
| Jobs Ohio Beverage System Statewide Liquor Profits Revenue
| 2.833%
| 1/1/38
| 325
| 263
|
|
| Kansas Department of Transportation Highway Revenue
| 4.596%
| 9/1/35
| 150
| 143
|
|
| Kansas Development Finance Authority Revenue
| 4.927%
| 4/15/45
| 200
| 192
|
| 18
| Kansas Development Finance Authority Revenue
| 2.774%
| 5/1/51
| 600
| 414
|
|
| Los Angeles CA Community College District GO
| 6.750%
| 8/1/49
| 325
| 374
|
|
| Los Angeles CA Department of Water & Power Revenue
| 6.574%
| 7/1/45
| 410
| 455
|
|
| Los Angeles CA Department of Water & Power Revenue
| 6.603%
| 7/1/50
| 500
| 562
|
|
| Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue
| 5.735%
| 6/1/39
| 400
| 407
|
|
| Los Angeles County CA Public Works Financing Authority Lease Revenue
| 7.618%
| 8/1/40
| 50
| 59
|
|
| Louisiana Gasoline & Fuel Tax Revenue
| 2.952%
| 5/1/41
| 200
| 152
|
|
| Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds
Revenue
| 3.615%
| 2/1/29
| 477
| 465
|
|
| Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds
Revenue
| 5.081%
| 6/1/31
| 344
| 341
|
|
| Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds
Revenue
| 4.145%
| 2/1/33
| 700
| 670
|
|
| Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds
Revenue
| 5.048%
| 12/1/34
| 300
| 296
|
|
| Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds
Revenue
| 4.275%
| 2/1/36
| 200
| 186
|
|
| Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds
Revenue
| 4.475%
| 8/1/39
| 700
| 660
|
|
| Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds
Revenue
| 5.198%
| 12/1/39
| 700
| 703
|
|
| Maryland Economic Development Corp. Revenue
| 5.942%
| 5/31/57
| 350
| 352
|
|
| Maryland Health & Higher Educational Facilities Authority Revenue
| 3.052%
| 7/1/40
| 500
| 376
|
|
| Maryland Health & Higher Educational Facilities Authority Revenue
| 3.197%
| 7/1/50
| 500
| 349
|
|
| Massachusetts GO
| 5.456%
| 12/1/39
| 845
| 855
|
|
| Massachusetts GO
| 2.900%
| 9/1/49
| 575
| 400
|
|
| Massachusetts School Building Authority Dedicated Sales Tax Revenue
| 5.715%
| 8/15/39
| 500
| 512
|
|
| Massachusetts School Building Authority Dedicated Sales Tax Revenue
| 3.395%
| 10/15/40
| 335
| 272
|
|
| Massachusetts School Building Authority Dedicated Sales Tax Revenue
| 2.950%
| 5/15/43
| 350
| 263
|
|
| Massachusetts SO Revenue
| 4.110%
| 7/15/31
| 511
| 502
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Massachusetts Transportation Fund Revenue
| 5.731%
| 6/1/40
| 50
| 51
|
|
| Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue
| 6.731%
| 7/1/43
| 100
| 109
|
|
| Metropolitan Transportation Authority NY Revenue
| 5.175%
| 11/15/49
| 35
| 32
|
|
| Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue
| 7.462%
| 10/1/46
| 575
| 694
|
|
| Miami-Dade County FL Aviation Revenue (Miami International Airport)
| 4.280%
| 10/1/41
| 575
| 507
|
|
| Michigan Finance Authority Revenue (Trinity Health Credit Group)
| 3.084%
| 12/1/34
| 250
| 217
|
|
| Michigan Finance Authority Revenue (Trinity Health Credit Group)
| 3.384%
| 12/1/40
| 375
| 305
|
|
| 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
| 183
|
|
| Michigan State University Revenue
| 4.165%
| 8/15/22
| 465
| 360
|
|
| Michigan Strategic Fund Ltd. Obligation Revenue
| 3.225%
| 9/1/47
| 275
| 209
|
|
| Mississippi GO
| 5.245%
| 11/1/34
| 250
| 248
|
|
| Missouri Health & Educational Facilities Authority Revenue (Washington University)
| 3.229%
| 5/15/50
| 405
| 296
|
|
| Missouri Health & Educational Facilities Authority Revenue (Washington University)
| 3.652%
| 8/15/57
| 350
| 269
|
| 19
| New Jersey Economic Development Authority Revenue (State Pension Funding)
| 7.425%
| 2/15/29
| 1,435
| 1,529
|
|
| New Jersey Transportation Trust Fund Authority Transportation System Revenue
| 5.754%
| 12/15/28
| 460
| 462
|
|
| New Jersey Transportation Trust Fund Authority Transportation System Revenue
| 6.561%
| 12/15/40
| 450
| 490
|
|
| New Jersey Transportation Trust Fund Authority Transportation System Revenue
| 4.131%
| 6/15/42
| 300
| 253
|
|
| New Jersey Turnpike Authority Revenue
| 7.414%
| 1/1/40
| 575
| 675
|
|
| New Jersey Turnpike Authority Revenue
| 7.102%
| 1/1/41
| 1,830
| 2,091
|
|
| New York City NY GO
| 5.517%
| 10/1/37
| 475
| 475
|
|
| New York City NY GO
| 6.271%
| 12/1/37
| 325
| 347
|
|
| New York City NY GO
| 5.263%
| 10/1/52
| 200
| 204
|
|
| New York City NY GO
| 5.828%
| 10/1/53
| 200
| 218
|
|
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue
| 5.750%
| 6/15/41
| 100
| 102
|
|
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue
| 5.724%
| 6/15/42
