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Common stocks 64.99% Health care 10.49% | Shares | Value (000) |
AstraZeneca PLC1 | 18,873,200 | $1,979,883 |
Pfizer Inc. | 50,240,000 | 1,927,206 |
Merck & Co., Inc. | 19,504,493 | 1,547,487 |
Gilead Sciences, Inc. | 15,765,000 | 1,324,260 |
GlaxoSmithKline PLC1 | 63,188,000 | 1,322,915 |
Novartis AG1 | 7,466,000 | 636,895 |
Johnson & Johnson | 4,085,000 | 612,913 |
Bristol-Myers Squibb Co. | 8,755,000 | 532,392 |
CVS Health Corp. | 6,483,783 | 399,077 |
Takeda Pharmaceutical Co. Ltd.1 | 5,611,000 | 201,479 |
Sanofi1 | 1,419,000 | 138,826 |
Rotech Healthcare Inc.1,2,3,4,5 | 543,172 | 19,554 |
Advanz Pharma Corp. Ltd.4,5 | 961,943 | 3,194 |
Advanz Pharma Corp. Ltd.4 | 223,343 | 741 |
10,646,822 | ||
Financials 9.52% | ||
JPMorgan Chase & Co. | 21,962,000 | 2,103,081 |
CME Group Inc., Class A | 9,740,400 | 1,735,837 |
The Blackstone Group Inc., Class A | 14,595,140 | 762,450 |
Zurich Insurance Group AG1 | 1,786,179 | 569,394 |
B3 SA - Brasil, Bolsa, Balcao | 63,238,000 | 446,791 |
Citigroup Inc. | 6,685,000 | 324,624 |
BlackRock, Inc. | 556,600 | 279,435 |
Progressive Corp. | 3,299,105 | 255,021 |
Wells Fargo & Co. | 8,500,000 | 246,925 |
KeyCorp | 20,857,000 | 242,984 |
Commonwealth Bank of Australia1 | 6,000,000 | 239,917 |
PNC Financial Services Group, Inc. | 2,216,000 | 236,381 |
Apollo Global Management, Inc., Class A | 5,250,000 | 212,572 |
BB Seguridade Participações SA | 42,704,000 | 208,498 |
Bank of Nova Scotia | 4,895,000 | 196,229 |
Synchrony Financial | 9,893,551 | 195,793 |
Ares Management Corp., Class A | 5,143,000 | 172,548 |
Truist Financial Corp. | 4,001,000 | 149,317 |
DBS Group Holdings Ltd.1 | 8,200,000 | 114,939 |
T. Rowe Price Group, Inc. | 966,477 | 111,754 |
Regions Financial Corp. | 10,204,000 | 109,693 |
Toronto-Dominion Bank (CAD denominated) | 2,496,000 | 104,291 |
Carlyle Group Inc. | 4,058,373 | 95,128 |
Macquarie Group Ltd.1 | 1,282,000 | 83,783 |
Bank of America Corp. | 3,035,000 | 72,992 |
Hang Seng Bank Ltd.1 | 3,791,000 | 66,514 |
CIT Group Inc. | 3,420,423 | 64,920 |
KBC Groep NV1 | 1,123,500 | 60,741 |
AXA SA1 | 3,345,000 | 59,458 |
Ping An Insurance (Group) Co. of China, Ltd., Class H1 | 4,977,500 | 50,471 |
Common stocks (continued) Financials (continued) | Shares | Value (000) |
Legal & General Group PLC1 | 15,394,000 | $39,742 |
Sberbank of Russia PJSC (ADR)1 | 3,298,000 | 35,192 |
The Bank of N.T. Butterfield & Son Ltd. | 300,000 | 6,603 |
St. James’s Place PLC1 | 466,000 | 5,003 |
AURELIUS Equity Opportunities SE & Co. KGaA, non-registered shares1 | 150,000 | 2,636 |
9,661,657 | ||
Consumer staples 8.44% | ||
Philip Morris International Inc. | 24,467,500 | 1,825,276 |
Altria Group, Inc. | 24,541,000 | 963,234 |
British American Tobacco PLC1 | 23,651,300 | 918,490 |
Coca-Cola Co. | 19,016,000 | 872,644 |
Procter & Gamble Co. | 7,400,000 | 872,238 |
Unilever PLC1 | 12,690,000 | 656,098 |
Unilever PLC (ADR) | 1,200,000 | 62,244 |
Kellogg Co. | 10,850,000 | 710,675 |
General Mills, Inc. | 11,845,000 | 709,397 |
Nestlé SA1 | 4,237,617 | 447,645 |
Anheuser-Busch InBev NV1 | 3,844,229 | 178,439 |
Colgate-Palmolive Co. | 1,669,519 | 117,317 |
Conagra Brands, Inc. | 2,548,100 | 85,209 |
Costco Wholesale Corp. | 268,000 | 81,204 |
Walgreens Boots Alliance, Inc. | 1,475,600 | 63,879 |
8,563,989 | ||
Information technology 8.33% | ||
Microsoft Corp. | 14,858,854 | 2,662,855 |
Taiwan Semiconductor Manufacturing Co., Ltd.1 | 140,735,500 | 1,414,317 |
Taiwan Semiconductor Manufacturing Co., Ltd. (ADR) | 1,855,000 | 98,556 |
Broadcom Inc. | 4,671,112 | 1,268,767 |
QUALCOMM Inc. | 10,763,000 | 846,725 |
Texas Instruments Inc. | 5,715,000 | 663,340 |
NortonLifeLock Inc. | 24,468,359 | 520,442 |
International Business Machines Corp. | 3,455,000 | 433,810 |
Tokyo Electron Ltd.1 | 740,000 | 156,546 |
Edenred SA1 | 3,433,774 | 138,489 |
Paychex, Inc. | 1,657,000 | 113,538 |
Vanguard International Semiconductor Corp.1 | 36,705,886 | 84,939 |
Maxim Integrated Products, Inc. | 960,000 | 52,781 |
8,455,105 | ||
Industrials 6.29% | ||
Lockheed Martin Corp. | 4,783,700 | 1,861,146 |
BAE Systems PLC1 | 98,010,000 | 628,299 |
Illinois Tool Works Inc. | 3,530,000 | 573,625 |
Emerson Electric Co. | 9,100,000 | 518,973 |
Norfolk Southern Corp. | 2,532,453 | 433,303 |
Hubbell Inc.2 | 3,430,000 | 426,795 |
Kone OYJ, Class B1 | 6,265,000 | 380,092 |
Honeywell International Inc. | 2,528,500 | 358,794 |
PACCAR Inc. | 4,653,700 | 322,176 |
United Parcel Service, Inc., Class B | 2,690,000 | 254,635 |
AB Volvo, Class B1,4 | 17,938,618 | 231,347 |
Boeing Co. | 1,578,700 | 222,628 |
Watsco, Inc. | 565,000 | 90,959 |
Common stocks (continued) Industrials (continued) | Shares | Value (000) |
Meggitt PLC1 | 18,836,000 | $66,348 |
Coor Service Management Holding AB1 | 1,200,000 | 7,922 |
6,377,042 | ||
Real estate 6.14% | ||
Crown Castle International Corp. REIT | 9,738,488 | 1,552,607 |
Digital Realty Trust, Inc. REIT | 9,999,000 | 1,494,750 |
Iron Mountain Inc. REIT2 | 18,660,000 | 451,199 |
Prologis, Inc. REIT | 4,560,000 | 406,889 |
Gaming and Leisure Properties, Inc. REIT2 | 13,394,000 | 378,247 |
Public Storage REIT | 1,618,500 | 300,151 |
American Tower Corp. REIT | 1,007,173 | 239,707 |
Camden Property Trust REIT | 2,580,285 | 227,246 |
China Overseas Land & Investment Ltd.1 | 50,266,000 | 181,181 |
Link Real Estate Investment Trust REIT1 | 19,651,812 | 174,302 |
Simon Property Group, Inc. REIT | 2,493,500 | 166,491 |
Shimao Property Holdings Ltd.1 | 40,761,500 | 163,483 |
Longfor Group Holdings Ltd.1 | 29,723,000 | 147,306 |
Lamar Advertising Co. REIT, Class A | 2,353,322 | 135,669 |
Extra Space Storage Inc. REIT | 983,000 | 86,740 |
MGM Growth Properties LLC REIT, Class A | 3,337,327 | 84,000 |
China Resources Land Ltd.1 | 8,172,000 | 32,832 |
Brookfield Property Partners LP | 550,000 | 5,148 |
6,227,948 | ||
Utilities 4.90% | ||
Enel SpA1 | 196,520,535 | 1,345,411 |
DTE Energy Co. | 7,783,030 | 807,411 |
Brookfield Infrastructure Partners LP2 | 16,183,823 | 636,680 |
AES Corp.2 | 43,141,951 | 571,631 |
Public Service Enterprise Group Inc. | 8,929,000 | 452,790 |
Duke Energy Corp. | 3,999,999 | 338,640 |
National Grid PLC1 | 23,640,000 | 278,259 |
American Electric Power Co., Inc. | 2,000,000 | 166,220 |
Guangdong Investment Ltd.1 | 68,064,000 | 140,252 |
Dominion Energy, Inc. | 691,190 | 53,311 |
ContourGlobal PLC1 | 25,431,946 | 51,914 |
NTPC Ltd.1 | 35,844,417 | 45,081 |
Xcel Energy Inc. | 598,382 | 38,033 |
Brookfield Infrastructure Corp., Class A, subordinate voting shares4 | 905,778 | 37,905 |
Vistra Energy Corp. | 69,735 | 1,363 |
4,964,901 | ||
Consumer discretionary 3.86% | ||
Target Corp. | 10,870,000 | 1,192,874 |
Home Depot, Inc. | 4,423,500 | 972,418 |
General Motors Co. | 17,275,306 | 385,067 |
Darden Restaurants, Inc. | 4,241,000 | 312,943 |
Las Vegas Sands Corp. | 5,767,000 | 276,931 |
Wynn Macau, Ltd.1 | 80,384,000 | 140,263 |
Industria de Diseño Textil, SA1 | 5,427,531 | 138,458 |
Domino’s Pizza Group PLC1,2 | 30,671,123 | 133,014 |
Peugeot SA1 | 8,797,000 | 126,258 |
Sands China Ltd.1 | 25,097,800 | 100,916 |
Nordstrom, Inc. | 4,719,502 | 88,632 |
Common stocks (continued) Consumer discretionary (continued) | Shares | Value (000) |
Restaurant Brands International Inc. | 965,000 | $47,575 |
Dustin Group AB1 | 409,995 | 2,082 |
3,917,431 | ||
Materials 2.82% | ||
Rio Tinto PLC1 | 13,605,000 | 632,315 |
Air Products and Chemicals, Inc. | 2,696,571 | 608,293 |
LyondellBasell Industries NV | 6,755,000 | 391,452 |
Dow Inc. | 10,288,166 | 377,473 |
BASF SE1 | 4,800,000 | 246,739 |
Packaging Corp. of America | 2,401,566 | 232,111 |
WestRock Co. | 5,248,500 | 168,949 |
CF Industries Holdings, Inc. | 5,150,000 | 141,625 |
Nucor Corp. | 825,400 | 33,998 |
Vale SA, ordinary nominative | 3,180,000 | 26,233 |
Hexion Holdings Corp., Class B4 | 320,375 | 2,707 |
2,861,895 | ||
Communication services 2.69% | ||
Verizon Communications Inc. | 30,518,000 | 1,753,259 |
Koninklijke KPN NV1,2 | 212,159,499 | 491,457 |
Advanced Info Service PCL, foreign registered1 | 33,110,000 | 201,315 |
SoftBank Corp.1 | 10,170,400 | 138,348 |
HKBN Ltd.1,2 | 66,072,000 | 113,303 |
Shaw Communications Inc., Class B, nonvoting shares | 2,014,178 | 32,862 |
Cumulus Media Inc., Class A4 | 217,442 | 963 |
iHeartMedia, Inc., Class A4 | 64,955 | 456 |
Clear Channel Outdoor Holdings, Inc.4 | 152,827 | 147 |
Adelphia Recovery Trust, Series ACC-11,3,4 | 9,913,675 | 5 |
2,732,115 | ||
Energy 1.51% | ||
Chevron Corp. | 6,031,500 | 554,898 |
BP PLC1 | 82,500,000 | 325,765 |
BP PLC (ADR) | 165,000 | 3,927 |
Enbridge Inc. | 6,993,920 | 214,573 |
Occidental Petroleum Corp. | 6,800,000 | 112,880 |
Inter Pipeline Ltd. | 13,457,680 | 112,538 |
Baker Hughes Co., Class A | 5,500,000 | 76,725 |
TC Energy Corp. (CAD denominated) | 1,070,000 | 49,243 |
Helmerich & Payne, Inc. | 1,811,048 | 35,804 |
Ascent Resources - Utica, LLC, Class A1,2,3,4,5 | 110,214,618 | 23,145 |
Exxon Mobil Corp. | 296,000 | 13,755 |
Tribune Resources, LLC1,4 | 3,935,815 | 6,396 |
Weatherford International4 | 1,172,205 | 5,275 |
McDermott International, Inc.4 | 11,639 | 1 |
Tapstone Energy, LLC1,3,4,6 | 66,043 | 1 |
Sable Permian Resources, LLC, unit1,3,4 | 96,515,980 | —7 |
1,534,926 | ||
Total common stocks (cost: $53,197,360,000) | 65,943,831 |
Preferred securities 0.31% Financials 0.22% | Shares | Value (000) |
Citigroup Inc., 7.681% preferred shares | 2,368,637 | $63,409 |
Citigroup Inc., Series K, noncumulative, preferred depositary shares | 2,145,767 | 58,708 |
PNC Financial Services Group, Inc., Series P, noncumulative, preferred depositary shares | 2,000,000 | 52,720 |
Goldman Sachs Group, Inc., Series J, 5.50% preferred depositary shares | 1,200,000 | 30,300 |
Wells Fargo & Co., Series Q, Class A, 5.85% noncumulative, preferred depositary shares | 555,913 | 14,059 |
219,196 | ||
Information technology 0.09% | ||
Samsung Electronics Co., Ltd., nonvoting preferred shares1 | 2,750,000 | 95,773 |
Consumer discretionary 0.00% | ||
Neiman Marcus Group, Inc., preferred shares4,6 | 1,683,792 | 1,094 |
Total preferred securities (cost: $309,020,000) | 316,063 | |
Rights & warrants 0.00% Energy 0.00% | ||
Tribune Resources, LLC, Class A, warrants, expire 20231,3,4 | 1,778,694 | 13 |
Tribune Resources, LLC, Class B, warrants, expire 20231,3,4 | 1,383,428 | 6 |
Tribune Resources, LLC, Class C, warrants, expire 20231,3,4 | 948,600 | 2 |
Ultra Petroleum Corp., warrants, expire 20254 | 499,240 | 18 |
39 | ||
Industrials 0.00% | ||
Associated Materials, LLC, warrants, expire 20231,3,4 | 328,867 | —7 |
Total rights & warrants (cost: $388,000) | 39 | |
Convertible stocks 0.61% Utilities 0.18% | ||
NextEra Energy, Inc., units, convertible preferred shares, 5.279% 2023 | 3,420,300 | 147,723 |
DTE Energy Co., units, convertible preferred shares, 6.25% 2022 | 902,600 | 37,728 |
185,451 | ||
Health care 0.18% | ||
Danaher Corp., Series A, cumulative convertible preferred shares, 4.75% 2022 | 150,000 | 178,368 |
Information technology 0.15% | ||
Broadcom Inc., Series A, cumulative convertible preferred shares, 8.00% 2022 | 150,000 | 152,616 |
Real estate 0.06% | ||
Crown Castle International Corp. REIT, Series A, convertible preferred shares, 6.875% 2020 | 44,500 | 61,989 |
Consumer staples 0.03% | ||
Bunge Ltd., convertible preferred shares, 4.875% | 322,700 | 30,011 |
Convertible stocks (continued) Industrials 0.01% | Shares | Value (000) |
Associated Materials, LLC, convertible preferred shares, 14.00% 20201,3 | 23,150 | $5,682 |
Total convertible stocks (cost: $612,836,000) | 614,117 | |
Convertible bonds 0.00% Communication services 0.00% | Principal amount (000) | |
DISH DBS Corp., convertible notes, 3.375% 2026 | $ 4,900 | 3,984 |
Gogo Inc., convertible notes, 6.00% 2022 | 399 | 217 |
Total convertible bonds (cost: $5,760,000) | 4,201 | |
Bonds, notes & other debt instruments 28.71% Corporate bonds & notes 13.67% Financials 2.18% | ||
ACE INA Holdings Inc. 2.30% 2020 | 4,485 | 4,509 |
ACE INA Holdings Inc. 2.875% 2022 | 765 | 799 |
ACE INA Holdings Inc. 3.35% 2026 | 765 | 842 |
Advisor Group Holdings, LLC 6.25% 20286 | 12,090 | 10,753 |
AG Merger Sub II, Inc. 10.75% 20276 | 25,290 | 19,357 |
Alliant Holdings Intermediate, LLC 6.75% 20276 | 19,786 | 19,830 |
Ally Financial Inc. 4.25% 2021 | 21,955 | 22,165 |
Ally Financial Inc. 8.00% 2031 | 13,370 | 16,329 |
Ally Financial Inc. 8.00% 2031 | 4,276 | 4,964 |
AssuredPartners, Inc. 8.00% 20276 | 17,850 | 16,816 |
AXA Equitable Holdings, Inc. 5.00% 2048 | 4,400 | 4,588 |
Bank of America Corp. 5.00% 2021 | 3,500 | 3,641 |
Bank of America Corp. 3.004% 2023 (3-month USD-LIBOR + 0.79% on 12/20/2022)8 | 21,500 | 22,282 |
Bank of America Corp. 3.55% 2024 (3-month USD-LIBOR + 0.78% on 3/5/2023)8 | 10,000 | 10,529 |
Bank of America Corp. 3.864% 2024 (3-month USD-LIBOR + 0.94% on 7/23/2023)8 | 1,851 | 1,977 |
Bank of America Corp. 4.20% 2024 | 2,975 | 3,222 |
Bank of America Corp. 2.456% 2025 (3-month USD-LIBOR + 0.87% on 10/22/2024)8 | 10,395 | 10,663 |
Bank of America Corp. 3.093% 2025 (3-month USD-LIBOR + 1.09% on 10/1/2024)8 | 19,550 | 20,550 |
Bank of America Corp. 2.015% 2026 (3-month USD-LIBOR + 0.64% on 2/13/2025)8 | 38,249 | 38,455 |
Bank of America Corp. 3.50% 2026 | 6,450 | 7,022 |
Bank of America Corp. 3.419% 2028 (3-month USD-LIBOR + 1.04% on 12/20/2027)8 | 8,954 | 9,608 |
Bank of America Corp. 3.593% 2028 (3-month USD-LIBOR + 1.37% on 7/21/2027)8 | 975 | 1,052 |
Bank of America Corp. 2.496% 2031 (3-month USD-LIBOR + 0.99% on 2/13/2030)8 | 12,905 | 13,091 |
Bank of America Corp. 4.083% 2051 (3-month USD-LIBOR + 3.15% on 3/20/2050)8 | 5,425 | 6,533 |
Bank of Nova Scotia 1.625% 2023 | 10,000 | 10,003 |
Berkshire Hathaway Finance Corp. 4.20% 2048 | 9,020 | 11,381 |
BNP Paribas 3.50% 20236 | 14,025 | 14,510 |
BNP Paribas 2.819% 2025 (3-month USD-LIBOR + 1.111% on 11/19/2024)6,8 | 5,750 | 5,801 |
BNP Paribas 3.375% 20256 | 22,125 | 23,094 |
CIT Group Inc. 4.125% 2021 | 3,075 | 3,035 |
CIT Group Inc. 5.25% 2025 | 4,239 | 4,209 |
Citigroup Inc. 3.106% 2026 (USD-SOFR + 2.842% on 3/8/2026)8 | 39,190 | 41,110 |
Citigroup Inc. 4.412% 2031 (USD-SOFR + 3.914% on 3/31/2030)8 | 9,575 | 11,019 |
Citigroup Inc. 4.60% 2026 | 3,875 | 4,262 |
Citigroup Inc. 3.668% 20288 | 3,100 | 3,318 |
Citigroup Inc. 3.887% 20289 | 7,700 | 8,311 |
Citigroup Inc. 2.976% 2030 (USD-SOFR + 1.422% on 11/5/2029)8 | 7,012 | 7,165 |
Citigroup Inc. 4.65% 2048 | 2,647 | 3,252 |
Citigroup Inc., Series A, junior subordinated, 5.95% (3-month USD-LIBOR + 4.068% on 1/30/2023)8 | 13,295 | 13,239 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Financials (continued) | Principal amount (000) | Value (000) |
CME Group Inc. 3.75% 2028 | $6,875 | $8,030 |
Commonwealth Bank of Australia 3.35% 2024 | 800 | 856 |
Commonwealth Bank of Australia 3.35% 20246 | 675 | 722 |
Compass Diversified Holdings 8.00% 20266 | 27,798 | 29,246 |
Credit Suisse AG (New York Branch) 2.80% 2022 | 8,925 | 9,144 |
Credit Suisse AG (New York Branch) 2.95% 2025 | 4,375 | 4,606 |
Credit Suisse Group AG 2.997% 2023 (3-month USD-LIBOR + 1.20% on 12/14/2022)6,8 | 4,750 | 4,839 |
Credit Suisse Group AG 3.80% 2023 | 14,925 | 15,646 |
Credit Suisse Group AG 2.593% 2025 (USD-SOFR + 1.56% on 9/11/2024)6,8 | 6,775 | 6,766 |
Credit Suisse Group AG 3.869% 2029 (3-month USD-LIBOR + 1.41% on 1/12/2028)6,8 | 1,975 | 2,094 |
Credit Suisse Group AG 4.194% 20316,8 | 7,850 | 8,554 |
Danske Bank AS 2.00% 20216 | 4,130 | 4,131 |
Danske Bank AS 2.70% 20226 | 6,615 | 6,703 |
Danske Bank AS 3.875% 20236 | 9,604 | 9,920 |
Deutsche Bank AG 2.70% 2020 | 20,000 | 19,979 |
Deutsche Bank AG 3.15% 2021 | 7,482 | 7,474 |
Deutsche Bank AG 3.375% 2021 | 1,825 | 1,812 |
Deutsche Bank AG 4.25% 2021 | 29,900 | 29,964 |
Deutsche Bank AG 4.25% 2021 | 725 | 730 |
Deutsche Bank AG 5.00% 2022 | 3,875 | 3,943 |
Deutsche Bank AG 3.95% 2023 | 6,175 | 6,161 |
Deutsche Bank AG 3.70% 2024 | 10,125 | 9,811 |
Deutsche Bank AG 3.70% 2024 | 4,325 | 4,258 |
Deutsche Bank AG 3.961% 2025 (USD-SOFR + 2.581% on 11/26/2024)8 | 101,886 | 99,722 |
Deutsche Bank AG 4.10% 2026 | 32,650 | 31,724 |
Fairstone Financial Inc. 7.875% 20246 | 16,201 | 15,509 |
