Asset-Backed Securities - 4.7%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
BAILIWICK OF JERSEY - 0.2%
|
|||
Aimco Clo 17 Ltd / Aimco Clo 17 LLC Series 2024-17A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.0192% 7/20/2037 (b)(c)(o)
|
14,150,000
|
14,169,286
|
|
Aimco Clo 22 Ltd / Aimco Clo 22 LLC Series 2024-22A Class A, CME Term SOFR 3 month Index + 1.5%, 5.1676% 4/19/2037 (b)(c)(o)
|
23,550,000
|
23,589,612
|
|
Ares Lxx Clo Ltd / Ares Lxx Clo LLC Series 2025-70A Class A1R, CME Term SOFR 3 month Index + 1.25%, 4.918% 1/25/2039 (b)(c)(o)
|
11,334,000
|
11,340,268
|
|
Bain Cap Cr Clo Ltd / Bain Cap Cr Clo LLC Series 2025-2A Class A1R, CME Term SOFR 3 month Index + 1.32%, 4.9876% 7/18/2038 (b)(c)(o)
|
13,075,000
|
13,123,887
|
|
Bain Capital Credit Clo Ltd Series 2025-4A Class A1R, CME Term SOFR 3 month Index + 1.23%, 4.9597% 1/21/2039 (b)(c)(o)
|
13,272,000
|
13,325,181
|
|
Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.0176% 10/20/2037 (b)(c)(o)
|
12,672,000
|
12,702,704
|
|
Flatiron Clo 26 Ltd / Flatiron Clo 26 LLC Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.33%, 5.0022% 1/15/2038 (b)(c)(o)
|
11,218,000
|
11,264,902
|
|
Hamlin Pk Clo Ltd / Hamlin Pk Clo LLC Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.34%, 5.0076% 10/20/2037 (b)(c)(o)
|
11,370,000
|
11,408,874
|
|
Hartwick Park Clo Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.16%, 4.8276% 1/20/2037 (b)(c)(o)
|
10,991,000
|
11,005,178
|
|
Invesco US CLO Ltd Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.51%, 5.1776% 7/20/2037 (b)(c)(o)
|
12,220,000
|
12,254,167
|
|
Neuberger Berman Ln Advisers Nbla CLO Ltd / Neuberger Berman Ln Series 2026-50A Class AR2, CME Term SOFR 3 month Index + 1.04%, 4.6989% 7/23/2036 (b)(c)(o)
|
13,300,000
|
13,301,796
|
|
OCP Aegis CLO Ltd Series 2024-39A Class D1, CME Term SOFR 3 month Index + 2.8%, 6.4711% 1/16/2037 (b)(c)(o)
|
250,000
|
250,000
|
|
Ocp CLO Aegis Ltd Series 2026-39A Class AR, CME Term SOFR 3 month Index + 1.09%, 1.09% 4/16/2038 (b)(c)(o)
|
9,037,000
|
9,037,000
|
|
Valley Stream Pk Clo Ltd / Vy Stream Pk Clo LLC Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.19%, 4.8576% 1/20/2037 (b)(c)(o)
|
19,200,000
|
19,215,994
|
|
TOTAL BAILIWICK OF JERSEY
|
175,988,849
|
||
BERMUDA - 0.0%
|
|||
RR Ltd Series 2026-25A Class A1A2, CME Term SOFR 3 month Index + 1.18%, 4.8491% 4/15/2041 (b)(c)(o)
|
8,513,000
|
8,512,957
|
|
CANADA - 0.0%
|
|||
Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (o)
|
2,390,790
|
2,415,923
|
|
Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (o)
|
8,613,732
|
8,721,954
|
|
Evergreen Cr Card Tr Series 2025-CRT5 Class B, 5.24% 5/15/2029 (o)
|
980,000
|
991,925
|
|
TOTAL CANADA
|
12,129,802
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 1.1%
|
|||
Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.0076% 7/17/2037 (b)(c)(o)
|
25,100,000
|
25,179,115
|
|
AIMCO CLO Series 2024-BA Class ARR, CME Term SOFR 3 month Index + 1.5%, 5.1711% 4/16/2037 (b)(c)(o)
|
18,732,000
|
18,755,040
|
|
Allegro Clo Ltd Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.34%, 5.0076% 7/20/2038 (b)(c)(o)
|
8,250,000
|
8,276,796
|
|
Ares LIV CLO Ltd Series 2025-54A Class AR2, CME Term SOFR 3 month Index + 1.31%, 4.9822% 7/15/2038 (b)(c)(o)
|
21,989,000
|
22,070,117
|
|
Ares Lv Clo Ltd Series 2024-55A Class A1R2, CME Term SOFR 3 month Index + 1.37%, 5.0422% 10/15/2037 (b)(c)(o)
|
7,566,000
|
7,576,562
|
|
Ares Lviii Clo Ltd / Ares Lviii Clo LLC Series 2025-58A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 4.9122% 4/15/2038 (b)(c)(o)
|
11,529,000
|
11,520,030
|
|
Ares XLI Clo Ltd Series 2021-41A Class AR2, CME Term SOFR 3 month Index + 1.3316%, 5.0038% 4/15/2034 (b)(c)(o)
|
24,780,000
|
24,808,299
|
|
Babson CLO Ltd/Cayman Islands Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.26%, 4.9322% 1/15/2038 (b)(c)(o)
|
7,970,000
|
7,996,229
|
|
Bain Capital Credit Clo Ltd Series 2025-5A Class ARR, CME Term SOFR 3 month Index + 1.15%, 4.8176% 4/20/2034 (b)(c)(o)
|
10,140,000
|
10,149,592
|
|
Barings Clo Ltd Series 2024-4A Class AR, CME Term SOFR 3 month Index + 1.37%, 5.0376% 10/20/2037 (b)(c)(o)
|
11,089,000
|
11,117,055
|
|
Bbam US Clo I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 6.6722% 3/30/2038 (b)(c)(o)
|
125,000
|
122,880
|
|
BCRED BSL Static Clo Ltd / LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 4.918% 7/24/2035 (b)(c)(o)
|
8,617,135
|
8,625,993
|
|
Benefit Str Partners Clo Xxxiii Ltd / Benefit Str Partners Clo Xxxiii LLC Series 2026-33A Class AR, CME Term SOFR 3 month Index + 1.19%, 4.8542% 1/25/2039 (b)(c)(o)
|
11,297,000
|
11,317,007
|
|
Benefit Street Partners Clo 44 Ltd / LLC Series 2025-44A Class A1, CME Term SOFR 3 month Index + 1.22%, 4.944% 1/15/2039 (b)(c)(o)
|
11,362,000
|
11,384,224
|
|
Benefit Street Partners CLO Ltd Series 2025-43A Class A, CME Term SOFR 3 month Index + 1.27%, 5.1875% 10/20/2038 (b)(c)(o)
|
12,249,000
|
12,273,498
|
|
Benefit Street Partners Clo Xxii Ltd Series 2025-22A Class ARR, CME Term SOFR 3 month Index + 1.15%, 4.8176% 4/20/2035 (b)(c)(o)
|
10,670,000
|
10,683,295
|
|
Benefit Street Partners Clo Xxv Ltd Series 2025-25A Class A1R, CME Term SOFR 3 month Index + 1%, 4.6722% 1/15/2035 (b)(c)(o)
|
5,893,000
|
5,894,137
|
|
BETHP Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.0638% 1/15/2035 (b)(c)(o)
|
9,332,000
|
9,347,958
|
|
Buckhorn Park Clo Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.07%, 4.7376% 7/18/2034 (b)(c)(o)
|
6,900,000
|
6,906,369
|
|
Carlyle US CLO Ltd Series 2024-10A Class A1R, CME Term SOFR 3 month Index + 1.31%, 4.9776% 1/20/2038 (b)(c)(o)
|
16,231,000
|
16,253,512
|
|
Carlyle US Clo Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 9.418% 10/25/2037 (b)(c)(o)
|
150,000
|
143,771
|
|
Carlyle US Clo Ltd Series 2025-6A Class A1, CME Term SOFR 3 month Index + 1.22%, 4.8789% 1/20/2039 (b)(c)(o)
|
12,865,000
|
12,892,094
|
|
Cedar Fdg Xii Clo Ltd / Cedar Fdg Xii Clo LLC Series 2025-12A Class ARR, CME Term SOFR 3 month Index + 1.2%, 4.868% 1/25/2038 (b)(c)(o)
|
10,548,000
|
10,537,452
|
|
Cedar Fdg Xvii Clo Ltd Series 2025-17A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.0197% 7/20/2038 (b)(c)(o)
|
21,114,000
|
21,185,809
|
|
Cedar Funding Ltd Series 2024-10A Class AR2, CME Term SOFR 3 month Index + 1.36%, 5.0276% 10/20/2037 (b)(c)(o)
|
9,231,000
|
9,265,321
|
|
Cifc Funding 2021-Iii Ltd Series 2025-3A Class A1R, CME Term SOFR 3 month Index + 1.23%, 4.9022% 10/15/2038 (b)(c)(o)
|
21,027,000
|
21,029,355
|
|
Cifc Funding 2025-Vi Ltd Series 2025-6A Class A1, CME Term SOFR 3 month Index + 1.25%, 5.1098% 10/23/2038 (b)(c)(o)
|
7,723,000
|
7,739,064
|
|
CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 7.4176% 1/17/2038 (b)(c)(o)
|
100,000
|
98,496
|
|
CIFC Funding Ltd Series 2025-5A Class A1R2, CME Term SOFR 3 month Index + 1.27%, 4.9422% 10/15/2038 (b)(c)(o)
|
11,640,000
|
11,655,330
|
|
Clover Clo Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1%, 4.6676% 4/18/2035 (b)(c)(o)
|
13,065,000
|
13,068,109
|
|
Dryden 104 Clo Ltd / Dryden 104 Clo LLC Series 2024-104A Class A1R, CME Term SOFR 3 month Index + 1.29%, 4.9456% 8/20/2034 (b)(c)(o)
|
6,800,000
|
6,812,770
|
|
Dryden 68 Clo Ltd Series 2024-68A Class ARR, CME Term SOFR 3 month Index + 1.1%, 4.7722% 7/15/2035 (b)(c)(o)
|
5,800,000
|
5,795,366
|
|
Dryden CLO Ltd Series 2022-98A Class A, CME Term SOFR 3 month Index + 1.3%, 4.9697% 4/20/2035 (b)(c)(o)
|
9,710,000
|
9,710,000
|
|
Dryden CLO Ltd Series 2024-83A Class AR, CME Term SOFR 3 month Index + 1.53%, 5.1976% 4/18/2037 (b)(c)(o)
|
12,450,000
|
12,466,061
|
|
Dryden CLO Ltd Series 2024-85A Class A1R2, CME Term SOFR 3 month Index + 1.38%, 5.0522% 7/15/2037 (b)(c)(o)
|
17,132,000
|
17,149,423
|
|
Eaton Vance CLO Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.39%, 5.0622% 10/15/2037 (b)(c)(o)
|
11,494,000
|
11,528,264
|
|
Eaton Vance CLO Ltd Series 2024-2A Class AR2, CME Term SOFR 3 month Index + 1.38%, 5.0522% 10/15/2037 (b)(c)(o)
|
11,970,000
|
11,987,512
|
|
Flat Series 2025-30A Class A1, CME Term SOFR 3 month Index + 1.16%, 4.8322% 4/15/2038 (b)(c)(o)
|
11,507,000
|
11,507,000
|
|
Flatiron Clo 20 Ltd / Flatiron Clo 20 LLC Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 4.8956% 11/20/2038 (b)(c)(o)
|
23,429,000
|
23,459,013
|
|
Flatiron Clo 28 Ltd / Flatiron Clo LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.08%, 4.7522% 7/15/2036 (b)(c)(o)
|
13,800,000
|
13,825,378
|
|
Flatiron CLO 31 Ltd Series 2025-31A Class A1, CME Term SOFR 3 month Index + 1.2%, 4.8969% 1/18/2039 (b)(c)(o)
|
11,335,000
|
11,357,092
|
|
Flatiron Clo 32 Ltd Series 2025-32A Class A1, CME Term SOFR 3 month Index + 1.29%, 4.9592% 10/22/2038 (b)(c)(o)
|
11,629,000
|
11,661,631
|
|
Flatiron Clo Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.0276% 10/19/2037 (b)(c)(o)
|
15,193,000
|
15,241,937
|
|
Flatiron Rr Clo 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 8.9222% 4/15/2038 (b)(c)(o)
|
200,000
|
201,337
|
|
Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (o)
|
6,219,560
|
6,172,783
|
|
Invesco CLO 2021-3 Ltd Series 2025-3A Class A1R, CME Term SOFR 3 month Index + 1.08%, 4.7492% 10/22/2034 (b)(c)(o)
|
7,000,000
|
7,008,918
|
|
Invesco US CLO Series 2024-1RA Class AR, CME Term SOFR 3 month Index + 1.55%, 5.2222% 4/15/2037 (b)(c)(o)
|
10,990,000
|
10,987,637
|
|
Lakeside Pk Clo Ltd / Lakeside Pk Clo LLC Series 2025-1A Class A, CME Term SOFR 3 month Index + 1.15%, 4.8222% 4/15/2038 (b)(c)(o)
|
8,302,000
|
8,302,000
|
|
Madison Pk Fdg Lxvii Ltd / Madison Pk Fdg Lxvii LLC Series 2024-67A Class A1, CME Term SOFR 3 month Index + 1.51%, 5.178% 4/25/2037 (b)(c)(o)
|
21,830,000
|
21,872,481
|
|
Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 4.7522% 7/15/2034 (b)(c)(o)
|
13,160,000
|
13,169,528
|
|
Magnetite CLO LTD Series 2025-36A Class AR, CME Term SOFR 3 month Index + 1.32%, 4.988% 7/25/2038 (b)(c)(o)
|
11,611,000
|
11,660,138
|
|
Magnetite Clo Ltd Series 2025-45A Class A1, CME Term SOFR 3 month Index + 1.15%, 4.8222% 4/15/2038 (b)(c)(o)
|
8,033,000
|
8,034,872
|
|
Magnetite Xli Ltd Series 2024-41A Class A, CME Term SOFR 3 month Index + 1.29%, 4.958% 1/25/2038 (b)(c)(o)
|
9,690,000
|
9,721,415
|
|
Magnetite Xxiii Ltd Series 2026-23A Class AR2, CME Term SOFR 3 month Index + 0.99%, 4.6371% 1/25/2035 (b)(c)(o)
|
7,400,000
|
7,406,379
|
|
Magnetite Xxix Ltd / Magnetite Xxix LLC Series 2024-29A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.0222% 7/15/2037 (b)(c)(o)
|
13,105,000
|
13,123,675
|
|
Magnetite Xxvi Ltd / Magnetite Xxvi LLC Series 2025-26A Class AR2, CME Term SOFR 3 month Index + 1.15%, 4.818% 1/25/2038 (b)(c)(o)
|
10,650,000
|
10,661,236
|
|
Magnetite Xxviii Ltd Series 2025-28A Class A1RR, CME Term SOFR 3 month Index + 1.24%, 4.9122% 1/15/2038 (b)(c)(o)
|
17,202,000
|
17,237,144
|
|
Morgan Stanley Eaton Vance CLO Ltd / LLC Series 2025-21A Class A1, CME Term SOFR 3 month Index + 1.17%, 4.8422% 4/15/2038 (b)(c)(o)
|
13,700,000
|
13,700,000
|
|
Neuberger Berman Loan Advisers Clo 25 Ltd Series 2024-25A Class AR2, CME Term SOFR 3 month Index + 1.4%, 5.0676% 7/18/2038 (b)(c)(o)
|
14,150,000
|
14,166,287
|
|
Ocp Aegis Clo Ltd Series 2025-47A Class A1, CME Term SOFR 3 month Index + 1.11%, 4.8574% 1/21/2038 (b)(c)(o)
|
10,296,000
|
10,307,892
|
|
OCP Clo Ltd Series 2025-44A Class A, CME Term SOFR 3 month Index + 1.3%, 5.5622% 10/24/2038 (b)(c)(o)
|
12,276,000
|
12,304,235
|
|
OCP CLO Ltd Series 2025-46A Class A, CME Term SOFR 3 month Index + 1.2%, 5.0473% 10/15/2038 (b)(c)(o)
|
7,990,000
|
8,003,655
|
|
Oha Cr Fdg 4 Ltd / Oha Cr Fdg 4 LLC Series 2024-4A Class AR2, CME Term SOFR 3 month Index + 1.29%, 4.9592% 1/22/2038 (b)(c)(o)
|
16,000,000
|
16,043,984
|
|
Oha Credit Funding 14-R Ltd Series 2025-14RA Class A, CME Term SOFR 3 month Index + 1.23%, 4.8976% 4/20/2038 (b)(c)(o)
|
7,584,000
|
7,596,931
|
|
Oha Credit Funding 22 Ltd Series 2025-22A Class A1, CME Term SOFR 3 month Index + 1.33%, 4.9976% 7/20/2038 (b)(c)(o)
|
6,319,000
|
6,331,701
|
|
OHA Credit Funding 6 Ltd Series 2024-6A Class AR2, CME Term SOFR 3 month Index + 1.33%, 4.9976% 10/20/2037 (b)(c)(o)
|
16,110,000
|
16,179,112
|
|
OHA Credit Partners Ltd Series 2024-18A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.1676% 4/20/2037 (b)(c)(o)
|
18,840,000
|
18,880,921
|
|
OHA Credit Partners Ltd Series 2024-18A Class A2, CME Term SOFR 3 month Index + 1.65%, 5.3176% 4/20/2037 (b)(c)(o)
|
1,300,000
|
1,301,933
|
|
Oha Credit Partners VII Ltd Series 2025-7A Class AR4, CME Term SOFR 3 month Index + 1.14%, 5.029% 2/20/2038 (b)(c)(o)
|
10,336,000
|
10,328,496
|
|
Oha Credit Partners VII Ltd Series 2025-7A Class D1R4, CME Term SOFR 3 month Index + 2.5%, 6.389% 2/20/2038 (b)(c)(o)
|
150,000
|
146,424
|
|
OHA Credit Partners XVII Ltd Series 2024-17A Class A, CME Term SOFR 3 month Index + 1.32%, 4.9876% 1/18/2038 (b)(c)(o)
|
9,640,000
|
9,640,000
|
|
Palmer Square Clo Ltd Series 2025-5A Class A, CME Term SOFR 3 month Index + 1.21%, 5.0937% 10/20/2038 (b)(c)(o)
|
12,518,000
|
12,536,527
|
|
Palmer Square CLO Ltd Series 2026-1A Class A, CME Term SOFR 3 month Index + 1.19%, 0% 4/20/2039 (b)(c)(d)(o)
|
9,887,000
|
9,891,489
|
|
Palmer Square Ln Fdg 2025-2 Ltd / Palmer Square Ln Fdg 2025-2 LLC Series 2025-2A Class A1, CME Term SOFR 3 month Index + 0.94%, 4.6122% 7/15/2033 (b)(c)(o)
|
22,149,597
|
22,163,130
|
|
Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 4.6722% 1/15/2033 (b)(c)(o)
|
9,622,247
|
9,622,247
|
|
Palmer Square Loan Funding Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 0.8%, 4.4525% 2/15/2033 (b)(c)(o)
|
10,201,886
|
10,195,214
|
|
Peace Park Clo Ltd Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 4.9176% 10/20/2038 (b)(c)(o)
|
14,148,000
|
14,133,951
|
|
Project Silver Series 2019-1 Class A, 3.967% 7/15/2044 (o)
|
4,169,923
|
4,148,281
|
|
Rr 34 Ltd Series 2024-34RA Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.0222% 10/15/2039 (b)(c)(o)
|
13,007,000
|
13,007,000
|
|
Rr 7 Ltd Series 2022-7A Class A1AB, CME Term SOFR 3 month Index + 1.34%, 5.0122% 1/15/2037 (b)(c)(o)
|
15,740,000
|
15,763,846
|
|
RR Ltd Series 2025-16A Class A1R, CME Term SOFR 3 month Index + 1.05%, 4.7222% 7/15/2036 (b)(c)(o)
|
10,300,000
|
10,300,979
|
|
RR Ltd Series 2026-44A Class A1A, CME Term SOFR 3 month Index + 1.17%, 0% 4/15/2041 (b)(c)(d)(o)
|
12,868,000
|
12,868,631
|
|
Sixth Street Clo Xix Ltd Series 2025-19A Class A1R, CME Term SOFR 3 month Index + 1.28%, 4.9476% 7/17/2038 (b)(c)(o)
|
7,550,000
|
7,578,615
|
|
Sixth Street Clo Xviii Ltd Series 2025-18A Class A1R, CME Term SOFR 3 month Index + 1.25%, 4.9176% 10/17/2038 (b)(c)(o)
|
11,630,000
|
11,671,275
|
|
Sixth Street CLO XX Ltd Series 2025-20A Class A1R, CME Term SOFR 3 month Index + 1.32%, 4.9876% 7/17/2038 (b)(c)(o)
|
9,562,000
|
9,597,638
|
|
SLAM Ltd. / SLAM LLC Series 2021-1A Class A, 2.434% 6/15/2046 (o)
|
3,580,214
|
3,433,915
|
|
Symphony Clo 43 Ltd Series 2024-43A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.1922% 4/15/2037 (b)(c)(o)
|
14,100,000
|
14,119,303
|
|
TCI-Symphony CLO Ltd Series 2021-1A Class AR, CME Term SOFR 3 month Index + 1.1916%, 4.8638% 7/15/2030 (b)(c)(o)
|
189,388
|
189,476
|
|
Thunderbolt Aircraft Lease Series 2018-A Class A, 5.96% 9/15/2038 (c)(o)
|
820,863
|
821,264
|
|
Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (o)
|
12,470,547
|
12,379,001
|
|
Trapeza Cdo Xii Ltd Series 2007-12A Class B, CME Term SOFR 3 month Index + 0.8216%, 4.4714% 4/6/2042 (b)(c)(o)
|
1,380,000
|
1,092,243
|
|
Voya Clo 2022-1 Ltd / Voya Clo 2022-1 LLC Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.25%, 4.9176% 4/20/2035 (b)(c)(o)
|
8,170,000
|
8,184,780
|
|
Voya Clo Ltd Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.1922% 4/15/2037 (b)(c)(o)
|
6,280,000
|
6,297,126
|
|
Voya CLO Ltd/Voya CLO LLC Series 2025-2A Class A1RR, CME Term SOFR 3 month Index + 1.31%, 4.9776% 1/20/2038 (b)(c)(o)
|
3,951,000
|
3,957,594
|
|
TOTAL GRAND CAYMAN (UK OVERSEAS TER)
|
1,014,818,595
|
||
IRELAND - 0.0%
|
|||
Volofin Finance Designated Activity Co Series 2024-1A Class A, 5.935% 6/15/2037 (o)
|
6,917,096
|
7,049,077
|
|
MULTI-NATIONAL - 0.0%
|
|||
Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 4.8476% 4/20/2038 (b)(c)(o)
|
12,690,000
|
12,704,670
|
|
Ocp Clo 2018-15 Ltd Series 2025-15A Class AR, CME Term SOFR 3 month Index + 1.25%, 4.9176% 1/20/2038 (b)(c)(o)
|
7,637,000
|
7,661,255
|
|
TOTAL MULTI-NATIONAL
|
20,365,925
|
||
UNITED STATES - 3.4%
|
|||
Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A1, 6.261% 5/16/2049 (o)
|
17,356,598
|
17,884,966
|
|
Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A2, 6.261% 5/16/2049 (o)
|
15,814,032
|
16,295,441
|
|
Aaset 2025-1 Ltd / Aaset 2025-1 LLC Series 2025-1A Class A, 5.943% 2/16/2050 (o)
|
11,162,398
|
11,488,145
|
|
AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (o)
|
4,964,475
|
4,832,858
|
|
AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (o)
|
14,823,747
|
14,223,844
|
|
AASET Trust Series 2022-1A Class A, 6% 5/16/2047 (o)
|
4,625,801
|
4,752,478
|
|
Achv Abs Trust Series 2024-3AL Class A, 5.01% 12/26/2031 (o)
|
1,643,678
|
1,659,999
|
|
Affirm Asset Securitization Trust Series 2024-B Class A, 4.62% 9/15/2029 (o)
|
23,600,000
|
23,662,070
|
|
Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (o)
|
2,258,598
|
2,261,521
|
|
Affirm Master Trust Series 2025-2A Class A, 4.67% 7/15/2033 (o)
|
23,835,000
|
24,004,979
|
|
Affirm Master Trust Series 2025-3A Class A, 4.45% 10/16/2034 (o)
|
47,100,000
|
47,450,396
|
|
Affirm Master Trust Series 2026-1A Class A, 4.37% 2/15/2034 (o)
|
29,940,000
|
30,111,149
|
|
Affirm Master Trust Series 2026-1A Class B, 4.57% 2/15/2034 (o)
|
7,000,000
|
7,025,575
|
|
Ally Auto Receivables Trust Series 2024-1 Class A3, 5.08% 12/15/2028
|
10,141,976
|
10,207,605
|
|
Altde Trust Series 2025-1A Class A, 5.9% 8/15/2050 (o)
|
12,175,807
|
12,520,627
|
|
American Express Credit Account Master Trust Series 2024-2 Class A, 5.24% 4/15/2031
|
7,800,000
|
8,164,705
|
|
American Tower Trust #1 Series 2023, 5.49% 3/15/2053 (o)
|
5,029,000
|
5,126,820
|
|
Amur Equip Fin Receivables Xv LLC Series 2025-1A Class A2, 4.7% 9/22/2031 (o)
|
2,763,726
|
2,793,716
|
|
Amur Equipment Finance Receivables Xiv LLC Series 2024-2A Class A2, 5.19% 7/21/2031 (o)
|
4,090,841
|
4,147,309
|
|
Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (o)
|
730,036
|
725,078
|
|
Apollo Aviation Securitization Equity Trust Series 2020-1A Class B, 4.335% 1/16/2040 (o)
|
141,336
|
140,640
|
|
ARI Fleet Lease Trust Series 2023-A Class A3, 5.33% 2/17/2032 (o)
|
4,663,819
|
4,689,822
|
|
ARI Fleet Lease Trust Series 2024-B Class A2, 5.54% 4/15/2033 (o)
|
2,951,488
|
2,970,590
|
|
ARI Fleet Lease Trust Series 2024-B Class A3, 5.26% 4/15/2033 (o)
|
7,820,000
|
7,971,608
|
|
ARI Fleet Lease Trust Series 2025-A Class A2, 4.38% 1/17/2034 (o)
|
5,208,001
|
5,225,625
|
|
ARI Fleet Lease Trust Series 2025-A Class B, 4.7% 1/17/2034 (o)
|
1,250,000
|
1,272,005
|
|
ARI Fleet Lease Trust Series 2026-A Class A3, 4.09% 11/15/2034 (o)
|
2,500,000
|
2,520,352
|
|
Autonation Finance Trust Series 2025-1A Class A2, 4.72% 4/10/2028 (o)
|
4,921,452
|
4,931,008
|
|
AutoNation Finance Trust Series 2026-1A Class A3, 4.03% 8/12/2030 (o)
|
7,700,000
|
7,743,014
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2022-1A Class A, 3.83% 8/21/2028 (o)
|
53,202,000
|
53,102,194
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2024-3A Class A, 5.23% 12/20/2030 (o)
|
4,728,000
|
4,901,237
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-1A Class A, 4.8% 8/20/2029 (o)
|
4,510,000
|
4,589,337
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-2A Class A, 5.12% 8/20/2031 (o)
|
9,957,000
|
10,311,698
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-3A Class A, 4.17% 2/20/2030 (o)
|
4,620,000
|
4,640,513
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-4A Class A, 4.4% 2/20/2032 (o)
|
11,850,000
|
11,948,495
|
|
Bankers Healthcare Group Securitization Trust Series 2025-1CON Class A, 4.82% 4/17/2036 (o)
|
1,810,520
|
1,838,748
|
|
Barings Equipment Finance LLC Series 2025-A Class A3, 4.82% 8/13/2032 (o)
|
2,500,000
|
2,568,941
|
|
BHG Series 2025-2CON Class A, 4.84% 9/17/2036 (o)
|
7,539,904
|
7,660,741
|
|
Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (o)
|
21,460,178
|
20,588,116
|
|
Blackbird Capital Aircraft Lease Securitization Ltd Series 2016-1A Class A, 4.213% 12/16/2041 (o)(p)
|
385,785
|
386,711
|
|
BofA Auto Trust Series 2024-1A Class A3, 5.35% 11/15/2028 (o)
|
4,298,425
|
4,336,785
|
|
BofA Auto Trust Series 2025-1A Class A2A, 4.52% 11/22/2027 (o)
|
8,250,965
|
8,264,002
|
|
BofA Auto Trust Series 2025-1A Class A3, 4.35% 11/20/2029 (o)
|
8,700,000
|
8,762,391
|
|
CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028
|
9,247,078
|
9,353,434
|
|
CarMax Auto Owner Trust Series 2024-1 Class A3, 4.92% 10/16/2028
|
30,604,798
|
30,818,490
|
|
CarMax Auto Owner Trust Series 2024-2 Class A3, 5.5% 1/16/2029
|
10,307,977
|
10,435,508
|
|
CarMax Auto Owner Trust Series 2024-4 Class A2A, 4.67% 12/15/2027
|
2,574,875
|
2,578,261
|
|
CarMax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029
|
5,440,000
|
5,498,276
|
|
CarMax Auto Owner Trust Series 2025-2 Class A2A, 4.59% 7/17/2028
|
3,685,916
|
3,696,971
|
|
CarMax Auto Owner Trust Series 2025-3 Class A2A, 4.42% 8/15/2028
|
4,552,274
|
4,561,844
|
|
Carmax Auto Owner Trust Series 2025-4 Class A3, 3.97% 12/16/2030
|
13,400,000
|
13,466,978
|
|
Carmax Auto Owner Trust Series 2025-4 Class B, 4.42% 7/15/2031
|
3,000,000
|
3,052,869
|
|
CarMax Select Receivables Trust Series 2024-A Class A2A, 5.78% 9/15/2027
|
368,187
|
368,603
|
|
CarMax Select Receivables Trust Series 2024-A Class A3, 5.4% 11/15/2028
|
4,084,000
|
4,117,098
|
|
CarMax Select Receivables Trust Series 2025-A Class A3, 4.77% 9/17/2029
|
3,500,000
|
3,535,662
|
|
Carmax Select Receivables Trust Series 2025-B Class A3, 4.12% 3/15/2030
|
11,150,000
|
11,205,517
|
|
Carmax Select Receivables Trust Series 2026-A Class A2A, 4.03% 12/17/2029
|
9,100,000
|
9,101,294
|
|
Carmax Select Receivables Trust Series 2026-A Class A3, 3.99% 5/17/2032
|
4,645,000
|
4,657,984
|
|
Carmax Series 2026-1 Class A3, 4.04% 3/17/2031
|
17,600,000
|
17,741,632
|
|
Carvana Auto Receivables Trust Series 2025-N1 Class A3, 4.91% 8/10/2029 (o)
|
6,600,000
|
6,654,324
|
|
Carvana Auto Receivables Trust Series 2025-P3 Class A3, 4.04% 11/11/2030
|
7,600,000
|
7,643,998
|
|
Carvana Auto Receivables Trust Series 2025-P4 Class A4, 4.25% 11/10/2031
|
5,000,000
|
5,062,951
|
|
Castlelake Aircraft Securitization Series 2018-1 Class A, 4.125% 6/15/2043 (o)
|
689,865
|
686,423
|
|
Castlelake Aircraft Securitization Trust Series 2019-1A Class A, 3.967% 4/15/2039 (o)
|
2,404,234
|
2,380,232
|
|
Castlelake Aircraft Securitization Trust Series 2019-1A Class B, 5.095% 4/15/2039 (o)
|
3,098,041
|
3,059,335
|
|
Ccg Receivables Trust. Series 2025-1 Class A2, 4.48% 10/14/2032 (o)
|
11,561,251
|
11,619,159
|
|
Chase Auto Owner Trust Series 2024-1A Class A3, 5.13% 5/25/2029 (o)
|
9,859,684
|
9,952,705
|
|
Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030
|
11,940,000
|
12,367,183
|
|
Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030
|
9,000,000
|
9,070,616
|
|
Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (o)
|
9,694,065
|
9,743,982
|
|
CNH Equipment Trust Series 2026-A Class A3, 4% 5/15/2031
|
10,000,000
|
10,081,144
|
|
DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (o)
|
32,982,920
|
32,861,623
|
|
DB Master Finance LLC Series 2019-1A Class A23, 4.352% 5/20/2049 (o)
|
7,952,175
|
7,944,594
|
|
DB Master Finance LLC Series 2021-1A Class A23, 2.791% 11/20/2051 (o)
|
28,468,390
|
25,878,450
|
|
DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (o)
|
9,370,095
|
9,228,178
|
|
DB Master Finance LLC Series 2021-1A Class A2II, 2.493% 11/20/2051 (o)
|
16,575,283
|
15,793,277
|
|
DB Master Finance LLC Series 2025-1A Class A2I, 4.891% 8/20/2055 (o)
|
13,321,613
|
13,459,592
|
|
DB Master Finance LLC Series 2025-1A Class A2II, 5.165% 8/20/2055 (o)
|
9,241,838
|
9,372,618
|
|
Dell Equip Fin Trust Series 2025-1 Class A2, 4.68% 7/22/2027 (o)
|
8,369,719
|
8,392,502
|
|
Dell Equip Fin Trust Series 2025-1 Class A3, 4.61% 2/24/2031 (o)
|
8,000,000
|
8,096,605
|
|
Dell Equipment Finance Trust Series 2025-2 Class A2, 4.1% 2/22/2028 (o)
|
60,112,000
|
60,244,216
|
|
Dell Equipment Finance Trust Series 2025-2 Class A3, 4.12% 3/24/2031 (o)
|
11,500,000
|
11,579,493
|
|
Dext Abs LLC Series 2025-1 Class A2, 4.59% 8/16/2027 (o)
|
16,763,319
|
16,801,258
|
|
Dext Abs LLC Series 2025-2 Class A2, 4.1% 4/17/2028 (o)
|
6,570,000
|
6,569,300
|
|
DLLAA LLC Series 2025-1A Class A3, 4.95% 9/20/2029 (o)
|
2,300,000
|
2,350,070
|
|
DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (o)
|
4,061,416
|
4,103,535
|
|
DLLAD Series 2023-1A Class A3, 4.79% 1/20/2028 (o)
|
5,129,470
|
5,149,030
|
|
DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (o)
|
4,988,000
|
5,091,446
|
|
DLLMT LLC Series 2026-1A Class A2, 4.03% 7/20/2028 (o)
|
8,585,000
|
8,596,992
|
|
DLLMT LLC Series 2026-1A Class A3, 4.2% 12/20/2029 (o)
|
5,410,000
|
5,447,682
|
|
Domino's Pizza Master Issuer LLC Series 2017-1A Class A23, 4.118% 7/25/2047 (o)
|
30,988,980
|
30,912,961
|
|
Domino's Pizza Master Issuer LLC Series 2018-1A Class A2II, 4.328% 7/25/2048 (o)
|
7,988,373
|
7,978,928
|
|
Domino's Pizza Master Issuer LLC Series 2019-1A Class A2, 3.668% 10/25/2049 (o)
|
36,749,760
|
35,950,350
|
|
Domino's Pizza Master Issuer LLC Series 2021-1A Class A2I, 2.662% 4/25/2051 (o)
|
15,137,935
|
14,536,917
|
|
Domino's Pizza Master Issuer LLC Series 2021-1A Class A2II, 3.151% 4/25/2051 (o)
|
9,186,235
|
8,594,088
|
|
Domino's Pizza Master Issuer LLC Series 2025-1A Class A2I, 4.93% 7/25/2055 (o)
|
10,440,000
|
10,629,876
|
|
Eaton Vance CLO Ltd Series 2024-1A Class AR2, CME Term SOFR 3 month Index + 1.51%, 5.1822% 7/15/2037 (b)(c)(o)
|
12,310,000
|
12,332,564
|
|
Eff Series 2026-1 Class A2, 4% 10/20/2028 (o)
|
21,000,000
|
21,058,625
|
|
Eff Series 2026-1 Class A3, 4.12% 3/20/2030 (o)
|
29,500,000
|
29,759,155
|
|
Enterprise Fleet Financing LLC Series 2022-3 Class A3, 4.29% 7/20/2029 (o)
|
7,280,000
|
7,283,963
|
|
Enterprise Fleet Financing LLC Series 2023-2 Class A3, 5.5% 4/22/2030 (o)
|
6,050,000
|
6,144,394
|
|
Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (o)
|
8,890,302
|
8,993,856
|
|
Enterprise Fleet Financing LLC Series 2024-1 Class A3, 5.16% 9/20/2030 (o)
|
2,802,000
|
2,857,650
|
|
Enterprise Fleet Financing LLC Series 2024-3 Class A3, 4.98% 8/21/2028 (o)
|
8,040,000
|
8,145,422
|
|
Enterprise Fleet Financing LLC Series 2024-4 Class A3, 4.56% 11/20/2028 (o)
|
17,233,000
|
17,423,824
|
|
Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (o)
|
3,010,193
|
3,017,664
|
|
Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (o)
|
21,731,000
|
22,053,740
|
|
Exeter Automobile Receivables Trust Series 2025-3A Class A3, 4.78% 7/16/2029
|
14,532,000
|
14,631,309
|
|
Exeter Automobile Receivables Trust Series 2025-4A Class A2, 4.53% 3/15/2028
|
3,538,658
|
3,543,572
|
|
Exeter Automobile Receivables Trust Series 2025-4A Class B, 4.4% 5/15/2030
|
13,175,000
|
13,281,277
|
|
Exeter Automobile Receivables Trust Series 2026-1A Class A3, 4.03% 3/15/2030
|
6,785,000
|
6,801,532
|
|
Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028
|
1,310,715
|
1,314,030
|
|
Exeter Select Automobile Receivables Trust Series 2025-1 Class A3, 4.69% 4/15/2030
|
9,175,000
|
9,268,463
|
|
Exeter Select Automobile Receivables Trust Series 2025-2 Class A2, 4.54% 6/15/2029
|
1,416,057
|
1,419,672
|
|
Exeter Select Automobile Receivables Trust Series 2025-2 Class A3, 4.43% 8/15/2030
|
8,795,000
|
8,865,643
|
|
Exeter Select Automobile Receivables Trust Series 2025-3 Class A3, 4.18% 12/16/2030
|
9,320,000
|
9,372,831
|
|
Flatiron Clo 23 LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.24%, 4.9076% 4/17/2036 (b)(c)(o)
|
8,102,000
|
8,115,547
|
|
Flatiron Rr Clo 22 LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.91%, 4.5822% 10/15/2034 (b)(c)(o)
|
4,400,000
|
4,397,800
|
|
Ford Cr Floorplan Mast Own Tr Series 2018-4 Class A, 4.06% 11/15/2030
|
5,400,000
|
5,444,353
|
|
Ford Credit Auto Owner Trust Series 2021-1 Class A, 1.37% 10/17/2033 (o)
|
5,000,000
|
4,983,034
|
|
Ford Credit Auto Owner Trust Series 2022-D Class A3, 5.27% 5/17/2027
|
105,474
|
105,692
|
|
Ford Credit Auto Owner Trust Series 2023-1 Class A, 4.85% 8/15/2035 (o)
|
2,600,000
|
2,653,955
|
|
Ford Credit Auto Owner Trust Series 2023-2 Class A, 5.28% 2/15/2036 (o)
|
10,800,000
|
11,185,420
|
|
Ford Credit Auto Owner Trust Series 2024-1 Class A, 4.87% 8/15/2036 (o)
|
7,820,000
|
8,057,646
|
|
Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class A1, 4.92% 5/15/2028 (o)
|
39,470,000
|
39,548,822
|
|
Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class A1, 5.29% 4/15/2029 (o)
|
25,782,000
|
26,195,904
|
|
Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class B, 5.48% 4/15/2029 (o)
|
6,500,000
|
6,604,272
|
|
Fordf Series 2025-1 Class A1, 4.63% 4/15/2030
|
4,985,000
|
5,075,038
|
|
Fordf Series 2025-1 Class B, 4.84% 4/15/2030
|
2,515,000
|
2,552,606
|
|
Ggam Master Tr Internationa Ltd / LLC Series 2025-1A Class A, 5.923% 9/30/2060 (o)
|
29,406,100
|
30,064,676
|
|
Gilead Aviation LLC Series 2025-1A Class A, 5.789% 3/15/2050 (o)
|
20,909,470
|
21,493,430
|
|
GM Financial Consumer Automobile Receivables Trust Series 2023-3 Class A3, 5.45% 6/16/2028
|
986,092
|
993,100
|
|
GM Financial Revolving Receivables Trust Series 2021-1 Class A, 1.17% 6/12/2034 (o)
|
5,000,000
|
4,928,686
|
|
GM Financial Revolving Receivables Trust Series 2023-1 Class A, 5.12% 4/11/2035 (o)
|
6,600,000
|
6,790,920
|
|
GM Financial Revolving Receivables Trust Series 2023-2 Class A, 5.77% 8/11/2036 (o)
|
9,800,000
|
10,306,803
|
|
GM Financial Revolving Receivables Trust Series 2024-1 Class A, 4.98% 12/11/2036 (o)
|
3,961,000
|
4,095,911
|
|
GM Financial Revolving Receivables Trust Series 2025-1 Class B, 4.8% 12/11/2037 (o)
|
750,000
|
768,529
|
|
GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (o)
|
12,800,000
|
12,855,002
|
|
GMF Floorplan Owner Revolving Trust Series 2023-1 Class B, 5.73% 6/15/2028 (o)
|
5,700,000
|
5,724,402
|
|
GMF Floorplan Owner Revolving Trust Series 2024-1A Class B, 5.33% 3/15/2029 (o)
|
3,650,000
|
3,694,711
|
|
GMF Floorplan Owner Revolving Trust Series 2024-2A Class A, 5.06% 3/15/2031 (o)
|
9,100,000
|
9,427,148
|
|
GMF Floorplan Owner Revolving Trust Series 2024-2A Class B, 5.35% 3/15/2031 (o)
|
2,600,000
|
2,683,928
|
|
GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (o)
|
20,800,000
|
21,128,513
|
|
Great America Leasing Receivables Funding LLC Series 2025-1 Series 2025-1 Class A2, 4.52% 10/15/2027 (o)
|
9,004,027
|
9,031,797
|
|
GreatAmerica Leasing Receivables Funding LLC Series 2025-2 Class A2, 4.22% 5/15/2028 (o)
|
4,700,000
|
4,720,894
|
|
Green Lakes Park Clo LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.18%, 4.848% 1/25/2038 (b)(c)(o)
|
23,950,000
|
23,914,075
|
|
Greensky Home Improvement Series 2025-3A Class A3, 4.52% 12/27/2060 (o)
|
3,494,075
|
3,518,880
|
|
Greensky Home Improvement Trust Series 2024-2 Class A2, 5.25% 10/27/2059 (o)
|
605,976
|
607,179
|
|
Horizon Aircraft Finance I Limited Series 2018-1 Class A, 4.458% 12/15/2038 (o)
|
6,454,055
|
6,389,540
|
|
HPEFS Equipment Trust Series 2024-2A Class A3, 5.36% 10/20/2031 (o)
|
7,316,702
|
7,356,376
|
|
Hyundai Auto Lease Securitization Trust Series 2024-B Class A3, 5.41% 5/17/2027 (o)
|
5,212,369
|
5,232,292
|
|
Hyundai Auto Lease Securitization Trust Series 2024-C Class A3, 4.62% 4/17/2028 (o)
|
21,200,000
|
21,306,806
|
|
Hyundai Auto Lease Securitization Trust Series 2025-B Class A2A, 4.58% 9/15/2027 (o)
|
19,063,419
|
19,132,447
|
|
Hyundai Auto Receivables Trust Series 2023-B Class A3, 5.48% 4/17/2028
|
911,958
|
917,700
|
|
Hyundai Auto Receivables Trust Series 2024-A Class A3, 4.99% 2/15/2029
|
1,616,906
|
1,630,321
|
|
Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (o)
|
21,943,350
|
22,567,401
|
|
Jersey Mike's Funding Series 2025-1A Class A2, 5.61% 8/16/2055 (o)
|
8,586,850
|
8,904,280
|
|
John Deere Owner Trust Series 2025-A Class A2A, 4.23% 3/15/2028
|
11,268,753
|
11,287,474
|
|
Kubota Credit Owner Trust Series 2024-2A Class A3, 5.26% 11/15/2028 (o)
|
2,483,000
|
2,519,600
|
|
Kubota Credit Owner Trust Series 2025-1A Class A3, 4.67% 6/15/2029 (o)
|
8,000,000
|
8,141,812
|
|
Kubota Credit Owner Trust Series 2026-1A Class A3, 3.87% 5/15/2030 (o)
|
14,100,000
|
14,147,924
|
|
LAD Auto Receivables Trust Series 2026-1A Class A2, 3.75% 5/15/2029 (o)
|
5,000,000
|
4,997,576
|
|
LAD Auto Receivables Trust Series 2026-1A Class A3, 3.92% 4/15/2031 (o)
|
5,000,000
|
5,017,199
|
|
MAPS Trust Series 2021-1A Class A, 2.521% 6/15/2046 (o)
|
7,562,469
|
7,310,552
|
|
Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (o)
|
1,549,895
|
1,552,180
|
|
Mercedes-Benz Auto Lease Trust Series 2024-A Class A2A, 5.44% 2/16/2027
|
18,919
|
18,934
|
|
Mercedes-Benz Auto Lease Trust Series 2024-A Class A3, 5.32% 1/18/2028
|
15,820,000
|
15,940,778
|
|
Mercedes-Benz Auto Lease Trust Series 2024-A Class A4, 5.32% 2/15/2030
|
7,800,000
|
7,928,792
|
|
Mercedes-Benz Auto Lease Trust Series 2024-B Class A3, 4.23% 2/15/2028
|
31,446,448
|
31,507,552
|
|
Mercedes-Benz Auto Receivables Series 2023-1 Class A4, 4.31% 4/16/2029
|
4,500,000
|
4,516,418
|
|
Mercedes-Benz Auto Receivables Trust Series 2023-2 Class A3, 5.95% 11/15/2028
|
4,104,875
|
4,155,443
|
|
Merchants Fleet Funding LLC Series 2023-1A Class A, 7.21% 5/20/2036 (o)
|
5,674,979
|
5,693,421
|
|
Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (o)
|
21,102,453
|
21,220,892
|
|
Merchants Fleet Funding LLC Series 2025-1A Class A, 4.49% 1/20/2039 (o)
|
29,885,000
|
30,135,457
|
|
Merchants Fleet Funding LLC Series 2025-1A Class B, 4.91% 1/20/2039 (o)
|
600,000
|
607,468
|
|
MetLife Securitization Trust Series 2019-1A Class A1A, 3.75% 4/25/2058 (o)
|
49,057
|
48,608
|
|
MMAF Equipment Finance LLC Series 2023-A Class A3, 5.54% 12/13/2029 (o)
|
4,592,191
|
4,651,120
|
|
Morgan Stanley ABS Capital I Inc Series 2004-HE7 Class B3, CME Term SOFR 1 month Index + 5.3645%, 9.0382% 8/25/2034 (b)(c)(j)
|
46,597
|
74,443
|
|
Navigator Aircraft Abs Ltd Series 2025-1 Class A, 5.107% 10/15/2050 (o)
|
20,803,013
|
21,029,913
|
|
Nissan Auto Lease Trust Series 2026-A Class A3, 3.87% 3/15/2029
|
8,430,000
|
8,444,827
|
|
Nissan Auto Receivables Owner Trust Series 2023-B Class A3, 5.93% 3/15/2028
|
3,312,142
|
3,335,764
|
|
Nissan Master Owner Tr Receivable Series 2024-B Class A, 5.05% 2/15/2029 (o)
|
23,189,000
|
23,438,755
|
|
OCCU Auto Receivables Trust Series 2025-1A Class A3, 4.81% 11/15/2029 (o)
|
5,700,000
|
5,752,907
|
|
OCP CLO Ltd Series 2025-8RA Class AR2, CME Term SOFR 3 month Index + 1.22%, 4.8876% 10/17/2038 (b)(c)(o)
|
11,479,000
|
11,492,936
|
|
Onemain Financial Issuance Trust 2025-1 Series 2025-1A Class A, 4.82% 7/14/2038 (o)
|
2,000,000
|
2,038,125
|
|
OneMain Financial Issuance Trust Series 2020-2A Class A, 1.75% 9/14/2035 (o)
|
26,705,591
|
26,338,950
|
|
Onemain Financial Issuance Trust Series 2021-1A Class A1, 1.55% 6/16/2036 (o)
|
8,770,000
|
8,569,809
|
|
OneMain Financial Issuance Trust Series 2023-1A Class A, 5.5% 6/14/2038 (o)
|
2,120,000
|
2,196,303
|
|
Oportun Funding Trust Series 2024-3 Class A, 5.26% 8/15/2029 (o)
|
41,322
|
41,332
|
|
Oportun Funding Trust Series 2025-1 Class A, 4.96% 8/16/2032 (o)
|
741,622
|
742,291
|
|
Oportun Issuance Trust 2025-B Series 2025-B Class A, 4.88% 5/9/2033 (o)
|
12,300,000
|
12,372,063
|
|
Oportun Issuance Trust Series 2025-C Class A, 4.49% 7/8/2033 (o)
|
8,200,000
|
8,222,281
|
|
Oportun Issuance Trust Series 2025-D Class A, 4.53% 2/8/2033 (o)
|
26,700,000
|
26,783,085
|
|
Optn Series 2026-A Class A, 4.32% 1/9/2034 (o)
|
7,265,000
|
7,288,248
|
|
OWN Equipment Fund I LLC Series 2024-2M Class A, 5.7% 12/20/2032 (o)
|
24,296,173
|
24,795,530
|
|
PEAC Solutions Receivables LLC Series 2026-1A Class A2, 4.27% 10/20/2028 (o)
|
12,435,000
|
12,465,057
|
|
PEAC Solutions Receivables LLC Series 2026-1A Class A3, 4.39% 7/20/2033 (o)
|
4,515,000
|
4,562,157
|
|
Peac Solutions Receivables Series 2025-1A Class A2, 4.94% 10/20/2028 (o)
|
6,545,071
|
6,583,965
|
|
Phantom Aviation Series 2026-1A Class A, 5.24% 1/15/2051 (o)
|
12,000,000
|
12,211,795
|
|
Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (o)
|
3,798,491
|
3,898,385
|
|
Pk Alift Loan Funding 7 LP Series 2025-2 Class A, 4.75% 3/15/2043 (o)
|
4,977,604
|
5,010,052
|
|
Planet Fitness Master Issuer LLC Series 2019-1A Class A2, 3.858% 12/5/2049 (o)
|
38,139,560
|
36,946,413
|
|
Planet Fitness Master Issuer LLC Series 2022-1A Class A2II, 4.008% 12/5/2051 (o)
|
9,355,500
|
8,952,678
|
|
Planet Fitness Master Issuer LLC Series 2025-1A Class A2I, 5.274% 12/6/2055 (o)
|
3,085,000
|
3,134,315
|
|
Post Road Equipment Finance LLC Series 2025-1A Class A2, 4.9% 5/15/2031 (o)
|
5,147,098
|
5,192,467
|
|
PRMI Securitization Trust Series 2024-CMG1 Class A1, U.S. 30-Day Avg. SOFR Index + 1.3%, 5.1313% 7/25/2054 (b)(c)(o)
|
1,290,673
|
1,286,971
|
|
PRPM Trust Series 2023-RCF2 Class A1, 4% 11/25/2053 (c)(o)
|
8,290,737
|
8,240,084
|
|
Pstat Series 2026-2A Class A1R, CME Term SOFR 3 month Index + 0.82%, 0.82% 1/15/2033 (b)(c)(o)
|
13,450,000
|
13,450,000
|
|
RCKT Trust Series 2025-1A Class A, 4.9% 7/25/2034 (o)
|
3,143,599
|
3,151,061
|
|
Rcktl Series 2025-2A Class A, 4.48% 11/27/2034 (o)
|
5,487,914
|
5,493,429
|
|
RCO VIII Mortgage LLC Series 2025-3 Class A1, 6.4345% 5/25/2030 (c)(o)
|
6,440,822
|
6,449,835
|
|
Reach Abs Trust Series 2025-2A Class A, 4.93% 8/18/2032 (o)
|
14,708,145
|
14,775,465
|
|
Reach Abs Trust Series 2026-1A Class A, 4.32% 2/15/2033 (o)
|
3,483,539
|
3,483,421
|
|
Reach Abs Trust Series 2026-1A Class B, 4.37% 2/15/2033 (o)
|
11,700,000
|
11,722,479
|
|
RKTL Series 2026-1A Class A, 4.07% 2/26/2035 (o)
|
1,030,000
|
1,031,172
|
|
RKTL Series 2026-1A Class B, 4.33% 2/26/2035 (o)
|
4,830,000
|
4,830,315
|
|
Santander Drive Auto Receivables Trust Series 2025-1 Class A3, 4.74% 1/16/2029
|
10,456,039
|
10,482,663
|
|
Santander Drive Auto Receivables Trust Series 2025-2 Class A3, 4.67% 8/15/2029
|
29,300,000
|
29,481,540
|
|
Santander Drive Auto Receivables Trust Series 2025-3 Class A3, 4.38% 1/15/2030
|
33,220,000
|
33,423,247
|
|
Santander Drive Auto Receivables Trust Series 2026-1 Class A3, 3.93% 7/15/2030
|
9,860,000
|
9,880,741
|
|
Santander Drive Auto Receivables Trust Series 2026-1 Class B, 4.07% 4/15/2032
|
4,500,000
|
4,514,710
|
|
SBA Tower Trust Series 2020, 2.328% 7/15/2052 (o)
|
3,269,000
|
3,158,703
|
|
SBA Tower Trust Series 2021, 1.631% 5/15/2051 (o)
|
5,173,000
|
5,084,728
|
|
SBNA Auto Lease Trust Series 2024-B Class A3, 5.56% 11/22/2027 (o)
|
10,641,559
|
10,689,018
|
|
SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (o)
|
10,373,216
|
10,392,960
|
|
Sclp 2025-2 Series 2025-2 Class A, 4.82% 6/25/2034 (o)
|
15,571,634
|
15,654,109
|
|
SCLP Series 2025-4 Class A, 4.24% 8/25/2035 (o)
|
3,278,280
|
3,284,607
|
|
SFAST Series 2025-1A Class A3, 4.75% 7/22/2030 (o)
|
11,933,000
|
12,051,614
|
|
SFS Auto Receivables Securitization Trust Series 2024-2A Class A3, 5.33% 11/20/2029 (o)
|
7,436,577
|
7,520,672
|
|
SFS Auto Receivables Securitization Trust Series 2024-3A Class A3, 4.55% 6/20/2030 (o)
|
39,000,000
|
39,262,232
|
|
Sfs Auto Receivables Securitization Trust Series 2025-3A Class A3, 4.12% 4/21/2031 (o)
|
2,640,000
|
2,661,100
|
|
SFS Auto Receivables Securitization Trust Series 2026-1A Class A2A, 3.91% 8/20/2029 (o)
|
14,200,000
|
14,209,929
|
|
SFS Auto Receivables Securitization Trust Series 2026-1A Class A3, 3.96% 7/21/2031 (o)
|
10,800,000
|
10,833,408
|
|
Sfuel Series 2025-BA Class A3, 4.27% 1/22/2029 (o)
|
30,643,000
|
30,851,529
|
|
SLAM Ltd Series 2025-1A Class A, 5.807% 5/15/2050 (o)
|
10,592,688
|
10,947,130
|
|
Sofi Consumer Loan Program Series 2025-3 Class A, 4.47% 8/15/2034 (o)
|
19,743,037
|
19,798,615
|
|
Sofi Consumer Loan Program Trust Series 2026-1 Class A, 4.06% 12/26/2035 (o)
|
62,400,000
|
62,436,492
|
|
Sofi Consumer Loan Program Trust Series 2026-1 Class B, 4.44% 12/26/2035 (o)
|
10,500,000
|
10,577,560
|
|
Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA Class A2, 4.63% 7/20/2027 (o)
|
19,056,646
|
19,110,986
|
|
Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-CA Class A3, 4.11% 4/20/2029 (o)
|
6,900,000
|
6,949,242
|
|
Store Master Funding Series 2021-1A Class A1, 2.12% 6/20/2051 (o)
|
10,743,333
|
10,177,255
|
|
Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (o)
|
17,366,175
|
17,987,196
|
|
Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (o)
|
40,153,725
|
40,605,724
|
|
Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (o)
|
21,039,675
|
21,553,382
|
|
Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (o)
|
18,249,000
|
18,248,633
|
|
Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (o)
|
18,249,000
|
18,206,069
|
|
Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (o)
|
9,124,500
|
9,113,320
|
|
T-Mobile US Trust Series 2025-1A Class A, 4.74% 11/20/2029 (o)
|
7,000,000
|
7,099,647
|
|
Taco Bell Fdg LLC Series 2025-1A Class A2I, 4.821% 8/25/2055 (o)
|
19,920,075
|
20,145,853
|
|
Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 4.6482% 9/25/2034 (b)(c)
|
42,492
|
45,717
|
|
Toyota Auto Receivables Owner Trust Series 2023-A Class A4, 4.42% 8/15/2028
|
4,000,000
|
4,023,575
|
|
Toyota Lease Owner Trust Series 2024-A Class A3, 5.25% 4/20/2027 (o)
|
309,768
|
310,300
|
|
Toyota Lease Owner Trust Series 2026-A Class A2A, 3.7% 2/22/2028 (o)
|
35,375,000
|
35,352,746
|
|
Upg HI Issuer Trust Series 2025-2 Class A, 5% 9/25/2047 (o)
|
18,665,475
|
18,805,006
|
|
UPX HIL Issuer Trust Series 2025-1 Class B, 6.07% 1/25/2047 (o)
|
5,393,000
|
5,493,080
|
|
USAA Auto Owner Trust Series 2024-A Class A3, 5.03% 3/15/2029 (o)
|
14,524,441
|
14,637,538
|
|
VCAT Asset Securitization LLC Series 2026-NPL1 Class A1, 5.101% 1/25/2056 (c)(o)
|
16,743,595
|
16,696,953
|
|
VCAT Asset Securitization LLC Series 2026-NPL2 Class A1, 4.987% 2/25/2056 (o)(p)
|
19,400,000
|
19,399,983
|
|
Verd Series 2025-1A Class A2, 4.85% 3/13/2028 (o)
|
3,276,795
|
3,290,873
|
|
Verizon Master Trust Series 2023-4 Class A1A, 5.16% 6/20/2029
|
10,390,000
|
10,429,452
|
|
Verizon Master Trust Series 2024-2 Class A, 4.83% 12/22/2031 (o)
|
7,800,000
|
8,016,689
|
|
Verizon Master Trust Series 2025-6 Class A, 4.62% 6/21/2033 (o)
|
10,000,000
|
10,301,937
|
|
Versus Securitization Trust Series 2026-R1 Class A1, 4.832% 10/25/2067 (c)(o)
|
1,890,118
|
1,899,866
|
|
Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A3, 5.48% 12/20/2028
|
6,089,289
|
6,161,249
|
|
Volkswagen Auto Loan Enhanced Trust Series 2023-1 Class A3, 5.02% 6/20/2028
|
2,799,130
|
2,816,756
|
|
Volvo Financial Equipment LLC Series 2024-1A Class A3, 4.29% 10/16/2028 (o)
|
1,236,000
|
1,242,301
|
|
Volvo Financial Equipment LLC Series 2025-1A Class A2, 4.41% 11/15/2027 (o)
|
1,207,530
|
1,209,711
|
|
Westf 2025-A Series 2025-A Class A, 5.582% 6/15/2050 (o)
|
18,047,423
|
18,479,292
|
|
Westlake Automobile Receivables Trust Series 2025-2A Class A3, 4.51% 5/15/2029 (o)
|
13,722,000
|
13,830,548
|
|
Westlake Automobile Receivables Trust Series 2025-3A Class A3, 4.22% 6/15/2029 (o)
|
1,900,000
|
1,907,859
|
|
Westlake Automobile Receivables Trust Series 2025-P1 Class A3, 4.58% 6/15/2029 (o)
|
6,000,000
|
6,053,018
|
|
Westlake Automobile Receivables Trust Series 2026-1A Class A3, 4.01% 7/16/2029 (o)
|
33,230,000
|
33,289,738
|
|
Wheels Fleet Lease Funding LLC Series 2023-2A Class A, 6.46% 8/18/2038 (o)
|
5,992,889
|
6,058,657
|
|
Wheels Fleet Lease Funding LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (o)
|
12,849,501
|
12,992,913
|
|
Wheels Fleet Lease Funding LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (o)
|
29,691,205
|
29,998,509
|
|
Wheels Fleet Lease Funding LLC Series 2024-3A Class A1, 4.8% 9/19/2039 (o)
|
18,425,565
|
18,632,025
|
|
Wheels Fleet Lease Funding LLC Series 2025-1A Class A1, 4.57% 1/18/2040 (o)
|
16,024,190
|
16,189,469
|
|
Wheels Fleet Lease Funding LLC Series 2025-2A Class A1, 4.41% 5/18/2040 (o)
|
2,474,000
|
2,498,625
|
|
Wheels Fleet Lease Funding LLC Series 2025-3A Class A1, 4.08% 9/18/2040 (o)
|
10,500,000
|
10,544,921
|
|
Willis Engine Structured Tr V Series 2020-A Class A, 3.228% 3/15/2045 (o)
|
2,198,099
|
2,143,198
|
|
Willis Engine Structured Tr VII Series 2023-A Class A, 8% 10/15/2048 (o)
|
5,288,006
|
5,420,964
|
|
Willis Engine Structured Trust VII Series 2025-B Class A, 5.159% 12/15/2050 (o)
|
21,602,625
|
21,839,748
|
|
World Financial Network Credit Card Master Trust Series 2024-A Class A, 5.47% 2/15/2031
|
28,242,000
|
28,754,084
|
|
World Financial Network Credit Card Master Trust Series 2024-B Class A, 4.62% 5/15/2031
|
5,978,000
|
6,041,382
|
|
World Omni Auto Receivables Trust 2023-B Series 2023-B Class A3, 4.66% 5/15/2028
|
4,991,203
|
5,003,398
|
|
World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028
|
3,819,012
|
3,839,797
|
|
World Omni Automobile Lease Securitization Trust Series 2024-A Class A3, 5.26% 10/15/2027
|
7,062,656
|
7,096,676
|
|
World Omni Select Auto Trust Series 2025-A Class A2A, 4.14% 5/15/2030
|
1,100,000
|
1,102,463
|
|
World Omni Select Auto Trust Series 2025-A Class A3, 4.08% 8/15/2031
|
9,295,000
|
9,343,978
|
|
TOTAL UNITED STATES
|
3,136,272,816
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $4,338,277,832)
|
4,375,138,021
|
||
Bank Loan Obligations - 0.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
SWITZERLAND - 0.0%
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Consolidated Energy Finance SA 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 0% 11/18/2030 (b)(c)(i)(l)
|
265,000
|
235,850
|
|
Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 11/15/2030 (b)(c)(i)
|
1,335,617
|
1,194,121
|
|
TOTAL SWITZERLAND
|
1,429,971
|
||
UNITED STATES - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Uniti Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.673% 10/6/2032 (b)(c)(i)
|
750,000
|
750,000
|
|
Consumer Discretionary - 0.0%
|
|||
Automobile Components - 0.0%
|
|||
Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.423% 1/28/2032 (b)(c)(i)
|
144,638
|
144,155
|
|
Broadline Retail - 0.0%
|
|||
Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.923% 1/23/2032 (b)(c)(i)
|
844,938
|
842,826
|
|
Distributors - 0.0%
|
|||
Solenis Holdings Ltd Tranche B6 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.6719% 6/20/2031 (b)(c)(i)
|
306,001
|
299,691
|
|
Diversified Consumer Services - 0.0%
|
|||
TKC Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1597% 8/19/2030 (b)(c)(i)
|
440,000
|
438,350
|
|
Hotels, Restaurants & Leisure - 0.0%
|
|||
Fertitta Entertainment LLC/NV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.923% 1/29/2029 (b)(c)(i)
|
1,225,451
|
1,217,437
|
|
MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9336% 6/1/2028 (b)(c)(i)
|
713,319
|
662,410
|
|
United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9285% 12/30/2026 (b)(c)(i)
|
632,255
|
607,596
|
|
2,487,443
|
|||
Specialty Retail - 0.0%
|
|||
LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.527% 6/6/2031 (b)(c)(i)
|
456,524
|
375,719
|
|
LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.677% 6/6/2031 (b)(c)(i)
|
213,905
|
184,583
|
|
Wand NewCo 3 Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.173% 1/30/2031 (b)(c)(i)
|
160,580
|
159,554
|
|
719,856
|
|||
TOTAL CONSUMER DISCRETIONARY
|
4,932,321
|
||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.6719% 9/20/2030 (b)(c)(i)
|
508,725
|
498,551
|
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 0% (b)(c)(i)(k)
|
1,129,575
|
536,119
|
|
Financials - 0.0%
|
|||
Capital Markets - 0.0%
|
|||
Hightower Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.4132% 2/3/2032 (b)(c)(i)
|
124,375
|
122,432
|
|
Financial Services - 0.0%
|
|||
Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.173% 7/31/2031 (b)(c)(i)
|
653,412
|
611,555
|
|
Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.673% 7/31/2031 (b)(c)(i)
|
274,325
|
261,843
|
|
WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 0% 2/20/2032 (b)(c)(i)(l)
|
125,000
|
124,687
|
|
WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1556% 2/20/2032 (b)(c)(i)
|
845,750
|
843,636
|
|
1,841,721
|
|||
Insurance - 0.0%
|
|||
Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.673% 11/6/2030 (b)(c)(i)
|
4,950
|
4,785
|
|
Asurion LLC Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 4%, 0% 8/19/2028 (b)(c)(i)(l)
|
1,025,013
|
1,023,733
|
|
1,028,518
|
|||
TOTAL FINANCIALS
|
2,992,671
|
||
Health Care - 0.0%
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
Bausch + Lomb Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.423% 1/15/2031 (b)(c)(i)
|
1,432,800
|
1,432,084
|
|
Health Care Providers & Services - 0.0%
|
|||
Cano Health LLC Tranche INITIAL EXCHANGE TERM LOANS 1LN, term loan CME Term SOFR 3 month Index + 10%, 13.6719% 6/28/2029 (b)(c)(i)(j)
|
151,939
|
118,512
|
|
Pharmaceuticals - 0.0%
|
|||
1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 9.923% 10/8/2030 (b)(c)(i)
|
860,912
|
837,478
|
|
TOTAL HEALTH CARE
|
2,388,074
|
||
Industrials - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
TransDigm Inc Tranche N 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1596% 2/13/2033 (b)(c)(i)
|
40,000
|
40,030
|
|
Commercial Services & Supplies - 0.0%
|
|||
CSC ServiceWorks East LLC Tranche EXCHANGE FLSO TL 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.671% 9/4/2030 (b)(c)(i)
|
1,155,562
|
892,672
|
|
CSC ServiceWorks East LLC Tranche INITIAL FL1O 1LN, term loan CME Term SOFR 1 month Index + 5.43%, 9.101% 9/4/2030 (b)(c)(i)(j)
|
198,253
|
202,134
|
|
1,094,806
|
|||
Ground Transportation - 0.0%
|
|||
Genesee & Wyoming Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.4219% 4/10/2031 (b)(c)(i)
|
790,000
|
788,665
|
|
Machinery - 0.0%
|
|||
Beach Acquisition Bidco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 6.9219% 9/13/2032 (b)(c)(i)
|
60,000
|
60,075
|
|
TOTAL INDUSTRIALS
|
1,983,576
|
||
Information Technology - 0.0%
|
|||
IT Services - 0.0%
|
|||
Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9338% 2/10/2028 (b)(c)(i)
|
492,102
|
424,748
|
|
X Corp 1LN, term loan 9.5% 10/26/2029 (i)
|
1,040,000
|
1,090,440
|
|
X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.4475% 10/26/2029 (b)(c)(i)
|
1,386,081
|
1,388,964
|
|
2,904,152
|
|||
Software - 0.0%
|
|||
Ascend Learning LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.673% 12/11/2028 (b)(c)(i)
|
733,712
|
697,027
|
|
Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6719% 8/31/2028 (b)(c)(i)
|
1,747,413
|
1,670,142
|
|
X.AI LLC 1LN, term loan 12.5% 6/28/2030 (i)
|
289,061
|
327,301
|
|
X.AI LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.1219% 6/28/2030 (b)(c)(i)
|
134,437
|
139,262
|
|
2,833,732
|
|||
TOTAL INFORMATION TECHNOLOGY
|
5,737,884
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Chemours Co/The Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.173% 10/15/2032 (b)(c)(i)
|
615,000
|
612,848
|
|
Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 7.6969% 7/3/2028 (b)(c)(i)
|
688,167
|
612,957
|
|
Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.677% 3/15/2029 (b)(c)(i)
|
588,083
|
576,216
|
|
M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.4168% 8/25/2031 (b)(c)(i)
|
859,880
|
847,696
|
|
Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1724% 9/30/2031 (b)(c)(i)
|
733,426
|
570,238
|
|
3,219,955
|
|||
Containers & Packaging - 0.0%
|
|||
Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 6.848% 4/13/2029 (b)(c)(i)
|
1,207,576
|
1,196,732
|
|
TOTAL MATERIALS
|
4,416,687
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
NRG Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.5203% 4/16/2031 (b)(c)(i)
|
59,696
|
59,799
|
|
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.173% 3/29/2030 (b)(c)(i)
|
210,816
|
211,606
|
|
TOTAL UTILITIES
|
271,405
|
||
TOTAL UNITED STATES
|
24,507,288
|
||
|
TOTAL BANK LOAN OBLIGATIONS
(Cost $26,820,835)
|
25,937,259
|
||
Bank Notes - 0.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Capital One NA ICE IBA - USD SOFR Spread-Adj ICE Swap Rate 5Y + 1.73%, 5.974% 8/9/2028 (b)(c)
|
2,954,000
|
3,080,926
|
|
Keybank National Association 6.95% 2/1/2028
|
619,000
|
649,446
|
|
Regions Banks 6.45% 6/26/2037
|
5,877,000
|
6,443,320
|
|
TOTAL UNITED STATES
|
10,173,692
|
||
|
TOTAL BANK NOTES
(Cost $9,980,898)
|
10,173,692
|
||
Collateralized Mortgage Obligations - 2.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 2.1%
|
|||
Ajax Mortgage Loan Trust Series 2021-C Class A, 6.115% 1/25/2061 (o)
|
1,697,510
|
1,699,119
|
|
Ajax Mortgage Loan Trust Series 2021-E Class A1, 1.74% 12/25/2060 (o)
|
10,824,673
|
9,774,490
|
|
Angel Oak Mortgage Trust 2026-2 Series 2026-2 Class A1, 4.694% 2/25/2071 (o)
|
9,400,000
|
9,400,000
|
|
Angel Oak Mortgage Trust Series 2021-8 Class A1, 1.82% 11/25/2066 (o)
|
1,434,485
|
1,302,574
|
|
Binom Securitization Trust Series 2022-RPL1 Class A1, 3% 2/25/2061 (c)(o)
|
10,937,278
|
10,414,368
|
|
Bravo Residential Fdg Tr 2025-Nqm5 Series 2025-NQM5 Class A1, 5.496% 2/25/2065 (c)(o)
|
15,959,245
|
16,132,995
|
|
Bravo Residential Funding Trust Series 2020-RPL2 Class A1, 2% 5/25/2059 (o)
|
571,459
|
541,461
|
|
Bravo Residential Funding Trust Series 2022-RPL1 Class A1, 2.75% 9/25/2061 (o)
|
13,441,996
|
12,561,335
|
|
Bravo Residential Funding Trust Series 2026-Nqm2 Series 2026-NQM2 Class A1FC, 4.537% 11/25/2065 (c)(o)
|
29,394,490
|
29,440,663
|
|
CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (c)(o)
|
6,692,037
|
6,630,756
|
|
CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (c)(o)
|
3,389,894
|
3,381,613
|
|
CFMT Series 2025-HB16 Class A, 3% 3/25/2035 (c)(o)
|
1,904,403
|
1,874,657
|
|
Cim Trust Series 2021-R3 Class A1A, 1.951% 6/25/2057 (o)
|
2,700,051
|
2,530,121
|
|
Cross 2026-Nqm2 Mtg Tr Series 2026-NQM2 Class A1FC, 4.735% 3/25/2061 (c)(o)
|
17,000,000
|
17,005,653
|
|
Cross Mortgage Trust Series 2025-H4 Class A1, 5.596% 6/25/2070 (c)(o)
|
12,901,729
|
13,067,309
|
|
CSMC Trust Series 2014-3R Class 2A1, CME Term SOFR 1 month Index + 0.8145%, 0% 5/27/2037 (b)(c)(j)(o)
|
556,406
|
55
|
|
CSMC Trust Series 2014-3R Class 4A1, CME Term SOFR 1 month Index + 0.3945%, 4.3031% 5/27/2037 (b)(c)(o)
|
380,878
|
370,625
|
|
CSMC Trust Series 2015-1R Class 6A1, CME Term SOFR 1 month Index + 0.3945%, 4.3031% 5/27/2037 (b)(c)(o)
|
7,040
|
7,014
|
|
CSMC Trust Series 2020-RPL4 Class A1, 2% 1/25/2060 (o)
|
186,028
|
170,651
|
|
Fannie Mae Guaranteed REMIC Series 1999-17 Class PG, 6% 4/25/2029
|
7,813
|
7,927
|
|
Fannie Mae Guaranteed REMIC Series 1999-25 Class Z, 6% 6/25/2029
|
7,262
|
7,326
|
|
Fannie Mae Guaranteed REMIC Series 1999-32 Class PL, 6% 7/25/2029
|
11,731
|
11,950
|
|
Fannie Mae Guaranteed REMIC Series 1999-33 Class PK, 6% 7/25/2029
|
8,797
|
8,956
|
|
Fannie Mae Guaranteed REMIC Series 2001-20 Class Z, 6% 5/25/2031
|
12,322
|
12,559
|
|
Fannie Mae Guaranteed REMIC Series 2001-31 Class ZC, 6.5% 7/25/2031
|
4,829
|
4,901
|
|
Fannie Mae Guaranteed REMIC Series 2001-52 Class YZ, 6.5% 10/25/2031
|
2,081
|
2,157
|
|
Fannie Mae Guaranteed REMIC Series 2002-16 Class ZD, 6.5% 4/25/2032
|
6,430
|
6,701
|
|
Fannie Mae Guaranteed REMIC Series 2002-18 Class FD, U.S. 30-Day Avg. SOFR Index + 0.9145%, 4.5817% 2/25/2032 (b)(c)
|
1,103
|
1,109
|
|
Fannie Mae Guaranteed REMIC Series 2002-39 Class FD, U.S. 30-Day Avg. SOFR Index + 1.1145%, 4.7727% 3/18/2032 (b)(c)
|
2,025
|
2,046
|
|
Fannie Mae Guaranteed REMIC Series 2002-60 Class FV, U.S. 30-Day Avg. SOFR Index + 1.1145%, 4.7817% 4/25/2032 (b)(c)
|
2,110
|
2,129
|
|
Fannie Mae Guaranteed REMIC Series 2002-63 Class FN, U.S. 30-Day Avg. SOFR Index + 1.1145%, 4.7817% 10/25/2032 (b)(c)
|
2,529
|
2,554
|
|
Fannie Mae Guaranteed REMIC Series 2002-7 Class FC, U.S. 30-Day Avg. SOFR Index + 0.8645%, 4.5317% 1/25/2032 (b)(c)
|
1,001
|
1,004
|
|
Fannie Mae Guaranteed REMIC Series 2002-74 Class SV, 7.4355% - U.S. 30-Day Avg. SOFR Index 3.7683% 11/25/2032 (c)(r)
|
1,564
|
32
|
|
Fannie Mae Guaranteed REMIC Series 2003-118 Class S, 7.9855% - U.S. 30-Day Avg. SOFR Index 4.3183% 12/25/2033 (c)(r)
|
49,623
|
6,143
|
|
Fannie Mae Guaranteed REMIC Series 2003-21 Class SK, 7.9855% - U.S. 30-Day Avg. SOFR Index 4.3183% 3/25/2033 (c)(r)
|
3,218
|
339
|
|
Fannie Mae Guaranteed REMIC Series 2005-102 Class CO, 0% 11/25/2035 (s)
|
5,739
|
5,060
|
|
Fannie Mae Guaranteed REMIC Series 2005-39 Class TE, 5% 5/25/2035
|
8,261
|
8,468
|
|
Fannie Mae Guaranteed REMIC Series 2005-47 Class SW, 6.6055% - U.S. 30-Day Avg. SOFR Index 2.9383% 6/25/2035 (c)(r)
|
59,507
|
4,091
|
|
Fannie Mae Guaranteed REMIC Series 2005-72 Class ZC, 5.5% 8/25/2035
|
171,744
|
178,878
|
|
Fannie Mae Guaranteed REMIC Series 2005-73 Class SA, U.S. 30-Day Avg. SOFR Index x 17.2524%, 7.7176% 8/25/2035 (b)(c)
|
1,166
|
1,245
|
|
Fannie Mae Guaranteed REMIC Series 2005-79 Class ZC, 5.9% 9/25/2035
|
119,722
|
121,662
|
|
Fannie Mae Guaranteed REMIC Series 2005-81 Class PC, 5.5% 9/25/2035
|
21,941
|
22,650
|
|
Fannie Mae Guaranteed REMIC Series 2006-104 Class GI, 6.5655% - U.S. 30-Day Avg. SOFR Index 2.8983% 11/25/2036 (c)(r)
|
33,558
|
2,912
|
|
Fannie Mae Guaranteed REMIC Series 2006-116 Class SG, 6.5255% - U.S. 30-Day Avg. SOFR Index 2.8583% 12/25/2036 (c)(r)
|
21,471
|
2,194
|
|
Fannie Mae Guaranteed REMIC Series 2006-12 Class BO, 0% 10/25/2035 (s)
|
24,642
|
22,459
|
|
Fannie Mae Guaranteed REMIC Series 2006-15 Class OP, 0% 3/25/2036 (s)
|
43,431
|
38,209
|
|
Fannie Mae Guaranteed REMIC Series 2006-37 Class OW, 0% 5/25/2036 (s)
|
4,951
|
4,200
|
|
Fannie Mae Guaranteed REMIC Series 2007-40 Class SE, 6.3255% - U.S. 30-Day Avg. SOFR Index 2.6583% 5/25/2037 (c)(r)
|
13,730
|
1,311
|
|
Fannie Mae Guaranteed REMIC Series 2007-57 Class SA, U.S. 30-Day Avg. SOFR Index x 39.9331%, 17.9299% 6/25/2037 (b)(c)
|
12,558
|
17,181
|
|
Fannie Mae Guaranteed REMIC Series 2007-66 Class SA, U.S. 30-Day Avg. SOFR Index x 38.9131%, 16.9099% 7/25/2037 (b)(c)
|
13,255
|
17,918
|
|
Fannie Mae Guaranteed REMIC Series 2007-66 Class SB, U.S. 30-Day Avg. SOFR Index x 38.9131%, 16.9099% 7/25/2037 (b)(c)
|
1,778
|
2,050
|
|
Fannie Mae Guaranteed REMIC Series 2010-135 Class ZA, 4.5% 12/25/2040
|
68,011
|
65,942
|
|
Fannie Mae Guaranteed REMIC Series 2010-150 Class ZC, 4.75% 1/25/2041
|
544,587
|
540,771
|
|
Fannie Mae Guaranteed REMIC Series 2011-39 Class ZA, 6% 11/25/2032
|
50,021
|
51,979
|
|
Fannie Mae Guaranteed REMIC Series 2011-4 Class PZ, 5% 2/25/2041
|
225,444
|
225,233
|
|
Fannie Mae Guaranteed REMIC Series 2012-100 Class WI, 3% 9/25/2027 (r)
|
54,667
|
798
|
|
Fannie Mae Guaranteed REMIC Series 2012-149 Class DA, 1.75% 1/25/2043
|
47,731
|
44,923
|
|
Fannie Mae Guaranteed REMIC Series 2012-149 Class GA, 1.75% 6/25/2042
|
65,959
|
62,635
|
|
Fannie Mae Guaranteed REMIC Series 2012-154 Class F, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.0817% 1/25/2043 (b)(c)
|
369,578
|
364,232
|
|
Fannie Mae Guaranteed REMIC Series 2012-67 Class AI, 4.5% 7/25/2027 (r)
|
27
|
0
|
|
Fannie Mae Guaranteed REMIC Series 2013-100 Class PJ, 3% 3/25/2043
|
5,967,183
|
5,789,059
|
|
Fannie Mae Guaranteed REMIC Series 2013-123 Class PZ, 2.7% 3/25/2043
|
6,954,802
|
6,420,516
|
|
Fannie Mae Guaranteed REMIC Series 2013-134 Class SA, 5.9355% - U.S. 30-Day Avg. SOFR Index 2.2683% 1/25/2044 (c)(r)
|
61,564
|
7,146
|
|
Fannie Mae Guaranteed REMIC Series 2013-16 Class GP, 3% 3/25/2033
|
118,359
|
117,110
|
|
Fannie Mae Guaranteed REMIC Series 2013-44 Class DJ, 1.85% 5/25/2033
|
4,131,471
|
3,933,282
|
|
Fannie Mae Guaranteed REMIC Series 2015-42 Class IL, 6% 6/25/2045 (r)
|
308,754
|
42,727
|
|
Fannie Mae Guaranteed REMIC Series 2015-70 Class JC, 3% 10/25/2045
|
369,685
|
358,116
|
|
Fannie Mae Guaranteed REMIC Series 2016-3 Class PL, 2.5% 2/25/2046
|
9,397,954
|
8,393,942
|
|
Fannie Mae Guaranteed REMIC Series 2017-30 Class AI, 5.5% 5/25/2047 (r)
|
168,970
|
22,018
|
|
Fannie Mae Guaranteed REMIC Series 2017-32 Class PA, 2.7% 5/25/2047
|
6,868,790
|
6,424,725
|
|
Fannie Mae Guaranteed REMIC Series 2017-36 Class FB, U.S. 30-Day Avg. SOFR Index + 0.4645%, 4.1317% 5/25/2047 (b)(c)
|
787,596
|
774,865
|
|
Fannie Mae Guaranteed REMIC Series 2017-37 Class AB, 2.55% 9/25/2046
|
1,308,800
|
1,222,025
|
|
Fannie Mae Guaranteed REMIC Series 2018-32 Class FB, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.0817% 5/25/2048 (b)(c)
|
425,278
|
417,197
|
|
Fannie Mae Guaranteed REMIC Series 2018-38 Class FG, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.0817% 6/25/2048 (b)(c)
|
1,019,303
|
997,344
|
|
Fannie Mae Guaranteed REMIC Series 2019-23 Class FC, U.S. 30-Day Avg. SOFR Index + 0.5645%, 4.2317% 5/25/2049 (b)(c)
|
6,568,768
|
6,502,503
|
|
Fannie Mae Guaranteed REMIC Series 2020-39 Class MG, 1.5% 6/25/2040
|
19,094,260
|
16,773,303
|
|
Fannie Mae Guaranteed REMIC Series 2020-45 Class JC, 1.5% 7/25/2040
|
19,633,827
|
17,247,144
|
|
Fannie Mae Guaranteed REMIC Series 2021-21 Class HG, 2% 11/25/2047
|
4,515,875
|
4,124,825
|
|
Fannie Mae Guaranteed REMIC Series 2021-45 Class DA, 3% 7/25/2051
|
7,626,200
|
6,966,001
|
|
Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048
|
5,492,577
|
4,805,310
|
|
Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048
|
5,837,036
|
5,106,668
|
|
Fannie Mae Guaranteed REMIC Series 2021-69 Class JK, 1.5% 10/25/2051
|
4,263,528
|
3,725,685
|
|
Fannie Mae Guaranteed REMIC Series 2021-77 Class CH, 1.5% 8/25/2050
|
1,718,005
|
1,465,395
|
|
Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048
|
4,824,677
|
4,409,570
|
|
Fannie Mae Guaranteed REMIC Series 2021-95 Class BA, 2.5% 6/25/2049
|
13,842,097
|
12,610,391
|
|
Fannie Mae Guaranteed REMIC Series 2021-95, 2.5% 9/25/2048
|
9,146,354
|
8,388,031
|
|
Fannie Mae Guaranteed REMIC Series 2021-96 Class AH, 2.5% 3/25/2049
|
19,015,810
|
17,381,786
|
|
Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050
|
7,589,679
|
6,904,499
|
|
Fannie Mae Guaranteed REMIC Series 2022-1 Class KA, 3% 5/25/2048
|
4,751,057
|
4,523,727
|
|
Fannie Mae Guaranteed REMIC Series 2022-11 Class B, 3% 6/25/2049
|
5,240,949
|
4,964,203
|
|
Fannie Mae Guaranteed REMIC Series 2022-12 Class EA, 2.25% 9/25/2046
|
5,556,295
|
5,222,458
|
|
Fannie Mae Guaranteed REMIC Series 2022-13 Class HA, 3% 8/25/2046
|
6,349,754
|
6,126,401
|
|
Fannie Mae Guaranteed REMIC Series 2022-13 Class JA, 3% 5/25/2048
|
3,502,368
|
3,337,931
|
|
Fannie Mae Guaranteed REMIC Series 2022-15 Class GC, 3% 1/25/2047
|
5,613,379
|
5,409,575
|
|
Fannie Mae Guaranteed REMIC Series 2022-17 Class BH, 3% 5/25/2047
|
6,098,694
|
5,891,747
|
|
Fannie Mae Guaranteed REMIC Series 2022-18 Class DL, 3.25% 7/25/2046
|
10,397,409
|
10,059,572
|
|
Fannie Mae Guaranteed REMIC Series 2022-2 Class TH, 2.5% 2/25/2052
|
2,333,238
|
2,195,239
|
|
Fannie Mae Guaranteed REMIC Series 2022-3 Class D, 2% 2/25/2048
|
13,416,605
|
12,329,861
|
|
Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047
|
56,630,684
|
51,845,550
|
|
Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049
|
5,509,580
|
5,023,908
|
|
Fannie Mae Guaranteed REMIC Series 2022-49 Class TC, 4% 12/25/2048
|
3,952,651
|
3,931,571
|
|
Fannie Mae Guaranteed REMIC Series 2022-5 Class DA, 2.25% 11/25/2047
|
15,677,329
|
14,447,739
|
|
Fannie Mae Guaranteed REMIC Series 2022-53 Class FG, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.4672% 8/25/2052 (b)(c)
|
16,638,285
|
16,585,480
|
|
Fannie Mae Guaranteed REMIC Series 2022-56 Class FH, U.S. 30-Day Avg. SOFR Index + 0.7%, 4.3672% 9/25/2052 (b)(c)
|
33,112,770
|
32,923,514
|
|
Fannie Mae Guaranteed REMIC Series 2022-56 Class FJ, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.4672% 9/25/2052 (b)(c)
|
35,707,172
|
35,593,848
|
|
Fannie Mae Guaranteed REMIC Series 2022-64 Class GF, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.4672% 10/25/2052 (b)(c)
|
11,604,912
|
11,564,076
|
|
Fannie Mae Guaranteed REMIC Series 2022-67 Class FA, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.4672% 10/25/2052 (b)(c)
|
41,688,159
|
41,555,745
|
|
Fannie Mae Guaranteed REMIC Series 2022-7 Class A, 3% 5/25/2048
|
6,715,713
|
6,395,888
|
|
Fannie Mae Guaranteed REMIC Series 2022-7 Class E, 2.5% 11/25/2047
|
13,118,363
|
12,226,206
|
|
Fannie Mae Guaranteed REMIC Series 2022-9 Class DJ, 3.25% 3/25/2049
|
5,885,326
|
5,608,206
|
|
Fannie Mae Guaranteed REMIC Series 2023-51 Class FB, U.S. 30-Day Avg. SOFR Index + 1.55%, 5.2172% 11/25/2053 (b)(c)
|
24,069,255
|
24,375,457
|
|
Fannie Mae Guaranteed REMIC Series 2023-53 Class FD, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.1672% 11/25/2053 (b)(c)
|
16,168,623
|
16,363,927
|
|
Fannie Mae Guaranteed REMIC Series 2023-53 Class FP, U.S. 30-Day Avg. SOFR Index + 1.55%, 5.2172% 11/25/2053 (b)(c)
|
38,531,563
|
39,021,388
|
|
Fannie Mae Guaranteed REMIC Series 2023-54 Class FD, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.1172% 11/25/2053 (b)(c)
|
4,923,681
|
4,983,723
|
|
Fannie Mae Guaranteed REMIC Series 2023-56 Class FC, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.1672% 11/25/2053 (b)(c)
|
20,669,712
|
20,917,771
|
|
Fannie Mae Guaranteed REMIC Series 2024-41 Class FB, U.S. 30-Day Avg. SOFR Index + 1.53%, 5.1972% 7/25/2054 (b)(c)
|
5,783,828
|
5,860,602
|
|
Fannie Mae Guaranteed REMIC Series 2024-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8672% 9/25/2053 (b)(c)
|
11,641,414
|
11,725,353
|
|
Fannie Mae Guaranteed REMIC Series 2024-70 Class FA, U.S. 30-Day Avg. SOFR Index + 1.05%, 4.7172% 10/25/2054 (b)(c)
|
18,873,999
|
18,965,034
|
|
Fannie Mae Guaranteed REMIC Series 2024-90 Class FD, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8672% 12/25/2054 (b)(c)
|
38,465,232
|
38,747,197
|
|
Fannie Mae Guaranteed REMIC Series 2024-93 Class FG, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7672% 12/25/2054 (b)(c)
|
9,639,947
|
9,695,124
|
|
Fannie Mae Mortgage pass-thru certificates Series 1997-41 Class J, 7.5% 6/18/2027
|
548
|
555
|
|
Fannie Mae Mortgage pass-thru certificates Series 2006-45 Class OP, 0% 6/25/2036 (s)
|
14,259
|
12,381
|
|
Fannie Mae Mortgage pass-thru certificates Series 2006-62 Class KP, 0% 4/25/2036 (s)
|
23,044
|
19,952
|
|
Fannie Mae Mortgage pass-thru certificates Series 2013-51 Class GI, 3% 10/25/2032 (r)
|
33,099
|
981
|
|
Fannie Mae Mortgage pass-thru certificates Series 2020-59 Class MC, 1.5% 8/25/2040
|
21,635,127
|
18,995,322
|
|
Fannie Mae Mortgage pass-thru certificates Series 2024-100 Class EF, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8672% 6/25/2054 (b)(c)
|
17,300,137
|
17,441,113
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-31 Class FN, U.S. 30-Day Avg. SOFR Index + 1.65%, 5.3172% 6/25/2054 (b)(c)
|
31,015,611
|
31,446,583
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-33 Class FC, U.S. 30-Day Avg. SOFR Index + 1.6%, 5.2672% 8/25/2054 (b)(c)
|
18,617,310
|
18,864,542
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-37 Class DF, U.S. 30-Day Avg. SOFR Index + 1.65%, 5.3172% 8/25/2054 (b)(c)
|
30,559,841
|
30,988,812
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8672% 9/25/2054 (b)(c)
|
8,270,046
|
8,328,872
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.0672% 2/25/2055 (b)(c)
|
10,862,548
|
10,977,841
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.0672% 9/25/2054 (b)(c)
|
12,568,512
|
12,697,901
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8672% 2/25/2055 (b)(c)
|
18,616,311
|
18,792,172
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8172% 2/25/2055 (b)(c)
|
8,404,500
|
8,474,318
|
|
Fannie Mae Series 2010-95 Class ZC, 5% 9/25/2040
|
1,118,907
|
1,106,293
|
|
Fannie Mae Series 2022-28 Class A, 2.5% 2/25/2052
|
11,634,225
|
11,236,030
|
|
Fannie Mae Series 2022-30 Class E, 4.5% 7/25/2048
|
12,932,376
|
13,019,768
|
|
Fannie Mae Series 2022-9 Class BA, 3% 5/25/2048
|
5,650,528
|
5,380,002
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-339 Class 5, 5.5% 7/25/2033 (r)
|
10,993
|
1,422
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-343 Class 16, 5.5% 5/25/2034 (r)
|
10,386
|
1,382
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-348 Class 14, 6.5% 8/25/2034 (c)(r)
|
8,718
|
1,454
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 12, 5.5% 4/25/2034 (c)(r)
|
5,328
|
749
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 13, 6% 3/25/2034 (r)
|
8,331
|
1,316
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2005-359 Class 19, 6% 7/25/2035 (c)(r)
|
4,917
|
824
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2007-384 Class 6, 5% 7/25/2037 (r)
|
48,889
|
7,417
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2043 Class CJ, 6.5% 4/15/2028
|
906
|
917
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2043 Class ZH, 6% 4/15/2028
|
1,821
|
1,850
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2056 Class Z, 6% 5/15/2028
|
6,983
|
7,098
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2014-4386 Class AZ, 4.5% 11/15/2040
|
578,294
|
578,809
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2018-4795 Class FA, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.0727% 5/15/2048 (b)(c)
|
702,130
|
685,809
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5148 Class D, 1.75% 10/25/2051
|
10,454,832
|
8,662,394
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class EA, 2.5% 8/25/2048
|
4,073,585
|
3,726,308
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047
|
4,328,374
|
3,934,680
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5164 Class M, 2.5% 7/25/2048
|
4,160,462
|
3,809,391
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5165 Class PC, 1.5% 11/25/2051
|
5,293,925
|
4,666,181
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2121 Class MG, 6% 2/15/2029
|
4,536
|
4,631
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2131 Class BG, 6% 3/15/2029
|
26,703
|
27,169