| 300
| 302
|
|
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue
| 5.952%
| 6/15/42
| 100
| 103
|
|
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue
| 6.011%
| 6/15/42
| 75
| 78
|
|
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue
| 5.440%
| 6/15/43
| 325
| 315
|
|
| New York City NY Municipal Water Finance Authority Water & Sewer System Revenue
| 5.882%
| 6/15/44
| 1,200
| 1,221
|
|
| New York City NY Transitional Finance Authority Future Tax Revenue
| 5.767%
| 8/1/36
| 275
| 279
|
|
| New York City NY Transitional Finance Authority Future Tax Revenue
| 5.508%
| 8/1/37
| 150
| 149
|
|
| New York City NY Transitional Finance Authority Future Tax Revenue
| 5.572%
| 11/1/38
| 625
| 624
|
|
| New York Metropolitan Transportation Authority Revenue (Build America Bonds)
| 5.871%
| 11/15/39
| 100
| 103
|
|
| New York Metropolitan Transportation Authority Revenue (Build America Bonds)
| 6.668%
| 11/15/39
| 500
| 542
|
|
| New York Metropolitan Transportation Authority Revenue (Build America Bonds)
| 6.814%
| 11/15/40
| 300
| 329
|
|
| New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund)
| 7.336%
| 11/15/39
| 515
| 610
|
|
| New York State Dormitory Authority Revenue (Personal Income Tax)
| 5.628%
| 3/15/39
| 95
| 96
|
|
| New York State Thruway Authority General Revenue
| 2.900%
| 1/1/35
| 230
| 194
|
|
| New York State Urban Development Corp. Revenue (Personal Income Tax)
| 3.900%
| 3/15/33
| 300
| 281
|
|
| New York State Urban Development Corp. Revenue (Personal Income Tax)
| 5.770%
| 3/15/39
| 400
| 405
|
|
| North Texas Tollway Authority System Revenue
| 3.011%
| 1/1/43
| 175
| 133
|
|
| North Texas Tollway Authority System Revenue
| 6.718%
| 1/1/49
| 700
| 797
|
|
| Ohio State University General Receipts Revenue
| 4.910%
| 6/1/40
| 275
| 264
|
|
| Ohio State University General Receipts Revenue
| 4.800%
| 6/1/11
| 415
| 373
|
|
| Ohio Turnpike Commission Revenue
| 3.216%
| 2/15/48
| 300
| 228
|
|
| Oklahoma Development Finance Authority Revenue
| 3.877%
| 5/1/37
| 440
| 419
|
|
| Oklahoma Development Finance Authority Revenue
| 4.380%
| 11/1/45
| 425
| 391
|
|
| Oklahoma Development Finance Authority Revenue
| 4.714%
| 5/1/52
| 350
| 326
|
|
| Oregon Department of Transportation Highway User Tax Revenue
| 5.834%
| 11/15/34
| 225
| 231
|
|
| Oregon GO
| 5.892%
| 6/1/27
| 296
| 299
|
| 20
| Oregon School Boards Association GO
| 5.528%
| 6/30/28
| 107
| 108
|
|
| Pennsylvania State University Revenue
| 2.790%
| 9/1/43
| 425
| 317
|
|
| Pennsylvania State University Revenue
| 2.840%
| 9/1/50
| 300
| 205
|
|
| Pennsylvania Turnpike Commission Revenue
| 5.511%
| 12/1/45
| 375
| 369
|
|
| Philadelphia PA Water & Wastewater Revenue
| 2.926%
| 7/1/45
| 275
| 203
|
|
| Port Authority of New York & New Jersey Revenue
| 6.040%
| 12/1/29
| 125
| 132
|
|
| Port Authority of New York & New Jersey Revenue
| 5.647%
| 11/1/40
| 200
| 207
|
|
| Port Authority of New York & New Jersey Revenue
| 5.647%
| 11/1/40
| 800
| 830
|
|
| Port Authority of New York & New Jersey Revenue
| 4.960%
| 8/1/46
| 975
| 935
|
|
| Port Authority of New York & New Jersey Revenue
| 5.310%
| 8/1/46
| 375
| 373
|
|
| Port Authority of New York & New Jersey Revenue
| 4.031%
| 9/1/48
| 175
| 147
|
|
| Port Authority of New York & New Jersey Revenue
| 3.139%
| 2/15/51
| 200
| 148
|
|
|
|
| Coupon
| Maturity
Date
| Face
Amount
($000)
| Market
Value•
($000)
|
|
| Port Authority of New York & New Jersey Revenue
| 4.926%
| 10/1/51
| 135
| 129
|
|
| Port Authority of New York & New Jersey Revenue
| 3.175%
| 7/15/60
| 250
| 167
|
|
| Port Authority of New York & New Jersey Revenue
| 4.458%
| 10/1/62
| 1,705
| 1,480
|
|
| Port Authority of New York & New Jersey Revenue
| 4.810%
| 10/15/65
| 550
| 510
|
|
| Port Authority of New York & New Jersey Revenue
| 3.287%
| 8/1/69
| 400
| 262
|
|
| Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects)
| 2.543%
| 9/1/40
| 300
| 219
|
|
| Regional Transportation District of Colorado Sales Tax Revenue
| 5.844%
| 11/1/50
| 150
| 157
|
|
| Riverside County CA Pension Obligation Revenue Bonds
| 3.818%
| 2/15/38
| 75
| 68
|
|
| Rutgers State University New Jersey Revenue
| 5.665%
| 5/1/40
| 325
| 327
|
|
| Rutgers State University New Jersey Revenue
| 3.270%
| 5/1/43
| 100
| 80
|
|
| Rutgers State University New Jersey Revenue
| 3.915%
| 5/1/19
| 375
| 268
|
|
| Sales Tax Securitization Corp. Illinois Revenue
| 3.238%
| 1/1/42
| 350
| 279
|
|
| Sales Tax Securitization Corp. Illinois Revenue
| 3.587%
| 1/1/43
| 350
| 291
|
|
| Sales Tax Securitization Corp. Illinois Revenue
