Fidelity Managed Retirement Income Fund (FIRMX)
Filed: 27 Jan 25, 3:03pm
Asset-Backed Securities - 7.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
BAILIWICK OF JERSEY - 0.7%
|
|||
Aimco Clo 22 Ltd / Aimco Clo 22 LLC Series 2024-22A Class A, CME Term SOFR 3 month Index + 1.5%, 6.1174% 4/19/2037 (b)(c)(d)
|
4,549,000
|
4,578,860
|
|
Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 6.4761% 10/20/2037 (b)(c)(d)
|
3,992,000
|
4,009,309
|
|
Cedar Funding Series 2024-18A Class A, CME Term SOFR 3 month Index + 1.55%, 6.1763% 4/23/2037 (b)(c)(d)
|
7,100,000
|
7,151,489
|
|
Dryden 108 Clo Ltd / Dryden 108 Clo LLC Series 2024-108A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.9924% 7/18/2037 (b)(c)(d)
|
5,608,000
|
5,632,944
|
|
Golub Cap Partners Clo 76 B Ltd Series 2024-76A Class E, CME Term SOFR 3 month Index + 5.75%, 10.4919% 10/25/2037 (b)(c)(d)
|
175,000
|
176,101
|
|
Invesco US CLO Ltd Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.51%, 6.8292% 7/20/2037 (b)(c)(d)
|
2,253,000
|
2,265,716
|
|
Midocean Credit Clo Xv Ltd Series 2024-15A Class E, CME Term SOFR 3 month Index + 6.25%, 10.8674% 7/21/2037 (b)(c)(d)
|
250,000
|
251,379
|
|
Peebles Park CLO Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.5%, 6.1174% 4/21/2037 (b)(c)(d)
|
18,000,000
|
18,118,729
|
|
TOTAL BAILIWICK OF JERSEY
|
42,184,527
|
||
BERMUDA - 0.2%
|
|||
RRAM Series 2023-24A Class A1AR, CME Term SOFR 3 month Index + 1.73%, 6.3859% 1/15/2036 (b)(c)(d)
|
7,000,000
|
7,000,000
|
|
RRAM Series 2024-24A Class A1A2, CME Term SOFR 3 month Index + 1.31%, 0% 1/15/2037 (b)(c)(d)
|
7,000,000
|
7,000,000
|
|
TOTAL BERMUDA
|
14,000,000
|
||
CANADA - 0.0%
|
|||
Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (d)
|
515,119
|
522,238
|
|
Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (d)
|
1,198,091
|
1,209,761
|
|
TOTAL CANADA
|
1,731,999
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 3.3%
|
|||
Agl Clo 5 Ltd Series 2024-5A Class ERR, CME Term SOFR 3 month Index + 6.0884%, 10.9674% 7/20/2034 (b)(c)(d)
|
100,000
|
100,131
|
|
Aimco CDO Series 2024-10A Class ARR, CME Term SOFR 3 month Index + 1.41%, 6.0416% 7/22/2037 (b)(c)(d)
|
1,558,000
|
1,563,275
|
|
Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.9875% 7/17/2037 (b)(c)(d)
|
3,208,000
|
3,215,693
|
|
Aimco Clo 14 Ltd / Aimco Clo 14 LLC Series 2021-14A Class A, CME Term SOFR 3 month Index + 1.2516%, 5.869% 4/20/2034 (b)(c)(d)
|
2,222,000
|
2,224,313
|
|
AIMCO CLO Series 2024-BA Class ARR, CME Term SOFR 3 month Index + 1.5%, 6.1473% 4/16/2037 (b)(c)(d)
|
2,803,000
|
2,820,449
|
|
Allegro Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.4016%, 6.019% 7/20/2034 (b)(c)(d)
|
992,000
|
993,648
|
|
Allegro Clo Xii Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.44%, 6.7236% 7/21/2037 (b)(c)(d)
|
4,615,000
|
4,632,071
|
|