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2135 Class JE, 6% 3/15/2029
|
2,581
|
2,626
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2137 Class PG, 6% 3/15/2029
|
3,735
|
3,809
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2154 Class PT, 6% 5/15/2029
|
9,651
|
9,860
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2000-2218 Class ZB, 6% 3/15/2030
|
4,855
|
4,959
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2274 Class ZM, 6.5% 1/15/2031
|
3,118
|
3,167
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2303 Class ZV, 6% 4/15/2031
|
2,836
|
2,895
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2357 Class ZB, 6.5% 9/15/2031
|
32,682
|
33,979
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2380 Class SY, 8.0855% - U.S. 30-Day Avg. SOFR Index 4.4273% 11/15/2031 (c)(r)
|
1,156
|
55
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2412 Class FK, U.S. 30-Day Avg. SOFR Index + 0.9145%, 4.5727% 1/15/2032 (b)(c)
|
881
|
885
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2423 Class FA, U.S. 30-Day Avg. SOFR Index + 1.0145%, 4.6727% 3/15/2032 (b)(c)
|
1,193
|
1,200
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2424 Class FM, U.S. 30-Day Avg. SOFR Index + 1.1145%, 4.7727% 3/15/2032 (b)(c)
|
1,154
|
1,164
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FE, U.S. 30-Day Avg. SOFR Index + 1.0145%, 4.6727% 6/15/2031 (b)(c)
|
1,691
|
1,701
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FG, U.S. 30-Day Avg. SOFR Index + 1.0145%, 4.6727% 3/15/2032 (b)(c)
|
620
|
624
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2502 Class ZC, 6% 9/15/2032
|
10,324
|
10,720
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2519 Class ZD, 5.5% 11/15/2032
|
11,880
|
12,194
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2520 Class BE, 6% 11/15/2032
|
24,171
|
25,094
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2587 Class IM, 6.5% 3/15/2033 (r)
|
1,361
|
184
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2693 Class MD, 5.5% 10/15/2033
|
102,385
|
105,426
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2802 Class OB, 6% 5/15/2034
|
14,118
|
14,565
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2933 Class ZM, 5.75% 2/15/2035
|
262,402
|
267,992
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2947 Class XZ, 6% 3/15/2035
|
105,003
|
109,594
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class ZD, 5.5% 6/15/2035
|
160,648
|
163,236
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-3002 Class NE, 5% 7/15/2035
|
54,436
|
56,201
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3115 Class SM, 6.4855% - U.S. 30-Day Avg. SOFR Index 2.8273% 2/15/2036 (c)(r)
|
17,295
|
1,642
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3119 Class PO, 0% 2/15/2036 (s)
|
53,085
|
44,881
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3121 Class KO, 0% 3/15/2036 (s)
|
7,436
|
6,679
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3123 Class LO, 0% 3/15/2036 (s)
|
29,033
|
24,875
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3145 Class GO, 0% 4/15/2036 (s)
|
33,697
|
28,975
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3189 Class PD, 6% 7/15/2036
|
57,084
|
60,025
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3237 Class C, 5.5% 11/15/2036
|
212,767
|
219,007
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3244 Class SG, 6.5455% - U.S. 30-Day Avg. SOFR Index 2.8873% 11/15/2036 (c)(r)
|
71,646
|
6,789
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3258 Class PM, 5.5% 12/15/2036
|
14,215
|
14,710
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3336 Class LI, 6.4655% - U.S. 30-Day Avg. SOFR Index 2.8073% 6/15/2037 (c)(r)
|
53,753
|
5,486
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3366 Class FD, U.S. 30-Day Avg. SOFR Index + 0.3645%, 4.0227% 5/15/2037 (b)(c)
|
55,980
|
55,362
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2008-3415 Class PC, 5% 12/15/2037
|
25,953
|
26,507
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3832 Class PE, 5% 3/15/2041
|
267,828
|
275,125
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034
|
97,119
|
97,895
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4116 Class AP, 1.35% 8/15/2042
|
9,187,319
|
8,336,441
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4135 Class AB, 1.75% 6/15/2042
|
51,919
|
49,440
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4149 Class IO, 3% 1/15/2033 (r)
|
22,415
|
1,367
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2014-4314 Class AI, 5% 3/15/2034 (r)
|
5
|
0
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4427 Class LI, 3.5% 2/15/2034 (r)
|
92,526
|
2,247
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4471 Class PA, 4% 12/15/2040
|
96,600
|
96,451
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4683 Class LM, 3% 5/15/2047
|
436,468
|
426,247
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4709 Class FE, U.S. 30-Day Avg. SOFR Index + 0.4645%, 4.1227% 8/15/2047 (b)(c)
|
384,225
|
378,190
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-4954 Class KE, 1.5% 2/25/2050
|
2,366,126
|
1,968,490
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5000 Class BA, 2% 4/25/2045
|
11,504,183
|
10,831,366
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5001 Class A, 2% 1/25/2045
|
6,928,654
|
6,622,966
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5002 Class TJ, 2% 7/25/2050
|
5,904,402
|
5,063,904
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5041 Class LA, 1.5% 11/25/2040
|
2,941,710
|
2,529,595
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5046 Class PT, 1.5% 11/25/2040
|
2,225,454
|
1,949,369
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5059 Class GA, 1% 1/25/2051
|
1,472,899
|
1,171,496
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5066 Class A, 1.5% 11/25/2044
|
3,091,814
|
2,842,273
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5077 Class ME, 2% 8/15/2048
|
3,877,229
|
3,370,965
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5141 Class JM, 1.5% 4/25/2051
|
4,276,945
|
3,743,173
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class AD, 1.5% 10/25/2051
|
4,222,697
|
3,712,980
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class PC, 1.5% 10/25/2051
|
4,156,386
|
3,625,410
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class TP, 2.5% 6/25/2049
|
4,133,690
|
3,756,743
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050
|
27,426,927
|
24,668,247
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047
|
5,399,740
|
5,019,570
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5182 Class A, 2.5% 10/25/2048
|
36,888,754
|
33,798,720
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049
|
3,838,060
|
3,493,579
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class TP, 2.5% 5/25/2049
|
3,726,899
|
3,392,333
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047
|
3,586,910
|
3,331,114
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class CA, 2.5% 5/25/2049
|
3,129,869
|
2,848,134
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050
|
6,393,384
|
5,745,320
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5196 Class ME, 1.75% 2/25/2052
|
20,258,319
|
18,447,610
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class A, 2.5% 6/25/2049
|
3,129,885
|
2,848,141
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047
|
2,720,008
|
2,527,710
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047
|
13,097,902
|
12,214,091
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5201 Class EB, 3% 2/25/2048
|
6,909,530
|
6,600,169
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class AG, 3% 1/25/2049
|
2,926,631
|
2,780,473
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class LB, 2.5% 10/25/2047
|
2,915,203
|
2,712,032
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class UA, 3% 4/25/2050
|
5,073,420
|
4,752,141
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5207 Class PA, 3% 6/25/2051
|
9,307,245
|
8,587,582
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5209 Class EA, 3% 8/25/2050
|
8,472,938
|
8,008,090
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5209 Class EJ, 3% 8/25/2050
|
8,472,938
|
8,008,090
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class TA, 3.5% 11/25/2046
|
3,850,347
|
3,743,938
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5214 Class CB, 3.25% 4/25/2052
|
15,659,393
|
15,126,643
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class P, 5% 4/25/2048
|
4,934,040
|
5,004,982
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5237 Class FP, U.S. 30-Day Avg. SOFR Index + 0.55%, 4.2172% 7/25/2052 (b)(c)
|
3,142,492
|
3,115,795
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5250 Class FA, U.S. 30-Day Avg. SOFR Index + 0.67%, 4.3372% 8/25/2052 (b)(c)
|
8,616,514
|
8,552,795
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5254 Class FG, U.S. 30-Day Avg. SOFR Index + 0.75%, 4.4172% 9/25/2052 (b)(c)
|
14,544,935
|
14,480,290
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5255 Class FA, U.S. 30-Day Avg. SOFR Index + 0.7%, 4.3672% 9/25/2052 (b)(c)
|
9,302,351
|
9,190,041
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5256 Class FA, U.S. 30-Day Avg. SOFR Index + 0.65%, 4.3172% 9/25/2052 (b)(c)
|
5,553,224
|
5,517,458
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5266 Class CD, 4.5% 10/25/2044
|
8,724,475
|
8,765,772
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5330 Class FA, U.S. 30-Day Avg. SOFR Index + 1.05%, 4.7172% 8/25/2053 (b)(c)
|
8,048,180
|
8,103,072
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5354 Class FC, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.1172% 10/25/2053 (b)(c)
|
12,458,477
|
12,640,519
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5357 Class FD, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.1172% 11/25/2053 (b)(c)
|
39,635,919
|
40,081,748
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5425 Class FK, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8672% 6/25/2054 (b)(c)
|
5,671,419
|
5,723,734
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5459 Class FD, U.S. 30-Day Avg. SOFR Index + 1%, 4.6672% 10/25/2054 (b)(c)
|
7,274,344
|
7,304,033
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5476 Class FB, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7672% 11/25/2054 (b)(c)
|
14,186,261
|
14,267,719
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class NF, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8172% 2/25/2055 (b)(c)
|
23,424,499
|
23,592,572
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8672% 2/25/2055 (b)(c)
|
6,918,029
|
6,954,723
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 4.9172% 10/25/2054 (b)(c)
|
12,658,832
|
12,761,103
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5509 Class FB, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8172% 2/25/2055 (b)(c)
|
12,118,035
|
12,219,743
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5517 Class HF, U.S. 30-Day Avg. SOFR Index + 1.35%, 5.0172% 3/25/2055 (b)(c)
|
9,885,723
|
9,964,139
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5529 Class CF, U.S. 30-Day Avg. SOFR Index + 1.05%, 4.7172% 4/25/2055 (b)(c)
|
7,255,423
|
7,296,473
|
|
Freddie Mac Non Gold Pool Series 1998-2095 Class PE, 6% 11/15/2028
|
10,507
|
10,708
|
|
Freddie Mac Non Gold Pool Series 1998-2101 Class PD, 6% 11/15/2028
|
749
|
763
|
|
Freddie Mac Non Gold Pool Series 1998-2104 Class PG, 6% 12/15/2028
|
838
|
855
|
|
Freddie Mac Non Gold Pool Series 1999-2114 Class ZM, 6% 1/15/2029
|
372
|
380
|
|
Freddie Mac Non Gold Pool Series 1999-2162 Class PH, 6% 6/15/2029
|
1,467
|
1,491
|
|
Freddie Mac Non Gold Pool Series 2006-3225 Class EO, 0% 10/15/2036 (s)
|
16,427
|
13,931
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 Class M55D, 4% 8/25/2057
|
249,289
|
240,119
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 Class MA, 3.5% 8/25/2057
|
4,000,183
|
3,911,261
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 Class MA, 3.5% 3/25/2058
|
1,597,967
|
1,558,557
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 Class MA, 3.5% 7/25/2058
|
2,773,737
|
2,701,632
|
|
Gcat 2021-Nqm7 Tr Series 2021-NQM7 Class A1, 1.915% 8/25/2066 (o)
|
676,252
|
638,321
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H10 Class FA, CME Term SOFR 1 month Index + 0.4445%, 4.1159% 5/20/2060 (b)(c)(q)
|
38,523
|
38,450
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H19 Class FG, CME Term SOFR 1 month Index + 0.4145%, 4.0969% 8/20/2060 (b)(c)(q)
|
15,239
|
15,190
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H27 Class FA, CME Term SOFR 1 month Index + 0.38%, 4.1769% 12/20/2060 (b)(c)(q)
|
54,380
|
53,987
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H05 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.2969% 12/20/2060 (b)(c)(q)
|
37,865
|
37,873
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H07 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.2969% 2/20/2061 (b)(c)(q)
|
42,306
|
42,315
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H12 Class FA, CME Term SOFR 1 month Index + 0.6045%, 4.2869% 2/20/2061 (b)(c)(q)
|
52,345
|
52,349
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H13 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.2969% 4/20/2061 (b)(c)(q)
|
34,031
|
34,041
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FB, CME Term SOFR 1 month Index + 0.6145%, 4.2969% 5/20/2061 (b)(c)(q)
|
44,947
|
44,959
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FC, CME Term SOFR 1 month Index + 0.6145%, 4.2969% 5/20/2061 (b)(c)(q)
|
37,893
|
37,900
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H17 Class FA, CME Term SOFR 1 month Index + 0.6445%, 4.3269% 6/20/2061 (b)(c)(q)
|
37,743
|
37,767
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H20 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.3469% 9/20/2061 (b)(c)(q)
|
112,226
|
112,325
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H21 Class FA, CME Term SOFR 1 month Index + 0.7145%, 4.3969% 10/20/2061 (b)(c)(q)
|
44,547
|
44,631
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H01 Class FA, CME Term SOFR 1 month Index + 0.8145%, 4.4969% 11/20/2061 (b)(c)(q)
|
43,409
|
43,520
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H03 Class FA, CME Term SOFR 1 month Index + 0.8145%, 4.4969% 1/20/2062 (b)(c)(q)
|
27,974
|
28,054
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H06 Class FA, CME Term SOFR 1 month Index + 0.7445%, 4.4269% 1/20/2062 (b)(c)(q)
|
58,716
|
58,844
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H07 Class FA, CME Term SOFR 1 month Index + 0.7445%, 4.4269% 3/20/2062 (b)(c)(q)
|
34,368
|
34,418
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H21 Class DF, CME Term SOFR 1 month Index + 0.7645%, 4.4469% 5/20/2061 (b)(c)(q)
|
264
|
265
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H03 Class FA, CME Term SOFR 1 month Index + 0.7145%, 4.3969% 1/20/2064 (b)(c)(q)
|
24,642
|
24,689
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H05 Class FB, CME Term SOFR 1 month Index + 0.7145%, 4.3969% 12/20/2063 (b)(c)(q)
|
56,387
|
56,478
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H11 Class BA, CME Term SOFR 1 month Index + 0.6145%, 4.2969% 6/20/2064 (b)(c)(q)
|
30,351
|
30,359
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class FL, CME Term SOFR 1 month Index + 0.3945%, 4.0769% 5/20/2063 (b)(c)(q)
|
1,266
|
1,261
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class HA, 2.5% 8/20/2064 (q)
|
2,218
|
2,107
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H19 Class FA, CME Term SOFR 1 month Index + 0.3145%, 3.9969% 4/20/2063 (b)(c)(q)
|
2,430
|
2,413
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2016-H13 Class FB, 1 year U.S. Treasury Index + 0.5%, 3.98% 5/20/2066 (b)(c)(q)
|
100,241
|
100,346
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2016-H20 Class FM, CME Term SOFR 1 month Index + 0.5145%, 4.1969% 12/20/2062 (b)(c)(q)
|
8,521
|
8,507
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-134 Class BA, 2.5% 11/20/2046
|
81,144
|
76,046
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-H06 Class FA, 1 year U.S. Treasury Index + 0.35%, 3.83% 8/20/2066 (b)(c)(q)
|
143,438
|
143,280
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-24 Class ZM, 5% 4/20/2034
|
83,242
|
84,957
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-32 Class GS, 6.3855% - CME Term SOFR 1 month Index 2.7259% 5/16/2034 (c)(r)
|
19,518
|
1,138
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-73 Class AL, 7.0855% - CME Term SOFR 1 month Index 3.4259% 8/17/2034 (c)(r)
|
15,623
|
1,554
|
|
Ginnie Mae REMIC pass-thru certificates Series 2007-37 Class TS, 6.5755% - CME Term SOFR 1 month Index 2.9159% 6/16/2037 (c)(r)
|
31,232
|
2,813
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-116 Class QB, 4% 9/16/2040
|
53,359
|
53,130
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-160 Class DY, 4% 12/20/2040
|
762,047
|
758,566
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-170 Class B, 4% 12/20/2040
|
168,381
|
167,609
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-H03 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.3359% 3/20/2060 (b)(c)(q)
|
93,394
|
93,484
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-136 Class WI, 4.5% 5/20/2040 (r)
|
4,930
|
133
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-52 Class HI, 7% 4/16/2041 (r)
|
13,616
|
1,401
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-94 Class SA, 5.9855% - CME Term SOFR 1 month Index 2.3183% 7/20/2041 (c)(r)
|
65,414
|
6,949
|
|
Ginnie Mae REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/2040
|
186,931
|
185,300
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-2 Class BA, 3% 1/20/2044
|
1,357,994
|
1,284,959
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-21 Class HA, 3% 2/20/2044
|
525,332
|
497,539
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-25 Class HC, 3% 2/20/2044
|
884,833
|
830,175
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-5 Class A, 3% 1/20/2044
|
714,668
|
676,136
|
|
Ginnie Mae REMIC pass-thru certificates Series 2016-69 Class WA, 3% 2/20/2046
|
221,334
|
210,896
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class BA, 3% 9/20/2047
|
2,307,687
|
2,144,951
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-153 Class GA, 3% 9/20/2047
|
748,563
|
697,429
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-182 Class KA, 3% 10/20/2047
|
605,404
|
565,767
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-186 Class HK, 3% 11/16/2045
|
757,259
|
716,984
|
|
Ginnie Mae REMIC pass-thru certificates Series 2018-13 Class Q, 3% 4/20/2047
|
679,371
|
650,841
|
|
Ginnie Mae REMIC pass-thru certificates Series 2019-23 Class NF, CME Term SOFR 1 month Index + 0.5645%, 4.2317% 2/20/2049 (b)(c)
|
1,560,522
|
1,552,980
|
|
Ginnie Mae REMIC Trust Series 2015-H17 Class GZ, 4.1423% 5/20/2065 (c)(q)
|
20,304
|
20,089
|
|
GS Mortgage-Backed Securities Trust Series 2024-RPL2 Class A1, 3.75% 7/25/2061 (o)
|
6,808,187
|
6,694,304
|
|
GS Mortgage-Backed Securities Trust Series 2024-RPL4 Class A1, 3.9% 9/25/2061 (o)(p)
|
2,711,473
|
2,684,705
|
|
JPMorgan Mortgage Trust Series 2025-NQM2 Class A1, 5.567% 9/25/2065 (c)(o)
|
9,861,104
|
9,984,619
|
|
Legacy Mortgage Asset Trust Series 2021-GS5 Class A1, 6.25% 7/25/2067 (c)(o)
|
1,733,614
|
1,741,422
|
|
MFA Trust Series 2022-RPL1 Class A1, 3.3% 8/25/2061 (o)
|
36,814,190
|
35,308,813
|
|
MFRA Trust Series 2024-RPL1 Class A1, 4.25% 2/25/2066 (c)(o)
|
666,479
|
645,096
|
|
Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3 Series 2025-NQM3 Class A1, 5.53% 5/25/2070 (c)(o)
|
12,114,487
|
12,259,315
|
|
Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm4 Series 2025-NQM4 Class A1, 5.588% 6/25/2070 (o)
|
5,804,672
|
5,881,307
|
|
New Residential Mortgage Loan Trust Series 2019-1A Class A1B, 3.5% 10/25/2059 (o)
|
2,631,278
|
2,516,044
|
|
New Residential Mortgage Loan Trust Series 2019-5A Class A1B, 3.5% 8/25/2059 (o)
|
255,098
|
246,199
|
|
New Residential Mortgage Loan Trust Series 2024-RPL1 Class A, 3.8% 1/25/2064 (c)(o)
|
7,734,233
|
7,449,531
|
|
New Residential Mortgage Loan Trust Series 2025-NQM7 Class A1FC, 4.949% 10/26/2065 (c)(o)
|
26,050,792
|
26,145,346
|
|
New Residential Mtg Ln Tr 2020-Rpl1 Series 2020-RPL1 Class A1, 2.75% 11/25/2059 (c)(o)
|
2,259,892
|
2,194,833
|
|
NYMT Loan Trust Series 2021-CP1 Class A1, 2.0424% 7/25/2061 (o)
|
10,292,812
|
9,789,686
|
|
NYMT Loan Trust Series 2024-CP1 Class A1, 3.75% 2/25/2068 (o)
|
7,476,623
|
7,182,292
|
|
NYMT Loan Trust Series 2025-CP1 Class A1, 3.75% 11/25/2069 (o)
|
11,482,322
|
11,244,478
|
|
OBX Series 2025-NQM14 Class A1, 5.162% 7/25/2065 (o)(p)
|
5,795,251
|
5,836,676
|
|
OBX Trust Series 2025-NQM1 Class A1FC, 4.731% 11/25/2065 (c)(o)
|
9,771,602
|
9,781,064
|
|
OBX Trust Series 2025-NQM10 Class A1, 5.453% 5/25/2065 (o)(p)
|
17,497,699
|
17,687,301
|
|
Obx Trust Series 2025-NQM19 Class A1, 4.869% 10/25/2065 (c)(o)
|
11,849,506
|
11,886,851
|
|
OBX Trust Series 2025-NQM8 Class A1, 5.472% 3/25/2065 (c)(o)
|
3,967,018
|
4,011,005
|
|
Oceanview Mortgage Loan Trust Series 2020-1 Class A1A, 1.7329% 5/28/2050 (o)
|
24,302
|
23,176
|
|
Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (o)
|
209,398
|
209,118
|
|
Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (o)
|
886,137
|
874,725
|
|
Ocwen Loan Investment Trust Series 2025-HB1 Class A, 3% 6/25/2038 (c)(o)
|
5,186,066
|
5,106,455
|
|
Ocwen Loan Investment Trust Series 2025-HB2 Class A, 3% 11/25/2038 (c)(o)
|
5,493,675
|
5,325,019
|
|
Onity Loan Investment Trust 2024-Hb2 Series 2024-HB2 Class A, 5% 8/25/2037 (o)
|
3,350,214
|
3,350,212
|
|
Preston Ridge Partners Mortgage Series 2025-RCF1 Class A1, 4.845% 1/25/2056 (c)(o)
|
27,067,304
|
27,303,870
|
|
Pret 2025-Rpl3 Series 2025-RPL3 Class A1, 4.15% 4/25/2065 (o)(p)
|
13,771,544
|
13,581,414
|
|
PRET Trust Series 2024-RPL1 Class A1, 3.9% 10/25/2063 (o)
|
1,371,937
|
1,334,078
|
|
Prpm 2023-Rcf1 LLC Series 2023-RCF1 Class A1, 4% 6/25/2053 (o)
|
4,313,422
|
4,288,321
|
|
Prpm 2025-Rcf3 LLC Series 2025-RCF3 Class A1, 5.25% 7/25/2055 (c)(o)
|
7,672,568
|
7,711,313
|
|
PRPM LLC Series 2024-RCF4 Class A1, 4% 7/25/2054 (o)
|
3,365,385
|
3,340,255
|
|
PRPM LLC Series 2024-RCF6 Class A1, 4% 10/25/2064 (c)(o)
|
6,888,821
|
6,825,937
|
|
PRPM LLC Series 2024-RPL1 Class A1, 4.2% 12/25/2064 (c)(o)
|
5,399,089
|
5,355,108
|
|
PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (c)(o)
|
17,969,788
|
17,603,970
|
|
PRPM LLC Series 2024-RPL4 Class A1, 4% 12/25/2054 (o)(p)
|
1,046,421
|
1,031,317
|
|
Prpm LLC Series 2025-RCF5 Class A1, 4.839% 10/25/2055 (o)
|
3,402,978
|
3,408,492
|
|
RMF Buyout Issuance Trust Series 2020-HB1 Class A1, 1.7188% 10/25/2050 (o)
|
1,632,715
|
1,550,168
|
|
Santander Mtg Asset Receivables Tr 2025-Nqm3 Series 2025-NQM3 Class A1, 5.599% 5/25/2065 (o)
|
14,691,713
|
14,882,253
|
|
Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 4.9277% 7/20/2034 (b)(c)
|
1,329
|
1,248
|
|
Thornburg Mortgage Securities Trust Series 2003-4 Class A1, CME Term SOFR 1 month Index + 0.7545%, 4.4282% 9/25/2043 (b)(c)
|
31,614
|
30,738
|
|
TOWD Point Mortgage Trust Series 2018-1 Class A2, 3.25% 1/25/2058 (o)
|
6,426,920
|
6,319,975
|
|
Towd Point Mortgage Trust Series 2020-1 Class A1, 2.71% 1/25/2060 (o)
|
491,382
|
478,133
|
|
Towd Point Mortgage Trust Series 2021-1 Class A1, 2.25% 11/25/2061 (c)(o)
|
19,680,284
|
18,688,563
|
|
Towd Point Mortgage Trust Series 2022-1 Class A1, 3.75% 7/25/2062 (o)
|
35,378,309
|
34,481,646
|
|
Versus Securitization Trust Series 2026-1 Class A1FC, 4.743% 1/25/2071 (o)(p)
|
13,472,196
|
13,491,605
|
|
Versus Securitization Trust Series 2026-R1 Class A1FC, 4.675% 10/25/2067 (c)(o)
|
9,874,831
|
9,905,335
|
|
Verus Securitization Trust 2026-2 Series 2026-2 Class A1, 4.59% 2/25/2071 (c)(o)
|
7,252,000
|
7,242,724
|
|
Verus Securitization Trust 2026-2 Series 2026-2 Class A1FC, 4.507% 2/25/2071 (o)(p)
|
6,300,000
|
6,302,280
|
|
Verus Securitization Trust Series 2025-4 Class A1, 5.448% 5/25/2070 (o)
|
2,088,514
|
2,110,261
|
|
Verus Securitization Trust Series 2025-5 Class A1, 5.427% 6/25/2070 (c)(o)
|
16,815,441
|
16,987,753
|
|
Verus Securitization Trust Series 2025-6 Class A1, 5.417% 7/25/2070 (o)(p)
|
12,081,620
|
12,212,902
|
|
Wells Fargo Mortgage Backed Securities Trust Series 2003-I Class A1, 6.3385% 9/25/2033 (c)
|
3,307
|
3,293
|
|
TOTAL UNITED STATES
|
1,932,191,091
|
||
|
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $1,897,100,374)
|
1,932,191,091
|
||
Commercial Mortgage Securities - 4.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 4.3%
|
|||
3650r Commercial Mortgage Trust Series 2021-PF1 Class A1, 1.122% 11/15/2054
|
2,064,127
|
2,041,066
|
|
ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 5.4026% 6/15/2040 (b)(c)(o)
|
69,558,000
|
69,906,972
|
|
Ares Commercial Mortgage Trust Series 2026-GCP Class A, CME Term SOFR 1 month Index + 1.25%, 4.95% 2/15/2043 (b)(c)(o)
|
4,846,000
|
4,847,511
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (o)
|
4,657,581
|
4,506,337
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class BNM, 3.465% 11/5/2032 (o)
|
858,000
|
818,821
|
|
BANK Series 2017-BNK5 Class A4, 3.131% 6/15/2060
|
2,612,067
|
2,586,115
|
|
BANK Series 2017-BNK5 Class A5, 3.39% 6/15/2060
|
10,059,000
|
9,964,075
|
|
BANK Series 2017-BNK6 Class ASB, 3.289% 7/15/2060
|
513,507
|
511,734
|
|
BANK Series 2017-BNK8 Class A3, 3.229% 11/15/2050
|
3,740,736
|
3,685,759
|
|
BANK Series 2018-BN10 Class A4, 3.428% 2/15/2061
|
7,238,339
|
7,165,285
|
|
BANK Series 2018-BN12 Class ASB, 4.165% 5/15/2061
|
657,996
|
657,849
|
|
BANK Series 2018-BN13 Class A4, 3.953% 8/15/2061
|
5,905,385
|
5,880,170
|
|
BANK Series 2018-BN13 Class A5, 4.217% 8/15/2061
|
11,000,000
|
11,035,676
|
|
BANK Series 2018-BN14 Class ASB, 4.185% 9/15/2060
|
2,890,872
|
2,892,813
|
|
BANK Series 2018-BN15 Class ASB, 4.285% 11/15/2061
|
648,289
|
650,114
|
|
BANK Series 2019-BN16 Class AS, 4.267% 2/15/2052
|
1,400,000
|
1,381,891
|
|
BANK Series 2019-BN21 Class A5, 2.851% 10/17/2052
|
1,112,000
|
1,065,126
|
|
BANK Series 2019-BN21 Class ASB, 2.808% 10/17/2052
|
4,712,296
|
4,636,252
|
|
BANK Series 2019-BN23 Class ASB, 2.846% 12/15/2052
|
2,526,115
|
2,474,992
|
|
BANK Series 2020-BN25 Class ASB, 2.613% 1/15/2063
|
2,023,981
|
1,975,613
|
|
BANK Series 2020-BN25 Class XB, 0.4361% 1/15/2063 (c)(r)
|
30,600,000
|
510,383
|
|
BANK Series 2020-BN26 Class A3, 2.155% 3/15/2063
|
6,000,000
|
5,620,765
|
|
BANK Series 2020-BN26 Class ASB, 2.313% 3/15/2063
|
18,262,875
|
17,761,442
|
|
BANK Series 2021-BN33 Class XA, 1.0239% 5/15/2064 (c)(r)
|
100,565,222
|
3,613,429
|
|
BANK Series 2022-BNK39 Class ASB, 2.82% 2/15/2055
|
4,000,000
|
3,843,728
|
|
BANK Series 2022-BNK44 Class A5, 5.7432% 11/15/2055 (c)
|
5,700,000
|
6,151,969
|
|
BANK Series 2023-BNK46 Class A4, 5.745% 8/15/2056
|
10,050,000
|
10,819,802
|
|
BANK Series 2024-BNK47 Class A5, 5.716% 6/15/2057
|
3,400,000
|
3,663,571
|
|
BANK Series 2024-BNK48 Class A5, 5.053% 10/15/2057
|
20,574,000
|
21,311,240
|
|
BANK Series 2025-BNK49 Class AS, 6.025% 3/15/2058
|
7,000,000
|
7,519,565
|
|
Bank Series 2025-BNK50 Class A4, 5.354% 5/15/2068
|
10,200,000
|
10,711,804
|
|
BANK5 Series 2023-5YR1 Class A2, 5.779% 4/15/2056
|
7,633,718
|
7,789,626
|
|
BANK5 Series 2023-5YR2 Class A3, 6.656% 7/15/2056
|
8,522,000
|
8,960,030
|
|
BANK5 Series 2024-5YR12 Class A3, 5.902% 12/15/2057
|
3,370,000
|
3,571,807
|
|
BANK5 Series 2024-5YR7 Class AS, 6.489% 6/15/2057 (c)
|
5,000,000
|
5,298,156
|
|
BANK5 Series 2024-5YR9 Class AS, 6.1822% 8/15/2057 (c)
|
5,000,000
|
5,268,814
|
|
BANK5 Series 2025-5YR14 Class A3, 5.646% 4/15/2058
|
8,000,000
|
8,437,614
|
|
BANK5 Series 2025-5YR18 Class A1, 4.284% 12/15/2058
|
2,922,397
|
2,934,485
|
|
BANK5 Series 2025-5YR19 Class A3, 5.27% 12/15/2058
|
11,739,000
|
12,288,482
|
|
BANK5 Series 2025-5YR19 Class XB, 0.5998% 12/15/2058 (c)(r)
|
46,717,000
|
1,336,349
|
|
BANK5 Series 2026-5YR20 Class A3, 5.104% 2/15/2059
|
36,000,000
|
37,366,895
|
|
Barings Issuer LLC Series 2026-SBP Class A, 4.82% 2/25/2059 (o)
|
26,835,000
|
26,871,785
|
|
Bayview Commercial Asset Trust Series 2005-3A Class A2, CME Term SOFR 1 month Index + 0.7145%, 4.4462% 11/25/2035 (b)(c)(o)
|
17,161
|
17,031
|
|
Bayview Commercial Asset Trust Series 2005-3A Class M1, CME Term SOFR 1 month Index + 0.7745%, 4.5062% 11/25/2035 (b)(c)(o)
|
4,657
|
4,663
|
|
Bayview Commercial Asset Trust Series 2005-4A Class A2, CME Term SOFR 1 month Index + 0.6995%, 4.4312% 1/25/2036 (b)(c)(o)
|
41,510
|
39,934
|
|
Bayview Commercial Asset Trust Series 2005-4A Class M1, CME Term SOFR 1 month Index + 0.7895%, 4.5212% 1/25/2036 (b)(c)(o)
|
13,401
|
12,905
|
|
Bayview Commercial Asset Trust Series 2005-4A Class M2, CME Term SOFR 1 month Index + 0.8195%, 4.5512% 1/25/2036 (b)(c)(o)
|
5,053
|
4,815
|
|
Bayview Commercial Asset Trust Series 2005-4A Class M3, CME Term SOFR 1 month Index + 0.8645%, 4.5962% 1/25/2036 (b)(c)(o)
|
7,354
|
6,959
|
|
Bayview Commercial Asset Trust Series 2006-1A Class A2, CME Term SOFR 1 month Index + 0.6545%, 4.3282% 4/25/2036 (b)(c)(o)
|
6,775
|
6,476
|
|
Bayview Commercial Asset Trust Series 2006-1A Class M1, CME Term SOFR 1 month Index + 0.6845%, 4.3582% 4/25/2036 (b)(c)(o)
|
4,096
|
3,870
|
|
Bayview Commercial Asset Trust Series 2006-1A Class M2, CME Term SOFR 1 month Index + 0.7145%, 4.3882% 4/25/2036 (b)(c)(o)
|
4,333
|
4,081
|
|
Bayview Commercial Asset Trust Series 2006-1A Class M6, CME Term SOFR 1 month Index + 1.0745%, 4.7482% 4/25/2036 (b)(c)(o)
|
4,096
|
3,855
|
|
Bayview Commercial Asset Trust Series 2006-2A Class M1, CME Term SOFR 1 month Index + 0.5795%, 4.2532% 7/25/2036 (b)(c)(o)
|
6,118
|
5,966
|
|
Bayview Commercial Asset Trust Series 2006-2A Class M2, CME Term SOFR 1 month Index + 0.6095%, 4.2832% 7/25/2036 (b)(c)(o)
|
4,347
|
4,269
|
|
Bayview Commercial Asset Trust Series 2006-2A Class M4, CME Term SOFR 1 month Index + 0.7445%, 4.4182% 7/25/2036 (b)(c)(o)
|
4,105
|
3,973
|
|
Bayview Commercial Asset Trust Series 2006-4A Class A2, CME Term SOFR 1 month Index + 0.5195%, 4.1932% 12/25/2036 (b)(c)(o)
|
86,615
|
83,352
|
|
Bayview Commercial Asset Trust Series 2006-4A Class M1, CME Term SOFR 1 month Index + 0.5495%, 4.2232% 12/25/2036 (b)(c)(o)
|
6,961
|
6,742
|
|
Bayview Commercial Asset Trust Series 2006-4A Class M3, CME Term SOFR 1 month Index + 0.6245%, 4.2982% 12/25/2036 (b)(c)(o)
|
4,719
|
4,426
|
|
Bayview Commercial Asset Trust Series 2007-1 Class A2, CME Term SOFR 1 month Index + 0.5195%, 4.1932% 3/25/2037 (b)(c)(o)
|
21,386
|
20,613
|
|
Bayview Commercial Asset Trust Series 2007-2A Class A1, CME Term SOFR 1 month Index + 0.3845%, 4.1932% 7/25/2037 (b)(c)(o)
|
73,778
|
69,660
|
|
Bayview Commercial Asset Trust Series 2007-2A Class A2, CME Term SOFR 1 month Index + 0.4345%, 4.2682% 7/25/2037 (b)(c)(o)
|
69,055
|
63,881
|
|
Bayview Commercial Asset Trust Series 2007-2A Class M1, CME Term SOFR 1 month Index + 0.4845%, 4.3432% 7/25/2037 (b)(c)(o)
|
23,523
|
21,388
|
|
Bayview Commercial Asset Trust Series 2007-2A Class M2, CME Term SOFR 1 month Index + 0.5245%, 4.4032% 7/25/2037 (b)(c)(o)
|
15,326
|
15,443
|
|
Bayview Commercial Asset Trust Series 2007-2A Class M3, CME Term SOFR 1 month Index + 0.6045%, 4.5232% 7/25/2037 (b)(c)(j)(o)
|
23,262
|
22,001
|
|
Bayview Commercial Asset Trust Series 2007-3 Class A2, CME Term SOFR 1 month Index + 0.5495%, 4.2232% 7/25/2037 (b)(c)(o)
|
24,342
|
23,306
|
|
Bayview Commercial Asset Trust Series 2007-3 Class M1, CME Term SOFR 1 month Index + 0.5795%, 4.2532% 7/25/2037 (b)(c)(o)
|
12,912
|
11,963
|
|
Bayview Commercial Asset Trust Series 2007-3 Class M2, CME Term SOFR 1 month Index + 0.6245%, 4.2982% 7/25/2037 (b)(c)(o)
|
13,777
|
12,641
|
|
Bayview Commercial Asset Trust Series 2007-3 Class M3, CME Term SOFR 1 month Index + 0.6695%, 4.3432% 7/25/2037 (b)(c)(o)
|
22,241
|
20,817
|
|
Bayview Commercial Asset Trust Series 2007-3 Class M4, CME Term SOFR 1 month Index + 0.8645%, 4.5382% 7/25/2037 (b)(c)(o)
|
34,968
|
32,676
|
|
Bayview Commercial Asset Trust Series 2007-3 Class M5, CME Term SOFR 1 month Index + 1.0145%, 4.6882% 7/25/2037 (b)(c)(j)(o)
|
27,117
|
26,906
|
|
BBCMS Mortgage Trust Series 2019-C3 Class ASB, 3.458% 5/15/2052
|
3,776,991
|
3,746,748
|
|
BBCMS Mortgage Trust Series 2019-C5 Class ASB, 2.99% 11/15/2052
|
1,301,544
|
1,284,132
|
|
BBCMS Mortgage Trust Series 2020-C7 Class A5, 2.037% 4/15/2053
|
3,222,000
|
2,949,613
|
|
BBCMS Mortgage Trust Series 2020-C8 Class ASB, 1.867% 10/15/2053
|
1,320,007
|
1,266,742
|
|
BBCMS Mortgage Trust Series 2021-C11 Class ASB, 2.108% 9/15/2054
|
2,000,000
|
1,908,160
|
|
BBCMS Mortgage Trust Series 2023-C21 Class A3, 6.2961% 9/15/2056 (c)
|
13,794,000
|
14,841,938
|
|
BBCMS Mortgage Trust Series 2024-C26 Class A5, 5.829% 5/15/2057
|
20,004,000
|
21,708,885
|
|
BBCMS Mortgage Trust Series 2024-C28 Class A5, 5.403% 9/15/2057
|
8,450,000
|
8,941,878
|
|
BBCMS Mortgage Trust Series 2024-C30 Class A5, 5.532% 11/15/2057
|
8,047,000
|
8,606,180
|
|
BBCMS Mortgage Trust Series 2024-C30 Class AS, 5.831% 11/15/2057
|
633,000
|
678,946
|
|
BBCMS Mortgage Trust Series 2025-C35 Class A5, 5.586% 7/15/2058 (c)
|
15,070,000
|
16,193,761
|
|
BBCMS Mortgage Trust Series 2026-5C40 Class AS, 5.5286% 2/15/2059
|
5,000,000
|
5,229,310
|
|
BBCMS Mortgage Trust Series 2026-5C40 Class XB, 0.7483% 2/15/2059 (c)(o)(r)
|
35,100,000
|
1,266,766
|
|
BCP Trust Series 2021-330N Class A, CME Term SOFR 1 month Index + 0.9135%, 4.5735% 6/15/2038 (b)(c)(o)
|
4,207,067
|
3,794,944
|
|
Benchmark Mortgage Trust Series 2018-B1 Class ASB, 3.602% 1/15/2051
|
1,223,357
|
1,216,483
|
|
Benchmark Mortgage Trust Series 2018-B2 Class ASB, 3.7802% 2/15/2051
|
1,124,469
|
1,120,421
|
|
Benchmark Mortgage Trust Series 2018-B4 Class A5, 4.121% 7/15/2051
|
1,260,000
|
1,259,465
|
|
Benchmark Mortgage Trust Series 2018-B6 Class A3, 3.995% 10/10/2051
|
4,700,000
|
4,671,409
|
|
Benchmark Mortgage Trust Series 2018-B7 Class A2, 4.377% 5/15/2053
|
791,836
|
790,719
|
|
Benchmark Mortgage Trust Series 2018-B8 Class A5, 4.2317% 1/15/2052
|
15,369,000
|
15,312,868
|
|
Benchmark Mortgage Trust Series 2019-B10 Class A4, 3.717% 3/15/2062
|
2,683,000
|
2,647,460
|
|
Benchmark Mortgage Trust Series 2019-B10 Class ASB, 3.615% 3/15/2062
|
5,635,054
|
5,606,882
|
|
Benchmark Mortgage Trust Series 2019-B12 Class XA, 1.0157% 8/15/2052 (c)(r)
|
73,564,492
|
1,757,397
|
|
Benchmark Mortgage Trust Series 2019-B13 Class A4, 2.952% 8/15/2057
|
12,263,000
|
11,758,423
|
|
Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.7596% 12/15/2062 (c)(r)
|
111,717,903
|
2,123,601
|
|
Benchmark Mortgage Trust Series 2020-B17 Class A4, 2.0422% 3/15/2053
|
6,600,000
|
6,102,937
|
|
Benchmark Mortgage Trust Series 2020-B17 Class A5, 2.289% 3/15/2053
|
14,415,000
|
13,220,214
|
|
Benchmark Mortgage Trust Series 2020-B17 Class XA, 1.3751% 3/15/2053 (c)(r)
|
23,441,008
|
941,829
|
|
Benchmark Mortgage Trust Series 2020-B18 Class A5, 1.925% 7/15/2053
|
775,000
|
697,802
|
|
Benchmark Mortgage Trust Series 2020-B18 Class XA, 1.7367% 7/15/2053 (c)(r)
|
15,528,278
|
806,550
|
|
Benchmark Mortgage Trust Series 2020-B19 Class A5, 1.85% 9/15/2053
|
7,500,000
|
6,779,144
|
|
Benchmark Mortgage Trust Series 2020-B19 Class B, 2.351% 9/15/2053
|
1,100,000
|
876,340
|
|
Benchmark Mortgage Trust Series 2020-B19 Class XA, 1.6588% 9/15/2053 (c)(r)
|
9,464,261
|
417,463
|
|
Benchmark Mortgage Trust Series 2020-B21 Class AAB, 1.7975% 12/17/2053
|
9,886,676
|
9,496,914
|
|
Benchmark Mortgage Trust Series 2020-IG1 Class A1, 2.7018% 9/15/2043
|
965,194
|
919,323
|
|
Benchmark Mortgage Trust Series 2021-B23 Class AAB, 1.766% 2/15/2054
|
4,915,821
|
4,684,884
|
|
Benchmark Mortgage Trust Series 2021-B24 Class ASB, 2.2559% 3/15/2054
|
6,662,000
|
6,399,475
|
|
Benchmark Mortgage Trust Series 2021-B27 Class XA, 1.232% 7/15/2054 (c)(r)
|
34,370,245
|
1,561,320
|
|
Benchmark Mortgage Trust Series 2022-B33 Class A5, 3.4582% 3/15/2055
|
5,700,000
|
5,401,753
|
|
Benchmark Mortgage Trust Series 2023-V2 Class AS, 6.5374% 5/15/2055
|
500,000
|
521,162
|
|
Benchmark Mortgage Trust Series 2023-V3 Class AS, 7.0967% 7/15/2056
|
7,450,000
|
7,879,847
|
|
Benchmark Mortgage Trust Series 2024-V11 Class A3, 5.909% 11/15/2057
|
7,000,000
|
7,408,753
|
|
Benchmark Mortgage Trust Series 2024-V9 Class A3, 5.6019% 8/15/2057
|
15,300,000
|
15,989,475
|
|
Benchmark Mortgage Trust Series 2025-B41 Class A5, 5.4072% 7/15/2068
|
7,648,000
|
8,121,178
|
|
Benchmark Mortgage Trust Series 2026-B42 Class AS, 5.3274% 3/15/2059
|
16,000,000
|
16,571,829
|
|
Benchmark Mortgage Trust Series 2026-V20 Class A3, 5.184% 2/15/2059
|
29,300,000
|
30,564,746
|
|
BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 4.7745% 9/15/2026 (b)(c)(o)
|
21,008,136
|
20,878,400
|
|
BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.0018% 3/15/2041 (b)(c)(o)
|
28,712,534
|
28,712,534
|
|
BMO Mortgage Trust Series 2023-C6 Class XA, 0.7915% 9/15/2056 (c)(r)
|
221,315,490
|
10,869,578
|
|
BMO Mortgage Trust Series 2024-5C3 Class AS, 6.2858% 2/15/2057 (c)
|
11,050,000
|
11,588,681
|
|
BMO Mortgage Trust Series 2024-5C5 Class A3, 5.8574% 2/15/2057
|
5,100,000
|
5,358,387
|
|
BMO Mortgage Trust Series 2024-C9 Class A5, 5.7592% 7/15/2057
|
23,060,000
|
24,916,521
|
|
BMO Mortgage Trust Series 2025-5C10 Class A3, 5.5784% 5/15/2058
|
23,850,000
|
25,058,761
|
|
BMO Mortgage Trust Series 2025-5C12 Class XB, 0.7492% 10/15/2058 (c)(r)
|
20,300,000
|
683,355
|
|
BMO Mortgage Trust Series 2025-5C13 Class A2, 4.7355% 12/15/2058
|
12,600,000
|
12,863,996
|
|
BMO Mortgage Trust Series 2025-5C13 Class A3, 5.227% 12/15/2058
|
20,400,000
|
21,247,206
|
|
BMO Mortgage Trust Series 2025-5C9 Class A3, 5.7785% 4/15/2058 (c)
|
31,400,000
|
33,137,148
|
|
BMO Mortgage Trust Series 2026-C14 Class A1, 4.3597% 2/15/2059
|
10,000,000
|
10,068,262
|
|
BMO Series 2024-C8 Class A5, 5.598% 3/15/2057
|
13,179,000
|
14,102,261
|
|
BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.0316% 6/15/2041 (b)(c)(o)
|
29,711,000
|
29,720,285
|
|
BMP Series 2024-MF23 Class B, CME Term SOFR 1 month Index + 1.6416%, 5.3012% 6/15/2041 (b)(c)(o)
|
7,175,000
|
7,179,484
|
|
BMP Series 2024-MF23 Class C, CME Term SOFR 1 month Index + 1.8413%, 5.5009% 6/15/2041 (b)(c)(o)
|
3,540,000
|
3,543,319
|
|
BPR Commercial Mortgage Trust Series 2024-PARK Class A, 5.3919% 11/5/2039 (c)(o)
|
13,519,000
|
13,907,813
|
|
BPR Commercial Mortgage Trust Series 2024-PARK Class C, 6.3894% 11/5/2039 (c)(o)
|
1,858,000
|
1,932,015
|
|
BX Commercial Mortgage Trust 2021-SOAR Series 2022-IND Class A, CME Term SOFR 1 month Index + 1.491%, 5.1507% 4/15/2037 (b)(c)(o)
|
9,702,335
|
9,702,335
|
|
BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class A, CME Term SOFR 1 month Index + 1.3917%, 5.0513% 3/15/2041 (b)(c)(o)
|
60,942,131
|
60,961,175
|
|
BX Commercial Mortgage Trust 2025-SPOT Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.103% 4/15/2040 (b)(c)(o)
|
32,119,610
|
32,159,759
|
|
BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.301% 5/15/2041 (c)(o)
|
31,063,524
|
31,082,938
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 4.7063% 4/15/2034 (b)(c)(o)
|
4,547,307
|
4,524,571
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class B, CME Term SOFR 1 month Index + 1.3463%, 5.0063% 4/15/2034 (b)(c)(o)
|
4,437,000
|
4,398,176
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class C, CME Term SOFR 1 month Index + 1.6463%, 5.3063% 4/15/2034 (b)(c)(o)
|
2,933,000
|
2,903,670
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class D, CME Term SOFR 1 month Index + 1.9463%, 5.6063% 4/15/2034 (b)(c)(o)
|
3,079,000
|
3,044,361
|
|
BX Commercial Mortgage Trust Series 2020-VIV2 Class C, 3.5424% 3/9/2044 (c)(o)
|
5,286,000
|
5,020,628
|
|
BX Commercial Mortgage Trust Series 2020-VIV4 Class A, 2.843% 3/9/2044 (o)
|
11,697,000
|
11,001,779
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 4.4636% 10/15/2036 (b)(c)(o)
|
33,219,512
|
33,157,225
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class B, CME Term SOFR 1 month Index + 1.0133%, 4.6733% 10/15/2036 (b)(c)(o)
|
9,701,000
|
9,676,779
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class C, CME Term SOFR 1 month Index + 1.2131%, 4.8731% 10/15/2036 (b)(c)(o)
|
10,186,000
|
10,154,209
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class D, CME Term SOFR 1 month Index + 1.4128%, 5.0728% 10/15/2036 (b)(c)(o)
|
3,579,000
|
3,567,830
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class E, CME Term SOFR 1 month Index + 2.062%, 5.722% 10/15/2036 (b)(c)(o)
|
11,390,000
|
11,361,560
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 4.6726% 2/15/2039 (b)(c)(o)
|
1,511,338
|
1,510,865
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class B, CME Term SOFR 1 month Index + 1.3123%, 4.972% 2/15/2039 (b)(c)(o)
|
7,546,700
|
7,544,341
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class C, CME Term SOFR 1 month Index + 1.5617%, 5.2214% 2/15/2039 (b)(c)(o)
|
5,089,000
|
5,087,410
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class D, CME Term SOFR 1 month Index + 1.9608%, 5.6205% 2/15/2039 (b)(c)(o)
|
5,089,000
|
5,087,410
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 5.4211% 12/9/2040 (b)(c)(o)
|
10,134,774
|
10,134,774
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class B, CME Term SOFR 1 month Index + 2.1908%, 5.8505% 12/9/2040 (b)(c)(o)
|
3,506,300
|
3,506,300
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class C, CME Term SOFR 1 month Index + 2.6402%, 6.2998% 12/9/2040 (b)(c)(o)
|
1,899,800
|
1,899,800
|
|
BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 4.9525% 12/15/2039 (b)(c)(o)
|
18,572,002
|
18,577,806
|
|
BX Commercial Mortgage Trust Series 2026-XL6 Class A, CME Term SOFR 1 month Index + 1.2%, 4.87% 3/15/2043 (b)(c)(o)
|
56,753,000
|
56,788,698
|
|
BX Commercial Mortgage Trust Series 2026-XL6 Class B, CME Term SOFR 1 month Index + 1.45%, 5.12% 3/15/2043 (b)(c)(o)
|
5,348,000
|
5,354,713
|
|
BX Commercial Mortgage Trust Series 2026-XL6 Class C, CME Term SOFR 1 month Index + 1.6%, 5.27% 3/15/2043 (b)(c)(o)
|
4,709,000
|
4,711,953
|
|
BX Trust 2019-OC11 Series 2019-OC11 Class A, 3.202% 12/9/2041 (o)
|
13,636,000
|
13,106,980
|
|
BX Trust 2019-OC11 Series 2019-OC11 Class C, 3.856% 12/9/2041 (o)
|
800,000
|
776,040
|
|
BX Trust 2021 Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 4.8245% 2/15/2036 (b)(c)(o)
|
12,055,000
|
12,047,568
|
|
BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.1015% 4/15/2041 (b)(c)(o)
|
39,851,493
|
39,863,947
|
|
BX Trust 2024-CNY Series 2024-CNYN Class B, CME Term SOFR 1 month Index + 1.6915%, 5.3512% 4/15/2041 (b)(c)(o)
|
5,825,610
|
5,829,251
|
|
BX Trust 2024-CNY Series 2024-CNYN Class C, CME Term SOFR 1 month Index + 1.9412%, 5.6008% 4/15/2041 (b)(c)(o)
|
4,865,251
|
4,868,291
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 4.8035% 3/15/2030 (b)(c)(o)
|
88,459,262
|
88,348,688
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class B, CME Term SOFR 1 month Index + 1.3935%, 5.0531% 3/15/2030 (b)(c)(o)
|
6,424,135
|
6,408,075
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class C, CME Term SOFR 1 month Index + 1.69%, 5.2029% 3/15/2030 (b)(c)(o)
|
8,687,515
|
8,665,841
|
|
BX Trust Series 2021-ACNT Class A, CME Term SOFR 1 month Index + 0.9645%, 4.6245% 11/15/2038 (b)(c)(o)
|
1,157,980
|
1,157,618
|
|
BX Trust Series 2021-ACNT Class B, CME Term SOFR 1 month Index + 1.3645%, 5.0245% 11/15/2038 (b)(c)(o)
|
2,136,572
|
2,135,904
|
|
BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 4.4104% 10/15/2026 (b)(c)(o)
|
3,913,524
|
3,912,301
|
|
BX Trust Series 2021-XL2 Class A, CME Term SOFR 1 month Index + 0.6885%, 4.463% 10/15/2038 (b)(c)(o)
|
5,510,848
|
5,509,126
|
|
BX Trust Series 2022-IND Class B, CME Term SOFR 1 month Index + 1.94%, 5.5997% 4/15/2037 (b)(c)(o)
|
8,004,500
|
8,007,002
|
|
BX Trust Series 2022-IND Class C, CME Term SOFR 1 month Index + 2.29%, 5.9497% 4/15/2037 (b)(c)(o)
|
2,241,400
|
2,244,195
|
|
BX Trust Series 2022-IND Class D, CME Term SOFR 1 month Index + 2.839%, 6.4987% 4/15/2037 (b)(c)(o)
|
1,512,000
|
1,514,835
|
|
BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.1017% 2/15/2039 (b)(c)(o)
|
49,813,720
|
49,813,720
|
|
BX Trust Series 2024-XL4 Class B, CME Term SOFR 1 month Index + 1.7915%, 5.4512% 2/15/2039 (b)(c)(o)
|
3,454,869
|
3,454,869
|
|
BX Trust Series 2024-XL5 Class B, CME Term SOFR 1 month Index + 1.6912%, 5.3509% 3/15/2041 (b)(c)(o)
|
10,124,800
|
10,124,800
|
|
BX Trust Series 2024-XL5 Class C, CME Term SOFR 1 month Index + 1.9409%, 5.6005% 3/15/2041 (b)(c)(o)
|
12,509,000
|
12,509,000
|
|
BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 4.8097% 2/15/2035 (b)(c)(o)
|
35,345,000
|
35,297,228
|
|
BX Trust Series 2025-TAIL Class A, CME Term SOFR 1 month Index + 1.4%, 5.0597% 6/15/2035 (b)(c)(o)
|
8,702,000
|
8,702,000
|
|
CCUBS Commercial Mortgage Trust Series 2017-C1 Class ASB, 3.462% 11/15/2050
|
430,125
|
427,586
|
|
CD Mortgage Trust Series 2017-CD5 Class A3, 3.171% 8/15/2050
|
17,699,115
|
17,446,400
|
|
CD Mortgage Trust Series 2017-CD5 Class AAB, 3.22% 8/15/2050
|
183,979
|
182,850
|
|
CD Mortgage Trust Series 2017-CD6 Class ASB, 3.332% 11/13/2050
|
5,279,076
|
5,242,712
|
|
Cent Trust Series 2025-CITY Class A, 4.92% 7/10/2040 (c)(o)
|
23,210,000
|
23,793,502
|
|
Cent Trust Series 2025-CITY Class X, 0.2082% 7/10/2040 (o)
|
258,988,000
|
1,693,160
|
|
CF Hippolyta Issuer LLC Series 2020-1 Class A1, 1.69% 7/15/2060 (o)
|
27,830,061
|
23,584,343
|
|
CF Hippolyta Issuer LLC Series 2020-1 Class A2, 1.99% 7/15/2060 (o)
|
9,859,123
|
8,043,121
|
|
CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (o)
|
15,107,770
|
12,354,888
|
|
CFCRE Commercial Mortgage Trust Series 2016-C4 Class A4, 3.283% 5/10/2058
|
576,865
|
575,429
|
|
CFCRE Commercial Mortgage Trust Series 2016-C7 Class A2, 3.5853% 12/10/2054
|
8,445,777
|
8,390,414
|
|
CFCRE Commercial Mortgage Trust Series 2017-C8 Class A3, 3.3048% 6/15/2050
|
18,660,421
|
18,485,513
|
|
CGMS Commercial Mortgage Trust Series 2017-B1 Class A3, 3.197% 8/15/2050
|
761,274
|
753,100
|
|
CGMS Commercial Mortgage Trust Series 2017-B1 Class A4, 3.458% 8/15/2050
|
2,800,000
|
2,776,316
|
|
Citigroup Commercial Mortgage Trust Series 2016-P6 Class XA, 0.5388% 12/10/2049 (c)(r)
|
1,118,227
|
2,276
|
|
Citigroup Commercial Mortgage Trust Series 2017-C4 Class A4, 3.471% 10/12/2050
|
5,056,000
|
5,013,511
|
|
Citigroup Commercial Mortgage Trust Series 2017-P7 Class AAB, 3.509% 4/14/2050
|
1,233,547
|
1,230,306
|
|
Citigroup Commercial Mortgage Trust Series 2019-C7 Class A4, 3.102% 12/15/2072
|
9,335,374
|
8,985,821
|
|
Citigroup Commercial Mortgage Trust Series 2019-GC41 Class XA, 1.0051% 8/10/2056 (c)(r)
|
18,561,698
|
525,506
|
|
Citigroup Commercial Mortgage Trust Series 2020-GC46 Class AAB, 2.614% 2/15/2053
|
887,332
|
865,743
|
|
Citigroup Commercial Mortgage Trust Series 2023-PRM3 Class A, 6.3597% 7/10/2028 (c)(o)
|
15,287,000
|
15,924,219
|
|
COMM Mortgage Trust Series 2017-CD4 Class A4, 3.514% 5/10/2050
|
7,919,000
|
7,847,035
|
|
COMM Mortgage Trust Series 2017-COR2 Class ASB, 3.317% 9/10/2050
|
300,361
|
298,825
|
|
Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052
|
3,836,000
|
3,860,305
|
|
Computershare Corporate Trust Series 2018-C48 Class ASB, 4.245% 1/15/2052
|
3,593,697
|
3,599,137
|
|
CSAIL Commercial Mortgage Trust Series 2016-C6 Class A5, 3.0898% 1/15/2049
|
883,925
|
881,400
|
|
CSAIL Commercial Mortgage Trust Series 2019-C18 Class AS, 3.3214% 12/15/2052
|
7,124,559
|
6,831,668
|
|
CSAIL Commercial Mortgage Trust Series 2020-C19 Class ASB, 2.5501% 3/15/2053
|
5,521,890
|
5,351,297
|
|
CSAIL Commercial Mortgage Trust Series 2021-C20 Class A2, 2.4862% 3/15/2054
|
3,126,752
|
2,937,543
|
|
CSTL Commercial Mortgage Trust Series 2026-GATE3 Class A, 4.6945% 2/10/2043 (c)(o)
|
8,100,000
|
8,198,586
|
|
DBJPM Mortgage Trust Series 2017-C6 Class ASB, 3.121% 6/10/2050
|
1,083,508
|
1,076,606
|
|
DTP Commercial Mortgage Trust Series 2023-STE2 Class A, 6.038% 1/15/2041 (c)(o)
|
9,373,000
|
9,667,458
|
|
ELP Series 2025-ELP Class A, 4.7573% 11/13/2042 (o)
|
9,257,000
|
9,329,958
|
|
EQT Trust Series 2024-EXTR Class A, 5.3308% 7/5/2041 (c)(o)
|
7,260,000
|
7,443,337
|
|
Extended Stay America Trust Series 2025-ESH Class A, CME Term SOFR 1 month Index + 1.3%, 4.9597% 10/15/2042 (b)(c)(o)
|
32,203,000
|
32,243,254
|
|
Extended Stay America Trust Series 2025-ESH Class B, CME Term SOFR 1 month Index + 1.6%, 5.2597% 10/15/2042 (b)(c)(o)
|
8,175,000
|
8,190,314
|
|
Extended Stay America Trust Series 2025-ESH Class C, CME Term SOFR 1 month Index + 1.85%, 5.5097% 10/15/2042 (b)(c)(o)
|
2,440,000
|
2,446,116
|
|
Extended Stay America Trust Series 2026-ESH2 Class A, CME Term SOFR 1 month Index + 1.2%, 4.87% 2/15/2043 (b)(c)(o)
|
66,445,000
|
66,465,764
|
|
Extended Stay America Trust Series 2026-ESH2 Class B, CME Term SOFR 1 month Index + 1.4%, 5.0597% 2/15/2043 (b)(c)(o)
|
7,273,000
|
7,286,637
|
|
Extended Stay America Trust Series 2026-ESH2 Class C, CME Term SOFR 1 month Index + 1.6%, 5.2597% 2/15/2043 (b)(c)(o)
|
1,749,000
|
1,753,372
|
|
Fannie Mae Guaranteed REMIC Series 2018-M10 Class A2, 3.3527% 7/25/2028 (c)
|
919,360
|
913,746
|
|
Fannie Mae Guaranteed REMIC Series 2021-M2S Class A2, 1.8072% 10/25/2031 (c)
|
2,023,230
|
1,826,069
|
|
Fannie Mae Guaranteed REMIC Series 2023-M1S Class A2, 4.497% 4/25/2033 (c)
|
4,130,000
|
4,248,311
|
|
Fannie Mae Guaranteed REMIC Series 2023-M8 Class A2, 4.4759% 3/25/2033 (c)
|
5,204,812
|
5,345,813
|
|
Fannie Mae Guaranteed REMIC Series 2025-M4 Class A2, 4.389% 8/25/2035
|
23,000,000
|
23,293,085
|
|
Fannie Mae Mortgage pass-thru certificates Series 2018-M13 Class A2, 3.7513% 9/25/2030 (c)
|
3,302,663
|
3,304,464
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-M2 Class A2, 4.62% 4/25/2030
|
77,705,000
|
79,932,655
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K063 Class A2, 3.43% 1/25/2027
|
6,082,899
|
6,057,105
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K067 Class A2, 3.194% 7/25/2027
|
6,723,000
|
6,672,976
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027
|
21,500,000
|
21,338,868
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K069 Class A2, 3.187% 9/25/2027
|
12,069,282
|
11,976,772
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K070 Class A2, 3.303% 11/25/2027
|
27,454,000
|
27,269,635
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K071 Class A2, 3.286% 11/25/2027
|
13,265,000
|
13,162,704
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K072 Class A2, 3.444% 12/25/2027
|
28,327,000
|
28,188,580
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K073 Class A2, 3.35% 1/25/2028
|
22,090,000
|
21,970,336
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K074 Class A2, 3.6% 1/25/2028
|
51,254,973
|
51,134,227
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K076 Class A2, 3.9% 4/25/2028
|
9,900,000
|
9,938,374
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K077 Class A2, 3.85% 5/25/2028
|
33,650,000
|
33,756,459
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K081 Class A2, 3.9% 8/25/2028
|
7,532,000
|
7,570,130
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K083 Class A2, 4.05% 9/25/2028
|
9,405,000
|
9,486,435
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K086 Class A2, 3.859% 11/25/2028
|
4,600,000
|
4,619,387
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K087 Class A2, 3.771% 12/25/2028
|
1,090,665
|
1,093,131
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K740 Class A2, 1.47% 9/25/2027
|
19,600,000
|
18,960,579
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K135 Class A2, 2.154% 10/25/2031
|
1,500,000
|
1,371,618
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K746 Class A2, 2.031% 9/25/2028
|
3,140,000
|
3,013,688
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K141 Class A2, 2.25% 2/25/2032
|
55,000,000
|
50,257,163
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K753 Class A2, 4.4% 10/25/2030
|
14,050,000
|
14,393,576
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-K521 Class AS, U.S. 30-Day Avg. SOFR Index + 0.52%, 4.1992% 3/25/2029 (b)(c)
|
33,997,855
|
33,940,208
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-K755 Class A2, 5.203% 2/25/2031
|
10,200,000
|
10,798,497
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K543 Class A2, 4.329% 6/25/2030 (c)
|
18,082,000
|
18,458,959
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K544 Class A2, 4.266% 7/25/2030 (c)
|
21,856,000
|
22,262,546
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K545 Class A2, 4.29% 7/25/2030
|
7,513,000
|
7,661,494
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K546 Class A2, 4.361% 5/25/2030 (c)
|
6,600,000
|
6,743,704
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K546 Class AS, U.S. 30-Day Avg. SOFR Index + 0.53%, 4.2092% 3/25/2030 (b)(c)
|
32,072,752
|
32,072,729
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K547 Class A2, 4.421% 5/25/2030
|
38,837,000
|
39,752,563
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K548 Class A2, 4.32% 9/25/2030 (c)
|
33,150,000
|
33,847,927
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K549 Class A2, 4.34% 9/25/2030 (c)
|
5,510,000
|
5,630,308
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K550 Class A2, 4.163% 10/25/2030 (c)
|
51,000,000
|
51,755,045
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K551 Class A2, 4.165% 11/25/2030 (c)
|
11,200,000
|
11,367,297
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K551 Class AS, 4.2292% 10/25/2030 (c)
|
76,787,597
|
76,755,608
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K552 Class AS, U.S. 30-Day Avg. SOFR Index + 0.54%, 4.2192% 10/25/2030 (b)(c)
|
62,485,890
|
62,485,846
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K761 Class A2, 4.4% 6/25/2032
|
17,700,000
|
18,131,138
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K762 Class A2, 4.36% 9/25/2032
|
25,900,000
|
26,406,713
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K763 Class A2, 4.17% 10/25/2032 (c)
|
26,200,000
|
26,446,471
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-177 Class A1, 4.203% 9/25/2035
|
33,934,000
|
34,092,608
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K553 Class AS, U.S. 30-Day Avg. SOFR Index + 0.54%, 4.2192% 10/25/2030 (b)(c)
|
40,597,094
|
40,597,066
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K554 Class AS, U.S. 30-Day Avg. SOFR Index + 0.5%, 4.1792% 10/25/2030 (b)(c)
|
56,094,667
|
56,094,628
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K555 Class AS, U.S. 30-Day Avg. SOFR Index + 0.5%, 4.1792% 11/25/2030 (b)(c)
|
74,600,000
|
74,611,183
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K556 Class AS, U.S. 30-Day Avg. SOFR Index + 0.49%, 4.1692% 12/25/2030 (b)(c)
|
45,300,000
|
45,314,143
|
|
FREMF Mortgage Trust Series 2019-KF68 Class B, U.S. 30-Day Avg. SOFR Index + 2.3145%, 5.9937% 7/25/2026 (b)(c)(o)
|
458,375
|
454,670
|
|
GS Mortgage Securities Trust Series 2013-GC13 Class AS, 3.858% 7/10/2046 (c)(o)
|
615,475
|
609,321
|
|
GS Mortgage Securities Trust Series 2017-GS6 Class A2, 3.164% 5/10/2050
|
3,972,643
|
3,927,445
|
|
GS Mortgage Securities Trust Series 2018-GS10 Class A4, 3.89% 7/10/2051
|
15,685,681
|
15,613,210
|
|
GS Mortgage Securities Trust Series 2018-GS10 Class A5, 4.155% 7/10/2051
|
5,912,000
|
5,913,460
|
|
GS Mortgage Securities Trust Series 2018-GS10 Class AAB, 4.106% 7/10/2051
|
873,172
|
872,182
|
|
GS Mortgage Securities Trust Series 2019-GSA1 Class A4, 3.0479% 11/10/2052
|
1,000,000
|
963,580
|
|
GS Mortgage Securities Trust Series 2020-GC45 Class AAB, 2.8428% 2/13/2053
|
7,286,553
|
7,131,036
|
|
HAVN Trust Series 2025-MOB Class A, CME Term SOFR 1 month Index + 1.7%, 5.3597% 10/15/2035 (b)(c)(o)
|
5,244,000
|
5,234,168
|
|
Hilton USA Trust Series 2016-HHV Class B, 4.1935% 11/5/2038 (c)(o)
|
5,510,000
|
5,498,101
|
|
ILPT Trust Series 2019-SURF Class A, 4.145% 2/11/2041 (o)
|
15,819,000
|
15,714,247
|
|
Int Commercial Mortgage Trust Series 2025-PLAZA Class A, 5.0415% 11/5/2037 (c)(o)
|
18,991,000
|
19,384,203
|
|
JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 Class A5, 4.0291% 3/10/2052
|
850,000
|
824,300
|
|
JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class ASB, 2.9941% 12/15/2049
|
262,769
|
261,845
|
|
JPMDB Commercial Mortgage Securities Trust Series 2017-C5 Class ASB, 3.4919% 3/15/2050
|
3,543,561
|
3,522,704
|
|
JPMDB Commercial Mortgage Securities Trust Series 2018-C8 Class ASB, 4.145% 6/15/2051
|
3,775,080
|
3,774,650
|
|
JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 Class A4, 3.0565% 11/13/2052
|
2,872,000
|
2,653,128
|
|
JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class A5, 2.1798% 5/13/2053
|
3,450,000
|
3,036,139
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2016-JP2 Class A4, 2.8218% 8/15/2049
|
2,830,047
|
2,816,541
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-AON Class D, 4.6132% 7/5/2031 (c)(o)
|
1,846,000
|
567,645
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class AFX, 4.2475% 7/5/2033 (o)
|
4,282,147
|
4,084,098
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class CFX, 4.9498% 7/5/2033 (o)
|
767,000
|
521,905
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class DFX, 5.3503% 7/5/2033 (j)(o)
|
1,370,000
|
790,060
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.2745% 9/15/2029 (b)(c)(o)
|
2,806,374
|
2,751,065
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2021-2NU Class A, 1.9739% 1/5/2040 (o)
|
12,100,000
|
11,230,407
|
|
LCCM Mortgage Trust Series 2017-LC26 Class A3, 3.289% 7/12/2050 (o)
|
4,874,074
|
4,817,854
|
|
Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 4.9549% 5/15/2039 (b)(c)(o)
|
43,080,997
|
41,627,013
|
|
Life Financial Services Trust Series 2022-BMR2 Class B, CME Term SOFR 1 month Index + 1.7939%, 5.4536% 5/15/2039 (b)(c)(o)
|
22,757,000
|
21,394,593
|
|
Life Financial Services Trust Series 2022-BMR2 Class C, CME Term SOFR 1 month Index + 2.0931%, 5.7528% 5/15/2039 (b)(c)(o)
|
8,790,000
|
8,003,538
|
|
Life Financial Services Trust Series 2022-BMR2 Class D, CME Term SOFR 1 month Index + 2.5419%, 6.2016% 5/15/2039 (b)(c)(o)
|
8,790,000
|
7,436,561
|
|
LIFE Mortgage Trust Series 2021-BMR Class C, CME Term SOFR 1 month Index + 1.2145%, 4.8745% 3/15/2038 (b)(c)(o)
|
217,658
|
216,025
|
|
LIFE Mortgage Trust Series 2021-BMR Class D, CME Term SOFR 1 month Index + 1.5145%, 5.1745% 3/15/2038 (b)(c)(o)
|
1,983,800
|
1,963,962
|
|
LIFE Mortgage Trust Series 2021-BMR Class E, CME Term SOFR 1 month Index + 1.8645%, 5.5245% 3/15/2038 (b)(c)(o)
|
1,733,200
|
1,700,703
|
|
LS Series 2026-HTL6 Class A, 5.1597% 12/15/2040 (c)(o)
|
36,000,000
|
35,820,000
|
|
MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 4.4745% 7/15/2038 (b)(c)(o)
|
11,210,236
|
11,201,812
|
|
MHP Series 2025-MHIL2 Class A, CME Term SOFR 1 month Index + 1.5%, 5.1597% 9/15/2040 (b)(c)(o)
|
6,192,000
|
6,197,142
|
|
Morgan Stanley Capital I Trust Series 2017-H1 Class A4, 3.259% 6/15/2050
|
16,730,000
|
16,554,477
|
|
Morgan Stanley Capital I Trust Series 2017-HR2 Class A3, 3.33% 12/15/2050
|
6,533,883
|
6,469,327
|
|
Morgan Stanley Capital I Trust Series 2018-BOP Class A, CME Term SOFR 1 month Index + 0.897%, 4.557% 8/15/2033 (b)(c)(o)
|
134,441
|
109,362
|
|
Morgan Stanley Capital I Trust Series 2018-H4 Class A4, 4.31% 12/15/2051
|
4,191,000
|
4,219,309
|
|
Morgan Stanley Capital I Trust Series 2018-L1 Class ASB, 4.238% 10/15/2051
|
2,658,568
|
2,665,540
|
|
Morgan Stanley Capital I Trust Series 2019-H6 Class A4, 3.417% 6/15/2052
|
4,961,000
|
4,852,856
|
|
Morgan Stanley Capital I Trust Series 2019-H6 Class ASB, 3.224% 6/15/2052
|
2,282,779
|
2,256,497
|
|
Morgan Stanley Capital I Trust Series 2019-L2 Class A3, 3.806% 3/15/2052
|
17,904,493
|
17,758,398
|
|
Morgan Stanley Capital I Trust Series 2019-NUGS Class A, CME Term SOFR 1 month Index + 1.0645%, 4.7245% 12/15/2036 (b)(c)(o)
|
9,700,000
|
7,435,923
|
|
Morgan Stanley Capital I Trust Series 2021-L6 Class XA, 1.1406% 6/15/2054 (c)(r)
|
25,773,831
|
949,902
|
|
Morgan Stanley Capital I Trust Series 2021-L7 Class ASB, 2.336% 10/15/2054
|
5,000,000
|
4,762,135
|
|
Morgan Stanley Capital I Trust Series 2024-BPR2 Class A, 7.291% 5/5/2029 (o)
|
4,807,363
|
5,094,921
|
|
Morgan Stanley Capital I Trust Series 2024-NSTB Class A, 3.9% 9/24/2057 (c)(o)
|
37,095,161
|
36,624,034
|
|
Msbam Series 2025-5C2 Class A3, 5.107% 11/15/2058
|
1,890,000
|
1,959,102
|
|
MSWF Commercial Mortgage Trust Series 2023-2 Class XD, 3.0109% 12/15/2056 (c)(o)(r)
|
12,148,000
|
2,201,714
|
|
Natixis Commercial Mortgage Securities Trust Series 2020-2PAC Class A, 2.966% 12/15/2038 (o)
|
7,469,322
|
7,280,212
|
|
NYT Mortgage Trust Series 2019-NYT Class A, CME Term SOFR 1 month Index + 1.497%, 5.157% 12/15/2035 (b)(c)(o)
|
20,822,000
|
20,587,753
|
|
Plym Commercial Mortgage Trust Series 2026-IND Class A, CME Term SOFR 1 month Index + 1.25%, 4.9% 3/15/2043 (b)(c)(o)
|
53,644,000
|
53,644,001
|
|
Plym Commercial Mortgage Trust Series 2026-IND Class B, CME Term SOFR 1 month Index + 1.45%, 5.1% 3/15/2043 (b)(c)(o)
|
7,582,000
|
7,586,746
|
|
Plym Commercial Mortgage Trust Series 2026-IND Class C, CME Term SOFR 1 month Index + 1.65%, 5.3% 3/15/2043 (b)(c)(o)
|
4,407,000
|
4,409,754
|
|
SCG Trust Series 2025-FLWR Class A, CME Term SOFR 1 month Index + 1.25%, 4.9097% 8/15/2042 (b)(c)(o)
|
12,800,000
|
12,831,927
|
|
SCMS Series 2025-BNC1 Class A2, 4.5016% 12/15/2057 (o)
|
32,814,000
|
32,942,641
|
|
SLG Office Trust Series 2021-OVA Class X, 0.258% 7/15/2041 (c)(o)(r)
|
213,942,750
|
2,373,417
|
|
SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 4.5049% 11/15/2038 (b)(c)(o)
|
45,505,581
|
45,491,361
|
|
SREIT Trust Series 2021-MFP Class B, CME Term SOFR 1 month Index + 1.1943%, 4.8539% 11/15/2038 (b)(c)(o)
|
21,261,276
|
21,254,632
|
|
SREIT Trust Series 2021-MFP Class C, CME Term SOFR 1 month Index + 1.4435%, 5.1031% 11/15/2038 (b)(c)(o)
|
5,225,983
|
5,224,350
|
|
SREIT Trust Series 2021-MFP Class D, CME Term SOFR 1 month Index + 1.6927%, 5.3523% 11/15/2038 (b)(c)(o)
|
3,607,019
|
3,608,363
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 4.9026% 12/15/2039 (b)(c)(o)
|
42,253,000
|
42,305,850
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.2521% 12/15/2039 (b)(c)(o)
|
9,610,000
|
9,634,027
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class C, CME Term SOFR 1 month Index + 1.9919%, 5.6515% 12/15/2039 (b)(c)(o)
|
5,436,000
|
5,463,188
|
|
UBS Commercial Mortgage Trust Series 2017-C1 Class A3, 3.196% 6/15/2050
|
982,593
|
974,027
|
|
UBS Commercial Mortgage Trust Series 2017-C5 Class ASB, 3.345% 11/15/2050
|
699,599
|
694,206
|
|
UBS Commercial Mortgage Trust Series 2017-C7 Class ASB, 3.586% 12/15/2050
|
310,029
|
308,532
|
|
UBS Commercial Mortgage Trust Series 2017-C7 Class XA, 0.9635% 12/15/2050 (c)(r)
|
24,482,012
|
348,994
|
|
UBS Commercial Mortgage Trust Series 2018-C12 Class ASB, 4.1945% 8/15/2051
|
525,408
|
525,412
|
|
UBS Commercial Mortgage Trust Series 2018-C8 Class ASB, 3.903% 2/15/2051
|
1,031,997
|
1,028,860
|
|
UBS Commercial Mortgage Trust Series 2018-C9 Class A4, 4.117% 3/15/2051
|
9,714,061
|
9,647,690
|
|
UBS Commercial Mortgage Trust Series 2019-C17 Class ASB, 2.8655% 10/15/2052
|
8,362,349
|
8,213,965
|
|
UBS Commercial Mortgage Trust Series 2019-C18 Class ASB, 2.9872% 12/15/2052
|
2,976,584
|
2,927,641
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (o)
|
14,678,994
|
12,752,758
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class B, 2.453% 10/10/2042 (o)
|
470,000
|
390,709
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class X, 0.4294% 10/10/2042 (c)(o)
|
58,746,457
|
994,719
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-C35 Class A4, 2.931% 7/15/2048
|
11,005,000
|
10,938,995
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-C35 Class A4FL, CME Term SOFR 1 month Index + 1.1645%, 4.8285% 7/15/2048 (b)(c)(o)
|
5,200,000
|
5,200,892
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-C37 Class A4, 3.525% 12/15/2049
|
2,576,703
|
2,562,307
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-LC25 Class A3, 3.374% 12/15/2059
|
13,445,517
|
13,384,694
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C40 Class ASB, 3.395% 10/15/2050
|
272,022
|
270,543
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C41 Class ASB, 3.39% 11/15/2050
|
43,854
|
43,604
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C42 Class XA, 0.8156% 12/15/2050 (c)(r)
|
1,169,690
|
14,576
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C44 Class A5, 4.212% 5/15/2051
|
9,285,000
|
9,297,654
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C44 Class ASB, 4.167% 5/15/2051
|
423,250
|
423,987
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C46 Class XA, 0.9038% 8/15/2051 (c)(r)
|
27,283,384
|
402,659
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C47 Class ASB, 4.365% 9/15/2061
|
5,705,709
|
5,712,680
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C49 Class ASB, 3.933% 3/15/2052
|
4,949,024
|
4,940,343
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C50 Class ASB, 3.635% 5/15/2052
|
4,823,795
|
4,785,022
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C51 Class A4, 3.311% 6/15/2052
|
1,470,000
|
1,420,248
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C51 Class ASB, 3.16% 6/15/2052
|
1,858,637
|
1,833,080
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C52 Class A5, 2.892% 8/15/2052
|
3,829,000
|
3,662,888
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class A4, 3.146% 12/15/2052
|
2,390,000
|
2,305,770
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class ASB, 3.063% 12/15/2052
|
1,386,855
|
1,367,100
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class XA, 0.8293% 12/15/2052 (c)(r)
|
57,119,336
|
1,527,799
|
|
Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class ASB, 2.651% 2/15/2053
|
675,769
|
659,621
|
|
Wells Fargo Commercial Mortgage Trust Series 2020-C56 Class ASB, 2.422% 6/15/2053
|
1,882,435
|
1,823,318
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-C60 Class A4, 2.342% 8/15/2054
|
5,000,000
|
4,544,103
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-C61 Class A4, 2.658% 11/15/2054
|
5,000,000
|
4,572,691
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-C61 Class ASB, 2.525% 11/15/2054
|
5,380,000
|
5,162,512
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-FCMT Class A, CME Term SOFR 1 month Index + 1.3145%, 4.9745% 5/15/2031 (b)(c)(o)
|
16,435,000
|
16,427,419
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-5C1 Class A3, 5.928% 7/15/2057
|
11,703,000
|
12,330,490
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 5.451% 10/15/2041 (b)(c)(o)
|
7,200,000
|
7,190,627
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class B, CME Term SOFR 1 month Index + 2.2906%, 5.9503% 10/15/2041 (b)(c)(o)
|
3,750,000
|
3,751,304
|
|
Wells Fargo Commercial Mortgage Trust Series 2025-5C4 Class XA, 1.1212% 5/15/2058 (c)(r)
|
15,980,183
|
665,742
|
|
Wells Fargo Commercial Mortgage Trust Series 2025-5C4 Class XB, 0.5147% 5/15/2058 (c)(r)
|
40,000,000
|
871,900
|
|
Wells Fargo Commercial Mortgage Trust Series 2026-5C8 Class A3, 5.034% 3/15/2059
|
29,000,000
|
29,995,460
|
|
Wells Fargo Commercial Mortgage Trust Series 2026-5C8 Class AS, 5.25% 3/15/2059
|
3,022,000
|
3,120,696
|
|
Wells Fargo Commerical Mortgage Trust Series 2025-VTT Class A, 5.2704% 3/15/2038 (c)(o)
|
8,466,000
|
8,546,683
|
|
TOTAL UNITED STATES
|
3,983,896,790
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $3,973,218,622)
|
3,983,896,790
|
||
Common Stocks - 0.0%
|
|||
Shares
|
Value ($)
|
||
FRANCE - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Altice France Holding SA (j)
|
5,999
|
109,019
|
|
UNITED STATES - 0.0%
|
|||
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
Cano Health LLC (j)(t)
|
22,175
|
187,157
|
|
Cano Health LLC warrants 6/28/2029 (j)(t)
|
681
|
947
|
|
TOTAL UNITED STATES
|
188,104
|
||
|
TOTAL COMMON STOCKS
(Cost $542,771)
|
297,123
|
||
Fixed-Income Funds - 48.6%
|
|||
Shares
|
Value ($)
|
||
Fidelity Advisor Floating Rate High Income Fund - Class Z (v)
|
172,091,913
|
1,538,501,700
|
|
Fidelity Advisor New Markets Income Fund - Class Z (v)
|
146,691,701
|
2,063,952,234
|
|
Fidelity Advisor Real Estate Income Fund - Class Z (v)
|
153,203,591
|
1,918,108,964
|
|
Fidelity SAI Enhanced Core Bond Fund (v)
|
220,002,177
|
2,250,622,273
|
|
Fidelity SAI High Income Fund (v)
|
70,273,938
|
670,413,372
|
|
Fidelity SAI Inflation-Protected Bond Index Fund (v)
|
60,504,780
|
620,173,991
|
|
Fidelity SAI Intermediate Treasury Bond Index Fund (v)
|
422,767,140
|
4,257,265,096
|
|
Fidelity SAI International Credit Fund (v)
|
192,727,652
|
2,106,513,234
|
|
Fidelity SAI Long-Term Treasury Bond Index Fund (v)
|
372,701,779
|
2,601,458,420
|
|
Fidelity SAI Municipal Income Fund (v)
|
18,798,516
|
189,677,027
|
|
Fidelity SAI Short-Term Treasury Bond Index Fund (v)
|
28,986,387
|
294,211,826
|
|
Fidelity SAI Total Bond Fund (v)
|
2,121,430,125
|
19,665,657,259
|
|
Fidelity SAI U.S. Treasury Bond Index Fund (v)
|
633,153,599
|
5,685,719,317
|
|
Fidelity Sustainability Bond Index Fund (v)
|
2,711,781
|
25,816,155
|
|
Fidelity U.S. Bond Index Fund (v)
|
150,649,560
|
1,610,443,795
|
|
|
TOTAL FIXED-INCOME FUNDS
(Cost $46,794,110,525)
|
45,498,534,663
|
||
Foreign Government and Government Agency Obligations - 0.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.0%
|
|||
Australian Commonwealth 1.75% 11/21/2032 (m)
|
AUD
|
365,000
|
219,558
|
CANADA - 0.0%
|
|||
Canadian Government 1.5% 12/1/2031
|
CAD
|
1,140,000
|
778,120
|
Canadian Government 1.5% 6/1/2031
|
CAD
|
455,000
|
313,188
|
Canadian Government 2% 6/1/2032
|
CAD
|
575,000
|
401,062
|
Canadian Government 2.75% 6/1/2033
|
CAD
|
690,000
|
499,631
|
Canadian Government 3% 6/1/2034
|
CAD
|
435,000
|
318,585
|
Canadian Government 3.25% 12/1/2033