| 3.820%
| 1/1/48
| 250
| 202
|
|
| Sales Tax Securitization Corp. Illinois Revenue
| 4.787%
| 1/1/48
| 230
| 215
|
|
| Salt River Projects Arizona Agricultural Improvement & Power District Revenue
| 4.839%
| 1/1/41
| 370
| 349
|
|
| San Antonio TX Electric & Gas Systems Revenue
| 5.985%
| 2/1/39
| 225
| 234
|
|
| San Antonio TX Electric & Gas Systems Revenue
| 5.808%
| 2/1/41
| 490
| 500
|
|
| San Antonio TX Electric & Gas Systems Revenue
| 4.427%
| 2/1/42
| 450
| 424
|
|
| San Diego County CA Water Authority Revenue
| 6.138%
| 5/1/49
| 1,000
| 1,064
|
|
| San Francisco CA City & County Public Utilities Commission Water Revenue
| 6.950%
| 11/1/50
| 275
| 310
|
|
| San Jose California Redevelopment Agency Successor Agency Tax Allocation
| 3.375%
| 8/1/34
| 375
| 335
|
|
| South Carolina Public Service Authority Revenue
| 6.454%
| 1/1/50
| 475
| 507
|
|
| State Public School Building Authority PA Revenue
| 5.000%
| 9/15/27
| 275
| 274
|
|
| Texas GO
| 5.517%
| 4/1/39
| 1,030
| 1,061
|
|
| Texas Natural Gas Securitization Finance Corp. Revenue
| 5.102%
| 4/1/35
| 1,479
| 1,478
|
|
| Texas Natural Gas Securitization Finance Corp. Revenue
| 5.169%
| 4/1/41
| 1,350
| 1,352
|
|
| Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners)
| 3.922%
| 12/31/49
| 775
| 636
|
|
| Texas Transportation Commission GO
| 4.681%
| 4/1/40
| 100
| 95
|
|
| Texas Transportation Commission GO
| 2.472%
| 10/1/44
| 725
| 498
|
|
| Texas Transportation Commission State Highway Revenue
| 5.178%
| 4/1/30
| 1,275
| 1,276
|
| 20
| Tucson City AZ COP
| 2.856%
| 7/1/47
| 300
| 217
|
|
| University of California Regents Medical Center Pooled Revenue
| 4.132%
| 5/15/32
| 250
| 238
|
|
| University of California Regents Medical Center Pooled Revenue
| 6.548%
| 5/15/48
| 2,250
| 2,470
|
|
| University of California Regents Medical Center Pooled Revenue
| 6.583%
| 5/15/49
| 125
| 137
|
|
| University of California Regents Medical Center Pooled Revenue
| 3.006%
| 5/15/50
| 500
| 336
|
|
| University of California Regents Medical Center Pooled Revenue
| 4.563%
| 5/15/53
| 600
| 531
|
|
| University of California Regents Medical Center Pooled Revenue
| 3.256%
| 5/15/60
| 660
| 440
|
|
| University of California Revenue
| 3.063%
| 7/1/25
| 400
| 392
|
|
| University of California Revenue
| 1.316%
| 5/15/27
| 925
| 840
|
|
| University of California Revenue
| 1.614%
| 5/15/30
| 525
| 441
|
|
| University of California Revenue
| 3.071%
| 5/15/51
| 500
| 342
|
|
| University of California Revenue
| 4.858%
| 5/15/12
| 705
| 618
|
|
| University of California Revenue
| 4.767%
| 5/15/15
| 150
| 129
|
|
| University of Michigan Revenue
| 2.437%
| 4/1/40
| 275
| 202
|
|
| University of Michigan Revenue
| 2.562%
| 4/1/50
| 200
| 129
|
|
| University of Michigan Revenue
| 3.504%
| 4/1/52
| 475
| 368
|
|
| University of Michigan Revenue
| 4.454%
| 4/1/22
| 1,100
| 910
|
|
| University of Nebraska Student Fee Revenue
| 3.037%
| 10/1/49
| 235
| 171
|
| 18
| University of Oregon Revenue
| 3.424%
| 3/1/60
| 750
| 547
|
|
| University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue
| 3.555%
| 9/15/19
| 350
| 230
|
|
| University of Texas Financing System Revenue
| 4.794%
| 8/15/46
| 300
| 287
|
|
| University of Texas Financing System Revenue
| 3.354%
| 8/15/47
| 200
| 150
|
|
| University of Texas Financing System Revenue
| 2.439%
| 8/15/49
| 225
| 139
|
|
| University of Texas Permanent University Fund Revenue
| 3.376%
| 7/1/47
| 900
| 696
|
|
| University of Texas Permanent University Fund Revenue
| 3.100%
| 7/1/49
| 275
| 204
|
|
| University of Virginia Revenue
| 2.256%
| 9/1/50
| 1,075
| 641
|
|
| University of Virginia Revenue
| 4.179%
| 9/1/17
| 250
| 198
|
|
| Utah GO
| 4.554%
| 7/1/24
| 30
| 30
|
|
| Utah GO
| 3.539%
| 7/1/25
| 268
| 266
|
| 20
| Wisconsin General Fund Annual Appropriation Revenue
| 5.700%
| 5/1/26
| 140
| 141
|
|
| Wisconsin General Fund Annual Appropriation Revenue ETM
| 3.154%
| 5/1/27
| 300
| 287
|
|
| Wisconsin General Fund Annual Appropriation Revenue
| 3.954%
| 5/1/36
| 1,000
| 922
|
| Total Taxable Municipal Bonds (Cost $133,192)
| 115,430
|
|
|
|
| Coupon
|
| Shares
| Market
Value•
($000)
|
| Temporary Cash Investments (0.7%)
|
| Money Market Fund (0.7%)
|
| 21,22
| Vanguard Market Liquidity Fund (Cost $405,363)
| 5.380%
|
| 4,054,624
| 405,422
|
| Total Investments (100.0%) (Cost $31,027,275)
|
| 55,535,170
|
| Other Assets and Liabilities—Net (0.0%)
|
| 13,138
|
| Net Assets (100%)
|
| 55,548,308
|
| •
| 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 $41,546,000.