Fifth Third Bancorp 1.625% 2023 | 5,275 | 5,272 |
Fifth Third Bancorp 2.55% 2027 | 9,575 | 9,556 |
FS Energy and Power Fund 7.50% 20236 | 24,225 | 15,812 |
Goldman Sachs Group, Inc. 5.75% 2022 | 20,000 | 21,419 |
Goldman Sachs Group, Inc. 2.905% 2023 (3-month USD-LIBOR + 0.99% on 7/24/2022)8 | 10,904 | 11,176 |
Goldman Sachs Group, Inc. 3.272% 2025 (3-month USD-LIBOR + 1.201% on 9/29/2024)8 | 3,279 | 3,436 |
Goldman Sachs Group, Inc. 3.50% 2025 | 37,090 | 39,520 |
Goldman Sachs Group, Inc. 3.50% 2026 | 2,375 | 2,524 |
Goldman Sachs Group, Inc. 3.691% 2028 (3-month USD-LIBOR + 1.51% on 6/5/2027)8 | 8,000 | 8,542 |
Groupe BPCE SA 5.70% 20236 | 21,170 | 23,001 |
Groupe BPCE SA 5.15% 20246 | 12,085 | 12,949 |
HSBC Holdings PLC 4.25% 2024 | 9,000 | 9,568 |
HSBC Holdings PLC 4.583% 2029 (3-month USD-LIBOR + 1.535% on 6/19/2028)8 | 5,750 | 6,505 |
HUB International Ltd. 7.00% 20266 | 28,461 | 28,255 |
HUB International Ltd., Term Loan B, (1-month USD-LIBOR + 4.00%) 5.692% 20259,10 | 5,985 | 5,777 |
Icahn Enterprises Finance Corp. 6.25% 2022 | 29,020 | 29,439 |
Icahn Enterprises Finance Corp. 5.25% 2027 | 8,205 | 7,846 |
Intesa Sanpaolo SpA 6.50% 20216 | 3,600 | 3,700 |
Intesa Sanpaolo SpA 3.125% 20226 | 11,300 | 11,289 |
Intesa Sanpaolo SpA 3.375% 20236 | 7,150 | 7,171 |
Intesa Sanpaolo SpA 5.017% 20246 | 149,555 | 149,746 |
Intesa Sanpaolo SpA 5.71% 20266 | 43,165 | 44,156 |
Intesa Sanpaolo SpA 3.875% 20276 | 9,300 | 9,131 |
Intesa Sanpaolo SpA 3.875% 20286 | 2,820 | 2,776 |
JPMorgan Chase & Co. 3.559% 2024 (3-month USD-LIBOR + 0.73% on 4/23/2023)8 | 5,400 | 5,720 |
JPMorgan Chase & Co. 3.875% 2024 | 450 | 485 |
JPMorgan Chase & Co. 2.301% 2025 (USD-SOFR + 1.16% on 10/15/2024)8 | 800 | 818 |
JPMorgan Chase & Co. 2.005% 2026 (USD-SOFR + 1.585% on 3/13/2025)8 | 61,875 | 62,627 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Financials (continued) | Principal amount (000) | Value (000) |
JPMorgan Chase & Co. 2.083% 2026 (USD-SOFR + 1.85% on 4/22/2025)8 | $3,897 | $3,954 |
JPMorgan Chase & Co. 2.95% 2026 | 7,526 | 7,901 |
JPMorgan Chase & Co. 3.782% 2028 (3-month USD-LIBOR + 1.337% on 2/1/2027)8 | 5,287 | 5,774 |
JPMorgan Chase & Co. 2.522% 2031 (USD-SOFR + 2.04% on 4/22/2030)8 | 2,851 | 2,917 |
JPMorgan Chase & Co., Series I, junior subordinated, 4.23% (3-month USD-LIBOR + 3.47% on 7/30/2020)8 | 36,549 | 33,506 |
JPMorgan Chase & Co., Series Z, junior subordinated, 5.30% (3-month USD-LIBOR + 3.80% on 5/1/2020)8 | 30,000 | 28,488 |
JPMorgan Chase & Co., Series S, junior subordinated, 6.75% (3-month USD-LIBOR + 3.78% on 2/1/2024)8 | 25,901 | 27,825 |
Ladder Capital Corp. 4.25% 20276 | 10,834 | 7,597 |
Liberty Mutual Group Inc. 4.25% 20236 | 971 | 1,034 |
Liberty Mutual Group Inc. 4.569% 20296 | 3,429 | 3,849 |
Lloyds Banking Group PLC 4.05% 2023 | 6,000 | 6,352 |
Lloyds Banking Group PLC 4.582% 2025 | 7,000 | 7,578 |
Lloyds Banking Group PLC 2.438% 2026 (UST Yield Curve Rate T Note Constant Maturity 1-year + 1.00% on 2/5/2025)8 | 5,600 | 5,600 |
Lloyds Banking Group PLC 4.375% 2028 | 3,950 | 4,384 |
LPL Financial Holdings Inc. 4.625% 20276 | 28,350 | 27,251 |
Morgan Stanley 3.125% 2023 | 4,450 | 4,632 |
Morgan Stanley 3.70% 2024 | 1,835 | 1,982 |
Morgan Stanley 2.188% 2026 (USD-SOFR + 1.99% on 4/28/2025)8 | 9,000 | 9,109 |
Morgan Stanley 2.699% 2031 (USD-SOFR + 1.143% on 1/22/2030)8 | 22,550 | 23,160 |
Morgan Stanley 3.622% 2031 (USD-SOFR + 3.12% on 4/1/2030)8 | 22,805 | 25,121 |
MSCI Inc. 5.375% 20276 | 10,775 | 11,673 |
MSCI Inc. 4.00% 20296 | 28,025 | 29,226 |
National Rural Utilities Cooperative Finance Corp. 3.70% 2029 | 3,520 | 3,963 |
Nationwide Mutual Insurance Co. (3-month USD-LIBOR + 2.29%) 3.031% 20246,9 | 8,150 | 8,096 |
Navient Corp. 6.50% 2022 | 10,790 | 10,507 |
Navient Corp. 5.50% 2023 | 49,480 | 46,202 |
Navient Corp. 7.25% 2023 | 2,700 | 2,602 |
Navient Corp. 6.125% 2024 | 29,925 | 27,718 |
Navient Corp. 5.00% 2027 | 13,615 | 11,549 |
Navient Corp. 5.625% 2033 | 4,340 | 3,302 |
New York Life Insurance Co. 3.75% 20506 | 5,876 | 6,662 |
Northern Trust Corp. 1.95% 2030 | 12,000 | 11,973 |
Owl Rock Capital Corp. 4.625% 20246 | 8,600 | 7,718 |
Owl Rock Capital Corp. 3.75% 2025 | 11,280 | 10,248 |
PNC Financial Services Group, Inc. 2.854% 20228 | 8,395 | 8,791 |
PNC Financial Services Group, Inc. 3.90% 2024 | 3,000 | 3,268 |
PNC Financial Services Group, Inc., Series O, junior subordinated, 6.75% (3-month USD-LIBOR + 3.678% on 8/1/2021)8 | 10,250 | 10,401 |
Prudential Financial, Inc. 4.35% 2050 | 7,000 | 8,020 |
Prudential Financial, Inc., junior subordinated, 5.625% 2043 (3-month USD-LIBOR + 3.92% on 6/15/2023)8 | 1,850 | 1,912 |
Prudential Financial, Inc., junior subordinated, 5.70% 2048 (3-month USD-LIBOR + 2.665% on 9/15/2028)8 | 4,000 | 4,125 |
Rabobank Nederland 2.75% 2022 | 2,825 | 2,897 |
Rabobank Nederland 4.375% 2025 | 9,000 | 9,723 |
Royal Bank of Canada 3.20% 2021 | 5,000 | 5,116 |
Santander Holdings USA, Inc. 4.45% 2021 | 8,500 | 8,754 |
Santander Holdings USA, Inc. 3.70% 2022 | 10,500 | 10,657 |
Santander Holdings USA, Inc. 3.40% 2023 | 12,500 | 12,593 |
Santander Holdings USA, Inc. 3.50% 2024 | 11,250 | 11,392 |
Springleaf Finance Corp. 6.125% 2024 | 22,825 | 21,544 |
Starwood Property Trust, Inc. 3.625% 2021 | 11,360 | 10,761 |
Starwood Property Trust, Inc. 5.00% 2021 | 30,616 | 28,799 |
State Street Corp. 2.825% 2023 (USD-SOFR + 2.69% on 3/30/2022)6,8 | 3,925 | 4,038 |
State Street Corp. 2.901% 2026 (USD-SOFR + 2.70% on 3/30/2025)6,8 | 4,300 | 4,573 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Financials (continued) | Principal amount (000) | Value (000) |
State Street Corp. 3.152% 2031 (USD-SOFR + 2.65% on 3/30/2025)6,8 | $2,625 | $2,864 |
Swiss Re Finance (Luxembourg) SA 5.00% 2049 (UST Yield Curve Rate T Note Constant Maturity 5-year + 3.582% on 4/2/2029)6,8 | 3,800 | 4,162 |
Synchrony Financial 2.85% 2022 | 7,075 | 6,876 |
Synchrony Financial 4.375% 2024 | 5,095 | 5,028 |
The Edelman Financial Center LLC, Term Loan, (3-month USD-LIBOR + 6.75%) 7.320% 20269,10 | 28,500 | 23,628 |
Travelport Finance Luxembourg SARL, Term Loan, (3-month USD-LIBOR + 5.00%) 6.463% 20269,10 | 10,246 | 6,391 |
U.S. Bancorp 3.70% 2024 | 10,000 | 10,859 |
U.S. Bancorp 2.375% 2026 | 6,000 | 6,263 |
UBS Group AG 4.125% 20256 | 4,425 | 4,871 |
UniCredit SpA 3.75% 20226 | 23,958 | 24,216 |
UniCredit SpA 6.572% 20226 | 39,195 | 40,452 |
UniCredit SpA 5.861% 2032 (5-year USD-ICE Swap + 3.703% on 6/19/2027)6,8 | 26,700 | 26,837 |
UniCredit SpA 7.296% 2034 (5-year USD-ICE Swap + 4.914% on 4/2/2029)6,8 | 23,690 | 25,450 |
Wells Fargo & Co. 4.60% 2021 | 25,000 | 25,805 |
Wells Fargo & Co. 2.406% 2025 (3-month USD-LIBOR + 0.82% on 10/30/2024)8 | 20,775 | 21,124 |
Wells Fargo & Co. 2.164% 2026 (3-month USD-LIBOR + 0.75% on 2/11/2025)8 | 12,011 | 12,070 |
Wells Fargo & Co. 2.188% 2026 (USD-SOFR + 2.00% on 4/30/2025)8 | 8,576 | 8,630 |
Wells Fargo & Co. 3.584% 2028 (3-month USD-LIBOR + 1.31% on 5/15/2027)8 | 281 | 302 |
Wells Fargo & Co. 2.879% 2030 (3-month USD-LIBOR + 1.17% on 10/30/2029)8 | 3,475 | 3,560 |
Wells Fargo & Co. 2.572% 2031 (3-month USD-LIBOR + 1.00% on 2/11/2030)8 | 7,185 | 7,193 |
Wells Fargo & Co. 4.478% 2031 (3-month USD-LIBOR + 3.77% on 4/4/2030)8 | 1,241 | 1,447 |
Wells Fargo & Co. 3.068% 2041 (USD-SOFR + 2.53% on 4/30/2040)8 | 5,121 | 5,061 |
Wells Fargo & Co. 5.013% 2051 (3-month USD-LIBOR + 4.24% on 4/4/2050)8 | 15,456 | 20,449 |
Westpac Banking Corp. 2.894% 2030 (UST Yield Curve Rate T Note Constant Maturity 5-year + 1.35% on 2/4/2025)8 | 7,000 | 6,908 |
2,211,109 | ||
Health care 2.06% | ||
Abbott Laboratories 3.75% 2026 | 3,539 | 4,095 |
AbbVie Inc. 2.60% 20246 | 6,000 | 6,266 |
AbbVie Inc. 2.95% 20266 | 2,890 | 3,064 |
AbbVie Inc. 4.30% 2036 | 1,003 | 1,121 |
AbbVie Inc. 4.05% 20396 | 2,294 | 2,540 |
AbbVie Inc. 4.45% 2046 | 5,266 | 6,172 |
Allergan PLC 3.45% 2022 | 21,443 | 21,990 |
Allergan PLC 3.80% 2025 | 8,935 | 9,547 |
Allergan PLC 4.55% 2035 | 6,750 | 7,800 |
Allergan PLC 4.75% 2045 | 4,403 | 5,115 |
Allergan, Inc. 5.00% 20216 | 3,809 | 3,992 |
Amgen Inc. 2.20% 2027 | 2,915 | 3,003 |
Anthem, Inc. 2.375% 2025 | 4,849 | 4,994 |
Anthem, Inc. 2.25% 2030 | 12,000 | 11,955 |
AstraZeneca PLC 3.375% 2025 | 4,500 | 4,989 |
Auris Luxembourg III SARL, Term Loan, (3-month USD-LIBOR + 3.75%) 4.154% 20269,10 | 21,262 | 18,073 |
Avantor, Inc. 6.00% 20246 | 11,675 | 12,366 |
Bausch Health Cos. Inc. 5.00% 20286 | 17,655 | 16,989 |
Bausch Health Cos. Inc. 7.00% 20286 | 9,470 | 9,869 |
Bausch Health Cos. Inc. 5.25% 20306 | 7,700 | 7,662 |
Bayer US Finance II LLC 3.875% 20236 | 11,375 | 12,091 |
Bayer US Finance II LLC 4.25% 20256 | 20,143 | 22,338 |
Bayer US Finance II LLC 4.40% 20446 | 13,090 | 15,391 |
Becton, Dickinson and Co. 3.70% 2027 | 6,000 | 6,523 |
Boston Scientific Corp. 3.85% 2025 | 2,543 | 2,822 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Health care (continued) | Principal amount (000) | Value (000) |
Bristol-Myers Squibb Co. 2.90% 20246 | $830 | $887 |
Catalent Pharma Solutions Inc., 5.00% 20276 | 1,407 | 1,442 |
Centene Corp. 4.75% 2022 | 34,758 | 35,260 |
Centene Corp. 4.75% 2025 | 23,010 | 23,667 |
Centene Corp. 4.75% 20256 | 17,300 | 17,794 |
Centene Corp. 5.25% 20256 | 1,000 | 1,048 |
Centene Corp. 5.375% 20266 | 6,740 | 7,173 |
Centene Corp. 4.25% 20276 | 51,990 | 54,636 |
Centene Corp. 4.625% 20296 | 57,625 | 63,367 |
Centene Corp. 3.375% 20306 | 25,755 | 26,060 |
Charles River Laboratories International, Inc. 5.50% 20266 | 11,360 | 11,749 |
Charles River Laboratories International, Inc. 4.25% 20286 | 13,815 | 14,000 |
Cigna Corp. 2.40% 2030 | 11,299 | 11,409 |
Cigna Corp. 4.80% 2038 | 3,830 | 4,673 |
CVS Health Corp. 3.625% 2027 | 5,855 | 6,383 |
CVS Health Corp. 4.30% 2028 | 4,310 | 4,864 |
CVS Health Corp. 3.75% 2030 | 5,346 | 5,947 |
DaVita HealthCare Partners Inc. 5.00% 2025 | 8,400 | 8,542 |
Eli Lilly and Co. 3.375% 2029 | 3,330 | 3,800 |
Encompass Health Corp. 4.50% 2028 | 13,326 | 13,413 |
Encompass Health Corp. 4.75% 2030 | 8,420 | 8,460 |
Endo International PLC 5.75% 20226 | 31,706 | 25,048 |
Endo International PLC 6.00% 20236 | 6,384 | 4,825 |
Endo International PLC 6.00% 20256,8 | 54,295 | 39,201 |
GlaxoSmithKline PLC 3.00% 2024 | 3,865 | 4,163 |
GlaxoSmithKline PLC 3.625% 2025 | 5,915 | 6,628 |
HCA Inc. 5.875% 2023 | 15,390 | 16,639 |
HCA Inc. 5.375% 2025 | 3,530 | 3,814 |
HCA Inc. 5.375% 2026 | 6,680 | 7,273 |
HCA Inc. 5.875% 2026 | 13,870 | 15,465 |
HCA Inc. 5.625% 2028 | 15,390 | 17,124 |
HealthSouth Corp. 5.75% 2024 | 8,960 | 9,051 |
HealthSouth Corp. 5.75% 2025 | 12,472 | 12,750 |
IMS Health Holdings, Inc. 5.00% 20266 | 24,700 | 25,604 |
Iqvia Inc. 5.00% 20276 | 8,320 | 8,594 |
Jaguar Holding Co. 6.375% 20236 | 13,140 | 13,386 |
Kinetic Concepts, Inc. 12.50% 20216 | 5,130 | 5,130 |
Mallinckrodt PLC 5.75% 20226 | 7,940 | 3,464 |
Mallinckrodt PLC 10.00% 20256 | 116,555 | 106,065 |
Molina Healthcare, Inc. 5.375% 2022 | 57,965 | 60,179 |
Molina Healthcare, Inc. 4.875% 20256 | 23,879 | 24,173 |
Mylan Laboratories Inc. 3.15% 2021 | 4,403 | 4,430 |
Novartis Capital Corp. 2.00% 2027 | 3,090 | 3,270 |
Owens & Minor, Inc. 3.875% 2021 | 35,786 | 34,081 |
Owens & Minor, Inc. 4.375% 2024 | 12,644 | 10,334 |
Owens & Minor, Inc., Term Loan B, (3-month USD-LIBOR + 4.50%) 5.485% 20259,10 | 10,840 | 8,735 |
Par Pharmaceutical Cos. Inc. 7.50% 20276 | 36,270 | 36,963 |
PAREXEL International Corp. 6.375% 20256 | 12,305 | 11,551 |
Pfizer Inc. 3.45% 2029 | 9,000 | 10,382 |
Radiology Partners, Inc. 9.25% 20286 | 14,930 | 14,314 |
Rotech Healthcare Inc., Term Loan, (3-month USD-LIBOR + 11.00%) 13.00% 2023 (100% PIK)1,2,3,9,10,11 | 24,614 | 24,860 |
Select Medical Holdings Corp. 6.25% 20266 | 18,853 | 18,091 |
Shire PLC 2.40% 2021 | 11,086 | 11,260 |
Shire PLC 2.875% 2023 | 4,425 | 4,607 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Health care (continued) | Principal amount (000) | Value (000) |
Sotera Health Holdings LLC, Term Loan, (3-months USD-LIBOR + 4.50%) 5.50% 20269,10 | $14,110 | $13,643 |
Surgery Center Holdings 10.00% 20276 | 15,305 | 14,266 |
Takeda Pharmaceutical Co., Ltd. 4.40% 2023 | 12,910 | 14,179 |
Team Health Holdings, Inc. 6.375% 20256 | 44,390 | 24,730 |
Team Health Holdings, Inc., Term Loan B, 3.75% 20249,10 | 8,688 | 6,462 |
Tenet Healthcare Corp. 4.625% 2024 | 29,166 | 28,927 |
Tenet Healthcare Corp. 4.875% 20266 | 84,580 | 84,026 |
Tenet Healthcare Corp. 5.125% 20276 | 2,895 | 2,868 |
Teva Pharmaceutical Finance Co. BV 2.20% 2021 | 4,593 | 4,493 |
Teva Pharmaceutical Finance Co. BV 2.80% 2023 | 155,797 | 143,949 |
Teva Pharmaceutical Finance Co. BV 6.00% 2024 | 109,417 | 109,417 |
Teva Pharmaceutical Finance Co. BV 7.125% 20256 | 30,880 | 32,146 |
Teva Pharmaceutical Finance Co. BV 3.15% 2026 | 45,395 | 39,780 |
Teva Pharmaceutical Finance Co. BV 6.75% 2028 | 192,275 | 198,649 |
Teva Pharmaceutical Finance Co. BV 4.10% 2046 | 66,410 | 52,231 |
UnitedHealth Group Inc. 4.45% 2048 | 5,000 | 6,427 |
Valeant Pharmaceuticals International, Inc. 5.875% 20236 | 1,183 | 1,176 |
Valeant Pharmaceuticals International, Inc. 5.50% 20256 | 13,550 | 14,153 |
Valeant Pharmaceuticals International, Inc. 6.125% 20256 | 94,162 | 95,652 |
Valeant Pharmaceuticals International, Inc. 9.00% 20256 | 16,475 | 18,048 |
Valeant Pharmaceuticals International, Inc. 9.25% 20266 | 22,245 | 24,581 |
Valeant Pharmaceuticals International, Inc. 8.50% 20276 | 5,175 | 5,729 |
Vizient Inc. 6.25% 20276 | 590 | 624 |
Zimmer Holdings, Inc. 3.15% 2022 | 9,455 | 9,705 |
2,092,656 | ||
Consumer discretionary 1.84% | ||
Adient US LLC 9.00% 20256 | 2,298 | 2,407 |
Allied Universal Holdco LLC 6.625% 20266 | 14,500 | 14,976 |
Allied Universal Holdco LLC 9.75% 20276 | 21,000 | 21,332 |
Boyd Gaming Corp. 4.75% 20276 | 18,340 | 15,884 |
Carnival Corp. 3.95% 2020 | 11,290 | 10,967 |
Carnival Corp. 11.50% 20236 | 29,395 | 30,782 |
Cedar Fair LP/Canadas Wonderland Co/Magnum Management Corp/Millennium Operations LLC 5.50% 20256 | 14,400 | 14,508 |
Cedar Fair, LP 5.25% 20296 | 6,275 | 5,426 |
Churchill Downs Inc. 4.75% 20286 | 23,700 | 22,175 |
Cirsa Gaming Corp. SA 7.875% 20236 | 1,770 | 1,452 |
DaimlerChrysler North America Holding Corp. 3.40% 20226 | 2,525 | 2,529 |
DaimlerChrysler North America Holding Corp. 1.75% 20236 | 17,000 | 16,248 |
DaimlerChrysler North America Holding Corp. 3.30% 20256 | 2,000 | 1,982 |
Extended Stay America Inc. 4.625% 20276 | 11,801 | 10,709 |
Ford Motor Co. 8.50% 2023 | 18,549 | 18,433 |
Ford Motor Co. 9.00% 2025 | 27,438 | 26,821 |
Ford Motor Credit Co. 2.343% 2020 | 16,295 | 15,941 |
Ford Motor Credit Co. 3.157% 2020 | 6,177 | 6,162 |
Ford Motor Credit Co. 3.20% 2021 | 13,575 | 13,185 |
Ford Motor Credit Co. 3.336% 2021 | 10,000 | 9,650 |
Ford Motor Credit Co. 3.47% 2021 | 291 | 279 |
Ford Motor Credit Co. 3.813% 2021 | 18,008 | 17,040 |
Ford Motor Credit Co. 5.085% 2021 | 1,565 | 1,538 |
Ford Motor Credit Co. 5.875% 2021 | 2,185 | 2,174 |
Ford Motor Credit Co. 3.219% 2022 | 229 | 215 |
Ford Motor Credit Co. 3.339% 2022 | 35,754 | 33,255 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Consumer discretionary (continued) | Principal amount (000) | Value (000) |
Ford Motor Credit Co. 5.596% 2022 | $5,875 | $5,757 |
Ford Motor Credit Co. 3.087% 2023 | 81,124 | 72,910 |
Ford Motor Credit Co. 3.096% 2023 | 43,399 | 38,517 |
Ford Motor Credit Co. 4.14% 2023 | 6,025 | 5,588 |
Ford Motor Credit Co. 4.375% 2023 | 17,336 | 15,862 |
Ford Motor Credit Co. 3.664% 2024 | 39,366 | 34,002 |
Ford Motor Credit Co. 3.81% 2024 | 28,636 | 25,307 |
Ford Motor Credit Co. 4.063% 2024 | 10,000 | 8,825 |
Ford Motor Credit Co. 5.584% 2024 | 17,590 | 16,666 |
Ford Motor Credit Co. 4.542% 2026 | 1,874 | 1,619 |
Ford Motor Credit Co. 4.271% 2027 | 25,000 | 21,375 |
General Motors Co. 4.35% 2025 | 6,065 | 5,781 |
General Motors Co. 5.00% 2035 | 11,070 | 9,293 |
General Motors Co. 6.60% 2036 | 17,899 | 16,437 |
General Motors Co. 6.25% 2043 | 11,362 | 9,872 |
General Motors Co. 5.20% 2045 | 9,470 | 7,653 |
General Motors Co. 6.75% 2046 | 21,033 | 19,335 |
General Motors Co. 5.40% 2048 | 3,397 | 2,713 |
General Motors Co. 5.95% 2049 | 23,921 | 20,378 |
General Motors Financial Co. 3.45% 2022 | 3,000 | 2,900 |