|
CAD
|
5,700,000
|
4,257,711
|
TOTAL CANADA
|
6,568,297
|
||
COLOMBIA - 0.1%
|
|||
Colombian Republic 5.375% 1/21/2029
|
6,215,000
|
6,202,570
|
|
Colombian Republic 6.125% 1/21/2031
|
1,890,000
|
1,885,275
|
|
Colombian Republic 7.375% 4/25/2030
|
14,080,000
|
14,789,632
|
|
Colombian Republic 8% 11/14/2035
|
3,578,000
|
3,818,621
|
|
TOTAL COLOMBIA
|
26,696,098
|
||
GERMANY - 0.0%
|
|||
German Federal Republic 3.25% 7/4/2042 (m)
|
EUR
|
95,000
|
114,833
|
JAPAN - 0.0%
|
|||
Japan Government 0.1% 9/20/2028
|
JPY
|
382,050,000
|
2,374,452
|
Japan Government 0.2% 3/1/2026
|
JPY
|
1,282,500,000
|
8,212,193
|
Japan Government Treasury Bills 0% 3/2/2026 (n)
|
JPY
|
1,000,000,000
|
6,403,484
|
Japan Government Treasury Bills 0% 3/23/2026 (n)
|
JPY
|
265,250,000
|
1,697,879
|
TOTAL JAPAN
|
18,688,008
|
||
MEXICO - 0.0%
|
|||
United Mexican States 3.25% 4/16/2030
|
1,247,000
|
1,186,988
|
|
United Mexican States 3.5% 2/12/2034
|
1,035,000
|
906,143
|
|
United Mexican States 4.5% 4/22/2029
|
3,114,000
|
3,134,163
|
|
United Mexican States 6% 5/13/2030
|
3,370,000
|
3,545,240
|
|
TOTAL MEXICO
|
8,772,534
|
||
MULTI-NATIONAL - 0.0%
|
|||
European Union 3.375% 12/12/2035 (m)
|
EUR
|
6,900,000
|
8,434,401
|
European Union 3.75% 10/12/2045 (m)
|
EUR
|
1,200,000
|
1,436,228
|
European Union 4% 4/4/2044 (m)
|
EUR
|
1,980,000
|
2,465,210
|
TOTAL MULTI-NATIONAL
|
12,335,839
|
||
ROMANIA - 0.0%
|
|||
Romanian Republic 2.124% 7/16/2031 (m)
|
EUR
|
275,000
|
293,664
|
Romanian Republic 4.625% 3/4/2033 (o)
|
EUR
|
1,030,000
|
1,214,005
|
Romanian Republic 5.875% 7/11/2032 (m)
|
EUR
|
1,125,000
|
1,423,016
|
Romanian Republic 6.375% 9/18/2033 (m)
|
EUR
|
800,000
|
1,035,412
|
TOTAL ROMANIA
|
3,966,097
|
||
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $75,212,482)
|
77,361,264
|
||
Municipal Securities - 0.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
California - 0.0%
|
|||
General Obligations - 0.0%
|
|||
State of California 7.625% 3/1/2040
|
190,000
|
234,183
|
|
Ohio - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
American Mun Pwr Rev 8.084% 2/15/2050
|
870,000
|
1,121,670
|
|
|
TOTAL MUNICIPAL SECURITIES
(Cost $1,409,709)
|
1,355,853
|
||
Non-Convertible Corporate Bonds - 11.7%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Australia & New Zealand Banking Group Ltd 5.1454% 8/18/2036 (c)(m)
|
GBP
|
1,400,000
|
1,903,577
|
Commonwealth Bank of Australia 2.688% 3/11/2031 (o)
|
4,532,000
|
4,190,952
|
|
Commonwealth Bank of Australia 3.61% 9/12/2034 (c)(o)
|
3,723,000
|
3,628,312
|
|
Commonwealth Bank of Australia 3.784% 3/14/2032 (o)
|
16,472,000
|
15,906,678
|
|
Commonwealth Bank of Australia 3.788% 8/26/2037 (c)(m)
|
EUR
|
1,000,000
|
1,188,536
|
National Australia Bank Ltd 3.612% 1/22/2036 (c)(m)
|
EUR
|
1,100,000
|
1,306,919
|
Westpac Banking Corp 4.11% 7/24/2034 (c)
|
5,791,000
|
5,741,206
|
|
Westpac Banking Corp 5.405% 8/10/2033 (c)
|
12,205,000
|
12,724,013
|
|
46,590,193
|
|||
Financial Services - 0.0%
|
|||
Cimic Finance Ltd 1.5% 5/28/2029 (m)
|
EUR
|
1,075,000
|
1,207,031
|
Insurance - 0.0%
|
|||
QBE Insurance Group Ltd 2.5% 9/13/2038 (c)(m)
|
GBP
|
1,405,000
|
1,803,548
|
TOTAL FINANCIALS
|
49,600,772
|
||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Fortescue Treasury Pty Ltd 4.375% 4/1/2031 (o)
|
196,000
|
189,896
|
|
Fortescue Treasury Pty Ltd 4.5% 9/15/2027 (o)
|
790,000
|
789,672
|
|
Fortescue Treasury Pty Ltd 6.125% 4/15/2032 (o)
|
160,000
|
167,595
|
|
Glencore Funding LLC 5.186% 4/1/2030 (o)
|
4,520,000
|
4,677,069
|
|
Glencore Funding LLC 6.125% 10/6/2028 (o)
|
2,000,000
|
2,095,258
|
|
Glencore Funding LLC 6.375% 10/6/2030 (o)
|
5,000,000
|
5,411,989
|
|
Mineral Resources Ltd 7% 4/1/2031 (o)
|
230,000
|
241,962
|
|
Mineral Resources Ltd 8% 11/1/2027 (o)
|
2,075,000
|
2,120,578
|
|
TOTAL MATERIALS
|
15,694,019
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
AusNet Services Holdings Pty Ltd 6.134% 5/31/2033
|
AUD
|
1,430,000
|
1,056,941
|
TOTAL AUSTRALIA
|
66,351,732
|
||
AUSTRIA - 0.0%
|
|||
Materials - 0.0%
|
|||
Containers & Packaging - 0.0%
|
|||
Mondi Finance PLC 3.375% 5/23/2031 (m)
|
EUR
|
470,000
|
556,688
|
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Supernova Invest GmbH 5% 6/24/2030 (m)
|
EUR
|
275,000
|
336,936
|
TOTAL AUSTRIA
|
893,624
|
||
BELGIUM - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Food Products - 0.0%
|
|||
Barry Callebaut Services NV 4.25% 8/19/2031 (m)
|
EUR
|
1,500,000
|
1,845,835
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Fluxys SA 4% 11/28/2030 (m)
|
EUR
|
1,700,000
|
2,063,552
|
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
KBC Group NV 4.932% 10/16/2030 (c)(o)
|
22,400,000
|
22,973,393
|
|
KBC Group NV 5.796% 1/19/2029 (c)(o)
|
6,314,000
|
6,520,182
|
|
KBC Group NV 6.324% 9/21/2034 (c)(o)
|
9,860,000
|
10,863,245
|
|
TOTAL FINANCIALS
|
40,356,820
|
||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Shurgard Luxembourg Sarl 4% 5/27/2035 (m)
|
EUR
|
800,000
|
955,453
|
TOTAL BELGIUM
|
45,221,660
|
||
BRAZIL - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
ERO Copper Corp 6.5% 2/15/2030 (o)
|
1,040,000
|
1,045,200
|
|
Vale Overseas Ltd 6.4% 6/28/2054
|
11,975,000
|
12,487,889
|
|
TOTAL BRAZIL
|
13,533,089
|
||
CANADA - 0.3%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
TELUS Corp 6.375% 6/9/2056 (c)
|
520,000
|
527,679
|
|
TELUS Corp 6.625% 10/15/2055 (c)
|
330,000
|
340,764
|
|
TELUS Corp 6.625% 6/9/2056 (c)
|
345,000
|
347,789
|
|
TELUS Corp 7% 10/15/2055 (c)
|
495,000
|
522,351
|
|
1,738,583
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
Rogers Communications Inc 3.2% 3/15/2027
|
2,876,000
|
2,854,941
|
|
Rogers Communications Inc 3.8% 3/15/2032
|
7,438,000
|
7,119,546
|
|
Rogers Communications Inc 4.55% 3/15/2052
|
9,856,000
|
8,047,945
|
|
18,022,432
|
|||
TOTAL COMMUNICATION SERVICES
|
19,761,015
|
||
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (o)
|
1,325,000
|
1,272,406
|
|
1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (o)
|
2,190,000
|
2,252,334
|
|
3,524,740
|
|||
Textiles, Apparel & Luxury Goods - 0.0%
|
|||
Gildan Activewear Inc 4.7% 10/7/2030 (o)
|
1,720,000
|
1,731,027
|
|
TOTAL CONSUMER DISCRETIONARY
|
5,255,767
|
||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Alimentation Couche-Tard Inc 2.95% 1/25/2030 (o)
|
3,940,000
|
3,771,007
|
|
Alimentation Couche-Tard Inc 5.077% 9/29/2035 (o)
|
22,000,000
|
22,342,478
|
|
TOTAL CONSUMER STAPLES
|
26,113,485
|
||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Canadian Natural Resources Ltd 2.95% 7/15/2030
|
8,571,000
|
8,192,162
|
|
Canadian Natural Resources Ltd 5% 12/15/2029
|
7,200,000
|
7,430,729
|
|
Canadian Natural Resources Ltd 5.85% 2/1/2035
|
296,000
|
316,766
|
|
Canadian Natural Resources Ltd 6.25% 3/15/2038
|
8,834,000
|
9,538,693
|
|
Canadian Natural Resources Ltd 6.5% 2/15/2037
|
6,400,000
|
7,035,616
|
|
Cenovus Energy Inc 2.65% 1/15/2032
|
768,000
|
698,058
|
|
Cenovus Energy Inc 3.75% 2/15/2052
|
2,379,000
|
1,723,652
|
|
Cenovus Energy Inc 4.65% 3/20/2031
|
8,552,000
|
8,660,519
|
|
Cenovus Energy Inc 5.25% 6/15/2037
|
657,000
|
654,841
|
|
Cenovus Energy Inc 5.4% 3/20/2036
|
3,191,000
|
3,250,397
|
|
Cenovus Energy Inc 5.4% 6/15/2047
|
1,485,000
|
1,396,430
|
|
Cenovus Energy Inc 6.75% 11/15/2039
|
3,025,000
|
3,381,661
|
|
Enbridge Inc 4.9% 6/20/2030
|
11,871,000
|
12,229,033
|
|
Enbridge Inc 5.55% 6/20/2035
|
9,900,000
|
10,380,785
|
|
Enbridge Inc 5.7% 3/8/2033
|
8,000,000
|
8,502,648
|
|
Enbridge Inc 5.95% 4/5/2054
|
12,809,000
|
13,208,298
|
|
Enbridge Inc 6% 11/15/2028
|
6,027,000
|
6,349,227
|
|
Enbridge Inc 6.7% 11/15/2053
|
2,200,000
|
2,474,016
|
|
Enbridge Inc 7.2% 6/27/2054 (c)
|
5,400,000
|
5,819,510
|
|
South Bow Canadian Infrastructure Holdings Ltd 7.5% 3/1/2055 (c)
|
157,000
|
166,646
|
|
South Bow USA Infrastructure Holdings LLC 4.911% 9/1/2027
|
8,200,000
|
8,288,569
|
|
TOTAL ENERGY
|
119,698,256
|
||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Bank of Nova Scotia/The 3.375% 3/5/2033 (c)(m)
|
EUR
|
3,200,000
|
3,813,098
|
Bank of Nova Scotia/The 4.247% 2/2/2030 (c)
|
11,000,000
|
11,054,279
|
|
Bank of Nova Scotia/The 4.338% 9/15/2031 (c)
|
7,090,000
|
7,115,249
|
|
Bank of Nova Scotia/The 4.813% 2/2/2034 (c)
|
5,000,000
|
5,057,635
|
|
Bank of Nova Scotia/The 5.13% 2/14/2031 (c)
|
3,300,000
|
3,416,905
|
|
Royal Bank of Canada 3.125% 9/27/2031 (c)(m)
|
EUR
|
1,440,000
|
1,712,853
|
Toronto Dominion Bank 3.357% 9/22/2032 (m)
|
EUR
|
1,300,000
|
1,538,418
|
33,708,437
|
|||
Insurance - 0.0%
|
|||
Empower Finance 2020 LP 1.357% 9/17/2027 (o)
|
1,474,000
|
1,417,591
|
|
Empower Finance 2020 LP 3.075% 9/17/2051 (o)
|
3,522,000
|
2,353,546
|
|
Intact Financial Corp 5.459% 9/22/2032 (o)
|
7,368,000
|
7,747,585
|
|
11,518,722
|
|||
TOTAL FINANCIALS
|
45,227,159
|
||
Industrials - 0.0%
|
|||
Commercial Services & Supplies - 0.0%
|
|||
Wrangler Holdco Corp 6.625% 4/1/2032 (o)
|
1,805,000
|
1,880,288
|
|
Information Technology - 0.0%
|
|||
Software - 0.0%
|
|||
Open Text Corp 3.875% 12/1/2029 (o)
|
335,000
|
301,515
|
|
Open Text Corp 3.875% 2/15/2028 (o)
|
420,000
|
400,362
|
|
TOTAL INFORMATION TECHNOLOGY
|
701,877
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Methanex Corp 5.125% 10/15/2027
|
820,000
|
823,212
|
|
Methanex Corp 5.25% 12/15/2029
|
90,000
|
90,761
|
|
NOVA Chemicals Corp 5.25% 6/1/2027 (o)
|
204,000
|
205,085
|
|
NOVA Chemicals Corp 8.5% 11/15/2028 (o)
|
970,000
|
1,015,444
|
|
2,134,502
|
|||
Metals & Mining - 0.0%
|
|||
Capstone Copper Corp 6.75% 3/31/2033 (o)
|
620,000
|
640,731
|
|
Champion Iron Canada Inc 7.875% 7/15/2032 (o)
|
410,000
|
436,070
|
|
Hudbay Minerals Inc 4.5% 4/1/2026 (o)
|
620,000
|
619,597
|
|
New Gold Inc 6.875% 4/1/2032 (o)
|
405,000
|
430,406
|
|
2,126,804
|
|||
TOTAL MATERIALS
|
4,261,306
|
||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Emera US Finance LP 2.639% 6/15/2031
|
7,893,000
|
7,242,203
|
|
Emera US Finance LP 3.55% 6/15/2026
|
9,123,000
|
9,104,515
|
|
Emera US Finance LP 4.75% 6/15/2046
|
5,449,000
|
4,711,217
|
|
TransAlta Corp 5.875% 2/1/2034
|
435,000
|
437,719
|
|
TransAlta Corp 6.5% 3/15/2040
|
515,000
|
520,008
|
|
TOTAL UTILITIES
|
22,015,662
|
||
TOTAL CANADA
|
244,914,815
|
||
CHINA - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Broadline Retail - 0.0%
|
|||
Alibaba Group Holding Ltd 2.125% 2/9/2031
|
2,350,000
|
2,157,085
|
|
Alibaba Group Holding Ltd 2.7% 2/9/2041
|
12,255,000
|
9,275,320
|
|
TOTAL CHINA
|
11,432,405
|
||
COLOMBIA - 0.0%
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 5.375% 12/30/2030 (o)
|
995,000
|
935,300
|
|
EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU 8.499% 6/30/2032 (o)
|
205,000
|
214,013
|
|
TOTAL COLOMBIA
|
1,149,313
|
||
CONGO DEMOCRATIC REPUBLIC OF - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Ivanhoe Mines Ltd 7.875% 1/23/2030 (o)
|
420,000
|
437,260
|
|
CZECH REPUBLIC - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
CPI Property Group SA 1.5% 1/27/2031 (m)
|
EUR
|
400,000
|
391,819
|
DENMARK - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Beverages - 0.0%
|
|||
Carlsberg Breweries A/S 3.25% 2/28/2032 (m)
|
EUR
|
925,000
|
1,100,512
|
Tobacco - 0.0%
|
|||
Scandinavian Tobacco Group A/S 4.875% 9/12/2029 (m)
|
EUR
|
425,000
|
525,262
|
TOTAL CONSUMER STAPLES
|
1,625,774
|
||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Danske Bank A/S 3.875% 1/9/2032 (c)(m)
|
EUR
|
2,840,000
|
3,478,899
|
Jyske Bank A/S 5.125% 5/1/2035 (c)(m)
|
EUR
|
665,000
|
830,775
|
TOTAL FINANCIALS
|
4,309,674
|
||
Health Care - 0.0%
|
|||
Biotechnology - 0.0%
|
|||
GENMAB A/S/GENMAB FINANCE LLC 6.25% 12/15/2032 (o)
|
425,000
|
441,167
|
|
GENMAB A/S/GENMAB FINANCE LLC 7.25% 12/15/2033 (o)
|
125,000
|
132,651
|
|
TOTAL HEALTH CARE
|
573,818
|
||
TOTAL DENMARK
|
6,509,266
|
||
FINLAND - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Leisure Products - 0.0%
|
|||
Amer Sports Co 6.75% 2/16/2031 (o)
|
391,000
|
407,968
|
|
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Citycon Treasury BV 5% 3/11/2030 (m)
|
EUR
|
420,000
|
482,262
|
Citycon Treasury BV 5.375% 7/8/2031 (m)
|
EUR
|
300,000
|
342,974
|
TOTAL REAL ESTATE
|
825,236
|
||
TOTAL FINLAND
|
1,233,204
|
||
FRANCE - 0.2%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Altice France SA 6.5% 4/15/2032 (o)
|
784,909
|
751,712
|
|
Orange SA 4.25% 1/13/2031 (o)
|
14,281,000
|
14,304,271
|
|
Orange SA 4.75% 1/13/2033 (o)
|
12,609,000
|
12,756,036
|
|
Orange SA 5% 1/13/2036 (o)
|
11,760,000
|
11,811,711
|
|
39,623,730
|
|||
Media - 0.0%
|
|||
Publicis Groupe SA 3.375% 6/12/2032 (m)
|
EUR
|
900,000
|
1,064,983
|
TOTAL COMMUNICATION SERVICES
|
40,688,713
|
||
Consumer Discretionary - 0.0%
|
|||
Automobile Components - 0.0%
|
|||
Valeo SE 4.625% 3/23/2032 (m)
|
EUR
|
400,000
|
480,668
|
Automobiles - 0.0%
|
|||
RCI Banque SA 4.75% 3/24/2037 (c)(m)
|
EUR
|
400,000
|
487,497
|
RCI Banque SA 5.5% 10/9/2034 (c)(m)
|
EUR
|
600,000
|
749,762
|
1,237,259
|
|||
TOTAL CONSUMER DISCRETIONARY
|
1,717,927
|
||
Consumer Staples - 0.0%
|
|||
Beverages - 0.0%
|
|||
Pernod Ricard SA 3.75% 2/4/2037 (m)
|
EUR
|
1,000,000
|
1,177,317
|
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Vallourec SACA 7.5% 4/15/2032 (o)
|
807,000
|
856,856
|
|
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
BNP Paribas SA 1.904% 9/30/2028 (c)(o)
|
7,317,000
|
7,072,966
|
|
BNP Paribas SA 2.159% 9/15/2029 (c)(o)
|
3,350,000
|
3,186,639
|
|
BNP Paribas SA 2.591% 1/20/2028 (c)(o)
|
2,740,000
|
2,705,959
|
|
BNP Paribas SA 3.945% 2/18/2037 (c)(m)
|
EUR
|
2,600,000
|
3,095,339
|
BNP Paribas SA 5.786% 1/13/2033 (c)(o)
|
28,396,000
|
30,075,548
|
|
BPCE SA 2.277% 1/20/2032 (c)(o)
|
7,519,000
|
6,771,267
|
|
BPCE SA 4.875% 4/1/2026 (o)
|
7,383,000
|
7,386,463
|
|
BPCE SA 5.716% 1/18/2030 (c)(o)
|
750,000
|
779,181
|
|
BPCE SA 7.003% 10/19/2034 (c)(o)
|
1,150,000
|
1,292,424
|
|
Credit Agricole SA 6.251% 1/10/2035 (c)(o)
|
8,000,000
|
8,507,634
|
|
Societe Generale SA 1.792% 6/9/2027 (c)(o)
|
2,160,000
|
2,146,632
|
|
Societe Generale SA 4.677% 6/15/2027 (o)
|
4,831,000
|
4,883,012
|
|
Societe Generale SA 5.5% 4/13/2029 (c)(o)
|
24,956,000
|
25,607,985
|
|
Societe Generale SA 5.634% 1/19/2030 (c)(o)
|
7,780,000
|
8,077,180
|
|
Societe Generale SA 6.446% 1/10/2029 (c)(o)
|
6,850,000
|
7,125,755
|
|
Societe Generale SA 6.691% 1/10/2034 (c)(o)
|
550,000
|
603,970
|
|
119,317,954
|
|||
Financial Services - 0.0%
|
|||
Iliad Holding SAS 7% 4/15/2032 (o)
|
405,000
|
415,726
|
|
TOTAL FINANCIALS
|
119,733,680
|
||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Holding d'Infrastructures des Metiers de l'Environnement SAS 0.625% 9/16/2028 (m)
|
EUR
|
700,000
|
779,476
|
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Electricite de France SA 5.5% 1/25/2035 (m)
|
GBP
|
1,500,000
|
2,026,321
|
Electricite de France SA 6.125% 6/2/2034 (m)
|
GBP
|
100,000
|
141,720
|
2,168,041
|
|||
Multi-Utilities - 0.0%
|
|||
Engie SA 3.875% 3/6/2036 (m)
|
EUR
|
800,000
|
965,488
|
Engie SA 4.25% 9/6/2034 (m)
|
EUR
|
600,000
|
749,991
|
Veolia Environnement SA 3.324% 6/17/2032 (m)
|
EUR
|
2,200,000
|
2,618,415
|
4,333,894
|
|||
TOTAL UTILITIES
|
6,501,935
|
||
TOTAL FRANCE
|
171,455,904
|
||
GERMANY - 0.2%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobile Components - 0.0%
|
|||
Robert Bosch GmbH 4.375% 6/2/2043 (m)
|
EUR
|
500,000
|
593,604
|
Schaeffler AG 5.375% 4/1/2031 (m)
|
EUR
|
400,000
|
502,130
|
ZF Europe Finance BV 4.75% 1/31/2029 (m)
|
EUR
|
600,000
|
720,367
|
ZF Europe Finance BV 5.5% 2/17/2032 (m)
|
EUR
|
700,000
|
827,657
|
ZF Europe Finance BV 7% 6/12/2030 (m)
|
EUR
|
400,000
|
507,834
|
ZF North America Capital Inc 6.75% 4/23/2030 (o)
|
435,000
|
439,853
|
|
ZF North America Capital Inc 6.875% 4/14/2028 (o)
|
375,000
|
387,603
|
|
ZF North America Capital Inc 6.875% 4/23/2032 (o)
|
220,000
|
220,725
|
|
4,199,773
|
|||
Automobiles - 0.0%
|
|||
Volkswagen Group of America Finance LLC 4.35% 6/8/2027 (o)
|
3,394,000
|
3,403,383
|
|
Volkswagen Group of America Finance LLC 5.7% 9/12/2026 (o)
|
8,400,000
|
8,472,457
|
|
11,875,840
|
|||
TOTAL CONSUMER DISCRETIONARY
|
16,075,613
|
||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
METRO AG 4% 3/5/2030 (m)
|
EUR
|
675,000
|
837,316
|
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Vier Gas Transport GmbH 3.625% 9/8/2033 (m)
|
EUR
|
1,100,000
|
1,312,726
|
Financials - 0.1%
|
|||
Banks - 0.0%
|
|||
Commerzbank AG 3.625% 1/14/2032 (c)(m)
|
EUR
|
800,000
|
962,055
|
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main 3.706% 10/15/2035 (c)(m)
|
EUR
|
500,000
|
593,754
|
Volkswagen Bank GmbH 3.5% 6/19/2031 (m)
|
EUR
|
700,000
|
836,914
|
2,392,723
|
|||
Capital Markets - 0.1%
|
|||
Deutsche Bank AG/New York NY 2.311% 11/16/2027 (c)
|
2,513,000
|
2,482,476
|
|
Deutsche Bank AG/New York NY 3.035% 5/28/2032 (c)
|
4,028,000
|
3,733,750
|
|
Deutsche Bank AG/New York NY 3.729% 1/14/2032 (c)
|
10,000,000
|
9,514,133
|
|
Deutsche Bank AG/New York NY 4.725% 2/6/2032 (c)
|
11,170,000
|
11,265,449
|
|
Deutsche Bank AG/New York NY 4.95% 8/4/2031 (c)
|
8,600,000
|
8,758,839
|
|
Deutsche Bank AG/New York NY 5.373% 1/10/2029 (c)
|
5,700,000
|
5,825,362
|
|
Deutsche Bank AG/New York NY 6.72% 1/18/2029 (c)
|
11,000,000
|
11,504,478
|
|
Deutsche Bank AG/New York NY 7.146% 7/13/2027 (c)
|
11,860,000
|
11,994,099
|
|
65,078,586
|
|||
Financial Services - 0.0%
|
|||
KfW 0.375% 5/20/2036 (m)
|
EUR
|
454,000
|
420,032
|
KfW 0.75% 1/15/2029 (m)
|
EUR
|
1,485,000
|
1,684,652
|
KfW 2.625% 1/10/2034 (m)
|
EUR
|
1,655,000
|
1,948,227
|
4,052,911
|
|||
Insurance - 0.0%
|
|||
Allianz SE 5.6% 9/3/2054 (c)(o)
|
7,200,000
|
7,362,065
|
|
TOTAL FINANCIALS
|
78,886,285
|
||
Health Care - 0.1%
|
|||
Pharmaceuticals - 0.1%
|
|||
Bayer US Finance II LLC 4.375% 12/15/2028 (o)
|
6,803,000
|
6,827,386
|
|
Bayer US Finance II LLC 4.875% 6/25/2048 (o)
|
5,321,000
|
4,564,863
|
|
Bayer US Finance LLC 6.25% 1/21/2029 (o)
|
5,290,000
|
5,583,099
|
|
Bayer US Finance LLC 6.375% 11/21/2030 (o)
|
1,480,000
|
1,594,096
|
|
Bayer US Finance LLC 6.5% 11/21/2033 (o)
|
11,585,000
|
12,697,672
|
|
Bayer US Finance LLC 6.875% 11/21/2053 (o)
|
16,200,000
|
17,697,614
|
|
TOTAL HEALTH CARE
|
48,964,730
|
||
Information Technology - 0.0%
|
|||
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
Infineon Technologies AG 3.5% 2/16/2034 (m)
|
EUR
|
1,000,000
|
1,190,167
|
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
ACCENTRO East Holding GMBH 6% 6/30/2027 pay-in-kind (j)
|
EUR
|
100,000
|
118,160
|
Accentro Real Estate AG 10% 12/30/2027 pay-in-kind
|
EUR
|
406,630
|
514,478
|
Accentro Real Estate AG 5.625% 12/30/2034 pay-in-kind (c)(m)
|
EUR
|
1,443,507
|
460,525
|
Sirius Real Estate Ltd 4% 1/22/2032 (m)
|
EUR
|
800,000
|
955,318
|
TOTAL REAL ESTATE
|
2,048,481
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Amprion GmbH 3.125% 8/27/2030 (m)
|
EUR
|
800,000
|
953,146
|
Amprion GmbH 3.625% 5/21/2031 (m)
|
EUR
|
300,000
|
364,284
|
Amprion GmbH 3.875% 6/5/2036 (m)
|
EUR
|
900,000
|
1,079,689
|
EnBW International Finance BV 3.75% 11/20/2035 (m)
|
EUR
|
1,525,000
|
1,834,597
|
EnBW International Finance BV 5.7923% 2/26/2036 (m)
|
AUD
|
1,260,000
|
894,141
|
5,125,857
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
RWE Finance US LLC 5.125% 9/18/2035 (o)
|
5,093,000
|
5,105,800
|
|
RWE Finance US LLC 5.875% 4/16/2034 (o)
|
1,581,000
|
1,678,377
|
|
6,784,177
|
|||
TOTAL UTILITIES
|
11,910,034
|
||
TOTAL GERMANY
|
161,225,352
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (o)
|
1,210,000
|
1,247,148
|
|
GUATEMALA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
Millicom International Cellular SA 4.5% 4/27/2031 (o)
|
6,466,000
|
6,016,900
|
|
Millicom International Cellular SA 5.125% 1/15/2028 (o)
|
801,000
|
796,755
|
|
TOTAL GUATEMALA
|
6,813,655
|
||
HONG KONG - 0.0%
|
|||
Financials - 0.0%
|
|||
Insurance - 0.0%
|
|||
AIA Group Ltd 3.9% 4/6/2028 (o)
|
2,931,000
|
2,940,241
|
|
AIA Group Ltd 5.375% 4/5/2034 (o)
|
4,500,000
|
4,729,325
|
|
Prudential Funding Asia PLC 2.95% 11/3/2033 (c)(m)
|
3,700,000
|
3,574,297
|
|
TOTAL HONG KONG
|
11,243,863
|
||
IRELAND - 0.3%
|
|||
Financials - 0.2%
|
|||
Banks - 0.0%
|
|||
Bank of Ireland Group PLC 5.601% 3/20/2030 (c)(o)
|
6,500,000
|
6,763,114
|
|
Consumer Finance - 0.2%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026
|
14,122,000
|
13,985,330
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028
|
31,806,000
|
30,941,488
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032
|
15,939,000
|
14,895,005
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033
|
2,691,000
|
2,456,193
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041
|
4,396,000
|
3,659,838
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.125% 2/28/2029
|
6,297,000
|
6,300,293
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.375% 11/15/2030
|
4,113,000
|
4,123,853
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.95% 9/10/2034
|
8,350,000
|
8,371,483
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.1% 1/19/2029
|
5,200,000
|
5,339,179
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.75% 6/6/2028
|
16,700,000
|
17,294,765
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1% 1/15/2027
|
4,800,000
|
4,881,427
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.15% 9/30/2030
|
10,400,000
|
11,163,961
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027
|
1,866,000
|
1,912,959
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 1/31/2056 (c)
|
1,225,000
|
1,269,934
|
|
126,595,708
|
|||
Financial Services - 0.0%
|
|||
GGAM Finance Ltd 5.875% 3/15/2030 (o)
|
845,000
|
858,368
|
|
GGAM Finance Ltd 6.875% 4/15/2029 (o)
|
545,000
|
561,391
|
|
GGAM Finance Ltd 8% 2/15/2027 (o)
|
390,000
|
393,997
|
|
1,813,756
|
|||
TOTAL FINANCIALS
|
135,172,578
|
||
Industrials - 0.1%
|
|||
Passenger Airlines - 0.0%
|
|||
SMBC Aviation Capital Finance DAC 5.7% 7/25/2033 (o)
|
6,000,000
|
6,341,646
|
|
Transportation Infrastructure - 0.1%
|
|||
Avolon Holdings Funding Ltd 3.25% 2/15/2027 (o)
|
11,688,000
|
11,580,977
|
|
Avolon Holdings Funding Ltd 4.2% 4/15/2029 (o)
|
3,442,000
|
3,432,825
|
|
Avolon Holdings Funding Ltd 4.375% 5/1/2026 (o)
|
7,747,000
|
7,747,480
|
|
Avolon Holdings Funding Ltd 4.85% 4/1/2033 (o)
|
655,000
|
649,216
|
|
Avolon Holdings Funding Ltd 4.9% 10/10/2030 (o)
|
10,000,000
|
10,142,261
|
|
Avolon Holdings Funding Ltd 4.95% 1/15/2028 (o)
|
10,100,000
|
10,234,138
|
|
Avolon Holdings Funding Ltd 5.15% 1/15/2030 (o)
|
14,620,000
|
14,971,663
|
|
Avolon Holdings Funding Ltd 5.375% 5/30/2030 (o)
|
15,782,000
|
16,323,383
|
|
Avolon Holdings Funding Ltd 5.75% 11/15/2029 (o)
|
6,000,000
|
6,270,139
|
|
Avolon Holdings Funding Ltd 5.75% 3/1/2029 (o)
|
14,000,000
|
14,564,699
|
|
Avolon Holdings Funding Ltd 6.375% 5/4/2028 (o)
|
28,614,000
|
29,822,787
|
|
125,739,568
|
|||
TOTAL INDUSTRIALS
|
132,081,214
|
||
Materials - 0.0%
|
|||
Containers & Packaging - 0.0%
|
|||
Smurfit Kappa Treasury ULC 3.489% 11/24/2031
|
EUR
|
250,000
|
299,298
|
Smurfit Kappa Treasury ULC 5.438% 4/3/2034
|
10,500,000
|
10,943,875
|
|
Smurfit Westrock Financing DAC 5.418% 1/15/2035
|
6,624,000
|
6,874,841
|
|
TOTAL MATERIALS
|
18,118,014
|
||
TOTAL IRELAND
|
285,371,806
|
||
ISRAEL - 0.0%
|
|||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032
|
200,000
|
212,230
|
|
Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030
|
1,050,000
|
1,089,544
|
|
TOTAL ISRAEL
|
1,301,774
|
||
ITALY - 0.1%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Intesa Sanpaolo SpA 4.198% 6/1/2032 (c)(o)
|
17,320,000
|
16,737,738
|
|
UniCredit SpA 1.982% 6/3/2027 (c)(o)
|
6,165,000
|
6,131,550
|
|
TOTAL FINANCIALS
|
22,869,288
|
||
Utilities - 0.1%
|
|||
Electric Utilities - 0.1%
|
|||
Enel Finance International NV 4.375% 9/30/2030 (o)
|
17,235,000
|
17,323,057
|
|
Enel Finance International NV 5% 9/30/2035 (o)
|
10,000,000
|
9,989,613
|
|
Enel Finance International NV 5.125% 6/26/2029 (o)
|
12,100,000
|
12,465,804
|
|
Enel Finance International NV 5.5% 6/26/2034 (o)
|
9,385,000
|
9,790,966
|
|
Enel Finance International NV 7.5% 10/14/2032 (o)
|
1,105,000
|
1,279,166
|
|
Enel SpA 3.375% (c)(m)(u)
|
EUR
|
671,000
|
794,262
|
51,642,868
|
|||
Gas Utilities - 0.0%
|
|||
Snam SpA 5.75% 5/28/2035 (o)
|
977,000
|
1,032,489
|
|
TOTAL UTILITIES
|
52,675,357
|
||
TOTAL ITALY
|
75,544,645
|
||
JAPAN - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
NTT Finance Corp 1.591% 4/3/2028 (o)
|
3,586,000
|
3,420,856
|
|
NTT Finance Corp 3.678% 7/16/2033 (m)
|
EUR
|
600,000
|
722,027
|
NTT Finance Corp 4.567% 7/16/2027 (o)
|
3,278,000
|
3,307,736
|
|
NTT Finance Corp 4.62% 7/16/2028 (o)
|
3,778,000
|
3,835,075
|
|
NTT Finance Corp 4.876% 7/16/2030 (o)
|
13,593,000
|
13,945,378
|
|
NTT Finance Corp 5.171% 7/16/2032 (o)
|
16,350,000
|
16,903,330
|
|
NTT Finance Corp 5.502% 7/16/2035 (o)
|
6,100,000
|
6,373,026
|
|
TOTAL COMMUNICATION SERVICES
|
48,507,428
|
||
Consumer Staples - 0.0%
|
|||
Tobacco - 0.0%
|
|||
Japan Tobacco Inc 4.85% 5/15/2028 (o)
|
4,109,000
|
4,192,615
|
|
Japan Tobacco Inc 5.21% 6/15/2030 (o)
|
10,408,000
|
10,868,761
|
|
Japan Tobacco Inc 5.856% 6/15/2035 (o)
|
8,260,000
|
8,938,907
|
|
TOTAL CONSUMER STAPLES
|
24,000,283
|
||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (c)
|
3,276,000
|
3,245,811
|
|
Mitsubishi UFJ Financial Group Inc 1.64% 10/13/2027 (c)
|
4,211,000
|
4,153,038
|
|
Mitsubishi UFJ Financial Group Inc 5.017% 7/20/2028 (c)
|
4,690,000
|
4,759,860
|
|
Mitsubishi UFJ Financial Group Inc 5.258% 4/17/2030 (c)
|
6,000,000
|
6,212,948
|
|
Mizuho Financial Group Inc 1.234% 5/22/2027 (c)
|
5,448,000
|
5,415,664
|
|
Mizuho Financial Group Inc 1.554% 7/9/2027 (c)
|
2,200,000
|
2,181,887
|
|
Mizuho Financial Group Inc 4.254% 9/11/2029 (c)
|
1,035,000
|
1,040,357
|
|
Mizuho Financial Group Inc 4.711% 7/8/2031 (c)
|
20,356,000
|
20,756,722
|
|
Mizuho Financial Group Inc 5.323% 7/8/2036 (c)
|
10,000,000
|
10,363,615
|
|
Sumitomo Mitsui Financial Group Inc 4.494% 1/15/2032 (c)
|
7,000,000
|
7,068,998
|
|
TOTAL FINANCIALS
|
65,198,900
|
||
TOTAL JAPAN
|
137,706,611
|
||
LUXEMBOURG - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Breakwater Energy Holdings Sarl 9.25% 11/15/2030 (o)
|
205,000
|
218,387
|
|
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Titanium 2l Bondco Sarl 6.25% 1/14/2031 pay-in-kind
|
EUR
|
6,558,500
|
1,445,403
|
Real Estate - 0.0%
|
|||
Diversified REITs - 0.0%
|
|||
Stoneweg Ereit Lux Finco Sarl 4.125% 2/22/2033 (m)
|
EUR
|
1,700,000
|
2,018,420
|
Industrial REITs - 0.0%
|
|||
Prologis International Funding II SA 4.375% 7/1/2036 (m)
|
EUR
|
400,000
|
493,857
|
Real Estate Management & Development - 0.0%
|
|||
AXA Logistics Europe Master SCA 3.375% 5/13/2031 (m)
|
EUR
|
500,000
|
595,924
|
Blackstone Property Partners Europe Holdings Sarl 1% 5/4/2028 (m)
|
EUR
|
2,271,000
|
2,583,707
|
CBRE Europe Logistics Partners SCA SICAV-SIF 3.5% 9/22/2032 (m)
|
EUR
|
1,000,000
|
1,175,571
|
CBRE Open-Ended Funds SCA SICAV-SIF 4.75% 3/27/2034 (m)
|
EUR
|
450,000
|
563,761
|
Logicor Financing Sarl 0.875% 1/14/2031 (m)
|
EUR
|
600,000
|
631,178
|
Logicor Financing Sarl 3.75% 7/14/2032 (m)
|
EUR
|
370,000
|
440,900
|
Logicor Financing Sarl 4.25% 7/18/2029 (m)
|
EUR
|
1,200,000
|
1,473,018
|
P3 Group Sarl 3.75% 4/2/2033 (m)
|
EUR
|
600,000
|
710,614
|
P3 Group Sarl 4% 4/19/2032 (m)
|
EUR
|
800,000
|
968,859
|
9,143,532
|
|||
TOTAL REAL ESTATE
|
11,655,809
|
||
TOTAL LUXEMBOURG
|
13,319,599
|
||
MEXICO - 0.2%
|
|||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Petroleos Mexicanos 5.95% 1/28/2031
|
17,450,000
|
17,083,550
|
|
Petroleos Mexicanos 6.35% 2/12/2048
|
1,560,000
|
1,251,744
|
|
Petroleos Mexicanos 6.625% 6/15/2035
|
17,000,000
|
16,267,300
|
|
Petroleos Mexicanos 6.7% 2/16/2032
|
13,774,000
|
13,813,945
|
|
Petroleos Mexicanos 6.75% 9/21/2047
|
22,490,000
|
18,700,435
|
|
Petroleos Mexicanos 6.95% 1/28/2060
|
32,166,000
|
26,480,177
|
|
Petroleos Mexicanos 7.69% 1/23/2050
|
75,606,000
|
68,665,369
|
|
TOTAL MEXICO
|
162,262,520
|
||
MULTI-NATIONAL - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
European Investment Bank 0.625% 1/22/2029 (m)
|
EUR
|
1,270,000
|
1,436,450
|
European Investment Bank 2.875% 1/12/2033 (m)
|
EUR
|
370,000
|
444,720
|
European Investment Bank 2.875% 6/18/2035 (m)
|
EUR
|
1,715,000
|
2,037,223
|
TOTAL MULTI-NATIONAL
|
3,918,393
|
||
NETHERLANDS - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Koninklijke KPN NV 3.875% 2/16/2036 (m)
|
EUR
|
300,000
|
360,400
|
Media - 0.0%
|
|||
Ziggo BV 4.875% 1/15/2030 (o)
|
625,000
|
588,847
|
|
TOTAL COMMUNICATION SERVICES
|
949,247
|
||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
REWE International Finance BV 4.875% 9/13/2030 (m)
|
EUR
|
300,000
|
380,099
|
Food Products - 0.0%
|
|||
JDE Peet's NV 1.375% 1/15/2027 (o)
|
3,516,000
|
3,434,566
|
|
JDE Peet's NV 2.25% 9/24/2031 (o)
|
2,660,000
|
2,353,801
|
|
5,788,367
|
|||
TOTAL CONSUMER STAPLES
|
6,168,466
|
||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
ABN AMRO Bank NV 5.515% 12/3/2035 (c)(o)
|
17,600,000
|
18,280,637
|
|
Cooperatieve Rabobank UA 1.125% 5/7/2031 (m)
|
EUR
|
1,100,000
|
1,180,372
|
Cooperatieve Rabobank UA 1.98% 12/15/2027 (c)(o)
|
3,614,000
|
3,559,212
|
|
Cooperatieve Rabobank UA 3.649% 4/6/2028 (c)(o)
|
6,943,000
|
6,922,328
|
|
Cooperatieve Rabobank UA 3.75% 7/21/2026
|
4,206,000
|
4,200,436
|
|
Cooperatieve Rabobank UA 5.71% 1/21/2033 (c)(o)
|
1,870,000
|
1,988,941
|
|
ING Groep NV 1.726% 4/1/2027 (c)
|
1,250,000
|
1,247,632
|
|
ING Groep NV 3% 8/17/2031 (c)(m)
|
EUR
|
1,800,000
|
2,118,583
|
ING Groep NV 5.335% 3/19/2030 (c)
|
6,500,000
|
6,733,652
|
|
46,231,793
|
|||
Insurance - 0.0%
|
|||
Argentum Netherlands BV 5.625% 8/15/2052 (c)(m)
|
5,775,000
|
5,852,548
|
|
TOTAL FINANCIALS
|
52,084,341
|
||
Information Technology - 0.1%
|
|||
Semiconductors & Semiconductor Equipment - 0.1%
|
|||
NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032
|
16,241,000
|
14,671,582
|
|
NXP BV / NXP Funding LLC / NXP USA Inc 3.4% 5/1/2030
|
5,200,000
|
5,039,486
|
|
NXP BV / NXP Funding LLC / NXP USA Inc 4.85% 8/19/2032
|
8,338,000
|
8,482,492
|
|
NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035
|
29,120,000
|
29,746,034
|
|
TOTAL INFORMATION TECHNOLOGY
|
57,939,594
|
||
TOTAL NETHERLANDS
|
117,141,648
|
||
NORWAY - 0.0%
|
|||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Seadrill Finance Ltd 8.375% 8/1/2030 (o)
|
815,000
|
856,446
|
|
TGS ASA 8.5% 1/15/2030 (o)
|
955,000
|
1,008,744
|
|
TOTAL ENERGY
|
1,865,190
|
||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
DNB Bank ASA 1.535% 5/25/2027 (c)(o)
|
3,681,000
|
3,659,679
|
|
DNB Bank ASA 1.605% 3/30/2028 (c)(o)
|
3,208,000
|
3,130,113
|
|
TOTAL FINANCIALS
|
6,789,792
|
||
TOTAL NORWAY
|
8,654,982
|
||
PANAMA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Sable International Finance Ltd 7.125% 10/15/2032 (o)
|
1,040,000
|
1,052,486
|
|
Wireless Telecommunication Services - 0.0%
|
|||
C&W Senior Finance Ltd 9% 1/15/2033 (o)
|
1,035,000
|
1,068,925
|
|
TOTAL PANAMA
|
2,121,411
|
||
POLAND - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
GTC Aurora Luxembourg SA 2.25% 6/23/2026 (m)
|
EUR
|
1,540,000
|
1,808,873
|
GTC Finance DAC 6.5% 10/15/2030 (m)
|
EUR
|
1,600,000
|
1,767,674
|
TOTAL POLAND
|
3,576,547
|
||
QATAR - 0.0%
|
|||
Utilities - 0.0%
|
|||
Gas Utilities - 0.0%
|
|||
Nakilat Inc 6.067% 12/31/2033 (o)
|
853,127
|
900,058
|
|
SOUTH AFRICA - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Anglo American Capital PLC 3.875% 3/16/2029 (o)
|
6,227,000
|
6,180,733
|
|
SPAIN - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco Bilbao Vizcaya Argentaria SA 6.033% 3/13/2035 (c)
|
2,000,000
|
2,139,033
|
|
Banco Santander SA 2.749% 12/3/2030
|
10,800,000
|
9,924,671
|
|
CaixaBank SA 3.625% 9/19/2032 (c)(m)
|
EUR
|
900,000
|
1,083,288
|
CaixaBank SA 5.673% 3/15/2030 (c)(o)
|
8,900,000
|
9,281,065
|
|
CaixaBank SA 6.037% 6/15/2035 (c)(o)
|
11,757,000
|
12,616,554
|
|
TOTAL FINANCIALS
|
35,044,611
|
||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (o)
|
4,755,000
|
4,642,908
|
|
TOTAL SPAIN
|
39,687,519
|
||
SWEDEN - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Samhallsbyggnadsbolaget I Norden Holding AB 2.25% 7/12/2027 (m)
|
EUR
|
650,000
|
734,191
|
SWITZERLAND - 0.1%
|
|||
Financials - 0.1%
|
|||
Capital Markets - 0.1%
|
|||
UBS Group AG 1.494% 8/10/2027 (c)(o)
|
11,792,000
|
11,659,987
|
|
UBS Group AG 2.095% 2/11/2032 (c)(o)
|
7,800,000
|
7,012,568
|
|
UBS Group AG 3.091% 5/14/2032 (c)(o)
|
5,293,000
|
4,953,017
|
|
UBS Group AG 3.126% 8/13/2030 (c)(o)
|
5,359,000
|
5,179,169
|
|
UBS Group AG 4.125% 6/9/2033 (c)(m)
|
EUR
|
730,000
|
899,481
|
UBS Group AG 4.194% 4/1/2031 (c)(o)
|
43,154,000
|
43,030,834
|
|
UBS Group AG 4.75% 3/17/2032 (c)(m)
|
EUR
|
3,450,000
|
4,368,633
|
UBS Group AG 6.246% 9/22/2029 (c)(o)
|
8,000,000
|
8,421,417
|
|
85,525,106
|
|||
Insurance - 0.0%
|
|||
Swiss Re Finance Luxembourg SA 5% 4/2/2049 (c)(o)
|
1,000,000
|
1,010,261
|
|
Zurich Finance Ireland Designated Activity Co 3.5% 5/2/2052 (c)(m)
|
1,650,000
|
1,510,287
|
|
2,520,548
|
|||
TOTAL FINANCIALS
|
88,045,654
|
||
Information Technology - 0.0%
|
|||
Electronic Equipment, Instruments & Components - 0.0%
|
|||
Tyco Electronics Group SA 4.875% 2/9/2036
|
8,000,000
|
8,126,550
|
|
Materials - 0.0%
|
|||
Containers & Packaging - 0.0%
|
|||
SIG Combibloc PurchaseCo Sarl 3.75% 3/19/2030 (m)
|
EUR
|
350,000
|
420,957
|
TOTAL SWITZERLAND
|
96,593,161
|
||
TANZANIA - 0.0%
|
|||
Information Technology - 0.0%
|
|||
Communications Equipment - 0.0%
|
|||
HTA Group Ltd/Mauritius 7.5% 6/4/2029 (o)
|
300,000
|
310,018
|
|
UNITED KINGDOM - 0.6%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
BT Finance PLC 3.375% 11/17/2032 (m)
|
EUR
|
925,000
|
1,094,403
|
Virgin Media Finance PLC 5% 7/15/2030 (o)
|
101,000
|
84,022
|
|
1,178,425
|
|||
Media - 0.0%
|
|||
Virgin Media Secured Finance PLC 5.5% 5/15/2029 (o)
|
415,000
|
402,936
|
|
Wireless Telecommunication Services - 0.0%
|
|||
Vmed O2 UK Financing I PLC 4.25% 1/31/2031 (o)
|
575,000
|
506,952
|
|
Vmed O2 UK Financing I PLC 6.75% 1/15/2033 (o)
|
340,000
|
322,317
|
|
829,269
|
|||
TOTAL COMMUNICATION SERVICES
|
2,410,630
|
||
Consumer Discretionary - 0.0%
|
|||
Broadline Retail - 0.0%
|
|||
John Lewis PLC 4.25% 12/18/2034 (m)
|
GBP
|
894,000
|
1,043,786
|
Marks & Spencer PLC 5.125% 8/18/2032 (m)
|
GBP
|
600,000
|
819,499
|
1,863,285
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
IHG Finance LLC 3.375% 9/10/2030 (m)
|
EUR
|
425,000
|
507,850
|
Whitbread Group PLC 2.375% 5/31/2027 (m)
|
GBP
|
1,260,000
|
1,653,831
|
2,161,681
|
|||
Household Durables - 0.0%
|
|||
Berkeley Group PLC/The 2.5% 8/11/2031 (m)
|
GBP
|
1,820,000
|
2,148,918
|
Specialty Retail - 0.0%
|
|||
Belron UK Finance PLC 5.75% 10/15/2029 (o)
|
690,000
|
705,134
|
|
TOTAL CONSUMER DISCRETIONARY
|
6,879,018
|
||
Consumer Staples - 0.1%
|
|||
Tobacco - 0.1%
|
|||
BAT Capital Corp 2.259% 3/25/2028
|
7,192,000
|
6,957,016
|
|
BAT Capital Corp 2.726% 3/25/2031
|
9,590,000
|
8,942,741
|
|
BAT Capital Corp 4.7% 4/2/2027
|
2,181,000
|
2,195,787
|
|
BAT Capital Corp 5.834% 2/20/2031
|
11,500,000
|
12,299,310
|
|
BAT Capital Corp 6.421% 8/2/2033
|
8,000,000
|
8,898,093
|
|
BAT Capital Corp 7.75% 10/19/2032
|
5,978,000
|
7,048,187
|
|
BAT International Finance PLC 1.668% 3/25/2026
|
4,276,000
|
4,269,403
|
|
BAT International Finance PLC 4.125% 4/12/2032 (m)
|
EUR
|
2,615,000
|
3,202,591
|
BAT International Finance PLC 4.448% 3/16/2028
|
4,764,000
|
4,809,048
|
|
BAT International Finance PLC 5.931% 2/2/2029
|
6,000,000
|
6,320,610
|
|
Imperial Brands Finance PLC 3.875% 2/12/2034 (m)
|
EUR
|
3,050,000
|
3,608,101
|
Imperial Brands Finance PLC 4.5% 6/30/2028 (o)
|
3,100,000
|
3,132,398
|
|
Imperial Brands Finance PLC 5.5% 2/1/2030 (o)
|
8,000,000
|
8,356,588
|
|
Imperial Brands Finance PLC 6.125% 7/27/2027 (o)
|
1,197,000
|
1,229,762
|
|
Reynolds American Inc 5.7% 8/15/2035
|
171,000
|
180,442
|
|
TOTAL CONSUMER STAPLES
|
81,450,077
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
EG Global Finance PLC 12% 11/30/2028 (o)
|
1,280,000
|
1,376,059
|
|
Financials - 0.5%
|
|||
Banks - 0.5%
|
|||
Barclays PLC 2.279% 11/24/2027 (c)
|
31,514,000
|
31,091,081
|
|
Barclays PLC 3.543% 8/14/2031 (c)(m)
|
EUR
|
1,503,000
|
1,799,848
|
Barclays PLC 3.811% 3/10/2042 (c)
|
7,473,000
|
6,064,391
|
|
Barclays PLC 4.219% 5/24/2030 (c)
|
20,101,000
|
20,105,395
|
|
Barclays PLC 4.836% 5/9/2028
|
6,102,000
|
6,148,066
|
|
Barclays PLC 5.088% 6/20/2030 (c)
|
35,939,000
|
36,654,974
|
|
Barclays PLC 5.2% 5/12/2026
|
1,556,000
|
1,559,405
|
|
Barclays PLC 5.207% 2/24/2037 (c)
|
12,000,000
|
11,988,674
|
|
Barclays PLC 5.367% 2/25/2031 (c)
|
17,084,000
|
17,733,681
|
|
Barclays PLC 5.501% 8/9/2028 (c)
|
3,000,000
|
3,058,666
|
|
Barclays PLC 5.746% 8/9/2033 (c)
|
2,074,000
|
2,194,855
|
|
Barclays PLC 5.785% 2/25/2036 (c)
|
9,000,000
|
9,428,917
|
|
Barclays PLC 5.829% 5/9/2027 (c)
|
4,720,000
|
4,735,203
|
|
Barclays PLC 6.224% 5/9/2034 (c)
|
5,000,000
|
5,409,765
|
|
Barclays PLC 6.49% 9/13/2029 (c)
|
8,000,000
|
8,448,978
|
|
Barclays PLC 6.692% 9/13/2034 (c)
|
12,500,000
|
13,913,805
|
|
HSBC Holdings PLC 2.357% 8/18/2031 (c)
|
15,444,000
|
14,215,207
|
|
HSBC Holdings PLC 2.848% 6/4/2031 (c)
|
6,103,000
|
5,763,114
|
|
HSBC Holdings PLC 4.619% 11/6/2031 (c)
|
10,672,000
|
10,794,275
|
|
HSBC Holdings PLC 4.787% 3/10/2032 (c)(m)
|
EUR
|
1,270,000
|
1,609,622
|
HSBC Holdings PLC 4.856% 5/23/2033 (c)(m)
|
EUR
|
1,600,000
|
2,041,428
|
HSBC Holdings PLC 4.899% 3/3/2029 (c)
|
6,458,000
|
6,563,377
|
|
HSBC Holdings PLC 4.95% 3/31/2030
|
262,000
|
270,065
|
|
HSBC Holdings PLC 5.21% 8/11/2028 (c)
|
8,310,000
|
8,440,764
|
|
HSBC Holdings PLC 5.24% 5/13/2031 (c)
|
9,220,000
|
9,551,604
|
|
HSBC Holdings PLC 6.254% 3/9/2034 (c)
|
200,000
|
218,651
|
|
HSBC Holdings PLC 8.201% 11/16/2034 (c)(m)
|
GBP
|
1,000,000
|
1,491,225
|
Lloyds Banking Group PLC 4.375% 3/22/2028
|
4,320,000
|
4,354,909
|
|
Lloyds Banking Group PLC 4.425% 11/4/2031 (c)
|
16,286,000
|
16,364,743
|
|
Lloyds Banking Group PLC 4.75% 9/21/2031 (c)(m)
|
EUR
|
1,550,000
|
1,959,217
|
Lloyds Banking Group PLC 4.818% 6/13/2029 (c)
|
5,000,000
|
5,084,624
|
|
Lloyds Banking Group PLC 4.976% 8/11/2033 (c)
|
6,227,000
|
6,382,439
|
|
Lloyds Banking Group PLC 5.087% 11/26/2028 (c)
|
5,700,000
|
5,805,298
|
|
Lloyds Banking Group PLC 5.985% 8/7/2027 (c)
|
4,700,000
|
4,739,880
|
|
Lloyds Banking Group PLC 7.953% 11/15/2033 (c)
|
6,196,000
|
7,271,362
|
|
NatWest Group PLC 1.642% 6/14/2027 (c)
|
1,207,000
|
1,198,866
|
|
NatWest Group PLC 3.073% 5/22/2028 (c)
|
9,914,000
|
9,813,051
|
|
NatWest Group PLC 3.632% 9/3/2034 (c)(m)
|
EUR
|
1,150,000
|
1,365,403
|
NatWest Group PLC 4.8% 4/5/2026
|
19,815,000
|
19,827,460
|
|
NatWest Group PLC 4.964% 8/15/2030 (c)
|
8,200,000
|
8,406,697
|
|
NatWest Group PLC 5.115% 5/23/2031 (c)
|
9,410,000
|
9,704,721
|
|
NatWest Group PLC 5.808% 9/13/2029 (c)
|
30,000,000
|
31,256,604
|
|
NatWest Group PLC 5.847% 3/2/2027 (c)
|
6,200,000
|
6,200,000
|
|
NatWest Group PLC 7.416% 6/6/2033 (c)(m)
|
GBP
|
850,000
|
1,206,995
|
Standard Chartered PLC 3.864% 3/17/2033 (c)(m)
|
EUR
|
900,000
|
1,082,783
|
Standard Chartered PLC 4.299% 1/13/2030 (c)(o)
|
5,127,000
|
5,141,684
|
|
Standard Chartered PLC 5.005% 10/15/2030 (c)(o)
|
6,204,000
|
6,350,602
|
|
Standard Chartered PLC 5.545% 1/21/2029 (c)(o)
|
5,880,000
|
6,033,667
|
|
Virgin Money UK PLC 7.625% 8/23/2029 (c)(m)
|
GBP
|
930,000
|
1,352,467
|
402,198,508
|
|||
Consumer Finance - 0.0%
|
|||
Motability Operations Group PLC 3.625% 1/22/2033 (m)
|
EUR
|
1,275,000
|
1,523,114
|
Financial Services - 0.0%
|
|||
Nationwide Building Society 4% 7/30/2035 (c)(m)
|
EUR
|
500,000
|
603,505
|
Nationwide Building Society 6.557% 10/18/2027 (c)(o)
|
6,000,000
|
6,095,091
|
|
6,698,596
|
|||
Insurance - 0.0%
|
|||
Admiral Group PLC 8.5% 1/6/2034 (m)
|
GBP
|
800,000
|
1,252,660
|
TOTAL FINANCIALS
|
411,672,878
|
||
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
180 Medical Inc 3.875% 10/15/2029 (o)
|
3,005,000
|
2,943,233
|
|
180 Medical Inc 5.3% 10/8/2035 (o)
|
3,926,000
|
3,944,825
|
|
TOTAL HEALTH CARE
|
6,888,058
|
||
Industrials - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
BAE Systems PLC 3.4% 4/15/2030 (o)
|
11,997,000
|
11,718,783
|
|
BAE Systems PLC 5.25% 3/26/2031 (o)
|
7,319,000
|
7,667,673
|
|
BAE Systems PLC 5.3% 3/26/2034 (o)
|
11,900,000
|
12,529,265
|
|
BAE Systems PLC 5.5% 3/26/2054 (o)
|
1,703,000
|
1,754,101
|
|
33,669,822
|
|||
Ground Transportation - 0.0%
|
|||
Mobico Group PLC 4.875% 9/26/2031 (m)
|
EUR
|
1,300,000
|
1,310,798
|
Passenger Airlines - 0.0%
|
|||
British Airways 2021-1 Class A Pass Through Trust equipment trust certificate 2.9% 9/15/2036 (o)
|
1,137,288
|
1,056,578
|
|
Transportation Infrastructure - 0.0%
|
|||
Heathrow Funding Ltd 6% 3/5/2032 (m)
|
GBP
|
1,250,000
|
1,753,786
|
TOTAL INDUSTRIALS
|
37,790,984
|
||
Real Estate - 0.0%
|
|||
Office REITs - 0.0%
|
|||
Great Portland Estates PLC 5.375% 9/25/2031 (m)
|
GBP
|
500,000
|
686,490
|
Real Estate Management & Development - 0.0%
|
|||
Titanium Ruth Holdco Ltd 0.95% 6/2/2026 (m)
|
EUR
|
1,300,000
|
1,528,473
|
TOTAL REAL ESTATE
|
2,214,963
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
London Power Networks PLC 3.837% 6/11/2037 (m)
|
EUR
|
750,000
|
895,106
|
NGG Finance PLC 2.125% 9/5/2082 (c)(m)
|
EUR
|
1,960,000
|
2,283,515
|
Scottish Hydro Electric Transmission PLC 3.375% 9/4/2032 (m)
|
EUR
|
1,050,000
|
1,255,448
|
4,434,069
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (o)
|
1,660,000
|
1,655,115
|
|
ContourGlobal Power Holdings SA 6.75% 2/28/2030 (o)
|
605,000
|
623,150
|
|
2,278,265
|
|||
Water Utilities - 0.0%
|
|||
Anglian Water Osprey Financing PLC 6.375% 8/18/2033 (m)
|
GBP
|
500,000
|
679,971
|
Anglian Water Services Financing PLC 5.875% 6/20/2031 (m)
|
GBP
|
990,000
|
1,390,664
|
Anglian Water Services Financing PLC 6.25% 9/12/2044 (m)
|
GBP
|
450,000
|
592,920
|
Anglian Water Services Financing PLC 6.293% 7/30/2030 (m)
|
GBP
|
1,000,000
|
1,423,320
|
Northumbrian Water Finance PLC 5.375% 7/22/2032 (m)
|
GBP
|
700,000
|
956,395
|
Northumbrian Water Finance PLC 5.625% 4/29/2033 (m)
|
GBP
|
1,145,000
|
1,574,676
|
Severn Trent Utilities Finance PLC 3.875% 8/4/2035 (m)
|
EUR
|
1,400,000
|
1,678,890
|
South West Water Finance PLC 5.25% 9/15/2031 (m)
|
GBP
|
1,025,000
|
1,399,579
|
South West Water Finance PLC 5.75% 12/11/2032 (m)
|
GBP
|
225,000
|
315,438
|
SW Finance I PLC 6.875% 8/7/2032 (m)
|
GBP
|
1,200,000
|
1,706,652
|
SW Finance I PLC 7.375% 12/12/2041 (m)
|
GBP
|
631,000
|
894,778
|
Wessex Water Services Finance PLC 6.125% 9/19/2034 (m)
|
GBP
|
850,000
|
1,187,854
|
Yorkshire Water Finance PLC 5.5% 4/28/2035 (m)
|
GBP
|
759,000
|
1,001,458
|
Yorkshire Water Finance PLC 6% 7/22/2033 (m)
|
GBP
|
850,000
|
1,178,526
|
15,981,121
|
|||
TOTAL UTILITIES
|
22,693,455
|
||
TOTAL UNITED KINGDOM
|
573,376,122
|
||
UNITED STATES - 9.4%
|
|||
Communication Services - 0.7%
|
|||
Diversified Telecommunication Services - 0.3%
|
|||
APLD ComputeCo LLC 9.25% 12/15/2030 (o)
|
2,415,000
|
2,534,765
|
|
AT&T Inc 1.65% 2/1/2028
|
2,253,000
|
2,160,526
|
|
AT&T Inc 2.25% 2/1/2032
|
8,095,000
|
7,229,652
|
|
AT&T Inc 2.55% 12/1/2033
|
18,825,000
|
16,326,409
|
|
AT&T Inc 2.75% 6/1/2031
|
7,200,000
|
6,708,690
|
|
AT&T Inc 3.55% 9/15/2055
|
11,426,000
|
7,735,637
|
|
AT&T Inc 3.65% 9/15/2059
|
2,396,000
|
1,612,718
|
|
AT&T Inc 3.8% 12/1/2057
|
10,190,000
|
7,148,852
|
|
AT&T Inc 4.3% 2/15/2030
|
7,106,000
|
7,173,437
|
|
AT&T Inc 4.4% 4/30/2031
|
9,270,000
|
9,355,568
|
|
AT&T Inc 4.5% 5/15/2035
|
2,388,000
|
2,327,249
|
|
AT&T Inc 4.75% 4/30/2033
|
19,000,000
|
19,259,393
|
|
AT&T Inc 4.75% 5/15/2046
|
41,310,000
|
36,343,075
|
|
AT&T Inc 5.4% 2/15/2034
|
5,000,000
|
5,240,741
|
|
AT&T Inc 6% 4/30/2056
|
14,000,000
|
14,120,821
|
|
Black Pearl Compute LLC 6.125% 2/15/2031 (o)
|
493,000
|
504,562
|
|
Cablevision Lightpath LLC 3.875% 9/15/2027 (o)
|
685,000
|
684,460
|
|
Cablevision Lightpath LLC 5.625% 9/15/2028 (o)
|
580,000
|
579,571
|
|
Cipher Compute LLC 7.125% 11/15/2030 (o)
|
380,000
|
396,090
|
|
Comcast Corp 2.937% 11/1/2056
|
1,612,000
|
940,073
|
|
Comcast Corp 2.987% 11/1/2063
|
6,248,000
|
3,481,647
|
|
Comcast Corp 3.75% 4/1/2040
|
1,000,000
|
843,588
|
|
Comcast Corp 3.999% 11/1/2049
|
889,000
|
672,099
|
|
Comcast Corp 6.05% 5/15/2055
|
24,500,000
|
25,086,883
|
|
Flash Compute LLC 7.25% 12/31/2030 (o)
|
1,045,000
|
1,069,682
|
|
Level 3 Financing Inc 6.875% 6/30/2033 (o)
|
1,470,000
|
1,522,442
|
|
Level 3 Financing Inc 7% 3/31/2034 (o)
|
115,000
|
119,548
|
|
SV RNO Property Owner 1 LLC 5.875% 3/1/2031 (o)
|
1,310,000
|
1,315,868
|
|
Uniti Services LLC 7.5% 10/15/2033 (o)
|
425,000
|
442,183
|
|
Verizon Communications Inc 2.1% 3/22/2028
|
2,703,000
|
2,611,902
|
|
Verizon Communications Inc 2.355% 3/15/2032
|
11,895,000
|
10,622,129
|
|
Verizon Communications Inc 2.55% 3/21/2031
|
3,016,000
|
2,790,539
|
|
Verizon Communications Inc 3% 11/20/2060
|
5,215,000
|
3,111,724
|
|
Verizon Communications Inc 3.7% 3/22/2061
|
3,473,000
|
2,402,602
|
|
Verizon Communications Inc 4.4% 11/1/2034
|
8,120,000
|
7,959,021
|
|
Verizon Communications Inc 4.75% 1/15/2033
|
1,932,000
|
1,959,328
|
|
Verizon Communications Inc 4.862% 8/21/2046
|
5,000,000
|
4,504,220
|
|
Verizon Communications Inc 5.401% 7/2/2037
|
427,000
|
439,452
|
|
Verizon Communications Inc 5.875% 11/30/2055
|
22,080,000
|
22,227,826
|
|
Verizon Communications Inc 6% 11/30/2065
|
4,000,000
|
4,015,377
|
|
WULF Compute LLC 7.75% 10/15/2030 (o)
|
1,690,000
|
1,789,734
|
|
247,370,083
|
|||
Entertainment - 0.0%
|
|||
ROBLOX Corp 3.875% 5/1/2030 (o)
|
1,070,000
|
1,021,761
|
|
Walt Disney Co/The 6.65% 11/15/2037
|
5,862,000
|
6,771,552
|
|
7,793,313
|
|||
Interactive Media & Services - 0.1%
|
|||
Alphabet Inc 3.375% 5/6/2037
|
EUR
|
290,000
|
336,973
|
Alphabet Inc 3.875% 5/6/2045
|
EUR
|
300,000
|
340,525
|
Alphabet Inc 4% 5/6/2054
|
EUR
|
300,000
|
332,478
|
Alphabet Inc 5.45% 11/15/2055
|
15,350,000
|
15,257,684
|
|
Alphabet Inc 5.65% 2/15/2056
|
11,000,000
|
11,255,837
|
|
Alphabet Inc 5.7% 11/15/2075
|
15,500,000
|
15,489,805
|
|
Meta Platforms Inc 4.2% 11/15/2030
|
11,286,000
|
11,385,255
|
|
Meta Platforms Inc 4.6% 11/15/2032
|
12,207,000
|
12,411,746
|
|
Meta Platforms Inc 4.875% 11/15/2035
|
15,550,000
|
15,704,836
|
|
Meta Platforms Inc 5.5% 11/15/2045
|
8,850,000
|
8,743,450
|
|
Meta Platforms Inc 5.625% 11/15/2055
|
8,850,000
|
8,662,603
|
|
Meta Platforms Inc 5.75% 11/15/2065
|
8,850,000
|
8,621,600
|
|
Snap Inc 6.875% 3/15/2034 (o)
|
525,000
|
523,398
|
|
109,066,190
|
|||
Media - 0.3%
|
|||
CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 5/1/2032
|
2,540,000
|
2,324,492
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 8/15/2030 (o)
|
9,205,000
|
8,779,982
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 5% 2/1/2028 (o)
|
3,546,000
|
3,538,354
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 7% 2/1/2033 (o)
|
1,085,000
|
1,109,354
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032
|
16,509,000
|
14,403,265
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 4/1/2031
|
25,100,000
|
22,816,364
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028
|
7,200,000
|
7,136,438
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028
|
1,724,000
|
1,723,042
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 12/1/2061
|
18,290,000
|
12,231,433
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.8% 3/1/2050
|
3,644,000
|
2,776,221
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029
|
4,200,000
|
4,265,548
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053
|
12,482,000
|
10,067,599
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047
|
52,170,000
|
43,483,169
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063
|
2,304,000
|
1,838,638
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048
|
1,898,000
|
1,651,997
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029
|
17,861,000
|
18,719,763
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045
|
4,300,000
|
4,082,971
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034
|
12,270,000
|
13,049,468
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.7% 12/1/2055
|
5,000,000
|
4,876,706
|
|
Discovery Communications LLC 3.95% 3/20/2028
|
6,489,000
|
6,449,093
|
|
Discovery Global Holdings Inc 3.755% 3/15/2027
|
1,531,000
|
1,526,239
|
|
Discovery Global Holdings Inc 4.279% 3/15/2032
|
345,000
|
316,537
|
|
Discovery Global Holdings Inc 5.05% 3/15/2042
|
1,505,000
|
1,079,838
|
|
EchoStar Corp 6.75% 11/30/2030 pay-in-kind (c)
|
1,660,000
|
1,681,172
|
|
Nexstar Media Inc 5.625% 7/15/2027 (o)
|
1,435,000
|
1,435,135
|
|
Sirius XM Radio LLC 4.125% 7/1/2030 (o)
|
10,000,000
|
9,425,803
|
|
Sirius XM Radio LLC 5% 8/1/2027 (o)
|
825,000
|
824,514
|
|
Sirius XM Radio LLC 5.5% 7/1/2029 (o)
|
400,000
|
400,404
|
|
TEGNA Inc 4.625% 3/15/2028
|
465,000
|
463,683
|
|
TEGNA Inc 5% 9/15/2029
|
115,000
|
114,890
|
|
Time Warner Cable LLC 4.5% 9/15/2042
|
2,302,000
|
1,815,388
|
|
Time Warner Cable LLC 5.5% 9/1/2041
|
23,879,000
|
21,359,295
|
|
Time Warner Cable LLC 5.875% 11/15/2040
|
12,748,000
|
11,957,738
|
|
Time Warner Cable LLC 6.55% 5/1/2037
|
7,048,000
|
7,255,290
|
|
Time Warner Cable LLC 6.75% 6/15/2039
|
3,974,000
|
4,070,356
|
|
Time Warner Cable LLC 7.3% 7/1/2038
|
8,091,000
|
8,756,059
|
|
Univision Communications Inc 8.5% 7/31/2031 (o)
|
850,000
|
869,895
|
|
Univision Communications Inc 9.375% 8/1/2032 (o)
|
415,000
|
439,139
|
|
259,115,272
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
T-Mobile USA Inc 2.4% 3/15/2029
|
1,208,000
|
1,154,020
|
|
T-Mobile USA Inc 2.7% 3/15/2032
|
13,401,000
|
12,208,564
|
|
T-Mobile USA Inc 3.75% 4/15/2027
|
10,840,000
|
10,822,849
|
|
T-Mobile USA Inc 3.875% 4/15/2030
|
22,430,000
|
22,257,567
|
|
T-Mobile USA Inc 4.95% 11/15/2035
|
20,360,000
|
20,547,277
|
|
T-Mobile USA Inc 5.65% 1/15/2053
|
2,491,000
|
2,438,456
|
|
69,428,733
|
|||
TOTAL COMMUNICATION SERVICES
|
692,773,591
|
||
Consumer Discretionary - 0.4%
|
|||
Automobile Components - 0.0%
|
|||
American Axle & Manufacturing Inc 6.375% 10/15/2032 (o)
|
325,000
|
330,761
|
|
American Axle & Manufacturing Inc 7.75% 10/15/2033 (o)
|
610,000
|
619,968
|
|
Clarios Global LP / Clarios US Finance Co 6.75% 9/15/2032 (o)
|
210,000
|
217,985
|
|
Clarios Global LP / Clarios US Finance Co 6.75% 2/15/2030 (o)
|
335,000
|
350,899
|
|
Clarios Global LP / Clarios US Finance Co 6.75% 5/15/2028 (o)
|
460,000
|
470,515
|
|
Patrick Industries Inc 6.375% 11/1/2032 (o)
|
825,000
|
847,376
|
|
2,837,504
|
|||
Automobiles - 0.1%
|
|||
Ford Motor Co 3.25% 2/12/2032
|
6,850,000
|
6,165,707
|
|
General Motors Co 5% 4/1/2035
|
1,419,000
|
1,409,542
|
|
General Motors Co 5.2% 4/1/2045
|
1,619,000
|
1,473,782
|
|
General Motors Co 5.4% 4/1/2048
|
654,000
|
602,099
|
|
General Motors Co 5.6% 10/15/2032
|
3,114,000
|
3,281,036
|
|
General Motors Co 5.95% 4/1/2049
|
3,089,000
|
3,043,417
|
|
General Motors Financial Co Inc 2.35% 2/26/2027
|
1,414,000
|
1,391,749
|
|
General Motors Financial Co Inc 3.1% 1/12/2032
|
7,510,000
|
6,945,300
|
|
General Motors Financial Co Inc 4.2% 10/27/2028
|
4,022,000
|
4,037,362
|
|
General Motors Financial Co Inc 4.3% 4/6/2029
|
6,975,000
|
7,005,493
|
|
General Motors Financial Co Inc 4.6% 1/8/2031
|
11,050,000
|
11,151,240
|
|
General Motors Financial Co Inc 5.4% 5/8/2027
|
12,300,000
|
12,493,060
|
|
General Motors Financial Co Inc 5.45% 7/15/2030
|
3,000,000
|
3,135,381
|
|
General Motors Financial Co Inc 5.55% 7/15/2029
|
8,500,000
|
8,851,646
|
|
General Motors Financial Co Inc 5.85% 4/6/2030
|
10,453,000
|
11,046,890
|
|
General Motors Financial Co Inc 6% 1/9/2028
|
1,900,000
|
1,962,801
|
|
General Motors Financial Co Inc 6.4% 1/9/2033
|
5,000,000
|
5,441,877
|
|
Nissan Motor Acceptance Co LLC 2.45% 9/15/2028 (o)
|
70,000
|
65,490
|
|
Nissan Motor Acceptance Co LLC 5.55% 9/13/2029 (o)
|
115,000
|
114,748
|
|
Nissan Motor Acceptance Co LLC 6.125% 9/30/2030 (o)
|
650,000
|
651,505
|
|
Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10% 1/15/2031 (o)
|
410,000
|
387,811
|
|
Stellantis Finance US Inc 2.691% 9/15/2031 (o)
|
11,641,000
|
10,174,592
|
|
Stellantis Finance US Inc 5.75% 3/18/2030 (o)
|
9,868,000
|
10,109,454
|
|
Thor Industries Inc 4% 10/15/2029 (o)
|
660,000
|
633,534
|
|
111,575,516
|
|||
Broadline Retail - 0.0%
|
|||
Macy's Retail Holdings LLC 7.375% 8/1/2033 (o)
|
325,000
|
340,480
|
|
Match Group Holdings II LLC 3.625% 10/1/2031 (o)
|
465,000
|
421,937
|
|
Match Group Holdings II LLC 4.125% 8/1/2030 (o)
|
530,000
|
503,670
|
|
Nordstrom Inc 4.375% 4/1/2030
|
405,000
|
389,950
|
|
Wayfair LLC 6.75% 11/15/2032 (o)
|
270,000
|
275,182
|
|
Wayfair LLC 7.25% 10/31/2029 (o)
|
395,000
|
408,210
|
|
Wayfair LLC 7.75% 9/15/2030 (o)
|
1,300,000
|
1,367,093
|
|
3,706,522
|
|||
Diversified Consumer Services - 0.0%
|
|||
Cornell University 4.169% 6/15/2030
|
2,500,000
|
2,539,686
|
|
Cornell University 4.733% 6/15/2035
|
3,734,000
|
3,815,550
|
|
Massachusetts Institute of Technology 3.885% 7/1/2116
|
4,116,000
|
2,972,790
|
|
Service Corp International/US 4% 5/15/2031
|
665,000
|
635,578
|
|
Service Corp International/US 5.125% 6/1/2029
|
1,035,000
|
1,038,134
|
|
Service Corp International/US 5.75% 10/15/2032
|
820,000
|
835,997
|
|
Sotheby's 7.375% 10/15/2027 (o)
|
1,575,000
|
1,565,402
|
|
TKC Holdings Inc 12% 2/15/2031 (o)
|
265,000
|
278,536
|
|
TKC Holdings Inc 8.5% 8/15/2030 (o)
|
835,000
|
854,447
|
|
14,536,120
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Acushnet Co 5.625% 12/1/2033 (o)
|
275,000
|
279,886
|
|
Aramark Services Inc 5% 2/1/2028 (o)
|
975,000
|
975,262
|
|
Caesars Entertainment Inc 6.5% 2/15/2032 (o)
|
1,475,000
|
1,498,891
|
|
Carnival Corp 5.75% 3/15/2030 (o)
|
405,000
|
418,858
|
|
Carnival Corp 5.75% 8/1/2032 (o)
|
330,000
|
342,474
|
|
Carnival Corp 5.875% 6/15/2031 (o)
|
810,000
|
846,468
|
|
Carnival Corp 6.125% 2/15/2033 (o)
|
4,070,000
|
4,213,252
|
|
Churchill Downs Inc 6.75% 5/1/2031 (o)
|
810,000
|
834,386
|
|
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (o)
|
1,060,000
|
999,707
|
|
Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (o)
|
660,000
|
614,946
|
|
Hilton Domestic Operating Co Inc 4% 5/1/2031 (o)
|
1,370,000
|
1,315,476
|
|
Hilton Domestic Operating Co Inc 5.5% 3/31/2034 (o)
|
355,000
|
358,789
|
|
Hilton Domestic Operating Co Inc 5.75% 9/15/2033 (o)
|
1,245,000
|
1,274,457
|
|
Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (o)
|
500,000
|
511,857
|
|
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 5% 6/1/2029 (o)
|
435,000
|
424,544
|
|
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (o)
|
980,000
|
999,824
|
|
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp 4.875% 4/1/2027
|
164,000
|
164,029
|
|
Life Time Inc 6% 11/15/2031 (o)
|
915,000
|
942,458
|
|
McDonald's Corp 3.5% 5/21/2032 (m)
|
EUR
|
1,225,000
|
1,471,101
|
Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (o)
|
905,000
|
933,188
|
|
Royal Caribbean Cruises Ltd 6% 2/1/2033 (o)
|
690,000
|
713,761
|
|
Royal Caribbean Cruises Ltd 6.25% 3/15/2032 (o)
|
430,000
|
448,424
|
|
Viking Cruises Ltd 5.875% 10/15/2033 (o)
|
1,060,000
|
1,081,370
|
|
Wyndham Hotels & Resorts Inc 4.375% 8/15/2028 (o)
|
850,000
|
843,993
|
|
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 6.25% 3/15/2033 (o)
|
455,000
|
464,663
|
|
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 7.125% 2/15/2031 (o)
|
505,000
|
545,370
|
|
Yum! Brands Inc 3.625% 3/15/2031
|
3,568,000
|
3,387,039
|
|
26,904,473
|
|||
Household Durables - 0.0%
|
|||
Century Communities Inc 3.875% 8/15/2029 (o)
|
450,000
|
429,015
|
|
Century Communities Inc 6.625% 9/15/2033 (o)
|
420,000
|
426,768
|
|
LGI Homes Inc 4% 7/15/2029 (o)
|
95,000
|
88,258
|
|
LGI Homes Inc 7% 11/15/2032 (o)
|
1,360,000
|
1,333,264
|
|
LGI Homes Inc 8.75% 12/15/2028 (o)
|
445,000
|
464,296
|
|
Somnigroup International Inc 3.875% 10/15/2031 (o)
|
880,000
|
826,057
|
|
Somnigroup International Inc 4% 4/15/2029 (o)
|
590,000
|
573,382
|
|
Toll Brothers Finance Corp 4.875% 3/15/2027
|
739,000
|
743,235
|
|
TopBuild Corp 4.125% 2/15/2032 (o)
|
1,170,000
|
1,111,971
|
|
TopBuild Corp 5.625% 1/31/2034 (o)
|
680,000
|
685,815
|
|
Whirlpool Corp 6.125% 6/15/2030
|
230,000
|
231,032
|
|
Whirlpool Corp 6.5% 6/15/2033
|
1,115,000
|
1,112,710
|
|
8,025,803
|
|||
Leisure Products - 0.0%
|
|||
Brunswick Corp/DE 5.85% 3/18/2029
|
10,500,000
|
10,916,804
|
|
Mattel Inc 5% 11/17/2030
|
2,829,000
|
2,872,435
|
|
13,789,239
|
|||
Specialty Retail - 0.2%
|
|||
Advance Auto Parts Inc 1.75% 10/1/2027
|
3,120,000
|
2,979,472
|
|
Advance Auto Parts Inc 5.95% 3/9/2028
|
5,301,000
|
5,449,709
|
|
Asbury Automotive Group Inc 4.625% 11/15/2029 (o)
|
175,000
|
172,274
|
|
Asbury Automotive Group Inc 5% 2/15/2032 (o)
|
785,000
|
763,425
|
|
AutoNation Inc 1.95% 8/1/2028
|
7,691,000
|
7,324,252
|
|
AutoNation Inc 2.4% 8/1/2031
|
23,196,000
|
20,844,351
|
|
AutoNation Inc 4.75% 6/1/2030
|
1,430,000
|
1,450,589
|
|
AutoZone Inc 4% 4/15/2030
|
19,121,000
|
19,038,306
|
|
AutoZone Inc 5.165% 6/15/2030
|
1,476,000
|
1,529,842
|
|
AutoZone Inc 6.25% 11/1/2028
|
8,000,000
|
8,449,785
|
|
Bath & Body Works Inc 6.625% 10/1/2030 (o)
|
710,000
|
727,205
|
|
Bath & Body Works Inc 6.875% 11/1/2035
|
430,000
|
438,135
|
|
Group 1 Automotive Inc 6.375% 1/15/2030 (o)
|
1,215,000
|
1,245,481
|
|
Home Depot Inc/The 4.95% 6/25/2034
|
15,500,000
|
16,020,225
|
|
Home Depot Inc/The 5.95% 4/1/2041
|
527,000
|
574,558
|
|
LBM Acquisition LLC 9.5% 6/15/2031 (o)
|
415,000
|
387,071
|
|
Lowe's Cos Inc 1.7% 9/15/2028
|
1,724,000
|
1,633,676
|
|
Lowe's Cos Inc 3% 10/15/2050
|
7,286,000
|
4,731,085
|
|
Lowe's Cos Inc 3.75% 4/1/2032
|
19,417,000
|
18,809,909
|
|
Lowe's Cos Inc 5.625% 4/15/2053
|
4,017,000
|
3,956,521
|
|
O'Reilly Automotive Inc 4.2% 4/1/2030
|
193,000
|
193,796
|
|
116,719,667
|
|||
Textiles, Apparel & Luxury Goods - 0.1%
|
|||
Levi Strauss & Co 3.5% 3/1/2031 (o)
|
555,000
|
520,776
|
|
Ralph Lauren Corp 5% 6/15/2032
|
7,300,000
|
7,597,575
|
|
Tapestry Inc 3.05% 3/15/2032
|
45,138,000
|
41,944,809
|
|
50,063,160
|
|||
TOTAL CONSUMER DISCRETIONARY
|
348,158,004
|
||
Consumer Staples - 0.2%
|
|||
Beverages - 0.0%
|
|||
Constellation Brands Inc 2.875% 5/1/2030
|
5,370,000
|
5,104,109
|
|
Consumer Staples Distribution & Retail - 0.2%
|
|||
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (o)
|
1,415,000
|
1,364,374
|
|
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (o)
|
580,000
|
575,214
|
|
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.5% 3/31/2031 (o)
|
380,000
|
382,557
|
|
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.75% 3/31/2034 (o)
|
300,000
|
298,508
|
|
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.5% 2/15/2028 (o)
|
880,000
|
895,594
|
|
Albertsons Cos Inc 5.625% 3/31/2032 (o)
|
650,000
|
652,559
|
|
Dollar General Corp 3.5% 4/3/2030
|
6,956,000
|
6,767,892
|
|
Dollar Tree Inc 2.65% 12/1/2031
|
7,473,000
|
6,829,160
|
|
Dollar Tree Inc 4.2% 5/15/2028
|
3,971,000
|
3,985,456
|
|
KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (o)
|
885,000
|
928,621
|
|
Mars Inc 4.8% 3/1/2030 (o)
|
15,997,000
|
16,444,830
|
|
Mars Inc 5% 3/1/2032 (o)
|
13,403,000
|
13,883,687
|
|
Mars Inc 5.2% 3/1/2035 (o)
|
36,002,000
|
37,278,720
|
|
Mars Inc 5.65% 5/1/2045 (o)
|
1,556,000
|
1,592,386
|
|
Mars Inc 5.7% 5/1/2055 (o)
|
3,104,000
|
3,147,622
|
|
Mars Inc 5.8% 5/1/2065 (o)
|
388,000
|
397,395
|
|
Performance Food Group Inc 4.25% 8/1/2029 (o)
|
845,000
|
829,055
|
|
Performance Food Group Inc 5.625% 3/1/2034 (o)
|
505,000
|
506,689
|
|
Performance Food Group Inc 6.125% 9/15/2032 (o)
|
1,215,000
|
1,247,195
|
|
US Foods Inc 4.625% 6/1/2030 (o)
|
130,000
|
128,708
|
|
US Foods Inc 5.75% 4/15/2033 (o)
|
1,785,000
|
1,820,748
|
|
US Foods Inc 7.25% 1/15/2032 (o)
|
560,000
|
586,489
|
|
100,543,459
|
|||
Food Products - 0.0%
|
|||
Bunge Ltd Finance Corp 4.9% 4/21/2027
|
8,282,000
|
8,370,095
|
|
Conagra Brands Inc 5% 8/1/2030
|
6,500,000
|
6,633,737
|
|
Darling Ingredients Inc 5.25% 4/15/2027 (o)
|
410,000
|
409,883
|
|
Darling Ingredients Inc 6% 6/15/2030 (o)
|
815,000
|
825,399
|
|
Fiesta Purchaser Inc 7.875% 3/1/2031 (o)
|
395,000
|
406,867
|
|
Fiesta Purchaser Inc 9.625% 9/15/2032 (o)
|
760,000
|
772,682
|
|
JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings 3% 5/15/2032
|
13,845,000
|
12,606,627
|
|
Lamb Weston Holdings Inc 4.375% 1/31/2032 (o)
|
1,145,000
|
1,093,039
|
|
Lamb Weston Holdings Inc 4.875% 5/15/2028 (o)
|
415,000
|
415,066
|
|
Pilgrim's Pride Corp 3.5% 3/1/2032
|
1,050,000
|
983,567
|
|
Pilgrim's Pride Corp 4.25% 4/15/2031
|
475,000
|
465,564
|
|
Post Holdings Inc 4.625% 4/15/2030 (o)
|
520,000
|
509,001
|
|
Post Holdings Inc 6.25% 2/15/2032 (o)
|
515,000
|
529,779
|
|
Smithfield Foods Inc 3% 10/15/2030 (o)
|
1,317,000
|
1,227,135
|
|
35,248,441
|
|||
Household Products - 0.0%
|
|||
Resideo Funding Inc 6.5% 7/15/2032 (o)
|
205,000
|
209,288
|
|
Personal Care Products - 0.0%
|
|||
BellRing Brands Inc 7% 3/15/2030 (o)
|
790,000
|
805,854
|
|
Tobacco - 0.0%
|
|||
Altria Group Inc 4.8% 2/14/2029
|
2,374,000
|
2,425,524
|
|
Philip Morris International Inc 3.25% 6/6/2032
|
EUR
|
2,575,000
|
3,043,710
|
Philip Morris International Inc 4% 10/29/2030
|
11,100,000
|
11,084,566
|
|
Philip Morris International Inc 4.25% 10/29/2032
|
11,080,000
|
11,050,306
|
|
Philip Morris International Inc 4.375% 11/15/2041
|
1,174,000
|
1,060,552
|
|
Philip Morris International Inc 5.125% 2/13/2031
|
5,200,000
|
5,424,715
|
|
Philip Morris International Inc 5.125% 2/15/2030
|
6,162,000
|
6,402,241
|
|
Philip Morris International Inc 5.75% 11/17/2032
|
5,790,000
|
6,245,161
|
|
46,736,775
|
|||
TOTAL CONSUMER STAPLES
|
188,647,926
|
||
Energy - 0.9%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (o)
|
1,010,000
|
1,051,048
|
|
Archrock Services LP / Archrock Partners Finance Corp 6% 2/1/2034 (o)
|
435,000
|
440,431
|
|
Kodiak Gas Services LLC 6.5% 10/1/2033 (o)
|
340,000
|
350,614
|
|
Kodiak Gas Services LLC 6.75% 10/1/2035 (o)
|
505,000
|
527,671
|
|
Kodiak Gas Services LLC 7.25% 2/15/2029 (o)
|
555,000
|
575,497
|
|
SESI LLC 7.875% 9/30/2030 (o)
|
440,000
|
449,256
|
|
Transocean International Ltd 7.875% 10/15/2032 (o)
|
85,000
|
91,266
|
|
Transocean International Ltd 8.25% 5/15/2029 (o)
|
860,000
|
895,407
|
|
USA Compression Partners LP / USA Compression Finance Corp 6.25% 10/1/2033 (o)
|
477,000
|
485,087
|
|
Valaris Ltd 8.375% 4/30/2030 (o)
|
325,000
|
340,831
|
|
WBI Operating LLC 6.25% 10/15/2030 (o)
|
550,000
|
560,582
|
|
WBI Operating LLC 6.5% 10/15/2033 (o)
|
550,000
|
558,938
|
|
6,326,628
|
|||
Oil, Gas & Consumable Fuels - 0.9%
|
|||
Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 10/15/2033 (o)
|
550,000
|
558,333
|
|
California Resources Corp 8.25% 6/15/2029 (o)
|
605,000
|
635,134
|
|
CNX Midstream Partners LP 4.75% 4/15/2030 (o)
|
750,000
|
731,449
|
|
CNX Resources Corp 5.875% 3/1/2034 (o)
|
465,000
|
465,850
|
|
CNX Resources Corp 7.25% 3/1/2032 (o)
|
785,000
|
823,147
|
|
Columbia Pipelines Holding Co LLC 4.999% 11/17/2032 (o)
|
11,933,000
|
12,173,552
|
|
Columbia Pipelines Holding Co LLC 5.097% 10/1/2031 (o)
|
8,090,000
|
8,322,558
|
|
Columbia Pipelines Holding Co LLC 6.042% 8/15/2028 (o)
|
5,000,000
|
5,226,532
|
|
Columbia Pipelines Operating Co LLC 5.695% 10/1/2054 (o)
|
5,090,000
|
4,993,126
|
|
Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (o)
|
8,337,000
|
8,905,851
|
|
Columbia Pipelines Operating Co LLC 5.962% 2/15/2055 (o)
|
7,300,000
|
7,413,594
|
|
Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (o)
|
11,691,000
|
12,666,719
|
|
Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (o)
|
10,495,000
|
11,339,914
|
|
Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (o)
|
6,291,000
|
6,860,804
|
|
Columbia Pipelines Operating Co LLC 6.714% 8/15/2063 (o)
|
3,766,000
|
4,179,393
|
|
CQP Holdco LP / BIP-V Chinook Holdco LLC 5.5% 6/15/2031 (o)
|
535,000
|
533,542
|
|
CQP Holdco LP / BIP-V Chinook Holdco LLC 7.5% 12/15/2033 (o)
|
1,195,000
|
1,289,112
|
|
CVR Energy Inc 7.5% 2/15/2031 (o)
|
1,305,000
|
1,300,577
|
|
DBR Land Holdings LLC 6.25% 12/1/2030 (o)
|
505,000
|
520,857
|
|
DCP Midstream Operating LP 5.125% 5/15/2029
|
8,391,000
|
8,629,594
|
|
DCP Midstream Operating LP 5.6% 4/1/2044
|
2,894,000
|
2,866,944
|
|
DCP Midstream Operating LP 6.75% 9/15/2037 (o)
|
1,198,000
|
1,334,632
|
|
Delek Logistics Partners LP / Delek Logistics Finance Corp 7.375% 6/30/2033 (o)
|
335,000
|
346,491
|
|
Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (o)
|
1,020,000
|
1,065,039
|
|
Eastern Gas Transmission & Storage Inc 3% 11/15/2029
|
6,572,000
|
6,358,908
|
|
Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049
|
4,359,000
|
3,268,258
|
|
Energy Transfer LP 3.75% 5/15/2030
|
40,278,000
|
39,621,266
|
|
Energy Transfer LP 4.55% 1/15/2031
|
4,964,000
|
5,011,572
|
|
Energy Transfer LP 4.95% 6/15/2028
|
3,824,000
|
3,900,409
|
|
Energy Transfer LP 5% 5/15/2050
|
16,985,000
|
14,517,349
|
|
Energy Transfer LP 5.25% 4/15/2029
|
2,564,000
|
2,648,132
|
|
Energy Transfer LP 5.25% 7/1/2029
|
5,392,000
|
5,590,989
|
|
Energy Transfer LP 5.4% 10/1/2047
|
1,092,000
|
1,007,660
|
|
Energy Transfer LP 5.6% 9/1/2034
|
2,230,000
|
2,329,918
|
|
Energy Transfer LP 5.75% 2/15/2033
|
7,491,000
|
7,961,415
|
|
Energy Transfer LP 5.8% 6/15/2038
|
2,595,000
|
2,696,243
|
|
Energy Transfer LP 6% 6/15/2048
|
201,000
|
198,246
|
|
Energy Transfer LP 6.5% 2/15/2056 (c)
|
635,000
|
641,627
|
|
Energy Transfer LP 6.75% 2/15/2056 (c)
|
210,000
|
214,650
|
|
EQT Corp 3.625% 5/15/2031 (o)
|
5,400,000
|
5,166,239
|
|
EQT Corp 3.9% 10/1/2027
|
773,000
|
771,545
|
|
EQT Corp 5.7% 4/1/2028
|
2,186,000
|
2,260,167
|
|
EQT Corp 5.75% 2/1/2034
|
23,624,000
|
25,026,547
|
|
Florida Gas Transmission Co LLC 5.75% 7/15/2035 (o)
|
13,350,000
|
14,080,531
|
|
Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (o)
|
155,000
|
160,373
|
|
Gulfstream Natural Gas System LLC 5.6% 7/23/2035 (o)
|
8,514,000
|
8,868,709
|
|
Harvest Midstream I LP 7.5% 5/15/2032 (o)
|
1,190,000
|
1,235,200
|
|
Hess Corp 4.3% 4/1/2027
|
8,399,000
|
8,432,562
|
|
Hess Corp 5.6% 2/15/2041
|
4,709,000
|
4,953,807
|
|
Hess Corp 5.8% 4/1/2047
|
11,931,000
|
12,512,274
|
|
Hess Corp 7.125% 3/15/2033
|
1,403,000
|
1,639,884
|
|
Hess Corp 7.3% 8/15/2031
|
3,686,000
|
4,258,275
|
|
Hess Corp 7.875% 10/1/2029
|
8,241,000
|
9,336,574
|
|
Hess Midstream Operations LP 5.5% 10/15/2030 (o)
|
1,235,000
|
1,244,314
|
|
Hess Midstream Operations LP 6.5% 6/1/2029 (o)
|
1,355,000
|
1,402,097
|
|
Hilcorp Energy I LP / Hilcorp Finance Co 6% 2/1/2031 (o)
|
170,000
|
165,591
|
|
Hilcorp Energy I LP / Hilcorp Finance Co 6% 4/15/2030 (o)
|
555,000
|
546,643
|
|
Hilcorp Energy I LP / Hilcorp Finance Co 8.375% 11/1/2033 (o)
|
200,000
|
211,037
|
|
Howard Midstream Energy Partners LLC 6.625% 1/15/2034 (o)
|
470,000
|
485,736
|
|
Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (o)
|
595,000
|
627,912
|
|
Kinder Morgan Inc 3.6% 2/15/2051
|
26,000,000
|
18,665,579
|
|
Kinetik Holdings LP 5.875% 6/15/2030 (o)
|
445,000
|
450,011
|
|
Kinetik Holdings LP 6.625% 12/15/2028 (o)
|
1,095,000
|
1,128,857
|
|
Matador Resources Co 6% 4/15/2034 (o)
|
220,000
|
219,735
|
|
Matador Resources Co 6.25% 4/15/2033 (o)
|
710,000
|
722,596
|
|
Matador Resources Co 6.5% 4/15/2032 (o)
|
730,000
|
745,520
|
|
MPLX LP 1.75% 3/1/2026
|
1,690,000
|
1,689,816
|
|
MPLX LP 4% 3/15/2028
|
3,724,000
|
3,728,435
|
|
MPLX LP 4.8% 2/15/2029
|
1,376,000
|
1,402,613
|
|
MPLX LP 4.95% 9/1/2032
|
13,900,000
|
14,151,412
|
|
MPLX LP 5% 3/1/2033
|
7,000,000
|
7,115,268
|
|
MPLX LP 5.5% 2/15/2049
|
4,129,000
|
3,865,185
|
|
Murphy Oil USA Inc 3.75% 2/15/2031 (o)
|
1,130,000
|
1,063,185
|
|
Northern Oil & Gas Inc 7.875% 10/15/2033 (o)
|
750,000
|
766,741
|
|
Northern Oil & Gas Inc 8.75% 6/15/2031 (o)
|
605,000
|
631,253
|
|
Occidental Petroleum Corp 5.375% 1/1/2032
|
28,900,000
|
30,084,512
|
|
Occidental Petroleum Corp 5.55% 10/1/2034
|
7,000,000
|
7,296,373
|
|
Occidental Petroleum Corp 6.125% 1/1/2031
|
30,000,000
|
32,247,270
|
|
Occidental Petroleum Corp 6.45% 9/15/2036
|
4,300,000
|
4,683,792
|
|
Occidental Petroleum Corp 6.6% 3/15/2046
|
4,886,000
|
5,190,925
|
|
Occidental Petroleum Corp 7.5% 5/1/2031
|
6,510,000
|
7,412,612
|
|
ONEOK Inc 4.25% 9/24/2027
|
7,582,000
|
7,618,267
|
|
ONEOK Inc 4.4% 10/15/2029
|
8,121,000
|
8,189,571
|
|
ONEOK Inc 4.75% 10/15/2031
|
15,795,000
|
16,021,692
|
|
ONEOK Inc 5.65% 9/1/2034
|
10,746,000
|
11,229,721
|
|
Ovintiv Inc 5.15% 11/15/2041
|
4,009,000
|
3,515,669
|
|
Ovintiv Inc 7.375% 11/1/2031
|
648,000
|
731,869
|
|
Ovintiv Inc 8.125% 9/15/2030
|
2,895,000
|
3,332,097
|
|
PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (o)
|
1,560,000
|
1,565,407
|
|
PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (o)
|
650,000
|
689,896
|
|
Permian Resources Operating LLC 5.875% 7/1/2029 (o)
|
445,000
|
445,556
|
|
Permian Resources Operating LLC 6.25% 2/1/2033 (o)
|
890,000
|
921,579
|
|
Permian Resources Operating LLC 7% 1/15/2032 (o)
|
1,100,000
|
1,152,250
|
|
Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029
|
10,415,000
|
10,213,724
|
|
Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030
|
10,658,000
|
10,458,176
|
|
Plains All American Pipeline LP / PAA Finance Corp 4.7% 1/15/2031
|
8,697,000
|
8,833,491
|
|
Plains All American Pipeline LP / PAA Finance Corp 5.6% 1/15/2036
|
12,797,000
|
13,119,220
|
|
Plains All American Pipeline LP / PAA Finance Corp 5.7% 9/15/2034
|
17,170,000
|
17,932,091
|
|
Rockies Express Pipeline LLC 6.75% 3/15/2033 (o)
|
345,000
|
363,431
|
|
Rockies Express Pipeline LLC 6.875% 4/15/2040 (o)
|
105,000
|
108,144
|
|
Rockies Express Pipeline LLC 7.5% 7/15/2038 (o)
|
360,000
|
392,194
|
|
Sabine Pass Liquefaction LLC 4.5% 5/15/2030