|
| 2
| Security value determined using significant unobservable inputs.
|
| 3
| Restricted securities totaling $77,000, representing 0.0% of net assets.
|
| 4
| “Other” represents securities that are not classified by the fund’s benchmark index.
|
| 5
| Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group.
|
| 6
| Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2024.
|
| 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
| Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the
issuer or agent based on current market conditions.
|
| 11
| Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified
institutional buyers. At June 30, 2024, the aggregate value was $59,337,000, representing 0.1% of net assets.
|
| 12
| Guaranteed by the Government of Canada.
|
| 13
| Guaranteed by the Government of Japan.
|
| 14
| Guaranteed by the Federal Republic of Germany.
|
| 15
| Guaranteed by the Republic of Austria.
|
| 16
| Guaranteed by the Government of Mexico.
|
| 17
| Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund.
|
| 18
| Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co.
|
| 19
| Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
|
| 20
| Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp.
|
| 21
| Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
|
| 22
| Collateral of $47,677,000 was received for securities on loan, of which $47,671,000 is held in Vanguard Market Liquidity Fund and $6,000 is held in cash.
|
|
| 1YR—1-year.
|
|
| CMT—Constant Maturing Treasury Rate.
|
|
| COP—Certificate of Participation.
|
|
| CVR—Contingent Value Rights.
|
|
| DAC—Designated Activity Company.
|
|
| ETM—Escrowed to Maturity.
|
|
| GO—General Obligation Bond.
|
|
| REIT—Real Estate Investment Trust.
|
|
| RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year.
|
|
| RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month.
|
|
| SO—Special Obligation.
|
|
| UMBS—Uniform Mortgage-Backed Securities.
|
Derivative Financial
Instruments Outstanding as of Period End
| Futures Contracts
|
|
|
|
| ($000)
|
|
| Expiration
| Number of
Long (Short)
Contracts
| Notional
Amount
| Value and
Unrealized
Appreciation
(Depreciation)
|
| Long Futures Contracts
|
| 10-Year U.S. Treasury Note
| September 2024
| 1,629
| 179,165
| (142)
|
| E-mini Russell 2000 Index
| September 2024
| 78
| 8,054
| 138
|
| E-mini S&P 500 Index
| September 2024
| 217
| 59,908
| 183
|
| E-mini S&P Mid-Cap 400 Index
| September 2024
| 3
| 887
| 8
|
|
|
|
|
| 187
|
See accompanying Notes, which
are an integral part of the Financial Statements.
Statement of Assets and Liabilities
|
|
| ($000s, except shares, footnotes, and per-share amounts)
| Amount
|
| Assets
|
|
| Investments in Securities, at Value1
|
|
| Unaffiliated Issuers (Cost $30,592,662)
| 55,101,330
|
| Affiliated Issuers (Cost $434,613)
| 433,840
|
| Total Investments in Securities
| 55,535,170
|
| Investment in Vanguard
| 1,602
|
| Cash
| 10,397
|
| Cash Collateral Pledged—Futures Contracts
| 6,387
|
| Receivables for Investment Securities Sold
| 175,242
|
| Receivables for Accrued Income
| 177,337
|
| Receivables for Capital Shares Issued
| 31,049
|
| Total Assets
| 55,937,184
|
| Liabilities
|
|
| Payables for Investment Securities Purchased
| 306,202
|
| Collateral for Securities on Loan
| 47,677
|
| Payables for Capital Shares Redeemed
| 32,756
|
| Payables to Vanguard
| 1,563
|
| Variation Margin Payable—Futures Contracts
| 678
|
| Total Liabilities
| 388,876
|
| Net Assets
| 55,548,308
|
| 1 Includes $41,546,000 of securities on loan.
|
|
At June 30, 2024, net assets consisted of:
|
|
|
|
|
| Paid-in Capital
| 30,062,214
|
| Total Distributable Earnings (Loss)
| 25,486,094
|
| Net Assets
| 55,548,308
|
|
|
| Investor Shares—Net Assets
|
|
Applicable to 4,077,275 outstanding $.001 par value shares of
beneficial interest (unlimited authorization)
| 193,215
|
| Net Asset Value Per Share—Investor Shares
| $47.39
|
|
|
| Admiral Shares—Net Assets
|
|
Applicable to 942,073,937 outstanding $.001 par value shares of
beneficial interest (unlimited authorization)
| 44,637,436
|
| Net Asset Value Per Share—Admiral Shares
| $47.38
|
|
|
| Institutional Shares—Net Assets
|
|
Applicable to 226,160,262 outstanding $.001 par value shares of
beneficial interest (unlimited authorization)
| 10,717,657
|
| Net Asset Value Per Share—Institutional Shares
| $47.39
|
See accompanying Notes, which
are an integral part of the Financial Statements.