Ammc Clo 24 Ltd Series 2024-24A Class ER, CME Term SOFR 3 month Index + 6.5%, 11.0602% 1/20/2035 (b)(c)(d)
|
150,000
|
150,000
|
|
Ares LIV CLO Ltd Series 2024-54A Class AR, CME Term SOFR 3 month Index + 1.27%, 5.9259% 10/15/2032 (b)(c)(d)
|
3,193,000
|
3,197,461
|
|
Ares Lix Clo Ltd Series 2021-59A Class A, CME Term SOFR 3 month Index + 1.2916%, 5.9175% 4/25/2034 (b)(c)(d)
|
657,000
|
657,953
|
|
Ares Loan Funding VII Ltd Series 2024-ALF7A Class E, CME Term SOFR 3 month Index + 6.25%, 10.7901% 10/22/2037 (b)(c)(d)
|
100,000
|
100,809
|
|
Ares Lv Clo Ltd Series 2024-55A Class A1R2, CME Term SOFR 3 month Index + 1.37%, 6.0259% 10/15/2037 (b)(c)(d)
|
923,000
|
927,255
|
|
Ares Lviii Clo Ltd / Ares Lviii Clo LLC Series 2022-58A Class AR, CME Term SOFR 3 month Index + 1.33%, 5.9859% 1/15/2035 (b)(c)(d)
|
1,808,000
|
1,810,679
|
|
Ares XLI Clo Ltd Series 2021-41A Class AR2, CME Term SOFR 3 month Index + 1.3316%, 5.9875% 4/15/2034 (b)(c)(d)
|
3,233,000
|
3,238,538
|
|
Babson CLO Ltd/Cayman Islands Series 2021-1A Class AR, CME Term SOFR 3 month Index + 1.4116%, 6.0675% 10/15/2036 (b)(c)(d)
|
860,000
|
861,310
|
|
Barings Clo Ltd Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.75%, 6.3674% 1/20/2037 (b)(c)(d)
|
2,868,000
|
2,887,109
|
|
Barings Clo Ltd Series 2024-4A Class AR, 6.4518% 10/20/2037 (c)(d)
|
2,246,000
|
2,255,312
|
|
Barings Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.2816%, 5.9075% 4/25/2034 (b)(c)(d)
|
1,437,000
|
1,438,677
|
|
Bbam US Clo IV Ltd Series 2024-4A Class D, CME Term SOFR 3 month Index + 6.25%, 11.5729% 7/15/2039 (b)(c)(d)
|
250,000
|
252,003
|
|
Beechwood Park Clo Ltd Series 2022-1A Class A1R, CME Term SOFR 3 month Index + 1.3%, 5.9475% 1/17/2035 (b)(c)(d)
|
1,857,000
|
1,861,321
|
|
Birch Grove Clo 4 Ltd Series 2024-4A Class ER, CME Term SOFR 3 month Index + 6.5%, 11.1559% 7/15/2037 (b)(c)(d)
|
250,000
|
251,441
|
|
Birch Grove Clo 5 LLC Series 2024-5A Class ER, CME Term SOFR 3 month Index + 6.75%, 11.3674% 10/20/2037 (b)(c)(d)
|
100,000
|
101,426
|
|
Bristol Park CLO LTD Series 2020-1A Class AR, CME Term SOFR 3 month Index + 1.2516%, 5.9075% 4/15/2029 (b)(c)(d)
|
133,605
|
133,724
|
|
Carlyle US CLO Ltd Series 2024-11A Class A1R, CME Term SOFR 3 month Index + 1.41%, 6.0359% 7/25/2037 (b)(c)(d)
|
3,813,000
|
3,828,454
|
|
Carlyle US Clo Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 10.2067% 10/25/2037 (b)(c)(d)
|
150,000
|
149,991
|
|
Cedar Fdg Xii Clo Ltd / Cedar Fdg Xii Clo LLC Series 2021-12A Class A1R, CME Term SOFR 3 month Index + 1.3916%, 6.0175% 10/25/2034 (b)(c)(d)
|
838,000
|
839,239
|
|
Cedar Fdg Xvii Clo Ltd Series 2023-17A Class A, CME Term SOFR 3 month Index + 1.85%, 6.4674% 7/20/2036 (b)(c)(d)
|
1,424,000
|
1,429,497
|
|
Cedar Funding Ltd Series 2024-10A Class AR2, CME Term SOFR 3 month Index + 1.36%, 5.9069% 10/20/2037 (b)(c)(d)
|
11,690,000
|
11,690,000