|
14,626,000
|
14,789,144
|
|
Spectra Energy Partners LP 4.5% 3/15/2045
|
543,000
|
470,628
|
|
Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029
|
340,000
|
334,998
|
|
Sunoco LP / Sunoco Finance Corp 5.875% 3/15/2028
|
1,335,000
|
1,335,506
|
|
Sunoco LP 5.375% 7/15/2031 (d)(o)
|
695,000
|
696,623
|
|
Sunoco LP 5.625% 3/15/2031 (o)
|
630,000
|
635,416
|
|
Sunoco LP 5.625% 7/15/2034 (d)(o)
|
875,000
|
874,864
|
|
Sunoco LP 5.875% 3/15/2034 (o)
|
420,000
|
421,677
|
|
Sunoco LP 6.25% 7/1/2033 (o)
|
200,000
|
205,985
|
|
Sunoco LP 6.625% 8/15/2032 (o)
|
1,120,000
|
1,159,308
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 12/31/2030 (o)
|
430,000
|
435,763
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (o)
|
270,000
|
272,870
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6.75% 3/15/2034 (o)
|
340,000
|
349,419
|
|
Targa Resources Corp 4.35% 1/15/2029
|
5,296,000
|
5,339,119
|
|
Targa Resources Corp 4.35% 4/15/2031
|
7,414,000
|
7,414,596
|
|
Targa Resources Corp 4.9% 9/15/2030
|
9,737,000
|
9,999,263
|
|
Targa Resources Corp 5.5% 2/15/2035
|
10,286,000
|
10,643,650
|
|
Targa Resources Corp 5.55% 8/15/2035
|
10,800,000
|
11,191,779
|
|
Targa Resources Corp 5.65% 2/15/2036
|
20,671,000
|
21,493,130
|
|
Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030
|
279,000
|
269,962
|
|
Transcontinental Gas Pipe Line Co LLC 5.1% 3/15/2036 (o)
|
12,626,000
|
12,873,049
|
|
Venture Global Calcasieu Pass LLC 3.875% 11/1/2033 (o)
|
235,000
|
209,155
|
|
Venture Global Calcasieu Pass LLC 6.25% 1/15/2030 (o)
|
160,000
|
165,220
|
|
Venture Global LNG Inc 7% 1/15/2030 (o)
|
1,015,000
|
1,029,569
|
|
Venture Global LNG Inc 8.125% 6/1/2028 (o)
|
505,000
|
518,173
|
|
Venture Global Plaquemines LNG LLC 6.125% 12/15/2030 (o)
|
450,000
|
467,464
|
|
Venture Global Plaquemines LNG LLC 6.5% 1/15/2034 (o)
|
820,000
|
862,984
|
|
Venture Global Plaquemines LNG LLC 6.5% 6/15/2034 (o)
|
755,000
|
792,721
|
|
Venture Global Plaquemines LNG LLC 6.75% 1/15/2036 (o)
|
820,000
|
873,473
|
|
Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (o)
|
965,000
|
1,070,502
|
|
Venture Global Plaquemines LNG LLC 7.75% 5/1/2035 (o)
|
940,000
|
1,066,173
|
|
Western Gas Partners LP 4.05% 2/1/2030 (p)
|
20,164,000
|
19,918,840
|
|
Western Gas Partners LP 4.65% 7/1/2026
|
1,823,000
|
1,823,489
|
|
Western Gas Partners LP 4.75% 8/15/2028
|
1,236,000
|
1,254,144
|
|
Western Gas Partners LP 4.8% 3/1/2031
|
1,556,000
|
1,569,181
|
|
Western Gas Partners LP 5.25% 2/1/2050 (p)
|
12,800,000
|
11,116,577
|
|
Western Gas Partners LP 5.3% 3/1/2048
|
2,900,000
|
2,561,962
|
|
Western Gas Partners LP 6.15% 4/1/2033
|
4,400,000
|
4,708,356
|
|
Western Gas Partners LP 6.35% 1/15/2029
|
11,247,000
|
11,884,955
|
|
Williams Cos Inc/The 2.6% 3/15/2031
|
7,660,000
|
7,088,001
|
|
Williams Cos Inc/The 3.5% 11/15/2030
|
18,113,000
|
17,550,880
|
|
Williams Cos Inc/The 4.625% 6/30/2030
|
9,576,000
|
9,741,072
|
|
Williams Cos Inc/The 4.65% 8/15/2032
|
22,370,000
|
22,643,797
|
|
Williams Cos Inc/The 4.8% 11/15/2029
|
8,200,000
|
8,404,694
|
|
Williams Cos Inc/The 5.1% 9/15/2045
|
9,765,000
|
9,139,396
|
|
Williams Cos Inc/The 5.3% 8/15/2052
|
5,092,000
|
4,757,613
|
|
Williams Cos Inc/The 5.3% 9/30/2035
|
8,000,000
|
8,214,479
|
|
Williams Cos Inc/The 5.75% 6/24/2044
|
2,747,000
|
2,784,825
|
|
816,055,582
|
|||
TOTAL ENERGY
|
822,382,210
|
||
Financials - 3.8%
|
|||
Banks - 1.9%
|
|||
Bank of America Corp 1.734% 7/22/2027 (c)
|
25,000,000
|
24,775,575
|
|
Bank of America Corp 1.898% 7/23/2031 (c)
|
6,975,000
|
6,333,783
|
|
Bank of America Corp 2.299% 7/21/2032 (c)
|
50,000,000
|
45,109,586
|
|
Bank of America Corp 2.496% 2/13/2031 (c)
|
10,724,000
|
10,072,309
|
|
Bank of America Corp 2.592% 4/29/2031 (c)
|
15,184,000
|
14,276,786
|
|
Bank of America Corp 2.884% 10/22/2030 (c)
|
8,000,000
|
7,675,291
|
|
Bank of America Corp 2.972% 2/4/2033 (c)
|
38,682,000
|
35,757,586
|
|
Bank of America Corp 3.194% 7/23/2030 (c)
|
10,561,000
|
10,271,528
|
|
Bank of America Corp 3.97% 3/5/2029 (c)
|
3,624,000
|
3,621,395
|
|
Bank of America Corp 3.974% 2/7/2030 (c)
|
2,345,000
|
2,342,915
|
|
Bank of America Corp 4.183% 11/25/2027
|
6,909,000
|
6,914,782
|
|
Bank of America Corp 4.25% 10/22/2026
|
40,217,000
|
40,278,184
|
|
Bank of America Corp 4.271% 7/23/2029 (c)
|
6,107,000
|
6,141,540
|
|
Bank of America Corp 4.376% 4/27/2028 (c)
|
3,650,000
|
3,666,699
|
|
Bank of America Corp 4.571% 4/27/2033 (c)
|
8,718,000
|
8,753,471
|
|
Bank of America Corp 4.623% 5/9/2029 (c)
|
38,563,000
|
39,110,329
|
|
Bank of America Corp 4.948% 7/22/2028 (c)
|
5,000,000
|
5,062,768
|
|
Bank of America Corp 5.015% 7/22/2033 (c)
|
35,614,000
|
36,660,469
|
|
Bank of America Corp 5.045% 2/6/2037 (c)
|
16,100,000
|
16,332,216
|
|
Bank of America Corp 5.162% 1/24/2031 (c)
|
8,600,000
|
8,926,292
|
|
Bank of America Corp 5.288% 4/25/2034 (c)
|
17,000,000
|
17,643,354
|
|
Bank of America Corp 5.468% 1/23/2035 (c)
|
29,000,000
|
30,391,891
|
|
Bank of America Corp 5.819% 9/15/2029 (c)
|
19,000,000
|
19,815,373
|
|
Bank of America Corp 6.11% 1/29/2037
|
1,340,000
|
1,446,944
|
|
Citibank NA 5.803% 9/29/2028
|
8,000,000
|
8,378,565
|
|
Citigroup Inc 3.07% 2/24/2028 (c)
|
13,000,000
|
12,874,439
|
|
Citigroup Inc 4.075% 4/23/2029 (c)
|
4,606,000
|
4,612,831
|
|
Citigroup Inc 4.125% 7/25/2028
|
6,909,000
|
6,917,880
|
|
Citigroup Inc 4.296% 7/23/2036 (c)
|
EUR
|
600,000
|
720,275
|
Citigroup Inc 4.3% 11/20/2026
|
1,766,000
|
1,769,005
|
|
Citigroup Inc 4.412% 3/31/2031 (c)
|
40,428,000
|
40,638,730
|
|
Citigroup Inc 4.45% 9/29/2027
|
21,445,000
|
21,574,480
|
|
Citigroup Inc 4.6% 3/9/2026
|
17,445,000
|
17,446,659
|
|
Citigroup Inc 4.786% 3/4/2029 (c)
|
4,400,000
|
4,466,137
|
|
Citigroup Inc 5.3% 5/6/2044
|
9,501,000
|
9,223,993
|
|
Citigroup Inc 6.174% 5/25/2034 (c)
|
14,215,000
|
15,174,985
|
|
Citigroup Inc 6.27% 11/17/2033 (c)
|
17,166,000
|
18,836,973
|
|
Citizens Financial Group Inc 2.638% 9/30/2032
|
11,627,000
|
10,224,279
|
|
Citizens Financial Group Inc 5.253% 3/5/2031 (c)
|
8,950,000
|
9,232,484
|
|
Citizens Financial Group Inc 5.718% 7/23/2032 (c)
|
15,200,000
|
16,012,287
|
|
Citizens Financial Group Inc 5.841% 1/23/2030 (c)
|
6,700,000
|
7,005,777
|
|
Citizens Financial Group Inc 6.645% 4/25/2035 (c)
|
12,968,000
|
14,353,206
|
|
Fifth Third Bancorp 8.25% 3/1/2038
|
2,155,000
|
2,668,251
|
|
First-Citizens Bank & Trust Co 6.125% 3/9/2028
|
28,000,000
|
28,987,209
|
|
Huntington Bancshares Inc/OH 2.487% 8/15/2036 (c)
|
4,490,000
|
3,966,337
|
|
Huntington Bancshares Inc/OH 4.443% 8/4/2028 (c)
|
3,628,000
|
3,651,770
|
|
JPMorgan Chase & Co 2.069% 6/1/2029 (c)
|
7,286,000
|
6,988,546
|
|
JPMorgan Chase & Co 2.522% 4/22/2031 (c)
|
4,724,000
|
4,432,707
|
|
JPMorgan Chase & Co 2.58% 4/22/2032 (c)
|
1,300,000
|
1,199,788
|
|
JPMorgan Chase & Co 2.739% 10/15/2030 (c)
|
9,341,000
|
8,930,881
|
|
JPMorgan Chase & Co 2.947% 2/24/2028 (c)
|
6,239,000
|
6,175,986
|
|
JPMorgan Chase & Co 2.956% 5/13/2031 (c)
|
11,536,000
|
10,977,300
|
|
JPMorgan Chase & Co 2.963% 1/25/2033 (c)
|
9,341,000
|
8,663,664
|
|
JPMorgan Chase & Co 3.761% 3/21/2034 (c)(m)
|
EUR
|
750,000
|
903,921
|
JPMorgan Chase & Co 4.25% 10/1/2027
|
3,379,000
|
3,403,131
|
|
JPMorgan Chase & Co 4.347% 1/22/2032 (c)
|
7,000,000
|
7,035,941
|
|
JPMorgan Chase & Co 4.586% 4/26/2033 (c)
|
50,039,000
|
50,563,706
|
|
JPMorgan Chase & Co 4.603% 10/22/2030 (c)
|
17,730,000
|
18,057,747
|
|
JPMorgan Chase & Co 4.898% 1/22/2037 (c)
|
1,613,000
|
1,622,663
|
|
JPMorgan Chase & Co 4.912% 7/25/2033 (c)
|
115,454,000
|
118,376,788
|
|
JPMorgan Chase & Co 4.946% 10/22/2035 (c)
|
13,540,000
|
13,750,267
|
|
JPMorgan Chase & Co 4.995% 7/22/2030 (c)
|
7,000,000
|
7,210,906
|
|
JPMorgan Chase & Co 5.012% 1/23/2030 (c)
|
13,500,000
|
13,869,102
|
|
JPMorgan Chase & Co 5.103% 4/22/2031 (c)
|
14,073,000
|
14,594,652
|
|
JPMorgan Chase & Co 5.299% 7/24/2029 (c)
|
11,000,000
|
11,322,201
|
|
JPMorgan Chase & Co 5.336% 1/23/2035 (c)
|
20,000,000
|
20,844,384
|
|
JPMorgan Chase & Co 5.35% 6/1/2034 (c)
|
20,000,000
|
20,930,506
|
|
JPMorgan Chase & Co 5.502% 1/24/2036 (c)
|
7,000,000
|
7,362,936
|
|
JPMorgan Chase & Co 5.572% 4/22/2036 (c)
|
16,715,000
|
17,675,407
|
|
JPMorgan Chase & Co 5.717% 9/14/2033 (c)
|
64,023,000
|
67,836,710
|
|
KeyCorp 5.305% 1/28/2037 (c)
|
9,872,000
|
9,959,374
|
|
Morgan Stanley Private Bank NA 4.204% 11/17/2028 (c)
|
30,780,000
|
30,894,517
|
|
Morgan Stanley Private Bank NA 4.213% 2/8/2030 (c)
|
18,000,000
|
18,085,607
|
|
Morgan Stanley Private Bank NA 4.465% 11/19/2031 (c)
|
46,326,000
|
46,611,130
|
|
Morgan Stanley Private Bank NA 4.734% 7/18/2031 (c)
|
6,130,000
|
6,242,158
|
|
PNC Financial Services Group Inc/The 4.812% 10/21/2032 (c)
|
13,500,000
|
13,803,121
|
|
PNC Financial Services Group Inc/The 5.068% 1/24/2034 (c)
|
15,132,000
|
15,637,237
|
|
PNC Financial Services Group Inc/The 5.222% 1/29/2031 (c)
|
6,900,000
|
7,176,282
|
|
PNC Financial Services Group Inc/The 5.575% 1/29/2036 (c)
|
7,000,000
|
7,367,289
|
|
PNC Financial Services Group Inc/The 5.582% 6/12/2029 (c)
|
7,240,000
|
7,504,327
|
|
Santander Holdings USA Inc 2.49% 1/6/2028 (c)
|
5,300,000
|
5,223,602
|
|
Truist Financial Corp 4.123% 6/6/2028 (c)
|
2,000,000
|
2,004,451
|
|
Truist Financial Corp 4.597% 1/27/2032 (c)
|
7,000,000
|
7,074,058
|
|
Truist Financial Corp 5.071% 5/20/2031 (c)
|
11,367,000
|
11,731,986
|
|
Truist Financial Corp 5.122% 1/26/2034 (c)
|
4,235,000
|
4,343,861
|
|
Truist Financial Corp 5.435% 1/24/2030 (c)
|
6,300,000
|
6,537,890
|
|
Truist Financial Corp 5.711% 1/24/2035 (c)
|
18,500,000
|
19,629,307
|
|
Wells Fargo & Co 2.879% 10/30/2030 (c)
|
9,400,000
|
8,996,798
|
|
Wells Fargo & Co 3.068% 4/30/2041 (c)
|
7,784,000
|
6,076,852
|
|
Wells Fargo & Co 3.526% 3/24/2028 (c)
|
25,667,000
|
25,534,343
|
|
Wells Fargo & Co 4.3% 7/22/2027
|
28,701,000
|
28,803,505
|
|
Wells Fargo & Co 4.478% 4/4/2031 (c)
|
19,300,000
|
19,499,318
|
|
Wells Fargo & Co 4.897% 7/25/2033 (c)
|
106,510,000
|
108,618,121
|
|
Wells Fargo & Co 4.97% 4/23/2029 (c)
|
7,235,000
|
7,376,195
|
|
Wells Fargo & Co 5.15% 4/23/2031 (c)
|
29,061,000
|
30,084,964
|
|
Wells Fargo & Co 5.244% 1/24/2031 (c)
|
31,390,000
|
32,566,158
|
|
Wells Fargo & Co 5.389% 4/24/2034 (c)
|
8,000,000
|
8,336,838
|
|
Wells Fargo & Co 5.499% 1/23/2035 (c)
|
25,000,000
|
26,187,657
|
|
Wells Fargo & Co 5.557% 7/25/2034 (c)
|
18,660,000
|
19,635,396
|
|
Wells Fargo & Co 5.574% 7/25/2029 (c)
|
25,500,000
|
26,381,082
|
|
Wells Fargo & Co 5.605% 4/23/2036 (c)
|
16,834,000
|
17,704,819
|
|
Wells Fargo & Co 6.303% 10/23/2029 (c)
|
12,800,000
|
13,499,158
|
|
1,701,974,859
|
|||
Capital Markets - 0.8%
|
|||
Athene Global Funding 1.73% 10/2/2026 (o)
|
4,975,000
|
4,906,775
|
|
Athene Global Funding 2.5% 3/24/2028 (o)
|
6,975,000
|
6,722,191
|
|
Athene Global Funding 2.646% 10/4/2031 (o)
|
3,414,000
|
3,040,569
|
|
Athene Global Funding 2.717% 1/7/2029 (o)
|
5,000,000
|
4,747,588
|
|
Athene Global Funding 4.721% 10/8/2029 (o)
|
7,000,000
|
7,003,718
|
|
Athene Global Funding 5.339% 1/15/2027 (o)
|
26,112,000
|
26,382,580
|
|
Athene Global Funding 5.516% 3/25/2027 (o)
|
7,800,000
|
7,914,831
|
|
Athene Global Funding 5.583% 1/9/2029 (o)
|
22,274,000
|
22,769,503
|
|
Blackstone Holdings Finance Co LLC 2.8% 9/30/2050 (o)
|
1,245,000
|
766,899
|
|
Blackstone Holdings Finance Co LLC 3.5% 9/10/2049 (o)
|
4,614,000
|
3,320,202
|
|
Blackstone Private Credit Fund 4.875% 4/14/2026 (m)
|
GBP
|
1,155,000
|
1,556,053
|
Charles Schwab Corp/The 4.343% 11/14/2031 (c)
|
5,000,000
|
5,031,663
|
|
Equitable America Global Funding 4.65% 6/9/2028 (o)
|
3,603,000
|
3,644,133
|
|
Equitable America Global Funding 4.95% 6/9/2030 (o)
|
16,856,000
|
17,221,323
|
|
GA Global Funding Trust 5.4% 1/13/2030 (o)
|
13,580,000
|
13,915,285
|
|
Goldman Sachs Group Inc/The 2.383% 7/21/2032 (c)
|
29,132,000
|
26,275,715
|
|
Goldman Sachs Group Inc/The 3.102% 2/24/2033 (c)
|
40,000,000
|
37,114,217
|
|
Goldman Sachs Group Inc/The 4.482% 8/23/2028 (c)
|
3,138,000
|
3,159,392
|
|
Goldman Sachs Group Inc/The 4.516% 1/21/2032 (c)
|
15,574,000
|
15,670,167
|
|
Goldman Sachs Group Inc/The 5.065% 1/21/2037 (c)
|
27,000,000
|
27,189,906
|
|
Goldman Sachs Group Inc/The 6.484% 10/24/2029 (c)
|
18,000,000
|
19,055,027
|
|
Goldman Sachs Group Inc/The 6.75% 10/1/2037
|
59,592,000
|
66,939,022
|
|
Hightower Holding LLC 6.75% 4/15/2029 (o)
|
1,385,000
|
1,373,257
|
|
Intercontinental Exchange Inc 3.625% 9/1/2028
|
6,900,000
|
6,853,658
|
|
Intercontinental Exchange Inc 4.35% 6/15/2029
|
3,724,000
|
3,769,790
|
|
Jane Street Group / JSG Finance Inc 4.5% 11/15/2029 (o)
|
155,000
|
151,243
|
|
Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (o)
|
1,500,000
|
1,508,957
|
|
Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (o)
|
575,000
|
590,056
|
|
Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (o)
|
270,000
|
256,720
|
|
Jefferies Finance LLC / JFIN Co-Issuer Corp 6.625% 10/15/2031 (o)
|
205,000
|
199,617
|
|
LPL Holdings Inc 4.9% 4/3/2028
|
3,189,000
|
3,225,903
|
|
Morgan Stanley 1.794% 2/13/2032 (c)
|
7,317,000
|
6,478,378
|
|
Morgan Stanley 2.239% 7/21/2032 (c)
|
4,900,000
|
4,393,812
|
|
Morgan Stanley 2.475% 1/21/2028 (c)
|
5,000,000
|
4,933,457
|
|
Morgan Stanley 2.699% 1/22/2031 (c)
|
6,227,000
|
5,892,101
|
|
Morgan Stanley 3.622% 4/1/2031 (c)
|
47,370,000
|
46,318,065
|
|
Morgan Stanley 3.955% 3/21/2035 (c)
|
EUR
|
800,000
|
964,404
|
Morgan Stanley 4.099% 5/22/2036 (c)
|
EUR
|
400,000
|
486,166
|
Morgan Stanley 4.21% 4/20/2028 (c)
|
6,115,000
|
6,126,715
|
|
Morgan Stanley 4.493% 1/16/2032 (c)
|
3,576,000
|
3,596,736
|
|
Morgan Stanley 4.654% 10/18/2030 (c)
|
29,950,000
|
30,438,876
|
|
Morgan Stanley 4.889% 7/20/2033 (c)
|
49,499,000
|
50,488,796
|
|
Morgan Stanley 4.994% 4/12/2029 (c)
|
11,745,000
|
11,959,043
|
|
Morgan Stanley 5.073% 1/30/2037 (c)
|
25,000,000
|
25,213,105
|
|
Morgan Stanley 5.192% 4/17/2031 (c)
|
14,386,000
|
14,902,657
|
|
Morgan Stanley 5.23% 1/15/2031 (c)
|
8,629,000
|
8,936,044
|
|
Morgan Stanley 5.424% 7/21/2034 (c)
|
23,551,000
|
24,597,339
|
|
Morgan Stanley 5.449% 7/20/2029 (c)
|
16,012,000
|
16,511,146
|
|
Morgan Stanley 5.664% 4/17/2036 (c)
|
10,117,000
|
10,691,603
|
|
Morgan Stanley 6.342% 10/18/2033 (c)
|
39,945,000
|
43,962,754
|
|
MSCI Inc 5.15% 3/15/2036
|
22,955,000
|
22,746,496
|
|
MSCI Inc 5.25% 9/1/2035
|
18,852,000
|
18,875,783
|
|
Nasdaq Inc 5.95% 8/15/2053
|
1,132,000
|
1,173,336
|
|
Nasdaq Inc 6.1% 6/28/2063
|
6,000,000
|
6,231,419
|
|
Nuveen LLC 5.55% 1/15/2030 (o)
|
16,339,000
|
17,054,542
|
|
Nuveen LLC 5.85% 4/15/2034 (o)
|
4,000,000
|
4,252,901
|
|
S&P Global Inc 3.9% 3/1/2062
|
2,414,000
|
1,820,245
|
|
Sammons Financial Group Global Funding 4.95% 6/12/2030 (o)
|
20,600,000
|
20,965,280
|
|
Sammons Financial Group Global Funding 5.05% 1/10/2028 (o)
|
5,760,000
|
5,858,906
|
|
Sammons Financial Group Global Funding 5.1% 12/10/2029 (o)
|
15,100,000
|
15,488,646
|
|
VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (o)
|
895,000
|
931,534
|
|
774,566,245
|
|||
Consumer Finance - 0.3%
|
|||
Ally Financial Inc 4.75% 6/9/2027
|
3,759,000
|
3,788,390
|
|
Ally Financial Inc 7.1% 11/15/2027
|
17,330,000
|
18,165,722
|
|
American Express Co 4.918% 7/20/2033 (c)
|
6,899,000
|
7,067,140
|
|
American Express Co 5.085% 1/30/2031 (c)
|
7,596,000
|
7,847,938
|
|
Capital One Financial Corp 1.878% 11/2/2027 (c)
|
5,931,000
|
5,838,299
|
|
Capital One Financial Corp 2.359% 7/29/2032 (c)
|
8,448,000
|
7,444,236
|
|
Capital One Financial Corp 3.273% 3/1/2030 (c)
|
12,200,000
|
11,899,116
|
|
Capital One Financial Corp 3.65% 5/11/2027
|
21,700,000
|
21,623,590
|
|
Capital One Financial Corp 4.1% 2/9/2027
|
13,375,000
|
13,393,450
|
|
Capital One Financial Corp 4.927% 5/10/2028 (c)
|
6,900,000
|
6,968,070
|
|
Capital One Financial Corp 5.247% 7/26/2030 (c)
|
19,853,000
|
20,514,810
|
|
Capital One Financial Corp 5.7% 2/1/2030 (c)
|
1,100,000
|
1,145,576
|
|
Capital One Financial Corp 6.312% 6/8/2029 (c)
|
12,000,000
|
12,560,435
|
|
Capital One Financial Corp 7.624% 10/30/2031 (c)
|
22,914,000
|
25,827,495
|
|
Ford Motor Credit Co LLC 2.7% 8/10/2026
|
5,665,000
|
5,626,094
|
|
Ford Motor Credit Co LLC 3.625% 6/17/2031
|
5,000,000
|
4,660,932
|
|
Ford Motor Credit Co LLC 4% 11/13/2030
|
16,400,000
|
15,717,033
|
|
Ford Motor Credit Co LLC 4.125% 8/17/2027
|
19,335,000
|
19,262,133
|
|
Ford Motor Credit Co LLC 4.445% 2/14/2030
|
EUR
|
700,000
|
856,492
|
Ford Motor Credit Co LLC 4.95% 5/28/2027
|
20,213,000
|
20,353,685
|
|
Ford Motor Credit Co LLC 4.97% 4/6/2029
|
4,866,000
|
4,897,032
|
|
Ford Motor Credit Co LLC 5.85% 5/17/2027
|
6,500,000
|
6,606,517
|
|
Ford Motor Credit Co LLC 5.875% 11/7/2029
|
19,900,000
|
20,581,510
|
|
Ford Motor Credit Co LLC 6.184% 8/29/2031
|
GBP
|
725,000
|
1,011,446
|
Ford Motor Credit Co LLC 6.8% 5/12/2028
|
6,000,000
|
6,276,308
|
|
Navient Corp 6.75% 6/15/2026
|
1,050,000
|
1,052,132
|
|
OneMain Finance Corp 3.5% 1/15/2027
|
840,000
|
830,157
|
|
OneMain Finance Corp 3.875% 9/15/2028
|
650,000
|
628,884
|
|
OneMain Finance Corp 6.125% 5/15/2030
|
390,000
|
391,532
|
|
OneMain Finance Corp 6.625% 5/15/2029
|
240,000
|
245,010
|
|
OneMain Finance Corp 6.75% 3/15/2032
|
1,190,000
|
1,199,238
|
|
OneMain Finance Corp 6.75% 9/15/2033
|
515,000
|
511,144
|
|
PRA Group Inc 5% 10/1/2029 (o)
|
450,000
|
415,376
|
|
Stellantis Financial Services US Corp 4.95% 9/15/2028 (o)
|
8,503,000
|
8,572,984
|
|
Stellantis Financial Services US Corp 5.4% 9/15/2030 (o)
|
6,780,000
|
6,855,180
|
|
Synchrony Financial 3.95% 12/1/2027
|
6,658,000
|
6,627,478
|
|
297,262,564
|
|||
Financial Services - 0.3%
|
|||
Aircastle Ltd / Aircastle Ireland DAC 5% 9/15/2030 (o)
|
10,500,000
|
10,735,872
|
|
Aircastle Ltd / Aircastle Ireland DAC 5.25% 3/15/2030 (o)
|
12,185,000
|
12,578,153
|
|
Aon Corp / Aon Global Holdings PLC 2.6% 12/2/2031
|
2,057,000
|
1,874,048
|
|
Aon Corp / Aon Global Holdings PLC 5.35% 2/28/2033
|
6,000,000
|
6,278,536
|
|
Aviation Capital Group LLC 6.25% 4/15/2028 (o)
|
6,500,000
|
6,754,767
|
|
Aviation Capital Group LLC 6.75% 10/25/2028 (o)
|
6,500,000
|
6,893,504
|
|
Block Inc 2.75% 6/1/2026
|
465,000
|
463,060
|
|
Block Inc 3.5% 6/1/2031
|
620,000
|
582,175
|
|
Block Inc 5.625% 8/15/2030 (o)
|
390,000
|
395,113
|
|
Block Inc 6% 8/15/2033 (o)
|
310,000
|
315,018
|
|
Block Inc 6.5% 5/15/2032
|
1,195,000
|
1,229,367
|
|
Corebridge Financial Inc 3.65% 4/5/2027
|
1,888,000
|
1,878,091
|
|
Corebridge Financial Inc 3.85% 4/5/2029
|
600,000
|
593,135
|
|
Corebridge Financial Inc 3.9% 4/5/2032
|
24,473,000
|
23,241,317
|
|
Corebridge Financial Inc 4.35% 4/5/2042
|
2,247,000
|
1,913,932
|
|
Corebridge Financial Inc 6.05% 9/15/2033
|
5,916,000
|
6,312,031
|
|
CrossCountry Intermediate HoldCo LLC 6.5% 10/1/2030 (o)
|
425,000
|
423,314
|
|
CrossCountry Intermediate HoldCo LLC 6.75% 12/1/2032 (o)
|
425,000
|
420,647
|
|
Equitable Holdings Inc 4.35% 4/20/2028
|
1,898,000
|
1,907,536
|
|
Equitable Holdings Inc 4.572% 2/15/2029 (o)
|
1,989,000
|
1,996,307
|
|
Equitable Holdings Inc 5% 4/20/2048
|
10,215,000
|
9,059,814
|
|
Essent Group Ltd 6.25% 7/1/2029
|
8,400,000
|
8,839,449
|
|
Fiserv Inc 4.55% 2/15/2031
|
31,900,000
|
31,799,533
|
|
Fiserv Inc 5.25% 8/11/2035
|
6,600,000
|
6,602,745
|
|
Global Payments Inc 4.5% 11/15/2028
|
18,245,000
|
18,286,964
|
|
Global Payments Inc 4.875% 11/15/2030
|
15,550,000
|
15,531,766
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (o)
|
435,000
|
428,475
|
|
Jackson Financial Inc 3.125% 11/23/2031
|
3,030,000
|
2,760,029
|
|
Jackson Financial Inc 5.17% 6/8/2027
|
10,297,000
|
10,422,222
|
|
Jackson Financial Inc 5.67% 6/8/2032
|
14,050,000
|
14,368,021
|
|
NFE Financing LLC 12% (k)(o)
|
294,395
|
106,424
|
|
PennyMac Financial Services Inc 6.75% 2/15/2034 (o)
|
835,000
|
825,531
|
|
PennyMac Financial Services Inc 6.875% 5/15/2032 (o)
|
605,000
|
608,461
|
|
Pine Street Trust II 5.568% 2/15/2049 (o)
|
7,700,000
|
7,337,083
|
|
Rexford Industrial Realty LP 2.15% 9/1/2031
|
2,886,000
|
2,561,785
|
|
Rocket Cos Inc 6.125% 8/1/2030 (o)
|
1,025,000
|
1,051,603
|
|
Rocket Cos Inc 6.375% 8/1/2033 (o)
|
1,430,000
|
1,477,933
|
|
Rocket Cos Inc 6.5% 8/1/2029 (o)
|
670,000
|
688,337
|
|
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 3.625% 3/1/2029 (o)
|
1,055,000
|
1,016,462
|
|
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (o)
|
430,000
|
420,885
|
|
UWM Holdings LLC 6.25% 3/15/2031 (o)
|
425,000
|
410,623
|
|
UWM Holdings LLC 6.625% 2/1/2030 (o)
|
1,005,000
|
997,405
|
|
Voya Financial Inc 4.7% 1/23/2048 (c)
|
3,132,000
|
3,010,560
|
|
Voya Financial Inc 5.05% 3/2/2036
|
15,000,000
|
14,829,194
|
|
Walker & Dunlop Inc 6.625% 4/1/2033 (o)
|
400,000
|
395,365
|
|
WEX Inc 6.5% 3/15/2033 (o)
|
565,000
|
567,846
|
|
241,190,438
|
|||
Insurance - 0.5%
|
|||
200 Park Funding Trust 5.74% 2/15/2055 (o)
|
8,900,000
|
8,807,567
|
|
Acrisure LLC / Acrisure Finance Inc 6.75% 7/1/2032 (o)
|
205,000
|
201,052
|
|
AFLAC Inc 3.6% 4/1/2030
|
387,000
|
381,163
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 4.25% 10/15/2027 (o)
|
1,320,000
|
1,303,580
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 10/1/2031 (o)
|
245,000
|
246,344
|
|
AmFam Holdings Inc 2.805% 3/11/2031 (o)
|
5,464,000
|
4,853,891
|
|
Aon Corp 6.25% 9/30/2040
|
142,000
|
156,432
|
|
APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (o)
|
1,205,000
|
1,167,428
|
|
Arthur J Gallagher & Co 5% 2/15/2032
|
11,066,000
|
11,309,349
|
|
Arthur J Gallagher & Co 5.15% 2/15/2035
|
19,900,000
|
20,172,357
|
|
Arthur J Gallagher & Co 5.55% 2/15/2055
|
5,362,000
|
5,130,330
|
|
Assurant Inc 2.65% 1/15/2032
|
7,753,000
|
6,957,648
|
|
Assurant Inc 5.55% 2/15/2036
|
4,267,000
|
4,335,299
|
|
Asurion LLC and Asurion Co-Issuer Inc 8% 12/31/2032 (o)
|
625,000
|
656,443
|
|
Athene Holding Ltd 6.875% 6/28/2055 (c)
|
1,100,000
|
1,059,459
|
|
Brown & Brown Inc 4.2% 3/17/2032
|
3,550,000
|
3,422,395
|
|
Brown & Brown Inc 4.9% 6/23/2030
|
7,661,000
|
7,787,889
|
|
Brown & Brown Inc 5.25% 6/23/2032
|
4,899,000
|
4,991,208
|
|
Brown & Brown Inc 5.55% 6/23/2035
|
5,476,000
|
5,586,929
|
|
Brown & Brown Inc 6.25% 6/23/2055
|
5,558,000
|
5,676,168
|
|
Corebridge Global Funding 4.9% 12/3/2029 (o)
|
1,750,000
|
1,788,645
|
|
Corebridge Global Funding 5.9% 9/19/2028 (o)
|
18,426,000
|
19,231,482
|
|
Equitable Financial Life Global Funding 1.4% 8/27/2027 (o)
|
1,724,000
|
1,661,827
|
|
Equitable Financial Life Global Funding 5% 3/27/2030 (o)
|
12,965,000
|
13,280,256
|
|
Five Corners Funding Trust II 2.85% 5/15/2030 (o)
|
21,030,000
|
19,946,369
|
|
Fortitude Group Holdings LLC 6.25% 4/1/2030 (o)
|
10,817,000
|
11,235,156
|
|
Hartford Insurance Group Inc/The 4.3% 4/15/2043
|
679,000
|
600,752
|
|
Jackson National Life Global Funding 4.6% 10/1/2029 (o)
|
11,326,000
|
11,364,387
|
|
Jackson National Life Global Funding 5.35% 1/13/2030 (o)
|
5,750,000
|
5,925,515
|
|
Jackson National Life Global Funding 5.55% 7/2/2027 (o)
|
3,874,000
|
3,944,059
|
|
Liberty Mutual Group Inc 3.95% 5/15/2060 (o)
|
12,820,000
|
9,089,063
|
|
Lincoln Financial Global Funding 5.3% 1/13/2030 (o)
|
6,864,000
|
7,052,007
|
|
Lincoln National Corp 3.4% 1/15/2031
|
14,811,000
|
13,935,138
|
|
Lincoln National Corp 5.35% 11/15/2035
|
11,100,000
|
10,837,048
|
|
Marsh & McLennan Cos Inc 4.95% 3/15/2036
|
19,456,000
|
19,628,972
|
|
Marsh & McLennan Cos Inc 5.7% 9/15/2053
|
10,000,000
|
9,995,115
|
|
MassMutual Global Funding II 4.85% 1/17/2029 (o)
|
7,800,000
|
8,002,044
|
|
MetLife Inc 5.375% 7/15/2033
|
16,000,000
|
16,866,898
|
|
Pacific LifeCorp 3.35% 9/15/2050 (o)
|
7,037,000
|
4,912,183
|
|
Pacific LifeCorp 5.125% 1/30/2043 (o)
|
3,343,000
|
3,184,591
|
|
Panther Escrow Issuer LLC 7.125% 6/1/2031 (o)
|
715,000
|
727,402
|
|
Peachtree Corners Funding Trust II 6.012% 5/15/2035 (o)
|
24,600,000
|
25,885,725
|
|
Pine Street Trust III 6.223% 5/15/2054 (o)
|
12,000,000
|
12,220,067
|
|
Principal Financial Group Inc 3.7% 5/15/2029
|
1,714,000
|
1,696,309
|
|
Prudential Financial Inc 6% 9/1/2052 (c)
|
31,987,000
|
33,052,583
|
|
Reinsurance Group of America Inc 5.75% 9/15/2034
|
14,700,000
|
15,401,587
|
|
Reinsurance Group of America Inc 6% 9/15/2033
|
500,000
|
534,591
|
|
RGA Global Funding 5.448% 5/24/2029 (o)
|
7,900,000
|
8,200,756
|
|
Ryan Specialty LLC 4.375% 2/1/2030 (o)
|
650,000
|
632,274
|
|
Ryan Specialty LLC 5.875% 8/1/2032 (o)
|
795,000
|
801,006
|
|
Selective Insurance Group Inc 5.9% 4/15/2035
|
7,987,000
|
8,428,916
|
|
Symetra Life Insurance Co 6.55% 10/1/2055 (o)
|
3,667,000
|
3,811,258
|
|
Teachers Insurance & Annuity Association of America 4.9% 9/15/2044 (o)
|
1,484,000
|
1,371,699
|
|
Unum Group 4% 6/15/2029
|
6,130,000
|
6,080,775
|
|
Unum Group 4.046% 8/15/2041 (o)
|
2,634,000
|
2,185,328
|
|
Unum Group 5.75% 8/15/2042
|
1,539,000
|
1,519,903
|
|
Western-Southern Global Funding 4.25% 1/29/2029 (o)
|
8,000,000
|
8,035,488
|
|
Western-Southern Global Funding 4.7% 12/10/2032 (o)
|
6,750,000
|
6,776,171
|
|
Western-Southern Global Funding 4.9% 5/1/2030 (o)
|
888,000
|
910,613
|
|
Willis North America Inc 4.5% 9/15/2028
|
1,897,000
|
1,908,397
|
|
426,865,286
|
|||
Mortgage Real Estate Investment Trusts (REITs) - 0.0%
|
|||
Starwood Property Trust Inc 5.25% 10/15/2028 (o)
|
510,000
|
512,452
|
|
Starwood Property Trust Inc 6.5% 7/1/2030 (o)
|
805,000
|
837,220
|
|
1,349,672
|
|||
TOTAL FINANCIALS
|
3,443,209,064
|
||
Health Care - 0.5%
|
|||
Biotechnology - 0.0%
|
|||
Amgen Inc 4.663% 6/15/2051
|
3,736,000
|
3,261,684
|
|
Amgen Inc 5.15% 3/2/2028
|
1,959,000
|
2,006,175
|
|
Amgen Inc 5.25% 3/2/2033
|
1,595,000
|
1,670,084
|
|
Amgen Inc 5.65% 3/2/2053
|
753,000
|
751,658
|
|
Amgen Inc 5.75% 3/2/2063
|
1,373,000
|
1,360,918
|
|
Gilead Sciences Inc 5.1% 6/15/2035
|
5,700,000
|
5,900,926
|
|
Gilead Sciences Inc 5.5% 11/15/2054
|
9,000,000
|
8,970,504
|
|
Gilead Sciences Inc 5.6% 11/15/2064
|
9,000,000
|
9,011,185
|
|
32,933,134
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
Avantor Funding Inc 3.875% 11/1/2029 (o)
|
445,000
|
424,819
|
|
Avantor Funding Inc 4.625% 7/15/2028 (o)
|
1,515,000
|
1,501,189
|
|
Hologic Inc 3.25% 2/15/2029 (o)
|
945,000
|
940,097
|
|
Insulet Corp 6.5% 4/1/2033 (o)
|
395,000
|
410,829
|
|
Medline Borrower LP 3.875% 4/1/2029 (o)
|
730,000
|
717,963
|
|
Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (o)
|
1,325,000
|
1,367,363
|
|
Teleflex Inc 4.25% 6/1/2028 (o)
|
845,000
|
832,190
|
|
VSP Optical Group Inc 5.45% 12/1/2035 (o)
|
2,440,000
|
2,482,083
|
|
8,676,533
|
|||
Health Care Providers & Services - 0.5%
|
|||
Acadia Healthcare Co Inc 5% 4/15/2029 (o)
|
700,000
|
685,617
|
|
Ascension Health 4.294% 11/15/2030
|
4,545,000
|
4,593,177
|
|
Centene Corp 2.45% 7/15/2028
|
15,813,000
|
14,904,202
|
|
Centene Corp 2.5% 3/1/2031
|
17,757,000
|
15,410,993
|
|
Centene Corp 2.625% 8/1/2031
|
15,841,000
|
13,724,235
|
|
Centene Corp 3% 10/15/2030
|
9,668,000
|
8,707,068
|
|
Centene Corp 3.375% 2/15/2030
|
11,183,000
|
10,369,928
|
|
Centene Corp 4.25% 12/15/2027
|
9,890,000
|
9,830,111
|
|
Centene Corp 4.625% 12/15/2029
|
14,457,000
|
14,106,653
|
|
Cigna Group/The 4.375% 10/15/2028
|
3,698,000
|
3,736,360
|
|
Cigna Group/The 4.8% 8/15/2038
|
2,697,000
|
2,614,534
|
|
Cigna Group/The 4.9% 12/15/2048
|
517,000
|
465,062
|
|
Cigna Group/The 5.25% 2/15/2034
|
7,000,000
|
7,261,747
|
|
Cigna Group/The 5.4% 3/15/2033
|
8,000,000
|
8,418,578
|
|
CommonSpirit Health 4.352% 9/1/2030
|
4,520,000
|
4,540,049
|
|
CommonSpirit Health 4.975% 9/1/2035
|
2,873,000
|
2,887,966
|
|
CVS Health Corp 4.78% 3/25/2038
|
2,165,000
|
2,068,646
|
|
CVS Health Corp 5% 9/15/2032
|
1,227,000
|
1,258,881
|
|
CVS Health Corp 5.125% 2/21/2030
|
14,148,000
|
14,592,578
|
|
CVS Health Corp 5.125% 7/20/2045
|
10,000,000
|
9,151,588
|
|
CVS Health Corp 5.25% 1/30/2031
|
5,087,000
|
5,301,825
|
|
CVS Health Corp 5.3% 6/1/2033
|
14,500,000
|
15,032,876
|
|
CVS Health Corp 5.4% 6/1/2029
|
6,500,000
|
6,757,361
|
|
CVS Health Corp 5.55% 6/1/2031
|
10,900,000
|
11,500,663
|
|
CVS Health Corp 5.875% 6/1/2053
|
5,000,000
|
4,902,666
|
|
CVS Health Corp 6.2% 9/15/2055
|
8,290,000
|
8,498,154
|
|
CVS Health Corp 6.75% 12/10/2054 (c)
|
485,000
|
504,485
|
|
CVS Health Corp 7% 3/10/2055 (c)
|
1,420,000
|
1,493,593
|
|
DaVita Inc 4.625% 6/1/2030 (o)
|
655,000
|
641,197
|
|
DaVita Inc 6.75% 7/15/2033 (o)
|
1,290,000
|
1,339,385
|
|
DaVita Inc 6.875% 9/1/2032 (o)
|
275,000
|
285,749
|
|
Elevance Health Inc 2.25% 5/15/2030
|
5,433,000
|
5,031,363
|
|
HCA Inc 3.125% 3/15/2027
|
4,517,000
|
4,479,455
|
|
HCA Inc 3.5% 9/1/2030
|
12,405,000
|
12,017,527
|
|
HCA Inc 3.625% 3/15/2032
|
2,557,000
|
2,436,492
|
|
HCA Inc 5.45% 4/1/2031
|
4,500,000
|
4,712,360
|
|
HCA Inc 5.625% 9/1/2028
|
9,085,000
|
9,374,815
|
|
HCA Inc 5.875% 2/1/2029
|
9,796,000
|
10,210,197
|
|
HealthEquity Inc 4.5% 10/1/2029 (o)
|
850,000
|
827,915
|
|
Humana Inc 1.35% 2/3/2027
|
2,069,000
|
2,017,907
|
|
Humana Inc 3.95% 3/15/2027
|
2,000,000
|
1,997,724
|
|
Humana Inc 5.375% 4/15/2031
|
2,200,000
|
2,267,266
|
|
Icon Investments Six DAC 5.849% 5/8/2029
|
2,453,000
|
2,511,705
|
|
Molina Healthcare Inc 3.875% 11/15/2030 (o)
|
1,400,000
|
1,275,299
|
|
Molina Healthcare Inc 6.25% 1/15/2033 (o)
|
1,065,000
|
1,047,658
|
|
Molina Healthcare Inc 6.5% 2/15/2031 (o)
|
855,000
|
857,731
|
|
Prime Healthcare Foundation Inc 7% 12/1/2027
|
2,599,000
|
2,687,709
|
|
Sabra Health Care LP 3.2% 12/1/2031
|
26,025,000
|
24,068,105
|
|
Sabra Health Care LP 3.9% 10/15/2029
|
7,857,000
|
7,738,374
|
|
Tenet Healthcare Corp 4.625% 6/15/2028
|
2,785,000
|
2,781,187
|
|
Tenet Healthcare Corp 5.125% 11/1/2027
|
1,000,000
|
1,000,582
|
|
Tenet Healthcare Corp 5.5% 11/15/2032 (o)
|
855,000
|
865,629
|
|
Tenet Healthcare Corp 6.125% 6/15/2030
|
970,000
|
989,354
|
|
Toledo Hospital/The Series 2018 B, 5.325% 11/15/2028
|
2,395,000
|
2,440,116
|
|
UnitedHealth Group Inc 3.95% 10/15/2042
|
74,000
|
61,998
|
|
UnitedHealth Group Inc 4.625% 7/15/2035
|
418,000
|
415,449
|
|
UnitedHealth Group Inc 4.65% 1/15/2031
|
11,510,000
|
11,764,839
|
|
UnitedHealth Group Inc 4.75% 7/15/2045
|
1,023,000
|
927,589
|
|
UnitedHealth Group Inc 5.3% 6/15/2035
|
7,470,000
|
7,794,794
|
|
UnitedHealth Group Inc 5.95% 6/15/2055
|
5,201,000
|
5,386,166
|
|
US Acute Care Solutions LLC 9.75% 5/15/2029 (o)
|
425,000
|
425,132
|
|
335,998,364
|
|||
Health Care Technology - 0.0%
|
|||
IQVIA Inc 5% 5/15/2027 (o)
|
415,000
|
414,092
|
|
IQVIA Inc 6.25% 6/1/2032 (o)
|
1,140,000
|
1,172,691
|
|
IQVIA Inc 6.5% 5/15/2030 (o)
|
1,005,000
|
1,033,354
|
|
2,620,137
|
|||
Life Sciences Tools & Services - 0.0%
|
|||
Charles River Laboratories International Inc 3.75% 3/15/2029 (o)
|
1,100,000
|
1,058,702
|
|
Thermo Fisher Scientific Inc 4.55% 6/15/2033
|
8,000,000
|
8,090,878
|
|
9,149,580
|
|||
Pharmaceuticals - 0.0%
|
|||
1261229 BC Ltd 10% 4/15/2032 (o)
|
1,210,000
|
1,251,301
|
|
Bristol-Myers Squibb Co 5.2% 2/22/2034
|
7,000,000
|
7,326,600
|
|
Bristol-Myers Squibb Co 5.55% 2/22/2054
|
4,780,000
|
4,742,094
|
|
Elanco Animal Health Inc 6.65% 8/28/2028 (c)
|
8,545,000
|
8,883,399
|
|
Jazz Securities DAC 4.375% 1/15/2029 (o)
|
425,000
|
419,001
|
|
Mylan Inc 4.55% 4/15/2028
|
3,354,000
|
3,371,067
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (o)
|
430,000
|
422,116
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (o)
|
740,000
|
657,568
|
|
Perrigo Finance Unlimited Co 4.9% 6/15/2030 (p)
|
6,476,000
|
6,266,380
|
|
Utah Acquisition Sub Inc 3.95% 6/15/2026
|
1,245,000
|
1,243,590
|
|
Viatris Inc 2.7% 6/22/2030
|
4,524,000
|
4,177,310
|
|
38,760,426
|
|||
TOTAL HEALTH CARE
|
428,138,174
|
||
Industrials - 0.4%
|
|||
Aerospace & Defense - 0.3%
|
|||
Axon Enterprise Inc 6.125% 3/15/2030 (o)
|
515,000
|
530,772
|
|
Axon Enterprise Inc 6.25% 3/15/2033 (o)
|
475,000
|
492,347
|
|
Boeing Co 2.7% 2/1/2027
|
1,724,000
|
1,705,416
|
|
Boeing Co 3.25% 2/1/2028
|
4,359,000
|
4,306,839
|
|
Boeing Co 3.625% 2/1/2031
|
14,000,000
|
13,598,787
|
|
Boeing Co 5.04% 5/1/2027
|
19,675,000
|
19,881,878
|
|
Boeing Co 5.15% 5/1/2030
|
55,693,000
|
57,683,448
|
|
Boeing Co 5.805% 5/1/2050
|
9,895,000
|
9,934,977
|
|
Boeing Co 6.259% 5/1/2027
|
649,000
|
664,860
|
|
Boeing Co 6.298% 5/1/2029
|
15,131,000
|
16,124,317
|
|
Boeing Co 6.388% 5/1/2031
|
7,220,000
|
7,891,972
|
|
Boeing Co 6.528% 5/1/2034
|
7,701,000
|
8,634,183
|
|
Boeing Co 6.858% 5/1/2054
|
17,614,000
|
20,200,241
|
|
Boeing Co 7.008% 5/1/2064
|
10,499,000
|
12,173,377
|
|
BWX Technologies Inc 4.125% 4/15/2029 (o)
|
720,000
|
704,836
|
|
BWX Technologies Inc 4.125% 6/30/2028 (o)
|
780,000
|
772,517
|
|
Carpenter Technology Corp 5.625% 3/1/2034 (o)
|
585,000
|
596,511
|
|
Hexcel Corp 5.875% 2/26/2035
|
2,383,000
|
2,536,689
|
|
Northrop Grumman Corp 4.03% 10/15/2047
|
3,355,000
|
2,752,360
|
|
RTX Corp 6.4% 3/15/2054
|
6,800,000
|
7,598,758
|
|
TransDigm Inc 6% 1/15/2033 (o)
|
1,850,000
|
1,882,725
|
|
TransDigm Inc 6.125% 7/31/2034 (o)
|
220,000
|
223,462
|
|
TransDigm Inc 6.25% 1/31/2034 (o)
|
140,000
|
144,829
|
|
TransDigm Inc 6.375% 3/1/2029 (o)
|
2,000,000
|
2,052,500
|
|
TransDigm Inc 6.375% 5/31/2033 (o)
|
1,240,000
|
1,265,585
|
|
TransDigm Inc 6.75% 1/31/2034 (o)
|
715,000
|
742,014
|
|
195,096,200
|
|||
Air Freight & Logistics - 0.0%
|
|||
Rand Parent LLC 8.5% 2/15/2030 (o)
|
960,000
|
1,001,396
|
|
Building Products - 0.0%
|
|||
Advanced Drainage Systems Inc 5.375% 3/1/2034 (o)
|
445,000
|
448,391
|
|
Builders FirstSource Inc 4.25% 2/1/2032 (o)
|
1,415,000
|
1,349,513
|
|
Builders FirstSource Inc 6.75% 5/15/2035 (o)
|
665,000
|
693,971
|
|
Carlisle Cos Inc 2.75% 3/1/2030
|
6,227,000
|
5,914,332
|
|
Carrier Global Corp 2.7% 2/15/2031
|
6,352,000
|
5,951,503
|
|
Carrier Global Corp 5.9% 3/15/2034
|
3,165,000
|
3,424,239
|
|
Carrier Global Corp 6.2% 3/15/2054
|
1,748,000
|
1,923,602
|
|
EMRLD Borrower LP / Emerald Co-Issuer Inc 6.625% 12/15/2030 (o)
|
1,050,000
|
1,086,745
|
|
JH North America Holdings Inc 6.125% 7/31/2032 (o)
|
830,000
|
851,874
|
|
Standard Building Solutions Inc 5.875% 3/15/2034 (o)
|
215,000
|
214,475
|
|
Standard Building Solutions Inc 6.25% 8/1/2033 (o)
|
415,000
|
422,741
|
|
Standard Building Solutions Inc 6.5% 8/15/2032 (o)
|
600,000
|
617,602
|
|
Standard Industries Inc/NY 4.375% 7/15/2030 (o)
|
435,000
|
419,662
|
|
Trane Technologies Holdco Inc 5.75% 6/15/2043
|
223,000
|
236,663
|
|
23,555,313
|
|||
Commercial Services & Supplies - 0.0%
|
|||
Allied Universal Holdco LLC / Allied Universal Finance Corp 6.875% 6/15/2030 (o)
|
590,000
|
614,103
|
|
Artera Services LLC 8.5% 2/15/2031 (o)
|
2,185,000
|
1,826,590
|
|
Brand Industrial Services Inc 10.375% 8/1/2030 (o)
|
520,000
|
485,613
|
|
Clean Harbors Inc 5.125% 7/15/2029 (o)
|
325,000
|
324,876
|
|
Clean Harbors Inc 5.75% 10/15/2033 (o)
|
425,000
|
435,045
|
|
Clean Harbors Inc 6.375% 2/1/2031 (o)
|
680,000
|
698,172
|
|
CoreCivic Inc 8.25% 4/15/2029
|
580,000
|
602,306
|
|
GEO Group Inc/The 10.25% 4/15/2031
|
330,000
|
354,317
|
|
GEO Group Inc/The 8.625% 4/15/2029
|
580,000
|
603,499
|
|
GFL Environmental Holdings US Inc 5.5% 2/1/2034 (o)
|
345,000
|
346,241
|
|
GFL Environmental Inc 6.75% 1/15/2031 (o)
|
310,000
|
325,143
|
|
Neptune Bidco US Inc 9.29% 4/15/2029 (o)
|
855,000
|
857,138
|
|
Neptune Bidco US Inc 9.5% 2/15/2033 (o)
|
430,000
|
420,880
|
|
Prime Security Services Borrower LLC / Prime Finance Inc 3.375% 8/31/2027 (o)
|
635,000
|
624,926
|
|
Waste Pro USA Inc 7% 2/1/2033 (o)
|
330,000
|
343,445
|
|
Williams Scotsman Inc 6.625% 4/15/2030 (o)
|
800,000
|
828,838
|
|
9,691,132
|
|||
Construction & Engineering - 0.0%
|
|||
AECOM 6% 8/1/2033 (o)
|
1,240,000
|
1,266,985
|
|
Dycom Industries Inc 4.5% 4/15/2029 (o)
|
420,000
|
413,554
|
|
1,680,539
|
|||
Electrical Equipment - 0.0%
|
|||
Trans-Allegheny Interstate Line Co 5.2% 1/15/2031 (o)
|
3,410,000
|
3,524,539
|
|
Vertiv Group Corp 4.125% 11/15/2028 (o)
|
635,000
|
632,435
|
|
WESCO Distribution Inc 5.25% 4/15/2031 (o)
|
505,000
|
504,106
|
|
WESCO Distribution Inc 5.5% 4/15/2034 (o)
|
525,000
|
529,074
|
|
WESCO Distribution Inc 6.375% 3/15/2033 (o)
|
605,000
|
630,786
|
|
5,820,940
|
|||
Ground Transportation - 0.0%
|
|||
Burlington Northern Santa Fe LLC 4.15% 4/1/2045
|
564,000
|
481,656
|
|
Burlington Northern Santa Fe LLC 4.4% 3/15/2042
|
1,397,000
|
1,272,268
|
|
CSX Corp 3.8% 4/15/2050
|
78,000
|
60,367
|
|
CSX Corp 4.3% 3/1/2048
|
5,524,000
|
4,708,420
|
|
Genesee & Wyoming Inc 6.25% 4/15/2032 (o)
|
650,000
|
669,978
|
|
Norfolk Southern Corp 3.155% 5/15/2055
|
2,000,000
|
1,313,981
|
|
Norfolk Southern Corp 5.35% 8/1/2054
|
3,400,000
|
3,285,650
|
|
Uber Technologies Inc 4.15% 1/15/2031
|
13,670,000
|
13,616,468
|
|
Uber Technologies Inc 4.8% 9/15/2035
|
9,457,000
|
9,413,790
|
|
XPO Inc 6.25% 6/1/2028 (o)
|
630,000
|
640,129
|
|
XPO Inc 7.125% 2/1/2032 (o)
|
750,000
|
785,987
|
|
36,248,694
|
|||
Industrial Conglomerates - 0.0%
|
|||
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.25% 2/1/2027 (o)
|
420,000
|
417,059
|
|
Trane Technologies Financing Ltd 4.65% 11/1/2044
|
314,000
|
289,838
|
|
706,897
|
|||
Machinery - 0.0%
|
|||
AGCO Corp 5.8% 3/21/2034
|
7,687,000
|
8,123,427
|
|
Allison Transmission Inc 3.75% 1/30/2031 (o)
|
900,000
|
856,131
|
|
Allison Transmission Inc 5.875% 12/1/2033 (o)
|
425,000
|
434,018
|
|
Enpro Inc 6.125% 6/1/2033 (o)
|
610,000
|
629,549
|
|
Esab Corp 6.25% 4/15/2029 (o)
|
780,000
|
799,545
|
|
Ingersoll Rand Inc 5.176% 6/15/2029
|
7,800,000
|
8,090,053
|
|
Ingersoll Rand Inc 5.314% 6/15/2031
|
8,500,000
|
8,938,899
|
|
Ingersoll Rand Inc 5.45% 6/15/2034
|
8,200,000
|
8,612,066
|
|
Ingersoll Rand Inc 5.7% 8/14/2033
|
4,393,000
|
4,701,074
|
|
41,184,762
|
|||
Passenger Airlines - 0.0%
|
|||
American Airlines 2016-3 Class A Pass Through Trust 7.25% 2/15/2028 (o)
|
195,000
|
198,738
|
|
American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/2029
|
851,604
|
836,180
|
|
United Airlines 2018-1 Class B Pass Through Trust equipment trust certificate 4.6% 9/1/2027
|
1,129,192
|
1,129,135
|
|
United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/2029
|
514,696
|
504,006
|
|
United Airlines Holdings Inc 5.375% 3/1/2031
|
1,090,000
|
1,109,720
|
|
3,777,779
|
|||
Professional Services - 0.1%
|
|||
Amentum Holdings Inc 7.25% 8/1/2032 (o)
|
805,000
|
843,506
|
|
Booz Allen Hamilton Inc 5.95% 8/4/2033
|
10,000,000
|
10,258,526
|
|
CACI International Inc 6.375% 6/15/2033 (o)
|
790,000
|
813,299
|
|
Leidos Inc 4.1% 3/15/2029 (d)
|
2,942,000
|
2,949,534
|
|
Leidos Inc 5% 3/15/2036 (d)
|
16,500,000
|
16,461,325
|
|
Paychex Inc 5.1% 4/15/2030
|
4,791,000
|
4,892,833
|
|
Paychex Inc 5.35% 4/15/2032
|
17,604,000
|
18,053,836
|
|
Paychex Inc 5.6% 4/15/2035
|
14,647,000
|
15,015,311
|
|
Science Applications International Corp 5.875% 11/1/2033 (o)
|
610,000
|
606,239
|
|
TriNet Group Inc 7.125% 8/15/2031 (o)
|
635,000
|
616,047
|
|
Verisk Analytics Inc 4.45% 3/15/2031
|
3,461,000
|
3,477,858
|
|
73,988,314
|
|||
Trading Companies & Distributors - 0.0%
|
|||
Air Lease Corp 2.2% 1/15/2027
|
3,428,000
|
3,376,018
|
|
Air Lease Corp 3.75% 6/1/2026
|
5,000,000
|
4,994,433
|
|
Ferguson Enterprises Inc 5% 10/3/2034
|
7,219,000
|
7,333,821
|
|
FTAI Aviation Investors LLC 5.875% 4/15/2033 (o)
|
690,000
|
699,740
|
|
FTAI Aviation Investors LLC 7% 6/15/2032 (o)
|
680,000
|
713,798
|
|
FTAI Aviation Investors LLC 7.875% 12/1/2030 (o)
|
465,000
|
492,030
|
|
Herc Holdings Inc 5.75% 3/15/2031 (o)
|
285,000
|
288,910
|
|
Herc Holdings Inc 6% 3/15/2034 (o)
|
260,000
|
261,386
|
|
Herc Holdings Inc 7% 6/15/2030 (o)
|
605,000
|
633,990
|
|
Herc Holdings Inc 7.25% 6/15/2033 (o)
|
575,000
|
607,814
|
|
QXO Building Products Inc 6.75% 4/30/2032 (o)
|
595,000
|
616,251
|
|
United Rentals North America Inc 3.75% 1/15/2032
|
805,000
|
759,698
|
|
United Rentals North America Inc 5.375% 11/15/2033 (o)
|
425,000
|
428,465
|
|
United Rentals North America Inc 6.125% 3/15/2034 (o)
|
1,080,000
|
1,131,389
|
|
22,337,743
|
|||
TOTAL INDUSTRIALS
|
415,089,709
|
||
Information Technology - 0.7%
|
|||
Electronic Equipment, Instruments & Components - 0.2%
|
|||
Amphenol Corp 4.125% 11/15/2030
|
11,300,000
|
11,356,790
|
|
Amphenol Corp 4.4% 2/15/2033
|
11,100,000
|
11,127,316
|
|
Amphenol Corp 5.25% 4/5/2034
|
4,400,000
|
4,609,166
|
|
Coherent Corp 5% 12/15/2029 (o)
|
1,685,000
|
1,685,908
|
|
Dell International LLC / EMC Corp 3.375% 12/15/2041
|
3,736,000
|
2,888,731
|
|
Dell International LLC / EMC Corp 3.45% 12/15/2051
|
1,801,000
|
1,263,707
|
|
Dell International LLC / EMC Corp 4.15% 2/15/2029
|
24,423,000
|
24,510,412
|
|
Dell International LLC / EMC Corp 4.5% 2/15/2031
|
32,702,000
|
32,860,783
|
|
Dell International LLC / EMC Corp 4.75% 10/6/2032
|
15,962,000
|
16,111,316
|
|
Dell International LLC / EMC Corp 5% 4/1/2030
|
3,232,000
|
3,323,982
|
|
Dell International LLC / EMC Corp 5.1% 2/15/2036
|
34,440,000
|
34,566,697
|
|
Insight Enterprises Inc 6.625% 5/15/2032 (o)
|
300,000
|
300,751
|
|
Lightning Power LLC 7.25% 8/15/2032 (o)
|
975,000
|
1,035,120
|
|
Sensata Technologies Inc 3.75% 2/15/2031 (o)
|
690,000
|
650,502
|
|
TTM Technologies Inc 4% 3/1/2029 (o)
|
860,000
|
834,589
|
|
Vontier Corp 2.4% 4/1/2028
|
7,691,000
|
7,426,489
|
|
Vontier Corp 2.95% 4/1/2031
|
8,630,000
|
8,017,242
|
|
162,569,501
|
|||
IT Services - 0.0%
|
|||
ASGN Inc 4.625% 5/15/2028 (o)
|
220,000
|
213,333
|
|
Beignet Investor LLC 6.581% 5/30/2049 (o)
|
21,000,000
|
22,304,558
|
|
CDW LLC / CDW Finance Corp 2.67% 12/1/2026
|
5,350,000
|
5,293,981
|
|
CDW LLC / CDW Finance Corp 5.1% 3/1/2030
|
18,200,000
|
18,483,531
|
|
CDW LLC / CDW Finance Corp 5.55% 8/22/2034
|
10,150,000
|
10,215,908
|
|
Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (o)
|
1,140,000
|
1,119,066
|
|
Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (o)
|
125,000
|
122,860
|
|
CoreWeave Inc 9% 2/1/2031 (o)
|
700,000
|
675,406
|
|
CoreWeave Inc 9.25% 6/1/2030 (o)
|
1,065,000
|
1,043,114
|
|
Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (o)
|
1,530,000
|
1,431,353
|
|
60,903,110
|
|||
Semiconductors & Semiconductor Equipment - 0.3%
|
|||
Broadcom Inc 1.95% 2/15/2028
|
2,879,000
|
2,783,164
|
|
Broadcom Inc 2.45% 2/15/2031
|
63,916,000
|
59,080,322
|
|
Broadcom Inc 2.6% 2/15/2033
|
23,971,000
|
21,338,644
|
|
Broadcom Inc 3.137% 11/15/2035 (o)
|
6,850,000
|
5,989,328
|
|
Broadcom Inc 3.187% 11/15/2036 (o)
|
6,678,000
|
5,760,939
|
|
Broadcom Inc 3.419% 4/15/2033
|
10,171,000
|
9,526,650
|
|
Broadcom Inc 3.5% 2/15/2041
|
20,866,000
|
17,285,075
|
|
Broadcom Inc 3.75% 2/15/2051
|
1,693,000
|
1,305,327
|
|
Broadcom Inc 4.15% 11/15/2030
|
1,724,000
|
1,729,415
|
|
Broadcom Inc 4.6% 7/15/2030
|
10,250,000
|
10,480,341
|
|
Broadcom Inc 4.8% 2/15/2036
|
17,350,000
|
17,392,834
|
|
Broadcom Inc 4.9% 7/15/2032
|
10,200,000
|
10,505,708
|
|
Broadcom Inc 5.05% 7/12/2029
|
16,700,000
|
17,279,248
|
|
Broadcom Inc 5.15% 11/15/2031
|
16,700,000
|
17,486,577
|
|
Broadcom Inc 5.7% 1/15/2056
|
6,824,000
|
7,007,360
|
|
Entegris Inc 4.375% 4/15/2028 (o)
|
1,255,000
|
1,244,271
|
|
Entegris Inc 5.95% 6/15/2030 (o)
|
990,000
|
1,009,537
|
|
Micron Technology Inc 2.703% 4/15/2032
|
2,039,000
|
1,864,129
|
|
Micron Technology Inc 3.366% 11/1/2041
|
2,223,000
|
1,762,262
|
|
Micron Technology Inc 3.477% 11/1/2051
|
2,229,000
|
1,634,685
|
|
Micron Technology Inc 5.3% 1/15/2031
|
9,833,000
|
10,327,520
|
|
Micron Technology Inc 5.65% 11/1/2032
|
7,400,000
|
7,887,692
|
|
Micron Technology Inc 5.8% 1/15/2035
|
8,600,000
|
9,209,818
|
|
Micron Technology Inc 6.05% 11/1/2035
|
7,400,000
|
8,038,481
|
|
ON Semiconductor Corp 3.875% 9/1/2028 (o)
|
500,000
|
489,454
|
|
Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (c)(o)
|
225,857
|
241,396
|
|
248,660,177
|
|||
Software - 0.2%
|
|||
Cloud Software Group Inc 6.5% 3/31/2029 (o)
|
890,000
|
872,802
|
|
Cloud Software Group Inc 9% 9/30/2029 (o)
|
1,070,000
|
1,047,797
|
|
Crowdstrike Holdings Inc 3% 2/15/2029
|
655,000
|
621,997
|
|
Elastic NV 4.125% 7/15/2029 (o)
|
1,510,000
|
1,426,615
|
|
Ellucian Holdings Inc 6.5% 12/1/2029 (o)
|
445,000
|
436,375
|
|
Fair Isaac Corp 4% 6/15/2028 (o)
|
1,130,000
|
1,106,276
|
|
Fair Isaac Corp 6% 5/15/2033 (o)
|
1,020,000
|
1,030,992
|
|
Fiserv Funding ULC 3.5% 6/15/2032
|
EUR
|
733,000
|
854,599
|
Gen Digital Inc 6.25% 4/1/2033 (o)
|
475,000
|
472,716
|
|
Oracle Corp 2.875% 3/25/2031
|
7,473,000
|
6,792,000
|
|
Oracle Corp 3.6% 4/1/2040
|
290,000
|
219,152
|
|
Oracle Corp 3.8% 11/15/2037
|
1,325,000
|
1,089,703
|
|
Oracle Corp 4.45% 9/26/2030
|
10,372,000
|
10,172,377
|
|
Oracle Corp 4.8% 9/26/2032
|
15,178,000
|
14,830,807
|
|
Oracle Corp 4.95% 2/4/2031
|
12,030,000
|
12,005,359
|
|
Oracle Corp 5.2% 9/26/2035
|
13,817,000
|
13,352,097
|
|
Oracle Corp 5.35% 5/4/2033
|
12,470,000
|
12,512,037
|
|
Oracle Corp 5.375% 7/15/2040
|
135,000
|
123,504
|
|
Oracle Corp 5.7% 2/4/2036
|
4,600,000
|
4,602,576
|
|
Oracle Corp 5.875% 9/26/2045
|
17,411,000
|
15,775,501
|
|
Oracle Corp 5.95% 9/26/2055
|
18,208,000
|
16,022,925
|
|
Oracle Corp 6% 8/3/2055
|
1,414,000
|
1,245,604
|
|
Oracle Corp 6.1% 9/26/2065
|
19,925,000
|
17,265,498
|
|
Oracle Corp 6.55% 2/4/2046
|
13,800,000
|
13,447,431
|
|
Oracle Corp 6.7% 2/4/2056
|
13,800,000
|
13,382,691
|
|
Oracle Corp 6.85% 2/4/2066
|
13,800,000
|
13,220,584
|
|
UKG Inc 6.875% 2/1/2031 (o)
|
715,000
|
693,656
|
|
X.AI LLC / X.AI Co Issuer Corp 12.5% 6/30/2030 (o)
|
925,000
|
1,053,494
|
|
175,677,165
|
|||
Technology Hardware, Storage & Peripherals - 0.0%
|
|||
Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (o)
|
360,000
|
370,495
|
|
Seagate Data Storage Technology Pte Ltd 8.25% 12/15/2029 (o)
|
2,115,000
|
2,231,662
|
|
2,602,157
|
|||
TOTAL INFORMATION TECHNOLOGY
|
650,412,110
|
||
Materials - 0.1%
|
|||
Chemicals - 0.1%
|
|||
Advancion Sciences Inc 9.25% 11/1/2026 pay-in-kind (c)(o)
|
589,519
|
509,934
|
|
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV 4.75% 6/15/2027 (o)
|
825,000
|
823,582
|
|
Axalta Coating Systems LLC 3.375% 2/15/2029 (o)
|
435,000
|
419,587
|
|
Celanese US Holdings LLC 6.5% 4/15/2030
|
615,000
|
630,111
|
|
Celanese US Holdings LLC 6.75% 4/15/2033
|
425,000
|
435,753
|
|
Celanese US Holdings LLC 6.85% 11/15/2028 (c)
|
7,635,000
|
8,034,654
|
|
Celanese US Holdings LLC 7% 2/15/2031
|
1,075,000
|
1,107,361
|
|
Celanese US Holdings LLC 7.05% 11/15/2030 (c)
|
15,417,000
|
16,437,236
|
|
Celanese US Holdings LLC 7.2% 11/15/2033 (c)
|
7,254,000
|
7,793,306
|
|
Celanese US Holdings LLC 7.375% 2/15/2034
|
515,000
|
529,067
|
|
Chemours Co/The 4.625% 11/15/2029 (o)
|
555,000
|
525,702
|
|
Chemours Co/The 5.75% 11/15/2028 (o)
|
1,015,000
|
1,020,901
|
|
Chemours Co/The 7.875% 3/15/2034 (d)(o)
|
310,000
|
309,613
|
|
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP 4.75% 5/15/2030 (o)
|
2,309,000
|
2,358,944
|
|
International Flavors & Fragrances Inc 1.832% 10/15/2027 (o)
|
1,819,000
|
1,756,051
|
|
International Flavors & Fragrances Inc 2.3% 11/1/2030 (o)
|
2,599,000
|
2,370,088
|
|
LSB Industries Inc 6.25% 10/15/2028 (o)
|
460,000
|
462,408
|
|
Methanex US Operations Inc 6.25% 3/15/2032 (o)
|
710,000
|
734,852
|
|
Olin Corp 6.625% 4/1/2033 (o)
|
525,000
|
512,647
|
|
Olympus Water US Holding Corp 6.75% 8/1/2032 (o)
|
210,000
|
206,726
|
|
Scih Salt Hldgs Inc 6.625% 5/1/2029 (o)
|
620,000
|
618,450
|
|
WR Grace Holdings LLC 5.625% 8/15/2029 (o)
|
320,000
|
306,540
|
|
WR Grace Holdings LLC 6.625% 8/15/2032 (o)
|
750,000
|
758,720
|
|
WR Grace Holdings LLC 7% 8/1/2033 (o)
|
295,000
|
300,354
|
|
48,962,587
|
|||
Construction Materials - 0.0%
|
|||
Amrize Finance US LLC 4.7% 4/7/2028
|
1,949,000
|
1,979,174
|
|
CRH America Finance Inc 4.4% 2/9/2031
|
19,890,000
|
20,038,256
|
|
Quikrete Holdings Inc 6.375% 3/1/2032 (o)
|
1,005,000
|
1,044,494
|
|
Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (o)
|
410,000
|
435,577
|
|
VM Consolidated Inc 5.5% 4/15/2029 (o)
|
575,000
|
564,404
|
|
24,061,905
|
|||
Containers & Packaging - 0.0%
|
|||
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 3.25% 9/1/2028 (o)
|
885,000
|
855,493
|
|
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (o)
|
685,000
|
653,789
|
|
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6.25% 1/30/2031 (o)
|
315,000
|
322,407
|
|
Ball Corp 2.875% 8/15/2030
|
965,000
|
897,508
|
|
Ball Corp 3.125% 9/15/2031
|
955,000
|
886,575
|
|
Ball Corp 5.5% 9/15/2033
|
625,000
|
643,173
|
|
Ball Corp 6% 6/15/2029
|
395,000
|
407,238
|
|
Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (o)
|
605,000
|
609,568
|
|
Clydesdale Acquisition Holdings Inc 6.875% 1/15/2030 (o)
|
275,000
|
279,216
|
|
Crown Americas LLC / Crown Americas Capital Corp 5.875% 6/1/2033 (o)
|
1,440,000
|
1,479,496
|
|
Graphic Packaging International LLC 3.75% 2/1/2030 (o)
|
395,000
|
373,819
|
|
Graphic Packaging International LLC 6.375% 7/15/2032 (o)
|
870,000
|
881,296
|
|
Sealed Air Corp/Sealed Air Corp US 7.25% 2/15/2031 (o)
|
515,000
|
534,661
|
|
8,824,239
|
|||
Metals & Mining - 0.0%
|
|||
Alcoa Nederland Holding BV 7.125% 3/15/2031 (o)
|
170,000
|
179,728
|
|
Alumina Pty Ltd 6.375% 9/15/2032 (o)
|
1,220,000
|
1,266,652
|
|
Cleveland-Cliffs Inc 7% 3/15/2032 (o)
|
265,000
|
269,141
|
|
Cleveland-Cliffs Inc 7.5% 9/15/2031 (o)
|
760,000
|
793,248
|
|
Cleveland-Cliffs Inc 7.625% 1/15/2034 (o)
|
420,000
|
431,034
|
|
Commercial Metals Co 3.875% 2/15/2031
|
915,000
|
870,028
|
|
Commercial Metals Co 4.375% 3/15/2032
|
220,000
|
210,739
|
|
Commercial Metals Co 5.75% 11/15/2033 (o)
|
425,000
|
433,621
|
|
Commercial Metals Co 6% 12/15/2035 (o)
|
130,000
|
133,152
|
|
Kaiser Aluminum Corp 5.875% 3/1/2034 (o)
|
215,000
|
217,394
|
|
Novelis Corp 3.875% 8/15/2031 (o)
|
470,000
|
429,532
|
|
5,234,269
|
|||
TOTAL MATERIALS
|
87,083,000
|
||
Real Estate - 0.9%
|
|||
Diversified REITs - 0.2%
|
|||
GLP Capital LP / GLP Financing II Inc 5.625% 3/1/2036
|
1,095,000
|
1,094,874
|
|
GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034
|
14,650,000
|
14,916,117
|
|
Piedmont Operating Partnership LP 2.75% 4/1/2032
|
3,748,000
|
3,265,263
|
|
Piedmont Operating Partnership LP 5.625% 1/15/2033
|
13,500,000
|
13,566,403
|
|
Piedmont Operating Partnership LP 6.875% 7/15/2029
|
10,020,000
|
10,652,034
|
|
Store Capital LLC 2.7% 12/1/2031
|
4,208,000
|
3,764,492
|
|
Store Capital LLC 2.75% 11/18/2030
|
3,456,000
|
3,178,786
|
|
Store Capital LLC 4.625% 3/15/2029
|
2,374,000
|
2,384,958
|
|
VICI Properties LP 4.75% 2/15/2028
|
14,680,000
|
14,825,932
|
|
VICI Properties LP 4.75% 4/1/2028
|
6,305,000
|
6,366,945
|
|
VICI Properties LP 4.95% 2/15/2030
|
21,594,000
|
21,950,709
|
|
VICI Properties LP 5.125% 11/15/2031
|
5,400,000
|
5,497,948
|
|
VICI Properties LP 5.125% 5/15/2032
|
14,187,000
|
14,390,333
|
|
VICI Properties LP 5.75% 4/1/2034
|
4,314,000
|
4,481,694
|
|
Vornado Realty LP 2.15% 6/1/2026
|
4,402,000
|
4,367,601
|
|
Vornado Realty LP 3.4% 6/1/2031
|
12,870,000
|
11,766,065
|
|
WP Carey Inc 2.4% 2/1/2031
|
3,511,000
|
3,203,784
|
|
WP Carey Inc 3.85% 7/15/2029
|
1,991,000
|
1,975,161
|
|
WP Carey Inc 4.25% 7/23/2032
|
EUR
|
300,000
|
369,304
|
142,018,403
|
|||
Health Care REITs - 0.2%
|
|||
Alexandria Real Estate Equities Inc 2% 5/18/2032
|
8,258,000
|
7,097,433
|
|
Alexandria Real Estate Equities Inc 4.9% 12/15/2030
|
7,224,000
|
7,371,111
|
|
Alexandria Real Estate Equities Inc 5.25% 3/15/2036
|
23,250,000
|
23,264,640
|
|
Healthcare Realty Holdings LP 3.1% 2/15/2030
|
1,868,000
|
1,789,061
|
|
Healthcare Realty Holdings LP 3.5% 8/1/2026
|
1,945,000
|
1,937,125
|
|
Healthpeak OP LLC 4.75% 1/15/2033
|
22,285,000
|
22,397,171
|
|
National Health Investors Inc 5.35% 2/1/2033
|
3,761,000
|
3,803,589
|
|
Omega Healthcare Investors Inc 3.25% 4/15/2033
|
25,514,000
|
23,038,558
|
|
Omega Healthcare Investors Inc 3.375% 2/1/2031
|
11,878,000
|
11,209,330
|
|
Omega Healthcare Investors Inc 3.625% 10/1/2029
|
8,376,000
|
8,161,981
|
|
Omega Healthcare Investors Inc 4.5% 4/1/2027
|
716,000
|
717,110
|
|
Omega Healthcare Investors Inc 4.75% 1/15/2028
|
11,294,000
|
11,402,828
|
|
Ventas Realty LP 2.5% 9/1/2031
|
25,590,000
|
23,284,938
|
|
Ventas Realty LP 3% 1/15/2030
|
16,847,000
|
16,151,028
|
|
Ventas Realty LP 4% 3/1/2028
|
2,553,000
|
2,551,865
|
|
Ventas Realty LP 4.4% 1/15/2029
|
6,227,000
|
6,287,977
|
|
Ventas Realty LP 4.75% 11/15/2030
|
16,500,000
|
16,858,524
|
|
Ventas Realty LP 5.1% 7/15/2032
|
14,363,000
|
14,849,232
|
|
202,173,501
|
|||
Hotel & Resort REITs - 0.0%
|
|||
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 4.875% 5/15/2029 (o)
|
945,000
|
928,228
|
|
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 7% 2/1/2030 (o)
|
300,000
|
310,611
|
|
RHP Hotel Properties LP / RHP Finance Corp 5.75% 3/15/2034 (d)(o)
|
385,000
|
387,809
|
|
RHP Hotel Properties LP / RHP Finance Corp 6.5% 4/1/2032 (o)
|
560,000
|
579,475
|
|
RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (o)
|
440,000
|
457,068
|
|
2,663,191
|
|||
Industrial REITs - 0.0%
|
|||
LXP Industrial Trust 2.7% 9/15/2030
|
1,445,000
|
1,339,986
|
|
Prologis Euro Finance LLC 3.25% 9/22/2032
|
EUR
|
690,000
|
815,244
|
2,155,230
|
|||
Office REITs - 0.1%
|
|||
Boston Properties LP 4.5% 12/1/2028
|
4,766,000
|
4,806,087
|
|
COPT Defense Properties LP 2% 1/15/2029
|
7,631,000
|
7,204,135
|
|
COPT Defense Properties LP 2.25% 3/15/2026
|
3,486,000
|
3,483,427
|
|
COPT Defense Properties LP 2.75% 4/15/2031
|
8,767,000
|
8,096,354
|
|
COPT Defense Properties LP 2.9% 12/1/2033
|
17,416,000
|
15,108,765
|
|
COPT Defense Properties LP 4.5% 10/15/2030
|
2,765,000
|
2,777,071
|
|
Hudson Pacific Properties LP 3.95% 11/1/2027
|
2,573,000
|
2,446,828
|
|
Hudson Pacific Properties LP 4.65% 4/1/2029
|
10,668,000
|
9,494,520
|
|
Hudson Pacific Properties LP 5.95% 2/15/2028
|
17,949,000
|
17,244,527
|
|
Kilroy Realty LP 5.875% 10/15/2035
|
3,943,000
|
3,886,999
|
|
74,548,713
|
|||
Real Estate Management & Development - 0.1%
|
|||
Brandywine Operating Partnership LP 3.95% 11/15/2027
|
4,382,000
|
4,295,287
|
|
Brandywine Operating Partnership LP 4.55% 10/1/2029
|
1,896,000
|
1,788,606
|
|
Brandywine Operating Partnership LP 8.3% 3/15/2028
|
16,730,000
|
17,655,152
|
|
Brandywine Operating Partnership LP 8.875% 4/12/2029
|
22,481,000
|
23,882,084
|
|
CBRE Services Inc 2.5% 4/1/2031
|
10,225,000
|
9,328,787
|
|
Essex Portfolio LP 5.5% 4/1/2034
|
4,442,000
|
4,633,052
|
|
Extra Space Storage LP 4.95% 1/15/2033
|
10,409,000
|
10,575,220
|
|
Howard Hughes Corp/The 4.375% 2/1/2031 (o)
|
1,105,000
|
1,050,979
|
|
Tanger Properties LP 2.75% 9/1/2031
|
16,949,000
|
15,502,057
|
|
Tanger Properties LP 3.125% 9/1/2026
|
2,628,000
|
2,612,712
|
|
Tanger Properties LP 3.875% 7/15/2027
|
11,191,000
|
11,163,769
|
|
Taylor Morrison Communities Inc 5.75% 1/15/2028 (o)
|
655,000
|
668,094
|
|
Taylor Morrison Communities Inc 5.75% 11/15/2032 (o)
|
335,000
|
346,153
|
|
103,501,952
|
|||
Residential REITs - 0.1%
|
|||
American Homes 4 Rent LP 2.375% 7/15/2031
|
1,482,000
|
1,335,887
|
|
American Homes 4 Rent LP 3.375% 7/15/2051
|
2,291,000
|
1,546,594
|
|
American Homes 4 Rent LP 3.625% 4/15/2032
|
8,742,000
|
8,297,800
|
|
American Homes 4 Rent LP 4.3% 4/15/2052
|
5,604,000
|
4,446,701
|
|
American Homes 4 Rent LP 4.95% 6/15/2030
|
2,538,000
|
2,589,839
|
|
American Homes 4 Rent LP 5.5% 7/15/2034
|
10,177,000
|
10,508,019
|
|
Invitation Homes Operating Partnership LP 2% 8/15/2031
|
2,893,000
|
2,549,694
|
|
Invitation Homes Operating Partnership LP 4.15% 4/15/2032
|
13,560,000
|
13,197,896
|
|
Invitation Homes Operating Partnership LP 4.875% 2/1/2035
|
8,722,000
|
8,657,814
|
|
Invitation Homes Operating Partnership LP 4.95% 1/15/2033
|
13,634,000
|
13,729,356
|
|
Sun Communities Operating LP 2.3% 11/1/2028
|
4,282,000
|
4,089,939
|
|
Sun Communities Operating LP 2.7% 7/15/2031
|
9,688,000
|
8,890,701
|
|
Sun Communities Operating LP 4.2% 4/15/2032
|
9,341,000
|
9,157,972
|
|
UDR Inc 2.1% 8/1/2032
|
4,480,000
|
3,898,823
|
|
UDR Inc 5.125% 9/1/2034
|
5,000,000
|
5,107,101
|
|
98,004,136
|
|||
Retail REITs - 0.2%
|
|||
Agree LP 4.8% 10/1/2032
|
6,806,000
|
6,931,644
|
|
Agree LP 5.6% 6/15/2035
|
16,159,000
|
17,052,997
|
|
Agree LP 5.625% 6/15/2034
|
18,770,000
|
19,810,400
|
|
Brixmor Operating Partnership LP 4.05% 7/1/2030
|
10,487,000
|
10,393,059
|
|
Brixmor Operating Partnership LP 4.125% 5/15/2029
|
20,383,000
|
20,417,862
|
|
Brixmor Operating Partnership LP 4.125% 6/15/2026
|
5,362,000
|
5,360,712
|
|
Brixmor Operating Partnership LP 4.85% 2/15/2033
|
6,561,000
|
6,618,823
|
|
Brixmor Operating Partnership LP 5.5% 2/15/2034
|
6,800,000
|
7,081,237
|
|
Kimco Realty OP LLC 2.25% 12/1/2031
|
15,265,000
|
13,749,857
|
|
Kite Realty Group LP 5.5% 3/1/2034
|
5,568,000
|
5,809,905
|
|
Kite Realty Group Trust 4.75% 9/15/2030
|
20,325,000
|
20,721,819
|
|
NNN REIT Inc 5.6% 10/15/2033
|
12,000,000
|
12,651,889
|
|
Phillips Edison Grocery Center Operating Partnership I LP 2.625% 11/15/2031
|
5,917,000
|
5,374,891
|
|
Phillips Edison Grocery Center Operating Partnership I LP 4.75% 3/15/2033
|
7,122,000
|
7,134,526
|
|
Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035
|
9,000,000
|
9,002,541
|
|
Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034
|
12,448,000
|
13,177,857
|
|
Realty Income Corp 2.1% 3/15/2028
|
1,631,000
|
1,573,920
|
|
Realty Income Corp 2.85% 12/15/2032
|
300,000
|
273,338
|
|
Realty Income Corp 3.375% 6/20/2031
|
EUR
|
900,000
|
1,072,239
|
Regency Centers LP 4.5% 3/15/2033
|
1,616,000
|
1,616,562
|
|
Regency Centers LP 5.1% 1/15/2035
|
10,000,000
|
10,224,678
|
|
Simon Property Group LP 2.45% 9/13/2029
|
3,008,000
|
2,859,711
|
|
198,910,467
|
|||
Specialized REITs - 0.0%
|
|||
American Tower Corp 2.1% 6/15/2030
|
3,550,000
|
3,259,545
|
|
American Tower Corp 3.625% 5/30/2032
|
EUR
|
1,150,000
|
1,384,644
|
American Tower Corp 4.7% 12/15/2032
|
9,720,000
|
9,831,840
|
|
American Tower Corp 4.9% 3/15/2030
|
7,500,000
|
7,707,203
|
|
Iron Mountain Inc 4.875% 9/15/2029 (o)
|
1,050,000
|
1,040,456
|
|
Millrose Properties Inc 6.375% 8/1/2030 (o)
|
1,040,000
|
1,066,936
|
|
SBA Communications Corp 3.125% 2/1/2029
|
2,395,000
|
2,302,724
|
|
26,593,348
|
|||
TOTAL REAL ESTATE
|
850,568,941
|
||
Utilities - 0.8%
|
|||
Electric Utilities - 0.6%
|
|||
AEP Texas Inc 5.7% 5/15/2034
|
2,023,000
|
2,142,889
|
|
AEP Texas Inc 5.85% 10/15/2055
|
12,751,000
|
12,745,865
|
|
AEP Transmission Co LLC 5.375% 6/15/2035
|
5,000,000
|
5,225,113
|
|
Alabama Power Co 3.05% 3/15/2032
|
18,116,000
|
17,006,908
|
|
Alabama Power Co 5.1% 4/2/2035
|
8,723,000
|
9,041,641
|
|
American Electric Power Co Inc 5.8% 3/15/2056 (c)
|
430,000
|
432,092
|
|
American Electric Power Co Inc 6.05% 3/15/2056 (c)
|
430,000
|
431,511
|
|
American Transmission Systems Inc 2.65% 1/15/2032 (o)
|
5,846,000
|
5,349,729
|
|
Clearway Energy Operating LLC 3.75% 2/15/2031 (o)
|
1,355,000
|
1,283,651
|
|
Clearway Energy Operating LLC 4.75% 3/15/2028 (o)
|
140,000
|
139,543
|
|
Clearway Energy Operating LLC 5.75% 1/15/2034 (o)
|
565,000
|
572,445
|
|
Cleco Corporate Holdings LLC 3.375% 9/15/2029
|
11,796,000
|
11,232,091
|
|
Cleco Corporate Holdings LLC 3.743% 5/1/2026
|
19,755,000
|
19,724,422
|
|
Cleco Corporate Holdings LLC 4.973% 5/1/2046
|
8,304,000
|
7,363,880
|
|
Cleco Power LLC 5.3% 1/15/2036 (o)
|
5,294,000
|
5,414,105
|
|
Cleveland Electric Illuminating Co/The 3.5% 4/1/2028 (o)
|
5,498,000
|
5,416,578
|
|
Cleveland Electric Illuminating Co/The 5.95% 12/15/2036
|
2,055,000
|
2,184,414
|
|
Consolidated Edison Co of New York Inc 5.125% 3/15/2035
|
9,000,000
|
9,299,481
|
|
Consolidated Edison Co of New York Inc 5.2% 3/1/2033
|
8,097,000
|
8,483,769
|
|
Consolidated Edison Co of New York Inc 5.5% 3/15/2034
|
5,000,000
|
5,303,576
|
|
Consolidated Edison Co of New York Inc 5.5% 3/15/2055
|
9,000,000
|
8,830,426
|
|
Consolidated Edison Co of New York Inc 6.3% 8/15/2037
|
5,000,000
|
5,597,496
|
|
DPL LLC/Ohio 4.35% 4/15/2029
|
7,785,000
|
7,667,761
|
|
Duke Energy Carolinas LLC 4.95% 1/15/2033
|
8,000,000
|
8,292,832
|
|
Duke Energy Corp 2.45% 6/1/2030
|
5,890,000
|
5,519,895
|
|
Duke Energy Corp 2.55% 6/15/2031
|
4,359,000
|
4,011,387
|
|
Duke Energy Corp 3.85% 6/15/2034
|
EUR
|
1,450,000
|
1,735,755
|
Duke Energy Corp 4.3% 3/15/2028
|
2,316,000
|
2,334,475
|
|
Duke Energy Corp 4.5% 8/15/2032
|
12,535,000
|
12,640,525
|
|
Duke Energy Corp 4.95% 9/15/2035
|
3,815,000
|
3,822,562
|
|
Duke Energy Corp 5% 8/15/2052
|
17,535,000
|
15,539,525
|
|
Duke Energy Corp 6.1% 9/15/2053
|
8,700,000
|
8,999,732
|
|
Duke Energy Indiana LLC 4.9% 7/15/2043
|
1,678,000
|
1,608,932
|
|
Duquesne Light Holdings Inc 2.532% 10/1/2030 (o)
|
7,005,000
|
6,484,141
|
|
Duquesne Light Holdings Inc 2.775% 1/7/2032 (o)
|
11,501,000
|
10,429,080
|
|
Duquesne Light Holdings Inc 3.616% 8/1/2027 (o)
|
2,736,000
|
2,713,766
|
|
Edison International 7.875% 6/15/2054 (c)
|
534,000
|
555,914
|
|
Edison International 8.125% 6/15/2053 (c)
|
160,000
|
166,318
|
|
Eversource Energy 6.1% 8/15/2056 (c)
|
440,000
|
442,006
|
|
Eversource Energy 6.35% 8/15/2056 (c)
|
310,000
|
311,976
|
|
Exelon Corp 2.75% 3/15/2027
|
269,000
|
265,829
|
|
Exelon Corp 3.35% 3/15/2032
|
20,066,000
|
18,962,732
|
|
Exelon Corp 4.05% 4/15/2030
|
4,724,000
|
4,709,878
|
|
Exelon Corp 4.1% 3/15/2052
|
379,000
|
297,446
|
|
Exelon Corp 5.15% 3/15/2029
|
6,500,000
|
6,718,920
|
|
Exelon Corp 5.3% 3/15/2033
|
9,000,000
|
9,431,034
|
|
Exelon Corp 5.45% 3/15/2034
|
7,200,000
|
7,562,034
|
|
Exelon Corp 5.6% 3/15/2053
|
6,800,000
|
6,599,888
|
|
FirstEnergy Corp 2.25% 9/1/2030
|
5,756,000
|
5,289,220
|
|
FirstEnergy Corp 2.65% 3/1/2030
|
11,794,000
|
11,142,577
|
|
FirstEnergy Corp 3.4% 3/1/2050
|
7,000,000
|
4,903,880
|
|
FirstEnergy Pennsylvania Electric Co 5.2% 4/1/2028 (o)
|
6,490,000
|
6,637,102
|
|
FirstEnergy Transmission LLC 4.55% 1/15/2030
|
3,100,000
|
3,146,211
|
|
FirstEnergy Transmission LLC 4.75% 1/15/2033
|
13,738,000
|
13,853,530
|
|
Georgia Power Co 4.65% 5/16/2028
|
5,500,000
|
5,589,415
|
|
Georgia Power Co 5.25% 3/15/2034
|
8,750,000
|
9,139,186
|
|
Hawaiian Electric Co Inc 6% 10/1/2033 (o)
|
310,000
|
315,973
|
|
Indianapolis Power & Light Co 5.7% 4/1/2054 (o)
|
5,000,000
|
5,057,406
|
|
IPALCO Enterprises Inc 4.25% 5/1/2030
|
8,967,000
|
8,870,560
|
|
IPALCO Enterprises Inc 5.75% 4/1/2034
|
22,200,000
|
22,875,205
|
|
ITC Holdings Corp 5.65% 5/9/2034 (o)
|
11,700,000
|
12,331,131
|
|
Monongahela Power Co 5.85% 2/15/2034 (o)
|
6,875,000
|
7,402,896
|
|
NRG Energy Inc 3.625% 2/15/2031 (o)
|
1,080,000
|
1,019,441
|
|
NRG Energy Inc 5.25% 6/15/2029 (o)
|
484,000
|
485,688
|
|
NRG Energy Inc 5.75% 1/15/2028
|
1,136,000
|
1,135,921
|
|
NRG Energy Inc 5.75% 1/15/2034 (o)
|
1,065,000
|
1,079,562
|
|
NRG Energy Inc 6% 1/15/2036 (o)
|
1,490,000
|
1,516,325
|
|
NRG Energy Inc 6.25% 11/1/2034 (o)
|
1,305,000
|
1,349,590
|
|
Ohio Edison Co 4.95% 12/15/2029 (o)
|
4,124,000
|
4,237,529
|
|
Pacific Gas and Electric Co 5.9% 10/1/2054
|
8,600,000
|
8,369,093
|
|
PG&E Corp 5% 7/1/2028
|
420,000
|
418,890
|
|
PG&E Corp 6.85% 9/15/2056 (c)
|
681,000
|
679,898
|
|
PG&E Corp 7.375% 3/15/2055 (c)
|
1,655,000
|
1,712,890
|
|
Pinnacle West Capital Corp 4.9% 5/15/2028
|
1,765,000
|
1,799,265
|
|
Pinnacle West Capital Corp 5.15% 5/15/2030
|
3,419,000
|
3,542,244
|
|
PPL Capital Funding Inc 5.25% 9/1/2034
|
7,291,000
|
7,533,356
|
|
Sierra Pacific Power Co 6.2% 12/15/2055 (c)
|
1,055,000
|
1,049,086
|
|
Southern Co/The 1.875% 9/15/2081 (c)
|
EUR
|
2,400,000
|
2,773,895
|
Southern Co/The 3.7% 4/30/2030
|
9,229,000
|
9,088,800
|
|
Southern Co/The 4.4% 7/1/2046
|
8,095,000
|
6,922,087
|
|
Southern Co/The 4.85% 3/15/2035
|
4,650,000
|
4,641,554
|
|
Southern Co/The 5.113% 8/1/2027 (p)
|
1,724,000
|
1,752,432
|
|
Southern Co/The 5.5% 3/15/2029
|
7,200,000
|
7,504,533
|
|
Southern Co/The 5.7% 3/15/2034
|
11,450,000
|
12,178,754
|
|
Tampa Electric Co 6.55% 5/15/2036
|
280,000
|
315,492
|
|
Union Electric Co 4.8% 3/15/2036
|
7,500,000
|
7,516,673
|
|
Virginia Electric and Power Co 2.3% 11/15/2031
|
2,300,000
|
2,073,768
|
|
Virginia Electric and Power Co 2.4% 3/30/2032
|
1,724,000
|
1,552,445
|
|
Virginia Electric and Power Co 3.75% 5/15/2027
|
2,000,000
|
1,997,647
|
|
Virginia Electric and Power Co 5.55% 8/15/2054
|
2,334,000
|
2,270,214
|
|
Vistra Operations Co LLC 4.375% 5/1/2029 (o)
|
630,000
|
622,964
|
|
Vistra Operations Co LLC 4.7% 1/31/2031 (o)
|
11,200,000
|
11,264,081
|
|
Vistra Operations Co LLC 5% 7/31/2027 (o)
|
3,190,000
|
3,185,400
|
|
Vistra Operations Co LLC 5.625% 2/15/2027 (o)
|
1,015,000
|
1,014,647
|
|
Vistra Operations Co LLC 7.75% 10/15/2031 (o)
|
1,525,000
|
1,611,559
|
|
Xcel Energy Inc 3.5% 12/1/2049
|
4,570,000
|
3,328,744
|
|
Xcel Energy Inc 4.8% 9/15/2041
|
311,000
|
289,761
|
|
Xcel Energy Inc 5.75% 12/3/2056 (c)
|
1,095,000
|
1,094,995
|
|
XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (o)
|
410,000
|
425,560
|
|
XPLR Infrastructure Operating Partners LP 7.75% 4/15/2034 (o)
|
495,000
|
513,241
|
|
XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (o)
|
350,000
|
370,598
|
|
527,838,882
|
|||
Gas Utilities - 0.0%
|
|||
Boston Gas Co 4.487% 2/15/2042 (o)
|
1,118,000
|
980,311
|
|
Southern Co Gas Capital Corp 3.15% 9/30/2051
|
3,046,000
|
2,021,304
|
|
Southern Co Gas Capital Corp 5.1% 9/15/2035
|
7,546,000
|
7,685,347
|
|
10,686,962
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
AES Corp/The 2.45% 1/15/2031
|
51,451,000
|
47,710,218
|
|
AES Corp/The 3.95% 7/15/2030 (o)
|
21,858,000
|
21,479,635
|
|
Alpha Generation LLC 6.25% 1/15/2034 (o)
|
595,000
|
604,227
|
|
Alpha Generation LLC 6.75% 10/15/2032 (o)
|
800,000
|
831,214
|
|
Southern Power Co 4.25% 10/1/2030
|
7,399,000
|
7,435,666
|
|
Southern Power Co 4.9% 10/1/2035
|
7,734,000
|
7,706,023
|
|
Sunnova Energy Corp 5.875% (j)(k)(o)
|
760,000
|
1,900
|
|
Talen Energy Supply LLC 6.25% 2/1/2034 (o)
|
935,000
|
951,451
|
|
Talen Energy Supply LLC 6.5% 2/1/2036 (o)
|
980,000
|
1,007,605
|
|
TerraForm Power Operating LLC 5% 1/31/2028 (o)
|
421,000
|
421,535
|
|
88,149,474
|
|||
Multi-Utilities - 0.2%
|
|||
Berkshire Hathaway Energy Co 3.25% 4/15/2028
|
2,069,000
|
2,048,311
|
|
Berkshire Hathaway Energy Co 3.7% 7/15/2030
|
161,000
|
159,428
|
|
DTE Energy Co 5.2% 4/1/2030
|
9,729,000
|
10,116,255
|
|
NiSource Inc 1.7% 2/15/2031
|
3,114,000
|
2,760,576
|
|
NiSource Inc 2.95% 9/1/2029
|
21,895,000
|
21,142,625
|
|
NiSource Inc 3.6% 5/1/2030
|
21,588,000
|
21,176,302
|
|
NiSource Inc 4.375% 5/15/2047
|
3,114,000
|
2,633,596
|
|
NiSource Inc 4.8% 2/15/2044
|
4,982,000
|
4,536,181
|
|
NiSource Inc 5% 6/15/2052
|
2,180,000
|
1,933,293
|
|
NiSource Inc 5.25% 2/15/2043
|
132,000
|
128,181
|
|
NiSource Inc 5.25% 3/30/2028
|
4,400,000
|
4,511,527
|
|
NiSource Inc 5.35% 4/1/2034
|
9,500,000
|
9,916,579
|
|
NiSource Inc 5.4% 6/30/2033
|
5,000,000
|
5,243,335
|
|
NiSource Inc 5.95% 6/15/2041
|
2,375,000
|
2,492,370
|
|
Public Service Enterprise Group Inc 4.9% 3/15/2030
|
2,250,000
|
2,316,515
|
|
Puget Energy Inc 2.379% 6/15/2028
|
6,588,000
|
6,348,873
|
|
Puget Energy Inc 4.1% 6/15/2030
|
7,982,000
|
7,878,348
|
|
Puget Energy Inc 4.224% 3/15/2032
|
27,701,000
|
27,074,400
|
|
Puget Energy Inc 5.725% 3/15/2035
|
19,712,000
|
20,395,424
|
|
Sempra 6.375% 4/1/2056 (c)
|
1,050,000
|
1,075,118
|
|
WEC Energy Group Inc 2.2% 12/15/2028
|
3,114,000
|
2,974,443
|
|
156,861,680
|
|||
TOTAL UTILITIES
|
783,536,998
|
||
TOTAL UNITED STATES
|
8,709,999,727
|
||
ZAMBIA - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
First Quantum Minerals Ltd 6.375% 2/15/2036 (o)
|
415,000
|
416,335
|
|
First Quantum Minerals Ltd 7.25% 2/15/2034 (o)
|
235,000
|
245,885
|
|
First Quantum Minerals Ltd 8% 3/1/2033 (o)
|
1,145,000
|
1,220,135
|
|
TOTAL ZAMBIA
|
1,882,355
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $10,789,289,287)
|
10,984,637,929
|
||
Preferred Securities - 0.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
CANADA - 0.1%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Enbridge Inc 5.75% 7/15/2080 (c)
|
3,553,000
|
3,641,501
|
|
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Bank of Nova Scotia/The CME Term SOFR 3 month Index + 2.9096%, 6.5593% (b)(c)(u)
|
19,859,000
|
20,015,955
|
|
TOTAL CANADA
|
23,657,456
|
||
CZECH REPUBLIC - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
CPI Property Group SA 3.75% (c)(m)(u)
|
EUR
|
650,000
|
722,251
|
FINLAND - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Citycon Oyj 7.875% (c)(m)(u)
|
EUR
|
590,000
|
634,537
|
FRANCE - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
BNP Paribas SA 6.875% (c)(o)(u)
|
645,000
|
657,652
|
|
BNP Paribas SA 7.45% (c)(o)(u)
|
615,000
|
657,829
|
|
TOTAL FRANCE
|
1,315,481
|
||
GERMANY - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobiles - 0.0%
|
|||
Volkswagen International Finance NV 3.748% (c)(m)(u)
|
EUR
|
500,000
|
597,154
|
Volkswagen International Finance NV 3.875% (c)(m)(u)
|
EUR
|
1,500,000
|
1,811,290
|
TOTAL CONSUMER DISCRETIONARY
|
2,408,444
|
||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Aroundtown Finance Sarl 7.875% (c)(u)
|
2,550,000
|
2,674,692
|
|
Grand City Properties SA 1.5% (c)(m)(u)
|
EUR
|
1,500,000
|
1,782,944
|
TOTAL REAL ESTATE
|
4,457,636
|
||
TOTAL GERMANY
|
6,866,080
|
||
SWEDEN - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Heimstaden Bostad AB 3.625% (c)(m)(u)
|
EUR
|
195,000
|
230,757
|
Samhallsbyggnadsbolaget i Norden AB 5 year EUR Swap Annual Index + 2.814%, 4.9355% (b)(c)(k)(m)(u)
|
EUR
|
1,385,000
|
1,233,521
|
TOTAL SWEDEN
|
1,464,278
|
||
SWITZERLAND - 0.0%
|
|||
Financials - 0.0%
|
|||
Capital Markets - 0.0%
|
|||
Credit Suisse Group AG Claim 5 year USD Swap Index + 4.598%, 0% (b)(c)(j)(k)(m)(u)
|
4,925,000
|
1,182,000
|
|
UBS Group AG 4.375% (c)(o)(u)
|
2,239,000
|
2,041,675
|
|
UBS Group AG 4.875% (c)(o)(u)
|
4,770,000
|
4,761,578
|
|
TOTAL SWITZERLAND
|
7,985,253
|
||
UNITED KINGDOM - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Barclays PLC 7.625% (c)(u)
|
1,025,000
|
1,104,904
|
|
Barclays PLC 8.875% (c)(m)(u)
|
GBP
|
500,000
|
722,360
|
HSBC Holdings PLC 7.05% (c)(u)
|
815,000
|
867,447
|
|
TOTAL FINANCIALS
|
2,694,711