|
|
|
| Six Months Ended
June 30, 2024
|
|
| ($000)
|
| Investment Income
|
|
| Income
|
|
| Dividends—Unaffiliated Issuers1
| 221,616
|
| Dividends—Affiliated Issuers
| 394
|
| Interest—Unaffiliated Issuers
| 354,255
|
| Interest—Affiliated Issuers
| 11,965
|
| Securities Lending—Net
| 1,642
|
| Total Income
| 589,872
|
| Expenses
|
|
| The Vanguard Group—Note B
|
|
| Investment Advisory Services
| 483
|
| Management and Administrative—Investor Shares
| 163
|
| Management and Administrative—Admiral Shares
| 13,453
|
| Management and Administrative—Institutional Shares
| 2,769
|
| Marketing and Distribution—Investor Shares
| 5
|
| Marketing and Distribution—Admiral Shares
| 854
|
| Marketing and Distribution—Institutional Shares
| 156
|
| Custodian Fees
| 201
|
| Shareholders’ Reports—Investor Shares
| 1
|
| Shareholders’ Reports—Admiral Shares
| 193
|
| Shareholders’ Reports—Institutional Shares
| 10
|
| Trustees’ Fees and Expenses
| 15
|
| Other Expenses
| 9
|
| Total Expenses
| 18,312
|
| Net Investment Income
| 571,560
|
| Realized Net Gain (Loss)
|
|
| Investment Securities Sold—Unaffiliated Issuers
| 1,055,444
|
| Investment Securities Sold—Affiliated Issuers
| 13
|
| Futures Contracts
| 4,602
|
| Realized Net Gain (Loss)
| 1,060,059
|
| Change in Unrealized Appreciation (Depreciation)
|
|
| Investment Securities—Unaffiliated Issuers
| 2,473,638
|
| Investment Securities—Affiliated Issuers
| (308)
|
| Futures Contracts
| (14,490)
|
| Change in Unrealized Appreciation (Depreciation)
| 2,458,840
|
| Net Increase (Decrease) in Net Assets Resulting from Operations
| 4,090,459
|
| 1
| Dividends are net of foreign withholding taxes of $39,000.
|
See accompanying Notes,
which are an integral part of the Financial Statements.
Statement of Changes in Net Assets
|
|
|
| Six Months Ended
June 30,
2024
|
| Year Ended
December 31,
2023
|
|
| ($000)
|
| ($000)
|
| Increase (Decrease) in Net Assets
|
|
|
|
| Operations
|
|
|
|
| Net Investment Income
| 571,560
|
| 1,051,939
|
| Realized Net Gain (Loss)
| 1,060,059
|
| 1,301,413
|
| Change in Unrealized Appreciation (Depreciation)
| 2,458,840
|
| 5,675,533
|
| Net Increase (Decrease) in Net Assets Resulting from Operations
| 4,090,459
|
| 8,028,885
|
| Distributions
|
|
|
|
| Investor Shares
| (2,777)
|
| (8,298)
|
| Admiral Shares
| (663,759)
|
| (1,798,418)
|
| Institutional Shares
| (158,629)
|
| (434,284)
|
| Total Distributions
| (825,165)
|
| (2,241,000)
|
| Capital Share Transactions
|
|
|
|
| Investor Shares
| (12,798)
|
| (27,182)
|
| Admiral Shares
| (38,322)
|
| (1,966)
|
| Institutional Shares
| 103,181
|
| (1,430,788)
|
| Net Increase (Decrease) from Capital Share Transactions
| 52,061
|
| (1,459,936)
|
| Total Increase (Decrease)
| 3,317,355
|
| 4,327,949
|
| Net Assets
|
|
|
|
| Beginning of Period
| 52,230,953
|
| 47,903,004
|
| End of Period
| 55,548,308
|
| 52,230,953
|
See accompanying Notes,
which are an integral part of the Financial Statements.
| Investor Shares
|
|
|
|
|
|
|
For a Share Outstanding
Throughout Each Period
| Six Months
Ended
June 30,
2024
| Year Ended December 31,
|
| 2023
| 2022
| 2021
| 2020
| 2019
|
| Net Asset Value, Beginning of Period
| $44.59
| $39.66
| $49.02
| $44.34
| $39.23
| $32.99
|
| Investment Operations
|
|
|
|
|
|
|
| Net Investment Income1
| .463
| .854
| .709
| .627
| .700
| .755
|
| Capital Gain Distributions Received1
| —
| .0002
| .0002
| .0002
| —
| —
|
| Net Realized and Unrealized Gain (Loss) on Investments
| 3.017
| 5.970
| (8.996)
| 5.564
| 5.537
| 6.345
|
| Total from Investment Operations
| 3.480
| 6.824
| (8.287)
| 6.191
| 6.237
| 7.100
|
| Distributions
|
|
|
|
|
|
|
| Dividends from Net Investment Income
| (.485)
| (.861)
| (.716)
| (.626)
| (.687)
| (.794)
|
| Distributions from Realized Capital Gains
| (.195)
| (1.033)
| (.357)
| (.885)
| (.440)
| (.066)
|
| Total Distributions
| (.680)
| (1.894)
| (1.073)
| (1.511)
| (1.127)
| (.860)
|
| Net Asset Value, End of Period
| $47.39
| $44.59
| $39.66
| $49.02
| $44.34
| $39.23
|
| Total Return3
| 7.83%
| 17.44%
| -16.97%
| 14.09%
| 16.26%
| 21.67%
|
| Ratios/Supplemental Data
|
|
|
|
|
|
|
| Net Assets, End of Period (Millions)
| $193
| $194
| $199
| $317
| $334
| $396
|
| Ratio of Total Expenses to Average Net Assets
| 0.18%
| 0.18%
| 0.18%
| 0.18%
| 0.18%
| 0.18%
|
| Ratio of Net Investment Income to Average Net Assets
| 2.03%
| 2.02%
| 1.66%
| 1.33%
| 1.76%
| 2.11%
|
| Portfolio Turnover Rate4
| 12%
| 19%
| 19%
| 35%
| 60%
| 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%, 5%, 5%, 15%, 12%, and 6%, 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.
|
See accompanying Notes,
which are an integral part of the Financial Statements.