General Motors Financial Co. 3.55% 2022 | 8,518 | 8,256 |
General Motors Financial Co. 3.25% 2023 | 16,226 | 15,395 |
General Motors Financial Co. 3.50% 2024 | 9,404 | 8,687 |
General Motors Financial Co. 5.10% 2024 | 10,611 | 10,480 |
General Motors Financial Co. 4.00% 2025 | 1,760 | 1,651 |
General Motors Financial Co. 4.30% 2025 | 534 | 502 |
General Motors Financial Co. 4.00% 2026 | 2,000 | 1,819 |
General Motors Financial Co. 5.25% 2026 | 4,938 | 4,747 |
Hanesbrands Inc. 4.625% 20246 | 16,350 | 16,430 |
Hanesbrands Inc. 5.375% 20256 | 7,170 | 7,170 |
Hanesbrands Inc. 4.875% 20266 | 33,027 | 33,392 |
Hilton Worldwide Holdings Inc. 4.875% 2030 | 16,185 | 15,591 |
Home Depot, Inc. 3.90% 2028 | 1,150 | 1,336 |
Home Depot, Inc. 2.95% 2029 | 10,700 | 11,631 |
Home Depot, Inc. 5.95% 2041 | 12,500 | 18,551 |
Home Depot, Inc. 4.50% 2048 | 601 | 782 |
Hyundai Capital America 3.45% 20216 | 21,325 | 21,331 |
Hyundai Capital America 3.75% 20216 | 5,000 | 5,021 |
Hyundai Capital America 2.85% 20226 | 8,235 | 8,044 |
Hyundai Capital America 3.10% 20226 | 9,720 | 9,655 |
Hyundai Capital America 3.25% 20226 | 11,817 | 11,722 |
Hyundai Capital America 3.95% 20226 | 8,000 | 8,055 |
Hyundai Capital America 2.375% 20236 | 21,815 | 21,045 |
Hyundai Capital America 5.75% 20236 | 5,000 | 5,286 |
Hyundai Capital America 2.65% 20256 | 28,554 | 26,605 |
Hyundai Capital America 5.875% 20256 | 5,000 | 5,323 |
Hyundai Capital America 3.00% 20276 | 22,765 | 20,399 |
International Game Technology 6.25% 20226 | 3,027 | 2,967 |
International Game Technology 6.50% 20256 | 7,660 | 7,555 |
Levi Strauss & Co. 5.00% 2025 | 9,130 | 9,280 |
Limited Brands, Inc. 6.625% 2021 | 15,000 | 13,721 |
Marriott International, Inc. 5.75% 2025 | 10,376 | 10,850 |
Mattel, Inc. 6.75% 20256 | 12,825 | 13,084 |
Merlin Entertainment 5.75% 20266 | 6,910 | 6,579 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Consumer discretionary (continued) | Principal amount (000) | Value (000) |
MGM Resorts International 7.75% 2022 | $32,150 | $32,846 |
MGM Resorts International 6.00% 2023 | 10,385 | 10,153 |
MGM Resorts International 5.50% 2027 | 6,617 | 6,110 |
NCL Corp. Ltd. 3.625% 20246 | 13,060 | 8,473 |
Neiman Marcus Group Ltd. LLC 8.00% 20246 | 10,913 | 982 |
Neiman Marcus Group Ltd. LLC 8.75% 20246 | 9,786 | 881 |
Neiman Marcus Group Ltd. LLC 14.00% 2024 (42.86% PIK)6,11 | 13,858 | 3,464 |
Neiman Marcus Group Ltd. LLC, Term Loan B, (3-month USD-LIBOR + 6.00%) 8.00% 2023 (12.50% PIK)9,10,11 | 11,833 | 4,477 |
Newell Rubbermaid Inc. 3.85% 2023 | 29,276 | 30,011 |
Newell Rubbermaid Inc. 4.20% 2026 | 43,867 | 44,607 |
Newell Rubbermaid Inc. 5.50% 2046 | 6,445 | 6,662 |
NIKE, Inc. 2.40% 2025 | 3,913 | 4,124 |
NIKE, Inc. 2.75% 2027 | 9,576 | 10,351 |
NIKE, Inc. 2.85% 2030 | 10,717 | 11,655 |
NIKE, Inc. 3.25% 2040 | 5,885 | 6,391 |
NIKE, Inc. 3.375% 2050 | 4,577 | 5,131 |
Nissan Motor Co., Ltd. 2.60% 20226 | 9,910 | 9,178 |
NMG Finco PLC 5.75% 20226 | 6,375 | 4,522 |
Panther BF Aggregator 2, LP 6.25% 20266 | 17,097 | 17,225 |
Panther BF Aggregator 2, LP 8.50% 20276 | 17,985 | 15,326 |
PetSmart, Inc. 7.125% 20236 | 74,190 | 70,759 |
PetSmart, Inc. 5.875% 20256 | 72,744 | 73,744 |
PetSmart, Inc. 8.875% 20256 | 91,915 | 89,732 |
PetSmart, Inc., Term Loan, (3-month USD-LIBOR + 3.00%) 4.00% 20229,10 | 23,211 | 22,399 |
Sally Holdings LLC and Sally Capital Inc. 5.50% 2023 | 1,350 | 1,190 |
Sally Holdings LLC and Sally Capital Inc. 5.625% 2025 | 26,400 | 21,775 |
Sally Holdings LLC and Sally Capital Inc. 8.75% 20256 | 10,311 | 10,504 |
Scientific Games Corp. 6.625% 2021 | 250 | 226 |
Scientific Games Corp. 5.00% 20256 | 16,767 | 14,747 |
Scientific Games Corp. 8.25% 20266 | 35,440 | 26,924 |
Scientific Games Corp. 7.00% 20286 | 10,994 | 7,967 |
Scientific Games Corp. 7.25% 20296 | 16,910 | 12,127 |
Service Corp. International 5.375% 2024 | 9,727 | 9,923 |
Service Corp. International 5.125% 2029 | 12,755 | 13,324 |
Six Flags Entertainment Corp. 4.875% 20246 | 33,965 | 30,073 |
Six Flags Theme Parks Inc. 7.00% 20256 | 3,500 | 3,639 |
Staples, Inc. 7.50% 20266 | 50,390 | 40,045 |
Station Casinos LLC 4.50% 20286 | 10,250 | 8,264 |
Toyota Motor Credit Corp. 3.05% 2028 | 4,050 | 4,273 |
Toyota Motor Credit Corp. 3.375% 2030 | 3,831 | 4,189 |
Vail Resorts, Inc. 6.25% 20256 | 6,270 | 6,505 |
Vici Properties LP, 4.625% 20296 | 6,465 | 6,002 |
VICI Properties LP / VICI Note Co. Inc. 3.50% 20256 | 4,085 | 3,849 |
VICI Properties LP / VICI Note Co. Inc. 3.75% 20276 | 8,450 | 7,898 |
VICI Properties LP / VICI Note Co. Inc. 4.125% 20306 | 7,145 | 6,535 |
Volkswagen Group of America Finance, LLC 4.00% 20216 | 8,028 | 8,160 |
Volkswagen Group of America Finance, LLC 2.70% 20226 | 9,202 | 9,247 |
Volkswagen Group of America Finance, LLC 4.25% 20236 | 9,365 | 9,824 |
Volkswagen Group of America Finance, LLC 2.85% 20246 | 4,870 | 4,787 |
Volkswagen Group of America Finance, LLC 4.625% 20256 | 8,601 | 9,097 |
Volkswagen Group of America Finance, LLC 3.20% 20266 | 8,003 | 8,007 |
Volkswagen Group of America Finance, LLC 4.75% 20286 | 2,000 | 2,184 |
William Carter Co. 5.625% 20276 | 3,245 | 3,308 |
Wyndham Worldwide Corp. 5.375% 20266 | 14,745 | 13,577 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Consumer discretionary (continued) | Principal amount (000) | Value (000) |
Wynn Las Vegas, LLC and Wynn Capital Corp. 4.25% 20236 | $20,188 | $18,951 |
Wynn Las Vegas, LLC and Wynn Capital Corp. 5.25% 20276 | 6,715 | 5,758 |
Wynn Resorts Ltd. 7.75% 20256 | 13,805 | 14,117 |
Wynn Resorts Ltd. 5.125% 20296 | 8,304 | 7,824 |
1,863,825 | ||
Communication services 1.66% | ||
Altice NV 7.50% 20266 | 3,475 | 3,648 |
AT&T Inc. 4.50% 2035 | 1,250 | 1,401 |
AT&T Inc. 4.30% 2042 | 425 | 463 |
AT&T Inc. 4.75% 2046 | 5,688 | 6,549 |
British Telecommunications PLC 9.625% 20308 | 4,011 | 6,161 |
Cablevision Systems Corp. 6.75% 2021 | 37,667 | 39,500 |
Cablevision Systems Corp. 5.375% 20286 | 8,500 | 8,924 |
CBS Corp. 7.25% 20246 | 7,890 | 4,949 |
CCO Holdings LLC and CCO Holdings Capital Corp. 3.579% 2020 | 4,980 | 4,987 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.125% 20236 | 10,375 | 10,508 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.875% 20246 | 3,000 | 3,102 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.75% 20266 | 46,225 | 48,409 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.125% 20276 | 26,625 | 27,770 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.00% 20286 | 13,250 | 13,709 |
CCO Holdings LLC and CCO Holdings Capital Corp. 4.50% 20306 | 27,350 | 27,615 |
CCO Holdings LLC and CCO Holdings Capital Corp. 4.75% 20306 | 28,552 | 29,256 |
CCO Holdings LLC and CCO Holdings Capital Corp. 4.50% 20326 | 24,715 | 24,669 |
CenturyLink, Inc. 6.75% 2023 | 33,275 | 34,932 |
CenturyLink, Inc. 7.50% 2024 | 5,800 | 6,323 |
CenturyLink, Inc. 5.125% 20266 | 8,175 | 7,797 |
CenturyLink, Inc. 4.00% 20276 | 48,013 | 46,873 |
CenturyLink, Inc. 7.65% 2042 | 6,000 | 6,052 |
CenturyLink, Inc., Series T, 5.80% 2022 | 22,300 | 22,933 |
Charter Communications Operating, LLC/Charter Communications Operating Capital 2.80% 2031 | 12,414 | 12,513 |
Cinemark USA, Inc. 4.875% 2023 | 3,675 | 3,110 |
Clear Channel Worldwide Holdings, Inc. 9.25% 20246 | 25,404 | 21,281 |
Comcast Corp. 6.45% 2037 | 25,000 | 36,329 |
Comcast Corp. 4.60% 2038 | 9,000 | 11,344 |
CSC Holdings, LLC 5.375% 20236 | 2,025 | 2,058 |
Cumulus Media New Holdings Inc. 6.75% 20266 | 2,950 | 2,417 |
Deutsche Telekom AG 3.625% 20506 | 5,225 | 5,751 |
Deutsche Telekom International Finance BV 9.25% 2032 | 13,620 | 21,096 |
Diamond Sports Group LLC 5.375% 20266 | 6,912 | 5,286 |
Diamond Sports Group LLC 6.625% 20276 | 16,430 | 9,072 |
DISH DBS Corp. 5.125% 2020 | 925 | 925 |
Embarq Corp. 7.995% 2036 | 18,470 | 19,106 |
Entercom Media Corp. 6.50% 20276 | 8,310 | 6,188 |
Fox Corp. 4.03% 2024 | 1,120 | 1,210 |
France Télécom 4.125% 2021 | 15,000 | 15,706 |
Front Range BidCo, Inc. 6.125% 20286 | 22,932 | 21,722 |
Frontier Communications Corp. 11.00% 202512 | 80,240 | 25,352 |
Frontier Communications Corp. 8.00% 20276 | 25,375 | 25,993 |
Gogo Inc. 9.875% 20246 | 83,145 | 68,611 |
Gray Television, Inc. 7.00% 20276 | 4,350 | 4,402 |
iHeartCommunications, Inc. 6.375% 2026 | 367 | 349 |
iHeartCommunications, Inc. 5.25% 20276 | 14,118 | 12,666 |
iHeartCommunications, Inc. 8.375% 2027 | 666 | 559 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Communication services (continued) | Principal amount (000) | Value (000) |
Inmarsat PLC 6.75% 20266 | $16,600 | $15,905 |
Intelsat Jackson Holding Co. 5.50% 2023 | 7,495 | 4,110 |
Intelsat Jackson Holding Co. 8.00% 20246 | 40,265 | 41,553 |
Intelsat Jackson Holding Co. 8.50% 20246,12 | 30,425 | 17,805 |
Intelsat Jackson Holding Co., Term Loan B3, 4.75% 20239,10 | 3,000 | 2,952 |
Intelsat Jackson Holding Co., Term Loan, 6.625% 202410 | 27,850 | 27,940 |
Lamar Media Corp. 5.75% 2026 | 8,229 | 8,408 |
Lamar Media Corp. 3.75% 20286 | 5,094 | 4,721 |
Liberty Global PLC 5.50% 20286 | 7,975 | 7,763 |
Live Nation Entertainment, Inc. 4.875% 20246 | 8,320 | 7,431 |
Live Nation Entertainment, Inc. 5.625% 20266 | 1,000 | 887 |
Live Nation Entertainment, Inc. 4.75% 20276 | 9,164 | 7,878 |
Match Group, Inc. 5.00% 20276 | 11,520 | 12,143 |
MDC Partners Inc. 6.50% 20246 | 17,803 | 13,909 |
Meredith Corp. 6.875% 2026 | 22,651 | 19,385 |
Myriad International Holdings 5.50% 2025 | 6,140 | 6,757 |
NBCUniversal Enterprise, Inc., junior subordinated, 5.25% 20496 | 31,885 | 32,272 |
Neptune Finco Corp. (Altice NV) 6.625% 20256 | 4,600 | 4,840 |
Netflix, Inc. 3.625% 20256 | 6,400 | 6,504 |
Netflix, Inc. 4.875% 2028 | 35,000 | 37,441 |
Netflix, Inc. 5.875% 2028 | 7,550 | 8,573 |
Netflix, Inc. 4.875% 20306 | 3,340 | 3,592 |
Nexstar Broadcasting, Inc. 5.625% 20246 | 3,150 | 3,080 |
Nexstar Escrow Corp. 5.625% 20276 | 9,860 | 9,462 |
Numericable Group SA 7.375% 20266 | 24,925 | 26,163 |
Orange SA 5.50% 2044 | 3,000 | 4,295 |
OUTFRONT Media Cap LLC 5.00% 20276 | 8,265 | 7,931 |
Qwest Capital Funding, Inc. 7.625% 2021 | 3,900 | 3,975 |
Sirius XM Radio Inc. 3.875% 20226 | 21,400 | 21,667 |
Sirius XM Radio Inc. 4.625% 20236 | 12,925 | 13,073 |
Sirius XM Radio Inc. 4.625% 20246 | 27,630 | 28,315 |
Sirius XM Radio Inc. 5.00% 20276 | 13,065 | 13,423 |
SoftBank Group Corp. 3.36% 20236 | 13,669 | 13,746 |
Sprint Corp. 7.00% 2020 | 2,000 | 2,023 |
Sprint Corp. 7.25% 2021 | 10,520 | 11,081 |
Sprint Corp. 11.50% 2021 | 5,880 | 6,598 |
Sprint Corp. 7.125% 2024 | 10,000 | 11,277 |
Sprint Corp. 7.625% 2025 | 36,000 | 41,809 |
Sprint Corp. 7.625% 2026 | 19,270 | 22,869 |
Sprint Corp. 6.875% 2028 | 56,297 | 68,063 |
Sprint Corp. 8.75% 2032 | 32,995 | 46,511 |
TEGNA Inc. 4.625% 20286 | 17,724 | 15,968 |
T-Mobile US, Inc. 4.00% 2022 | 2,700 | 2,778 |
T-Mobile US, Inc. 3.50% 20256 | 11,475 | 12,103 |
T-Mobile US, Inc. 6.50% 2026 | 22,366 | 23,700 |
T-Mobile US, Inc. 3.75% 20276 | 17,500 | 18,848 |
T-Mobile US, Inc. 3.875% 20306 | 17,500 | 19,230 |
T-Mobile US, Inc. 4.375% 20406 | 11,700 | 13,274 |
T-Mobile US, Inc. 4.50% 20506 | 31,025 | 36,304 |
Trilogy International Partners, LLC 8.875% 20226 | 50,280 | 46,612 |
Twitter, Inc. 3.875% 20276 | 6,585 | 6,599 |
Univision Communications Inc. 5.125% 20236 | 33,991 | 32,504 |
Verizon Communications Inc. 4.50% 2033 | 10,000 | 12,396 |
Verizon Communications Inc. 4.00% 2050 | 1,700 | 2,135 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Communication services (continued) | Principal amount (000) | Value (000) |
Vodafone Group PLC 4.25% 2050 | $7,275 | $8,050 |
Warner Music Group 5.00% 20236 | 5,320 | 5,385 |
Warner Music Group 5.50% 20266 | 12,488 | 12,873 |
Ziggo Bond Company BV, 5.125% 20306 | 14,170 | 14,024 |
Ziggo Bond Finance BV 5.50% 20276 | 35,903 | 36,687 |
1,687,176 | ||
Energy 1.31% | ||
American Energy-Permian Basin, LLC / AEPB Finance Corp. 12.00% 20241,3,6,12 | 11,484 | 1,378 |
Apache Corp. 4.375% 2028 | 5,000 | 3,981 |
Apache Corp. 4.25% 2030 | 4,870 | 3,762 |
Apache Corp. 4.75% 2043 | 4,600 | 3,154 |
Apache Corp. 4.25% 2044 | 4,600 | 2,987 |
Apache Corp. 5.35% 2049 | 6,900 | 4,851 |
Ascent Resources - Utica LLC 10.00% 20222,6 | 2,705 | 2,127 |
Ascent Resources - Utica LLC 7.00% 20262,6 | 5,715 | 3,355 |
Ascent Resources Marcellus Holdings, Inc., Term Loan B, (3-month USD-LIBOR + 6.50%) 7.50% 20239,10 | 2,040 | 1,790 |
Baker Hughes, a GE Co. 4.486% 2030 | 7,910 | 8,137 |
BP Capital Markets PLC 3.00% 2050 | 4,660 | 4,463 |
California Resources Corp., Term Loan B, (3-month USD-LIBOR + 4.75%) 6.363% 20229,10 | 5,750 | 1,430 |
Canadian Natural Resources Ltd. 2.95% 2023 | 7,155 | 6,928 |
Carrizo Oil & Gas Inc. 6.25% 2023 | 15,196 | 3,119 |
Cenovus Energy Inc. 3.80% 2023 | 16,165 | 13,521 |
Cenovus Energy Inc. 4.25% 2027 | 13,135 | 10,339 |
Cenovus Energy Inc. 5.40% 2047 | 4,053 | 2,739 |
Centennial Resource Production, LLC 6.875% 20276 | 2,615 | 800 |
Cheniere Energy Partners, LP 4.50% 20296 | 22,421 | 20,788 |
Cheniere Energy, Inc. 7.00% 2024 | 7,015 | 7,507 |
Cheniere Energy, Inc. 5.125% 2027 | 46,350 | 46,393 |
Cheniere Energy, Inc. 3.70% 20296 | 5,701 | 5,256 |
Chesapeake Energy Corp. 4.875% 2022 | 28,085 | 1,053 |
Chesapeake Energy Corp. 11.50% 20256 | 28,002 | 1,050 |
Chesapeake Energy Corp., Term Loan, (3-month USD-LIBOR + 8.00%) 9.00% 20249,10 | 26,328 | 9,383 |
CNX Resources Corp. 7.25% 20276 | 715 | 631 |
Comstock Resources, Inc. 9.75% 2026 | 11,022 | 9,600 |
Concho Resources Inc. 4.30% 2028 | 14,440 | 14,719 |
CONSOL Energy Inc. 5.875% 2022 | 71,535 | 70,820 |
Convey Park Energy LLC 7.50% 20256 | 5,555 | 4,694 |
DCP Midstream Operating LP 4.95% 2022 | 14,735 | 13,513 |
Denbury Resources Inc. 9.00% 20216 | 5,050 | 938 |
Diamond Offshore Drilling, Inc. 7.875% 2025 | 2,650 | 295 |
Diamond Offshore Drilling, Inc. 4.875% 2043 | 52,991 | 6,163 |
Diamondback Energy, Inc. 3.25% 2026 | 16,657 | 14,464 |
El Paso Pipeline Partners Operating Co., LLC 4.70% 2042 | 33,265 | 34,159 |
Enbridge Energy Partners, LP 5.875% 2025 | 2,545 | 2,773 |
Enbridge Energy Partners, LP 5.50% 2040 | 1,200 | 1,261 |
Enbridge Energy Partners, LP 7.375% 2045 | 18,914 | 24,722 |
Enbridge Energy Partners, LP, Series B, 7.50% 2038 | 6,000 | 7,549 |
Enbridge Inc. 4.00% 2023 | 5,830 | 6,013 |
Energy Transfer Operating, LP 5.875% 2024 | 629 | 654 |
Energy Transfer Operating, LP 2.90% 2025 | 9,203 | 8,587 |
Energy Transfer Operating, LP 3.75% 2030 | 16,115 | 14,680 |
Energy Transfer Operating, LP 5.00% 2050 | 33,202 | 29,685 |
Energy Transfer Partners, LP 4.50% 2024 | 2,170 | 2,145 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Energy (continued) | Principal amount (000) | Value (000) |
Energy Transfer Partners, LP 4.75% 2026 | $8,000 | $7,966 |
Energy Transfer Partners, LP 4.20% 2027 | 7,263 | 6,863 |
Energy Transfer Partners, LP 4.95% 2028 | 9,400 | 9,245 |
Energy Transfer Partners, LP 6.125% 2045 | 7,449 | 7,266 |
Energy Transfer Partners, LP 5.30% 2047 | 8,944 | 7,808 |
Energy Transfer Partners, LP 6.00% 2048 | 8,153 | 7,680 |
Energy Transfer Partners, LP 6.25% 2049 | 5,891 | 5,879 |
EOG Resources, Inc. 4.15% 2026 | 3,830 | 4,247 |
EOG Resources, Inc. 4.375% 2030 | 3,165 | 3,537 |
EOG Resources, Inc. 4.95% 2050 | 9,237 | 11,103 |
EQM Midstream Partners, LP 4.125% 2026 | 2,793 | 2,404 |
EQM Midstream Partners, LP 5.50% 2028 | 8,057 | 7,272 |
EQT Corp. 3.00% 2022 | 35,175 | 33,372 |
EQT Corp. 6.125% 2025 | 40,000 | 38,350 |
EQT Corp. 7.00% 2030 | 3,820 | 3,634 |
Equinor ASA 3.625% 2028 | 5,265 | 5,751 |
Equinor ASA 3.25% 2049 | 7,583 | 7,953 |
Extraction Oil & Gas, Inc. 7.375% 20246 | 2,360 | 388 |
Extraction Oil & Gas, Inc. 5.625% 20266 | 18,300 | 3,149 |
Exxon Mobil Corp. 2.44% 2029 | 8,797 | 9,077 |
Exxon Mobil Corp. 2.61% 2030 | 5,000 | 5,218 |
Exxon Mobil Corp. 3.452% 2051 | 4,482 | 4,883 |
Genesis Energy, LP 6.50% 2025 | 10,650 | 9,013 |
Global Partners LP / GLP Finance Corp. 7.00% 2023 | 1,680 | 1,474 |
Hess Midstream Partners LP 5.125% 20286 | 5,185 | 4,559 |
Jonah Energy LLC 7.25% 20256 | 15,680 | 353 |
Kinder Morgan Energy Partners, LP 5.00% 2043 | 20,000 | 21,114 |
Kinder Morgan, Inc. 4.30% 2028 | 20,098 | 21,341 |
Matador Resources Co. 5.875% 2026 | 3,265 | 1,620 |
McDermott International, Inc. 10.625% 20246,12 | 14,455 | 795 |