|
|
CEDF Series 2021-6A Class ARR, CME Term SOFR 3 month Index + 1.3116%, 5.929% 4/20/2034 (b)(c)(d)
|
1,199,000
|
1,200,247
|
|
Columbia Cent Clo 29 Ltd / Columbia Cent Clo 29 Corp Series 2021-29A Class AR, CME Term SOFR 3 month Index + 1.4316%, 6.049% 10/20/2034 (b)(c)(d)
|
4,015,000
|
4,019,633
|
|
Columbia Cent Clo 31 Ltd Series 2021-31A Class A1, CME Term SOFR 3 month Index + 1.4616%, 6.079% 4/20/2034 (b)(c)(d)
|
1,620,000
|
1,622,561
|
|
Dryden 86 Clo Ltd / Dryden 86 Clo LLC Series 2021-86A Class A1R, CME Term SOFR 3 month Index + 1.3616%, 6.0091% 7/17/2034 (b)(c)(d)
|
9,421,000
|
9,438,099
|
|
Dryden CLO Ltd Series 2022-98A Class A, CME Term SOFR 3 month Index + 1.3%, 5.9174% 4/20/2035 (b)(c)(d)
|
2,199,000
|
2,204,388
|
|
Dryden CLO Ltd Series 2024-83A Class AR, CME Term SOFR 3 month Index + 1.53%, 6.1624% 4/18/2037 (b)(c)(d)
|
2,761,000
|
2,778,637
|
|
Dryden CLO Ltd Series 2024-85A Class A1R2, CME Term SOFR 3 month Index + 1.38%, 6.0359% 7/15/2037 (b)(c)(d)
|
3,032,000
|
3,044,374
|
|
Dryden Senior Loan Fund Series 2021-90A Class A1A, CME Term SOFR 3 month Index + 1.3916%, 5.9126% 2/20/2035 (b)(c)(d)
|
1,503,000
|
1,505,448
|
|
Dryden Senior Loan Fund Series 2024-78A Class A1R, CME Term SOFR 3 month Index + 1.53%, 6.1775% 4/17/2037 (b)(c)(d)
|
3,479,000
|
3,496,291
|
|
Eaton Vance CLO Ltd Series 2021-1A Class A13R, CME Term SOFR 3 month Index + 1.5116%, 6.1675% 1/15/2034 (b)(c)(d)
|
4,175,000
|
4,182,294
|
|
Eaton Vance CLO Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.39%, 6.0459% 10/15/2037 (b)(c)(d)
|
3,618,000
|
3,633,286
|
|
Eaton Vance CLO Ltd Series 2024-1A Class D2, CME Term SOFR 3 month Index + 4.5%, 9.1559% 10/15/2037 (b)(c)(d)
|
200,000
|
201,418
|
|
Eaton Vance CLO Ltd Series 2024-2A Class AR2, CME Term SOFR 3 month Index + 1.38%, 6.0359% 10/15/2037 (b)(c)(d)
|
2,414,000
|
2,426,031
|
|
Flatiron Clo 20 Ltd / Flatiron Clo 20 LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.38%, 5.901% 5/20/2036 (b)(c)(d)
|
4,613,000
|
4,627,517
|
|
Flatiron Clo Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.9774% 10/19/2037 (b)(c)(d)
|
2,487,000
|
2,499,408
|
|
Flatiron Clo Ltd Series 2021-1A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.827% 11/16/2034 (b)(c)(d)
|
798,000
|
800,133
|
|
Flatiron Rr Clo 27 Ltd Series 2024-3A Class A2, CME Term SOFR 3 month Index + 1.5%, 6.0527% 10/18/2037 (b)(c)(d)
|
1,680,000
|
1,682,911
|
|
Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (d)
|
1,166,210
|
1,107,899
|
|
Invesco Clo Ltd Series 2021-3A Class A, CME Term SOFR 3 month Index + 1.3916%, 6.0232% 10/22/2034 (b)(c)(d)
|
960,000
|
961,807
|
|
Invesco US CLO Series 2024-1RA Class AR, CME Term SOFR 3 month Index + 1.55%, 6.2059% 4/15/2037 (b)(c)(d)
|
2,354,000
|
2,364,153
|
|
Kkr Clo 41 Ltd Series 2022-41A Class A1, CME Term SOFR 3 month Index + 1.33%, 5.9773% 4/15/2035 (b)(c)(d)