|
||
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
Mobico Group PLC 5 year UK Government Bond + 4.135%, 7.884% (b)(c)(m)(u)
|
GBP
|
670,000
|
658,590
|
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
SSE PLC 3.74% (c)(m)(u)
|
GBP
|
1,135,000
|
1,577,612
|
TOTAL UNITED KINGDOM
|
4,930,913
|
||
UNITED STATES - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Energy Transfer LP Series G, 7.125% (c)(u)
|
1,210,000
|
1,279,955
|
|
Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.0241% (b)(c)(u)
|
1,075,000
|
1,077,428
|
|
Sunoco LP 7.875% (c)(o)(u)
|
1,345,000
|
1,438,379
|
|
TOTAL ENERGY
|
3,795,762
|
||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Bank of America Corp 6.25% (c)(u)
|
1,475,000
|
1,526,426
|
|
BW Real Estate Inc 9.5% (c)(o)(u)
|
410,000
|
435,503
|
|
Citigroup Inc 6.5% (c)(u)
|
960,000
|
974,416
|
|
Citigroup Inc 6.625% (c)(u)
|
860,000
|
901,789
|
|
Citigroup Inc 6.75% (c)(u)
|
865,000
|
887,144
|
|
Citigroup Inc 6.875% (c)(u)
|
825,000
|
847,980
|
|
Citigroup Inc 7.125% (c)(u)
|
770,000
|
798,026
|
|
JPMorgan Chase & Co 6.5% (c)(u)
|
805,000
|
851,800
|
|
Wells Fargo & Co 7.625% (c)(u)
|
640,000
|
693,280
|
|
7,916,364
|
|||
Capital Markets - 0.0%
|
|||
Bank of New York Mellon Corp/The 5.625% (c)(u)
|
875,000
|
874,829
|
|
Charles Schwab Corp/The 4% (c)(u)
|
1,030,000
|
983,384
|
|
Goldman Sachs Group Inc/The 6.85% (c)(u)
|
1,005,000
|
1,056,038
|
|
2,914,251
|
|||
Consumer Finance - 0.0%
|
|||
Ally Financial Inc 4.7% (c)(u)
|
2,550,000
|
2,547,140
|
|
TOTAL FINANCIALS
|
13,377,755
|
||
TOTAL UNITED STATES
|
17,173,517
|
||
|
TOTAL PREFERRED SECURITIES
(Cost $64,606,358)
|
64,749,766
|
||
Short-Term Funds - 0.7%
|
|||
Shares
|
Value ($)
|
||
Fidelity SAI Short-Term Bond Fund (v)
(Cost $611,399,508)
|
63,800,367
|
623,329,584
|
|
U.S. Government Agency - Mortgage Securities - 22.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 22.3%
|
|||
Fannie Mae 2% 3/1/2052
|
8,166,695
|
6,829,027
|
|
Fannie Mae 2% 5/1/2052
|
1,450,845
|
1,221,364
|
|
Fannie Mae 2.5% 4/1/2052
|
10,128,728
|
8,907,184
|
|
Fannie Mae 2.5% 5/1/2052
|
736,443
|
645,325
|
|
Fannie Mae 2.5% 6/1/2052
|
22,234,293
|
19,622,278
|
|
Fannie Mae 3% 6/1/2052
|
578,472
|
532,307
|
|
Fannie Mae 3.5% 12/1/2036
|
1,968,224
|
1,944,808
|
|
Fannie Mae 3.5% 5/1/2036
|
1,497,227
|
1,482,671
|
|
Fannie Mae 5.5% 2/1/2055
|
15,333,280
|
15,804,450
|
|
Fannie Mae 5.5% 9/1/2054
|
234,381
|
238,652
|
|
Fannie Mae 6% 12/1/2054
|
18,646,363
|
19,576,738
|
|
Fannie Mae 6.5% 7/1/2054
|
5,422,066
|
5,728,323
|
|
Fannie Mae 7% 6/1/2054
|
225,456
|
240,978
|
|
Fannie Mae 7% 7/1/2054
|
207,101
|
221,957
|
|
Fannie Mae 7% 8/1/2054
|
351,009
|
374,077
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.445%, 6.32% 4/1/2037 (b)(c)
|
5,463
|
5,649
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.462%, 5.96% 1/1/2035 (b)(c)
|
1,198
|
1,235
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.48%, 6.105% 7/1/2034 (b)(c)
|
589
|
605
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.553%, 6.178% 6/1/2036 (b)(c)
|
2,440
|
2,521
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.565%, 6.44% 3/1/2037 (b)(c)
|
5,030
|
5,219
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.6093%, 6.369% 5/1/2035 (b)(c)
|
5,394
|
5,565
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.61%, 6.36% 8/1/2035 (b)(c)
|
2,633
|
2,721
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.63%, 6.315% 9/1/2036 (b)(c)
|
1,039
|
1,077
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.6669%, 6.391% 11/1/2036 (b)(c)
|
1,425
|
1,474
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.6731%, 6.22% 3/1/2033 (b)(c)
|
2,288
|
2,358
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.6834%, 6.511% 5/1/2036 (b)(c)
|
3,391
|
3,513
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.6919%, 6.305% 7/1/2043 (b)(c)
|
58,079
|
60,907
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.7%, 6.592% 6/1/2042 (b)(c)
|
5,016
|
5,262
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.7392%, 6.152% 3/1/2040 (b)(c)
|
9,325
|
9,748
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.279% 7/1/2035 (b)(c)
|
1,629
|
1,684
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.5% 8/1/2041 (b)(c)
|
16,127
|
16,936
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.07% 1/1/2042 (b)(c)
|
20,925
|
21,974
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.478% 7/1/2041 (b)(c)
|
1,612
|
1,693
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8063%, 6.388% 12/1/2040 (b)(c)
|
180,056
|
189,087
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.81%, 6.06% 12/1/2039 (b)(c)
|
3,003
|
3,142
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.508% 7/1/2041 (b)(c)
|
3,286
|
3,451
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.568% 9/1/2041 (b)(c)
|
2,807
|
2,948
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.593% 2/1/2042 (b)(c)
|
9,235
|
9,698
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.825%, 6.587% 2/1/2035 (b)(c)
|
11,066
|
11,506
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.83%, 6.58% 10/1/2041 (b)(c)
|
951
|
990
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.955%, 6.705% 7/1/2037 (b)(c)
|
12,703
|
13,292
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.208%, 6.458% 3/1/2035 (b)(c)
|
2,333
|
2,409
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.27%, 6.217% 6/1/2036 (b)(c)
|
8,042
|
8,320
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.275%, 6.379% 10/1/2033 (b)(c)
|
3,182
|
3,284
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.46%, 6.392% 7/1/2034 (b)(c)
|
2,038
|
2,101
|
|
Fannie Mae Mortgage pass-thru certificates 1% 12/1/2036
|
67,136,298
|
58,827,222
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036
|
24,193,455
|
22,130,847
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037
|
15,544,816
|
14,195,257
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2041
|
4,056,742
|
3,510,888
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2051
|
23,259,895
|
18,521,329
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036
|
2,622,174
|
2,394,524
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
9,561,739
|
8,767,471
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
9,154,054
|
8,393,651
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
4,893,677
|
4,487,172
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
431,658
|
395,801
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
295,883
|
271,305
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2037
|
2,835,386
|
2,593,656
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2040
|
2,396,075
|
2,076,639
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2041 (h)
|
30,765,798
|
26,399,107
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050
|
43,062
|
34,357
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
8,430,802
|
7,730,478
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
299,402
|
274,531
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2040
|
8,927,239
|
7,731,475
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2050
|
150,663
|
119,970
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
647,161
|
591,988
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
479,732
|
438,832
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
470,544
|
430,428
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2041
|
2,491,105
|
2,154,352
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051
|
26,909,947
|
21,520,285
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051
|
18,779,329
|
14,924,213
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
620,636
|
567,724
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
616,665
|
564,091
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
195,955
|
178,943
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2041
|
2,547,428
|
2,201,663
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2051
|
904,749
|
719,017
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036
|
4,723,041
|
4,313,000
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036
|
640,361
|
584,766
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2031
|
4,972,745
|
4,757,776
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036
|
333,690
|
304,720
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2051
|
29,325
|
23,305
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036
|
10,066,905
|
9,192,923
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036
|
673,381
|
614,920
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051
|
1,772,370
|
1,424,591
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2050
|
65,522
|
52,337
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2051
|
325,451
|
258,640
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2035
|
88,118
|
80,908
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2037
|
11,064,122
|
10,343,070
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051
|
34,965,847
|
29,282,306
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
31,231,609
|
26,242,891
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
198,414
|
166,349
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
7,719,252
|
6,880,922
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
1,639,989
|
1,463,556
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
33,568
|
29,942
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
8,532,741
|
7,220,444
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
4,408,244
|
3,690,326
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
1,360,473
|
1,138,909
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
37,364
|
31,582
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
29,503,810
|
24,791,078
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
20,357,252
|
17,181,867
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
8,253,927
|
6,940,661
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
3,526,772
|
2,976,655
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036
|
285,052
|
265,896
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040
|
44,460,729
|
39,985,095
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
12,998,476
|
11,594,520
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
10,380,426
|
9,257,716
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
4,830,067
|
4,063,074
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
2,807,620
|
2,350,377
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
2,788,024
|
2,333,972
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
28,488,166
|
24,044,497
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
17,920,021
|
15,068,803
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
4,943,245
|
4,153,646
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
1,039,785
|
877,597
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
720,143
|
607,813
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
588,396
|
494,961
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035
|
38,710,578
|
36,187,798
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035
|
467,963
|
436,003
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
3,595,314
|
3,231,493
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
2,617,339
|
2,360,039
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2041
|
3,869,751
|
3,447,885
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
10,874,986
|
9,103,908
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
2,868,237
|
2,400,225
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
2,296,148
|
1,931,530
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
185,542
|
156,833
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
12,240,121
|
10,284,970
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
10,961,834
|
9,217,719
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
8,909,485
|
7,491,914
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
6,085,845
|
5,136,557
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028
|
2,594,982
|
2,555,279
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
2,094,314
|
1,957,827
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
631,558
|
590,399
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
570,144
|
531,205
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
437,392
|
408,887
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
433,619
|
405,495
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
226,188
|
212,296
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2041
|
30,156
|
27,073
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
1,457,743
|
1,227,171
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
100,713
|
84,531
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
12,836
|
10,773
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
16,326,691
|
13,744,290
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
1,126,249
|
949,869
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
820,269
|
685,913
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
502,752
|
424,174
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036
|
553,434
|
515,810
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037
|
559,500
|
522,688
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2041
|
4,110,144
|
3,688,015
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
442,127
|
372,195
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
330,325
|
279,007
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
189,367
|
158,941
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
42,464
|
35,615
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
14,866,333
|
12,519,563
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
13,399,461
|
11,280,061
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
10,443,830
|
8,788,660
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
10,090,538
|
8,494,513
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
6,017,724
|
5,065,897
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
4,521,099
|
3,801,756
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
4,219,412
|
3,542,795
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
3,693,851
|
3,117,673
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
2,162,434
|
1,825,131
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
1,402,859
|
1,173,077
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
1,099,978
|
927,713
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
754,601
|
636,660
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
505,931
|
421,639
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041
|
1,024,173
|
922,443
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
17,235,664
|
14,412,540
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
4,714,755
|
3,942,499
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
3,208,636
|
2,683,076
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
504,420
|
426,212
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
90,296
|
76,324
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052
|
5,907,915
|
4,940,225
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052
|
250,331
|
208,624
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2035
|
13,524,156
|
12,706,177
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036
|
648,553
|
606,692
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2042
|
11,836,620
|
10,631,625
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035
|
35,316,552
|
33,180,508
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035
|
33,168,582
|
31,162,453
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035
|
24,120,430
|
22,661,559
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035
|
17,138,350
|
16,101,775
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035
|
14,806,299
|
13,910,772
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2036
|
722,193
|
675,127
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
740,839
|
667,148
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
168,328
|
150,738
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2051
|
430,593
|
357,103
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035
|
346,486
|
325,530
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036
|
241,575
|
225,680
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
8,645,933
|
7,737,773
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
38,722,172
|
32,440,158
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
6,007,556
|
5,059,216
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
831,091
|
699,897
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
7,923,494
|
6,638,042
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
7,859,454
|
6,564,742
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
1,036,668
|
872,698
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
448,464
|
376,129
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
138,804
|
116,416
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035
|
572,162
|
535,411
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050
|
2,436,709
|
2,041,395
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050
|
2,420,462
|
2,026,989
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051
|
1,250,147
|
1,055,145
|
|
Fannie Mae Mortgage pass-thru certificates 2% 9/1/2041
|
2,459,467
|
2,194,531
|
|
Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050
|
2,577,819
|
2,159,612
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032
|
2,896,473
|
2,816,393
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032
|
193,837
|
188,217
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033
|
147,990
|
142,757
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033
|
111,127
|
107,156
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033
|
91,790
|
88,614
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033
|
85,824
|
82,724
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2040
|
191,046
|
177,366
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
337,583
|
307,408
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
98,301
|
89,272
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
25,394
|
23,104
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
23,307
|
21,214
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
13,319
|
12,109
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051
|
54,372,816
|
48,138,191
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051
|
2,337,694
|
2,052,841
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
15,156,683
|
13,338,231
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
5,912,710
|
5,153,433
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
4,264,052
|
3,736,474
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
806,955
|
711,652
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
641,392
|
565,643
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
603,253
|
532,007
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
435,582
|
384,139
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
2,808,079
|
2,731,399
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
629,425
|
612,448
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2037
|
572,156
|
540,218
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050
|
9,115,667
|
8,070,425
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050
|
955,473
|
845,018
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
37,164,906
|
32,392,397
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
5,119,076
|
4,485,709
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
1,578,101
|
1,391,724
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031
|
1,835,896
|
1,785,744
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036
|
89,573
|
85,536
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
11,955,796
|
11,007,886
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
8,781,451
|
8,059,064
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
5,578,293
|
5,123,851
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
3,793,102
|
3,493,953
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
3,541,754
|
3,261,693
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
1,731,794
|
1,594,378
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2042
|
13,687
|
12,458
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
42,600,861
|
37,130,297
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
22,907,849
|
20,159,436
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
20,586,112
|
18,039,056
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
15,578,407
|
13,650,939
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
3,423,746
|
3,000,137
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
1,446,665
|
1,280,784
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031
|
5,133,406
|
4,989,765
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032
|
12,643,012
|
12,293,135
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2042
|
11,033
|
10,082
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2049
|
3,188,765
|
2,804,194
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050
|
18,056
|
15,867
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
23,641,725
|
20,716,608
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
12,339,094
|
10,858,688
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
11,800,858
|
10,340,774
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
384,858
|
334,956
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
38,152
|
33,467
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
1,544,753
|
1,503,073
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
259,042
|
248,501
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041
|
5,254,923
|
4,850,630
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2042
|
8,850,479
|
8,156,790
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2043
|
196,134
|
178,310
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051
|
172,279
|
151,287
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
7,362,528
|
6,552,820
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
1,066,447
|
924,501
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
974,092
|
849,005
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
523,045
|
457,840
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
457,468
|
403,440
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035
|
6,914,379
|
6,633,020
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035
|
6,148,024
|
5,897,850
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2036
|
15,960,134
|
15,295,725
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040
|
1,656,073
|
1,535,752
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040
|
131,393
|
122,018
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2041
|
2,048,498
|
1,902,228
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043
|
17,939
|
16,299
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043
|
9,631
|
8,741
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050
|
16,182,722
|
14,200,712
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050
|
322,598
|
284,600
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052
|
16,334,960
|
14,370,037
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052
|
3,704,275
|
3,266,793
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052
|
91,643
|
80,276
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2053
|
89,657
|
78,031
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031
|
787,743
|
768,197
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036
|
2,781,680
|
2,705,660
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037
|
6,183,116
|
5,904,463
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037
|
6,237,438
|
5,892,651
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2041
|
4,999,467
|
4,611,449
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2042
|
3,902,214
|
3,583,555
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043
|
148,232
|
134,772
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043
|
40,271
|
36,561
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043
|
22,796
|
20,760
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051
|
18,149,213
|
16,141,875
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
25,103,787
|
21,997,774
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
22,539,088
|
19,834,918
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
3,634,488
|
3,200,705
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
1,770,322
|
1,565,670
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
1,009,514
|
984,459
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
982,871
|
957,814
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
890,438
|
868,346
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
873,279
|
851,308
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
857,150
|
835,309
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
708,281
|
690,681
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
344,111
|
335,795
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2035
|
17,799,676
|
17,053,125
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040
|
1,705,530
|
1,581,384
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
2,417,276
|
2,229,408
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
1,823,952
|
1,690,466
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
554,884
|
510,753
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
228,846
|
210,385
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
66,954,914
|
59,089,259
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
45,387,154
|
39,799,910
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
34,468,476
|
30,419,226
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
27,093,313
|
23,910,475
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
16,734,523
|
14,742,456
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
14,674,781
|
12,804,086
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
184,556
|
161,894
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052
|
6,215,239
|
5,465,670
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052
|
579,847
|
509,916
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2053
|
320,621
|
279,048
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031
|
1,268,960
|
1,236,621
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031
|
804,879
|
784,365
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031
|
783,531
|
764,090
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2040
|
3,147,368
|
2,915,817
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051
|
23,645,188
|
20,867,424
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052
|
991,735
|
864,072
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031
|
390,008
|
380,200
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2040
|
452,373
|
418,714
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
3,484,292
|
3,209,196
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
1,904,906
|
1,759,050
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2049
|
7,243,637
|
6,442,477
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050
|
6,393,356
|
5,660,266
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050
|
3,170,531
|
2,800,049
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050
|
31,240
|
27,658
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031
|
568,626
|
554,137
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031
|
487,424
|
475,151
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2043
|
5,182
|
4,694
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050 (g)
|
10,312,738
|
9,130,234
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
34,341,159
|
30,124,429
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
27,490,586
|
24,115,034
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
26,550,663
|
23,290,523
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
2,378,549
|
2,075,339
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2036
|
10,769,540
|
10,317,846
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2036
|
199,677
|
190,679
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2041
|
7,489,872
|
6,885,782
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050
|
27,750,978
|
24,568,929
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050
|
11,105,732
|
9,832,300
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051
|
8,378,911
|
7,368,398
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051
|
798,002
|
695,527
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033
|
30,680
|
30,085
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
227,569
|
223,156
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
501,349
|
472,085
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
106,055
|
99,777
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
70,380
|
66,440
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
64,720
|
60,828
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
61,750
|
58,139
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
51,487
|
48,441
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
46,555
|
43,721
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
35,497
|
33,385
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
28,885
|
27,322
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
22,190
|
21,015
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
13,377
|
12,643
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
10,859
|
10,224
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
9,962
|
9,347
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
9,839
|
9,308
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
9,803
|
9,207
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
9,543
|
8,964
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
8,542
|
8,025
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
8,095
|
7,607
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
8,037
|
7,576
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
7,555
|
7,108
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
7,300
|
6,871
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
7,168
|
6,744
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
3,581
|
3,352
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045
|
43,039
|
40,681
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051
|
8,876,349
|
8,095,857
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
8,631,006
|
7,810,052
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
8,262,619
|
7,476,704
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
1,235,632
|
1,120,419
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
343,830
|
312,845
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033
|
33,958
|
33,317
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2036
|
849,913
|
826,441
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042
|
45,118
|
42,397
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046
|
379,493
|
352,528
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049
|
45,397
|
41,604
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051 (f)
|
41,182,902
|
37,780,500
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
21,011,359
|
19,229,503
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
6,465,855
|
5,895,296
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032
|
1,171,916
|
1,147,394
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032
|
46,333
|
45,417
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034
|
1,117,374
|
1,100,930
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
248,571
|
234,302
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
37,355
|
35,137
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
26,783
|
25,236
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
18,358
|
17,198
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
8,971
|
8,459
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
7,935
|
7,507
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
7,959
|
7,483
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
7,336
|
6,980
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
6,930
|
6,485
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049
|
5,114,974
|
4,709,973
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050
|
1,751,723
|
1,597,695
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
23,429,535
|
21,581,720
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
22,729,174
|
20,830,051
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
17,842,829
|
16,329,678
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
14,011,228
|
12,840,528
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
11,550,391
|
10,563,648
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
7,606,063
|
6,882,598
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
249,996
|
229,733
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
168,516
|
154,857
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2028
|
2,704
|
2,676
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
4,512,182
|
4,436,816
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
2,161,686
|
2,125,681
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
191,258
|
186,892
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
147,497
|
139,074
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
65,640
|
61,744
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
37,915
|
35,681
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
23,954
|
22,442
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
23,469
|
22,091
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
22,242
|
20,938
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
21,609
|
20,339
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
21,311
|
20,005
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
20,831
|
19,631
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
10,152
|
9,626
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
7,704
|
7,260
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
6,733
|
6,342
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
5,031
|
4,711
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
4,875
|
4,587
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
4,408
|
4,176
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
3,089
|
2,930
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049
|
19,109,169
|
17,620,003
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050
|
16,125,684
|
14,707,762
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
24,995,187
|
22,852,052
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
9,453,835
|
8,619,611
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
6,081,253
|
5,567,436
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
4,410,437
|
4,036,412
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
485,132
|
440,504
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031
|
1,885,136
|
1,860,753
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031
|
1,632,347
|
1,612,752
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033
|
77,317
|
75,763
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034
|
95,898
|
93,801
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035
|
777,978
|
766,892
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
415,475
|
390,428
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
304,033
|
285,805
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
222,900
|
209,855
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
164,678
|
154,907
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
145,627
|
136,893
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
85,328
|
80,328
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
77,297
|
72,654
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
63,893
|
59,933
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
37,994
|
35,839
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
31,429
|
29,558
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
30,321
|
28,386
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
17,221
|
16,152
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
10,754
|
10,111
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
5,610
|
5,254
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
4,973
|
4,684
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
2,267
|
2,178
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050
|
6,696,327
|
6,166,116
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050
|
4,785,305
|
4,406,408
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051
|
734,955
|
670,331
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
26,300,968
|
23,930,806
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052 (e)
|
25,634,629
|
23,436,667
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
19,753,895
|
17,912,004
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
12,473,654
|
11,404,139
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
7,916,770
|
7,203,336
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
2,122,763
|
1,931,466
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
37,744
|
34,343
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
88,996
|
87,447
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
77,255
|
75,816
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2040
|
295,632
|
286,544
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
111,747
|
105,203
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
29,555
|
27,801
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
21,337
|
20,061
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
8,970
|
8,424
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
7,122
|
6,697
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
5,229
|
4,919
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
4,523
|
4,260
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2044
|
31,776
|
29,659
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2045
|
81,002
|
75,787
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2045
|
32,326
|
29,986
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048
|
2,717,771
|
2,525,511
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
9,212,007
|
8,482,606
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
4,777,823
|
4,403,997
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
23,700,811
|
21,764,943
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
17,645,926
|
16,110,873
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
9,227,341
|
8,395,801
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
7,122,923
|
6,558,934
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
2,169,476
|
2,003,800
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
30,143
|
27,333
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033
|
142,682
|
139,765
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033
|
116,500
|
114,222
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033
|
44,828
|
43,952
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2035
|
2,796,208
|
2,732,375
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2038
|
132,986
|
130,116
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
82,353
|
77,460
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
16,025
|
15,048
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
15,332
|
14,411
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
14,277
|
13,411
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046
|
339,352
|
316,936
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047
|
21,290,400
|
19,976,244
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050
|
9,281,129
|
8,543,354
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
20,185,151
|
18,574,287
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
7,311,561
|
6,682,369
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
2,489,274
|
2,275,061
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
365,626
|
334,619
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2033
|
653,444
|
640,306
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
366,842
|
344,376
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
300,359
|
282,420
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
44,782
|
42,086
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
27,382
|
25,737
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
21,844
|
20,511
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
19,695
|
18,492
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
11,167
|
10,497
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
5,891
|
5,539
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
4,936
|
4,616
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045
|
47,805
|
44,481
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045
|
3,539
|
3,309
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050
|
717,030
|
660,256
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2051
|
87,082
|
79,561
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052
|
560,414
|
509,561
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
6,740
|
6,299
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
4,864
|
4,558
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
4,836
|
4,533
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
3,501
|
3,276
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2044
|
288,213
|
270,882
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051
|
62,931,897
|
57,870,323
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051
|
3,584,640
|
3,289,608
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032
|
14,503
|
14,233
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034
|
2,215,433
|
2,184,555
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2035
|
94,973
|
92,263
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2036
|
392,817
|
380,200
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042
|
70,394
|
66,410
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042
|
16,662
|
15,664
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
717,531
|
672,337
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
16,724
|
15,711
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
9,711
|
9,101
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
5,591
|
5,274
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045
|
20,473
|
19,127
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045
|
17,929
|
16,744
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046 (f)
|
3,100,527
|
2,882,159
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
4,945,333
|
4,549,128
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
76,189
|
68,966
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051
|
26,733,631
|
24,524,981
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051
|
1,251,083
|
1,138,340
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051
|
817,619
|
747,003
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052
|
14,814,655
|
13,539,789
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052
|
12,652,218
|
11,563,439
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2031
|
14,478
|
14,329
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032
|
346,154
|
339,641
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2034
|
3,279,360
|
3,225,378
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2038
|
45,564
|
44,216
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
204,464
|
191,789
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
86,049
|
80,633
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
11,955
|
11,198
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
99,649
|
92,613
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
90,397
|
83,937
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
33,274
|
30,800
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046
|
1,420,345
|
1,319,423
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049
|
40,664,434
|
37,266,742
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050
|
4,337,597
|
3,986,016
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051
|
8,337,452
|
7,651,243
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2052
|
9,590,233
|
8,818,896
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2052
|
9,135,601
|
8,346,587
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2052
|
5,663,459
|
5,176,094
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032
|
210,531
|
206,608
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032
|
32,140
|
31,535
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033
|
115,653
|
113,239
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035
|
4,866,401
|
4,785,104
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
234,492
|
220,527
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
38,111
|
35,737
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
30,730
|
28,774
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
13,995
|
13,134
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046
|
3,196,148
|
2,969,047
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046
|
1,173,897
|
1,090,487
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051
|
781,540
|
711,110
|
|
Fannie Mae Mortgage pass-thru certificates 3.25% 12/1/2041
|
4,483
|
4,329
|
|
Fannie Mae Mortgage pass-thru certificates 3.4% 8/1/2042
|
51,666
|
49,492
|
|
Fannie Mae Mortgage pass-thru certificates 3.4% 9/1/2042
|
24,350
|
23,301
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2041
|
5,425
|
5,279
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042
|
61,245
|
59,388
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
192,000
|
185,850
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
24,824
|
24,020
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
1,625,493
|
1,556,652
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048
|
5,483,525
|
5,275,283
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048
|
3,832,324
|
3,705,937
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050
|
19,148,339
|
18,520,698
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
3,297,688
|
3,133,296
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
2,063,299
|
1,956,573
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
842,858
|
796,627
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
21,630
|
20,464
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033
|
3,045
|
3,020
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2034
|
155,571
|
153,800
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040
|
7,883
|
7,668
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
467,413
|
452,561
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
169,604
|
164,249
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
108,210
|
105,208
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
44,068
|
42,678
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
26,482
|
25,652
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
12,348
|
11,993
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
7,815
|
7,558
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045
|
113,412
|
108,934
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047
|
12,703,963
|
12,142,119
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047
|
5,014,205
|
4,826,920
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2051
|
464,529
|
439,485
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2051
|
41,714
|
39,465
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
49,872
|
48,238
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
26,919
|
26,005
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
25,657
|
24,812
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
14,564
|
14,048
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
9,089
|
8,799
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
7,669
|
7,410
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045
|
25,231
|
24,391
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045
|
7,358
|
7,061
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047
|
833,541
|
802,408
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048
|
3,308,511
|
3,177,698
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051
|
2,878,813
|
2,723,606
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2034
|
2,487,320
|
2,474,611
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
119,351
|
115,783
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
32,909
|
31,910
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
11,619
|
11,250
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2044
|
6,366
|
6,140
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045
|
19,132
|
18,466
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
16,321,289
|
15,779,698
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
611,670
|
585,765
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
140,137
|
134,202
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
22,463
|
21,610
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047
|
381,721
|
366,867
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047
|
241,276
|
230,606
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2051
|
19,512,123
|
18,447,963
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2051
|
7,624,379
|
7,213,323
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035
|
3,073,288
|
3,035,413
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
89,902
|
86,771
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
20,400
|
19,742
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
19,429
|
18,719
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048
|
827,045
|
793,570
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048
|
106,765
|
102,444
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
6,678,866
|
6,333,395
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
4,655,087
|
4,414,299
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
2,640,458
|
2,503,877
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
1,721,466
|
1,635,111
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
35,438
|
33,448
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
103,246
|
99,623
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
90,759
|
87,752
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2048
|
780,253
|
750,378
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2048
|
104,881
|
100,210
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050
|
18,976,982
|
18,096,196
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052
|
17,022,004
|
16,093,651
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052
|
1,348,857
|
1,282,037
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
31,532
|
30,550
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
16,569
|
16,035
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
5,419
|
5,246
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
241,628
|
233,509
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
186,096
|
179,711
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
32,863
|
31,763
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
22,624
|
21,878
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
9,970
|
9,644
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046
|
367,123
|
352,493
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2048
|
8,713,981
|
8,320,428
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2048
|
2,252,744
|
2,187,586
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2048
|
383,669
|
368,979
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052 (e)
|
69,735,551
|
66,368,133
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052
|
2,463,938
|
2,329,559
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052
|
110,998
|
105,222
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
293,768
|
283,753
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
187,993
|
181,633
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
6,474
|
6,239
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2044
|
3,217
|
3,122
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046
|
102,195
|
97,898
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047
|
298,035
|
287,089
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047
|
84,150
|
80,876
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2048
|
725,068
|
697,307
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2048
|
412,316
|
396,529
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2049
|
2,296,812
|
2,185,185
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052
|
1,624,572
|
1,536,986
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052
|
140,101
|
132,548
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042
|
236,541
|
229,154
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042
|
10,125
|
9,812
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042
|
5,949
|
5,760
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043
|
188,264
|
181,898
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043
|
5,035
|
4,878
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048
|
1,897,004
|
1,816,071
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049
|
1,502,355
|
1,434,504
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2034
|
547,924
|
542,541
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2034
|
185,708
|
183,883
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2038
|
13,982
|
13,809
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042
|
14,979
|
14,501
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043
|
19,034
|
18,357
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047
|
13,400,010
|
12,973,130
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052
|
8,950,403
|
8,453,871
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052
|
1,381,839
|
1,316,839
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034
|
4,495,650
|
4,444,460
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034
|
700,073
|
693,195
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
202,186
|
195,852
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
65,040
|
63,113
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
27,638
|
26,730
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
231,172
|
224,059
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
36,962
|
35,797
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
7,510
|
7,258
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2044
|
13,381
|
12,882
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
144,429
|
138,313
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047
|
436,904
|
420,585
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2048
|
222,239
|
213,244
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049
|
3,797,057
|
3,625,569
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050
|
26,882,364
|
25,626,261
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050
|
1,076,013
|
1,020,355
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2051
|
16,804,070
|
15,858,195
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2051
|
16,744,207
|
15,851,935
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2052
|
23,893
|
22,567
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2034
|
3,086,252
|
3,055,933
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2034
|
2,098,294
|
2,074,402
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
113,230
|
109,670
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
108,372
|
104,930
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
59,373
|
57,490
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
35,027
|
33,902
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
32,360
|
31,422
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
21,023
|
20,407
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
18,422
|
17,836
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
10,338
|
10,009
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
9,128
|
8,858
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046
|
1,802,698
|
1,730,859
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047
|
3,304,486
|
3,181,061
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
20,206,592
|
19,117,186
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
15,943,262
|
15,103,635
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
15,648,409
|
14,814,530
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
5,823,993
|
5,510,001
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
3,815,096
|
3,611,796
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
816,710
|
773,699
|
|
Fannie Mae Mortgage pass-thru certificates 3.65% 5/1/2042
|
6,336
|
6,171
|
|
Fannie Mae Mortgage pass-thru certificates 3.65% 8/1/2042
|
16,408
|
15,968
|
|
Fannie Mae Mortgage pass-thru certificates 3.9% 4/1/2042
|
8,049
|
7,962
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
404,749
|
403,448
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
34,345
|
34,214
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
13,984
|
13,934
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
11,028
|
10,995
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
9,555
|
9,519
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
4,197
|
4,184
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
3,626
|
3,617
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
826
|
824
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
505,484
|
503,765
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
37,704
|
37,529
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
5,449
|
5,415
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
1,653
|
1,650
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043
|
1,488,328
|
1,481,770
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045
|
39,220
|
38,835
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048
|
17,848
|
17,564
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2051
|
36,290
|
35,497
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2052
|
439,642
|
434,709
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2039
|
1,255
|
1,251
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
104,694
|
104,393
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
92,471
|
92,048
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
19,737
|
19,697
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
16,479
|
16,429
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
10,984
|
10,953
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
428,200
|
426,527
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
300,172
|
298,921
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
17,909
|
17,823
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
5,757
|
5,735
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
1,698
|
1,698
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043
|
855,029
|
851,329
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045
|
48,630
|
48,165
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046
|
383,055
|
378,996
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
536,894
|
535,197
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
134,724
|
134,421
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
121,730
|
121,253
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
113,880
|
113,398
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
107,584
|
107,203
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
103,862
|
103,571
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
99,332
|
99,065
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
92,599
|
92,309
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
88,372
|
87,961
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
80,604
|
80,304
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
78,322
|
78,104
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
75,696
|
75,379
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
69,880
|
69,660
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
54,044
|
53,814
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
51,333
|
51,090
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
45,789
|
45,620
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
45,332
|
45,230
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
36,126
|
35,957
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
30,376
|
30,342
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
12,430
|
12,342
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
10,753
|
10,719
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
3,806
|
3,795
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
1,913
|
1,910
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
285,287
|
284,151
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
163,195
|
162,530
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
140,032
|
139,421
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
6,316
|
6,277
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045
|
190,997
|
189,014
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049
|
1,021,211
|
1,004,645
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051
|
587,066
|
580,662
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051
|
76,964
|
76,124
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
277,143
|
276,116
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
5,211
|
5,190
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
4,798
|
4,792
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
4,440
|
4,430
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
3,732
|
3,724
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
3,456
|
3,435
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
3,115
|
3,103
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
2,306
|
2,300
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
57,307
|
57,040
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
42,705
|
42,527
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
12,315
|
12,264
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
8,306
|
8,271
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042
|
17,401
|
17,335
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044
|
28,089
|
27,846
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044
|
26,369
|
26,144
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045
|
71,697
|
70,889
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2051
|
340,476
|
336,656
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
334,143
|
333,086
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
43,033
|
42,892
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
12,311
|
12,269
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
5,469
|
5,446
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
4,065
|
4,054
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
3,720
|
3,709
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
3,144
|
3,132
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
356,211
|
354,567
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
28,694
|
28,599
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
22,589
|
22,454
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
8,539
|
8,529
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
3,801
|
3,789
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
3,440
|
3,421
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046
|
294,873
|
291,593
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047
|
93,913
|
92,860
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2052
|
293,008
|
289,720
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2053
|
63,010
|
61,299
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2036
|
9,509
|
9,508
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039
|
7,327
|
7,310
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039
|
3,122
|
3,115
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
17,138
|
17,054
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
16,777
|
16,715
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
9,258
|
9,225
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
8,345
|
8,328
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
7,475
|
7,450
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
6,653
|
6,622
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
3,500
|
3,493
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
2,335
|
2,328
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
166,447
|
165,520
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
19,379
|
19,301
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
17,338
|
17,264
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
10,839
|
10,788
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
10,101
|
10,046
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045
|
49,944
|
49,479
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045
|
46,148
|
45,696
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046
|
8,416,274
|
8,377,420
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046
|
572,419
|
566,637
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046
|
37,325
|
36,894
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
148,747
|
148,108
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
103,724
|
103,284
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
48,808
|
48,598
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
29,307
|
29,167
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
21,839
|
21,720
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
18,847
|
18,727
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
14,285
|
14,216
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
6,364
|
6,333
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
2,661
|
2,655
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044
|
49,214
|
48,869
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
67,776,056
|
67,176,334
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
47,405,606
|
47,191,960
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
43,268
|
42,852
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
13,760
|
13,611
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
9,414
|
9,313
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046
|
114,001
|
112,686
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
119,672
|
117,768
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
76,634
|
75,415
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
54,788
|
53,916
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
11,058
|
10,882
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
878,455
|
863,107
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
81,947
|
81,027
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2040
|
3,982,031
|
3,997,077
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047
|
552,741
|
544,811
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048
|
217,902
|
214,503
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048
|
23,116
|
22,749
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052
|
49,648,751
|
48,765,804
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052
|
30,094,479
|
29,606,304
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041
|
49,141
|
48,972
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045
|
97,994
|
97,080
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046
|
605,110
|
597,753
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2043
|
9,607
|
9,535
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046
|
541,137
|
535,742
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
306,852
|
302,258
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052
|
81,367
|
80,454
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039
|
3,311
|
3,305
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043
|
26,140
|
25,959
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043
|
9,409
|
9,339
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043
|
7,868
|
7,808
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
101,456
|
100,411
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
62,423
|
61,904
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
61,548
|
60,859
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047
|
837,773
|
824,183
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052
|
2,515,787
|
2,449,033
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039
|
617,139
|
621,014
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040
|
16,670
|
16,605
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040
|
8,453
|
8,420
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
19,861
|
19,777
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
9,035
|
8,982
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
7,724
|
7,687
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
4,839
|
4,831
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
2,149
|
2,141
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046
|
647,254
|
640,396
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2047
|
9,319
|
9,226
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051
|
442,027
|
437,205
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051
|
34,147
|
33,775
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052
|
747,558
|
738,936
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2053
|
34,424,169
|
33,778,626
|
|
Fannie Mae Mortgage pass-thru certificates 4.25% 11/1/2041