Murphy Oil Corp. 5.875% 2027 | 5,430 | 3,702 |
Nabors Industries Inc. 5.75% 2025 | 2,625 | 623 |
NGL Energy Partners LP 7.50% 2023 | 12,455 | 8,516 |
NGL Energy Partners LP 6.125% 2025 | 32,076 | 21,084 |
Noble Corp. PLC 7.95% 20258 | 13,665 | 185 |
Noble Corp. PLC 8.95% 20458 | 8,935 | 67 |
Noble Energy, Inc. 3.25% 2029 | 6,496 | 4,767 |
NuStar Logistics, LP 4.80% 2020 | 2,085 | 2,058 |
NuStar Logistics, LP 6.75% 20216 | 3,815 | 3,709 |
NuStar Logistics, LP 6.00% 2026 | 11,725 | 10,769 |
Oasis Petroleum Inc. 6.875% 2022 | 30,552 | 4,736 |
Oasis Petroleum Inc. 6.875% 2023 | 9,500 | 1,294 |
Oasis Petroleum Inc. 6.25% 20266 | 1,730 | 236 |
Occidental Petroleum Corp. 2.60% 2021 | 3,444 | 3,237 |
Occidental Petroleum Corp. 4.10% 2021 | 1,618 | 1,545 |
Occidental Petroleum Corp. 2.70% 2022 | 2,863 | 2,505 |
Occidental Petroleum Corp. 3.125% 2022 | 7,415 | 6,786 |
Occidental Petroleum Corp. 2.70% 2023 | 11,052 | 9,549 |
Occidental Petroleum Corp. 2.90% 2024 | 11,528 | 8,815 |
Occidental Petroleum Corp. 3.20% 2026 | 920 | 667 |
Occidental Petroleum Corp. 3.50% 2029 | 15,490 | 10,924 |
Occidental Petroleum Corp. 6.45% 2036 | 1,095 | 805 |
Occidental Petroleum Corp. 6.60% 2046 | 2,000 | 1,490 |
ONEOK, Inc. 2.20% 2025 | 413 | 358 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Energy (continued) | Principal amount (000) | Value (000) |
ONEOK, Inc. 3.10% 2030 | $1,154 | $922 |
ONEOK, Inc. 5.20% 2048 | 4,789 | 4,233 |
Parsley Energy, Inc. 5.25% 20256 | 1,625 | 1,442 |
Peabody Energy Corp. 6.00% 20226 | 17,925 | 13,377 |
Petróleos Mexicanos 5.50% 2021 | 160 | 158 |
Petróleos Mexicanos 4.875% 2022 | 6,245 | 5,995 |
Petróleos Mexicanos 5.375% 2022 | 4,165 | 3,965 |
Petróleos Mexicanos 3.50% 2023 | 3,325 | 2,951 |
Petróleos Mexicanos 4.625% 2023 | 4,243 | 3,776 |
Petróleos Mexicanos 6.875% 2026 | 77,241 | 64,303 |
Petróleos Mexicanos 6.50% 2027 | 72,935 | 59,515 |
Pioneer Natural Resources Co. 3.45% 2021 | 5,580 | 5,599 |
QEP Resources, Inc. 5.625% 2026 | 8,193 | 2,694 |
Range Resources Corp. 5.00% 2023 | 1,230 | 1,090 |
Range Resources Corp. 4.875% 2025 | 2,375 | 1,855 |
Ras Laffan Liquefied Natural Gas II 5.298% 20206 | 1,027 | 1,042 |
Rockies Express Pipeline LLC 4.95% 20296 | 10,825 | 9,688 |
Sabine Pass Liquefaction, LLC 5.625% 20238 | 9,500 | 9,886 |
Sabine Pass Liquefaction, LLC 5.75% 2024 | 10,000 | 10,494 |
Sabine Pass Liquefaction, LLC 5.625% 2025 | 6,445 | 6,751 |
Sabine Pass Liquefaction, LLC 5.875% 2026 | 2,100 | 2,238 |
Sanchez Energy Corp. 7.25% 20236 | 5,374 | 94 |
Sanchez Energy Corp., Term Loan, 7.25% 20201,3,10 | 626 | 313 |
Sanchez Energy Corp., Term Loan, (3-month USD-LIBOR + 8.00%) 10.176% 20201,3,9,10 | 1,317 | 659 |
Saudi Arabian Oil Co. 2.875% 20246 | 10,672 | 10,739 |
Saudi Arabian Oil Co. 3.50% 20296 | 43,503 | 43,811 |
Shell International Finance BV 3.50% 2023 | 3,725 | 3,973 |
SM Energy Co. 5.625% 2025 | 4,470 | 1,284 |
SM Energy Co. 6.75% 2026 | 880 | 246 |
SM Energy Co. 6.625% 2027 | 3,875 | 1,043 |
Southwestern Energy Co. 6.20% 20258 | 14,035 | 12,508 |
Southwestern Energy Co. 7.50% 2026 | 6,035 | 5,442 |
Statoil ASA 2.75% 2021 | 3,085 | 3,149 |
Statoil ASA 3.25% 2024 | 850 | 917 |
Statoil ASA 4.25% 2041 | 3,000 | 3,417 |
Sunoco Logistics Operating Partners, LP 4.00% 2027 | 5,586 | 5,240 |
Sunoco Logistics Operating Partners, LP 5.40% 2047 | 14,364 | 13,026 |
Sunoco LP 4.875% 2023 | 1,800 | 1,764 |
Sunoco LP 5.50% 2026 | 1,665 | 1,619 |
Sunoco LP 6.00% 2027 | 12,160 | 11,927 |
Sunoco LP 5.875% 2028 | 12,700 | 12,155 |
Tapstone Energy, Term Loan, (3-month USD-LIBOR + 4.00%) 4.741% 20241,3,9,10 | 51 | 26 |
Targa Resources Partners LP 5.875% 2026 | 5,125 | 4,573 |
Targa Resources Partners LP 6.50% 2027 | 4,740 | 4,296 |
Targa Resources Partners LP 6.875% 2029 | 9,385 | 8,666 |
Targa Resources Partners LP 5.50% 20306 | 12,700 | 10,867 |
Teekay Corp. 9.25% 20226 | 21,750 | 21,468 |
Teekay Offshore Partners LP 8.50% 20236 | 14,275 | 12,886 |
Total Capital International 3.455% 2029 | 4,839 | 5,233 |
TransCanada PipeLines Ltd. 4.10% 2030 | 10,842 | 11,747 |
Transocean Guardian Ltd. 5.875% 20246 | 9,064 | 7,070 |
Transocean Inc. 8.375% 20218 | 4,235 | 1,542 |
Transocean Inc. 6.125% 20256 | 5,108 | 4,215 |
Transocean Poseidon Ltd. 6.875% 20276 | 8,235 | 6,588 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Energy (continued) | Principal amount (000) | Value (000) |
Valaris PLC 7.75% 2026 | $3,300 | $285 |
Valero Energy Corp. 4.00% 2029 | 6,000 | 6,148 |
Vine Oil & Gas LP 8.75% 20236 | 9,650 | 5,211 |
Weatherford International PLC 11.00% 20246 | 40,231 | 29,620 |
Western Gas Partners LP 4.50% 2028 | 16,275 | 14,424 |
Western Midstream Operating, LP 3.10% 2025 | 1,628 | 1,494 |
Whiting Petroleum Corp. 6.25% 202312 | 1,406 | 146 |
Whiting Petroleum Corp. 6.625% 2026 | 3,890 | 414 |
Woodside Finance Ltd. 4.60% 20216 | 14,435 | 14,646 |
WPX Energy, Inc. 4.50% 2030 | 17,590 | 14,424 |
1,331,386 | ||
Utilities 1.03% | ||
Abu Dhabi National Energy Co. PJSC (TAQA) 3.625% 20236 | 2,000 | 2,070 |
Abu Dhabi National Energy Co. PJSC (TAQA) 4.375% 20256 | 17,000 | 18,165 |
Abu Dhabi National Energy Co. PJSC (TAQA) 4.375% 20266 | 600 | 645 |
AEP Transmission Co. LLC 3.75% 2047 | 3,660 | 4,345 |
AEP Transmission Co. LLC 3.65% 2050 | 1,600 | 1,916 |
AES Corp. 4.00% 20212 | 2,450 | 2,458 |
AES Corp. 4.50% 20232 | 1,300 | 1,304 |
AES Corp. 4.875% 20232 | 4,685 | 4,744 |
AES Corp. 5.50% 20252 | 20,264 | 20,897 |
AES Corp. 6.00% 20262 | 11,995 | 12,599 |
AES Corp. 5.125% 20272 | 11,455 | 11,995 |
Ameren Corp. 2.50% 2024 | 1,939 | 2,010 |
Ameren Corp. 3.50% 2031 | 1,875 | 2,078 |
American Electric Power Co., Inc. 2.95% 2022 | 12,065 | 12,494 |
American Electric Power Co., Inc. 3.20% 2027 | 19,761 | 21,049 |
American Electric Power Co., Inc. 4.30% 2028 | 9,683 | 11,058 |
American Electric Power Co., Inc. 2.30% 2030 | 3,900 | 3,874 |
American Water Cap Corp. 2.80% 2030 | 4,000 | 4,278 |
AmeriGas Partners, LP 5.50% 2025 | 6,850 | 6,999 |
Berkshire Hathaway Energy Co. 4.05% 20256 | 5,375 | 6,055 |
Berkshire Hathaway Energy Co. 3.70% 20306 | 2,800 | 3,192 |
Berkshire Hathaway Energy Co. 4.25% 20506 | 800 | 1,024 |
Calpine Corp. 5.125% 20286 | 17,855 | 17,520 |
Centerpoint Energy, Inc. 2.50% 2022 | 3,000 | 3,086 |
CenterPoint Energy, Inc. 3.85% 2024 | 4,000 | 4,276 |
CenterPoint Energy, Inc. 3.70% 2049 | 5,000 | 5,224 |
Colbun SA 3.95% 20276 | 1,554 | 1,646 |
Commonwealth Edison Co. 4.00% 2048 | 5,225 | 6,457 |
Consolidated Edison Co. of New York, Inc. 3.35% 2030 | 2,550 | 2,818 |
Consolidated Edison Co. of New York, Inc. 3.95% 2050 | 3,175 | 3,793 |
Consolidated Edison Co. of New York, Inc. 4.50% 2058 | 8,390 | 10,604 |
Consumers Energy Co. 4.05% 2048 | 6,855 | 8,948 |
Consumers Energy Co. 3.50% 2051 | 3,250 | 3,952 |
Dominion Resources, Inc., 3.375% 2030 | 5,350 | 5,820 |
Dominion Resources, Inc., junior subordinated, 3.071% 20248 | 2,550 | 2,684 |
DTE Energy Co. 3.95% 2049 | 2,060 | 2,558 |
Duke Energy Indiana, Inc. 4.90% 2043 | 14,785 | 19,635 |
Duke Energy Indiana, Inc. 3.25% 2049 | 3,100 | 3,426 |
Duke Energy Progress Inc. 4.15% 2044 | 3,935 | 4,809 |
Duke Energy Progress, LLC 3.375% 2023 | 2,805 | 2,999 |
Edison International 3.125% 2022 | 3,970 | 4,063 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Utilities (continued) | Principal amount (000) | Value (000) |
Edison International 3.55% 2024 | $20,475 | $21,107 |
Edison International 4.95% 2025 | 400 | 435 |
Edison International 5.75% 2027 | 6,745 | 7,669 |
Edison International 4.125% 2028 | 5,866 | 6,142 |
EDP Finance BV 5.25% 20216 | 18,300 | 18,767 |
EDP Finance BV 3.625% 20246 | 10,175 | 10,800 |
Electricité de France SA 4.75% 20356 | 8,250 | 10,288 |
Electricité de France SA 4.875% 20386 | 1,750 | 2,158 |
Emera Inc. 6.75% 2076 (3-month USD-LIBOR + 5.44% on 6/15/2026)8 | 36,024 | 38,140 |
Empresa Nacional de Electricidad SA 4.25% 2024 | 900 | 933 |
Enel Società per Azioni 8.75% 20736,8 | 12,000 | 13,606 |
Entergy Louisiana, LLC 4.20% 2048 | 5,125 | 6,594 |
Eversource Energy 3.80% 2023 | 4,095 | 4,426 |
Exelon Corp. 4.05% 2030 | 2,875 | 3,285 |
Exelon Corp. 4.70% 2050 | 2,500 | 3,218 |
Exelon Corp., junior subordinated, 3.497% 20228 | 17,585 | 18,129 |
FirstEnergy Corp. 3.90% 2027 | 17,057 | 18,790 |
FirstEnergy Corp. 3.50% 20286 | 2,500 | 2,674 |
FirstEnergy Corp. 2.65% 2030 | 4,475 | 4,561 |
FirstEnergy Corp. 4.85% 2047 | 1,375 | 1,776 |
FirstEnergy Corp. 3.40% 2050 | 7,625 | 8,025 |
FirstEnergy Corp., Series B, 4.25% 2023 | 31,465 | 34,074 |
Florida Power & Light Co. 2.85% 2025 | 2,000 | 2,170 |
Florida Power & Light Co. 3.15% 2049 | 3,950 | 4,558 |
Georgia Power Co. 3.70% 2050 | 4,800 | 5,486 |
Gulf Power Co. 3.30% 2027 | 1,831 | 1,971 |
Interstate Power and Light Co. 3.25% 2024 | 9,628 | 10,315 |
Israel Electric Corp. Ltd. 8.10% 20966 | 4,905 | 7,186 |
Jersey Central Power & Light Co. 4.30% 20266 | 925 | 1,014 |
Mississippi Power Co. 3.95% 2028 | 6,437 | 7,061 |
Mississippi Power Co. 4.25% 2042 | 7,500 | 8,414 |
National Rural Utilities Cooperative Finance Corp. 2.95% 2024 | 6,000 | 6,436 |
National Rural Utilities Cooperative Finance Corp. 3.05% 2027 | 12,000 | 12,755 |
New York State Electric & Gas Corp. 3.25% 20266 | 3,000 | 3,238 |
NextEra Energy Capital Holdings, Inc. 2.75% 2025 | 3,750 | 3,998 |
NGL Energy Partners LP 7.50% 2026 | 9,955 | 6,530 |
Northern States Power Co. 4.125% 2044 | 11,000 | 13,873 |
Northern States Power Co. 2.90% 2050 | 4,275 | 4,688 |
NRG Energy, Inc. 7.25% 2026 | 2,000 | 2,159 |
NV Energy, Inc. 6.25% 2020 | 920 | 944 |
Pacific Gas and Electric Co. 3.50% 202012 | 1,711 | 1,754 |
Pacific Gas and Electric Co. 2.45% 202212 | 2,500 | 2,568 |
Pacific Gas and Electric Co. 3.85% 202312 | 7,032 | 7,347 |
Pacific Gas and Electric Co. 4.25% 20236,12 | 20,167 | 21,675 |
Pacific Gas and Electric Co. 3.40% 202412 | 2,910 | 3,026 |
Pacific Gas and Electric Co. 3.75% 202412 | 3,532 | 3,726 |
Pacific Gas and Electric Co. 3.50% 202512 | 2,965 | 3,050 |
Pacific Gas and Electric Co. 2.95% 202612 | 2,200 | 2,219 |
Pacific Gas and Electric Co. 3.30% 202712 | 9,104 | 9,207 |
Pacific Gas and Electric Co. 4.65% 20286,12 | 9,056 | 10,139 |
PacifiCorp. 3.30% 2051 | 4,075 | 4,588 |
PacifiCorp., First Mortgage Bonds, 2.70% 2030 | 2,225 | 2,421 |
PacifiCorp., First Mortgage Bonds, 4.125% 2049 | 11,000 | 13,886 |
Progress Energy, Inc. 7.00% 2031 | 4,000 | 5,481 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Utilities (continued) | Principal amount (000) | Value (000) |
Progress Energy, Inc. 7.75% 2031 | $2,500 | $3,551 |
Public Service Electric and Gas Co. 3.20% 2029 | 1,000 | 1,122 |
Public Service Electric and Gas Co. 3.15% 2050 | 3,300 | 3,785 |
Public Service Enterprise Group Inc. 2.65% 2022 | 2,075 | 2,135 |
Puget Energy, Inc. 6.50% 2020 | 9,934 | 10,238 |
Puget Energy, Inc. 6.00% 2021 | 3,945 | 4,111 |
Puget Energy, Inc. 5.625% 2022 | 9,592 | 10,248 |
Puget Energy, Inc. 3.65% 2025 | 1,911 | 1,916 |
Puget Sound Energy, Inc. 3.25% 2049 | 6,750 | 7,405 |
San Diego Gas & Electric Co. 3.32% 2050 | 1,300 | 1,417 |
Southern California Edison Co. 2.90% 2021 | 9,722 | 9,814 |
Southern California Edison Co. 1.845% 2022 | 2,557 | 2,549 |
Southern California Edison Co. 3.40% 2023 | 2,725 | 2,867 |
Southern California Edison Co. 3.50% 2023 | 23,917 | 25,361 |
Southern California Edison Co. 3.70% 2025 | 1,250 | 1,362 |
Southern California Edison Co. 2.85% 2029 | 8,900 | 9,207 |
Southern California Edison Co. 4.20% 2029 | 14,250 | 15,982 |
Southern California Edison Co. 5.35% 2035 | 17,725 | 22,554 |
Southern California Edison Co. 5.75% 2035 | 4,400 | 5,853 |
Southern California Edison Co. 5.625% 2036 | 16,750 | 20,571 |
Southern California Edison Co. 5.55% 2037 | 3,475 | 4,341 |
Southern California Edison Co. 5.95% 2038 | 8,500 | 10,959 |
Southern California Edison Co. 6.05% 2039 | 60 | 79 |
Southern California Edison Co. 4.50% 2040 | 19,625 | 23,625 |
Southern California Edison Co. 5.50% 2040 | 839 | 1,087 |
Southern California Edison Co. 4.00% 2047 | 8,070 | 8,970 |
Southern California Edison Co. 4.125% 2048 | 16,476 | 18,829 |
Southern California Edison Co. 4.875% 2049 | 11,013 | 14,027 |
Southern California Edison Co. 3.65% 2050 | 17,865 | 19,403 |
Southern California Edison Co., Series C, 3.60% 2045 | 11,875 | 12,675 |
Southern California Gas Co. 2.55% 2030 | 5,800 | 6,140 |
Southern Co. 3.70% 2030 | 16,450 | 18,293 |
Talen Energy Corp. 6.50% 2025 | 180 | 126 |
Talen Energy Corp. 10.50% 20266 | 11,520 | 9,572 |
Talen Energy Corp. 7.25% 20276 | 23,695 | 23,568 |
Virginia Electric and Power Co. 3.45% 2024 | 560 | 599 |
Virginia Electric and Power Co. 3.10% 2025 | 2,625 | 2,830 |
Virginia Electric and Power Co. 4.60% 2048 | 3,450 | 4,643 |
Virginia Electric and Power Co. 3.30% 2049 | 3,575 | 3,998 |
Wisconsin Power and Light Co. 3.65% 2050 | 1,175 | 1,366 |
Xcel Energy Inc. 2.60% 2029 | 3,500 | 3,656 |
Xcel Energy Inc. 3.40% 2030 | 1,025 | 1,142 |
1,051,023 | ||
Materials 0.94% | ||
Air Liquide SA 2.25% 20296 | 2,761 | 2,782 |
Air Products and Chemicals, Inc. 1.85% 2027 | 1,857 | 1,881 |
Arconic Corp. 6.00% 20256 | 10,820 | 10,969 |
Ardagh Group SA 6.50% 20276,11 | 22,795 | 21,264 |
Ardagh Packaging Finance 5.25% 20256 | 12,006 | 12,366 |
Ardagh Packaging Finance 6.00% 20256 | 5,725 | 5,766 |
Ardagh Packaging Finance 4.125% 20266 | 5,000 | 4,911 |
Axalta Coating Systems LLC 4.875% 20246 | 17,095 | 17,440 |
Ball Corp. 5.25% 2025 | 12,300 | 13,625 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Materials (continued) | Principal amount (000) | Value (000) |
Berry Global Escrow Corp. 4.875% 20266 | $1,350 | $1,385 |
Berry Plastics Corp. 5.50% 2022 | 2,185 | 2,199 |
Braskem SA 4.50% 20306 | 10,000 | 8,125 |
BWAY Parent Co., Inc. 5.50% 20246 | 6,000 | 5,571 |
Carlyle Group LP 8.75% 20236,11 | 1,680 | 1,591 |
Cascades Inc. 5.125% 20266 | 17,550 | 17,660 |
Chemours Co. 6.625% 2023 | 27,180 | 25,555 |
Cleveland-Cliffs Inc. 4.875% 20246 | 30,050 | 25,924 |
Cleveland-Cliffs Inc. 5.75% 2025 | 38,706 | 27,917 |
Cleveland-Cliffs Inc. 9.875% 20256 | 5,375 | 5,335 |
Cleveland-Cliffs Inc. 6.75% 20266 | 17,070 | 14,974 |
Cleveland-Cliffs Inc. 5.875% 2027 | 45,395 | 28,583 |
Cleveland-Cliffs Inc., 7.00% 20276 | 1,300 | 819 |
CRH America, Inc. 5.125% 20456 | 1,000 | 1,113 |
Crown Holdings, Inc. 4.75% 2026 | 9,100 | 9,415 |
CVR Partners, LP 9.25% 20236 | 9,675 | 8,554 |
Dow Chemical Co. 4.55% 2025 | 5,309 | 5,794 |
Dow Chemical Co. 3.625% 2026 | 2,018 | 2,131 |
Dow Chemical Co. 4.80% 2028 | 3,000 | 3,383 |
DowDuPont Inc. 4.493% 2025 | 2,165 | 2,386 |
DowDuPont Inc. 4.725% 2028 | 950 | 1,082 |
DowDuPont Inc. 5.419% 2048 | 500 | 643 |
First Quantum Minerals Ltd. 7.25% 20226 | 11,675 | 10,981 |
First Quantum Minerals Ltd. 7.25% 20236 | 13,615 | 12,428 |
First Quantum Minerals Ltd. 6.50% 20246 | 30,091 | 26,673 |
First Quantum Minerals Ltd. 7.50% 20256 | 80,350 | 71,327 |
First Quantum Minerals Ltd. 6.875% 20266 | 23,575 | 20,785 |
Freeport-McMoRan Inc. 3.55% 2022 | 6,341 | 6,418 |
Freeport-McMoRan Inc. 3.875% 2023 | 10,400 | 10,428 |
Freeport-McMoRan Inc. 4.25% 2030 | 10,350 | 9,669 |
Freeport-McMoRan Inc. 5.45% 2043 | 8,075 | 7,484 |
FXI Holdings, Inc. 7.875% 20246 | 8,985 | 6,615 |
FXI Holdings, Inc. 12.25% 20266 | 17,755 | 14,731 |
Greif, Inc. 6.50% 20276 | 6,085 | 6,113 |
H.I.G. Capital, LLC 6.75% 20246 | 5,180 | 4,234 |
Hexion Inc. 7.875% 20276 | 8,150 | 7,427 |
Holcim Ltd. 5.15% 20236 | 12,595 | 13,424 |
INEOS Group Holdings SA 5.625% 20246 | 15,135 | 14,813 |
International Paper Co. 7.30% 2039 | 5,615 | 7,860 |
LSB Industries, Inc. 9.625% 20236 | 21,955 | 20,578 |
LYB International Finance III, LLC 4.20% 2049 | 332 | 339 |
Mineral Resources Ltd. 8.125% 20276 | 4,300 | 4,449 |
Mosaic Co. 3.25% 2022 | 1,500 | 1,501 |
Nova Chemicals Corp. 5.25% 20276 | 11,475 | 9,233 |
Novelis Corp. 4.75% 20306 | 24,935 | 22,309 |
Nutrien Ltd. 5.00% 2049 | 850 | 1,096 |
OCI NV 5.25% 20246 | 24,390 | 24,394 |
Owens-Illinois, Inc. 5.875% 20236 | 21,820 | 22,152 |
Platform Specialty Products Corp. 5.875% 20256 | 16,338 | 16,318 |
Reynolds Group Inc. 7.00% 20246 | 4,200 | 4,235 |
Ryerson Inc. 11.00% 20226 | 19,196 | 18,548 |
S.P.C.M. SA 4.875% 20256 | 11,750 | 11,941 |
Scotts Miracle-Gro Co. 4.50% 2029 | 22,490 | 22,069 |