|
2,253,000
|
2,256,168
|
|
Madison Park Funding 2015 Series 2024-19A Class AR3, CME Term SOFR 3 month Index + 1.6%, 6.2316% 1/22/2037 (b)(c)(d)
|
7,328,000
|
7,379,179
|
|
Madison Pk Fdg L Ltd / Madison Pk Fdg L LLC Series 2021-50A Class A, CME Term SOFR 3 month Index + 1.4016%, 6.019% 4/19/2034 (b)(c)(d)
|
1,690,000
|
1,692,525
|
|
Madison Pk Fdg Lii Ltd / Madison Pk Fdg Lii LLC Series 2021-52A Class A, CME Term SOFR 3 month Index + 1.3616%, 5.9932% 1/22/2035 (b)(c)(d)
|
1,540,000
|
1,541,076
|
|
Madison Pk Fdg Lxvii Ltd / Madison Pk Fdg Lxvii LLC Series 2024-67A Class A1, CME Term SOFR 3 month Index + 1.51%, 6.1359% 4/25/2037 (b)(c)(d)
|
2,929,000
|
2,950,235
|
|
Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2021-45A Class AR, CME Term SOFR 3 month Index + 1.3816%, 6.0375% 7/15/2034 (b)(c)(d)
|
1,325,000
|
1,328,366
|
|
MAGNE AR Series 2021-27A Class AR, CME Term SOFR 3 month Index + 1.4016%, 6.019% 10/20/2034 (b)(c)(d)
|
305,000
|
305,495
|
|
Magnetite CLO LTD Series 2023-36A Class A, CME Term SOFR 3 month Index + 1.8%, 6.4316% 4/22/2036 (b)(c)(d)
|
881,000
|
884,992
|
|
Magnetite CLO Ltd Series 2024-30A Class AR, CME Term SOFR 3 month Index + 1.35%, 6.1433% 10/25/2037 (b)(c)(d)
|
1,565,000
|
1,573,196
|
|
Magnetite Xli Ltd Series 2024-41A Class A, CME Term SOFR 3 month Index + 1.29%, 0% 1/25/2038 (b)(c)(d)(e)
|
2,342,000
|
2,342,000
|
|
Magnetite XXI Ltd Series 2021-21A Class AR, CME Term SOFR 3 month Index + 1.2816%, 5.899% 4/20/2034 (b)(c)(d)
|
1,158,000
|
1,160,797
|
|
Magnetite Xxiii Ltd Series 2021-23A Class AR, CME Term SOFR 3 month Index + 1.3916%, 6.0175% 1/25/2035 (b)(c)(d)
|
1,132,000
|
1,132,034
|
|
Magnetite Xxix Ltd / Magnetite Xxix LLC Series 2024-29A Class AR, CME Term SOFR 3 month Index + 1.35%, 6.5917% 7/15/2037 (b)(c)(d)
|
2,024,000
|
2,032,165
|
|
Milos CLO Ltd Series 2020-1A Class AR, CME Term SOFR 3 month Index + 1.3316%, 5.949% 10/20/2030 (b)(c)(d)
|
714,771
|
716,318
|
|
Neuberger Berman Loan Advisers Clo 25 Ltd Series 2024-25A Class AR2, CME Term SOFR 3 month Index + 1.4%, 6.0324% 7/18/2038 (b)(c)(d)
|
2,803,000
|
2,818,501
|
|
Oak Hill Credit Partners Series 2024-13A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.9674% 7/20/2037 (b)(c)(d)
|
5,028,000
|
5,042,274
|
|
OCP CLO Ltd Series 2024-14A Class ER, CME Term SOFR 3 month Index + 6.55%, 11.2908% 7/20/2037 (b)(c)(d)
|
200,000
|
202,686
|
|
Oha Cr Fdg 4 Ltd / Oha Cr Fdg 4 LLC Series 2024-4A Class AR2, CME Term SOFR 3 month Index + 1.29%, 1.29% 1/22/2038 (b)(c)(d)
|
4,267,000
|
4,267,000
|
|
OHA Credit Funding 6 Ltd Series 2024-6A Class AR2, CME Term SOFR 3 month Index + 1.33%, 5.9218% 10/20/2037 (b)(c)(d)
|
3,402,000
|
3,402,558
|
|
OHA Credit Partners Ltd Series 2024-18A Class A1, CME Term SOFR 3 month Index + 1.5%, 6.1174% 4/20/2037 (b)(c)(d)
|
3,375,000
|
3,397,191
|
|