|
14,681
|
14,741
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2034
|
1,252
|
1,269
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044
|
6,271
|
6,375
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047
|
4,937
|
4,971
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
146,827
|
147,249
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
20,531
|
20,590
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049
|
761,010
|
762,248
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039
|
171,320
|
174,182
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039
|
8,958
|
9,110
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039
|
7,149
|
7,268
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040
|
12,278
|
12,485
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044
|
417,452
|
424,165
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047
|
59,290
|
59,553
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048
|
5,378,017
|
5,403,572
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
9,353
|
9,512
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
5,310
|
5,400
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
47,923
|
48,739
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
2,573
|
2,614
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042
|
1,109,354
|
1,128,244
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042
|
30,250
|
30,764
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044
|
56,258
|
56,913
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044
|
9,592
|
9,704
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045
|
102,923
|
104,681
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047
|
19,710
|
19,798
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047
|
6,575
|
6,604
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2033
|
16,613
|
16,833
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2038
|
4,156
|
4,213
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039
|
84,101
|
85,506
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
17,237
|
17,531
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
17,089
|
17,377
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
3,921
|
3,988
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
2,949
|
2,998
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
2,888
|
2,937
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2041
|
93,581
|
95,161
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
7,463
|
7,564
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
1,945
|
1,974
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046
|
53,503
|
53,891
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046
|
11,623
|
11,707
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048
|
9,515,034
|
9,589,982
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2033
|
4,580
|
4,634
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
3,943
|
4,010
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
1,581
|
1,608
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045
|
97,096
|
98,660
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046
|
587,969
|
597,968
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047
|
5,463
|
5,501
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048
|
75,925
|
76,143
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048
|
34,239
|
34,337
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049
|
3,562,742
|
3,569,652
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049
|
288,518
|
288,798
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039
|
94,717
|
96,529
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039
|
31,977
|
32,422
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041
|
11,175
|
11,365
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041
|
567
|
572
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044
|
7,213
|
7,335
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2045
|
57,876
|
58,549
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
513,563
|
522,271
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
75,357
|
76,628
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
40,375
|
40,731
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
46,119
|
46,381
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
11,310
|
11,375
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
9,039
|
9,102
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048
|
84,197
|
84,440
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048
|
17,578
|
17,628
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
554,230
|
562,092
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
156,454
|
158,617
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
97,877
|
99,205
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
2,719
|
2,764
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041
|
6,376
|
6,484
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044
|
35,041
|
35,617
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044
|
16,692
|
16,968
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2045
|
17,967
|
18,176
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
56,084
|
56,403
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
46,678
|
46,906
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
30,963
|
31,139
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
14,115
|
14,253
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
12,612
|
12,684
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
10,913
|
10,975
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048
|
2,214,718
|
2,252,157
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048
|
58,257
|
58,370
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039
|
7,131,854
|
7,268,263
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039
|
1,268
|
1,289
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2040
|
3,006
|
3,057
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
42,487
|
42,729
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
16,842
|
16,958
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
7,764
|
7,818
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039
|
48,280
|
49,203
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041
|
151,252
|
153,460
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044
|
192,719
|
195,824
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045
|
50,157
|
50,709
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2046
|
9,662
|
9,747
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2046
|
2,730
|
2,754
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
692,357
|
696,512
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
21,507
|
21,636
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
12,954
|
13,011
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
8,047
|
8,101
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2026
|
87
|
87
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
1,485
|
1,500
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
713
|
718
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
110,300
|
112,148
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
14,828
|
15,080
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
4,538
|
4,614
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
2,721
|
2,767
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
626
|
637
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040
|
3,468
|
3,527
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041
|
1,497
|
1,522
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2045
|
23,517
|
23,790
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
558,003
|
561,352
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
220,893
|
224,633
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
96,571
|
97,000
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
22,233
|
22,510
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
11,109
|
11,256
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
9,905
|
10,030
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
7,424
|
7,528
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
6,660
|
6,749
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
3,482
|
3,528
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
3,385
|
3,430
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
1,733
|
1,750
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
1,696
|
1,716
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
815
|
826
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2035
|
169,800
|
167,769
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2037
|
3,015
|
3,044
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
128,362
|
130,817
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
1,113
|
1,132
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
1,065
|
1,083
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040
|
4,717
|
4,798
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044
|
3,066
|
3,115
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049
|
3,271,564
|
3,273,819
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
24,259
|
24,577
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
11,155
|
11,306
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
11,103
|
11,250
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
8,866
|
8,982
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
4,174
|
4,231
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
3,755
|
3,806
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
57,411
|
58,260
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
26,384
|
26,754
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039
|
1,549
|
1,571
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040
|
6,193
|
6,298
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040
|
1,642
|
1,670
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2041
|
99,560
|
101,249
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042
|
241,152
|
245,257
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043
|
14,783
|
15,030
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047
|
102,892
|
103,349
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047
|
23,090
|
23,193
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049
|
8,983,424
|
9,026,112
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2029
|
1,060
|
1,072
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2041
|
117,017
|
121,148
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
20,518,763
|
20,907,947
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
7,158,949
|
7,290,259
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044
|
155,901
|
160,014
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
13,012,832
|
13,292,181
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
12,698,808
|
12,939,669
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
8,125,602
|
8,269,564
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2039
|
346,616
|
352,947
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052
|
8,751,122
|
8,911,637
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2035
|
487,519
|
500,396
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038
|
85,285
|
87,672
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2033
|
4,141
|
4,238
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044
|
9,088
|
9,423
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2039
|
220,743
|
225,852
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040
|
190,525
|
193,505
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041
|
11,408
|
11,813
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041
|
4,889
|
5,060
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053
|
34,163
|
34,422
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044
|
10,003
|
10,367
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2052
|
3,499,482
|
3,583,355
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
504,866
|
518,058
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
177,912
|
182,563
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041
|
13,613
|
14,091
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2044
|
7,197
|
7,460
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2052
|
1,295,328
|
1,325,564
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033
|
18,320
|
18,755
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033
|
2,798
|
2,866
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035
|
178,879
|
183,916
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044
|
15,153
|
15,709
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044
|
7,110
|
7,370
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040
|
1,066,377
|
1,083,056
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041
|
2,015
|
2,087
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044
|
16,942
|
17,567
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044
|
5,991
|
6,211
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2052
|
27,950,073
|
28,567,551
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2052
|
2,556,843
|
2,606,937
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2052
|
1,979,909
|
2,023,650
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2052
|
1,455,726
|
1,484,247
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2052
|
21,547
|
21,841
|
|
Fannie Mae Mortgage pass-thru certificates 5.31% 8/1/2041 (c)
|
153,856
|
157,161
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2033
|
386
|
401
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2054
|
1,079,980
|
1,102,443
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053
|
19,771,481
|
20,491,635
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054
|
19,910,446
|
20,385,226
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054
|
4,345,098
|
4,497,593
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2032
|
369
|
383
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2034
|
212,681
|
220,561
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053
|
1,070,418
|
1,091,678
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2054
|
2,780,869
|
2,846,346
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2033
|
636
|
657
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2033
|
218
|
225
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053
|
6,216,525
|
6,407,987
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054
|
2,656,159
|
2,711,405
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054
|
2,654,770
|
2,709,987
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054
|
1,866,062
|
1,904,728
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054
|
5,480,385
|
5,580,071
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2053
|
56,710
|
57,795
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2055
|
16,813,186
|
17,361,225
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053
|
17,658,351
|
18,213,245
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054
|
6,532,252
|
6,653,928
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054
|
6,446,250
|
6,567,734
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
16,763,792
|
17,306,292
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
11,939,725
|
12,326,112
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
2,385,917
|
2,468,347
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054
|
13,049,901
|
13,369,242
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054
|
151,538
|
154,855
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2055
|
2,275,493
|
2,320,687
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053
|
21,964,182
|
22,674,974
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054
|
14,684,818
|
15,140,537
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053
|
8,124,225
|
8,404,908
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054
|
5,175,785
|
5,367,138
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2032
|
437
|
451
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054
|
11,270,716
|
11,539,476
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054
|
189,431
|
193,150
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.505%, 5.755% 1/1/2035 (b)(c)
|
1,219
|
1,249
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 5.785% 3/1/2035 (b)(c)
|
1,026
|
1,053
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 5.907% 12/1/2034 (b)(c)
|
1,262
|
1,293
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.55%, 6.066% 10/1/2033 (b)(c)
|
466
|
477
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.565%, 5.744% 7/1/2035 (b)(c)
|
665
|
684
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.96%, 6.585% 9/1/2035 (b)(c)
|
1,151
|
1,195
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036
|
2,323
|
2,453
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036
|
437
|
461
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038
|
44,323
|
47,030
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040
|
42,787
|
45,494
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2042
|
3,120
|
3,319
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055
|
1,155,983
|
1,204,450
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055
|
461,598
|
481,059
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2056
|
22,620,072
|
23,693,935
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2056
|
12,511,080
|
13,097,210
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2056
|
5,843,111
|
6,122,333
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
32,107
|
33,700
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
17,129
|
18,025
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
2,693
|
2,848
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
2,458
|
2,599
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
1,749
|
1,851
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
418
|
438
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
274
|
290
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
210
|
222
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037
|
41,228
|
43,665
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038
|
1,117,037
|
1,159,131
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053
|
9,873,617
|
10,383,744
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054
|
20,227,555
|
21,173,614
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2055
|
38,567,027
|
40,397,955
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2055
|
33,086,604
|
34,550,858
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
74,787
|
78,464
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
13,207
|
13,908
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
5,855
|
6,154
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
753
|
797
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
582
|
616
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2037
|
7,298
|
7,775
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053
|
23,943,912
|
24,803,697
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
79,622,815
|
83,122,900
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
27,966,473
|
29,239,529
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
10,371,113
|
10,856,179
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
4,069,951
|
4,261,578
|
|
Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038
|
17,452
|
18,605
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
26,650,976
|
27,855,822
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
3,926,244
|
4,122,147
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
385,908
|
403,794
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
374,654
|
392,294
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
372,038
|
389,171
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2036
|
22,843
|
23,936
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038
|
14,942
|
15,895
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2039
|
1,315
|
1,400
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054
|
8,039,651
|
8,285,656
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055
|
15,070,230
|
15,765,658
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054
|
1,291,302
|
1,330,007
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2036
|
852
|
900
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2037
|
2,709
|
2,868
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040
|
51,872
|
55,088
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054
|
25,486,516
|
26,250,446
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054
|
53,927
|
55,342
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055
|
21,687,352
|
22,688,132
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
7,824
|
8,218
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
1,950
|
2,062
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
1,110
|
1,169
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036
|
26,117
|
27,589
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
17,084,890
|
17,841,252
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
11,470,602
|
11,964,076
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
|
27,339,497
|
28,158,968
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055
|
33,145,327
|
34,729,223
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055
|
1,007,961
|
1,056,128
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
7,619
|
8,038
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
2,611
|
2,748
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
2,560
|
2,699
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
365
|
384
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
165
|
174
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2036
|
77
|
79
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038
|
6,866
|
7,306
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039
|
16,767,348
|
17,367,763
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041
|
98,016
|
104,165
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053
|
17,268,153
|
18,075,798
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053
|
3,826,760
|
3,996,174
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
26,707,270
|
27,756,086
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
26,213,629
|
27,406,894
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
15,794,156
|
16,262,633
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
15,094,786
|
15,810,215
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
38,757,718
|
39,990,734
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
35,282,175
|
36,866,196
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
14,966,813
|
15,677,346
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
13,630,932
|
14,204,567
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
882,246
|
922,531
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
417,828
|
436,789
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
4,555
|
4,797
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
1,856
|
1,954
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
1,214
|
1,279
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
574
|
604
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
56
|
58
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037
|
113,641
|
118,912
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054
|
36,360,212
|
37,438,708
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054
|
22,821,848
|
23,910,639
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055
|
20,957,911
|
21,939,766
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055
|
14,521,239
|
15,172,750
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2029
|
2,201
|
2,259
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
23,697
|
25,001
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
3,099
|
3,261
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
916
|
970
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
479
|
507
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
390
|
411
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
53
|
55
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037
|
3,138
|
3,335
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2038
|
2,810,816
|
2,916,738
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053
|
7,007,187
|
7,284,555
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
39,347,584
|
40,514,689
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
16,112,226
|
16,870,842
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
294,027
|
308,790
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2053
|
13,598,945
|
14,389,159
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2055
|
5,871,440
|
6,232,803
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2035
|
3,383
|
3,616
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053
|
12,720,151
|
13,438,431
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032
|
4,633
|
4,851
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2035
|
44,896
|
47,187
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2036
|
493
|
528
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053
|
20,538,553
|
21,738,436
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053
|
4,061,886
|
4,300,455
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2054
|
126,365
|
133,040
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2036
|
172
|
183
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2037
|
1,053
|
1,126
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2054
|
1,432,385
|
1,514,679
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2054
|
1,022,317
|
1,081,643
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2055
|
160,134
|
169,301
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2055
|
146,562
|
155,335
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2055
|
122,480
|
129,789
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054
|
5,801,696
|
6,054,519
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2055
|
44,317,597
|
46,917,064
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2055
|
10,473,634
|
11,098,607
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2038
|
135
|
145
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053
|
10,157,792
|
10,748,046
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2054
|
999,722
|
1,056,190
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2036
|
1,638
|
1,746
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
|
14,205,113
|
15,034,990
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
|
8,463,376
|
8,832,187
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2055
|
9,368,868
|
9,942,556
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2055
|
194,636
|
206,919
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
13,567
|
14,205
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
2,724
|
2,851
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035
|
5,633
|
5,930
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035
|
241
|
257
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2053
|
355,653
|
374,857
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2053
|
323,275
|
339,711
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
10,841,767
|
11,302,363
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
6,820,105
|
7,205,222
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
5,697,183
|
6,074,528
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
4,663,057
|
4,935,477
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
3,076,864
|
3,256,618
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2055
|
9,332,212
|
9,918,237
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2055
|
5,123,879
|
5,452,043
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
2,434
|
2,601
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
429
|
459
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
326
|
349
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
41,068
|
43,118
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
32,175
|
33,781
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
7,440
|
7,827
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2054
|
14,022,702
|
14,841,923
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2054
|
7,710,194
|
8,163,041
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2055
|
6,789,648
|
7,212,297
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2055
|
5,196,127
|
5,526,077
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2035
|
143
|
153
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053
|
9,678,064
|
10,239,686
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2054
|
143,273
|
150,810
|
|
Fannie Mae Mortgage pass-thru certificates 6.783% 2/1/2039 (c)
|
42,419
|
44,395
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2027
|
226
|
227
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028
|
11
|
11
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028
|
8
|
9
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2029
|
34
|
36
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032
|
375
|
396
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032
|
87
|
92
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054
|
5,335,214
|
5,671,674
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054
|
3,453,440
|
3,672,577
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054
|
3,018,447
|
3,216,585
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026
|
149
|
149
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2027
|
3
|
4
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
12
|
13
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
171
|
180
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
59
|
62
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
47
|
49
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2031
|
79
|
84
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032
|
147
|
157
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032
|
110
|
116
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2053
|
1,951,597
|
2,079,704
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
27
|
28
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
16
|
17
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
43
|
45
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
29
|
30
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
29
|
30
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2029
|
407
|
427
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053
|
6,788,094
|
7,244,816
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053
|
431,458
|
457,743
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053
|
324,369
|
343,614
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2054
|
105,786
|
112,945
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026
|
113
|
113
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2028
|
76
|
77
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031
|
400
|
420
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031
|
200
|
211
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2032
|
91
|
96
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053
|
3,252,100
|
3,458,461
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053
|
1,512,715
|
1,597,382
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053
|
476,197
|
503,825
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2027
|
8
|
8
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
177
|
186
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
140
|
147
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
39
|
41
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2029
|
381
|
400
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030
|
207
|
218
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030
|
12
|
13
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2032
|
106
|
111
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2033
|
684
|
730
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2054
|
5,053,299
|
5,383,430
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2028
|
9
|
9
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
2,684
|
2,835
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
170
|
179
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
83
|
87
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2028
|
24
|
25
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2031
|
83
|
88
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032
|
227
|
241
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032
|
155
|
165
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029
|
1,691
|
1,775
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2030
|
6,546
|
6,872
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032
|
124
|
130
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032
|
115
|
122
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028
|
677
|
711
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2029
|
443
|
465
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
2,433
|
2,586
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
971
|
1,020
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
496
|
521
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
235
|
250
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028
|
717
|
752
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028
|
9
|
10
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029
|
178
|
187
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029
|
57
|
60
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2031
|
145
|
153
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2031
|
53
|
56
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
336
|
357
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
316
|
334
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
76
|
81
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2037
|
1,267
|
1,372
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2054
|
147,546
|
158,038
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2026
|
204
|
204
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2027
|
178
|
179
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2028
|
80
|
84
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
85
|
90
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
59
|
60
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
30
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2031
|
254
|
267
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2031
|
32
|
33
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032
|
4,323
|
4,599
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032
|
1,090
|
1,158
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2054
|
253,945
|
272,956
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026
|
308
|
309
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027
|
36
|
38
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
196
|
206
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
166
|
174
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
104
|
109
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2029
|
30
|
32
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2030
|
651
|
683
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
1,041
|
1,093
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
98
|
103
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
48
|
51
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
26
|
26
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2032
|
887
|
945
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2053
|
4,114,418
|
4,374,212
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2053
|
154,658
|
164,073
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2054
|
3,257,639
|
3,480,131
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2054
|
1,673,727
|
1,792,747
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2054
|
1,142,134
|
1,221,568
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027
|
151
|
152
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
257
|
261
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
196
|
199
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
116
|
118
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
99
|
101
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
89
|
91
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
79
|
81
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
7
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
13
|
13
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
2
|
2
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
90
|
92
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
19
|
20
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
2
|
2
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2028
|
226
|
231
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2028
|
11
|
12
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029
|
772
|
808
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029
|
96
|
100
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2026
|
2
|
2
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
95
|
97
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
72
|
73
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
68
|
69
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
44
|
45
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
37
|
37
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
13
|
13
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
13
|
13
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2028
|
60
|
61
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029
|
53
|
55
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029
|
17
|
17
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031
|
203
|
214
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027
|
85
|
87
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027
|
63
|
65
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2028
|
114
|
117
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2029
|
66
|
68
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2030
|
386
|
408
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027
|
77
|
78
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027
|
70
|
70
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
45
|
46
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
14
|
14
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030
|
315
|
328
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030
|
18
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2031
|
164
|
173
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
311
|
315
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
68
|
70
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2029
|
113
|
115
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2032
|
210
|
223
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2028
|
79
|
81
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2029
|
14
|
15
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2032
|
1,247
|
1,337
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2032
|
226
|
242
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
253
|
256
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
18
|
18
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
17
|
17
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
9
|
10
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2029
|
35
|
37
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2032
|
628
|
669
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2026
|
33
|
33
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2026
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027
|
104
|
106
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027
|
16
|
16
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2028
|
137
|
141
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032
|
258
|
277
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032
|
138
|
147
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032
|
70
|
75
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2032
|
55
|
58
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
40
|
41
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
39
|
39
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
24
|
24
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
11
|
11
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2029
|
208
|
217
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2029
|
47
|
48
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
34
|
35
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
1
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028
|
36
|
37
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
258
|
269
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
74
|
76
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
11
|
12
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030
|
3,502
|
3,573
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030
|
93
|
98
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2032
|
3,416
|
3,656
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2026
|
29
|
29
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
209
|
213
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
190
|
193
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
18
|
18
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
7
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
264
|
274
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
137
|
142
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
22
|
23
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
19
|
20
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2030
|
14
|
15
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2032
|
872
|
936
|
|
Fannie Mae Mortgage pass-thru certificates 8% 3/1/2037
|
2,559
|
2,773
|
|
Fannie Mae Mortgage pass-thru certificates 9% 10/1/2030
|
2,228
|
2,371
|
|
Freddie Mac Gold Pool 1.5% 1/1/2036
|
15,686,805
|
14,349,429
|
|
Freddie Mac Gold Pool 1.5% 1/1/2051
|
23,006,756
|
18,319,760
|
|
Freddie Mac Gold Pool 1.5% 10/1/2035
|
131,981
|
121,018
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
6,260,614
|
5,740,562
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
1,068,319
|
979,577
|
|
Freddie Mac Gold Pool 1.5% 11/1/2050
|
719,628
|
577,746
|
|
Freddie Mac Gold Pool 1.5% 12/1/2031
|
12,198,548
|
11,642,326
|
|
Freddie Mac Gold Pool 1.5% 12/1/2035
|
9,548,552
|
8,755,379
|
|
Freddie Mac Gold Pool 1.5% 12/1/2036
|
265,196
|
241,841
|
|
Freddie Mac Gold Pool 1.5% 12/1/2040
|
1,453,806
|
1,259,050
|
|
Freddie Mac Gold Pool 1.5% 12/1/2050
|
481,460
|
386,535
|
|
Freddie Mac Gold Pool 1.5% 12/1/2050
|
115,630
|
92,941
|
|
Freddie Mac Gold Pool 1.5% 2/1/2036
|
586,229
|
536,250
|
|
Freddie Mac Gold Pool 1.5% 2/1/2041
|
9,181,324
|
7,939,581
|
|
Freddie Mac Gold Pool 1.5% 2/1/2051
|
23,415,131
|
18,608,353
|
|
Freddie Mac Gold Pool 1.5% 3/1/2036
|
370,364
|
338,788
|
|
Freddie Mac Gold Pool 1.5% 3/1/2041
|
2,549,095
|
2,202,780
|
|
Freddie Mac Gold Pool 1.5% 3/1/2051
|
14,469,236
|
11,498,917
|
|
Freddie Mac Gold Pool 1.5% 3/1/2051
|
187,111
|
150,395
|
|
Freddie Mac Gold Pool 1.5% 4/1/2036
|
4,838,006
|
4,417,984
|
|
Freddie Mac Gold Pool 1.5% 4/1/2041
|
11,112,459
|
9,598,196
|
|
Freddie Mac Gold Pool 1.5% 4/1/2041
|
6,063,687
|
5,232,446
|
|
Freddie Mac Gold Pool 1.5% 4/1/2051 (e)
|
261,220,409
|
207,595,751
|
|
Freddie Mac Gold Pool 1.5% 5/1/2036
|
48,908,062
|
44,799,550
|
|
Freddie Mac Gold Pool 1.5% 5/1/2036
|
653,783
|
597,023
|
|
Freddie Mac Gold Pool 1.5% 6/1/2036
|
662,914
|
605,361
|
|
Freddie Mac Gold Pool 1.5% 6/1/2051
|
459,951
|
369,698
|
|
Freddie Mac Gold Pool 1.5% 8/1/2035
|
4,980,834
|
4,573,316
|
|
Freddie Mac Gold Pool 1.5% 8/1/2036
|
403,609
|
368,127
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
6,032,580
|
5,048,241
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
2,930,073
|
2,451,971
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
1,383,177
|
1,163,102
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
982,786
|
826,417
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
125,303
|
105,562
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
4,953,219
|
4,165,122
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
3,103,428
|
2,620,316
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
874,506
|
738,098
|
|
Freddie Mac Gold Pool 2% 10/1/2041
|
1,011,406
|
902,165
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
20,741,767
|
17,428,622
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
1,521,165
|
1,279,136
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
1,483,020
|
1,251,694
|
|
Freddie Mac Gold Pool 2% 11/1/2041
|
6,420,421
|
5,724,658
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
86,479,421
|
72,395,556
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
15,185,182
|
12,835,533
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
241,321
|
203,981
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
26,639
|
22,368
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
21,416,156
|
17,995,289
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
11,109,119
|
9,320,740
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
5,447,896
|
4,581,092
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
2,051,210
|
1,724,846
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
1,266,608
|
1,065,080
|
|
Freddie Mac Gold Pool 2% 12/1/2035
|
1,527,017
|
1,427,501
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
30,388,188
|
25,553,184
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
455,434
|
384,394
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
319,842
|
269,952
|
|
Freddie Mac Gold Pool 2% 2/1/2036
|
825,265
|
769,419
|
|
Freddie Mac Gold Pool 2% 2/1/2036
|
587,750
|
549,446
|
|
Freddie Mac Gold Pool 2% 2/1/2036
|
512,615
|
479,208
|
|
Freddie Mac Gold Pool 2% 2/1/2041
|
3,940,594
|
3,537,687
|
|
Freddie Mac Gold Pool 2% 2/1/2042
|
2,284,207
|
2,033,387
|
|
Freddie Mac Gold Pool 2% 2/1/2051
|
64,199,771
|
54,265,948
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
43,074,893
|
36,194,411
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
33,760,768
|
28,346,959
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
10,522,377
|
8,769,265
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
4,480,946
|
3,773,593
|
|
Freddie Mac Gold Pool 2% 3/1/2036
|
458,435
|
428,416
|
|
Freddie Mac Gold Pool 2% 3/1/2036
|
13,878
|
12,952
|
|
Freddie Mac Gold Pool 2% 3/1/2041
|
2,388,170
|
2,151,607
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
19,896,822
|
16,668,901
|
|
Freddie Mac Gold Pool 2% 3/1/2052
|
35,654,108
|
29,713,848
|
|
Freddie Mac Gold Pool 2% 3/1/2052
|
14,063,922
|
11,799,870
|
|
Freddie Mac Gold Pool 2% 4/1/2042
|
25,599,410
|
22,981,706
|
|
Freddie Mac Gold Pool 2% 4/1/2052
|
7,180,205
|
6,024,314
|
|
Freddie Mac Gold Pool 2% 5/1/2036
|
787,207
|
735,905
|
|
Freddie Mac Gold Pool 2% 5/1/2041
|
2,096,137
|
1,878,063
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
52,072,142
|
43,982,318
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
3,367,942
|
2,834,181
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
2,281,794
|
1,920,881
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
1,085,931
|
910,776
|
|
Freddie Mac Gold Pool 2% 6/1/2035
|
5,261,004
|
4,942,803
|
|
Freddie Mac Gold Pool 2% 6/1/2041
|
3,489,998
|
3,124,981
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
131,959,906
|
110,634,130
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
17,849,698
|
15,031,980
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
31,457,869
|
28,193,873
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
15,621,867
|
13,978,459
|
|
Freddie Mac Gold Pool 2% 7/1/2050
|
404,546
|
340,685
|
|
Freddie Mac Gold Pool 2% 7/1/2051
|
4,922,367
|
4,111,491
|
|
Freddie Mac Gold Pool 2% 7/1/2051
|
1,398,615
|
1,168,217
|
|
Freddie Mac Gold Pool 2% 7/1/2051
|
1,280,341
|
1,077,829
|
|
Freddie Mac Gold Pool 2% 8/1/2050
|
1,910,015
|
1,608,504
|
|
Freddie Mac Gold Pool 2% 8/1/2051
|
3,722,444
|
3,116,214
|
|
Freddie Mac Gold Pool 2% 9/1/2050
|
54,535,781
|
45,688,278
|
|
Freddie Mac Gold Pool 2% 9/1/2050
|
4,695,259
|
3,930,599
|
|
Freddie Mac Gold Pool 2% 9/1/2050
|
887,104
|
746,790
|
|
Freddie Mac Gold Pool 2.5% 1/1/2033
|
831,685
|
806,433
|
|
Freddie Mac Gold Pool 2.5% 1/1/2033
|
10,059
|
9,750
|
|
Freddie Mac Gold Pool 2.5% 1/1/2041
|
751,638
|
693,769
|
|
Freddie Mac Gold Pool 2.5% 1/1/2042
|
8,566,000
|
7,859,420
|
|
Freddie Mac Gold Pool 2.5% 1/1/2051
|
23,478
|
20,617
|
|
Freddie Mac Gold Pool 2.5% 1/1/2052
|
10,418,991
|
9,168,953
|
|
Freddie Mac Gold Pool 2.5% 1/1/2052
|
234,114
|
205,880
|
|
Freddie Mac Gold Pool 2.5% 1/1/2052
|
24,470
|
21,580
|
|
Freddie Mac Gold Pool 2.5% 10/1/2031
|
97,596
|
95,204
|
|
Freddie Mac Gold Pool 2.5% 10/1/2040
|
4,053,511
|
3,749,880
|
|
Freddie Mac Gold Pool 2.5% 10/1/2041
|
4,153,480
|
3,815,276
|
|
Freddie Mac Gold Pool 2.5% 10/1/2050
|
11,384,801
|
10,036,677
|
|
Freddie Mac Gold Pool 2.5% 10/1/2050
|
10,894,866
|
9,645,613
|
|
Freddie Mac Gold Pool 2.5% 10/1/2051
|
476,567
|
417,603
|
|
Freddie Mac Gold Pool 2.5% 11/1/2031
|
2,382,437
|
2,317,320
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
17,529,765
|
16,158,349
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
2,434,933
|
2,240,684
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
1,610,764
|
1,485,047
|
|
Freddie Mac Gold Pool 2.5% 11/1/2049
|
263,154
|
231,417
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
8,588,230
|
7,584,679
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
8,140,449
|
7,199,398
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
3,135,765
|
2,764,446
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
16,128,605
|
14,233,867
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
2,367,524
|
2,063,499
|
|
Freddie Mac Gold Pool 2.5% 12/1/2041
|
37,218
|
34,143
|
|
Freddie Mac Gold Pool 2.5% 12/1/2050
|
2,881,419
|
2,548,321
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
18,494,510
|
16,206,241
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
15,435,527
|
13,525,737
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
5,211,402
|
4,542,183
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
818,047
|
721,434
|
|
Freddie Mac Gold Pool 2.5% 2/1/2042
|
3,279,273
|
3,027,385
|
|
Freddie Mac Gold Pool 2.5% 2/1/2050
|
1,439,358
|
1,265,769
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
63,491,481
|
56,092,222
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
71,834
|
63,081
|
|
Freddie Mac Gold Pool 2.5% 3/1/2047
|
245,047
|
216,566
|
|
Freddie Mac Gold Pool 2.5% 3/1/2051
|
3,953,788
|
3,472,012
|
|
Freddie Mac Gold Pool 2.5% 3/1/2052
|
50,037,674
|
43,549,569
|
|
Freddie Mac Gold Pool 2.5% 4/1/2042
|
1,619,809
|
1,486,912
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052 (f)
|
8,670,678
|
7,646,655
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
1,347,426
|
1,172,713
|
|
Freddie Mac Gold Pool 2.5% 5/1/2041
|
19,819,273
|
18,274,302
|
|
Freddie Mac Gold Pool 2.5% 5/1/2041
|
6,926,218
|
6,427,191
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
22,105,066
|
19,287,181
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
10,751,953
|
9,488,847
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
1,545,461
|
1,363,905
|
|
Freddie Mac Gold Pool 2.5% 6/1/2031
|
293,572
|
286,774
|
|
Freddie Mac Gold Pool 2.5% 6/1/2031
|
185,826
|
181,333
|
|
Freddie Mac Gold Pool 2.5% 6/1/2041
|
1,939,579
|
1,785,004
|
|
Freddie Mac Gold Pool 2.5% 6/1/2052
|
151,677
|
132,010
|
|
Freddie Mac Gold Pool 2.5% 7/1/2031
|
315,748
|
308,115
|
|
Freddie Mac Gold Pool 2.5% 7/1/2041
|
3,646,839
|
3,376,883
|
|
Freddie Mac Gold Pool 2.5% 7/1/2050
|
20,977,466
|
18,572,097
|
|
Freddie Mac Gold Pool 2.5% 7/1/2050
|
10,919,173
|
9,643,247
|
|
Freddie Mac Gold Pool 2.5% 7/1/2051
|
14,776,914
|
13,004,026
|
|
Freddie Mac Gold Pool 2.5% 8/1/2031
|
533,051
|
519,985
|
|
Freddie Mac Gold Pool 2.5% 8/1/2032
|
431,383
|
418,424
|
|
Freddie Mac Gold Pool 2.5% 8/1/2041
|
1,315,087
|
1,210,803
|
|
Freddie Mac Gold Pool 2.5% 8/1/2050
|
36,651,076
|
32,448,503
|
|
Freddie Mac Gold Pool 2.5% 9/1/2041
|
2,868,032
|
2,648,749
|
|
Freddie Mac Gold Pool 3% 1/1/2033
|
97,664
|
95,867
|
|
Freddie Mac Gold Pool 3% 1/1/2033
|
74,744
|
73,273
|
|
Freddie Mac Gold Pool 3% 1/1/2033
|
52,766
|
51,786
|
|
Freddie Mac Gold Pool 3% 1/1/2034
|
39,061
|
38,307
|
|
Freddie Mac Gold Pool 3% 1/1/2043
|
44,824
|
42,233
|
|
Freddie Mac Gold Pool 3% 1/1/2043
|
44,251
|
41,458
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
15,456,064
|
14,111,512
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
5,094,940
|
4,635,800
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
5,008,527
|
4,557,174
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
1,376,026
|
1,252,023
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
652,679
|
593,862
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
187,513
|
170,615
|
|
Freddie Mac Gold Pool 3% 10/1/2042
|
15,457
|
14,537
|
|
Freddie Mac Gold Pool 3% 10/1/2049
|
11,898,478
|
10,904,308
|
|
Freddie Mac Gold Pool 3% 10/1/2051
|
20,009,248
|
18,324,881
|
|
Freddie Mac Gold Pool 3% 10/1/2051
|
1,305,315
|
1,204,408
|
|
Freddie Mac Gold Pool 3% 10/1/2051
|
264,561
|
240,389
|
|
Freddie Mac Gold Pool 3% 11/1/2042
|
6,371
|
6,022
|
|
Freddie Mac Gold Pool 3% 11/1/2049
|
11,199,326
|
10,323,069
|
|
Freddie Mac Gold Pool 3% 11/1/2049
|
9,522,981
|
8,789,789
|
|
Freddie Mac Gold Pool 3% 11/1/2050
|
1,193,497
|
1,088,554
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
6,632,147
|
6,032,406
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
3,675,833
|
3,344,578
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
2,872,841
|
2,619,336
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
328,603
|
298,990
|
|
Freddie Mac Gold Pool 3% 12/1/2030
|
592,037
|
583,324
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
1,217,013
|
1,196,684
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
25,809
|
25,344
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
678,165
|
639,288
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
56,799
|
53,552
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
21,096
|
19,872
|
|
Freddie Mac Gold Pool 3% 12/1/2046
|
1,365,155
|
1,269,622
|
|
Freddie Mac Gold Pool 3% 12/1/2050
|
9,747,335
|
8,890,258
|
|
Freddie Mac Gold Pool 3% 12/1/2051
|
1,054,355
|
959,340
|
|
Freddie Mac Gold Pool 3% 2/1/2033
|
563,333
|
555,306
|
|
Freddie Mac Gold Pool 3% 2/1/2033
|
44,344
|
43,468
|
|
Freddie Mac Gold Pool 3% 2/1/2034
|
5,488
|
5,368
|
|
Freddie Mac Gold Pool 3% 2/1/2037
|
183,790
|
178,788
|
|
Freddie Mac Gold Pool 3% 2/1/2037
|
10,244
|
9,965
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
48,785
|
46,113
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
31,956
|
30,066
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
21,379
|
20,159
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
9,055
|
8,510
|
|
Freddie Mac Gold Pool 3% 2/1/2050
|
1,373,757
|
1,264,984
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
5,945,716
|
5,409,906
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
1,721,996
|
1,564,662
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
868,784
|
789,406
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
746,363
|
679,103
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
727,650
|
659,802
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
683,186
|
623,754
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
657,663
|
596,341
|
|
Freddie Mac Gold Pool 3% 3/1/2033
|
170,850
|
167,616
|
|
Freddie Mac Gold Pool 3% 3/1/2043
|
23,882
|
22,501
|
|
Freddie Mac Gold Pool 3% 3/1/2050
|
21,465,466
|
19,618,269
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
19,185,022
|
17,444,137
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
15,488,685
|
14,223,578
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
2,558,928
|
2,328,326
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
1,709,117
|
1,572,722
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
34,601
|
31,634
|
|
Freddie Mac Gold Pool 3% 4/1/2032
|
10,616
|
10,452
|
|
Freddie Mac Gold Pool 3% 4/1/2032
|
3,674
|
3,620
|
|
Freddie Mac Gold Pool 3% 4/1/2034
|
578,333
|
566,602
|
|
Freddie Mac Gold Pool 3% 4/1/2037
|
1,996,306
|
1,938,256
|
|
Freddie Mac Gold Pool 3% 4/1/2043
|
9,757
|
9,197
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
69,564
|
64,739
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
58,232
|
54,193
|
|
Freddie Mac Gold Pool 3% 4/1/2050
|
21,615,610
|
19,755,492
|
|
Freddie Mac Gold Pool 3% 4/1/2050
|
2,715,054
|
2,499,229
|
|
Freddie Mac Gold Pool 3% 4/1/2052
|
2,355,061
|
2,159,757
|
|
Freddie Mac Gold Pool 3% 4/1/2052
|
2,051,660
|
1,877,671
|
|
Freddie Mac Gold Pool 3% 4/1/2052
|
1,526,703
|
1,395,323
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
30,385
|
28,292
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
1,125,316
|
1,047,270
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
171,420
|
159,532
|
|
Freddie Mac Gold Pool 3% 5/1/2051
|
2,706,373
|
2,472,632
|
|
Freddie Mac Gold Pool 3% 5/1/2051
|
864,629
|
790,494
|
|
Freddie Mac Gold Pool 3% 5/1/2051
|
627,827
|
572,034
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
80,929
|
79,771
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
31,135
|
30,696
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
18,551
|
18,278
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
10,666
|
10,521
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
10,192
|
10,033
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
7,870
|
7,745
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
6,817
|
6,725
|
|
Freddie Mac Gold Pool 3% 6/1/2035
|
1,097,489
|
1,071,063
|
|
Freddie Mac Gold Pool 3% 6/1/2046
|
1,115,096
|
1,037,759
|
|
Freddie Mac Gold Pool 3% 6/1/2050
|
5,442,391
|
5,009,765
|
|
Freddie Mac Gold Pool 3% 6/1/2052
|
8,186,971
|
7,449,187
|
|
Freddie Mac Gold Pool 3% 6/1/2052
|
439,011
|
401,781
|
|
Freddie Mac Gold Pool 3% 7/1/2032
|
17,193
|
16,901
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
63,840
|
59,529
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
23,652
|
22,411
|
|
Freddie Mac Gold Pool 3% 7/1/2052
|
14,708,411
|
13,465,669
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
23,570
|
23,170
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
15,418
|
15,153
|
|
Freddie Mac Gold Pool 3% 8/1/2042
|
8,754
|
8,269
|
|
Freddie Mac Gold Pool 3% 8/1/2042
|
6,778
|
6,383
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
26,769
|
24,917
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
16,026
|
14,996
|
|
Freddie Mac Gold Pool 3% 8/1/2050
|
17,464,885
|
16,087,483
|
|
Freddie Mac Gold Pool 3% 9/1/2049
|
153,398
|
141,588
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
3,802,183
|
3,466,671
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
2,571,804
|
2,347,274
|
|
Freddie Mac Gold Pool 3.5% 1/1/2045
|
143,794
|
139,393
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
135,772
|
130,325
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
42,524
|
40,906
|
|
Freddie Mac Gold Pool 3.5% 1/1/2048
|
1,987,456
|
1,897,695
|
|
Freddie Mac Gold Pool 3.5% 1/1/2048
|
1,596,456
|
1,524,355
|
|
Freddie Mac Gold Pool 3.5% 1/1/2048
|
54,900
|
52,712
|
|
Freddie Mac Gold Pool 3.5% 1/1/2048
|
40,630
|
39,087
|
|
Freddie Mac Gold Pool 3.5% 10/1/2034
|
3,208,611
|
3,175,153
|
|
Freddie Mac Gold Pool 3.5% 10/1/2040
|
50,056
|
48,606
|
|
Freddie Mac Gold Pool 3.5% 10/1/2042
|
510,880
|
495,072
|
|
Freddie Mac Gold Pool 3.5% 10/1/2042
|
245,940
|
238,427
|
|
Freddie Mac Gold Pool 3.5% 10/1/2042
|
29,419
|
28,525
|
|
Freddie Mac Gold Pool 3.5% 10/1/2042
|
4,182
|
4,050
|
|
Freddie Mac Gold Pool 3.5% 10/1/2047
|
156,429
|
150,587
|
|
Freddie Mac Gold Pool 3.5% 10/1/2048
|
2,035,634
|
1,942,152
|
|
Freddie Mac Gold Pool 3.5% 10/1/2049
|
1,017,974
|
974,225
|
|
Freddie Mac Gold Pool 3.5% 10/1/2051
|
10,340,365
|
9,782,881
|
|
Freddie Mac Gold Pool 3.5% 10/1/2051
|
1,263,607
|
1,202,984
|
|
Freddie Mac Gold Pool 3.5% 10/1/2052
|
658,432
|
623,756
|
|
Freddie Mac Gold Pool 3.5% 11/1/2033
|
2,055,548
|
2,033,726
|
|
Freddie Mac Gold Pool 3.5% 11/1/2033
|
1,124,262
|
1,111,198
|
|
Freddie Mac Gold Pool 3.5% 11/1/2040
|
104,227
|
101,413
|
|
Freddie Mac Gold Pool 3.5% 11/1/2045
|
15,812
|
15,227
|
|
Freddie Mac Gold Pool 3.5% 11/1/2045
|
4,082
|
3,920
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
1,148,052
|
1,104,454
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
178,129
|
171,118
|
|
Freddie Mac Gold Pool 3.5% 12/1/2033
|
171,166
|
169,882
|
|
Freddie Mac Gold Pool 3.5% 12/1/2040
|
100,199
|
97,474
|
|
Freddie Mac Gold Pool 3.5% 12/1/2045
|
9,762
|
9,375
|
|
Freddie Mac Gold Pool 3.5% 12/1/2046
|
134,167
|
128,634
|
|
Freddie Mac Gold Pool 3.5% 12/1/2047
|
269,989
|
258,097
|
|
Freddie Mac Gold Pool 3.5% 12/1/2047
|
264,535
|
254,489
|
|
Freddie Mac Gold Pool 3.5% 12/1/2048
|
373,795
|
356,629
|
|
Freddie Mac Gold Pool 3.5% 12/1/2051
|
8,447,023
|
7,983,696
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
1,821,634
|
1,796,175
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
1,619,113
|
1,607,202
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
6,925,557
|
6,706,337
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
133,818
|
129,906
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
54,671
|
53,198
|
|
Freddie Mac Gold Pool 3.5% 2/1/2045
|
12,016
|
11,630
|
|
Freddie Mac Gold Pool 3.5% 2/1/2048
|
826,483
|
790,078
|
|
Freddie Mac Gold Pool 3.5% 2/1/2048
|
442,997
|
425,343
|
|
Freddie Mac Gold Pool 3.5% 2/1/2048
|
277,396
|
265,177
|
|
Freddie Mac Gold Pool 3.5% 2/1/2052
|
5,795,091
|
5,477,225
|
|
Freddie Mac Gold Pool 3.5% 2/1/2052
|
5,630,588
|
5,349,898
|
|
Freddie Mac Gold Pool 3.5% 3/1/2032
|
969,614
|
963,544
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
323,114
|
311,286
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
88,127
|
85,068
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
69,985
|
67,517
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
28,040
|
27,189
|
|
Freddie Mac Gold Pool 3.5% 3/1/2046
|
6,232,836
|
6,005,104
|
|
Freddie Mac Gold Pool 3.5% 3/1/2046
|
6,884
|
6,618
|
|
Freddie Mac Gold Pool 3.5% 3/1/2048
|
325,616
|
310,968
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
9,861,468
|
9,365,551
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
9,022,418
|
8,552,906
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
3,641,317
|
3,458,656
|
|
Freddie Mac Gold Pool 3.5% 4/1/2034
|
3,196,163
|
3,169,758
|
|
Freddie Mac Gold Pool 3.5% 4/1/2040
|
123,611
|
120,364
|
|
Freddie Mac Gold Pool 3.5% 4/1/2042
|
1,232,816
|
1,199,772
|
|
Freddie Mac Gold Pool 3.5% 4/1/2042
|
10,873
|
10,559
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
214,728
|
207,913
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
70,560
|
68,395
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
380,517
|
364,945
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
262,445
|
252,279
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
23,260
|
22,359
|
|
Freddie Mac Gold Pool 3.5% 4/1/2047
|
5,552,973
|
5,279,623
|
|
Freddie Mac Gold Pool 3.5% 4/1/2048
|
210,073
|
201,570
|
|
Freddie Mac Gold Pool 3.5% 4/1/2052
|
13,788,725
|
13,122,889
|
|
Freddie Mac Gold Pool 3.5% 4/1/2052
|
7,673,461
|
7,326,902
|
|
Freddie Mac Gold Pool 3.5% 4/1/2052
|
1,520,273
|
1,439,260
|
|
Freddie Mac Gold Pool 3.5% 4/1/2052
|
1,308,751
|
1,243,918
|
|
Freddie Mac Gold Pool 3.5% 4/1/2052
|
238,670
|
225,429
|
|
Freddie Mac Gold Pool 3.5% 5/1/2032
|
151,617
|
150,839
|
|
Freddie Mac Gold Pool 3.5% 5/1/2034
|
199,690
|
198,030
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
235,495
|
229,376
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
41,880
|
40,782
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
740,592
|
712,351
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
41,723
|
40,161
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
22,201
|
21,397
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
9,891
|
9,602
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
2,636,498
|
2,542,611
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
88,054
|
84,643
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
22,608
|
21,683
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
8,820
|
8,477
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
6,751
|
6,465
|
|
Freddie Mac Gold Pool 3.5% 5/1/2047
|
5,764,273
|
5,476,919
|
|
Freddie Mac Gold Pool 3.5% 5/1/2047
|
3,803,161
|
3,613,570
|
|
Freddie Mac Gold Pool 3.5% 5/1/2049
|
66,178
|
62,920
|
|
Freddie Mac Gold Pool 3.5% 5/1/2052
|
15,324,656
|
14,551,130
|
|
Freddie Mac Gold Pool 3.5% 5/1/2052
|
12,340,809
|
11,729,465
|
|
Freddie Mac Gold Pool 3.5% 5/1/2052
|
432,311
|
409,679
|
|
Freddie Mac Gold Pool 3.5% 6/1/2032
|
745,770
|
740,960
|
|
Freddie Mac Gold Pool 3.5% 6/1/2040
|
208,803
|
203,606
|
|
Freddie Mac Gold Pool 3.5% 6/1/2042
|
5,547
|
5,384
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045 (g)
|
1,237,466
|
1,193,137
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
897,394
|
863,884
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
146,240
|
141,030
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
66,965
|
64,599
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
15,844
|
15,287
|
|
Freddie Mac Gold Pool 3.5% 6/1/2048
|
186,865
|
178,459
|
|
Freddie Mac Gold Pool 3.5% 6/1/2049
|
146,171
|
140,026
|
|
Freddie Mac Gold Pool 3.5% 6/1/2052
|
171,131
|
162,172
|
|
Freddie Mac Gold Pool 3.5% 7/1/2032
|
241,914
|
240,370
|
|
Freddie Mac Gold Pool 3.5% 7/1/2032
|
65,039
|
64,616
|
|
Freddie Mac Gold Pool 3.5% 7/1/2040
|
19,904
|
19,359
|
|
Freddie Mac Gold Pool 3.5% 7/1/2042
|
4,372,761
|
4,236,619
|
|
Freddie Mac Gold Pool 3.5% 7/1/2042
|
62,758
|
60,982
|
|
Freddie Mac Gold Pool 3.5% 7/1/2046
|
30,233
|
28,996
|
|
Freddie Mac Gold Pool 3.5% 7/1/2046
|
12,231
|
11,757
|
|
Freddie Mac Gold Pool 3.5% 7/1/2047
|
2,776,721
|
2,673,008
|
|
Freddie Mac Gold Pool 3.5% 7/1/2051
|
4,496,866
|
4,257,235
|
|
Freddie Mac Gold Pool 3.5% 7/1/2052
|
1,179,849
|
1,118,082
|
|
Freddie Mac Gold Pool 3.5% 8/1/2034
|
337,646
|
334,762
|
|
Freddie Mac Gold Pool 3.5% 8/1/2038
|
84,280
|
83,239
|
|
Freddie Mac Gold Pool 3.5% 8/1/2040
|
133,918
|
130,423
|
|
Freddie Mac Gold Pool 3.5% 8/1/2042
|
796,500
|
772,558
|
|
Freddie Mac Gold Pool 3.5% 8/1/2042
|
118,204
|
114,607
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
4,315,114
|
4,153,940
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
507,820
|
488,852
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
323,302
|
311,227
|
|
Freddie Mac Gold Pool 3.5% 8/1/2048
|
140,385
|
134,070
|
|
Freddie Mac Gold Pool 3.5% 8/1/2048
|
62,391
|
59,525
|
|
Freddie Mac Gold Pool 3.5% 8/1/2049
|
16,828,760
|
16,063,457
|
|
Freddie Mac Gold Pool 3.5% 8/1/2051
|
1,740,982
|
1,658,545
|
|
Freddie Mac Gold Pool 3.5% 9/1/2040
|
107,922
|
105,197
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
9,564,516
|
9,260,373
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
5,442,050
|
5,266,988
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
1,665
|
1,612
|
|
Freddie Mac Gold Pool 3.5% 9/1/2043
|
88,124
|
85,258
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
3,121,651
|
3,004,148
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
363,724
|
348,726
|
|
Freddie Mac Gold Pool 3.5% 9/1/2047
|
85,748
|
82,545
|
|
Freddie Mac Gold Pool 3.5% 9/1/2047
|
71,027
|
68,375
|
|
Freddie Mac Gold Pool 3.5% 9/1/2048
|
953,631
|
909,837
|
|
Freddie Mac Gold Pool 3.5% 9/1/2048
|
164,282
|
156,737
|
|
Freddie Mac Gold Pool 3.5% 9/1/2048
|
139,916
|
133,491
|
|
Freddie Mac Gold Pool 3.5% 9/1/2052
|
1,548,405
|
1,467,344
|
|
Freddie Mac Gold Pool 4% 1/1/2036
|
577,319
|
585,708
|
|
Freddie Mac Gold Pool 4% 1/1/2039
|
117,337
|
118,198
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
42,536
|
42,450
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
20,224
|
20,203
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
5,371
|
5,358
|
|
Freddie Mac Gold Pool 4% 1/1/2042
|
17,839
|
17,780
|
|
Freddie Mac Gold Pool 4% 1/1/2043
|
11,555
|
11,485
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
34,840
|
34,579
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
26,707
|
26,537
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
340,964
|
339,964
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
42,533
|
42,411
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
31,577
|
31,492
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
16,817
|
16,740
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
8,625
|
8,621
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
6,079
|
6,043
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
86,765
|
86,190
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
28,965
|
28,747
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
12,489
|
12,398
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
11,323
|
11,270
|
|
Freddie Mac Gold Pool 4% 10/1/2044
|
57,703
|
57,219
|
|
Freddie Mac Gold Pool 4% 10/1/2045
|
21,500
|
21,362
|
|
Freddie Mac Gold Pool 4% 10/1/2052
|
923,913
|
908,926
|
|
Freddie Mac Gold Pool 4% 11/1/2040
|
82,893
|
82,700
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
55,360
|
55,158
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
5,791
|
5,793