Sealed Air Corp. 5.25% 20236 | 5,960 | 6,185 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Materials (continued) | Principal amount (000) | Value (000) |
Sealed Air Corp. 4.00% 20276 | $19,239 | $18,974 |
Sherwin-Williams Co. 2.30% 2030 | 4,285 | 4,266 |
Sherwin-Williams Co. 3.80% 2049 | 10,414 | 11,488 |
Silgan Holdings Inc. 4.125% 20286 | 20,020 | 19,795 |
Standard Industries Inc. 6.00% 20256 | 6,650 | 6,891 |
Starfruit US Holdco LLC 8.00% 20266 | 22,345 | 21,038 |
Summit Materials, Inc. 6.125% 2023 | 10,140 | 10,182 |
Summit Materials, Inc. 6.50% 20276 | 9,760 | 9,732 |
TPC Group Inc. 10.50% 20246 | 6,766 | 5,566 |
Trivium Packaging BV 5.50% 20266 | 9,902 | 10,196 |
Trivium Packaging BV 8.50% 20276 | 4,545 | 4,771 |
Tronox Ltd. 5.75% 20256 | 9,150 | 8,165 |
Tronox Ltd. 6.50% 20266 | 24,669 | 22,481 |
Univar Solutions USA Inc. 5.125% 20276 | 11,920 | 11,886 |
Valvoline Inc. 4.25% 20306 | 6,795 | 6,640 |
Venator Materials Corp. 5.75% 20256 | 41,720 | 29,048 |
Warrior Met Coal, Inc. 8.00% 20246 | 17,033 | 15,995 |
Westlake Chemical Corp. 5.00% 2046 | 1,045 | 1,015 |
Westlake Chemical Corp. 4.375% 2047 | 915 | 803 |
Zekelman Industries Inc. 9.875% 20236 | 2,739 | 2,756 |
949,588 | ||
Industrials 0.89% | ||
ACCO Brands Corp. 5.25% 20246 | 1,665 | 1,665 |
ADT Corp. 3.50% 2022 | 22,425 | 22,005 |
Allison Transmission Holdings, Inc. 5.00% 20246 | 28,755 | 27,783 |
American Airlines, Inc., Series 2013-2, Class A, 4.95% 2024 | 4,411 | 3,919 |
ARAMARK Corp. 5.00% 20286 | 8,934 | 8,569 |
Ashtead Group PLC 4.125% 20256 | 12,475 | 12,381 |
Ashtead Group PLC 4.375% 20276 | 5,775 | 5,643 |
Ashtead Group PLC 4.25% 20296 | 11,295 | 10,897 |
Associated Materials, LLC 9.00% 20246 | 51,961 | 44,946 |
Avis Budget Group, Inc. 5.50% 2023 | 3,553 | 2,355 |
Avis Budget Group, Inc. 5.25% 20256 | 5,050 | 3,030 |
Avolon Holdings Funding Ltd. 3.625% 20226 | 3,935 | 3,607 |
Avolon Holdings Funding Ltd. 3.95% 20246 | 12,602 | 10,865 |
Avolon Holdings Funding Ltd. 3.25% 20276 | 17,000 | 13,191 |
Boeing Co. 4.508% 2023 | 24,000 | 24,000 |
Boeing Co. 4.875% 2025 | 52,114 | 52,114 |
Boeing Co. 3.10% 2026 | 143 | 131 |
Boeing Co. 2.70% 2027 | 12,227 | 10,917 |
Boeing Co. 3.20% 2029 | 8,640 | 7,594 |
Boeing Co. 2.95% 2030 | 5,390 | 4,609 |
Boeing Co. 3.60% 2034 | 9,000 | 7,856 |
Boeing Co. 5.805% 2050 | 17,975 | 17,975 |
Bohai Financial Investment Holding Co., Ltd. 5.25% 20226 | 5,148 | 4,753 |
Bombardier Inc. 7.50% 20246 | 3,500 | 2,344 |
Bombardier Inc. 7.50% 20256 | 3,515 | 2,296 |
Bombardier Inc. 7.875% 20276 | 3,565 | 2,331 |
Burlington Northern Santa Fe LLC 3.55% 2050 | 10,000 | 11,304 |
Burlington Northern Santa Fe LLC 3.05% 2051 | 5,356 | 5,600 |
Carrier Global Corp. 2.493% 20276 | 2,099 | 2,008 |
Carrier Global Corp. 2.722% 20306 | 5,888 | 5,535 |
Carrier Global Corp. 3.577% 20506 | 12,124 | 10,932 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Industrials (continued) | Principal amount (000) | Value (000) |
Continental Airlines, Inc., Series 2007-1, Class B, 6.903% 2022 | $1,117 | $1,016 |
Continental Airlines, Inc., Series 2000-1, Class B, 8.388% 2022 | —7 | —7 |
CSX Corp. 3.80% 2028 | 7,550 | 8,436 |
CSX Corp. 3.35% 2049 | 31 | 33 |
CSX Corp. 4.50% 2049 | 3,785 | 4,776 |
CSX Corp. 3.80% 2050 | 1,547 | 1,781 |
Delta Air Lines Inc. 7.00% 20256 | 27,325 | 28,035 |
Delta Air Lines, Inc., Series 2002-1, Class G-1, MBIA insured, 6.718% 2024 | 3,090 | 3,006 |
Dun & Bradstreet Corp. 6.875% 20266 | 22,095 | 23,359 |
Dun & Bradstreet Corp. 10.25% 20276 | 15,525 | 16,956 |
ERAC USA Finance Co. 5.25% 20206 | 5,000 | 5,066 |
Euramax International, Inc. 12.00% 20206 | 26,149 | 19,539 |
F-Brasile SpA 7.375% 20266 | 5,459 | 3,767 |
GE Capital International Funding Co. 4.418% 2035 | 30,250 | 31,553 |
General Dynamics Corp. 3.50% 2025 | 4,585 | 5,054 |
General Dynamics Corp. 3.625% 2030 | 8,953 | 10,315 |
General Electric Capital Corp. 6.15% 2037 | 2,475 | 2,922 |
General Electric Co. 3.45% 2027 | 3,075 | 3,132 |
General Electric Co. 3.625% 2030 | 2,675 | 2,689 |
General Electric Co. 4.25% 2040 | 1,600 | 1,600 |
General Electric Co. 4.125% 2042 | 869 | 853 |
General Electric Co. 4.35% 2050 | 1,825 | 1,836 |
General Electric Co., junior subordinated, 5.00% (3-month USD-LIBOR + 3.33% on 1/21/2021)8 | 95,170 | 78,490 |
Hardwoods Acquisition Inc. 7.50% 20216 | 13,649 | 4,982 |
Harsco Corp. 5.75% 20276 | 14,590 | 13,846 |
Honeywell International Inc. 2.30% 2024 | 4,405 | 4,624 |
Howmet Aerospace Inc., 6.875% 2025 | 11,480 | 11,752 |
IAA Spinco Inc. 5.50% 20276 | 6,875 | 6,892 |
Icahn Enterprises Finance Corp. 4.75% 2024 | 14,360 | 13,551 |
JELD-WEN Holding, Inc. 4.625% 20256 | 8,965 | 8,043 |
JELD-WEN Holding, Inc. 4.875% 20276 | 7,325 | 6,516 |
Kratos Defense & Security Solutions, Inc. 6.50% 20256 | 1,540 | 1,513 |
LABL Escrow Issuer, LLC 6.75% 20266 | 2,125 | 2,206 |
LABL Escrow Issuer, LLC 10.50% 20276 | 5,105 | 5,091 |
LSC Communications, Inc. 8.75% 20236,12 | 28,822 | 1,873 |
LSC Communications, Inc., Term Loan B, (3-month USD-LIBOR + 5.50%) 6.516% 20229,10 | 4,107 | 315 |
Mexico City Airport Trust 5.50% 2046 | 2,303 | 1,943 |
Mexico City Airport Trust 5.50% 2047 | 4,482 | 3,759 |
Mexico City Airport Trust 5.50% 20476 | 215 | 180 |
Moog Inc. 4.25% 20276 | 10,383 | 9,799 |
Navistar International Corp. 9.50% 20256 | 8,808 | 9,270 |
Nielsen Finance LLC and Nielsen Finance Co. 5.00% 20256 | 8,575 | 8,328 |
Norfolk Southern Corp. 3.05% 2050 | 6,081 | 6,067 |
Northrop Grumman Corp. 3.25% 2028 | 8,995 | 9,796 |
Otis Worldwide Corp. 2.293% 20276 | 2,440 | 2,467 |
Pisces Parent LLC 8.00% 20266 | 6,259 | 5,358 |
R.R. Donnelley & Sons Co. 6.50% 2023 | 11,705 | 10,591 |
Rexnord Corp. 4.875% 20256 | 19,490 | 19,125 |
Science Applications International Corp. 4.875% 20286 | 860 | 846 |
Sensata Technologies Holding BV 4.875% 20236 | 11,460 | 11,589 |
Southwest Airlines Co. 5.25% 2025 | 12,320 | 12,285 |
Spirit AeroSystems, Inc. 7.50% 20256 | 5,920 | 5,861 |
The Brink’s Co. 4.625% 20276 | 4,910 | 4,619 |
TransDigm Inc. 6.50% 2024 | 2,110 | 1,960 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Industrials (continued) | Principal amount (000) | Value (000) |
TransDigm Inc. 6.25% 20266 | $5,871 | $5,774 |
Triumph Group, Inc. 6.25% 20246 | 3,455 | 2,747 |
Uber Technologies, Inc. 8.00% 20266 | 16,665 | 17,178 |
Union Pacific Corp. 3.75% 2025 | 4,720 | 5,251 |
Union Pacific Corp. 2.15% 2027 | 1,854 | 1,893 |
Union Pacific Corp. 3.70% 2029 | 3,245 | 3,647 |
Union Pacific Corp. 2.40% 2030 | 1,931 | 1,993 |
United Air Lines, Inc., Series 2007-1, Class A, 6.636% 2024 | 3,814 | 3,323 |
United Rentals, Inc. 4.625% 2025 | 15,490 | 15,255 |
United Rentals, Inc. 5.875% 2026 | 1,080 | 1,117 |
United Rentals, Inc. 6.50% 2026 | 4,140 | 4,315 |
United Rentals, Inc. 5.25% 2030 | 12,025 | 12,111 |
United Technologies Corp. 3.95% 2025 | 5,290 | 5,949 |
Virgin Australia Holdings Ltd. 7.875% 20216 | 1,750 | 306 |
Wesco Aircraft Holdings, Inc. 8.50% 20246 | 7,010 | 4,961 |
Wesco Aircraft Holdings, Inc. 9.00% 20266 | 19,930 | 13,909 |
Westinghouse Air Brake Technologies Corp. 4.40% 20248 | 3,070 | 3,085 |
905,230 | ||
Information technology 0.70% | ||
Almonde Inc., Term Loan, (3-month USD-LIBOR + 7.25%) 8.25% 20259,10 | 32,150 | 27,689 |
Applied Systems, Inc., Term Loan, (3-month USD-LIBOR + 7.00%) 8.450% 20259,10 | 3,985 | 3,846 |
Banff Merger Sub Inc. 9.75% 20266 | 5,560 | 5,025 |
Broadcom Inc. 3.625% 20246 | 20,000 | 21,116 |
Broadcom Inc. 4.70% 20256 | 7,208 | 7,957 |
Broadcom Inc. 4.25% 20266 | 79,271 | 85,058 |
Broadcom Inc. 4.75% 20296 | 92,149 | 101,836 |
Broadcom Inc. 5.00% 20306 | 22,631 | 25,392 |
Broadcom Ltd. 3.875% 2027 | 43,345 | 45,046 |
Broadcom Ltd. 3.50% 2028 | 3,701 | 3,757 |
CommScope Finance LLC 6.00% 20266 | 26,850 | 26,975 |
Dell Inc. 2.65% 2020 | 384 | 383 |
Diebold Nixdorf AG, Term Loan A1, (3-month USD-LIBOR + 9.25%) 9.688% 20229,10 | 23,819 | 21,775 |
Diebold Nixdorf AG, Term Loan B, (3-month USD-LIBOR + 2.75%) 3.625% 20239,10 | 5,649 | 4,717 |
Diebold, Inc. 8.50% 2024 | 13,355 | 8,845 |
Diebold, Inc., Term Loan A, (3-month USD-LIBOR + 4.75%) 5.625% 20229,10 | 306 | 271 |
Financial & Risk US Holdings, Inc. 6.25% 20266 | 10,786 | 11,546 |
Financial & Risk US Holdings, Inc. 8.25% 20266 | 20,780 | 22,598 |
Fiserv, Inc. 3.20% 2026 | 6,331 | 6,796 |
Genesys Telecommunications Laboratories, Inc. 10.00% 20246 | 14,440 | 15,273 |
GoDaddy Operating Co. 5.25% 20276 | 4,780 | 4,934 |
Infor (US), Inc. 6.50% 2022 | 17,010 | 17,101 |
International Business Machines Corp. 1.70% 2027 | 15,192 | 15,164 |
Kronos Inc., Term Loan B, (3-month USD-LIBOR + 3.00%) 4.763% 20239,10 | 1,601 | 1,549 |
Kronos Inc., Term Loan B, (3-month USD-LIBOR + 8.25%) 10.013% 20249,10 | 35,510 | 34,312 |
McAfee, LLC, Term Loan, (3-month USD-LIBOR + 3.75%) 4.188% 20249,10 | 12,187 | 11,715 |
McAfee, LLC, Term Loan, (3-month USD-LIBOR + 8.50%) 9.50% 20259,10 | 153 | 150 |
Microsoft Corp. 2.65% 2022 | 6,000 | 6,315 |
Microsoft Corp. 2.875% 2024 | 6,865 | 7,396 |
Microsoft Corp. 4.20% 2035 | 6,000 | 7,642 |
MoneyGram International Inc., Term Loan B, (3-month USD-LIBOR + 6.00%) 6.862% 20239,10 | 4,774 | 3,503 |
Open Text Corp. 3.875% 20286 | 7,250 | 7,103 |
Open Text Corp. 4.125% 20306 | 8,025 | 7,844 |
PayPal Holdings, Inc. 2.65% 2026 | 5,910 | 6,208 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Information technology (continued) | Principal amount (000) | Value (000) |
Power Solutions Ltd., Term Loan B, (3-month USD-LIBOR + 3.50%) 4.441% 20269,10 | $2,624 | $2,384 |
Sabre Holdings Corp. 5.25% 20236 | 550 | 512 |
Sabre Holdings Corp. 5.375% 20236 | 19,027 | 17,794 |
Sabre Holdings Corp. 9.25% 20256 | 4,525 | 4,802 |
Solera Holdings, Inc. 10.50% 20246 | 8,085 | 8,087 |
Tempo Acquisition LLC 6.75% 20256 | 20,369 | 19,885 |
VeriSign, Inc. 4.75% 2027 | 11,725 | 12,544 |
Veritas Holdings Ltd. 7.50% 20236 | 19,303 | 18,895 |
Veritas Holdings Ltd. 10.50% 20246 | 9,009 | 8,106 |
Veritas US Inc., Term Loan B, (3-month USD-LIBOR + 4.50%) 5.950% 20239,10 | 16,942 | 14,930 |
Vertafore Inc., Term Loan, (3-month USD-LIBOR + 7.25%) 7.654% 20269,10 | 2,025 | 1,920 |
Visa Inc. 3.15% 2025 | 8,000 | 8,865 |
Visa Inc. 1.90% 2027 | 7,714 | 7,995 |
Visa Inc. 2.70% 2040 | 2,310 | 2,424 |
Xerox Corp. 4.125% 2023 | 3,589 | 3,593 |
709,573 | ||
Consumer staples 0.67% | ||
Albertsons Cos. LLC 3.50% 20236 | 25,427 | 25,077 |
Albertsons Cos. LLC 5.75% 2025 | 2,435 | 2,514 |
Albertsons Cos. LLC 4.625% 20276 | 3,390 | 3,423 |
Altria Group, Inc. 4.40% 2026 | 9,449 | 10,496 |
Altria Group, Inc. 9.95% 2038 | 23,500 | 35,737 |
Altria Group, Inc. 5.80% 2039 | 21,295 | 25,442 |
Altria Group, Inc. 4.50% 2043 | 4,000 | 4,083 |
Altria Group, Inc. 5.95% 2049 | 17,533 | 21,858 |
Anheuser-Busch InBev NV 4.15% 2025 | 6,000 | 6,695 |
Anheuser-Busch InBev NV 4.00% 2028 | 8,025 | 8,892 |
Anheuser-Busch InBev NV 3.50% 2030 | 15,000 | 16,033 |
Anheuser-Busch InBev NV 5.45% 2039 | 6,000 | 7,230 |
Anheuser-Busch InBev NV 4.95% 2042 | 9,095 | 10,433 |
Anheuser-Busch InBev NV 4.60% 2048 | 2,005 | 2,219 |
Anheuser-Busch InBev NV 5.55% 2049 | 10,378 | 12,995 |
Anheuser-Busch InBev NV 4.50% 2050 | 10,000 | 11,168 |
B&G Foods, Inc. 5.25% 2025 | 20,860 | 21,229 |
B&G Foods, Inc. 5.25% 2027 | 17,875 | 18,129 |
BJ’s Wholesale Club Inc., Term Loan, (3-month USD-LIBOR + 2.25%) 3.079% 20249,10 | 8,775 | 8,567 |
British American Tobacco International Finance PLC 3.95% 20256 | 10,914 | 11,612 |
British American Tobacco PLC 3.222% 2024 | 8,000 | 8,312 |
British American Tobacco PLC 3.215% 2026 | 8,308 | 8,562 |
British American Tobacco PLC 4.39% 2037 | 14,255 | 14,626 |
British American Tobacco PLC 4.54% 2047 | 35,820 | 37,366 |
British American Tobacco PLC 4.758% 2049 | 33,784 | 36,725 |
British American Tobacco PLC 5.282% 2050 | 5,000 | 5,792 |
Conagra Brands, Inc. 4.30% 2024 | 3,760 | 4,081 |
Conagra Brands, Inc. 5.30% 2038 | 5,384 | 6,729 |
Conagra Brands, Inc. 5.40% 2048 | 9,449 | 12,559 |
Constellation Brands, Inc. 2.65% 2022 | 5,230 | 5,337 |
Constellation Brands, Inc. 3.20% 2023 | 2,060 | 2,150 |
Constellation Brands, Inc. 2.875% 2030 | 2,124 | 2,162 |
Cott Beverages Inc. 5.50% 20256 | 4,600 | 4,647 |
Darling Ingredients Inc. 5.25% 20276 | 10,080 | 10,215 |
Energizer Holdings, Inc. 6.375% 20266 | 19,880 | 20,544 |
Energizer Holdings, Inc. 7.75% 20276 | 7,910 | 8,433 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Consumer staples (continued) | Principal amount (000) | Value (000) |
Energizer SpinCo, Inc. 5.50% 20256 | $6,065 | $6,167 |
Imperial Tobacco Finance PLC 3.50% 20236 | 10,000 | 10,134 |
JBS Investments GmbH II 7.00% 2026 | 13,200 | 13,754 |
JBS Investments GmbH II 7.00% 20266 | 1,800 | 1,875 |
Keurig Dr Pepper Inc. 4.985% 2038 | 8,185 | 10,017 |
Kraft Heinz Co. 3.95% 2025 | 8,750 | 9,168 |
Lamb Weston Holdings, Inc. 4.625% 20246 | 1,585 | 1,624 |
Molson Coors Brewing Co. 4.20% 2046 | 20,600 | 19,889 |
Mondelez International, Inc. 1.50% 2025 | 9,600 | 9,549 |
Nestle Skin Health SA, Term Loan B1, (3-month USD-LIBOR + 4.25%) 5.322% 20269,10 | 29,924 | 27,542 |
Performance Food Group, Inc. 5.50% 20276 | 10,739 | 10,270 |
Philip Morris International Inc. 2.375% 2022 | 5,035 | 5,181 |
Philip Morris International Inc. 2.625% 2022 | 8,405 | 8,621 |
Post Holdings, Inc. 5.00% 20266 | 9,608 | 9,617 |
Post Holdings, Inc. 5.625% 20286 | 9,680 | 9,894 |
Post Holdings, Inc. 5.50% 20296 | 9,040 | 9,127 |
Post Holdings, Inc. 4.625% 20306 | 16,895 | 16,663 |
Prestige Brands International Inc. 6.375% 20246 | 2,570 | 2,654 |
Prestige Brands International Inc. 5.125% 20286 | 8,162 | 8,307 |
Reynolds American Inc. 3.25% 2022 | 5,647 | 5,668 |
Reynolds American Inc. 5.70% 2035 | 3,130 | 3,669 |
Reynolds American Inc. 5.85% 2045 | 18,028 | 21,213 |
WM. Wrigley Jr. Co. 3.375% 20206 | 5,500 | 5,551 |
678,226 | ||
Real estate 0.39% | ||
Alexandria Real Estate Equities, Inc. 3.95% 2028 | 975 | 1,045 |
Alexandria Real Estate Equities, Inc. 2.75% 2029 | 4,851 | 4,872 |
Alexandria Real Estate Equities, Inc. 3.375% 2031 | 2,375 | 2,568 |
American Campus Communities, Inc. 4.125% 2024 | 24,700 | 24,748 |
American Campus Communities, Inc. 2.85% 2030 | 1,739 | 1,595 |
American Tower Corp. 3.55% 2027 | 2,525 | 2,759 |
Brandywine Operating Partnership, LP 3.95% 2023 | 1,639 | 1,669 |
Brookfield Property REIT Inc. 5.75% 20266 | 45,220 | 36,389 |
Communications Sales & Leasing, Inc. 6.00% 20236 | 7,175 | 6,702 |
Corporate Office Properties LP 5.25% 2024 | 9,150 | 9,623 |
EPR Properties 3.75% 2029 | 2,400 | 1,940 |
Equinix, Inc. 2.90% 2026 | 1,144 | 1,176 |
Equinix, Inc. 5.375% 2027 | 10,880 | 11,801 |
Equinix, Inc. 3.20% 2029 | 1,552 | 1,631 |
Essex Portfolio LP 3.625% 2022 | 5,000 | 5,188 |
Essex Portfolio LP 3.875% 2024 | 5,900 | 6,190 |
Gaming and Leisure Properties, Inc. 3.35% 2024 | 2,526 | 2,351 |
Hospitality Properties Trust 4.25% 2021 | 20,500 | 19,643 |
Hospitality Properties Trust 4.50% 2023 | 7,835 | 6,783 |
Hospitality Properties Trust 4.50% 2025 | 1,960 | 1,598 |
Hospitality Properties Trust 3.95% 2028 | 1,990 | 1,542 |
Howard Hughes Corp. 5.375% 20256 | 23,801 | 23,220 |
Iron Mountain Inc. 5.75% 20242 | 23,045 | 22,786 |
Iron Mountain Inc. 4.875% 20272,6 | 10,665 | 10,460 |
Iron Mountain Inc. 5.25% 20282,6 | 17,489 | 17,177 |
Iron Mountain Inc. 4.875% 20292,6 | 16,282 | 15,684 |
Medical Properties Trust, Inc. 5.00% 2027 | 23,785 | 24,411 |
Prologis, Inc. 4.25% 2023 | 25,000 | 27,277 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Real estate (continued) | Principal amount (000) | Value (000) |
Realogy Corp. 5.25% 20216 | $8,112 | $6,860 |
Realogy Corp. 4.875% 20236 | 24,570 | 18,836 |
Realogy Corp. 9.375% 20276 | 19,145 | 13,522 |
SBA Communications Corp. 4.00% 2022 | 20,790 | 21,030 |
SBA Communications Corp. 3.875% 20276 | 13,990 | 14,375 |
Scentre Group 3.25% 20256 | 4,365 | 4,394 |
Scentre Group 3.50% 20256 | 5,455 | 5,458 |
Scentre Group 3.75% 20276 | 3,000 | 2,990 |
Select Income REIT 4.15% 2022 | 1,035 | 1,023 |
WEA Finance LLC 3.25% 20206 | 8,638 | 8,635 |
Westfield Corp. Ltd. 3.15% 20226 | 6,020 | 6,022 |
395,973 | ||
Total corporate bonds & notes | 13,875,765 | |
Mortgage-backed obligations 10.92% Federal agency mortgage-backed obligations 10.83% | ||