OHA Credit Partners Ltd Series 2024-18A Class A2, CME Term SOFR 3 month Index + 1.65%, 6.2674% 4/20/2037 (b)(c)(d)
|
250,000
|
250,850
|
|
OHA Credit Partners XVII Ltd Series 2024-17A Class A, CME Term SOFR 3 month Index + 1.32%, 0% 1/18/2038 (b)(c)(d)(e)
|
1,569,000
|
1,569,000
|
|
Orchard Park Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.6%, 10.2529% 10/20/2037 (b)(c)(d)
|
100,000
|
101,299
|
|
Palmer Square CLO Series 2024-2A Class E, CME Term SOFR 3 month Index + 5.7%, 10.9939% 7/20/2037 (b)(c)(d)
|
500,000
|
510,924
|
|
Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 5.45% 1/15/2033 (b)(c)(d)(e)
|
2,437,000
|
2,437,000
|
|
Palmer Square Loan Funding Ltd Series 2024-2A Class D, CME Term SOFR 3 month Index + 4.7%, 6.2% 1/15/2033 (b)(c)(d)(e)
|
250,000
|
250,000
|
|
Peace Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 6.009% 10/20/2034 (b)(c)(d)
|
1,254,000
|
1,256,225
|
|
Project Silver Series 2019-1 Class A, 3.967% 7/15/2044 (d)
|
683,237
|
632,698
|
|
Rockland Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3816%, 5.999% 4/20/2034 (b)(c)(d)
|
1,717,000
|
1,721,861
|
|
RR 28 LTD / RR 28 LLC Series 2024-28RA Class A1R, CME Term SOFR 3 month Index + 1.55%, 6.2059% 4/15/2037 (b)(c)(d)
|
17,800,000
|
17,914,418
|
|
Rr 31 Ltd Series 2024-31A Class D, CME Term SOFR 3 month Index + 6%, 10.5928% 10/15/2039 (b)(c)(d)
|
125,000
|
126,657
|
|
Rr 34 Ltd Series 2024-34RA Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.9123% 10/15/2039 (b)(c)(d)
|
2,003,000
|
2,003,000
|
|
Rr 7 Ltd Series 2022-7A Class A1AB, CME Term SOFR 3 month Index + 1.34%, 5.9959% 1/15/2037 (b)(c)(d)
|
1,862,000
|
1,864,478
|
|
SYMP Series 2022-32A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.9463% 4/23/2035 (b)(c)(d)
|
1,936,000
|
1,939,661
|
|
Symphony Clo 43 Ltd Series 2024-43A Class A1, CME Term SOFR 3 month Index + 1.52%, 6.1759% 4/15/2037 (b)(c)(d)
|
2,102,000
|
2,119,764
|
|
Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC Series 2021-26A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.959% 4/20/2033 (b)(c)(d)
|
1,704,993
|
1,707,393
|
|
Thunderbolt Aircraft Lease Series 2018-A Class A, 4.147% 9/15/2038 (c)(d)
|
482,205
|
463,688
|
|
Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (d)
|
884,614
|
840,383
|
|
Voya CLO Ltd Series 2023-1A Class A1, CME Term SOFR 3 month Index + 1.8%, 6.4174% 1/20/2037 (b)(c)(d)
|
2,007,000
|
2,024,786
|
|
Voya Clo Ltd Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.52%, 6.1759% 4/15/2037 (b)(c)(d)
|
2,051,000
|
2,061,743
|
|
Voya CLO Ltd/Voya CLO LLC Series 2021-2A Class A1R, CME Term SOFR 3 month Index + 1.4216%, 6.039% 7/19/2034 (b)(c)(d)
|
432,000
|
432,813
|
|
Voya CLO Ltd/Voya CLO LLC Series 2021-3A Class AR, CME Term SOFR 3 month Index + 1.4116%, 6.029% 10/20/2034 (b)(c)(d)
|
4,736,000
|
4,749,588
|
|
TOTAL GRAND CAYMAN (UK OVERSEAS TER)
|