| Admiral Shares
|
|
|
|
|
|
|
For a Share Outstanding
Throughout Each Period
| Six Months
Ended
June 30,
2024
| Year Ended December 31,
|
| 2023
| 2022
| 2021
| 2020
| 2019
|
| Net Asset Value, Beginning of Period
| $44.58
| $39.65
| $49.02
| $44.34
| $39.23
| $32.99
|
| Investment Operations
|
|
|
|
|
|
|
| Net Investment Income1
| .488
| .902
| .761
| .680
| .742
| .817
|
| Capital Gain Distributions Received1
| —
| .0002
| .0002
| .0002
| —
| —
|
| Net Realized and Unrealized Gain (Loss) on Investments
| 3.019
| 5.969
| (9.010)
| 5.564
| 5.542
| 6.319
|
| Total from Investment Operations
| 3.507
| 6.871
| (8.249)
| 6.244
| 6.284
| 7.136
|
| Distributions
|
|
|
|
|
|
|
| Dividends from Net Investment Income
| (.512)
| (.908)
| (.764)
| (.679)
| (.733)
| (.830)
|
| Distributions from Realized Capital Gains
| (.195)
| (1.033)
| (.357)
| (.885)
| (.441)
| (.066)
|
| Total Distributions
| (.707)
| (1.941)
| (1.121)
| (1.564)
| (1.174)
| (.896)
|
| Net Asset Value, End of Period
| $47.38
| $44.58
| $39.65
| $49.02
| $44.34
| $39.23
|
| Total Return3
| 7.89%
| 17.58%
| -16.90%
| 14.22%
| 16.40%
| 21.79%
|
| Ratios/Supplemental Data
|
|
|
|
|
|
|
| Net Assets, End of Period (Millions)
| $44,637
| $42,048
| $37,437
| $47,564
| $39,901
| $33,585
|
| 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
| 2.15%
| 2.14%
| 1.79%
| 1.44%
| 1.86%
| 2.22%
|
| Portfolio Turnover Rate4
| 12%
| 19%
| 19%
| 35%
| 60%
| 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%, 5%, 5%, 15%, 12%, and 6%, 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.
|
See accompanying Notes,
which are an integral part of the Financial Statements.
| Institutional Shares
|
|
|
|
|
|
|
For a Share Outstanding
Throughout Each Period
| Six Months
Ended
June 30,
2024
| Year Ended December 31,
|
| 2023
| 2022
| 2021
| 2020
| 2019
|
| Net Asset Value, Beginning of Period
| $44.59
| $39.66
| $49.02
| $44.35
| $39.24
| $33.00
|
| Investment Operations
|
|
|
|
|
|
|
| Net Investment Income1
| .490
| .904
| .765
| .685
| .747
| .820
|
| Capital Gain Distributions Received1
| —
| .0002
| .0002
| .0002
| —
| —
|
| Net Realized and Unrealized Gain (Loss) on Investments
| 3.019
| 5.971
| (8.998)
| 5.554
| 5.541
| 6.320
|
| Total from Investment Operations
| 3.509
| 6.875
| (8.233)
| 6.239
| 6.288
| 7.140
|
| Distributions
|
|
|
|
|
|
|
| Dividends from Net Investment Income
| (.514)
| (.912)
| (.769)
| (.684)
| (.737)
| (.834)
|
| Distributions from Realized Capital Gains
| (.195)
| (1.033)
| (.358)
| (.885)
| (.441)
| (.066)
|
| Total Distributions
| (.709)
| (1.945)
| (1.127)
| (1.569)
| (1.178)
| (.900)
|
| Net Asset Value, End of Period
| $47.39
| $44.59
| $39.66
| $49.02
| $44.35
| $39.24
|
| Total Return
| 7.89%
| 17.58%
| -16.87%
| 14.20%
| 16.41%
| 21.79%
|
| Ratios/Supplemental Data
|
|
|
|
|
|
|
| Net Assets, End of Period (Millions)
| $10,718
| $9,989
| $10,268
| $13,081
| $11,685
| $11,143
|
| 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
| 2.16%
| 2.14%
| 1.80%
| 1.45%
| 1.87%
| 2.23%
|
| Portfolio Turnover Rate3
| 12%
| 19%
| 19%
| 35%
| 60%
| 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%, 5%, 5%, 15%, 12%, and 6%, 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.
|
See accompanying Notes, which are an integral
part of the Financial Statements.
Notes to Financial Statements
Vanguard Balanced Index Fund
is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: Investor Shares, Admiral Shares, and Institutional Shares. Each of the
share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its
financial statements.
1. Security Valuation:
Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official
closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Bonds and other temporary
cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent
pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer,
tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market
Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but
after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
2. To Be Announced (TBA)
Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of
TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA
transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a
counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and
monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for
their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the
fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund
under the MSFTA.
3. Mortgage Dollar
Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined
price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities
sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys
mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll
transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The
fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund’s portfolio turnover rate. Amounts to be received or paid in connection with open
mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.
4. Futures Contracts:
The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced,
or to adjust sensitivity to changes in interest rates. The fund also uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and
minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in
the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds or stocks held by
the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing
broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with
its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each
contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued
at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of
Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures
contracts.
During the six months ended
June 30, 2024, the fund’s average investments in long and short futures contracts represented 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the
period.
5. Federal Income Taxes:
The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund’s tax returns are open to examination by the relevant tax authorities until
expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund’s tax positions taken for all open federal and state
income tax years, and has concluded that no provision for income tax is required in the fund’s financial statements.
6. Distributions:
Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial
reporting purposes.