Fannie Mae 7.00% 204713 | 273 | 310 |
Fannie Mae 7.00% 204713 | 140 | 159 |
Fannie Mae 7.00% 204713 | 82 | 93 |
Fannie Mae 7.00% 204713 | 18 | 20 |
Fannie Mae Pool #885290 6.00% 202113 | 14 | 14 |
Fannie Mae Pool #932119 4.50% 202413 | 525 | 563 |
Fannie Mae Pool #995265 5.50% 202413 | 33 | 35 |
Fannie Mae Pool #AD8191 4.00% 202513 | 223 | 236 |
Fannie Mae Pool #AB1066 4.00% 202513 | 4 | 4 |
Fannie Mae Pool #AD6392 4.50% 202513 | 446 | 478 |
Fannie Mae Pool #AD3149 4.50% 202513 | 244 | 261 |
Fannie Mae Pool #AD5692 4.50% 202513 | 243 | 261 |
Fannie Mae Pool #AD6119 4.50% 202513 | 210 | 222 |
Fannie Mae Pool #AJ6967 3.00% 202613 | 4,983 | 5,267 |
Fannie Mae Pool #MA2785 3.00% 202613 | 3,003 | 3,170 |
Fannie Mae Pool #AS8539 3.00% 202613 | 2,389 | 2,523 |
Fannie Mae Pool #MA2815 3.00% 202613 | 2,234 | 2,358 |
Fannie Mae Pool #MA2754 3.00% 202613 | 1,869 | 1,973 |
Fannie Mae Pool #AJ5522 3.00% 202613 | 1,742 | 1,841 |
Fannie Mae Pool #MA2850 3.00% 202613 | 1,486 | 1,569 |
Fannie Mae Pool #AJ9387 3.00% 202613 | 4 | 4 |
Fannie Mae Pool #AI6180 4.00% 202613 | 117 | 124 |
Fannie Mae Pool #AH6941 4.00% 202613 | 5 | 5 |
Fannie Mae Pool #888204 6.00% 202613 | 437 | 486 |
Fannie Mae Pool #MA3190 3.00% 202713 | 10,250 | 10,856 |
Fannie Mae Pool #MA2939 3.00% 202713 | 4,357 | 4,600 |
Fannie Mae Pool #MA2883 3.00% 202713 | 2,295 | 2,423 |
Fannie Mae Pool #MA2973 3.00% 202713 | 453 | 479 |
Fannie Mae Pool #AL5603 3.00% 202713 | 418 | 443 |
Fannie Mae Pool #MA3159 3.00% 202713 | 167 | 176 |
Fannie Mae Pool #MA1035 3.00% 202713 | 97 | 103 |
Fannie Mae Pool #AK5169 3.00% 202713 | 59 | 62 |
Fannie Mae Pool #AL2940 3.50% 202713 | 381 | 406 |
Fannie Mae Pool #BM4533 4.00% 202713 | 1,862 | 1,971 |
Fannie Mae Pool #BM3266 3.00% 202813 | 33,362 | 35,215 |
Fannie Mae Pool #MA3250 3.00% 202813 | 2,327 | 2,459 |
Fannie Mae Pool #MA3407 3.00% 202813 | 535 | 566 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Fannie Mae Pool #AL4693 3.00% 202813 | $18 | $19 |
Fannie Mae Pool #AU6794 3.00% 202813 | 7 | 7 |
Fannie Mae Pool #MA3345 3.50% 202813 | 152 | 161 |
Fannie Mae Pool #AL8241 3.00% 202913 | 411 | 435 |
Fannie Mae Pool #AL8347 4.00% 202913 | 571 | 604 |
Fannie Mae Pool #BM4299 3.00% 203013 | 81,059 | 85,547 |
Fannie Mae Pool #BM1231 3.50% 203113 | 390 | 413 |
Fannie Mae Pool #890805 4.00% 203113 | 694 | 735 |
Fannie Mae Pool #BH6932 3.00% 203213 | 846 | 894 |
Fannie Mae Pool #BO9972 3.00% 203313 | 6,003 | 6,346 |
Fannie Mae Pool #BJ5674 3.00% 203313 | 502 | 531 |
Fannie Mae Pool #MA3283 3.00% 203313 | 38 | 40 |
Fannie Mae Pool #BK6720 3.00% 203313 | 27 | 29 |
Fannie Mae Pool #MA3438 3.50% 203313 | 4,396 | 4,644 |
Fannie Mae Pool #MA3489 3.50% 203313 | 88 | 93 |
Fannie Mae Pool #MA3541 4.00% 203313 | 566 | 599 |
Fannie Mae Pool #BM5494 4.00% 203313 | 255 | 270 |
Fannie Mae Pool #BJ6249 4.00% 203313 | 236 | 256 |
Fannie Mae Pool #254767 5.50% 203313 | 192 | 219 |
Fannie Mae Pool #FM2057 2.50% 203413 | 501,343 | 525,034 |
Fannie Mae Pool #MA3827 2.50% 203413 | 224,339 | 234,942 |
Fannie Mae Pool #MA3864 2.50% 203413 | 99,222 | 103,923 |
Fannie Mae Pool #MA3797 2.50% 203413 | 69,303 | 72,571 |
Fannie Mae Pool #MA3737 2.50% 203413 | 36,797 | 38,524 |
Fannie Mae Pool #MA3709 2.50% 203413 | 35,609 | 37,268 |
Fannie Mae Pool #MA3729 2.50% 203413 | 11,071 | 11,590 |
Fannie Mae Pool #BO6861 2.50% 203413 | 7,435 | 7,787 |
Fannie Mae Pool #BJ9733 2.50% 203413 | 6,713 | 7,030 |
Fannie Mae Pool #BP0033 2.50% 203413 | 5,557 | 5,820 |
Fannie Mae Pool #BO7771 2.50% 203413 | 3,261 | 3,415 |
Fannie Mae Pool #MA3865 3.00% 203413 | 30,233 | 31,951 |
Fannie Mae Pool #SB8021 3.00% 203413 | 28,308 | 29,933 |
Fannie Mae Pool #CA4891 3.00% 203413 | 14,989 | 15,852 |
Fannie Mae Pool #MA3657 3.00% 203413 | 13,345 | 14,084 |
Fannie Mae Pool #BN6580 3.00% 203413 | 13,294 | 14,040 |
Fannie Mae Pool #BP0113 3.00% 203413 | 3,432 | 3,629 |
Fannie Mae Pool #CA4490 3.50% 203413 | 5,211 | 5,511 |
Fannie Mae Pool #MA3682 3.50% 203413 | 837 | 885 |
Fannie Mae Pool #FM1946 3.50% 203413 | 827 | 874 |
Fannie Mae Pool #MA3611 4.00% 203413 | 265 | 280 |
Fannie Mae Pool #BN1085 4.00% 203413 | 25 | 26 |
Fannie Mae Pool #MA4053 2.50% 203513 | 250,000 | 261,890 |
Fannie Mae Pool #MA3896 2.50% 203513 | 193,483 | 202,649 |
Fannie Mae Pool #MA3955 2.50% 203513 | 74,071 | 77,587 |
Fannie Mae Pool #MA3931 3.00% 203513 | 299,899 | 317,051 |
Fannie Mae Pool #MA3956 3.00% 203513 | 239,279 | 253,156 |
Fannie Mae Pool #MA3985 3.00% 203513 | 49,672 | 52,532 |
Fannie Mae Pool #MA3897 3.00% 203513 | 35,842 | 37,855 |
Fannie Mae Pool #735228 5.50% 203513 | 172 | 197 |
Fannie Mae Pool #AS8554 3.00% 203613 | 31,669 | 33,655 |
Fannie Mae Pool #AS8355 3.00% 203613 | 16,001 | 17,005 |
Fannie Mae Pool #BE4703 3.00% 203613 | 914 | 973 |
Fannie Mae Pool #888795 5.50% 203613 | 1,071 | 1,225 |
Fannie Mae Pool #256308 6.00% 203613 | 311 | 359 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Fannie Mae Pool #878099 6.00% 203613 | $249 | $287 |
Fannie Mae Pool #880426 6.00% 203613 | 64 | 72 |
Fannie Mae Pool #AS8628 3.00% 203713 | 15,793 | 16,784 |
Fannie Mae Pool #AS8773 3.00% 203713 | 9,627 | 10,231 |
Fannie Mae Pool #MA2897 3.00% 203713 | 9,494 | 10,089 |
Fannie Mae Pool #888637 6.00% 203713 | 1,818 | 2,100 |
Fannie Mae Pool #950991 6.00% 203713 | 707 | 815 |
Fannie Mae Pool #936999 6.00% 203713 | 507 | 575 |
Fannie Mae Pool #941315 6.50% 203713 | 123 | 143 |
Fannie Mae Pool #945832 6.50% 203713 | 96 | 116 |
Fannie Mae Pool #995674 6.00% 203813 | 1,068 | 1,236 |
Fannie Mae Pool #929964 6.00% 203813 | 592 | 683 |
Fannie Mae Pool #MA3697 3.00% 203913 | 106,501 | 112,655 |
Fannie Mae Pool #AE0967 3.50% 203913 | 166 | 180 |
Fannie Mae Pool #932274 4.50% 203913 | 10,797 | 12,006 |
Fannie Mae Pool #AC0479 6.00% 203913 | 319 | 361 |
Fannie Mae Pool #AE0443 6.50% 203913 | 205 | 244 |
Fannie Mae Pool #AE4483 4.00% 204013 | 2,955 | 3,237 |
Fannie Mae Pool #AE8073 4.00% 204013 | 220 | 244 |
Fannie Mae Pool #AE9377 4.50% 204013 | 17 | 18 |
Fannie Mae Pool #AH0861 4.50% 204013 | 8 | 9 |
Fannie Mae Pool #AD4927 5.00% 204013 | 2,901 | 3,320 |
Fannie Mae Pool #AE0828 3.50% 204113 | 91 | 98 |
Fannie Mae Pool #AB4050 4.00% 204113 | 355 | 394 |
Fannie Mae Pool #AJ4189 4.00% 204113 | 239 | 266 |
Fannie Mae Pool #AJ4154 4.00% 204113 | 217 | 241 |
Fannie Mae Pool #AJ0257 4.00% 204113 | 92 | 103 |
Fannie Mae Pool #AB2470 4.50% 204113 | 72 | 80 |
Fannie Mae Pool #AI8482 5.00% 204113 | 202 | 231 |
Fannie Mae Pool #AI5571 5.00% 204113 | 181 | 207 |
Fannie Mae Pool #AI4836 5.00% 204113 | 138 | 155 |
Fannie Mae Pool #AI3422 5.00% 204113 | 130 | 146 |
Fannie Mae Pool #AB5377 3.50% 204213 | 25,252 | 27,578 |
Fannie Mae Pool #AO9140 3.50% 204213 | 9,142 | 9,880 |
Fannie Mae Pool #AL2745 4.00% 204213 | 1,787 | 1,987 |
Fannie Mae Pool #890407 4.00% 204213 | 588 | 653 |
Fannie Mae Pool #AU3742 3.50% 204313 | 17,169 | 18,608 |
Fannie Mae Pool #AU8813 4.00% 204313 | 2,349 | 2,662 |
Fannie Mae Pool #AU9348 4.00% 204313 | 1,677 | 1,901 |
Fannie Mae Pool #AU9350 4.00% 204313 | 1,504 | 1,673 |
Fannie Mae Pool #AX2572 4.00% 204413 | 21,286 | 23,222 |
Fannie Mae Pool #AL8354 3.50% 204513 | 10,214 | 11,130 |
Fannie Mae Pool #AS5722 3.50% 204513 | 8,922 | 9,601 |
Fannie Mae Pool #BC4764 3.00% 204613 | 54,578 | 57,820 |
Fannie Mae Pool #BC0157 3.50% 204613 | 43,811 | 47,832 |
Fannie Mae Pool #AL8522 3.50% 204613 | 20,503 | 22,341 |
Fannie Mae Pool #BD7522 3.50% 204613 | 19,565 | 20,885 |
Fannie Mae Pool #AS7388 3.50% 204613 | 17,629 | 18,875 |
Fannie Mae Pool #CA1761 3.50% 204613 | 7,865 | 8,465 |
Fannie Mae Pool #BF0302 3.00% 204713 | 19,291 | 20,381 |
Fannie Mae Pool #BE7961 3.50% 204713 | 10,998 | 11,705 |
Fannie Mae Pool #BH4084 3.50% 204713 | 7,393 | 7,864 |
Fannie Mae Pool #CA0487 3.50% 204713 | 3,774 | 4,016 |
Fannie Mae Pool #BM3065 3.50% 204713 | 1,714 | 1,824 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Fannie Mae Pool #CA0770 3.50% 204713 | $1,011 | $1,078 |
Fannie Mae Pool #BH7772 3.50% 204713 | 853 | 907 |
Fannie Mae Pool #AS9454 4.00% 204713 | 33,422 | 35,831 |
Fannie Mae Pool #MA3121 4.00% 204713 | 10,639 | 11,394 |
Fannie Mae Pool #BM4413 4.50% 204713 | 12,072 | 13,099 |
Fannie Mae Pool #947661 6.50% 204713 | 228 | 245 |
Fannie Mae Pool #BF0293 3.00% 204813 | 21,080 | 22,655 |
Fannie Mae Pool #BF0318 3.50% 204813 | 21,867 | 23,555 |
Fannie Mae Pool #BJ3775 3.50% 204813 | 17,233 | 18,335 |
Fannie Mae Pool #BM4703 3.50% 204813 | 889 | 943 |
Fannie Mae Pool #MA3415 4.00% 204813 | 102,213 | 108,913 |
Fannie Mae Pool #MA3521 4.00% 204813 | 34,716 | 37,027 |
Fannie Mae Pool #FM1784 4.00% 204813 | 24,274 | 26,355 |
Fannie Mae Pool #MA3357 4.00% 204813 | 21,331 | 22,820 |
Fannie Mae Pool #MA3443 4.00% 204813 | 20,556 | 21,904 |
Fannie Mae Pool #MA3306 4.00% 204813 | 18,940 | 20,225 |
Fannie Mae Pool #MA3467 4.00% 204813 | 16,968 | 18,080 |
Fannie Mae Pool #CA1542 4.00% 204813 | 16,216 | 17,823 |
Fannie Mae Pool #BK0920 4.00% 204813 | 5,845 | 6,233 |
Fannie Mae Pool #FM1437 4.00% 204813 | 4,542 | 4,843 |
Fannie Mae Pool #MA3384 4.00% 204813 | 3,842 | 4,097 |
Fannie Mae Pool #BJ9252 4.00% 204813 | 1,643 | 1,752 |
Fannie Mae Pool #BK4764 4.00% 204813 | 1,400 | 1,492 |
Fannie Mae Pool #BK7608 4.00% 204813 | 688 | 733 |
Fannie Mae Pool #BK0915 4.00% 204813 | 514 | 548 |
Fannie Mae Pool #BJ7556 4.00% 204813 | 89 | 95 |
Fannie Mae Pool #CA2056 4.50% 204813 | 1,714 | 1,853 |
Fannie Mae Pool #CA2493 4.50% 204813 | 30 | 32 |
Fannie Mae Pool #BO5023 3.00% 204913 | 239,113 | 253,627 |
Fannie Mae Pool #CA4534 3.00% 204913 | 68,548 | 73,421 |
Fannie Mae Pool #CA4756 3.00% 204913 | 60,952 | 65,285 |
Fannie Mae Pool #CA3807 3.00% 204913 | 3,698 | 3,974 |
Fannie Mae Pool #CA3806 3.00% 204913 | 1,910 | 2,055 |
Fannie Mae Pool #CA4156 3.50% 204913 | 221,129 | 237,928 |
Fannie Mae Pool #CA4804 3.50% 204913 | 81,348 | 88,057 |
Fannie Mae Pool #CA4112 3.50% 204913 | 78,092 | 85,488 |
Fannie Mae Pool #CA3814 3.50% 204913 | 72,500 | 79,366 |
Fannie Mae Pool #CA4802 3.50% 204913 | 59,088 | 64,328 |
Fannie Mae Pool #FM2092 3.50% 204913 | 41,091 | 44,480 |
Fannie Mae Pool #FM1954 3.50% 204913 | 13,661 | 14,597 |
Fannie Mae Pool #FM1589 3.50% 204913 | 9,225 | 9,865 |
Fannie Mae Pool #BN3127 3.50% 204913 | 4,298 | 4,548 |
Fannie Mae Pool #CA3976 4.00% 204913 | 179,381 | 194,793 |
Fannie Mae Pool #CA3184 4.00% 204913 | 33,068 | 36,207 |
Fannie Mae Pool #CA4432 4.00% 204913 | 16,585 | 18,010 |
Fannie Mae Pool #FM1668 4.00% 204913 | 11,185 | 12,146 |
Fannie Mae Pool #CA3084 4.00% 204913 | 430 | 459 |
Fannie Mae Pool #MA3616 4.50% 204913 | 1,986 | 2,143 |
Fannie Mae Pool #BF0167 3.00% 205713 | 1,334 | 1,429 |
Fannie Mae Pool #BF0264 3.50% 205813 | 23,616 | 25,625 |
Fannie Mae Pool #BF0332 3.00% 205913 | 121,074 | 129,689 |
Fannie Mae, Series 2001-4, Class NA, 9.014% 20259,13 | —7 | —7 |
Fannie Mae, Series 2001-4, Class GA, 9.131% 20259,13 | 3 | 4 |
Fannie Mae, Series 2001-20, Class E, 9.50% 20319,13 | 2 | 2 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Fannie Mae, Series 2007-33, Class HE, 5.50% 203713 | $1,940 | $2,271 |
Fannie Mae, Series 2007-24, Class P, 6.00% 203713 | 856 | 1,018 |
Fannie Mae, Series 2001-T10, Class A1, 7.00% 204113 | 180 | 213 |
Fannie Mae, Series 2001-50, Class BA, 7.00% 204113 | 166 | 192 |
Fannie Mae, Series 2002-W3, Class A5, 7.50% 204113 | 122 | 149 |
Fannie Mae, Series 2002-W1, Class 2A, 5.579% 20429,13 | 353 | 398 |
Fannie Mae, Series 2012-M14, Class A2, Multi Family, 2.301% 20229,13 | 3,195 | 3,280 |
Fannie Mae, Series 2012-M9, Class A2, Multi Family, 2.482% 202213 | 5,712 | 5,839 |
Fannie Mae, Series 2012-M5, Class A2, Multi Family, 2.715% 202213 | 4,325 | 4,437 |
Fannie Mae, Series 2013-M14, Class A2, Multi Family, 3.329% 20239,13 | 6,869 | 7,343 |
Fannie Mae, Series 2014-M2, Class A2, Multi Family, 3.513% 20239,13 | 7,202 | 7,759 |
Fannie Mae, Series 2014-M9, Class A2, Multi Family, 3.103% 20249,13 | 7,807 | 8,429 |
Fannie Mae, Series 2014-M3, Class A2, Multi Family, 3.501% 20249,13 | 7,512 | 8,170 |
Fannie Mae, Series 2017-M3, Class A2, Multi Family, 2.565% 20269,13 | 16,665 | 18,093 |
Freddie Mac 3.00% 203313 | 61 | 65 |
Freddie Mac 3.50% 203313 | 4,964 | 5,256 |
Freddie Mac 3.00% 203613 | 719 | 766 |
Freddie Mac 3.00% 203613 | 540 | 578 |
Freddie Mac 3.00% 204613 | 8,927 | 9,636 |
Freddie Mac 4.00% 204613 | 14,632 | 15,884 |
Freddie Mac 4.00% 204613 | 12,019 | 13,066 |
Freddie Mac 4.00% 204613 | 9,640 | 10,479 |
Freddie Mac 4.50% 204613 | 6,702 | 7,310 |
Freddie Mac 4.50% 204613 | 2,326 | 2,543 |
Freddie Mac 3.50% 204713 | 29,399 | 31,283 |
Freddie Mac 3.50% 204713 | 20,083 | 21,374 |
Freddie Mac 3.50% 204713 | 20,076 | 21,373 |
Freddie Mac 3.50% 204713 | 16,011 | 17,032 |
Freddie Mac 4.00% 204713 | 24,527 | 26,291 |
Freddie Mac 3.50% 204813 | 1,754 | 1,900 |
Freddie Mac 4.00% 204813 | 35,502 | 37,841 |
Freddie Mac 4.00% 204813 | 3,748 | 4,025 |
Freddie Mac Pool #ZS8443 3.00% 202613 | 73 | 77 |
Freddie Mac Pool #ZK3536 3.50% 202613 | 18 | 19 |
Freddie Mac Pool #ZS6739 3.50% 202613 | 15 | 16 |
Freddie Mac Pool #ZK7580 3.00% 202713 | 1,254 | 1,327 |
Freddie Mac Pool #ZS7297 3.00% 202713 | 10 | 10 |
Freddie Mac Pool #ZS7102 3.00% 202813 | 6,996 | 7,400 |
Freddie Mac Pool #ZK7590 3.00% 202913 | 26,560 | 28,126 |
Freddie Mac Pool #ZK7593 3.00% 202913 | 21,407 | 22,656 |
Freddie Mac Pool #ZS7386 3.50% 203013 | 20 | 21 |
Freddie Mac Pool #SB0084 3.00% 203213 | 118,153 | 125,166 |
Freddie Mac Pool #SB0009 3.00% 203213 | 31,125 | 32,872 |
Freddie Mac Pool #J38004 3.00% 203213 | 1,429 | 1,523 |
Freddie Mac Pool #SB0023 3.00% 203313 | 7,768 | 8,203 |
Freddie Mac Pool #ZS8715 3.00% 203313 | 1,105 | 1,167 |
Freddie Mac Pool #ZS8710 3.00% 203313 | 1,033 | 1,090 |
Freddie Mac Pool #ZS8102 3.00% 203313 | 911 | 963 |
Freddie Mac Pool #G18695 3.00% 203313 | 745 | 788 |
Freddie Mac Pool #ZK9250 3.00% 203313 | 588 | 621 |
Freddie Mac Pool #ZS8009 3.00% 203313 | 163 | 173 |
Freddie Mac Pool #ZS8716 3.50% 203313 | 1,048 | 1,107 |
Freddie Mac Pool #ZS8705 3.50% 203313 | 349 | 370 |
Freddie Mac Pool #ZT0717 3.50% 203313 | 210 | 222 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Freddie Mac Pool #ZS8711 3.50% 203313 | $27 | $28 |
Freddie Mac Pool #SB8020 2.50% 203413 | 92,775 | 97,179 |
Freddie Mac Pool #SB8015 2.50% 203413 | 82,773 | 86,701 |
Freddie Mac Pool #ZT2094 2.50% 203413 | 35,078 | 36,733 |
Freddie Mac Pool #G18729 3.00% 203413 | 3,714 | 3,923 |
Freddie Mac Pool #G18722 3.00% 203413 | 1,310 | 1,384 |
Freddie Mac Pool #G18732 3.00% 203413 | 1,172 | 1,238 |
Freddie Mac Pool #J40197 3.00% 203413 | 1,104 | 1,166 |
Freddie Mac Pool #G18725 3.00% 203413 | 1,003 | 1,060 |
Freddie Mac Pool #ZT1872 3.50% 203413 | 2,442 | 2,583 |
Freddie Mac Pool #ZT1799 3.50% 203413 | 729 | 771 |
Freddie Mac Pool #SB8026 2.50% 203513 | 367,221 | 384,663 |
Freddie Mac Pool #SB8031 2.50% 203513 | 195,333 | 204,619 |
Freddie Mac Pool #SB8035 2.50% 203513 | 13,950 | 14,614 |
Freddie Mac Pool #SB8027 3.00% 203513 | 345,742 | 365,818 |
Freddie Mac Pool #SB8032 3.00% 203513 | 261,304 | 276,334 |
Freddie Mac Pool #SB8036 3.00% 203513 | 49,092 | 51,918 |
Freddie Mac Pool #G04805 4.50% 203513 | 5,333 | 5,858 |
Freddie Mac Pool #G04553 6.50% 203813 | 536 | 615 |
Freddie Mac Pool #RB5005 3.00% 203913 | 2,605 | 2,755 |
Freddie Mac Pool #G08353 4.50% 203913 | 498 | 554 |
Freddie Mac Pool #A87892 5.00% 203913 | 886 | 1,012 |
Freddie Mac Pool #A87873 5.00% 203913 | 472 | 540 |
Freddie Mac Pool #G05937 4.50% 204013 | 11,923 | 13,240 |
Freddie Mac Pool #A97342 4.00% 204113 | 1,078 | 1,179 |
Freddie Mac Pool #Q02676 4.50% 204113 | 1,018 | 1,132 |
Freddie Mac Pool #Q02849 4.50% 204113 | 967 | 1,075 |
Freddie Mac Pool #Q01746 4.50% 204113 | 731 | 805 |
Freddie Mac Pool #A96488 5.00% 204113 | 63 | 72 |
Freddie Mac Pool #G07221 4.50% 204213 | 1,802 | 2,004 |
Freddie Mac Pool #G07189 4.50% 204213 | 1,081 | 1,202 |
Freddie Mac Pool #Q23190 4.00% 204313 | 3,190 | 3,552 |
Freddie Mac Pool #Q23185 4.00% 204313 | 1,906 | 2,161 |
Freddie Mac Pool #G61733 3.00% 204713 | 11,461 | 12,320 |
Freddie Mac Pool #G61161 3.50% 204713 | 5,049 | 5,395 |
Freddie Mac Pool #Q52157 3.50% 204713 | 1,418 | 1,510 |
Freddie Mac Pool #SI2002 4.00% 204813 | 6,805 | 7,275 |
Freddie Mac Pool #ZS4785 4.00% 204813 | 3,460 | 3,687 |