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
2,523
|
2,516
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
733,358
|
731,440
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
594,573
|
592,744
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
76,208
|
75,882
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
66,509
|
66,153
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
38,737
|
38,571
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
22,694
|
22,562
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
2,111
|
2,115
|
|
Freddie Mac Gold Pool 4% 11/1/2043
|
28,567
|
28,438
|
|
Freddie Mac Gold Pool 4% 11/1/2047
|
1,537,653
|
1,513,002
|
|
Freddie Mac Gold Pool 4% 11/1/2048
|
246,018
|
242,027
|
|
Freddie Mac Gold Pool 4% 11/1/2051
|
121,851
|
120,522
|
|
Freddie Mac Gold Pool 4% 12/1/2033
|
626,548
|
629,730
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
10,268
|
10,254
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
4,316
|
4,308
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
3,708,445
|
3,697,325
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
31,242
|
31,062
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
17,381
|
17,343
|
|
Freddie Mac Gold Pool 4% 12/1/2045
|
1,665,750
|
1,658,491
|
|
Freddie Mac Gold Pool 4% 12/1/2045
|
5,949
|
5,896
|
|
Freddie Mac Gold Pool 4% 12/1/2047
|
11,526,570
|
11,341,779
|
|
Freddie Mac Gold Pool 4% 12/1/2047
|
796,321
|
783,554
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
142,027
|
141,760
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
5,675
|
5,659
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
149,330
|
148,789
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
29,570
|
29,500
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
58,405
|
58,085
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
44,576
|
44,305
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
35,003
|
34,777
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
19,250
|
19,128
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
35,086
|
34,866
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
19,244
|
19,140
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
18,657
|
18,508
|
|
Freddie Mac Gold Pool 4% 2/1/2045
|
496,875
|
493,361
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
176,996
|
175,713
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
499,967
|
492,733
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
36,243
|
35,730
|
|
Freddie Mac Gold Pool 4% 2/1/2052
|
67,572
|
66,704
|
|
Freddie Mac Gold Pool 4% 2/1/2052
|
47,270
|
46,739
|
|
Freddie Mac Gold Pool 4% 2/1/2053 (g)
|
16,671,576
|
16,375,090
|
|
Freddie Mac Gold Pool 4% 2/1/2053
|
4,059,668
|
3,987,471
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
31,665
|
31,527
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
30,878
|
30,784
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
6,434
|
6,398
|
|
Freddie Mac Gold Pool 4% 3/1/2043
|
19,544
|
19,486
|
|
Freddie Mac Gold Pool 4% 3/1/2043
|
11,808
|
11,735
|
|
Freddie Mac Gold Pool 4% 3/1/2044
|
41,134
|
40,831
|
|
Freddie Mac Gold Pool 4% 3/1/2053
|
491,309
|
477,965
|
|
Freddie Mac Gold Pool 4% 4/1/2040
|
784
|
785
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
475,107
|
473,037
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
301,871
|
300,931
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
11,900
|
11,834
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
10,762
|
10,745
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
8,531
|
8,517
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
5,772
|
5,740
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
565,783
|
563,511
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
30,959
|
30,816
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
11,521
|
11,516
|
|
Freddie Mac Gold Pool 4% 4/1/2046
|
170,677
|
168,901
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
164,637
|
162,203
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
135,826
|
133,818
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
73,759
|
72,669
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
27,602
|
27,194
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
8,139
|
8,019
|
|
Freddie Mac Gold Pool 4% 4/1/2052
|
121,872
|
120,306
|
|
Freddie Mac Gold Pool 4% 4/1/2052
|
95,969
|
94,737
|
|
Freddie Mac Gold Pool 4% 5/1/2033
|
338,803
|
340,500
|
|
Freddie Mac Gold Pool 4% 5/1/2038
|
4,989,385
|
5,033,822
|
|
Freddie Mac Gold Pool 4% 5/1/2042
|
52,805
|
52,698
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
40,552
|
40,299
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
14,049
|
13,951
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
13,792
|
13,698
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
12,635
|
12,549
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
4,169
|
4,146
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
1,232,488
|
1,229,017
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
60,988
|
60,412
|
|
Freddie Mac Gold Pool 4% 5/1/2048
|
946,040
|
932,351
|
|
Freddie Mac Gold Pool 4% 5/1/2050
|
1,711,522
|
1,679,480
|
|
Freddie Mac Gold Pool 4% 5/1/2052
|
1,622,392
|
1,586,442
|
|
Freddie Mac Gold Pool 4% 5/1/2053
|
992,924
|
972,474
|
|
Freddie Mac Gold Pool 4% 6/1/2038
|
60,451
|
60,990
|
|
Freddie Mac Gold Pool 4% 6/1/2038
|
44,866
|
45,266
|
|
Freddie Mac Gold Pool 4% 6/1/2041
|
15,251
|
15,199
|
|
Freddie Mac Gold Pool 4% 6/1/2041
|
2,451
|
2,454
|
|
Freddie Mac Gold Pool 4% 6/1/2043
|
35,114
|
35,019
|
|
Freddie Mac Gold Pool 4% 6/1/2043
|
21,164
|
21,024
|
|
Freddie Mac Gold Pool 4% 6/1/2045
|
46,484
|
46,108
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
2,918,906
|
2,878,496
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
217,126
|
214,595
|
|
Freddie Mac Gold Pool 4% 6/1/2052
|
80,399
|
79,497
|
|
Freddie Mac Gold Pool 4% 7/1/2041
|
3,293
|
3,282
|
|
Freddie Mac Gold Pool 4% 7/1/2042
|
648,732
|
645,580
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
79,871
|
79,368
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
61,922
|
61,609
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
34,181
|
34,008
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
22,931
|
22,775
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
19,900
|
19,760
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
19,138
|
19,002
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
7,541
|
7,489
|
|
Freddie Mac Gold Pool 4% 7/1/2044
|
835,795
|
833,777
|
|
Freddie Mac Gold Pool 4% 7/1/2045
|
132,402
|
131,268
|
|
Freddie Mac Gold Pool 4% 7/1/2052
|
116,526
|
115,218
|
|
Freddie Mac Gold Pool 4% 8/1/2038
|
307,300
|
310,037
|
|
Freddie Mac Gold Pool 4% 8/1/2038
|
229,919
|
231,608
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
36,147
|
35,915
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
29,342
|
29,264
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
21,550
|
21,503
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
6,871
|
6,822
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
9,254
|
9,186
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
9,052
|
9,018
|
|
Freddie Mac Gold Pool 4% 8/1/2052
|
58,699
|
58,022
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
48,079
|
47,950
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
15,800
|
15,758
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
11,523
|
11,508
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
8,774
|
8,759
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
4,766,158
|
4,748,562
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
48,188
|
48,093
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
58,071
|
57,744
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
54,501
|
54,171
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
52,077
|
51,785
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
47,774
|
47,436
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
45,847
|
45,548
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
31,268
|
31,093
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
16,794
|
16,668
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
1,401
|
1,403
|
|
Freddie Mac Gold Pool 4% 9/1/2044
|
32,933
|
32,715
|
|
Freddie Mac Gold Pool 4% 9/1/2048
|
1,293,570
|
1,272,587
|
|
Freddie Mac Gold Pool 4% 9/1/2048
|
254,489
|
250,361
|
|
Freddie Mac Gold Pool 4% 9/1/2051
|
135,456
|
133,979
|
|
Freddie Mac Gold Pool 4.5% 1/1/2040
|
13,313
|
13,551
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
12,479
|
12,706
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
8,428
|
8,578
|
|
Freddie Mac Gold Pool 4.5% 1/1/2042
|
420,916
|
428,595
|
|
Freddie Mac Gold Pool 4.5% 1/1/2045
|
15,726
|
15,938
|
|
Freddie Mac Gold Pool 4.5% 1/1/2047
|
31,784
|
32,022
|
|
Freddie Mac Gold Pool 4.5% 10/1/2035
|
1,008
|
1,025
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
177,946
|
181,151
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
44,616
|
45,427
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
7,753
|
7,892
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
1,749
|
1,781
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
39,360
|
40,080
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
24,798
|
25,252
|
|
Freddie Mac Gold Pool 4.5% 10/1/2041
|
116,799
|
118,936
|
|
Freddie Mac Gold Pool 4.5% 10/1/2043
|
23,270
|
23,669
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
87,478
|
87,641
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
35,216
|
35,557
|
|
Freddie Mac Gold Pool 4.5% 11/1/2031
|
2,637
|
2,655
|
|
Freddie Mac Gold Pool 4.5% 11/1/2039
|
1,159
|
1,180
|
|
Freddie Mac Gold Pool 4.5% 11/1/2039
|
676
|
688
|
|
Freddie Mac Gold Pool 4.5% 11/1/2040
|
22,310
|
22,716
|
|
Freddie Mac Gold Pool 4.5% 11/1/2040
|
1,939
|
1,974
|
|
Freddie Mac Gold Pool 4.5% 11/1/2044
|
122,192
|
123,756
|
|
Freddie Mac Gold Pool 4.5% 11/1/2044
|
4,876
|
4,947
|
|
Freddie Mac Gold Pool 4.5% 12/1/2039
|
1,037
|
1,056
|
|
Freddie Mac Gold Pool 4.5% 12/1/2039
|
356
|
362
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
17,114
|
17,428
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
12,976
|
13,213
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
865
|
881
|
|
Freddie Mac Gold Pool 4.5% 12/1/2044
|
27,666
|
28,021
|
|
Freddie Mac Gold Pool 4.5% 12/1/2044
|
4,876
|
4,947
|
|
Freddie Mac Gold Pool 4.5% 12/1/2045
|
76,286
|
77,653
|
|
Freddie Mac Gold Pool 4.5% 12/1/2046
|
32,117
|
32,357
|
|
Freddie Mac Gold Pool 4.5% 12/1/2048
|
1,537,469
|
1,544,656
|
|
Freddie Mac Gold Pool 4.5% 2/1/2037
|
979
|
995
|
|
Freddie Mac Gold Pool 4.5% 2/1/2040
|
2,742
|
2,791
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
60,306
|
61,403
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
20,338
|
20,710
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
19,745
|
20,105
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
19,412
|
19,766
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
16,952
|
17,262
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
16,035
|
16,325
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
10,383
|
10,569
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
8,964
|
9,127
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
3,440
|
3,503
|
|
Freddie Mac Gold Pool 4.5% 2/1/2044
|
11,304
|
11,502
|
|
Freddie Mac Gold Pool 4.5% 2/1/2047
|
133,219
|
134,217
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
164,586
|
167,595
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
74,921
|
76,289
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
16,671
|
16,973
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
16,256
|
16,553
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
12,454
|
12,682
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
3,234
|
3,293
|
|
Freddie Mac Gold Pool 4.5% 3/1/2042
|
1,676
|
1,707
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
9,272
|
9,431
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
204,542
|
208,282
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
26,128
|
26,603
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
22,517
|
22,930
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
2,574
|
2,621
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
864
|
879
|
|
Freddie Mac Gold Pool 4.5% 4/1/2048
|
371,826
|
372,896
|
|
Freddie Mac Gold Pool 4.5% 5/1/2035
|
6,838
|
6,949
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
58,865
|
59,932
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
14,399
|
14,661
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
1,233
|
1,255
|
|
Freddie Mac Gold Pool 4.5% 5/1/2040
|
2,153
|
2,192
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
28,092
|
28,603
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
18,546
|
18,885
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
9,770
|
9,948
|
|
Freddie Mac Gold Pool 4.5% 5/1/2045
|
130,403
|
131,991
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
369,080
|
371,843
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
271,596
|
273,629
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
127,114
|
128,066
|
|
Freddie Mac Gold Pool 4.5% 6/1/2038
|
8,315
|
8,450
|
|
Freddie Mac Gold Pool 4.5% 6/1/2039
|
3,041
|
3,096
|
|
Freddie Mac Gold Pool 4.5% 6/1/2040
|
4,679
|
4,764
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
27,260
|
27,749
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
18,644
|
18,985
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
18,162
|
18,490
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
11,750
|
11,964
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
7,389
|
7,525
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
7,384
|
7,516
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
1,908
|
1,943
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
529,446
|
533,245
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
82,804
|
83,450
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
30,626
|
31,177
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
13,605
|
13,853
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
11,754
|
11,968
|
|
Freddie Mac Gold Pool 4.5% 7/1/2041
|
449,435
|
457,120
|
|
Freddie Mac Gold Pool 4.5% 7/1/2041
|
8,740
|
8,900
|
|
Freddie Mac Gold Pool 4.5% 7/1/2044
|
2,799
|
2,847
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
224,354
|
225,964
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
150,604
|
152,203
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
66,476
|
66,995
|
|
Freddie Mac Gold Pool 4.5% 7/1/2049
|
8,936,183
|
8,978,646
|
|
Freddie Mac Gold Pool 4.5% 8/1/2033
|
3,123
|
3,168
|
|
Freddie Mac Gold Pool 4.5% 8/1/2035
|
870
|
883
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
23,589
|
24,019
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
6,568
|
6,688
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
1,699
|
1,730
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
1,051
|
1,070
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
69,964
|
71,241
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
11,459
|
11,668
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
10,930
|
11,130
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
8,645
|
8,802
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
386
|
393
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
39,293
|
39,982
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
4,614
|
4,696
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
641
|
652
|
|
Freddie Mac Gold Pool 4.5% 9/1/2040
|
19,344
|
19,696
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
178,870
|
182,108
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
96,128
|
97,882
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
77,230
|
78,644
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
10,805
|
11,002
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
2,116
|
2,155
|
|
Freddie Mac Gold Pool 5% 1/1/2035
|
74,066
|
76,104
|
|
Freddie Mac Gold Pool 5% 1/1/2037
|
3,261
|
3,361
|
|
Freddie Mac Gold Pool 5% 1/1/2040
|
32,361
|
33,505
|
|
Freddie Mac Gold Pool 5% 1/1/2041
|
2,404
|
2,493
|
|
Freddie Mac Gold Pool 5% 1/1/2053
|
10,876,429
|
11,064,031
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
8,480
|
8,714
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
6,177
|
6,340
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
278
|
286
|
|
Freddie Mac Gold Pool 5% 10/1/2052
|
17,279,691
|
17,607,438
|
|
Freddie Mac Gold Pool 5% 11/1/2033
|
18,411
|
18,892
|
|
Freddie Mac Gold Pool 5% 11/1/2035
|
5,074
|
5,232
|
|
Freddie Mac Gold Pool 5% 11/1/2037
|
418
|
432
|
|
Freddie Mac Gold Pool 5% 11/1/2040
|
4,972
|
5,147
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
27,020,955
|
27,516,578
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
7,855,126
|
8,023,754
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
6,019
|
6,190
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
3,511
|
3,608
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
1,089
|
1,117
|
|
Freddie Mac Gold Pool 5% 12/1/2034
|
7,333
|
7,544
|
|
Freddie Mac Gold Pool 5% 12/1/2035
|
13,509
|
13,937
|
|
Freddie Mac Gold Pool 5% 12/1/2052 (e)
|
18,515,957
|
18,855,581
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
3,184,808
|
3,241,234
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
3,174,344
|
3,232,569
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
2,894,386
|
2,945,667
|
|
Freddie Mac Gold Pool 5% 2/1/2035
|
8,108
|
8,309
|
|
Freddie Mac Gold Pool 5% 2/1/2040
|
7,707
|
7,990
|
|
Freddie Mac Gold Pool 5% 2/1/2041
|
5,805
|
6,022
|
|
Freddie Mac Gold Pool 5% 2/1/2041
|
5,454
|
5,659
|
|
Freddie Mac Gold Pool 5% 3/1/2041
|
11,080
|
11,487
|
|
Freddie Mac Gold Pool 5% 3/1/2041
|
10,953
|
11,365
|
|
Freddie Mac Gold Pool 5% 3/1/2041
|
1,347
|
1,363
|
|
Freddie Mac Gold Pool 5% 4/1/2034
|
2,848
|
2,930
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
20,320
|
20,888
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
7,486
|
7,715
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
5,226
|
5,385
|
|
Freddie Mac Gold Pool 5% 4/1/2036
|
43,876
|
45,232
|
|
Freddie Mac Gold Pool 5% 4/1/2040
|
48,169
|
49,925
|
|
Freddie Mac Gold Pool 5% 4/1/2041
|
2,435
|
2,527
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
3,433
|
3,527
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
1,669
|
1,715
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
1,293
|
1,332
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
256
|
263
|
|
Freddie Mac Gold Pool 5% 5/1/2035
|
19,261
|
19,843
|
|
Freddie Mac Gold Pool 5% 5/1/2035
|
477
|
489
|
|
Freddie Mac Gold Pool 5% 5/1/2040
|
6,701
|
6,937
|
|
Freddie Mac Gold Pool 5% 5/1/2041
|
9,823
|
10,194
|
|
Freddie Mac Gold Pool 5% 5/1/2052
|
6,375,937
|
6,502,849
|
|
Freddie Mac Gold Pool 5% 5/1/2052
|
535,635
|
548,473
|
|
Freddie Mac Gold Pool 5% 6/1/2035
|
3,601
|
3,706
|
|
Freddie Mac Gold Pool 5% 6/1/2035
|
1,595
|
1,644
|
|
Freddie Mac Gold Pool 5% 6/1/2038
|
1,180
|
1,221
|
|
Freddie Mac Gold Pool 5% 6/1/2038
|
1,097
|
1,136
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
29,477
|
30,536
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
24,426
|
25,307
|
|
Freddie Mac Gold Pool 5% 6/1/2041
|
718,954
|
745,441
|
|
Freddie Mac Gold Pool 5% 6/1/2041
|
12,098
|
12,556
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
8,065,259
|
8,218,235
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
3,459,323
|
3,535,747
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
1,534,512
|
1,571,290
|
|
Freddie Mac Gold Pool 5% 7/1/2033
|
647
|
650
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
125,241
|
128,918
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
17,063
|
17,592
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
969
|
999
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
194
|
200
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
107
|
110
|
|
Freddie Mac Gold Pool 5% 7/1/2040
|
5,640
|
5,835
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
14,090
|
14,621
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
13,089
|
13,584
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
7,966
|
8,241
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
5,509
|
5,641
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
5,007
|
5,191
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
4,991
|
5,177
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
4,115
|
4,239
|
|
Freddie Mac Gold Pool 5% 8/1/2033
|
2,366
|
2,432
|
|
Freddie Mac Gold Pool 5% 8/1/2033
|
675
|
692
|
|
Freddie Mac Gold Pool 5% 8/1/2034
|
30,521
|
31,387
|
|
Freddie Mac Gold Pool 5% 8/1/2035
|
2,226
|
2,291
|
|
Freddie Mac Gold Pool 5% 8/1/2035
|
343
|
354
|
|
Freddie Mac Gold Pool 5% 8/1/2036
|
11,541
|
11,909
|
|
Freddie Mac Gold Pool 5% 8/1/2036
|
754
|
779
|
|
Freddie Mac Gold Pool 5% 8/1/2040
|
24,166
|
25,006
|
|
Freddie Mac Gold Pool 5% 8/1/2040
|
1,298
|
1,342
|
|
Freddie Mac Gold Pool 5% 9/1/2033
|
7,043
|
7,231
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
12,329
|
12,715
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
766
|
788
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
84
|
86
|
|
Freddie Mac Gold Pool 5% 9/1/2052
|
6,735,007
|
6,862,751
|
|
Freddie Mac Gold Pool 5% 9/1/2052
|
2,274,842
|
2,303,914
|
|
Freddie Mac Gold Pool 5.5% 1/1/2055
|
27,972,129
|
28,921,380
|
|
Freddie Mac Gold Pool 5.5% 1/1/2055
|
10,739,359
|
11,082,705
|
|
Freddie Mac Gold Pool 5.5% 1/1/2056
|
93,743,246
|
96,806,203
|
|
Freddie Mac Gold Pool 5.5% 1/1/2056
|
43,874,557
|
45,208,708
|
|
Freddie Mac Gold Pool 5.5% 10/1/2054
|
18,195,423
|
18,782,831
|
|
Freddie Mac Gold Pool 5.5% 11/1/2054
|
16,900,851
|
17,494,000
|
|
Freddie Mac Gold Pool 5.5% 12/1/2054
|
10,093,900
|
10,331,569
|
|
Freddie Mac Gold Pool 5.5% 12/1/2054
|
287,037
|
295,765
|
|
Freddie Mac Gold Pool 5.5% 12/1/2054
|
65,507
|
66,639
|
|
Freddie Mac Gold Pool 5.5% 2/1/2054
|
2,880,175
|
2,939,855
|
|
Freddie Mac Gold Pool 5.5% 2/1/2054
|
2,716,826
|
2,773,333
|
|
Freddie Mac Gold Pool 5.5% 3/1/2034
|
41,719
|
43,441
|
|
Freddie Mac Gold Pool 5.5% 3/1/2053 (e)(f)(g)
|
53,630,198
|
55,600,378
|
|
Freddie Mac Gold Pool 5.5% 4/1/2055
|
692,753
|
707,392
|
|
Freddie Mac Gold Pool 5.5% 5/1/2034
|
292,913
|
304,095
|
|
Freddie Mac Gold Pool 5.5% 5/1/2053
|
16,442,285
|
16,958,966
|
|
Freddie Mac Gold Pool 5.5% 5/1/2055
|
877,927
|
895,981
|
|
Freddie Mac Gold Pool 5.5% 7/1/2035
|
26,465
|
27,537
|
|
Freddie Mac Gold Pool 5.5% 8/1/2055
|
19,286,614
|
19,939,385
|
|
Freddie Mac Gold Pool 5.5% 9/1/2052
|
21,656,074
|
22,356,895
|
|
Freddie Mac Gold Pool 5.5% 9/1/2053
|
19,483,534
|
20,131,097
|
|
Freddie Mac Gold Pool 5.5% 9/1/2054
|
4,323,096
|
4,466,713
|
|
Freddie Mac Gold Pool 6% 1/1/2029
|
95
|
97
|
|
Freddie Mac Gold Pool 6% 1/1/2032
|
1,736
|
1,805
|
|
Freddie Mac Gold Pool 6% 1/1/2032
|
1,070
|
1,112
|
|
Freddie Mac Gold Pool 6% 10/1/2032
|
852
|
888
|
|
Freddie Mac Gold Pool 6% 10/1/2034
|
1,759
|
1,824
|
|
Freddie Mac Gold Pool 6% 10/1/2054
|
17,017,915
|
17,813,857
|
|
Freddie Mac Gold Pool 6% 11/1/2028
|
92
|
94
|
|
Freddie Mac Gold Pool 6% 11/1/2029
|
78
|
80
|
|
Freddie Mac Gold Pool 6% 11/1/2031
|
1,147
|
1,193
|
|
Freddie Mac Gold Pool 6% 11/1/2032
|
9,588
|
9,981
|
|
Freddie Mac Gold Pool 6% 11/1/2038
|
3,713,767
|
3,853,715
|
|
Freddie Mac Gold Pool 6% 11/1/2052
|
1,198,468
|
1,238,230
|
|
Freddie Mac Gold Pool 6% 11/1/2053
|
4,581,753
|
4,763,114
|
|
Freddie Mac Gold Pool 6% 12/1/2032
|
456
|
475
|
|
Freddie Mac Gold Pool 6% 12/1/2037
|
25,454
|
27,127
|
|
Freddie Mac Gold Pool 6% 12/1/2037
|
7,000
|
7,441
|
|
Freddie Mac Gold Pool 6% 12/1/2052
|
2,468,205
|
2,579,788
|
|
Freddie Mac Gold Pool 6% 12/1/2055
|
28,545,038
|
29,918,023
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
90
|
92
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
54
|
56
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
24
|
25
|
|
Freddie Mac Gold Pool 6% 2/1/2040
|
6,867,122
|
7,155,944
|
|
Freddie Mac Gold Pool 6% 2/1/2055
|
32,735,613
|
34,368,982
|
|
Freddie Mac Gold Pool 6% 2/1/2055
|
15,168,999
|
15,883,205
|
|
Freddie Mac Gold Pool 6% 2/1/2055
|
4,733,158
|
4,954,531
|
|
Freddie Mac Gold Pool 6% 3/1/2029
|
76
|
78
|
|
Freddie Mac Gold Pool 6% 4/1/2031
|
887
|
919
|
|
Freddie Mac Gold Pool 6% 4/1/2032
|
2,507
|
2,609
|
|
Freddie Mac Gold Pool 6% 4/1/2033
|
3,017
|
3,146
|
|
Freddie Mac Gold Pool 6% 4/1/2054
|
47,802,370
|
50,008,249
|
|
Freddie Mac Gold Pool 6% 4/1/2054
|
1,976,650
|
2,059,834
|
|
Freddie Mac Gold Pool 6% 5/1/2029
|
31
|
32
|
|
Freddie Mac Gold Pool 6% 5/1/2033
|
22,779
|
23,606
|
|
Freddie Mac Gold Pool 6% 5/1/2054
|
73,766,437
|
77,262,657
|
|
Freddie Mac Gold Pool 6% 5/1/2055
|
14,294,448
|
14,918,341
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
385
|
395
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
151
|
155
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
74
|
76
|
|
Freddie Mac Gold Pool 6% 6/1/2031
|
307
|
319
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
121
|
124
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
58
|
60
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
40
|
41
|
|
Freddie Mac Gold Pool 6% 7/1/2032
|
2,290
|
2,377
|
|
Freddie Mac Gold Pool 6% 7/1/2033
|
2,967
|
3,104
|
|
Freddie Mac Gold Pool 6% 7/1/2037
|
2,022
|
2,150
|
|
Freddie Mac Gold Pool 6% 7/1/2039
|
47,513,555
|
49,214,949
|
|
Freddie Mac Gold Pool 6% 8/1/2037
|
22,851
|
24,224
|
|
Freddie Mac Gold Pool 6% 8/1/2055
|
51,364,056
|
53,770,405
|
|
Freddie Mac Gold Pool 6% 8/1/2055
|
38,122,790
|
39,932,628
|
|
Freddie Mac Gold Pool 6% 9/1/2033
|
21,130
|
22,074
|
|
Freddie Mac Gold Pool 6% 9/1/2036
|
8,291
|
8,793
|
|
Freddie Mac Gold Pool 6% 9/1/2054 (g)
|
34,510,260
|
36,135,117
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
27,654,724
|
28,965,442
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
20,209,890
|
21,091,967
|
|
Freddie Mac Gold Pool 6.5% 1/1/2032
|
9,207
|
9,629
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054
|
23,314,289
|
24,667,227
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054
|
9,789,956
|
10,342,927
|
|
Freddie Mac Gold Pool 6.5% 10/1/2032
|
8,890
|
9,344
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
5,542,718
|
5,864,364
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
4,892,665
|
5,168,943
|
|
Freddie Mac Gold Pool 6.5% 11/1/2054
|
7,312,037
|
7,739,214
|
|
Freddie Mac Gold Pool 6.5% 12/1/2053
|
3,759,832
|
3,980,660
|
|
Freddie Mac Gold Pool 6.5% 12/1/2054
|
4,832,895
|
5,152,995
|
|
Freddie Mac Gold Pool 6.5% 2/1/2037
|
477
|
496
|
|
Freddie Mac Gold Pool 6.5% 3/1/2032
|
361
|
378
|
|
Freddie Mac Gold Pool 6.5% 3/1/2032
|
201
|
212
|
|
Freddie Mac Gold Pool 6.5% 3/1/2036
|
60,731
|
63,730
|
|
Freddie Mac Gold Pool 6.5% 3/1/2037
|
708
|
761
|
|
Freddie Mac Gold Pool 6.5% 4/1/2032
|
805
|
844
|
|
Freddie Mac Gold Pool 6.5% 4/1/2032
|
179
|
188
|
|
Freddie Mac Gold Pool 6.5% 4/1/2054
|
750,360
|
792,743
|
|
Freddie Mac Gold Pool 6.5% 5/1/2031
|
409
|
427
|
|
Freddie Mac Gold Pool 6.5% 5/1/2033
|
4,507
|
4,679
|
|
Freddie Mac Gold Pool 6.5% 5/1/2055
|
3,077,528
|
3,256,118
|
|
Freddie Mac Gold Pool 6.5% 6/1/2054
|
29,070,942
|
30,769,295
|
|
Freddie Mac Gold Pool 6.5% 6/1/2054
|
17,119,989
|
18,184,356
|
|
Freddie Mac Gold Pool 6.5% 7/1/2032
|
172
|
180
|
|
Freddie Mac Gold Pool 6.5% 7/1/2054
|
67,575
|
71,903
|
|
Freddie Mac Gold Pool 6.5% 7/1/2055
|
7,211,607
|
7,650,946
|
|
Freddie Mac Gold Pool 6.5% 7/1/2055
|
1,500,622
|
1,588,641
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
2,512
|
2,635
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
1,735
|
1,822
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
1,672
|
1,757
|
|
Freddie Mac Gold Pool 6.5% 9/1/2039
|
92,278
|
99,282
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
3,670,121
|
3,884,534
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
3,242,441
|
3,425,535
|
|
Freddie Mac Gold Pool 6.5% 9/1/2054
|
20,511,956
|
21,787,204
|
|
Freddie Mac Gold Pool 7% 1/1/2036
|
4,108
|
4,354
|
|
Freddie Mac Gold Pool 7% 1/1/2053
|
23,691
|
24,985
|
|
Freddie Mac Gold Pool 7% 1/1/2054
|
10,959,860
|
11,655,314
|
|
Freddie Mac Gold Pool 7% 1/1/2054
|
7,359,956
|
7,843,080
|
|
Freddie Mac Gold Pool 7% 1/1/2054
|
6,838,995
|
7,270,289
|
|
Freddie Mac Gold Pool 7% 1/1/2054
|
6,654,300
|
7,091,103
|
|
Freddie Mac Gold Pool 7% 1/1/2054
|
4,236,094
|
4,506,218
|
|
Freddie Mac Gold Pool 7% 10/1/2053
|
175,430
|
184,753
|
|
Freddie Mac Gold Pool 7% 11/1/2026
|
84
|
84
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
6,829
|
7,225
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
6,259
|
6,671
|
|
Freddie Mac Gold Pool 7% 12/1/2026
|
133
|
134
|
|
Freddie Mac Gold Pool 7% 12/1/2053
|
776,096
|
819,534
|
|
Freddie Mac Gold Pool 7% 12/1/2053
|
560,093
|
591,599
|
|
Freddie Mac Gold Pool 7% 2/1/2054
|
3,542,971
|
3,765,297
|
|
Freddie Mac Gold Pool 7% 3/1/2054
|
104,700
|
111,845
|
|
Freddie Mac Gold Pool 7% 4/1/2032
|
2,086
|
2,194
|
|
Freddie Mac Gold Pool 7% 6/1/2054
|
6,334,908
|
6,761,138
|
|
Freddie Mac Gold Pool 7% 6/1/2054
|
6,237,353
|
6,635,091
|
|
Freddie Mac Gold Pool 7% 7/1/2029
|
9,609
|
10,088
|
|
Freddie Mac Gold Pool 7% 7/1/2054
|
144,488
|
154,022
|
|
Freddie Mac Gold Pool 7% 8/1/2026
|
224
|
225
|
|
Freddie Mac Gold Pool 7% 8/1/2034
|
840
|
905
|
|
Freddie Mac Gold Pool 7% 8/1/2054
|
2,787,942
|
2,977,265
|
|
Freddie Mac Gold Pool 7% 9/1/2026
|
475
|
477
|
|
Freddie Mac Gold Pool 7% 9/1/2035
|
17,092
|
18,132
|
|
Freddie Mac Gold Pool 7% 9/1/2054
|
3,585,583
|
3,811,704
|
|
Freddie Mac Gold Pool 7% 9/1/2055
|
19,116,762
|
20,408,965
|
|
Freddie Mac Gold Pool 7.5% 1/1/2027
|
10
|
9
|
|
Freddie Mac Gold Pool 7.5% 11/1/2029
|
143
|
149
|
|
Freddie Mac Gold Pool 7.5% 11/1/2030
|
82
|
87
|
|
Freddie Mac Gold Pool 7.5% 2/1/2032
|
12,473
|
13,299
|
|
Freddie Mac Gold Pool 7.5% 5/1/2031
|
90
|
94
|
|
Freddie Mac Gold Pool 7.5% 6/1/2027
|
33
|
34
|
|
Freddie Mac Gold Pool 7.5% 7/1/2034
|
4,552
|
4,750
|
|
Freddie Mac Gold Pool 7.5% 9/1/2030
|
513
|
542
|
|
Freddie Mac Gold Pool 7.5% 9/1/2030
|
32
|
34
|
|
Freddie Mac Gold Pool 7.5% 9/1/2031
|
341
|
361
|
|
Freddie Mac Gold Pool 8% 11/1/2031
|
270
|
284
|
|
Freddie Mac Gold Pool 8% 2/1/2030
|
21
|
21
|
|
Freddie Mac Gold Pool 8% 4/1/2032
|
36
|
38
|
|
Freddie Mac Gold Pool 8% 7/1/2030
|
249
|
263
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
555
|
580
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
20
|
20
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
7
|
7
|
|
Freddie Mac Gold Pool 8% 9/1/2030
|
17
|
17
|
|
Freddie Mac Gold Pool 8.5% 1/1/2028
|
2
|
1
|
|
Freddie Mac Gold Pool 8.5% 12/1/2027
|
3
|
2
|
|
Freddie Mac Gold Pool 8.5% 5/1/2027
|
5
|
4
|
|
Freddie Mac Gold Pool 8.5% 8/1/2026
|
6
|
5
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
150
|
153
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
4
|
3
|
|
Freddie Mac Manufactured Housing participation certificates 6% 3/1/2055
|
13,265,117
|
13,864,811
|
|
Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055
|
4,579,360
|
4,787,817
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
5,960,754
|
6,316,439
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
5,261,102
|
5,588,190
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
1,713,083
|
1,828,152
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 6/1/2055
|
17,228,063
|
18,315,300
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.325%, 5.616% 1/1/2036 (b)(c)
|
2,553
|
2,611
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.375%, 5.884% 3/1/2036 (b)(c)
|
13,132
|
13,466
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.5%, 5.85% 3/1/2036 (b)(c)
|
13,267
|
13,693
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.202% 12/1/2040 (b)(c)
|
104,202
|
109,127
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.406% 7/1/2041 (b)(c)
|
17,376
|
18,219
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.436% 9/1/2041 (b)(c)
|
25,064
|
26,309
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.864%, 6.864% 4/1/2036 (b)(c)
|
6,955
|
7,233
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.63% 9/1/2041 (b)(c)
|
3,049
|
3,202
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.88% 4/1/2041 (b)(c)
|
568
|
596
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.535% 6/1/2041 (b)(c)
|
616
|
647
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.672% 6/1/2041 (b)(c)
|
7,738
|
8,126
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.778% 5/1/2041 (b)(c)
|
5,513
|
5,790
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.863% 5/1/2041 (b)(c)
|
7,050
|
7,404
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.939%, 6.607% 10/1/2042 (b)(c)
|
11,376
|
11,946
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.961%, 6.711% 6/1/2033 (b)(c)
|
2,385
|
2,464
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.01%, 7.01% 4/1/2038 (b)(c)
|
5,692
|
5,977
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.031%, 6.658% 3/1/2033 (b)(c)
|
95
|
97
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.045%, 6.684% 7/1/2036 (b)(c)
|
5,941
|
6,198
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.035%, 6.095% 6/1/2033 (b)(c)
|
10,070
|
10,319
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.2597%, 6.321% 6/1/2033 (b)(c)
|
13,521
|
13,879
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.375%, 6.328% 3/1/2035 (b)(c)
|
28,066
|
28,963
|
|
Freddie Mac Non Gold Pool 4% 9/1/2040
|
3,879
|
3,873
|
|
Freddie Mac Non Gold Pool 5% 9/1/2054
|
925,305
|
941,120
|
|
Freddie Mac Non Gold Pool 5.5% 4/1/2055
|
11,016,321
|
11,378,849
|
|
Freddie Mac Non Gold Pool 5.5% 5/1/2053
|
7,403,021
|
7,651,847
|
|
Freddie Mac Non Gold Pool 5.5% 6/1/2053
|
3,687,181
|
3,806,504
|
|
Freddie Mac Non Gold Pool 5.5% 7/1/2053
|
5,264,589
|
5,434,958
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
24,523,848
|
25,348,129
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
8,225,307
|
8,501,771
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
8,065,106
|
8,326,105
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.125%, 5.375% 8/1/2037 (b)(c)
|
4,084
|
4,146
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.665%, 6.178% 10/1/2036 (b)(c)
|
6,691
|
6,872
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.994%, 6.307% 10/1/2035 (b)(c)
|
7,792
|
8,035
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 2.02%, 6.26% 6/1/2037 (b)(c)
|
12,585
|
13,088
|
|
Freddie Mac Non Gold Pool 6% 11/1/2054
|
12,920,255
|
13,500,320
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
10,014,767
|
10,458,129
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
9,822,910
|
10,242,430
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
7,077,597
|
7,382,081
|
|
Freddie Mac Non Gold Pool 6% 6/1/2054
|
16,595,805
|
17,330,515
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
9,502,814
|
9,923,511
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
7,670,832
|
8,000,838
|
|
Freddie Mac Non Gold Pool 6% 9/1/2053
|
8,695,781
|
9,039,989
|
|
Freddie Mac Non Gold Pool 6.5% 1/1/2055
|
9,892,976
|
10,454,703
|
|
Ginnie Mae I Pool 2% 11/20/2052
|
18,627
|
15,818
|
|
Ginnie Mae I Pool 2% 3/20/2053
|
1,637,446
|
1,388,457
|
|
Ginnie Mae I Pool 2% 5/20/2053
|
1,101,121
|
933,686
|
|
Ginnie Mae I Pool 2% 6/20/2053
|
1,371,431
|
1,162,892
|
|
Ginnie Mae I Pool 2% 8/20/2052
|
17,304
|
14,743
|
|
Ginnie Mae I Pool 2% 9/20/2052
|
111,290
|
94,342
|
|
Ginnie Mae I Pool 2.5% 1/20/2052
|
12,157,083
|
10,697,071
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
18,830,303
|
16,568,868
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
9,995,238
|
8,794,854
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
9,055,013
|
7,959,057
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
62,099,585
|
54,583,481
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
16,154,897
|
14,209,718
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
7,672,097
|
6,743,519
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
26,240,353
|
23,064,403
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
16,203,794
|
14,242,599
|
|
Ginnie Mae I Pool 3% 12/15/2042
|
150,707
|
140,866
|
|
Ginnie Mae I Pool 3% 12/20/2042
|
216,356
|
202,412
|
|
Ginnie Mae I Pool 3% 2/15/2045
|
81,903
|
76,040
|
|
Ginnie Mae I Pool 3% 2/15/2045
|
70,153
|
64,990
|
|
Ginnie Mae I Pool 3% 2/20/2050
|
2,914,216
|
2,676,244
|
|
Ginnie Mae I Pool 3% 2/20/2050
|
1,343,562
|
1,233,848
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
132,707
|
122,977
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
140,793
|
131,772
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
58,620
|
54,900
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
18,158
|
16,923
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
14,770
|
13,815
|
|
Ginnie Mae I Pool 3% 4/15/2045
|
50,677
|
46,904
|
|
Ginnie Mae I Pool 3% 4/15/2045
|
4,215
|
3,895
|
|
Ginnie Mae I Pool 3% 5/15/2042
|
22,626
|
21,226
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
17,815
|
16,487
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
13,661
|
12,761
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
12,793
|
11,977
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
5,211
|
4,853
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
4,658
|
4,350
|
|
Ginnie Mae I Pool 3% 5/15/2045
|
875
|
809
|
|
Ginnie Mae I Pool 3% 6/15/2042
|
6,937
|
6,497
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
24,538
|
22,989
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
17,865
|
16,850
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
17,751
|
16,528
|
|
Ginnie Mae I Pool 3% 6/20/2042
|
33,784
|
31,775
|
|
Ginnie Mae I Pool 3.5% 1/15/2041
|
5,102
|
4,895
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
68,493
|
65,317
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
50,578
|
48,318
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
684
|
654
|
|
Ginnie Mae I Pool 3.5% 1/15/2043
|
75,567
|
72,142
|
|
Ginnie Mae I Pool 3.5% 1/15/2043
|
2,298
|
2,197
|
|
Ginnie Mae I Pool 3.5% 1/20/2048
|
1,103,410
|
1,047,123
|
|
Ginnie Mae I Pool 3.5% 10/20/2052
|
10,008,016
|
9,486,719
|
|
Ginnie Mae I Pool 3.5% 11/15/2040
|
9,028
|
8,660
|
|
Ginnie Mae I Pool 3.5% 11/15/2042
|
167,641
|
160,078
|
|
Ginnie Mae I Pool 3.5% 12/15/2040
|
1,875
|
1,800
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
65,270
|
62,367
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
60,753
|
58,000
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
37,448
|
35,889
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
5,844
|
5,609
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
166,583
|
159,507
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
76,169
|
72,791
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
59,249
|
56,806
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
17,820
|
17,051
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
71,351
|
68,271
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
59,500
|
56,779
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
46,711
|
44,555
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
24,566
|
23,511
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
3,123
|
2,988
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
329,071
|
314,793
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
38,427
|
36,637
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
12,911
|
12,337
|
|
Ginnie Mae I Pool 3.5% 2/15/2044
|
50,452
|
47,888
|
|
Ginnie Mae I Pool 3.5% 2/20/2041
|
467,560
|
450,659
|
|
Ginnie Mae I Pool 3.5% 2/20/2043
|
99,401
|
95,062
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
13,402
|
12,869
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
6,174
|
5,916
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
5,933
|
5,675
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
1,739
|
1,661
|
|
Ginnie Mae I Pool 3.5% 3/15/2043
|
25,826
|
24,689
|
|
Ginnie Mae I Pool 3.5% 3/15/2043
|
2,399
|
2,290
|
|
Ginnie Mae I Pool 3.5% 3/20/2043
|
42,388
|
40,538
|
|
Ginnie Mae I Pool 3.5% 4/15/2043
|
282,171
|
269,989
|
|
Ginnie Mae I Pool 3.5% 4/15/2043
|
53,652
|
51,065
|
|
Ginnie Mae I Pool 3.5% 5/15/2042
|
16,896
|
16,212
|
|
Ginnie Mae I Pool 3.5% 5/15/2042
|
12,666
|
12,151
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
11,007
|
10,487
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
10,944
|
10,486
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
9,664
|
9,249
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
4,265
|
4,076
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
46,153
|
44,221
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
30,487
|
29,211
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
23,169
|
22,199
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
22,278
|
21,346
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
19,731
|
18,905
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
12,314
|
11,775
|
|
Ginnie Mae I Pool 3.5% 6/15/2042
|
2,340
|
2,234
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
23,178
|
22,070
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
19,244
|
18,300
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
14,603
|
13,947
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
9,820
|
9,439
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
7,846
|
7,477
|
|
Ginnie Mae I Pool 3.5% 6/20/2043
|
11,164
|
10,662
|
|
Ginnie Mae I Pool 3.5% 6/20/2044
|
590,268
|
563,232
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
112,726
|
108,008
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
33,138
|
31,751
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
28,962
|
27,750
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
26,650
|
25,534
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
25,823
|
24,742
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
15,574
|
14,922
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
10,540
|
10,109
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
47,706
|
45,574
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
16,446
|
15,711
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
4,154
|
3,967
|
|
Ginnie Mae I Pool 3.5% 7/15/2043
|
8,965
|
8,543
|
|
Ginnie Mae I Pool 3.5% 7/15/2043
|
2,935
|
2,801
|
|
Ginnie Mae I Pool 3.5% 7/20/2043
|
88,902
|
84,671
|
|
Ginnie Mae I Pool 3.5% 7/20/2046
|
1,096,718
|
1,051,845
|
|
Ginnie Mae I Pool 3.5% 7/20/2052
|
53,165,343
|
50,429,301
|
|
Ginnie Mae I Pool 3.5% 8/15/2042
|
4,288
|
4,094
|
|
Ginnie Mae I Pool 3.5% 8/20/2052
|
31,428,978
|
29,791,909
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
11,785
|
11,236
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
5,613
|
5,356
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
5,555
|
5,336
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
3,205
|
3,057
|
|
Ginnie Mae I Pool 3.5% 9/15/2043
|
4,535
|
4,321
|
|
Ginnie Mae I Pool 3.5% 9/20/2052
|
63,433,174
|
60,129,074
|
|
Ginnie Mae I Pool 4% 1/15/2040
|
12,469
|
12,299
|
|
Ginnie Mae I Pool 4% 1/15/2040
|
12,005
|
11,822
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
60,207
|
59,239
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
2,465
|
2,425
|
|
Ginnie Mae I Pool 4% 1/15/2042
|
4,743
|
4,660
|
|
Ginnie Mae I Pool 4% 1/15/2043
|
17,690
|
17,358
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
43,099
|
42,064
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
41,590
|
40,592
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
31,962
|
31,195
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
15,251
|
14,885
|
|
Ginnie Mae I Pool 4% 10/15/2039
|
14,661
|
14,460
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
71,023
|
69,910
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
70,155
|
69,048
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
60,892
|
59,957
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
6,546
|
6,445
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
5,599
|
5,513
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
2,669
|
2,628
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
155,832
|
153,118
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
61,253
|
60,238
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
52,157
|
51,314
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
33,461
|
32,913
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
27,222
|
26,755
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
19,426
|
19,127
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
15,360
|
15,079
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
10,274
|
10,099
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
7,583
|
7,459
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
6,428
|
6,327
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
4,677
|
4,601
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
2,441
|
2,396
|
|
Ginnie Mae I Pool 4% 10/20/2042
|
221,285
|
217,065
|
|
Ginnie Mae I Pool 4% 10/20/2052
|
65,910,133
|
63,915,594
|
|
Ginnie Mae I Pool 4% 11/15/2039
|
10,814
|
10,671
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
17,489
|
17,207
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
1,983
|
1,956
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
131,266
|
129,062
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
20,179
|
19,817
|
|
Ginnie Mae I Pool 4% 11/15/2042
|
5,956
|
5,847
|
|
Ginnie Mae I Pool 4% 11/20/2042
|
26,971
|
26,421
|
|
Ginnie Mae I Pool 4% 12/15/2039
|
35,051
|
34,520
|
|
Ginnie Mae I Pool 4% 12/15/2039
|
6,170
|
6,078
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
8,142
|
8,032
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
6,468
|
6,363
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
4,230
|
4,158
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
3,605
|
3,548
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
2,856
|
2,807
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
56,209
|
55,283
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
42,386
|
41,642
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
20,915
|
20,554
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
11,756
|
11,554
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
2,164
|
2,127
|
|
Ginnie Mae I Pool 4% 12/15/2042
|
3,771
|
3,704
|
|
Ginnie Mae I Pool 4% 12/15/2046
|
8,286
|
8,100
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
51,862
|
51,055
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
30,843
|
30,391
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
30,110
|
29,641
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
17,082
|
16,815
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
9,285
|
9,124
|
|
Ginnie Mae I Pool 4% 2/15/2042
|
18,674
|
18,349
|
|
Ginnie Mae I Pool 4% 2/15/2042
|
11,777
|
11,577
|
|
Ginnie Mae I Pool 4% 2/15/2045
|
57,344
|
56,109
|
|
Ginnie Mae I Pool 4% 3/15/2040
|
258,326
|
254,357
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
129,955
|
127,932
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
5,609
|
5,521
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
4,792
|
4,725
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
67,885
|
66,677
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
10,193
|
10,004
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
7,520
|
7,390
|
|
Ginnie Mae I Pool 4% 3/20/2044
|
301,258
|
294,103
|
|
Ginnie Mae I Pool 4% 3/20/2047
|
724,788
|
712,367
|
|
Ginnie Mae I Pool 4% 4/15/2040
|
21,135
|
20,797
|
|
Ginnie Mae I Pool 4% 4/15/2040
|
9,341
|
9,206
|
|
Ginnie Mae I Pool 4% 4/15/2041
|
4,084
|
4,019
|
|
Ginnie Mae I Pool 4% 4/15/2042
|
11,624
|
11,403
|
|
Ginnie Mae I Pool 4% 4/15/2043
|
41,832
|
41,052
|
|
Ginnie Mae I Pool 4% 4/15/2043
|
2,671
|
2,624
|
|
Ginnie Mae I Pool 4% 4/15/2046
|
359,178
|
351,232
|
|
Ginnie Mae I Pool 4% 4/20/2048
|
223,701
|
218,610
|
|
Ginnie Mae I Pool 4% 4/20/2048
|
197,186
|
192,697
|
|
Ginnie Mae I Pool 4% 5/15/2040
|
18,428
|
18,134
|
|
Ginnie Mae I Pool 4% 5/15/2041
|
11,502
|
11,382
|
|
Ginnie Mae I Pool 4% 5/15/2042
|
468
|
466
|
|
Ginnie Mae I Pool 4% 5/15/2043
|
8,268
|
8,098
|
|
Ginnie Mae I Pool 4% 5/15/2045
|
53,281
|
52,072
|
|
Ginnie Mae I Pool 4% 5/20/2049
|
87,197
|
84,749
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
16,271
|
16,001
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
10,734
|
10,556
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
4,833
|
4,747
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
2,702
|
2,666
|
|
Ginnie Mae I Pool 4% 6/15/2042
|
11,389
|
11,169
|
|
Ginnie Mae I Pool 4% 6/15/2043
|
2,057
|
2,021
|
|
Ginnie Mae I Pool 4% 6/15/2045
|
14,271
|
13,970
|
|
Ginnie Mae I Pool 4% 7/15/2039
|
13,600
|
13,399
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
6,282
|
6,177
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
5,155
|
5,077
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
3,009
|
2,955
|
|
Ginnie Mae I Pool 4% 7/15/2045
|
38,969
|
38,075
|
|
Ginnie Mae I Pool 4% 7/15/2046
|
28,936
|
28,305
|
|
Ginnie Mae I Pool 4% 7/15/2046
|
23,245
|
22,737
|
|
Ginnie Mae I Pool 4% 8/15/2039
|
9,514
|
9,381
|
|
Ginnie Mae I Pool 4% 8/15/2039
|
5,862
|
5,773
|
|
Ginnie Mae I Pool 4% 8/15/2039
|
4,295
|
4,228
|
|
Ginnie Mae I Pool 4% 8/15/2040
|
2,926
|
2,882
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
9,123
|
8,972
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
5,975
|
5,883
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
1,921
|
1,893
|
|
Ginnie Mae I Pool 4% 8/15/2042
|
29,619
|
29,052
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
4,277
|
4,186
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
1,760
|
1,722
|
|
Ginnie Mae I Pool 4% 9/15/2039
|
8,985
|
8,869
|
|
Ginnie Mae I Pool 4% 9/15/2040
|
2,349
|
2,314
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
61,952
|
60,904
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
8,219
|
8,084
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
7,645
|
7,524
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
3,227
|
3,167
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
2,383
|
2,341
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
924
|
911
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
7,024
|
7,111
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
4,941
|
5,002
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
1,198
|
1,213
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
40,008
|
40,506
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
16,192
|
16,393
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
13,390
|
13,555
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
11,907
|
12,055
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
8,806
|
8,915
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
8,691
|
8,796
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
6,074
|
6,149
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
4,932
|
4,993
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
980
|
992
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
576
|
583
|
|
Ginnie Mae I Pool 4.5% 12/15/2039
|
11,176
|
11,312
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
32,573
|
32,976
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
30,639
|
31,020
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
25,853
|
26,171
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
17,477
|
17,693
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
12,214
|
12,363
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
9,738
|
9,858
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
9,616
|
9,735
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
6,675
|
6,756
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
1,891
|
1,915
|
|
Ginnie Mae I Pool 4.5% 2/15/2041
|
7,652
|
7,737
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
106,263
|
107,575
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
10,655
|
10,787
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
5,682
|
5,752
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
5,516
|
5,585
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
3,829
|
3,876
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
188,087
|
190,422
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
4,151
|
4,203
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
33,691
|
34,105
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
17,402
|
17,619
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
13,322
|
13,488
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
7,532
|
7,625
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
3,112
|
3,150
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
3,022
|
3,059
|
|
Ginnie Mae I Pool 4.5% 4/20/2053
|
84,336,463
|
83,908,970
|
|
Ginnie Mae I Pool 4.5% 5/15/2039
|
6,050
|
6,124
|
|
Ginnie Mae I Pool 4.5% 5/15/2040
|
51,697
|
52,336
|
|
Ginnie Mae I Pool 4.5% 5/15/2040
|
4,104
|
4,155
|
|
Ginnie Mae I Pool 4.5% 5/20/2041
|
15,157
|
15,336
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
20,928
|
21,183
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
19,333
|
19,571
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
3,809
|
3,856
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
3,005
|
3,042
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
2,590
|
2,622
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
164,931
|
166,982
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
101,832
|
103,090
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
49,303
|
49,913
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
37,511
|
37,974
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
22,160
|
22,434
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
21,949
|
22,220
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
18,659
|
18,889
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
17,424
|
17,640
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
4,902
|
4,963
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
2,666
|
2,699
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
1,820
|
1,843
|
|
Ginnie Mae I Pool 4.5% 6/15/2041
|
326,803
|
330,849
|
|
Ginnie Mae I Pool 4.5% 6/20/2041
|
6,245
|
6,319
|
|
Ginnie Mae I Pool 4.5% 7/15/2039
|
17,088
|
17,297
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
65,211
|
66,017
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
58,759
|
59,485
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
52,484
|
53,132
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
41,526
|
42,039
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
39,739
|
40,230
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
28,912
|
29,270
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
15,097
|
15,284
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
14,911
|
15,096
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
4,908
|
4,969
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
4,186
|
4,238
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
2,881
|
2,917
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
1,170
|
1,185
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
647
|
655
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
182,478
|
184,722
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
108,190
|
109,520
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
86,561
|
87,624
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
34,547
|
34,973
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
21,566
|
21,834
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
16,289
|
16,489
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
2,901
|
2,937
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
15,773
|
15,968
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
1,929
|
1,953
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
1,468
|
1,486
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
1,128
|
1,141
|
|
Ginnie Mae I Pool 4.5% 8/15/2041
|
3,744
|
3,790
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
32,083
|
32,479
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
15,810
|
16,004
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
6,336
|
6,414
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
5,729
|
5,800
|
|
Ginnie Mae I Pool 4.5% 9/15/2040
|
5,459
|
5,526
|
|
Ginnie Mae I Pool 4.5% 9/15/2040
|
2,410
|
2,440
|
|
Ginnie Mae I Pool 5% 1/15/2034
|
1,224
|
1,258
|
|
Ginnie Mae I Pool 5% 1/15/2040
|
531
|
545
|
|
Ginnie Mae I Pool 5% 10/15/2033
|
662
|
680
|
|
Ginnie Mae I Pool 5% 10/15/2034
|
955
|
982
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
12,061
|
12,484
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
9,364
|
9,699
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
7,408
|
7,673
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
4,171
|
4,317
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
2,492
|
2,578
|
|
Ginnie Mae I Pool 5% 10/20/2054
|
1,080,910
|
1,086,757
|
|
Ginnie Mae I Pool 5% 11/15/2033
|
427
|
439
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
15,306
|
15,857
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
13,363
|
13,857
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
5,040
|
5,220
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
4,774
|
4,946
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
896
|
929
|
|
Ginnie Mae I Pool 5% 11/15/2040
|
4,877
|
5,053
|
|
Ginnie Mae I Pool 5% 11/15/2040
|
1,315
|
1,363
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
11,965
|
12,396
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
6,093
|
6,309
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
5,017
|
5,201
|
|
Ginnie Mae I Pool 5% 2/15/2039
|
2,169
|
2,245
|
|
Ginnie Mae I Pool 5% 3/15/2041
|
10,122
|
10,479
|
|
Ginnie Mae I Pool 5% 3/15/2041
|
3,748
|
3,883
|
|
Ginnie Mae I Pool 5% 4/15/2033
|
1,178
|
1,208
|
|
Ginnie Mae I Pool 5% 4/15/2039
|
2,090
|
2,166
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
113,106
|
117,167
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
94,277
|
97,646
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
5,144
|
5,332
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
4,760
|
4,931
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
1,777
|
1,842
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
15,156
|
15,688
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
3,693
|
3,824
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
1,647
|
1,705
|
|
Ginnie Mae I Pool 5% 4/20/2048
|
2,664,748
|
2,747,674
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
27,796
|
28,767
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
15,304
|
15,841
|
|
Ginnie Mae I Pool 5% 5/15/2040
|
5,187
|
5,375
|
|
Ginnie Mae I Pool 5% 5/15/2040
|
3,128
|
3,244
|
|
Ginnie Mae I Pool 5% 5/15/2040
|
1,115
|
1,155
|
|
Ginnie Mae I Pool 5% 6/15/2039
|
1,859
|
1,923
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
287,690
|
298,020
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
8,325
|
8,624
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
4,570
|
4,729
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
12,159
|
12,581
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
1,723
|
1,783
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
1,641
|
1,699
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
21,067
|
21,799
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
16,618
|
17,203
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
13,595
|
14,086
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
13,299
|
13,779
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
6,517
|
6,753
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
5,678
|
5,886
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
2,651
|
2,743
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
883
|
915
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
10,115
|
10,472
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
8,946
|
9,262
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
4,083
|
4,227
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
2,896
|
3,000
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
1,656
|
1,714
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
883
|
914
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
21,587
|
22,373
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
18,203
|
18,860
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
16,165
|
16,756
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
4,901
|
5,081
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
68,562
|
70,963
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
13,930
|
14,423
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
9,950
|
10,303
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
6,976
|
7,222
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
4,632
|
4,797
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
4,255
|
4,409
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
3,778
|
3,911
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
2,924
|
3,028
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
2,473
|
2,560
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
1,253
|
1,298
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
10,389
|
10,763
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
6,734
|
6,968
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
2,335
|
2,420
|
|
Ginnie Mae I Pool 5% 9/15/2041
|
190,040
|
196,782
|
|
Ginnie Mae I Pool 5.5% 1/15/2034
|
150
|
156
|
|
Ginnie Mae I Pool 5.5% 1/15/2039
|
11,586
|
12,142
|
|
Ginnie Mae I Pool 5.5% 10/15/2035
|
9,131
|
9,561
|
|
Ginnie Mae I Pool 5.5% 12/15/2038
|
615
|
643
|
|
Ginnie Mae I Pool 5.5% 3/15/2039
|
1,815
|
1,901
|
|
Ginnie Mae I Pool 5.5% 3/20/2054
|
3,786,285
|
3,905,026
|
|
Ginnie Mae I Pool 5.5% 4/15/2034
|
667
|
695
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
2,462
|
2,571
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
684
|
714
|
|
Ginnie Mae I Pool 5.5% 5/15/2039
|
6,811
|
7,138
|
|
Ginnie Mae I Pool 5.5% 7/15/2037
|
663
|
694
|
|
Ginnie Mae I Pool 5.5% 7/15/2038
|
1,807
|
1,883
|
|
Ginnie Mae I Pool 5.5% 7/15/2039
|
3,947
|
4,147
|
|
Ginnie Mae I Pool 5.5% 8/15/2033
|
1,852
|
1,933
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
66,826
|
70,141
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
40,042
|
42,012
|
|
Ginnie Mae I Pool 6% 10/15/2030
|
2,740
|
2,833
|
|
Ginnie Mae I Pool 6% 10/15/2039
|
1,696
|
1,794
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
4,866
|
5,153
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
2,778
|
2,942
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
1,844
|
1,950
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
1,082
|
1,140
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
921
|
969
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
718
|
758
|
|
Ginnie Mae I Pool 6% 5/15/2040
|
144,172
|
151,996
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
5,823
|
6,222
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
3,222
|
3,427
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
796
|
847
|
|
Ginnie Mae I Pool 6.5% 10/15/2035
|
3,915
|
4,214
|
|
Ginnie Mae I Pool 6.5% 10/15/2036
|
1,268
|
1,357
|
|
Ginnie Mae I Pool 6.5% 11/15/2034
|
1,443
|
1,508
|
|
Ginnie Mae I Pool 6.5% 6/15/2037
|
1,511
|
1,615
|
|
Ginnie Mae I Pool 6.5% 7/15/2035
|
465
|
498
|
|
Ginnie Mae I Pool 6.5% 8/15/2034
|
6,568
|
7,000
|
|
Ginnie Mae I Pool 6.5% 8/15/2034
|
151
|
158
|
|
Ginnie Mae I Pool 6.5% 8/15/2036
|
1,124
|
1,203
|
|
Ginnie Mae I Pool 6.5% 9/15/2034
|
2,555
|
2,721
|
|
Ginnie Mae I Pool 7% 1/15/2027
|
2
|
2
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
219
|
222
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
95
|
96
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
76
|
77
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
63
|
64
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
63
|
64
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
59
|
60
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
54
|
54
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
45
|
46
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
45
|
45
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
18
|
19
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
13
|
13
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
172
|
175
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
121
|
123
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
87
|
88
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
67
|
68
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
44
|
45
|
|
Ginnie Mae I Pool 7% 1/15/2030
|
552
|
565
|
|
Ginnie Mae I Pool 7% 1/15/2030
|
49
|
50
|
|
Ginnie Mae I Pool 7% 1/15/2031
|
3,661
|
3,761
|
|
Ginnie Mae I Pool 7% 1/15/2031
|
179
|
184
|
|
Ginnie Mae I Pool 7% 1/15/2032
|
1,172
|
1,215
|
|
Ginnie Mae I Pool 7% 1/15/2032
|
243
|
248
|
|
Ginnie Mae I Pool 7% 10/15/2026
|
9
|
9
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
1,508
|
1,535
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
618
|
622
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
482
|
490
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
85
|
86
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
39
|
39
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
17
|
18
|
|
Ginnie Mae I Pool 7% 10/15/2030
|
435
|
450
|
|
Ginnie Mae I Pool 7% 10/15/2030
|
151
|
155
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
1,012
|
1,052
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
650
|
676
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
240
|
248
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
206
|
209
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
200
|
208
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
176
|
183
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
67
|
69
|
|
Ginnie Mae I Pool 7% 10/15/2032
|
1,432
|
1,483
|
|
Ginnie Mae I Pool 7% 11/15/2028
|
276
|
281
|
|
Ginnie Mae I Pool 7% 11/15/2028
|
207
|
209
|
|
Ginnie Mae I Pool 7% 11/15/2029
|
488
|
501
|
|
Ginnie Mae I Pool 7% 11/15/2031
|
574
|
595
|
|
Ginnie Mae I Pool 7% 11/15/2031
|
551
|
565
|
|
Ginnie Mae I Pool 7% 11/15/2032
|
533
|
551
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
95
|
96
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
15
|
15
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
13
|
13
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
2,492
|
2,542
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
393
|
401
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
186
|
189
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
170
|
173
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
131
|
133
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
55
|
56
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
27
|
27
|
|
Ginnie Mae I Pool 7% 12/15/2030
|
263
|
272
|
|
Ginnie Mae I Pool 7% 12/15/2031
|
953
|
988
|
|
Ginnie Mae I Pool 7% 12/15/2031
|
454
|
472
|
|
Ginnie Mae I Pool 7% 12/15/2031
|
44
|
45
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
2,102
|
2,130
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
661
|
668
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
276
|
280
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
70
|
71
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
67
|
67
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
65
|
65
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
60
|
61
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
50
|
50
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
26
|
26
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
20
|
20
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
14
|
14
|
|
Ginnie Mae I Pool 7% 2/15/2029
|
38
|
38
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
1,496
|
1,557
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
884
|
903
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
415
|
431
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
149
|
154
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
109
|
111
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
99
|
103
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
288
|
292
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
170
|
172
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
97
|
98
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
96
|
98
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
76
|
77
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
73
|
74
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
62
|
62
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
42
|
42
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
30
|
31
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
17
|
17
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
236
|
240
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
108
|
110
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
61
|
62
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
27
|
28
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
18
|
18
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
15
|
16
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
94
|
97
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
91
|
94
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
67
|
69
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
28
|
29
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
590
|
615
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
257
|
267
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
207
|
215
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
64
|
66
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