7. Securities Lending:
To earn additional income, the fund lends its securities to qualified institutional borrowers. Security loans are subject to termination by the fund at any time, and are required to be secured at all times by
collateral in an amount at least equal to the market value of securities loaned. Daily market fluctuations could cause the value of loaned securities to be more or less than the value of the collateral received. When
this occurs, the collateral is adjusted and settled before the opening of the market on the next business day. The fund further mitigates its counterparty risk by entering into securities lending transactions only
with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master securities lending agreements with its counterparties. The master securities lending agreements
provide that, in the event of a counterparty’s default (including bankruptcy), the fund may terminate any loans with that borrower, determine the net amount owed, and sell or retain the collateral up to the net
amount owed to the fund; however, such actions may be subject to legal proceedings. While collateral mitigates counterparty risk, in the event of a default, the fund may experience delays and costs in recovering the
securities loaned. The fund invests cash collateral received in Vanguard Market Liquidity Fund, and records a liability in the Statement of Assets and Liabilities for the return of the collateral, during the period
the securities are on loan. Collateral investments in Vanguard Market Liquidity Fund are subject to market appreciation or depreciation. Securities lending income represents fees charged to borrowers plus income
earned on invested cash collateral, less expenses associated with the loan. During the term of the loan, the fund is entitled to all distributions made on or in respect of the loaned securities.
8. Credit Facilities and
Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit
agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be
utilized for temporary or emergency purposes and are subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged
administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the fund’s board of trustees and included
in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate,
the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based
upon an alternate rate agreed to by the fund and Vanguard.
In accordance with an
exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each
other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment
objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to
be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the six months ended June
30, 2024, the fund did not utilize the credit facilities or the Interfund Lending Program.
9. Other: Dividend
income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Interest income includes income distributions received from
Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for
premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains
(losses) on the sale of investment securities are those of the specific securities sold.
Each class of shares has equal
rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and
shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on
investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate
management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines
approved by the board of trustees and are generally settled twice a month.
Upon the request of Vanguard,
the fund may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2024, the fund had contributed to Vanguard capital in the amount of $1,602,000, representing less than 0.01% of the fund’s
net assets and 0.64% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C. Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The
inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant
unobservable inputs are noted on the Schedule of Investments.
The following table summarizes
the market value of the fund's investments and derivatives as of June 30, 2024, based on the inputs used to value them:
|
| Level 1
($000)
| Level 2
($000)
| Level 3
($000)
| Total
($000)
|
| Investments
|
|
|
|
|
| Assets
|
|
|
|
|
| Common Stocks
| 34,150,412
| 77
| 105
| 34,150,594
|
| Preferred Stocks
| —
| —
| —
| —
|
| Rights
| —
| —
| 100
| 100
|
| Warrants
| 60
| —
| —
| 60
|
| U.S. Government and Agency Obligations
| —
| 14,087,883
| —
| 14,087,883
|
| Asset-Backed/Commercial Mortgage-Backed Securities
| —
| 510,098
| —
| 510,098
|
| Corporate Bonds
| —
| 5,545,781
| —
| 5,545,781
|
| Sovereign Bonds
| —
| 719,802
| —
| 719,802
|
| Taxable Municipal Bonds
| —
| 115,430
| —
| 115,430
|
| Temporary Cash Investments
| 405,422
| —
| —
| 405,422
|
| Total
| 34,555,894
| 20,979,071
| 205
| 55,535,170
|
|
|
|
|
|
|
| Derivative Financial Instruments
|
|
|
|
|
| Assets
|
|
|
|
|
| Futures Contracts1
| 329
| —
| —
| 329
|
| Liabilities
|
|
|
|
|
| Futures Contracts1
| 142
| —
| —
| 142
|
| 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.
|
D. As of June 30, 2024, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:
|
| Amount
($000)
|
| Tax Cost
| 31,094,075
|
| Gross Unrealized Appreciation
| 27,438,138
|
| Gross Unrealized Depreciation
| (2,996,856)
|
| Net Unrealized Appreciation (Depreciation)
| 24,441,282
|
E. During the six months ended June 30, 2024, the fund purchased $1,413,658,000 of investment securities and sold $2,681,485,000 of investment securities, other than U.S. government securities
and temporary cash investments. Purchases and sales of U.S. government securities were $5,106,811,000 and $3,737,121,000, respectively.
The fund purchased securities
from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment
Company Act of 1940. For the six months ended June 30, 2024, such purchases were $100,935,000 and sales were $32,159,000, resulting in net realized gain of $14,220,000; these amounts, other than temporary cash
investments, are included in the purchases and sales of investment securities noted above.
F. Capital share transactions for each class of shares were:
|
| Six Months Ended
June 30, 2024
|
| Year Ended
December 31, 2023
|
|
| Amount
($000)
| Shares
(000)
|
| Amount
($000)
| Shares
(000)
|
| Investor Shares
|
|
|
|
|
|
| Issued
| 10,526
| 235
|
| 16,753
| 394
|
| Issued in Lieu of Cash Distributions
| 2,777
| 59
|
| 8,298
| 193
|
| Redeemed
| (26,101)
| (573)
|
| (52,233)
| (1,237)
|
| Net Increase (Decrease)—Investor Shares
| (12,798)
| (279)
|
| (27,182)
| (650)
|
| Admiral Shares
|
|
|
|
|
|
| Issued
| 2,311,317
| 50,390
|
| 3,882,733
| 91,712
|
| Issued in Lieu of Cash Distributions
| 599,456
| 12,787
|
| 1,632,032
| 37,935
|
| Redeemed
| (2,949,095)
| (64,226)
|
| (5,516,731)
| (130,590)
|
| Net Increase (Decrease)—Admiral Shares
| (38,322)
| (1,049)
|
| (1,966)
| (943)
|
|
| Six Months Ended
June 30, 2024
|
| Year Ended
December 31, 2023
|
|
| Amount
($000)
| Shares
(000)
|
| Amount
($000)
| Shares
(000)
|
| Institutional Shares
|
|
|
|
|
|
| Issued
| 750,962
| 16,410
|
| 1,143,853
| 26,989
|
| Issued in Lieu of Cash Distributions
| 153,935
| 3,283
|
| 422,724
| 9,838
|
| Redeemed
| (801,716)
| (17,540)
|
| (2,997,365)
| (71,707)
|
| Net Increase (Decrease)—Institutional Shares
| 103,181
| 2,153
|
| (1,430,788)
| (34,880)
|
G. Transactions during the period in affiliated underlying Vanguard funds were as follows:
|
|
| Current Period Transactions
|
|
|
| Dec. 31, 2023
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, 2024
Market Value
($000)
|
| Vanguard Market Liquidity Fund
| 722,008
| NA1
| NA1
| 13
| 30
| 11,965
| —
| 405,422
|
| Vanguard Total Bond Market ETF
| 6,573
| 22,183
| —
| —
| (338)
| 394
| —
| 28,418
|
| Total
| 728,581
| 22,183
| —
| 13
| (308)
| 12,359
| —
| 433,840
|
| 1
| Not applicable—purchases and sales are for temporary cash investment purposes.