Freddie Mac Pool #SD0045 4.50% 204813 | 43,039 | 47,381 |
Freddie Mac Pool #Q63663 3.00% 204913 | 12,009 | 12,863 |
Freddie Mac Pool #QA5125 3.50% 204913 | 39,859 | 43,394 |
Freddie Mac Pool #SD7508 3.50% 204913 | 32,543 | 35,428 |
Freddie Mac Pool #SD7503 3.50% 204913 | 9,872 | 10,686 |
Freddie Mac Pool #RA1744 4.00% 204913 | 83,602 | 90,785 |
Freddie Mac Pool #ZN3384 4.50% 204913 | 4,945 | 5,338 |
Freddie Mac Pool #ZA6269 4.50% 204913 | 1,697 | 1,832 |
Freddie Mac Pool #ZA7009 4.50% 204913 | 1,628 | 1,757 |
Freddie Mac Pool #ZN3568 4.50% 204913 | 27 | 30 |
Freddie Mac Pool #RA2596 2.50% 205013 | 21,805 | 22,741 |
Freddie Mac Pool #RA1914 3.00% 205013 | 60,023 | 63,887 |
Freddie Mac Pool #RA2020 3.00% 205013 | 13,968 | 14,867 |
Freddie Mac, Series 2289, Class NB, 9.00% 20229,13 | —7 | —7 |
Freddie Mac, Series 3257, Class PA, 5.50% 203613 | 1,876 | 2,190 |
Freddie Mac, Series 3286, Class JN, 5.50% 203713 | 1,451 | 1,626 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Freddie Mac, Series 3318, Class JT, 5.50% 203713 | $841 | $955 |
Freddie Mac, Series K036, Class A1, Multi Family, 2.777% 202313 | 5,332 | 5,498 |
Freddie Mac, Series K733, Class A2, Multi Family, 3.75% 20259,13 | 5,913 | 6,647 |
Freddie Mac, Series K734, Class A2, Multi Family, 3.208% 202613 | 11,055 | 12,276 |
Freddie Mac, Series K066, Class A2, Multi Family, 3.117% 202713 | 6,340 | 7,127 |
Freddie Mac, Series K067, Class A2, Multi Family, 3.194% 202713 | 7,695 | 8,704 |
Freddie Mac, Series K076, Class A2, Multi Family, 3.90% 202813 | 4,164 | 4,956 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 2.50% 20569,13 | 13,159 | 13,817 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 205613 | 12,798 | 13,467 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 20569,13 | 12,556 | 13,185 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class MA, 3.00% 205613 | 1,562 | 1,645 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HA, 3.25% 20569,13 | 12,507 | 13,259 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 20579,13 | 3,085 | 3,180 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 205713 | 2,486 | 2,715 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T, 4.50% 205713 | 6,538 | 7,198 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA, 3.50% 205813 | 15,441 | 16,546 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 205913 | 8,838 | 9,241 |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50% 202813 | 4,338 | 4,590 |
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2014-HQ2, Class M2, (1-month USD-LIBOR + 2.20%) 2.687% 20249,13 | 1,967 | 1,871 |
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-HQ2, Class M2, (1-month USD-LIBOR + 1.95%) 2.437% 20259,13 | 1,259 | 1,194 |
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA1, Class M3, 3.787% 20279,13 | 5,617 | 5,626 |
Government National Mortgage Assn. 4.00% 204813 | 19,348 | 20,653 |
Government National Mortgage Assn. 4.00% 204813 | 15,082 | 16,086 |
Government National Mortgage Assn. 4.00% 204813 | 4,338 | 4,725 |
Government National Mortgage Assn. 4.50% 204913 | 12,537 | 13,448 |
Government National Mortgage Assn. 3.00% 205013,14 | 60,000 | 63,732 |
Government National Mortgage Assn. 3.50% 205013 | 106,389 | 113,405 |
Government National Mortgage Assn. 4.00% 205013,14 | 5,111 | 5,439 |
Government National Mortgage Assn. 4.00% 205013 | 4,432 | 4,730 |
Government National Mortgage Assn. 4.50% 205013,14 | 30,000 | 32,062 |
Government National Mortgage Assn. 4.50% 205013,14 | 2,439 | 2,611 |
Government National Mortgage Assn. Pool #783687 4.50% 204113 | 630 | 682 |
Government National Mortgage Assn. Pool #MA5931 4.00% 204913 | 160,589 | 170,925 |
Government National Mortgage Assn. Pool #MA5876 4.00% 204913 | 29,990 | 31,939 |
Government National Mortgage Assn. Pool #MA5986 4.00% 204913 | 21,572 | 22,952 |
Government National Mortgage Assn. Pool #MA6092 4.50% 204913 | 30,536 | 32,722 |
Government National Mortgage Assn. Pool #MA6410 3.50% 205013 | 153,426 | 163,375 |
Uniform Mortgage-Backed Security 2.00% 203513,14 | 459,650 | 473,439 |
Uniform Mortgage-Backed Security 2.00% 203513,14 | 250,000 | 257,119 |
Uniform Mortgage-Backed Security 2.50% 203513,14 | 309,650 | 323,451 |
Uniform Mortgage-Backed Security 2.50% 203513,14 | 103,910 | 108,651 |
Uniform Mortgage-Backed Security 3.00% 203513,14 | 1,071,320 | 1,128,590 |
Uniform Mortgage-Backed Security 3.00% 203513,14 | 130,000 | 137,095 |
Uniform Mortgage-Backed Security 2.50% 205013,14 | 101,310 | 105,500 |
Uniform Mortgage-Backed Security 3.00% 205013,14 | 17,354 | 18,300 |
Uniform Mortgage-Backed Security 3.50% 205013,14 | 48,000 | 50,755 |
Uniform Mortgage-Backed Security 4.00% 205013,14 | 21,548 | 22,975 |
Uniform Mortgage-Backed Security 4.50% 205013,14 | 3,130 | 3,376 |
10,947,426 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Collateralized mortgage-backed obligations (privately originated) 0.08% | Principal amount (000) | Value (000) |
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.763% 20486,9,13 | $9,478 | $9,575 |
Bellemeade Re Ltd., Series 2019-3A, Class M1B, (1-month USD-LIBOR + 1.60%) 2.087% 20296,9,13 | 10,160 | 9,091 |
Bunker Hill Loan Depositary Trust, Series 2019-1, Class A1, 3.613% 20486,9,13 | 1,778 | 1,794 |
Bunker Hill Loan Depositary Trust, Series 2019-1, Class A3, 3.919% 20486,9,13 | 2,649 | 2,590 |
Cascade Funding Mortgage Trust, Series 2019-HB1, Class M1, 2.572% 20296,9,13 | 4,293 | 4,320 |
Cascade Funding Mortgage Trust, Series 2019-HB1, Class M2, 2.863% 20296,9,13 | 1,045 | 1,053 |
Cascade Funding Mortgage Trust, Series 2019-HB1, Class M3, 3.257% 20296,9,13 | 535 | 528 |
Cascade Funding Mortgage Trust, Series 2018-RM2, Class A, 4.00% 20686,9,13 | 2,420 | 2,469 |
Countrywide Alternative Loan Trust, Series 2005-54CB, Class 2A5, 5.50% 203513 | 2,496 | 1,958 |
Countrywide Alternative Loan Trust, Series 2007-HY4, Class 3A1, 3.463% 20479,13 | 1,793 | 1,525 |
CS First Boston Mortgage Securities Corp., Series 2004-5, Class IVA1, 6.00% 203413 | 522 | 529 |
Finance of America HECM Buyout, Series 2019-HB1, Class M1, 2.105% 20306,9,13 | 3,100 | 3,113 |
Finance of America HECM Buyout, Series 2020-HB1, Class M2, 2.389% 20306,9,13 | 1,000 | 976 |
Finance of America HECM Buyout, Series 2020-HB1, Class M3, 2.723% 20306,9,13 | 507 | 484 |
Finance of America HECM Buyout, Series 2019-AB1, Class A, 2.6562% 20496,13 | 1,828 | 1,809 |
Finance of America HECM Buyout, Series 2019-AB1, Class M1, 3.50% 20491,6,13 | 4,007 | 3,822 |
Finance of America Structured Securities Trust, Series 2019-JR2, Class A1, 2.00% 20696,13 | 11,458 | 12,194 |
Finance of America Structured Securities Trust, Series 2019-JR1, Class A, 2.00% 20696,13 | 11,138 | 11,941 |
IndyMac INDX Mortgage Loan Trust, Series 2006-AR5, Class 2A1, 3.563% 20369,13 | 2,770 | 2,356 |
JPMorgan Mortgage Trust, Series 2020-INV1, Class A3, 3.50% 20506,9,13 | 4,122 | 4,201 |
JPMorgan Mortgage Trust, Series 2019-INV3, Class A13, 3.50% 20506,9,13 | 1,212 | 1,247 |
JPMorgan Mortgage Trust, Series 2019-INV3, Class A3, 3.50% 20506,9,13 | 1,156 | 1,190 |
Legacy Mortgage Asset Trust, Series 2019-GS5, Class A1, 3.20% 20596,9,13 | 3,916 | 3,613 |
Legacy Mortgage Asset Trust, Series 2019-GS2, Class A1, 3.75% 20596,9,13 | 2,169 | 2,084 |
Mello Warehouse Securitization Trust, Series 2019-2, Class A, (1-month USD-LIBOR + 0.75%) 1.697% 20526,9,13 | 3,501 | 3,475 |
Onslow Bay Financial LLC, Series 2020-INV1, Class A5, 3.50% 20496,9,13 | 2,693 | 2,773 |
Sequoia Mortgage Trust, Series 2018-CH1, Class A1, 4.00% 20486,9,13 | 4,866 | 4,979 |
Starwood Mortgage Residential Trust, Series 2019-IMC1, Class A1, 3.468% 20496,9,13 | 3,451 | 3,503 |
Starwood Mortgage Residential Trust, Series 2019-IMC1, Class A3, 3.754% 20496,9,13 | 4,141 | 4,072 |
Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4, Class 6A, 3.700% 20369,13 | 1,789 | 1,393 |
Towd Point Mortgage Trust, Series 2019-SJ1, Class A1, 3.75% 20586,9,13 | 1,672 | 1,682 |
106,339 | ||
Commercial mortgage-backed securities 0.01% | ||
Bank Commercial Mortgage Trust, Series 2019-BN16, Class A4, 4.005% 205213 | 1,810 | 2,082 |
Bank Commercial Mortgage Trust, Series 2018-BN10, Class A5, 3.688% 206113 | 480 | 527 |
Bank Commercial Mortgage Trust, Series 2020-BN26, Class A4, 1.95% 206313 | 3,082 | 3,152 |
Benchmark Mortgage Trust, Series 2020-B17, Class A5, 2.289% 205313 | 3,146 | 3,213 |
Citigroup Commercial Mortgage Trust, Series 2016-C1, Class AS, 3.514% 204913 | 500 | 539 |
Commercial Mortgage Trust, Series 2012-CR3, Class B, 3.922% 20456,13 | 925 | 919 |
Commercial Mortgage Trust, Series 2013-LC13, Class B, 5.009% 20466,9,13 | 668 | 694 |
Commercial Mortgage Trust, Series 2014-LC15, Class AM, 4.198% 204713 | 800 | 836 |
CSAIL Commercial Mortgage Trust, Series 2015-C4, Class C, 4.732% 20489,13 | 437 | 387 |
CSAIL Commercial Mortgage Trust, Series 2015-C1, Class B, 4.044% 20509,13 | 650 | 653 |
Deutsche Bank Commercial Mortgage Trust, Series 2016-C1, Class AM, 3.539% 204913 | 400 | 414 |
GS Mortgage Securities Corp. II, Series 2011-GC5, Class B, 5.556% 20446,9,13 | 1,134 | 1,120 |
JPMDB Commercial Mortgage Securities Trust 2017-C5, Class A5, 3.694% 205013 | 1,510 | 1,665 |
L.A. Arena Funding, LLC, Series 1, Class A, 7.656% 20266,13 | 1,447 | 1,430 |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C-32, Class A-4, 3.72% 204913 | 580 | 637 |
Morgan Stanley Capital I Trust, Series 2014-CPT, Class A, 3.35% 20296,13 | 6,370 | 6,481 |
Morgan Stanley Capital I Trust, Series 2015-UBS8, Class AS, 4.114% 204813 | 1,550 | 1,665 |
Morgan Stanley Capital I Trust, Series 2016-UBS9, Class C, 4.698% 20499,13 | 446 | 393 |
Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class C, 4.246% 20489,13 | 470 | 402 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Commercial mortgage-backed securities (continued) | Principal amount (000) | Value (000) |
Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class B, 2.967% 204913 | $750 | $700 |
Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class AS, 3.484% 204913 | 285 | 292 |
Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class AS, 3.988% 205913 | 500 | 525 |
28,726 | ||
Total mortgage-backed obligations | 11,082,491 | |
U.S. Treasury bonds & notes 3.42% U.S. Treasury 2.77% | ||
U.S. Treasury 1.375% 2020 | 55,000 | 55,353 |
U.S. Treasury 1.50% 2020 | 2,000 | 2,002 |
U.S. Treasury 1.375% 2021 | 129,000 | 130,214 |
U.S. Treasury 2.125% 2021 | 40,000 | 40,853 |
U.S. Treasury 2.25% 2021 | 130,000 | 132,722 |
U.S. Treasury 2.375% 2021 | 17,000 | 17,363 |
U.S. Treasury 2.50% 2021 | 25,000 | 25,490 |
U.S. Treasury 2.625% 2021 | 100,000 | 102,961 |
U.S. Treasury 2.75% 2021 | 20,000 | 20,703 |
U.S. Treasury 0.375% 2022 | 226,300 | 227,054 |
U.S. Treasury 1.375% 2022 | 50,000 | 51,016 |
U.S. Treasury 1.875% 2022 | 27,000 | 28,008 |
U.S. Treasury 2.125% 2022 | 28,000 | 29,406 |
U.S. Treasury 1.625% 2023 | 21,000 | 21,861 |
U.S. Treasury 2.375% 2023 | 10,000 | 10,586 |
U.S. Treasury 2.75% 2023 | 101,300 | 109,428 |
U.S. Treasury 2.75% 2023 | 10,000 | 10,746 |
U.S. Treasury 6.25% 2023 | 14,000 | 16,761 |
U.S. Treasury 1.750% 2024 | 20,000 | 21,177 |
U.S. Treasury 2.125% 2024 | 10,000 | 10,705 |
U.S. Treasury 0.50% 2025 | 234,300 | 235,912 |
U.S. Treasury 2.00% 202515 | 184,000 | 199,349 |
U.S. Treasury 1.625% 2026 | 70,000 | 75,055 |
U.S. Treasury 1.625% 2026 | 30,000 | 31,999 |
U.S. Treasury 1.75% 2026 | 95,897 | 103,667 |
U.S. Treasury 1.875% 2026 | 97,204 | 105,438 |
U.S. Treasury 2.125% 2026 | 12,540 | 13,780 |
U.S. Treasury 2.25% 2026 | 2,347 | 2,592 |
U.S. Treasury 2.50% 2026 | 38,580 | 43,115 |
U.S. Treasury 2.875% 2028 | 28,000 | 33,055 |
U.S. Treasury 2.625% 2029 | 19,000 | 22,280 |
U.S. Treasury 1.50% 2030 | 257,951 | 279,090 |
U.S. Treasury 2.875% 2045 | 55,000 | 74,051 |
U.S. Treasury 2.875% 2046 | 57,970 | 78,828 |
U.S. Treasury 2.375% 204915 | 24,951 | 31,624 |
U.S. Treasury 2.875% 204915 | 293,425 | 406,774 |
U.S. Treasury 2.00% 2050 | 12,000 | 14,130 |
2,815,148 | ||
U.S. Treasury inflation-protected securities 0.65% | ||
U.S. Treasury Inflation-Protected Security 0.625% 202416 | 66,512 | 68,293 |
U.S. Treasury Inflation-Protected Security 0.25% 202916 | 12,690 | 13,527 |
U.S. Treasury Inflation-Protected Security 1.00% 204816 | 23,495 | 30,804 |
Bonds, notes & other debt instruments (continued) U.S. Treasury bonds & notes (continued) U.S. Treasury inflation-protected securities (continued) | Principal amount (000) | Value (000) |
U.S. Treasury Inflation-Protected Security 1.00% 204915,16 | $339,975 | $450,978 |
U.S. Treasury Inflation-Protected Security 0.25% 205016 | 81,089 | 90,179 |
653,781 | ||
Total U.S. Treasury bonds & notes | 3,468,929 | |
Municipals 0.32% Illinois 0.32% | ||
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2009-E, 6.138% 2039 | 53,770 | 52,983 |
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-C, 6.319% 2029 | 28,045 | 28,286 |
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-D, 6.519% 2040 | 11,385 | 11,234 |
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2011-A, 5.50% 2039 | 910 | 899 |
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2015-C, 5.25% 2039 | 2,630 | 2,535 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% 2026 | 2,440 | 2,483 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% 2030 | 4,880 | 4,902 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% 2034 | 1,085 | 1,065 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-D, 5.00% 2031 | 2,170 | 2,166 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-G, 5.00% 2044 | 2,990 | 2,773 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-H, 5.00% 2036 | 2,170 | 2,107 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-H, 5.00% 2046 | 8,615 | 7,932 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2026 | 1,630 | 1,658 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2028 | 1,900 | 2,300 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2029 | 540 | 543 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2029 | 950 | 1,143 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2030 | 540 | 646 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2030 | 540 | 543 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2031 | 1,085 | 1,288 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2032 | 1,085 | 1,280 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2033 | 540 | 634 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2034 | 620 | 608 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-C, Assured Guaranty Municipal insured, 5.00% 2028 | 2,415 | 2,924 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-C, Assured Guaranty Municipal insured, 5.00% 2029 | 1,630 | 1,961 |
City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds (Dedicated Tax Rev.), Capital Appreciation Bonds, Series 1998-B-1, National insured, 0% 2031 | 1,085 | 687 |
Bonds, notes & other debt instruments (continued) Municipals (continued) Illinois (continued) | Principal amount (000) | Value (000) |
City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds (Dedicated Tax Rev.), Series 2012-A, 5.00% 2042 | $4,155 | $3,897 |
City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds (Dedicated Tax Rev.), Series 2016-A, 7.00% 2044 | 800 | 862 |
City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds (Dedicated Tax Rev.), Series 2011-A, 5.00% 2041 | 1,470 | 1,386 |
G.O. Bonds, Pension Funding Series 2003, 4.95% 2023 | 12,419 | 12,670 |
G.O. Bonds, Pension Funding Series 2003, 5.10% 2033 | 156,480 | 141,158 |
G.O. Bonds, Series 2013-B, 4.91% 2027 | 3,230 | 3,468 |
G.O. Bonds, Series 2019-A, 4.00% 2023 | 12,000 | 12,203 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-1, 6.63% 2035 | 4,560 | 4,635 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.95% 2023 | 595 | 637 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 6.725% 2035 | 4,500 | 4,834 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-5, 7.35% 2035 | 1,020 | 1,072 |
322,402 | ||
Puerto Rico 0.00% | ||
Aqueduct and Sewer Auth., Rev. Bonds, Series 2012-B, 4.90% 2020 | 270 | 249 |
Aqueduct and Sewer Auth., Rev. Bonds, Series 2012-B, 5.35% 2027 | 5,085 | 4,627 |
4,876 | ||
327,278 | ||
Asset-backed obligations 0.27% | ||