48
|
50
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
37
|
38
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
1,441
|
1,462
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
214
|
217
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
156
|
158
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
98
|
99
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
75
|
76
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
59
|
60
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
36
|
36
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
25
|
26
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
17
|
17
|
|
Ginnie Mae I Pool 7% 4/15/2029
|
160
|
163
|
|
Ginnie Mae I Pool 7% 4/15/2029
|
56
|
57
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
284
|
294
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
163
|
169
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
68
|
70
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
931
|
970
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
477
|
496
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
446
|
462
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
332
|
346
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
140
|
145
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
125
|
129
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
117
|
121
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
84
|
85
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
74
|
77
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
33
|
33
|
|
Ginnie Mae I Pool 7% 4/20/2032
|
15,193
|
15,841
|
|
Ginnie Mae I Pool 7% 5/15/2027
|
2
|
2
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
647
|
655
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
264
|
267
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
68
|
69
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
58
|
59
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
7
|
7
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
6
|
6
|
|
Ginnie Mae I Pool 7% 5/15/2029
|
182
|
186
|
|
Ginnie Mae I Pool 7% 5/15/2029
|
109
|
112
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
284
|
291
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
176
|
180
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
146
|
151
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
69
|
70
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
6,398
|
6,664
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
740
|
769
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
342
|
354
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
261
|
269
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
165
|
168
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
135
|
138
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
128
|
133
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
101
|
105
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
815
|
827
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
476
|
482
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
366
|
372
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
305
|
309
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
272
|
276
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
213
|
216
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
185
|
187
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
166
|
168
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
110
|
112
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
60
|
61
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
48
|
49
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
39
|
40
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
27
|
27
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
19
|
19
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
7
|
7
|
|
Ginnie Mae I Pool 7% 6/15/2029
|
37
|
38
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
860
|
891
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
458
|
475
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
386
|
400
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
12,999
|
13,528
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
8,233
|
8,578
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
3,408
|
3,550
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
3,311
|
3,447
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
3,146
|
3,258
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
2,087
|
2,176
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
2,012
|
2,089
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
1,168
|
1,218
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
766
|
794
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
584
|
606
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
444
|
462
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
320
|
331
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
304
|
315
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
154
|
159
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
124
|
128
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
107
|
111
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
93
|
97
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
21
|
21
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
524
|
532
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
352
|
357
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
185
|
188
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
171
|
174
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
146
|
149
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
98
|
100
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
78
|
79
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
77
|
78
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
38
|
38
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
35
|
35
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
31
|
32
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
29
|
29
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
27
|
27
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
14
|
14
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
13
|
13
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
360
|
367
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
165
|
168
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
118
|
120
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
80
|
82
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
12
|
12
|
|
Ginnie Mae I Pool 7% 7/15/2030
|
548
|
560
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
1,633
|
1,691
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
638
|
662
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
398
|
412
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
252
|
259
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
160
|
165
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
4,854
|
5,052
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
2,153
|
2,215
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
1,078
|
1,124
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
759
|
787
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
324
|
338
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
249
|
257
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
180
|
186
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
108
|
113
|
|
Ginnie Mae I Pool 7% 8/15/2028
|
271
|
275
|
|
Ginnie Mae I Pool 7% 8/15/2029
|
28
|
29
|
|
Ginnie Mae I Pool 7% 8/15/2029
|
12
|
12
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
156
|
162
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
89
|
93
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
83
|
86
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
1,339
|
1,387
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
634
|
660
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
246
|
253
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
75
|
78
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
34
|
35
|
|
Ginnie Mae I Pool 7% 9/15/2027
|
9
|
10
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
748
|
761
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
602
|
612
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
366
|
372
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
160
|
163
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
113
|
114
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
101
|
101
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
80
|
81
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
40
|
40
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
24
|
24
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
18
|
18
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
16
|
16
|
|
Ginnie Mae I Pool 7% 9/15/2029
|
16
|
16
|
|
Ginnie Mae I Pool 7% 9/15/2030
|
1,179
|
1,218
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
4,227
|
4,371
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
1,481
|
1,537
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
613
|
636
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
517
|
537
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
380
|
394
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
203
|
211
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
151
|
157
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
42
|
43
|
|
Ginnie Mae I Pool 7.5% 1/15/2031
|
82
|
85
|
|
Ginnie Mae I Pool 7.5% 1/15/2031
|
26
|
27
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
207
|
210
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
203
|
204
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
20
|
20
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
10
|
10
|
|
Ginnie Mae I Pool 7.5% 12/15/2026
|
1
|
1
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
102
|
104
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
76
|
77
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
8
|
8
|
|
Ginnie Mae I Pool 7.5% 12/15/2028
|
51
|
52
|
|
Ginnie Mae I Pool 7.5% 2/15/2027
|
19
|
20
|
|
Ginnie Mae I Pool 7.5% 3/15/2028
|
80
|
82
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
57
|
57
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
29
|
29
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
21
|
21
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
19
|
19
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
5
|
5
|
|
Ginnie Mae I Pool 7.5% 5/15/2027
|
34
|
34
|
|
Ginnie Mae I Pool 7.5% 5/15/2027
|
2
|
2
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
141
|
143
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
27
|
27
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
14
|
14
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
202
|
204
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
89
|
90
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
77
|
77
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
74
|
75
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
25
|
25
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
8
|
8
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
8
|
8
|
|
Ginnie Mae I Pool 7.5% 7/15/2028
|
428
|
438
|
|
Ginnie Mae I Pool 7.5% 7/15/2029
|
752
|
779
|
|
Ginnie Mae I Pool 7.5% 7/15/2029
|
72
|
74
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
115
|
117
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
40
|
40
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
17
|
17
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
13
|
13
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
9
|
9
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
221
|
226
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
36
|
37
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
245
|
248
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
21
|
21
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
13
|
13
|
|
Ginnie Mae I Pool 7.5% 9/15/2028
|
261
|
267
|
|
Ginnie Mae I Pool 7.5% 9/15/2031
|
681
|
709
|
|
Ginnie Mae I Pool 8% 1/15/2028
|
150
|
153
|
|
Ginnie Mae I Pool 8% 11/15/2027
|
29
|
29
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
147
|
149
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
50
|
50
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
38
|
38
|
|
Ginnie Mae I Pool 8% 7/15/2027
|
45
|
46
|
|
Ginnie Mae I Pool 8% 8/15/2027
|
13
|
13
|
|
Ginnie Mae I Pool 8% 8/15/2027
|
12
|
12
|
|
Ginnie Mae I Pool 8.5% 1/15/2031
|
788
|
820
|
|
Ginnie Mae I Pool 8.5% 10/15/2028
|
93
|
94
|
|
Ginnie Mae I Pool 8.5% 11/15/2027
|
45
|
46
|
|
Ginnie Mae I Pool 8.5% 11/15/2027
|
14
|
14
|
|
Ginnie Mae I Pool 8.5% 12/15/2029
|
43
|
44
|
|
Ginnie Mae I Pool 8.5% 7/15/2030
|
60
|
62
|
|
Ginnie Mae I Pool 8.5% 8/15/2029
|
46
|
47
|
|
Ginnie Mae II Pool 2% 1/20/2051
|
230,406,001
|
195,316,596
|
|
Ginnie Mae II Pool 2% 1/20/2054
|
361,181
|
306,260
|
|
Ginnie Mae II Pool 2% 1/20/2054
|
295,744
|
250,773
|
|
Ginnie Mae II Pool 2% 10/20/2050
|
138,047,712
|
116,998,018
|
|
Ginnie Mae II Pool 2% 10/20/2051
|
11,342,026
|
9,611,161
|
|
Ginnie Mae II Pool 2% 11/20/2050
|
43,329,597
|
36,730,768
|
|
Ginnie Mae II Pool 2% 11/20/2051
|
3,848,714
|
3,261,376
|
|
Ginnie Mae II Pool 2% 11/20/2053
|
1,074,831
|
911,393
|
|
Ginnie Mae II Pool 2% 12/20/2050
|
59,051,622
|
50,044,585
|
|
Ginnie Mae II Pool 2% 12/20/2051
|
1,662,500
|
1,408,792
|
|
Ginnie Mae II Pool 2% 2/20/2051
|
9,824,590
|
8,325,680
|
|
Ginnie Mae II Pool 2% 2/20/2052
|
5,489,200
|
4,651,513
|
|
Ginnie Mae II Pool 2% 3/1/2056 (d)
|
371,025,000
|
314,269,269
|
|
Ginnie Mae II Pool 2% 3/20/2051
|
2,907,647
|
2,464,830
|
|
Ginnie Mae II Pool 2% 3/20/2052
|
23,512,777
|
19,931,927
|
|
Ginnie Mae II Pool 2% 4/1/2056 (d)
|
153,725,000
|
130,227,688
|
|
Ginnie Mae II Pool 2% 4/20/2051
|
3,889,585
|
3,296,010
|
|
Ginnie Mae II Pool 2% 5/20/2051
|
9,403,302
|
7,968,299
|
|
Ginnie Mae II Pool 2% 6/20/2051
|
447,548
|
379,250
|
|
Ginnie Mae II Pool 2% 6/20/2054
|
389,773
|
330,291
|
|
Ginnie Mae II Pool 2% 7/20/2051
|
3,381,777
|
2,865,697
|
|
Ginnie Mae II Pool 2% 7/20/2053
|
1,200,383
|
1,017,854
|
|
Ginnie Mae II Pool 2% 7/20/2054
|
745,959
|
632,121
|
|
Ginnie Mae II Pool 2% 8/20/2051
|
109,026,105
|
92,388,034
|
|
Ginnie Mae II Pool 2% 8/20/2053
|
526,571
|
446,130
|
|
Ginnie Mae II Pool 2% 9/20/2050
|
74,461,937
|
63,261,462
|
|
Ginnie Mae II Pool 2% 9/20/2051
|
48,248,348
|
40,885,346
|
|
Ginnie Mae II Pool 2.5% 1/20/2052
|
19,473,975
|
17,190,007
|
|
Ginnie Mae II Pool 2.5% 11/20/2047
|
43,392
|
38,750
|
|
Ginnie Mae II Pool 2.5% 12/20/2051
|
58,966,815
|
52,051,004
|
|
Ginnie Mae II Pool 2.5% 2/20/2052
|
99,449
|
87,785
|
|
Ginnie Mae II Pool 2.5% 3/1/2056 (d)
|
355,825,000
|
313,923,119
|
|
Ginnie Mae II Pool 2.5% 3/20/2052
|
2,024,645
|
1,787,347
|
|
Ginnie Mae II Pool 2.5% 4/1/2056 (d)
|
151,150,000
|
133,338,801
|
|
Ginnie Mae II Pool 2.5% 4/20/2052
|
7,794,089
|
6,880,583
|
|
Ginnie Mae II Pool 2.5% 5/20/2051
|
12,569,025
|
11,094,891
|
|
Ginnie Mae II Pool 2.5% 6/20/2051
|
13,731,673
|
12,121,180
|
|
Ginnie Mae II Pool 2.5% 7/20/2051
|
94,046,635
|
83,016,554
|
|
Ginnie Mae II Pool 3% 1/20/2032
|
4,089,885
|
4,022,328
|
|
Ginnie Mae II Pool 3% 1/20/2043
|
1,048,340
|
984,718
|
|
Ginnie Mae II Pool 3% 10/20/2031
|
1,331,914
|
1,310,658
|
|
Ginnie Mae II Pool 3% 10/20/2043
|
80,302
|
75,243
|
|
Ginnie Mae II Pool 3% 11/20/2031
|
1,440,599
|
1,417,068
|
|
Ginnie Mae II Pool 3% 12/20/2031
|
2,185,960
|
2,150,668
|
|
Ginnie Mae II Pool 3% 12/20/2042
|
87,433
|
82,124
|
|
Ginnie Mae II Pool 3% 12/20/2046
|
18,207,289
|
16,902,569
|
|
Ginnie Mae II Pool 3% 2/20/2031
|
170,452
|
167,996
|
|
Ginnie Mae II Pool 3% 2/20/2050
|
6,808
|
6,265
|
|
Ginnie Mae II Pool 3% 3/20/2031
|
341,247
|
336,262
|
|
Ginnie Mae II Pool 3% 3/20/2050
|
11,087,048
|
10,199,012
|
|
Ginnie Mae II Pool 3% 4/20/2031
|
1,289,460
|
1,270,369
|
|
Ginnie Mae II Pool 3% 4/20/2052
|
145,902,892
|
133,874,599
|
|
Ginnie Mae II Pool 3% 5/20/2031
|
2,747,742
|
2,706,520
|
|
Ginnie Mae II Pool 3% 5/20/2051
|
22,234,398
|
20,406,248
|
|
Ginnie Mae II Pool 3% 5/20/2052
|
187,516,515
|
172,057,578
|
|
Ginnie Mae II Pool 3% 6/20/2050
|
185,148
|
170,144
|
|
Ginnie Mae II Pool 3% 6/20/2051
|
5,890,952
|
5,407,140
|
|
Ginnie Mae II Pool 3% 7/20/2031
|
36,301
|
35,743
|
|
Ginnie Mae II Pool 3% 7/20/2051
|
7,467,567
|
6,857,771
|
|
Ginnie Mae II Pool 3% 8/20/2031
|
423,056
|
416,465
|
|
Ginnie Mae II Pool 3% 8/20/2042
|
12,154
|
11,426
|
|
Ginnie Mae II Pool 3% 8/20/2051
|
8,862,219
|
8,130,229
|
|
Ginnie Mae II Pool 3% 9/20/2031
|
170,522
|
167,833
|
|
Ginnie Mae II Pool 3% 9/20/2043
|
3,604
|
3,376
|
|
Ginnie Mae II Pool 3% 9/20/2051
|
100,229
|
91,951
|
|
Ginnie Mae II Pool 3.5% 1/20/2044
|
38,483
|
36,899
|
|
Ginnie Mae II Pool 3.5% 10/20/2043
|
41,367
|
39,694
|
|
Ginnie Mae II Pool 3.5% 10/20/2045
|
2,065,765
|
1,971,556
|
|
Ginnie Mae II Pool 3.5% 11/20/2041
|
276,871
|
266,862
|
|
Ginnie Mae II Pool 3.5% 11/20/2045
|
55,286
|
52,766
|
|
Ginnie Mae II Pool 3.5% 12/20/2040
|
217,831
|
210,409
|
|
Ginnie Mae II Pool 3.5% 12/20/2041
|
288,231
|
277,814
|
|
Ginnie Mae II Pool 3.5% 12/20/2043
|
42,416
|
40,677
|
|
Ginnie Mae II Pool 3.5% 12/20/2045
|
1,147,059
|
1,094,370
|
|
Ginnie Mae II Pool 3.5% 12/20/2047
|
20,420
|
19,572
|
|
Ginnie Mae II Pool 3.5% 2/20/2043
|
194,849
|
187,286
|
|
Ginnie Mae II Pool 3.5% 2/20/2044
|
2,311
|
2,215
|
|
Ginnie Mae II Pool 3.5% 2/20/2046
|
711,808
|
678,983
|
|
Ginnie Mae II Pool 3.5% 3/20/2043
|
6,911
|
6,641
|
|
Ginnie Mae II Pool 3.5% 3/20/2044
|
16,054
|
15,390
|
|
Ginnie Mae II Pool 3.5% 3/20/2045
|
118,984
|
113,725
|
|
Ginnie Mae II Pool 3.5% 3/20/2046
|
11,662
|
11,124
|
|
Ginnie Mae II Pool 3.5% 4/20/2043
|
126,234
|
121,290
|
|
Ginnie Mae II Pool 3.5% 4/20/2045
|
113,911
|
108,857
|
|
Ginnie Mae II Pool 3.5% 5/20/2043
|
3,187,830
|
3,048,995
|
|
Ginnie Mae II Pool 3.5% 5/20/2045
|
8,154
|
7,791
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
45,275
|
43,380
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
11,396
|
10,919
|
|
Ginnie Mae II Pool 3.5% 6/20/2043
|
293,070
|
281,479
|
|
Ginnie Mae II Pool 3.5% 7/20/2045
|
200,280
|
191,256
|
|
Ginnie Mae II Pool 3.5% 7/20/2047
|
9,739
|
9,347
|
|
Ginnie Mae II Pool 3.5% 7/20/2049
|
34,635,147
|
33,098,957
|
|
Ginnie Mae II Pool 3.5% 8/20/2043
|
26,919
|
25,844
|
|
Ginnie Mae II Pool 3.5% 8/20/2045
|
82,458
|
78,727
|
|
Ginnie Mae II Pool 3.5% 8/20/2047
|
2,962,223
|
2,842,872
|
|
Ginnie Mae II Pool 3.5% 9/20/2040
|
109,032
|
105,248
|
|
Ginnie Mae II Pool 3.5% 9/20/2043
|
1,234,322
|
1,184,470
|
|
Ginnie Mae II Pool 3.5% 9/20/2045
|
33,397
|
31,885
|
|
Ginnie Mae II Pool 3.5% 9/20/2046
|
1,332,782
|
1,280,749
|
|
Ginnie Mae II Pool 4% 1/20/2041
|
478,546
|
472,460
|
|
Ginnie Mae II Pool 4% 1/20/2042
|
53,451
|
52,712
|
|
Ginnie Mae II Pool 4% 1/20/2045
|
1,068,947
|
1,049,459
|
|
Ginnie Mae II Pool 4% 1/20/2046
|
23,952
|
23,474
|
|
Ginnie Mae II Pool 4% 10/20/2040
|
222,922
|
220,120
|
|
Ginnie Mae II Pool 4% 10/20/2041
|
1,012,246
|
998,567
|
|
Ginnie Mae II Pool 4% 10/20/2044
|
610,046
|
599,057
|
|
Ginnie Mae II Pool 4% 10/20/2045
|
3,781
|
3,706
|
|
Ginnie Mae II Pool 4% 10/20/2055
|
860,847
|
828,474
|
|
Ginnie Mae II Pool 4% 11/20/2040
|
745,981
|
736,549
|
|
Ginnie Mae II Pool 4% 11/20/2041
|
31,597
|
31,164
|
|
Ginnie Mae II Pool 4% 11/20/2042
|
5,574,789
|
5,491,864
|
|
Ginnie Mae II Pool 4% 11/20/2044
|
1,314,079
|
1,290,120
|
|
Ginnie Mae II Pool 4% 12/20/2044
|
35,625
|
34,976
|
|
Ginnie Mae II Pool 4% 12/20/2045
|
30,926
|
30,315
|
|
Ginnie Mae II Pool 4% 2/20/2041
|
23,787
|
23,482
|
|
Ginnie Mae II Pool 4% 2/20/2045
|
1,133,591
|
1,113,048
|
|
Ginnie Mae II Pool 4% 3/1/2056 (d)
|
20,000,000
|
19,236,718
|
|
Ginnie Mae II Pool 4% 3/20/2041
|
67,070
|
66,209
|
|
Ginnie Mae II Pool 4% 3/20/2047
|
2,235,061
|
2,196,760
|
|
Ginnie Mae II Pool 4% 4/20/2042
|
192,243
|
189,518
|
|
Ginnie Mae II Pool 4% 4/20/2047
|
16,744,563
|
16,457,620
|
|
Ginnie Mae II Pool 4% 5/20/2046
|
807,411
|
791,104
|
|
Ginnie Mae II Pool 4% 6/20/2042
|
2,772
|
2,732
|
|
Ginnie Mae II Pool 4% 6/20/2045
|
1,431,189
|
1,404,143
|
|
Ginnie Mae II Pool 4% 6/20/2055
|
31,734
|
30,540
|
|
Ginnie Mae II Pool 4% 7/20/2033
|
942
|
936
|
|
Ginnie Mae II Pool 4% 7/20/2044
|
78,438
|
77,051
|
|
Ginnie Mae II Pool 4% 7/20/2045
|
6,076,262
|
5,958,848
|
|
Ginnie Mae II Pool 4% 8/20/2041
|
7,977
|
7,870
|
|
Ginnie Mae II Pool 4% 8/20/2043
|
113,278
|
111,464
|
|
Ginnie Mae II Pool 4% 8/20/2044
|
85,172
|
83,657
|
|
Ginnie Mae II Pool 4% 8/20/2045
|
1,672,338
|
1,639,673
|
|
Ginnie Mae II Pool 4% 8/20/2048
|
2,739,827
|
2,684,314
|
|
Ginnie Mae II Pool 4% 9/20/2040
|
301,640
|
297,841
|
|
Ginnie Mae II Pool 4% 9/20/2045
|
3,574
|
3,504
|
|
Ginnie Mae II Pool 4.5% 1/20/2041
|
65,671
|
66,443
|
|
Ginnie Mae II Pool 4.5% 1/20/2045
|
20,319
|
20,543
|
|
Ginnie Mae II Pool 4.5% 1/20/2055
|
4,004,980
|
3,963,402
|
|
Ginnie Mae II Pool 4.5% 10/20/2039
|
10,082
|
10,024
|
|
Ginnie Mae II Pool 4.5% 10/20/2040
|
141,984
|
141,154
|
|
Ginnie Mae II Pool 4.5% 10/20/2040
|
14,045
|
14,210
|
|
Ginnie Mae II Pool 4.5% 10/20/2044
|
17,438
|
17,630
|
|
Ginnie Mae II Pool 4.5% 11/20/2039
|
22,315
|
22,576
|
|
Ginnie Mae II Pool 4.5% 11/20/2040
|
59,678
|
59,292
|
|
Ginnie Mae II Pool 4.5% 11/20/2040
|
35,564
|
35,982
|
|
Ginnie Mae II Pool 4.5% 11/20/2041
|
8,459
|
8,559
|
|
Ginnie Mae II Pool 4.5% 11/20/2054
|
174,064,960
|
172,339,524
|
|
Ginnie Mae II Pool 4.5% 12/20/2039
|
56,183
|
55,869
|
|
Ginnie Mae II Pool 4.5% 12/20/2040
|
28,475
|
28,292
|
|
Ginnie Mae II Pool 4.5% 2/20/2041
|
252,976
|
255,952
|
|
Ginnie Mae II Pool 4.5% 2/20/2041
|
2,451
|
2,436
|
|
Ginnie Mae II Pool 4.5% 2/20/2042
|
11,217
|
11,349
|
|
Ginnie Mae II Pool 4.5% 2/20/2055
|
6,769,369
|
6,692,747
|
|
Ginnie Mae II Pool 4.5% 3/1/2056 (d)
|
4,800,000
|
4,741,896
|
|
Ginnie Mae II Pool 4.5% 3/20/2036
|
4,913
|
4,966
|
|
Ginnie Mae II Pool 4.5% 3/20/2041
|
17,144
|
17,346
|
|
Ginnie Mae II Pool 4.5% 3/20/2046
|
49,911
|
50,462
|
|
Ginnie Mae II Pool 4.5% 4/1/2056 (d)
|
4,800,000
|
4,736,084
|
|
Ginnie Mae II Pool 4.5% 4/20/2035
|
102,500
|
103,595
|
|
Ginnie Mae II Pool 4.5% 4/20/2040
|
26,701
|
26,540
|
|
Ginnie Mae II Pool 4.5% 4/20/2041
|
142,283
|
143,956
|
|
Ginnie Mae II Pool 4.5% 5/20/2040
|
18,145
|
18,358
|
|
Ginnie Mae II Pool 4.5% 5/20/2041
|
725,001
|
733,529
|
|
Ginnie Mae II Pool 4.5% 5/20/2042
|
149,637
|
151,397
|
|
Ginnie Mae II Pool 4.5% 5/20/2043
|
4,328
|
4,379
|
|
Ginnie Mae II Pool 4.5% 5/20/2046
|
27,882
|
28,189
|
|
Ginnie Mae II Pool 4.5% 6/20/2033
|
3,544
|
3,575
|
|
Ginnie Mae II Pool 4.5% 6/20/2039
|
11,093
|
11,034
|
|
Ginnie Mae II Pool 4.5% 6/20/2040
|
25,874
|
25,732
|
|
Ginnie Mae II Pool 4.5% 6/20/2041
|
474,008
|
479,583
|
|
Ginnie Mae II Pool 4.5% 6/20/2043
|
8,926
|
9,031
|
|
Ginnie Mae II Pool 4.5% 6/20/2044
|
18,028
|
18,238
|
|
Ginnie Mae II Pool 4.5% 7/20/2039
|
2,150
|
2,143
|
|
Ginnie Mae II Pool 4.5% 7/20/2040
|
28,058
|
28,387
|
|
Ginnie Mae II Pool 4.5% 7/20/2040
|
2,276
|
2,263
|
|
Ginnie Mae II Pool 4.5% 8/20/2040
|
3,117
|
3,154
|
|
Ginnie Mae II Pool 4.5% 9/20/2039
|
41,714
|
42,202
|
|
Ginnie Mae II Pool 4.5% 9/20/2040
|
155,468
|
157,296
|
|
Ginnie Mae II Pool 4.5% 9/20/2046
|
7,222
|
7,306
|
|
Ginnie Mae II Pool 5% 1/20/2054
|
768,434
|
775,233
|
|
Ginnie Mae II Pool 5% 1/20/2055
|
88,014,616
|
88,435,714
|
|
Ginnie Mae II Pool 5% 11/20/2054
|
74,356,378
|
74,712,128
|
|
Ginnie Mae II Pool 5% 12/20/2054
|
13,322,025
|
13,385,763
|
|
Ginnie Mae II Pool 5% 12/20/2054
|
4,043,720
|
4,082,022
|
|
Ginnie Mae II Pool 5% 2/20/2054
|
45,439
|
45,841
|
|
Ginnie Mae II Pool 5% 3/1/2056 (d)
|
35,075,000
|
35,198,310
|
|
Ginnie Mae II Pool 5% 4/1/2056 (d)
|
35,075,000
|
35,150,355
|
|
Ginnie Mae II Pool 5% 6/20/2048
|
2,490,895
|
2,552,630
|
|
Ginnie Mae II Pool 5% 9/20/2033
|
101,111
|
103,220
|
|
Ginnie Mae II Pool 5.5% 1/20/2055
|
3,210,574
|
3,309,253
|
|
Ginnie Mae II Pool 5.5% 1/20/2055
|
268,583
|
272,453
|
|
Ginnie Mae II Pool 5.5% 12/20/2054
|
11,066,865
|
11,233,231
|
|
Ginnie Mae II Pool 5.5% 12/20/2054
|
3,904,651
|
4,034,425
|
|
Ginnie Mae II Pool 5.5% 2/20/2055
|
854,450
|
866,494
|
|
Ginnie Mae II Pool 5.5% 3/1/2056 (d)
|
1,742,425,000
|
1,764,860,290
|
|
Ginnie Mae II Pool 5.5% 4/1/2056 (d)
|
1,269,775,000
|
1,284,785,264
|
|
Ginnie Mae II Pool 5.5% 7/20/2055
|
6,003,816
|
6,086,565
|
|
Ginnie Mae II Pool 5.5% 8/20/2054
|
12,231,141
|
12,445,587
|
|
Ginnie Mae II Pool 6% 11/20/2031
|
2,769
|
2,863
|
|
Ginnie Mae II Pool 6% 12/20/2054
|
39,308,771
|
40,205,011
|
|
Ginnie Mae II Pool 6% 3/1/2056 (d)
|
1,151,900,000
|
1,175,266,752
|
|
Ginnie Mae II Pool 6% 4/1/2056 (d)
|
453,500,000
|
462,380,573
|
|
Ginnie Mae II Pool 6% 5/20/2032
|
13,021
|
13,500
|
|
Ginnie Mae II Pool 6.5% 1/20/2032
|
119
|
123
|
|
Ginnie Mae II Pool 6.5% 11/20/2031
|
493
|
513
|
|
Ginnie Mae II Pool 6.5% 3/1/2056 (d)
|
145,150,000
|
150,846,629
|
|
Ginnie Mae II Pool 6.5% 3/20/2031
|
606
|
629
|
|
Ginnie Mae II Pool 6.5% 4/1/2056 (d)
|
57,500,000
|
59,684,799
|
|
Ginnie Mae II Pool 6.5% 4/20/2031
|
74
|
76
|
|
Ginnie Mae II Pool 6.5% 6/20/2031
|
71
|
73
|
|
Ginnie Mae II Pool 6.5% 7/20/2031
|
89
|
92
|
|
Ginnie Mae II Pool 6.5% 8/20/2031
|
85
|
88
|
|
Ginnie Mae II Pool 7% 2/20/2032
|
4,553
|
4,753
|
|
Ginnie Mae II Pool 7% 3/20/2032
|
2,343
|
2,448
|
|
Uniform Mortgage Backed Securities 2% 3/1/2056 (d)
|
1,153,550,000
|
955,328,698
|
|
Uniform Mortgage Backed Securities 2% 4/1/2056 (d)
|
671,600,000
|
556,247,462
|
|
Uniform Mortgage Backed Securities 2.5% 3/1/2056 (d)
|
24,275,000
|
21,021,582
|
|
Uniform Mortgage Backed Securities 3% 3/1/2056 (d)
|
38,850,000
|
35,130,416
|
|
Uniform Mortgage Backed Securities 3.5% 3/1/2056 (d)
|
64,100,000
|
60,409,244
|
|
Uniform Mortgage Backed Securities 4% 3/1/2056 (d)
|
84,925,000
|
82,546,438
|
|
Uniform Mortgage Backed Securities 4.5% 3/1/2056 (d)
|
9,225,000
|
9,121,939
|
|
Uniform Mortgage Backed Securities 4.5% 4/1/2056 (d)
|
3,800,000
|
3,754,577
|
|
Uniform Mortgage Backed Securities 5% 3/1/2041 (d)
|
741,475,000
|
752,741,935
|
|
Uniform Mortgage Backed Securities 5% 3/1/2056 (d)
|
6,150,000
|
6,177,866
|
|
Uniform Mortgage Backed Securities 5% 4/1/2041 (d)
|
488,700,000
|
495,839,565
|
|
Uniform Mortgage Backed Securities 5.5% 3/1/2056 (d)
|
245,950,000
|
249,908,270
|
|
Uniform Mortgage Backed Securities 6% 3/1/2056 (d)
|
848,350,000
|
870,188,395
|
|
Uniform Mortgage Backed Securities 6% 4/1/2056 (d)
|
30,600,000
|
31,384,128
|
|
Uniform Mortgage Backed Securities 6.5% 3/1/2056 (d)
|
124,100,000
|
128,874,946
|
|
TOTAL UNITED STATES
|
20,859,139,832
|
||
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
(Cost $20,850,827,096)
|
20,859,139,832
|
||
U.S. Treasury Obligations - 14.1%
|
||||
Yield (%) (y)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 2.25% 2/15/2052
|
2.99 to 3.67
|
70,500,000
|
44,599,512
|
|
US Treasury Bonds 2.25% 8/15/2046
|
4.78 to 4.92
|
830,000
|
567,804
|
|
US Treasury Bonds 2.375% 5/15/2051
|
2.35 to 2.40
|
488,726,000
|
320,840,985
|
|
US Treasury Bonds 2.875% 5/15/2052
|
2.96 to 3.67
|
409,400,000
|
297,486,670
|
|
US Treasury Bonds 3.625% 2/15/2053
|
3.73 to 3.90
|
244,816,000
|
205,511,555
|
|
US Treasury Bonds 3.625% 5/15/2053
|
4.31
|
2,100,000
|
1,761,785
|
|
US Treasury Bonds 4% 11/15/2052
|
4.95 to 5.00
|
177,678,000
|
159,632,578
|
|
US Treasury Bonds 4.125% 8/15/2044
|
4.70
|
1,300,000
|
1,231,141
|
|
US Treasury Bonds 4.125% 8/15/2053 (h)
|
4.36 to 5.10
|
424,900,000
|
389,795,956
|
|
US Treasury Bonds 4.25% 2/15/2054
|
4.52 to 4.79
|
166,600,000
|
156,063,851
|
|
US Treasury Bonds 4.25% 8/15/2054
|
4.51 to 4.64
|
152,050,000
|
142,463,722
|
|
US Treasury Bonds 4.375% 8/15/2043
|
5.28
|
358,000
|
352,140
|
|
US Treasury Bonds 4.5% 11/15/2054
|
4.56 to 4.82
|
75,198,700
|
73,465,605
|
|
US Treasury Bonds 4.5% 2/15/2044
|
4.45 to 4.72
|
2,975,000
|
2,965,587
|
|
US Treasury Bonds 4.625% 11/15/2044
|
4.59 to 5.12
|
170,870,000
|
172,478,580
|
|
US Treasury Bonds 4.625% 11/15/2045
|
4.61 to 4.79
|
21,966,000
|
22,110,152
|
|
US Treasury Bonds 4.625% 11/15/2055
|
4.72 to 4.93
|
197,297,700
|
196,958,595
|
|
US Treasury Bonds 4.625% 2/15/2055
|
4.78 to 4.95
|
155,995,900
|
155,581,544
|
|
US Treasury Bonds 4.625% 5/15/2044
|
4.57 to 4.72
|
1,535,000
|
1,552,449
|
|
US Treasury Bonds 4.625% 5/15/2054
|
4.55 to 4.65
|
54,200,000
|
54,026,391
|
|
US Treasury Bonds 4.75% 11/15/2053
|
4.77 to 4.79
|
120,000,000
|
121,940,626
|
|
US Treasury Bonds 4.75% 2/15/2056
|
4.63 to 4.86
|
46,700,000
|
47,590,219
|
|
US Treasury Bonds 4.75% 5/15/2055
|
4.91 to 5.00
|
104,793,100
|
106,647,446
|
|
US Treasury Bonds 4.75% 8/15/2055
|
4.94 to 4.98
|
183,340,000
|
186,691,684
|
|
US Treasury Bonds 4.875% 8/15/2045
|
4.56 to 4.87
|
37,948,000
|
39,471,849
|
|
US Treasury Bonds 5% 5/15/2045
|
4.89
|
17,000,000
|
17,970,859
|
|
US Treasury Bonds 6.25% 5/15/2030 (g)
|
4.41 to 4.46
|
5,440,000
|
6,024,588
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055
|
2.47 to 2.67
|
59,522,022
|
58,690,446
|
|
US Treasury Notes 2.75% 8/15/2032 (f)
|
4.00 to 4.16
|
114,019,500
|
107,931,037
|
|
US Treasury Notes 3.375% 5/15/2033
|
3.82 to 3.97
|
221,200,000
|
216,058,828
|
|
US Treasury Notes 3.5% 1/15/2029
|
3.52
|
19,980,000
|
20,040,877
|
|
US Treasury Notes 3.5% 1/31/2030
|
3.85 to 4.12
|
71,800,000
|
71,906,578
|
|
US Treasury Notes 3.5% 11/15/2028
|
3.47 to 3.63
|
127,797,300
|
128,161,722
|
|
US Treasury Notes 3.5% 2/15/2029
|
3.39 to 3.56
|
190,555,700
|
191,151,187
|
|
US Treasury Notes 3.5% 2/15/2033
|
3.91 to 4.34
|
260,524,000
|
256,951,971
|
|
US Treasury Notes 3.5% 2/28/2031
|
3.52
|
130,465,000
|
130,241,530
|
|
US Treasury Notes 3.5% 4/30/2030
|
3.75
|
143,600,000
|
143,723,407
|
|
US Treasury Notes 3.625% 12/31/2030
|
3.85
|
67,600,000
|
67,911,594
|
|
US Treasury Notes 3.625% 3/31/2030
|
3.46 to 3.75
|
77,300,000
|
77,752,930
|
|
US Treasury Notes 3.625% 8/15/2028
|
3.55 to 3.60
|
153,949,000
|
154,826,990
|
|
US Treasury Notes 3.625% 8/31/2030
|
3.58 to 3.74
|
216,113,300
|
217,236,076
|
|
US Treasury Notes 3.625% 9/30/2031 (f)
|
3.92 to 4.49
|
385,800,000
|
386,448,024
|
|
US Treasury Notes 3.75% 1/31/2031
|
3.60 to 3.75
|
138,400,000
|
139,805,625
|
|
US Treasury Notes 3.75% 11/30/2032
|
3.90 to 3.93
|
50,000,000
|
50,134,766
|
|
US Treasury Notes 3.75% 2/28/2033
|
3.72
|
1,135,000
|
1,136,241
|
|
US Treasury Notes 3.75% 5/31/2030
|
3.93 to 4.00
|
210,000,000
|
212,190,235
|
|
US Treasury Notes 3.75% 8/31/2031
|
3.59 to 3.64
|
51,900,000
|
52,325,742
|
|
US Treasury Notes 3.875% 12/31/2032
|
4.05
|
35,000,000
|
35,344,531
|
|
US Treasury Notes 3.875% 3/15/2028
|
3.57 to 3.88
|
117,825,400
|
118,948,423
|
|
US Treasury Notes 3.875% 4/30/2030
|
3.87 to 4.00
|
27,500,000
|
27,921,094
|
|
US Treasury Notes 3.875% 6/30/2030
|
3.93 to 3.98
|
224,000,000
|
227,491,251
|
|
US Treasury Notes 3.875% 8/15/2033
|
4.59 to 4.90
|
58,884,000
|
59,311,829
|
|
US Treasury Notes 3.875% 8/15/2034
|
3.71 to 4.27
|
908,940,000
|
910,261,871
|
|
US Treasury Notes 3.875% 9/30/2032
|
3.77 to 3.93
|
152,259,600
|
153,877,358
|
|
US Treasury Notes 4% 1/31/2033
|
3.71 to 4.06
|
404,608,000
|
411,562,200
|
|
US Treasury Notes 4% 11/15/2035
|
4.16 to 4.29
|
409,350,000
|
410,821,102
|
|
US Treasury Notes 4% 2/28/2030
|
3.51 to 3.52
|
215,900,000
|
220,167,397
|
|
US Treasury Notes 4% 4/30/2032
|
4.06 to 4.29
|
204,580,000
|
208,503,781
|
|
US Treasury Notes 4% 6/30/2032
|
4.12 to 4.17
|
82,300,000
|
83,849,554
|
|
US Treasury Notes 4% 7/31/2032
|
4.01 to 4.15
|
359,120,000
|
365,783,360
|
|
US Treasury Notes 4.125% 10/31/2031
|
4.26
|
1,100,000
|
1,129,304
|
|
US Treasury Notes 4.125% 11/15/2032
|
3.86
|
44,733,000
|
45,851,325
|
|
US Treasury Notes 4.125% 11/30/2029
|
4.11
|
1,315,000
|
1,345,974
|
|
US Treasury Notes 4.125% 11/30/2031
|
4.55
|
110,000,000
|
112,926,172
|
|
US Treasury Notes 4.125% 2/15/2036
|
3.96
|
34,060,900
|
34,513,271
|
|
US Treasury Notes 4.125% 3/31/2032
|
3.88
|
85,700,000
|
87,952,972
|
|
US Treasury Notes 4.125% 5/31/2032
|
3.99 to 4.23
|
338,481,000
|
347,277,512
|
|
US Treasury Notes 4.125% 7/31/2031
|
3.75 to 4.03
|
650,725,000
|
668,437,409
|
|
US Treasury Notes 4.125% 8/31/2030
|
3.72 to 4.64
|
178,534,000
|
183,101,960
|
|
US Treasury Notes 4.25% 1/15/2028
|
3.99 to 4.40
|
24,242,600
|
24,610,027
|
|
US Treasury Notes 4.25% 11/15/2034
|
4.22 to 4.63
|
477,146,000
|
490,211,598
|
|
US Treasury Notes 4.25% 2/28/2029
|
4.14 to 4.29
|
2,300,000
|
2,355,434
|
|
US Treasury Notes 4.25% 2/28/2031
|
4.26 to 4.69
|
12,000,000
|
12,390,000
|
|
US Treasury Notes 4.25% 5/15/2035
|
4.22 to 4.48
|
194,731,400
|
199,728,998
|
|
US Treasury Notes 4.25% 8/15/2035
|
4.00 to 4.28
|
352,699,400
|
361,461,776
|
|
US Treasury Notes 4.375% 1/31/2032
|
4.56
|
75,950,000
|
78,955,365
|
|
US Treasury Notes 4.375% 12/31/2029
|
4.39
|
1,400,000
|
1,445,883
|
|
US Treasury Notes 4.375% 5/15/2034
|
3.71 to 4.49
|
105,436,400
|
109,468,519
|
|
US Treasury Notes 4.5% 11/15/2033
|
4.18 to 4.45
|
573,600,000
|
600,868,405
|
|
US Treasury Notes 4.5% 12/31/2031
|
4.43 to 4.44
|
106,500,000
|
111,413,144
|
|
US Treasury Notes 4.5% 5/31/2029
|
4.37
|
190,000
|
196,293
|
|
US Treasury Notes 4.625% 2/15/2035
|
4.16 to 4.53
|
272,085,400
|
287,092,597
|
|
US Treasury Notes 4.625% 4/30/2029
|
4.44 to 4.72
|
4,210,000
|
4,362,119
|
|
US Treasury Notes 4.625% 9/30/2028
|
4.70 to 4.95
|
85,074,500
|
87,663,291
|
|
US Treasury Notes 4.625% 9/30/2030
|
4.72 to 5.00
|
156,000,000
|
163,330,782
|
|
US Treasury Notes 4.75% 2/15/2045
|
4.78 to 4.97
|
82,030,000
|
84,080,750
|
|
US Treasury Notes 4.875% 10/31/2030
|
4.48 to 4.91
|
205,200,000
|
217,159,313
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $13,225,914,939)
|
13,163,583,623
|
|||
Money Market Funds - 2.5%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (z)
|
3.70
|
1,126,284,269
|
1,126,509,526
|
|
Fidelity Investments Money Market Government Portfolio - Institutional Class (v)(Aa)
|
3.59
|
1,231,521,634
|
1,231,521,634
|
|
|
TOTAL MONEY MARKET FUNDS
(Cost $2,358,031,121)
|
2,358,031,160
|
|||
Purchased Swaptions - 0.0%
|
||||
Expiration
Date
|
Notional
Amount
|
Value ($)
|
||
Put Swaptions - 0.0%
|
||||
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.855% and receive annually a floating rate based on US SOFR Index, expiring July 2036
|
7/2026
|
5,500,000
|
29,134
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to pay annually a fixed rate of 3.837% and receive annually a floating rate based on US SOFR Index, expiring July 2036
|
7/2026
|
64,790,000
|
449,727
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.03% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/2030
|
81,400,000
|
2,197,825
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.8% and receive annually a floating rate based on US SOFR Index, expiring August 2036
|
8/2026
|
87,870,000
|
778,401
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 3.865% and receive annually a floating rate based on US SOFR Index, expiring July 2036
|
7/2026
|
19,800,000
|
114,311
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.804% and receive annually a floating rate based on US SOFR Index, expiring August 2036
|
8/2026
|
4,060,000
|
38,910
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 3.795% and receive annually a floating rate based on US SOFR Index, expiring November 2034
|
10/2029
|
10,100,000
|
281,642
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.565% and receive annually a floating rate based on US SOFR Index, expiring September 2036
|
9/2026
|
88,000,000
|
1,657,380
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.53% and receive annually a floating rate based on US SOFR Index, expiring August 2034
|
8/2029
|
67,400,000
|
2,104,298
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 4.075% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/2030
|
12,620,000
|
332,418
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 3.753% and receive annually a floating rate based on US SOFR Index, expiring November 2034
|
10/2029
|
67,800,000
|
1,944,377
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.585% and receive annually a floating rate based on US SOFR Index, expiring May 2036
|
4/2026
|
12,340,000
|
100,950
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to pay annually a fixed rate of 3.964% and receive annually a floating rate based on US SOFR Index, expiring January 2037
|
1/2027
|
4,000,000
|
52,536
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.973% and receive annually a floating rate based on US SOFR Index, expiring February 2036
|
2/2031
|
32,300,000
|
1,021,221
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 4.2285% and receive annually a floating rate based on US SOFR Index, expiring January 2036
|
1/2031
|
8,000,000
|
216,099
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.887% and receive annually a floating rate based on US SOFR Index, expiring September 2035
|
9/2030
|
61,280,000
|
1,883,277
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 4.19% and receive annually a floating rate based on US SOFR Index, expiring January 2036
|
1/2031
|
23,140,000
|
636,176
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to pay annually a fixed rate of 3.996% and receive annually a floating rate based on US SOFR Index, expiring January 2037
|
1/2027
|
111,500,000
|
1,365,203
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.805% and receive annually a floating rate based on US SOFR Index, expiring November 2034
|
11/2029
|
13,900,000
|
387,299
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay a fixed rate of 4.211% and receive a floating rate based on United States Sofr Secured Overnight Finl Rate Indx, expiring January 2031
|
1/2031
|
7,000,000
|
190,358
|
|
TOTAL PUT SWAPTIONS
|
15,781,542
|
|||
Call Swaptions - 0.0%
|
||||
Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 4.19% and pay annually a floating rate based on US SOFR Index, expiring January 2036
|
1/2031
|
23,140,000
|
918,309
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.565% and pay annually a floating rate based on US SOFR Index, expiring September 2036
|
9/2026
|
88,000,000
|
1,651,869
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 3.964% and pay annually a floating rate based on US SOFR Index, expiring January 2037
|
1/2027
|
4,000,000
|
170,962
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.8% and pay annually a floating rate based on US SOFR Index, expiring August 2036
|
8/2026
|
87,870,000
|
2,547,815
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.585% and pay annually a floating rate based on US SOFR Index, expiring May 2036
|
4/2026
|
12,340,000
|
143,847
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.804% and pay annually a floating rate based on US SOFR Index, expiring August 2036
|
8/2026
|
4,060,000
|
120,893
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.03% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/2030
|
81,400,000
|
3,030,955
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.53% and pay annually a floating rate based on US SOFR Index, expiring August 2034
|
8/2029
|
67,400,000
|
1,748,870
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.887% and pay annually a floating rate based on US SOFR Index, expiring September 2035
|
9/2030
|
61,280,000
|
2,016,363
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 3.865% and pay annually a floating rate based on US SOFR Index, expiring July 2036
|
7/2026
|
19,800,000
|
628,913
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.805% and pay annually a floating rate based on US SOFR Index, expiring November 2034
|
11/2029
|
13,900,000
|
446,372
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 3.996% and pay annually a floating rate based on US SOFR Index, expiring January 2037
|
1/2027
|
111,500,000
|
4,967,854
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.973% and pay annually a floating rate based on US SOFR Index, expiring February 2036
|
2/2031
|
32,300,000
|
1,118,896
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 4.075% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/2030
|
12,620,000
|
484,972
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive a fixed rate of 4.211% and pay a floating rate based on United States Sofr Secured Overnight Finl Rate Indx, expiring January 2031
|
1/2031
|
7,000,000
|
281,648
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.855% and pay annually a floating rate based on US SOFR Index, expiring July 2036
|
7/2026
|
5,500,000
|
168,347
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 4.2285% and pay annually a floating rate based on US SOFR Index, expiring January 2036
|
1/2031
|
8,000,000
|
326,130
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 3.837% and pay annually a floating rate based on US SOFR Index, expiring July 2036
|
7/2026
|
64,790,000
|
1,975,027
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 3.753% and pay annually a floating rate based on US SOFR Index, expiring November 2034
|
10/2029
|
67,800,000
|
2,095,295
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 3.795% and pay annually a floating rate based on US SOFR Index, expiring November 2034
|
10/2029
|
10,100,000
|
321,550
|
|
TOTAL CALL SWAPTIONS
|
25,164,887
|
|||
TOTAL PURCHASED SWAPTIONS
(Cost $49,915,396)
|
40,946,429
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 111.2%
(Cost $105,066,657,753)
|
103,999,304,079
|
NET OTHER ASSETS (LIABILITIES) - (11.2)% (w)(x)
|
(10,362,071,422)
|
NET ASSETS - 100.0%
|
93,637,232,657
|
TBA Sale Commitments
|
||
Principal
Amount (a)
|
Value ($)
|
|
U.S. Government Agency - Mortgage Securities
|
||
Ginnie Mae II Pool 2% 3/1/2056
|
(410,025,000)
|
(347,303,435)
|
Ginnie Mae II Pool 2.5% 3/1/2056
|
(151,150,000)
|
(133,350,606)
|
Ginnie Mae II Pool 4% 3/1/2056
|
(20,000,000)
|
(19,236,718)
|
Ginnie Mae II Pool 4% 4/1/2056
|
(10,000,000)
|
(9,614,453)
|
Ginnie Mae II Pool 4.5% 3/1/2056
|
(4,800,000)
|
(4,741,896)
|
Ginnie Mae II Pool 4.5% 4/1/2056
|
(4,800,000)
|
(4,736,084)
|
Ginnie Mae II Pool 5% 3/1/2056
|
(35,075,000)
|
(35,198,310)
|
Ginnie Mae II Pool 5.5% 3/1/2056
|
(1,463,950,000)
|
(1,482,799,674)
|
Ginnie Mae II Pool 6% 3/1/2056
|
(991,800,000)
|
(1,011,919,060)
|
Ginnie Mae II Pool 6.5% 3/1/2056
|
(145,150,000)
|
(150,846,629)
|
Uniform Mortgage Backed Securities 2% 3/1/2056
|
(768,325,000)
|
(636,299,182)
|
Uniform Mortgage Backed Securities 2.5% 3/1/2056
|
(20,225,000)
|
(17,514,377)
|
Uniform Mortgage Backed Securities 2.5% 4/1/2056
|
(45,825,000)
|
(39,685,165)
|
Uniform Mortgage Backed Securities 3% 3/1/2056
|
(49,100,000)
|
(44,399,058)
|
Uniform Mortgage Backed Securities 3.5% 3/1/2056
|
(64,100,000)
|
(60,409,244)
|
Uniform Mortgage Backed Securities 3.5% 4/1/2056
|
(41,300,000)
|
(38,905,893)
|
Uniform Mortgage Backed Securities 4% 3/1/2056
|
(82,125,000)
|
(79,824,859)
|
Uniform Mortgage Backed Securities 4.5% 3/1/2056
|
(22,625,000)
|
(22,372,236)
|
Uniform Mortgage Backed Securities 4.5% 4/1/2056
|
(3,800,000)
|
(3,754,578)
|
Uniform Mortgage Backed Securities 5% 3/1/2041
|
(488,700,000)
|
(496,125,943)
|
Uniform Mortgage Backed Securities 5% 3/1/2056
|
(300,000)
|
(301,359)
|
Uniform Mortgage Backed Securities 5.5% 3/1/2056
|
(213,075,000)
|
(216,504,186)
|
Uniform Mortgage Backed Securities 6% 3/1/2056
|
(601,425,000)
|
(616,907,003)
|
Uniform Mortgage Backed Securities 6.5% 3/1/2056
|
(119,200,000)
|
(123,786,411)
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
|
(5,596,536,359)
|
|
TOTAL TBA SALE COMMITMENTS
(Proceeds $5,580,038,752)
|
(5,596,536,359)
|
|
Futures Contracts
|
||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
LONG
|
||||
Interest Rate Contracts
|
||||
ASX 10Y Australia Treasury Bond Contracts (Australia)
|
3
|
6/2026
|
235,617
|
(93)
|
ASX 10Y Australia Treasury Bond Contracts (Australia)
|
19
|
3/2026
|
1,495,087
|
11,832
|
CBOT 10Y US Treasury Notes Contracts (United States)
|
261
|
6/2026
|
29,696,906
|
219,711
|
CBOT 10Y Ultra US Treasury Notes Contracts (United States)
|
679
|
6/2026
|
79,241,422
|
720,280
|
CBOT 2Y US Treasury Notes Contracts (United States)
|
14,808
|
6/2026
|
3,098,342,625
|
4,205,624
|
CBOT 5Y US Treasury Notes Contracts (United States)
|
541
|
6/2026
|
59,573,398
|
353,185
|
CBOT US Treasury Long Bond Contracts (United States)
|
91
|
6/2026
|
10,774,969
|
105,428
|
CBOT US Treasury Ultra Bond Contracts (United States)
|
1,816
|
6/2026
|
220,757,500
|
2,193,706
|
Eurex Euro-Bobl Contracts (Germany)
|
6
|
3/2026
|
832,744
|
6,251
|
Eurex Euro-Bund Contracts (Germany)
|
11
|
3/2026
|
1,692,677
|
28,919
|
TMX 10Y Canadian Bond Contracts (Canada)
|
54
|
6/2026
|
4,862,989
|
16,525
|
TOTAL LONG
|
7,861,368
|
|||
SHORT
|
||||
Interest Rate Contracts
|
||||
CBOT 10Y US Treasury Notes Contracts (United States)
|
(532)
|
6/2026
|
(60,531,625)
|
(222,719)
|
CBOT 2Y US Treasury Notes Contracts (United States)
|
(21)
|
6/2026
|
(4,393,922)
|
(6,271)
|
ICE Long GILT Futures (United Kingdom)
|
(31)
|
6/2026
|
(3,913,683)
|
(56,881)
|
TOTAL SHORT
|
(285,871)
|
|||
TOTAL FUTURES CONTRACTS
|
7,575,497
|
|||
The notional amount of long futures as a percentage of Net Assets is 3.6%.
|
||||
The notional amount of short futures as a percentage of Net Assets is 0.1%.
|
||||
Forward Foreign Currency Contracts
|
||||||
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation/
(Depreciation) ($)
|
||
CAD
|
469,000
|
USD
|
343,992
|
BNP Paribas SA
|
3/2026
|
(163)
|
EUR
|
2,584,000
|
USD
|
3,052,867
|
Goldman Sachs Bank USA
|
3/2026
|
388
|
EUR
|
814,000
|
USD
|
962,419
|
JPMorgan Chase Bank NA
|
4/2026
|
1,926
|
EUR
|
686,000
|
USD
|
813,193
|
JPMorgan Chase Bank NA
|
4/2026
|
(490)
|
EUR
|
847,000
|
USD
|
1,002,828
|
Royal Bank of Canada
|
4/2026
|
612
|
GBP
|
103,000
|
USD
|
139,119
|
BNP Paribas SA
|
3/2026
|
(311)
|
GBP
|
1,798,000
|
USD
|
2,428,362
|
JPMorgan Chase Bank NA
|
4/2026
|
(4,863)
|
USD
|
2,314,945
|
AUD
|
3,322,000
|
JPMorgan Chase Bank NA
|
4/2026
|
(48,566)
|
USD
|
592,464
|
CAD
|
806,000
|
BNP Paribas SA
|
4/2026
|
219
|
USD
|
6,253,413
|
CAD
|
8,475,000
|
Bank of America NA
|
4/2026
|
26,020
|
USD
|
162,947,187
|
EUR
|
135,674,000
|
BNP Paribas SA
|
4/2026
|
2,214,336
|
USD
|
337,659
|
EUR
|
285,000
|
BNP Paribas SA
|
4/2026
|
19
|
USD
|
3,707,097
|
EUR
|
3,130,000
|
Goldman Sachs Bank USA
|
4/2026
|
(1,011)
|
USD
|
497,740
|
EUR
|
421,000
|
JPMorgan Chase Bank NA
|
4/2026
|
(1,018)
|
USD
|
857,899
|
EUR
|
719,000
|
JPMorgan Chase Bank NA
|
4/2026
|
6,100
|
USD
|
561,994
|
EUR
|
474,000
|
JPMorgan Chase Bank NA
|
4/2026
|
447
|
USD
|
546,722
|
GBP
|
404,000
|
BNP Paribas SA
|
4/2026
|
2,177
|
USD
|
139,141
|
GBP
|
103,000
|
BNP Paribas SA
|
4/2026
|
308
|
USD
|
1,501,874
|
GBP
|
1,102,000
|
Citibank NA
|
4/2026
|
16,504
|
USD
|
39,601,243
|
GBP
|
28,776,000
|
Goldman Sachs Bank USA
|
4/2026
|
814,479
|
USD
|
182,845
|
GBP
|
136,000
|
JPMorgan Chase Bank NA
|
4/2026
|
(467)
|
USD
|
1,800,958
|
GBP
|
1,319,000
|
JPMorgan Chase Bank NA
|
4/2026
|
23,096
|
USD
|
19,229,289
|
JPY
|
2,923,400,000
|
Royal Bank of Canada
|
4/2026
|
419,605
|
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
|
3,469,347
|
|||||
Unrealized Appreciation
|
3,526,236
|
|||||
Unrealized Depreciation
|
(56,889)
|
|||||
Credit Default Swaps
|
||||||||||
Underlying Reference
|
Rating(2)
|
Maturity
Date
|
Clearinghouse /
Counterparty
|
Fixed
Payment
Received/
(Paid)
|
Payment
Frequency
|
Notional
Amount(3)(1)
|
Value ($)(2)
|
Upfront
Premium
Received/
(Paid) ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Buy Protection
|
||||||||||
CMBX AAA Series 13 Index
|
12/2072
|
Morgan Stanley Capital Services LLC
|
(0.5%)
|
Monthly
|
19,040,000
|
(71,564)
|
(293,564)
|
(365,128)
|
||
CMBX AAA Series 13 Index
|
12/2072
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
6,830,000
|
(25,671)
|
(87,302)
|
(112,973)
|
||
CMBX AAA Series 13 Index
|
12/2072
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
2,780,000
|
(10,449)
|
(24,024)
|
(34,473)
|
||
CMBX AAA Series 13 Index
|
12/2072
|
Morgan Stanley Capital Services LLC
|
(0.5%)
|
Monthly
|
17,700,000
|
(66,527)
|
(113,758)
|
(180,285)
|
||
CMBX AAA Series 13 Index
|
12/2072
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
16,080,000
|
(60,438)
|
(166,467)
|
(226,905)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
1,370,000
|
229,343
|
(331,839)
|
(102,496)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
250,000
|
41,851
|
(62,950)
|
(21,099)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
1,080,000
|
180,796
|
(295,683)
|
(114,887)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
120,000
|
20,088
|
(33,188)
|
(13,100)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,430,000
|
239,387
|
(412,721)
|
(173,334)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
240,000
|
40,177
|
(65,677)
|
(25,500)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
1,146,000
|
191,844
|
(271,324)
|
(79,480)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
220,000
|
36,829
|
(52,344)
|
(15,515)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
876,000
|
146,645
|
(195,699)
|
(49,054)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
580,000
|
97,094
|
(142,213)
|
(45,119)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,100,000
|
184,144
|
(289,594)
|
(105,450)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
450,000
|
75,332
|
(99,182)
|
(23,850)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
700,000
|
117,182
|
(112,946)
|
4,236
|
||
CMBX BBB Series 15 Index
|
11/2064
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,700,000
|
256,932
|
(250,124)
|
6,808
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
2,400,000
|
192,933
|
(94,381)
|
98,552
|
||
CMBX AAA Series 18 Index
|
12/2057
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
16,800,000
|
(21,139)
|
8,424
|
(12,715)
|
||
CMBX AAA Series 18 Index
|
12/2057
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
2,400,000
|
(3,020)
|
1,337
|
(1,683)
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
2,000,000
|
160,778
|
(74,861)
|
85,917
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
2,500,000
|
200,972
|
(93,576)
|
107,396
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
100,000
|
8,039
|
(3,851)
|
4,188
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
700,000
|
56,272
|
(26,555)
|
29,717
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
2,800,000
|
225,089
|
(106,223)
|
118,866
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
400,000
|
32,156
|
(14,257)
|
17,899
|
||
CMBX BB Series 18 Index
|
12/2057
|
JPMorgan Securities LLC
|
(5%)
|
Monthly
|
300,000
|
48,077
|
(19,570)
|
28,507
|
||
CMBX BB Series 18 Index
|
12/2057
|
JPMorgan Securities LLC
|
(5%)
|
Monthly
|
600,000
|
96,153
|
(41,902)
|
54,251
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
2,000,000
|
160,778
|
(97,129)
|
63,649
|
||
CMBX BBB Series 15 Index
|
11/2064
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,800,000
|
272,046
|
(283,319)
|
(11,273)
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
3,300,000
|
265,283
|
(345,257)
|
(79,974)
|
||
CMBX BB Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(5%)
|
Monthly
|
2,800,000
|
448,715
|
(408,978)
|
39,737
|
||
CMBX BB Series 18 Index
|
12/2057
|
Morgan Stanley Capital Services LLC
|
(5%)
|
Monthly
|
1,150,000
|
184,294
|
(165,858)
|
18,436
|
||
CMBX BB Series 18 Index
|
12/2057
|
Morgan Stanley Capital Services LLC
|
(5%)
|
Monthly
|
2,100,000
|
336,536
|
(297,032)
|
39,504
|
||
CMBX AAA Series 18 Index
|
12/2057
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
5,200,000
|
(6,543)
|
(9,506)
|
(16,049)
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
4,300,000
|
345,672
|
(314,199)
|
31,473
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
3,300,000
|
265,283
|
(233,650)
|
31,633
|
||
Aviva PLC 6.125% 11/14/2036
|
12/2030
|
Citibank NA
|
(1%)
|
Quarterly
|
EUR
|
2,100,000
|
2,009
|
548
|
2,557
|
|
Commerzbank AG 4% 12/5/2030
|
12/2030
|
JPMorgan Chase Bank NA
|
(1%)
|
Quarterly
|
EUR
|
1,750,000
|
9,082
|
(19,929)
|
(10,847)
|
|
Heidelberg Materials AG 3.75% 5/31/2032
|
12/2030
|
JPMorgan Chase Bank NA
|
(5%)
|
Quarterly
|
EUR
|
2,130,000
|
(518,892)
|
473,301
|
(45,591)
|
|
Allianz SE 2.121% 7/8/2050
|
12/2030
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
2,700,000
|
(24,780)
|
29,016
|
4,236
|
|
CMBX AAA Series 16 Index
|
4/2065
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
999
|
5
|
(9)
|
(4)
|
||
UniCredit SpA 5.375% 4/16/2034
|
12/2030
|
Goldman Sachs Bank USA
|
(1%)
|
Quarterly
|
EUR
|
1,900,000
|
(9,811)
|
(11,320)
|
(21,131)
|
|
Societe Generale SA 5.25% 9/6/2032
|
12/2030
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
1,650,000
|
(1,926)
|
(21,701)
|
(23,627)
|
|
CMBX AAA Series 16 Index
|
4/2065
|
Goldman Sachs & Co LLC
|
(0.5%)
|
Monthly
|
6,091,624
|
32,475
|
(57,119)
|
(24,644)
|
||
CMBX AAA Series 18 Index
|
12/2057
|
Morgan Stanley Capital Services LLC
|
(0.5%)
|
Monthly
|
22,500,000
|
(28,312)
|
3,809
|
(24,503)
|
||
Deutsche Bank AG 5.625% 5/19/2031
|
12/2030
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
1,600,000
|
15,045
|
(26,486)
|
(11,441)
|
|
Generali 4.125% 5/4/2026
|
12/2030
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
2,150,000
|
(8,234)
|
5,627
|
(2,607)
|
|
Intesa Sanpaolo SpA 6.184% 2/20/2034
|
12/2030
|
JPMorgan Chase Bank NA
|
(1%)
|
Quarterly
|
EUR
|
1,800,000
|
(14,590)
|
3,768
|
(10,822)
|
|
BMW Finance NV 0.75% 7/13/2026
|
12/2030
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
3,550,000
|
(109,183)
|
82,287
|
(26,896)
|
|
CMBX BBB- Series 18 Index
|
12/2057
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
1,700,000
|
136,661
|
(137,913)
|
(1,252)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
800,000
|
133,923
|
(135,649)
|
(1,726)
|
||
CMBX AAA Series 16 Index
|
4/2065
|
Morgan Stanley Capital Services LLC
|
(0.5%)
|
Monthly
|
5,792,036
|
30,878
|
(50,654)
|
(19,776)
|
||
CMBX AAA Series 18 Index
|
12/2057
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
9,500,000
|
(11,954)
|
30,127
|
18,173
|
||
CMBX AAA Series 16 Index
|
4/2065
|
JPMorgan Securities LLC
|
(0.5%)
|
Monthly
|
5,392,586
|
28,748
|
(8,377)
|
20,371
|
||
CMBX AAA Series 18 Index
|
12/2057
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
32,100,000
|
(40,391)
|
100,769
|
60,378
|
||
CMBX AAA Series 16 Index
|
4/2065
|
JPMorgan Securities LLC
|
(0.5%)
|
Monthly
|
11,983,524
|
63,885
|
(17,618)
|
46,267
|
||
BMW Finance NV 0.75% 7/13/2026
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
880,000
|
(25,730)
|
25,024
|
(706)
|
|
Generali 4.125% 5/4/2026
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
410,000
|
1,387
|
953
|
2,340
|
|
Deutsche Bank AG 5.625% 5/19/2031
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
410,000
|
7,685
|
(5,196)
|
2,489
|
|
Intesa Sanpaolo SpA 6.184% 2/20/2034
|
6/2031
|
JPMorgan Chase Bank NA
|
(1%)
|
Quarterly
|
EUR
|
760,000
|
(602)
|
1,324
|
722
|
|
UniCredit SpA 5.375% 4/16/2034
|
6/2031
|
Goldman Sachs Bank USA
|
(1%)
|
Quarterly
|
EUR
|
410,000
|
1,137
|
(1,188)
|
(51)
|
|
Societe Generale SA 5.25% 9/6/2032
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
615,000
|
4,200
|
(2,137)
|
2,063
|
|
Commerzbank AG 4% 1/21/2038
|
6/2031
|
Citibank NA
|
(1%)
|
Quarterly
|
EUR
|
410,000
|
5,815
|
(2,844)
|
2,971
|
|
Aviva PLC 6.125% 11/14/2036
|
6/2031
|
Citibank NA
|
(1%)
|
Quarterly
|
EUR
|
380,000
|
3,119
|
110
|
3,229
|
|
Allianz SE 3.099% 7/6/2047
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
290,000
|
(1,246)
|
3,559
|
2,313
|
|
Heidelberg Materials AG 3.75% 5/31/2032
|
6/2031
|
BNP Paribas SA
|
(5%)
|
Quarterly
|
EUR
|
480,000
|
(124,426)
|
121,096
|
(3,330)
|
|
CMBX AAA Series 18 Index
|
12/2057
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
27,500,000
|
(34,603)
|
68,666
|
34,063
|
||
CMBX AAA Series 15 Index
|
11/2064
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
0
|
0
|
1
|
1
|
||
CMBX AAA Series 19 Index
|
12/2058
|
Morgan Stanley Capital Services LLC
|
(0.5%)
|
Monthly
|
45,400,000
|
19,286
|
58,229
|
77,515
|
||
CMBX BBB- Series 19 Index
|
12/2058
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
600,000
|
48,228
|
(42,919)
|
5,309
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
1,200,000
|
96,467
|
(91,313)
|
5,154
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
2,350,000
|
188,914
|
(178,821)
|
10,093
|
||
CMBX BBB- Series 19 Index
|
12/2058
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
2,000,000
|
160,761
|
(151,875)
|
8,886
|
||
TOTAL BUY PROTECTION
|
4,926,399
|
(5,875,796)
|
(949,397)
|
|||||||
Sell Protection
|
||||||||||
CMBX AAA Series 13 Index
|
NR
|
12/2072
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
29,580,000
|
111,179
|
646,216
|
757,395
|
|
CMBX AAA Series 13 Index
|
NR
|
12/2072
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
32,850,000
|
123,470
|
738,042
|
861,512
|
|
CMBX AAA Series 15 Index
|
NR
|
11/2064
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
5,642,242
|
(2,408)
|
144,185
|
141,777
|
|
CMBX AAA Series 12 Index
|
NR
|
8/2061
|
JPMorgan Securities LLC
|
0.5%
|
Monthly
|
2,000,000
|
6,907
|
8,298
|
15,205
|
|
CMBX AAA Series 15 Index
|
NR
|
11/2064
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
10,405,693
|
(4,441)
|
99,653
|
95,212
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
5,400,000
|
(63,438)
|
116,263
|
52,825
|
|
CMBX AAA Series 15 Index
|
NR
|
11/2064
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
7,439,771
|
(3,175)
|
97,630
|
94,455
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
23,400,000
|
(274,896)
|
561,039
|
286,143
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
1,300,000
|
(15,272)
|
31,147
|
15,875
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
700,000
|
(8,223)
|
13,961
|
5,738
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
6,000,000
|
(70,486)
|
121,047
|
50,561
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
11,200,000
|
(131,574)
|
186,080
|
54,506
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
500,000
|
(5,874)
|
7,846
|
1,972
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
700,000
|
(8,223)
|
10,774
|
2,551
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
7,050,000
|
(82,821)
|
108,508
|
25,687
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
100,000
|
(1,175)
|
1,314
|
139
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
22,300,000
|
(261,974)
|
341,576
|
79,602
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
4,300,000
|
(50,515)
|
78,646
|
28,131
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
1,400,000
|
(16,447)
|
24,879
|
8,432
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
11,300,000
|
(132,749)
|
273,024
|
140,275
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
7,100,000
|
(83,409)
|
189,277
|
105,868
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
3,000,000
|
(35,243)
|
90,087
|
54,844
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
2,900,000
|
(34,068)
|
48,848
|
14,780
|
|
CMBX AAA Series 16 Index
|
NR
|
4/2065
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
999
|
(5)
|
12
|
7
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
8,200,000
|
(96,331)
|
138,222
|
41,891
|
|
CMBX BBB- Series 17 Index
|
NR
|
12/2056
|
JPMorgan Securities LLC
|
3%
|
Monthly
|
2,800,000
|
(372,492)
|
354,883
|
(17,609)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
50,000,000
|
(587,385)
|
671,790
|
84,405
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
4,100,000
|
(48,166)
|
52,717
|
4,551
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
3,400,000
|
(39,942)
|
38,102
|
(1,840)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
6,500,000
|
(76,360)
|
73,581
|
(2,779)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
10,000,000
|
(117,477)
|
109,826
|
(7,651)
|
|
CMBX BB Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
5%
|
Monthly
|
2,500,000
|
(508,237)
|
491,043
|
(17,194)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
JPMorgan Securities LLC
|
0.5%
|
Monthly
|
3,000,000
|
(35,243)
|
32,826
|
(2,417)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
3,000,000
|
(35,243)
|
32,554
|
(2,689)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
9,000,000
|
(105,729)
|
95,669
|
(10,060)
|
|
CMBX BBB- Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
3%
|
Monthly
|
4,500,000
|
(598,648)
|
559,961
|
(38,687)
|
|
CMBX AAA Series 15 Index
|
NR
|
11/2064
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
1,497,940
|
(639)
|
(1,778)
|
(2,417)
|
|
CMBX BBB Series 15 Index
|
NR
|
11/2064
|
Goldman Sachs & Co LLC
|
3%
|
Monthly
|
3,200,000
|
(483,637)
|
442,529
|
(41,108)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
7,900,000
|
(92,807)
|
72,292
|
(20,515)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
7,000,000
|
(82,234)
|
52,773
|
(29,461)
|
|
CMBX BBB- Series 16 Index
|
NR
|
4/2065
|
Citigroup Global Markets Ltd
|
3%
|
Monthly
|
1,500,000
|
(251,105)
|
227,177
|
(23,928)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
6,100,000
|
(71,661)
|
46,523
|
(25,138)
|
|
CMBX BBB- Series 16 Index
|
NR
|
4/2065
|
Morgan Stanley Capital Services LLC
|
3%
|
Monthly
|
1,110,000
|
(185,818)
|
166,751
|
(19,067)
|
|
CMBX BB Series 15 Index
|
NR
|
11/2064
|
Morgan Stanley Capital Services LLC
|
5%
|
Monthly
|
3,000,000
|
(749,792)
|
696,171
|
(53,621)
|
|
CMBX BB Series 15 Index
|
NR
|
11/2064
|
Goldman Sachs & Co LLC
|
5%
|
Monthly
|
2,900,000
|
(724,799)
|
700,200
|
(24,599)
|
|
CMBX AS Series 16 Index
|
NR
|
4/2065
|
Goldman Sachs & Co LLC
|
1%
|
Monthly
|
10,000,000
|
25,260
|
(6)
|
25,254
|
|
CMBX BBB- Series 16 Index
|
NR
|
4/2065
|
Citigroup Global Markets Ltd
|
3%
|
Monthly
|
5,000,000
|
(837,017)
|
770,796
|
(66,221)
|
|
CMBX AAA Series 16 Index
|
NR
|
4/2065
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
9,986,270
|
(53,238)
|
21,394
|
(31,844)
|
|
CMBX BBB- Series 16 Index
|
NR
|
4/2065
|
Morgan Stanley Capital Services LLC
|
3%
|
Monthly
|
1,500,000
|
(251,105)
|
232,425
|
(18,680)
|
|
CMBX AS Series 15 Index
|
NR
|
11/2064
|
Goldman Sachs & Co LLC
|
1%
|
Monthly
|
5,000,000
|
20,701
|
(11,709)
|
8,992
|
|
CMBX AS Series 16 Index
|
NR
|
4/2065
|
Goldman Sachs & Co LLC
|
1%
|
Monthly
|
5,000,000
|
12,630
|
(7,951)
|
4,679
|
|
CMBX AS Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
1%
|
Monthly
|
5,000,000
|
(4,915)
|
9,054
|
4,139
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
10,000,000
|
(117,477)
|
90,306
|
(27,171)
|
|
CMBX AS Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
1%
|
Monthly
|
7,000,000
|
(6,880)
|
(8,458)
|
(15,338)
|
|
CMBX BB Series 15 Index
|
NR
|
11/2064
|
Goldman Sachs & Co LLC
|
5%
|
Monthly
|
5,000,000
|
(1,249,653)
|
1,237,150
|
(12,503)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
25,000,000
|
(293,693)
|
260,137
|
(33,556)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
5,400,000
|
(63,438)
|
56,190
|
(7,248)
|
|
CMBX AAA Series 15 Index
|
NR
|
11/2064
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
1,997,254
|
(852)
|
92
|
(760)
|
|
CMBX BB Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
5%
|
Monthly
|
6,000,000
|
(1,219,769)
|
1,188,750
|
(31,019)
|
|
CMBX AS Series 15 Index
|
NR
|
11/2064
|
Citigroup Global Markets Ltd
|
1%
|
Monthly
|
10,000,000
|
46,787
|
(46,231)
|
556
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
3,000,000
|
(36,128)
|
36,211
|
83
|
|
TOTAL SELL PROTECTION
|
(10,337,392)
|
12,820,314
|
2,482,922
|
|||||||
TOTAL CREDIT DEFAULT SWAPS
|
(5,410,993)
|
6,944,518
|
1,533,525
|
|||||||
Interest Rate Swaps
|
||||||||||
Payment Received
|
Payment
Frequency
|
Payment Paid
|
Payment
Frequency
|
Clearinghouse /
Counterparty(1)
|
Maturity
Date
|
Notional
Amount(3)
|
Value ($)
|
Upfront
Premium
Received/
(Paid) ($)(2)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
U.S. SOFR Index(4)
|
Annual
|
3.5%
|
Annual
|
LCH
|
3/2028
|
2,387,418,000
|
(5,928,343)
|
0
|
(5,928,343)
|
|
4%
|
Annual
|
U.S. SOFR Index(4)
|
Annual
|
LCH
|
3/2056
|
43,494,000
|
2,056,061
|
0
|
2,056,061
|
|
U.S. SOFR Index(4)
|
Annual
|
4%
|
Annual
|
LCH
|
3/2038
|
106,000
|
(2,384)
|
0
|
(2,384)
|
|
U.S. SOFR Index(4)
|
Annual
|
4%
|
Annual
|
LCH
|
3/2035
|
105,000
|
(1,914)
|
0
|
(1,914)
|
|
U.S. SOFR Index(4)
|
Annual
|
3.75%
|
Annual
|
LCH
|
3/2033
|
30,290,000
|
(40,812)
|
0
|
(40,812)
|
|
U.S. SOFR Index(4)
|
Annual
|
3.5%
|
Annual
|
LCH
|
3/2030
|
598,961,000
|
(2,884,224)
|
0
|
(2,884,224)
|
|
U.S. SOFR Index(4)
|
Annual
|
3.5%
|
Annual
|
LCH
|
3/2029
|
1,258,028,000
|
(7,568,286)
|
0
|
(7,568,286)
|
|
3.5%
|
Annual
|
U.S. SOFR Index(4)
|
Annual
|
LCH
|
3/2027
|
106,000
|
8
|
0
|
8
|
|
U.S. SOFR Index(4)
|
Annual
|
4%
|
Annual
|
LCH
|
3/2041
|
104,000
|
(2,665)
|
0
|
(2,665)
|
|
TOTAL INTEREST RATE SWAPS
|
(14,372,559)
|
0
|
(14,372,559)
|
|||||||
AUD
|
-
|
Australian Dollar
|
CAD
|
-
|
Canadian Dollar
|
EUR
|
-
|
European Monetary Unit (Euro)
|
GBP
|
-
|
British Pound Sterling
|
JPY
|
-
|
Japanese Yen
|
USD
|
-
|
United States Dollar
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(c)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(d)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(e)
|
Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $75,249,488.
|
(f)
|
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $35,155,469.
|
(g)
|
Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $16,011,746.
|
(h)
|
Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $1,215,373.
|
(i)
|
Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.
|
(j)
|
Level 3 security.
|
(k)
|
Non-income producing - Security is in default.
|
(l)
|
A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.
|
(m)
|
Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $191,919,629 or 0.2% of net assets.
|
(n)
|
Zero coupon bond which is issued at a discount.
|
(o)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $8,183,136,691 or 8.7% of net assets.
|
(p)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(q)
|
Represents an investment in an underlying pool of reverse mortgages which typically do not require regular principal and interest payments as repayment is deferred until a maturity event.
|
(r)
|
Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.
|
(s)
|
Principal Only Strips represent the right to receive the monthly principal payments.
|
(t)
|
Non-income producing.
|
(u)
|
Security is perpetual in nature with no stated maturity date.
|
(v)
|
Affiliated fund.
|
(w)
|
Includes $2,644,800 of cash collateral to cover margin requirements for futures contracts.
|
(x)
|
Includes $1,629,968 of cash collateral segregated to cover margin requirements for centrally cleared swaps.
|
(y)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(z)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(Aa)
|
The rate quoted is the annualized seven-day yield of the fund at period end.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
1,524,758,696
|
9,368,360,135
|
9,766,631,816
|
36,811,200
|
22,511
|
-
|
1,126,509,526
|
1,126,284,269
|
1.8%
|
Fidelity Securities Lending Cash Central Fund
|
-
|
785,488,355
|
785,486,650
|
18,375
|
(1,705)
|
-
|
-
|
-
|
0.0%
|
Total
|
1,524,758,696
|
10,153,848,490
|
10,552,118,466
|
36,829,575
|
20,806
|
-
|
1,126,509,526
|
||
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
Fidelity Advisor Floating Rate High Income Fund Class Z
|
1,073,870,624
|
498,263,138
|
-
|
73,251,772
|
-
|
(33,632,062)
|
1,538,501,700
|
172,091,913
|
Fidelity Investments Money Market Government Portfolio - Institutional Class
|
713,198,600
|
9,219,461,843
|
8,701,138,809
|
29,225,013
|
-
|
-
|
1,231,521,634
|
1,231,521,634
|
Fidelity New Markets Income Fund Class Z
|
1,252,117,564
|
641,994,957
|
-
|
66,979,463
|
-
|
169,839,713
|
2,063,952,234
|
146,691,701
|
Fidelity Real Estate Income Fund Class Z
|
1,390,043,301
|
461,871,791
|
-
|
61,871,790
|
-
|
66,193,872
|
1,918,108,964
|
153,203,591
|
Fidelity SAI Enhanced Core Bond Fund
|
949,992,434
|
1,302,745,117
|
50,000,000
|
52,733,757
|
(194,930)
|
48,079,652
|
2,250,622,273
|
220,002,177
|
Fidelity SAI High Income Fund
|
303,057,509
|
349,804,401
|
-
|
24,796,177
|
-
|
17,551,462
|
670,413,372
|
70,273,938
|
Fidelity SAI Inflation-Protected Bond Index Fund
|
393,317,240
|
220,615,285
|
-
|
20,615,284
|
-
|
6,241,466
|
620,173,991
|
60,504,780
|
Fidelity SAI Intermediate Treasury Bond Index Fund
|
3,228,169,963
|
900,977,109
|
-
|
100,958,664
|
-
|
128,118,024
|
4,257,265,096
|
422,767,140
|
Fidelity SAI International Credit Fund
|
1,327,258,977
|
734,609,297
|
-
|
59,609,297
|
-
|
44,644,960
|
2,106,513,234
|
192,727,652
|
Fidelity SAI Long-Term Treasury Bond Index Fund
|
2,222,866,450
|
246,245,799
|
-
|
71,239,381
|
-
|
132,346,171
|
2,601,458,420
|
372,701,779
|
Fidelity SAI Municipal Income Fund
|
77,338,879
|
104,192,778
|
-
|
4,191,377
|
-
|
8,145,370
|
189,677,027
|
18,798,516
|
Fidelity SAI Short-Term Bond Fund
|
500,517,008
|
120,698,008
|
-
|
20,697,808
|
-
|
2,114,568
|
623,329,584
|
63,800,367
|
Fidelity SAI Short-Term Treasury Bond Index Fund
|
231,217,323
|
133,473,450
|
75,000,000
|
8,473,472
|
711,643
|
3,809,410
|
294,211,826
|
28,986,387
|
Fidelity SAI Total Bond Fund
|
17,173,076,332
|
1,886,742,107
|
-
|
636,715,453
|
-
|
605,838,820
|
19,665,657,259
|
2,121,430,125
|
Fidelity SAI U.S. Treasury Bond Index Fund
|
5,412,977,406
|
208,997,097
|
75,000,000
|
158,996,272
|
(6,959,614)
|
145,704,428
|
5,685,719,317
|
633,153,599
|
Fidelity Sustainability Bond Index Fund
|
24,251,662
|
738,504
|
-
|
738,587
|
-
|
825,989
|
25,816,155
|
2,711,781
|
Fidelity U.S. Bond Index Fund
|
727,788,008
|
1,188,210,007
|
354,595,626
|
38,209,802
|
306,451
|
48,734,955
|
1,610,443,795
|
150,649,560
|
37,001,059,280
|
18,219,640,688
|
9,255,734,435
|
1,429,303,369
|
(6,136,450)
|
1,394,556,798
|
47,353,385,881
|