|
H. Significant market disruptions, such as those caused by pandemics, natural or environmental disasters, war, acts of terrorism, or other events, can adversely affect local and
global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund’s investments and fund performance.
To the extent the fund’s
investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to
increased price volatility and other risks.
Credit risk is the risk that a
counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer’s ability to make such payments will cause the price of an
investment to decline. Investment in debt securities will generally increase credit risk.
The use of derivatives may
expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A
relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding
the fund’s use of derivative(s) and the specific risks associated is described under significant accounting policies.
I. Management has determined that no events or transactions occurred subsequent to June 30, 2024, that would require recognition or disclosure in these financial statements.
Q022 082024
Item 8: Changes in and Disagreements with Accountants for Open-End
Management Investment Companies.
Not applicable.
Item 9: Proxy Disclosures for Open-End Management Investment Companies.
Not applicable.
Item 10: Remuneration Paid to Directors, Officers, and Others of
Open-End Management Investment Companies.
Not applicable.
Item 11: Statement Regarding Basis for Approval of Investment Advisory
Contracts.
Trustees Approve Advisory Arrangement – Balanced Index Fund
The board of trustees of Vanguard Balanced Index Fund has renewed the
fund’s investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Equity Index and Fixed Income Groups.
The board determined that continuing the fund’s internalized management structure was in the best interests of the fund and its
shareholders.
The board based its decision upon an evaluation of the advisor’s
investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard’s
Portfolio Review Department, which is responsible for fund and advisor oversight and product management. The Portfolio Review Department
met regularly with the advisor and made presentations to the board during the fiscal year that directed the board’s focus to relevant
information and topics.
The board, or an investment committee made up of board members, also
received information throughout the year during advisor presentations conducted by the Portfolio Review Department. For each advisor presentation,
the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor’s
assessment of the investment environment, portfolio performance, and portfolio characteristics.
In addition, the board received periodic reports throughout the year,
which included information about the portfolio’s performance relative to its peers and benchmark, as applicable, and updates, as
needed, on the Portfolio Review Department’s ongoing assessment of the advisor.
Prior to their meeting, the trustees were provided with a memo and materials
that summarized the information they received over the course of the year. They also considered the factors discussed below, among others.
However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that
drove the board’s decision.
Nature, extent, and quality of services
The board reviewed the quality of the fund’s investment management
services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered
that Vanguard has been managing investments for more than four decades. Both the Equity Index Group and the Fixed Income Group adhere
to sound, disciplined investment management processes; each group’s management team has considerable experience, stability, and
depth.
The board concluded that Vanguard’s experience, stability, depth,
and performance, among other factors, warranted continuation of the advisory arrangement.
Investment performance
The board considered the short- and long-term performance of the fund,
including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the
performance was such that the advisory arrangement should continue.
Cost
The board concluded that the fund’s expense ratio was below the
average expense ratio charged by funds in its peer group and that the fund’s advisory expenses were also below the peer-group average.
The board does not conduct a profitability analysis of Vanguard because
of Vanguard’s unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.
The benefit of economies of scale
The board concluded that the fund’s arrangement with Vanguard
ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.
The board will consider whether to renew the advisory arrangement again
after a one-year period.
Item 12: Disclosure of Proxy Voting Policies and Procedures for Closed-End
Management Investment Companies.
Not applicable.
Item 13: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item
14: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item
15: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item
16: 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. In February 2024, a third-party service provider began performing security pricing services
for the Registrant. There were no other changes in the Registrant’s Internal Control Over Financial Reporting or in other factors
that could significantly affect this control during the period covered by this report, including any corrective actions with regard to
significant deficiencies and material weaknesses.
Item
17: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 18: Recovery of Erroneously Awarded Compensation.
Not applicable.
Item 19: Exhibits.
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/ SALIM RAMJI* |
|
| |
SALIM RAMJI |
|
| |
CHIEF EXECUTIVE OFFICER |
|
Date:
August 21, 2024
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/ SALIM RAMJI* |
|
| |
SALIM RAMJI |
|
| |
CHIEF EXECUTIVE OFFICER |
|
Date:
August 21, 2024
| |
VANGUARD
VALLEY FORGE FUNDS |
|
| |
|
|
| BY: |
/s/ CHRISTINE BUCHANAN* |
|
| |
CHRISTINE BUCHANAN |
|
| |
CHIEF FINANCIAL OFFICER |
|
Date:
August 21, 2024
John E. Schadl, pursuant to a Power of Attorney filed on July 25, 2024 (see File Number 33-48863), Incorporated by Reference.