Aesop Funding LLC, Series 2017-2A, Class A, 2.97% 20246,13 | 2,880 | 2,740 |
Aesop Funding LLC, Series 2018-1A, Class A, 3.70% 20246,13 | 1,671 | 1,583 |
CarMaxAuto Owner Trust, Series 2019-2, Class C, 3.16% 202513 | 450 | 444 |
Cloud Pass-Through Trust, Series 2019-1A, Class CLOU, 3.554% 20226,9,13 | 2,733 | 2,761 |
CPS Auto Receivables Trust, Series 2019-B, Class C, 3.35% 20246,13 | 1,040 | 1,027 |
CPS Auto Receivables Trust, Series 2019-C, Class C, 2.84% 20256,13 | 1,040 | 992 |
CPS Auto Receivables Trust, Series 2019-C, Class D, 3.17% 20256,13 | 1,575 | 1,455 |
CPS Auto Receivables Trust, Series 2019-B, Class D, 3.69% 20256,13 | 3,805 | 3,672 |
Credit Acceptance Auto Loan Trust, Series 2020-1A, Class A, 2.01% 20296,13 | 2,223 | 2,214 |
CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 2A, FSA insured, (1-month USD-LIBOR + 0.14%) 0.954% 20379,13 | 595 | 548 |
CWHEQ Revolving Home Equity Loan Trust, Series 2007-B, Class A, FSA insured, (1-month USD-LIBOR + 0.15%) 0.964% 20379,13 | 1,096 | 1,011 |
Drive Auto Receivables Trust, Series 2019-2, Class B, 3.17% 202313 | 3,375 | 3,397 |
Drive Auto Receivables Trust, Series 2019-3, Class C, 2.90% 202513 | 15,145 | 15,076 |
Drive Auto Receivables Trust, Series 2019-2, Class C, 3.42% 202513 | 6,350 | 6,339 |
Drive Auto Receivables Trust, Series 2019-3, Class D, 3.18% 202613 | 12,390 | 11,867 |
Drivetime Auto Owner Trust, Series 2019-3, Class C, 2.74% 20256,13 | 1,100 | 1,091 |
Drivetime Auto Owner Trust, Series 2019-3, Class D, 2.96% 20256,13 | 2,395 | 2,309 |
Drivetime Auto Owner Trust, Series 2019-2A, Class C, 3.18% 20256,13 | 3,205 | 3,186 |
Drivetime Auto Owner Trust, Series 2019-2A, Class D, 3.48% 20256,13 | 5,950 | 5,753 |
Exeter Automobile Receivables Trust, Series 2019-2A, Class B, 3.06% 20236,13 | 4,490 | 4,501 |
Exeter Automobile Receivables Trust, Series 2019-3A, Class C, 2.79% 20246,13 | 7,000 | 6,863 |
Exeter Automobile Receivables Trust, Series 2019-2A, Class C, 3.30% 20246,13 | 3,570 | 3,560 |
Exeter Automobile Receivables Trust, Series 2019-3A, Class D, 3.11% 20256,13 | 7,000 | 6,552 |
Exeter Automobile Receivables Trust, Series 2019-2A, Class D, 3.71% 20256,13 | 8,000 | 7,670 |
Ford Credit Auto Owner Trust, Series 2017-1, Class A, 2.62% 20286,13 | 9,500 | 9,587 |
Ford Credit Auto Owner Trust, Series 2018-2, Class A, 3.47% 20306,13 | 10,105 | 10,398 |
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.52% 20306,13 | 9,000 | 9,382 |
Ford Credit Auto Owner Trust, Series 2020-1, Class A, 2.04% 20316,13 | 37,911 | 37,033 |
Bonds, notes & other debt instruments (continued) Asset-backed obligations (continued) | Principal amount (000) | Value (000) |
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.19% 20316,13 | $11,060 | $11,316 |
Global SC Finance II SRL, Series 2017-1A, Class A, 3.85% 20376,13 | 3,757 | 3,611 |
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class C, 2.77% 202313 | 605 | 605 |
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2017-2A, Class A, 3.29% 20236,13 | 1,507 | 1,409 |
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2018-1A, Class A, 3.29% 20246,13 | 5,105 | 4,777 |
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2019-3A, Class A, 2.67% 20256,13 | 4,058 | 3,703 |
Prestige Auto Receivables Trust, Series 2019-1A, Class C, 2.70% 20246,13 | 3,060 | 3,041 |
Prestige Auto Receivables Trust, Series 2019-1A, Class D, 3.01% 20256,13 | 1,895 | 1,817 |
Santander Drive Auto Receivables Trust, Series 2020-1, Class B, 3.03% 202413 | 4,138 | 4,158 |
Santander Drive Auto Receivables Trust, Series 2019-2, Class D, 3.22% 202513 | 4,350 | 4,169 |
Santander Drive Auto Receivables Trust, Series 2020-1, Class C, 4.11% 202513 | 21,000 | 21,159 |
Social Professional Loan Program LLC, Series 2015-D, Class A2, 2.72% 20366,13 | 1,650 | 1,655 |
Symphony Ltd., CLO, Series 2013-12A, Class AR, (3-month USD-LIBOR + 1.03%) 2.249% 20256,9,13 | 2,459 | 2,457 |
TAL Advantage V LLC, Series 2013-2A, Class A, 3.55% 20386,13 | 6,110 | 6,056 |
TAL Advantage V LLC, Series 2014-1A, Class A, 3.51% 20396,13 | 1,476 | 1,445 |
TAL Advantage V LLC, Series 2017-1A, Class A, 4.50% 20426,13 | 3,717 | 3,663 |
Triton Container Finance LLC, Series 2017-1A, Class A, 3.52% 20426,13 | 3,754 | 3,607 |
Verizon Owner Trust, Series 2020-A, Class A1A, 1.85% 202413 | 1,353 | 1,369 |
World Financial Network Credit Card Master Note Trust, Series 2018-B, Class A, 3.46% 202513 | 9,025 | 9,054 |
World Financial Network Credit Card Master Note Trust, Series 2019-C, Class A, 2.21% 202613 | 28,000 | 26,755 |
278,837 | ||
Bonds & notes of governments & government agencies outside the U.S. 0.06% | ||
Abu Dhabi (Emirate of) 2.50% 20256 | 12,000 | 12,395 |
Abu Dhabi (Emirate of) 3.125% 20306 | 12,000 | 12,812 |
Abu Dhabi (Emirate of) 3.875% 20506 | 12,000 | 12,842 |
CPPIB Capital Inc. 2.375% 20216 | 8,000 | 8,110 |
United Mexican States 4.50% 2050 | 11,000 | 9,900 |
56,059 | ||
Federal agency bonds & notes 0.05% | ||
Fannie Mae 6.25% 2029 | 32,000 | 46,464 |
Total bonds, notes & other debt instruments (cost: $29,015,570,000) | 29,135,823 | |
Short-term securities 7.72% Money market investments 7.72% | Shares | |
Capital Group Central Cash Fund 0.52%2,17 | 78,316,650 | 7,834,015 |
Total short-term securities (cost: $7,830,890,000) | 7,834,015 | |
Total investment securities 102.34% (cost: $90,971,824,000) | 103,848,089 | |
Other assets less liabilities (2.34)% | (2,375,452) | |
Net assets 100.00% | $101,472,637 |
Contracts | Type | Number of contracts | Expiration | Notional amount18 (000) | Value at 4/30/202019 (000) | Unrealized appreciation (depreciation) at 4/30/2020 (000) |
2 Year U.S. Treasury Note Futures | Long | 2,655 | July 2020 | $531,000 | $585,241 | $177 |
5 Year U.S. Treasury Note Futures | Long | 6,980 | July 2020 | 698,000 | 875,881 | 4,886 |
10 Year U.S. Treasury Note Futures | Long | 13,533 | June 2020 | 1,353,300 | 1,881,933 | 12,074 |
10 Year Ultra U.S. Treasury Note Futures | Short | 8,141 | June 2020 | (814,100) | (1,278,392) | (13,111) |
30 Year Ultra U.S. Treasury Bond Futures | Short | 595 | June 2020 | (59,500) | (133,745) | (1,843) |
$2,183 |
Beginning shares or principal amount | Additions | Reductions | Ending shares or principal amount | Net realized (loss) gain (000) | Net unrealized appreciation (depreciation) (000) | Dividend or interest income (000) | Value of affiliates at 4/30/2020 (000) | |
Common stocks 3.20% | ||||||||
Health care 0.02% | ||||||||
Rotech Healthcare Inc.1,3,4,5 | 543,172 | — | — | 543,172 | $— | $14,122 | $— | $19,554 |
Industrials 0.42% | ||||||||
Hubbell Inc. | 3,430,000 | — | — | 3,430,000 | — | (18,694) | 9,124 | 426,795 |
Meggitt PLC1,20 | 12,916,300 | 34,769,264 | 28,849,564 | 18,836,000 | (111,632) | (56,535) | 2,116 | — |
426,795 | ||||||||
Real estate 0.82% | ||||||||
Iron Mountain Inc. REIT | 16,245,000 | 2,415,000 | — | 18,660,000 | — | (103,230) | 31,514 | 451,199 |
Gaming and Leisure Properties, Inc. REIT | 12,537,400 | 1,415,600 | 559,000 | 13,394,000 | 3,049 | (126,971) | 29,022 | 378,247 |
829,446 | ||||||||
Utilities 1.19% | ||||||||
Brookfield Infrastructure Partners LP | 10,680,000 | 5,503,823 | — | 16,183,823 | — | (43,209) | 20,064 | 636,679 |
AES Corp. | 43,141,951 | — | — | 43,141,951 | — | (152,723) | 18,253 | 571,631 |
1,208,310 | ||||||||
Consumer discretionary 0.13% | ||||||||
Domino’s Pizza Group PLC1 | 30,671,123 | — | — | 30,671,123 | — | 41,431 | 1,575 | 133,014 |
Materials 0.00% | ||||||||
Boral Ltd.1,20 | 76,201,575 | — | 76,201,575 | — | (97,960) | 48,749 | 5,569 | — |
WestRock Co.20 | 16,074,832 | — | 10,826,332 | 5,248,500 | (124,233) | 104,410 | 14,738 | — |
— | ||||||||
Communication services 0.60% | ||||||||
Koninklijke KPN NV1 | — | 212,159,499 | — | 212,159,499 | — | (101,868) | 16,706 | 491,457 |
HKBN Ltd.1 | 49,072,000 | 17,000,000 | — | 66,072,000 | — | (6,905) | 3,053 | 113,303 |
604,760 |
Beginning shares or principal amount | Additions | Reductions | Ending shares or principal amount | Net realized (loss) gain (000) | Net unrealized appreciation (depreciation) (000) | Dividend or interest income (000) | Value of affiliates at 4/30/2020 (000) | |
Energy 0.02% | ||||||||
Ascent Resources - Utica, LLC, Class A1,3,4,5 | 110,214,618 | — | — | 110,214,618 | $— | $(1,102) | $— | $23,145 |
White Star Petroleum Corp., Class A1,4,20 | 6,511,401 | — | 6,511,401 | — | (4,354) | 4,288 | — | — |
23,145 | ||||||||
Total common stocks | 3,245,024 | |||||||
Bonds, notes & other debt instruments 0.15% | ||||||||
Health care 0.02% | ||||||||
Rotech Healthcare Inc., Term Loan A, (3-month USD-LIBOR + 3.25%) 5.294% 20231,9 | $13,185,000 | — | $13,185,000 | — | — | — | 166 | — |
Rotech Healthcare Inc., Term Loan, (3-month USD-LIBOR + 11.00%) 13.00% 2023 (100% PIK)1,3,9,10,11 | $32,748,495 | $2,664,090 | $10,798,597 | $24,613,988 | (11) | (146) | 2,713 | 24,860 |
24,860 | ||||||||
Real estate 0.07% | ||||||||
Iron Mountain Inc. 5.75% 2024 | $5,925,000 | $17,120,000 | — | $23,045,000 | — | (105) | 453 | 22,786 |
Iron Mountain Inc. 4.875% 20276 | $1,875,000 | $8,790,000 | — | $10,665,000 | — | (340) | 126 | 10,460 |
Iron Mountain Inc. 5.25% 20286 | $13,575,000 | $19,024,000 | $15,110,000 | $17,489,000 | 629 | (1,056) | 654 | 17,177 |
Iron Mountain Inc. 4.875% 20296 | — | $16,282,000 | — | $16,282,000 | — | (307) | 56 | 15,684 |
66,107 | ||||||||
Utilities 0.05% | ||||||||
AES Corp. 4.00% 2021 | $2,450,000 | — | — | $2,450,000 | — | (43) | 81 | 2,458 |
AES Corp. 4.50% 2023 | $1,300,000 | — | — | $1,300,000 | — | (35) | 47 | 1,304 |
AES Corp. 4.875% 2023 | $5,450,000 | — | $765,000 | $4,685,000 | 4 | (17) | 179 | 4,744 |
AES Corp. 5.50% 2025 | $13,289,000 | $6,975,000 | — | $20,264,000 | — | (126) | 667 | 20,897 |
AES Corp. 6.00% 2026 | $4,150,000 | $7,845,000 | — | $11,995,000 | — | (101) | 362 | 12,599 |
AES Corp. 5.125% 2027 | $955,000 | $10,500,000 | — | $11,455,000 | — | (167) | 242 | 11,995 |
53,997 | ||||||||
Energy 0.01% | ||||||||
Ascent Resources - Utica LLC 10.00% 20226 | $2,705,000 | — | — | $2,705,000 | — | (557) | 201 | 2,127 |
Ascent Resources - Utica LLC 7.00% 20266 | $5,715,000 | — | — | $5,715,000 | — | (1,234) | 303 | 3,355 |
5,482 | ||||||||
Total bonds, notes & other debt instruments | 150,446 | |||||||
Short-term securities 7.72% | ||||||||
Money market investments 7.72% | ||||||||
Capital Group Central Cash Fund 0.52%17 | 92,216,552 | 177,999,173 | 191,899,075 | 78,316,650 | 542 | 3,239 | 114,046 | 7,834,015 |
Total 11.07% | $(333,966) | $(399,232) | $272,030 | $11,229,485 |
1 | Valued under fair value procedures adopted by authority of the board of trustees. The total value of all such securities was $16,448,648,000, which represented 16.21% of the net assets of the fund. This amount includes $16,362,786,000 related to certain securities trading outside the U.S. whose values were adjusted as a result of significant market movements following the close of local trading. |
2 | Represents an affiliated company as defined under the Investment Company Act of 1940. |
3 | Value determined using significant unobservable inputs. |
4 | Security did not produce income during the last 12 months. |
5 | Acquired through a private placement transaction exempt from registration under the Securities Act of 1933. May be subject to legal or contractual restrictions on resale. Further details on these holdings appear below. |
6 | Acquired in a transaction exempt from registration under Rule 144A of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $6,445,544,000, which represented 6.35% of the net assets of the fund. |
7 | Amount less than one thousand. |
8 | Step bond; coupon rate may change at a later date. |
9 | Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available. |
10 | Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $344,123,000, which represented .34% of the net assets of the fund. |
11 | Payment in kind; the issuer has the option of paying additional securities in lieu of cash. Most recent payment was 100% cash unless otherwise noted. |
12 | Scheduled interest and/or principal payment was not received. |
13 | Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date. |
14 | Purchased on a TBA basis. |
15 | All or a portion of this security was pledged as collateral. The total value of pledged collateral was $15,526,000, which represented .02% of the net assets of the fund. |
16 | Index-linked bond whose principal amount moves with a government price index. |
17 | Rate represents the seven-day yield at 4/30/2020. |
18 | Notional amount is calculated based on the number of contracts and notional contract size. |
19 | Value is calculated based on the notional amount and current market price. |
20 | Unaffiliated issuer at 4/30/2020. |
Private placement securities | Acquisition date(s) | Cost (000) | Value (000) | Percent of net assets |
Ascent Resources - Utica, LLC, Class A | 4/25/2016-11/15/2016 | $56,848 | $23,145 | .02% |
Rotech Healthcare Inc. | 11/26/2014 | 19,660 | 19,554 | .02 |
Advanz Pharma Corp. Ltd. | 8/31/2018 | 12,176 | 3,194 | .01 |
Total private placement securities | $88,684 | $45,893 | .05% |
Fixed-income class | Examples of standard inputs |
All | Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as “standard inputs”) |
Corporate bonds & notes; convertible securities | Standard inputs and underlying equity of the issuer |
Bonds & notes of governments & government agencies | Standard inputs and interest rate volatilities |
Mortgage-backed; asset-backed obligations | Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information |
Municipal securities | Standard inputs and, for certain distressed securities, cash flows or liquidation values using a net present value calculation based on inputs that include, but are not limited to, financial statements and debt contracts |
Investment securities | ||||
Level 1 | Level 2 | Level 3 | Total | |
Assets: | ||||
Common stocks: | ||||
Health care | $6,347,270 | $4,279,998 | $19,554 | $10,646,822 |
Financials | 8,333,867 | 1,327,790 | — | 9,661,657 |
Consumer staples | 6,363,317 | 2,200,672 | — | 8,563,989 |
Information technology | 6,660,814 | 1,794,291 | — | 8,455,105 |
Industrials | 5,063,034 | 1,314,008 | — | 6,377,042 |
Real estate | 5,528,844 | 699,104 | — | 6,227,948 |
Utilities | 3,103,984 | 1,860,917 | — | 4,964,901 |
Consumer discretionary | 3,276,440 | 640,991 | — | 3,917,431 |
Materials | 1,982,841 | 879,054 | — | 2,861,895 |
Communication services | 1,787,687 | 944,423 | 5 | 2,732,115 |
Energy | 1,179,619 | 332,161 | 23,146 | 1,534,926 |
Preferred securities | 219,196 | 96,867 | — | 316,063 |
Rights & warrants | — | 18 | 21 | 39 |
Convertible stocks | 608,435 | — | 5,682 | 614,117 |
Convertible bonds | — | 4,201 | — | 4,201 |
Bonds, notes & other debt instruments: | ||||
Corporate bonds & notes | — | 13,848,529 | 27,236 | 13,875,765 |
Mortgage-backed obligations | — | 11,082,491 | — | 11,082,491 |
U.S. Treasury bonds & notes | — | 3,468,929 | — | 3,468,929 |
Municipals | — | 327,278 | — | 327,278 |
Asset-backed obligations | — | 278,837 | — | 278,837 |
Bonds & notes of governments & government agencies outside the U.S. | — | 56,059 | — | 56,059 |
Federal agency bonds & notes | — | 46,464 | — | 46,464 |
Short-term securities | 7,834,015 | — | — | 7,834,015 |
Total | $58,289,363 | $45,483,082 | $75,644 | $103,848,089 |
Other investments* | ||||
Level 1 | Level 2 | Level 3 | Total | |
Assets: | ||||
Unrealized appreciation on futures contracts | $17,137 | $— | $— | $17,137 |
Liabilities: | ||||
Unrealized depreciation on futures contracts | (14,954) | — | — | (14,954) |
Total | $2,183 | $— | $— | $2,183 |
* | Futures contracts are not included in the investment portfolio. |
Key to abbreviations and symbol |
ADR = American Depositary Receipts |
Auth. = Authority |
CAD = Canadian dollars |
CLO = Collateralized Loan Obligations |
G.O. = General Obligation |
ICE = Intercontinental Exchange, Inc. |
LIBOR = London Interbank Offered Rate |
Ref. = Refunding |
Rev. = Revenue |
SOFR = Secured Overnight Financing Rate |
TBA = To-be-announced |
USD/$ = U.S. dollars |
MFGEFPX-006-0620O-S73206 | The Income Fund of America — Page 45 of 45 |