200,811,299
|
||
IRELAND - 0.0%
|
|||
Volofin Finance Designated Activity Co Series 2024-1A Class A, 5.935% 6/15/2037 (d)
|
2,104,000
|
2,112,837
|
|
MULTI-NATIONAL - 0.1%
|
|||
Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2022-1A Class A, CME Term SOFR 3 month Index + 1.5%, 6.1174% 7/20/2035 (b)(c)(d)
|
1,188,000
|
1,189,315
|
|
Ares Ln Fdg V Ltd / Ares Ln Fdg V LLC Series 2024-ALF5A Class A1, CME Term SOFR 3 month Index + 1.5%, 6.8235% 7/27/2037 (b)(c)(d)
|
2,845,000
|
2,858,409
|
|
TOTAL MULTI-NATIONAL
|
4,047,724
|
||
UNITED STATES - 3.0%
|
|||
Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A1, 6.261% 5/16/2049 (d)
|
2,111,756
|
2,147,472
|
|
Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A2, 6.261% 5/16/2049 (d)
|
2,005,535
|
2,039,454
|
|
AASET Trust Series 2018-1A Class A, 3.844% 1/16/2038 (d)
|
244,315
|
185,067
|
|
AASET Trust Series 2019-1 Class A, 3.844% 5/15/2039 (d)
|
39,839
|
38,643
|
|
AASET Trust Series 2019-2 Class A, 3.376% 10/16/2039 (d)
|
642,137
|
616,475
|
|
AASET Trust Series 2019-2 Class B, 4.458% 10/16/2039 (d)
|
220,258
|
132,195
|
|
AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (d)
|
5,329,224
|
4,950,766
|
|
AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (d)
|
1,769,242
|
1,617,149
|
|
AASET Trust Series 2022-1A Class A, 6% 5/16/2047 (d)
|
1,269,429
|
1,261,265
|
|
Affirm Asset Securitization Trust Series 2024-A Class 1A, 5.61% 2/15/2029 (d)
|
600,000
|
603,985
|
|
Affirm Asset Securitization Trust Series 2024-X1 Class A, 6.27% 5/15/2029 (d)
|
512,549
|
514,269
|
|
Aimco Clo 17 Ltd / Aimco Clo 17 LLC Series 2024-17A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.9816% 7/20/2037 (b)(c)(d)
|
3,344,966
|
3,361,159
|
|
Aimco Clo 19 Ltd Series 2024-19A Class A, CME Term SOFR 3 month Index + 1.35%, 5.9123% 10/20/2037 (b)(c)(d)
|
1,293,000
|
1,293,105
|
|
Ally Auto Receivables Trust Series 2024-1 Class A3, 5.08% 12/15/2028
|
1,530,000
|
1,541,035
|
|
Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (d)
|
220,141
|
211,338
|
|
Apollo Aviation Securitization Equity Trust Series 2020-1A Class B, 4.335% 1/16/2040 (d)
|
89,284
|
75,879
|
|
Ari Fleet Lease Trust 2024-B Series 2024-B Class A2, 5.54% 4/15/2033 (d)
|
797,000
|
802,982
|
|
BETHP Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 6.0475% 1/15/2035 (b)(c)(d)
|
1,299,000
|
1,300,517
|
|
Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (d)
|
1,637,404
|
1,494,033
|
|
Bofa Auto Trust Series 2024-1A Class A3, 5.35% 11/15/2028 (d)
|
638,000
|
646,638
|
|
CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028
|
1,036,000
|
1,055,885
|
|
CarMax Select Receivables Trust Series 2024-A Class A2A, 5.78% 9/15/2027
|
593,000
|
596,268
|
|
CarMax Select Receivables Trust Series 2024-A Class A3, 5.4% 11/15/2028
|
471,000
|
476,821
|
|
Castlelake Aircraft Securitization Series 2018-1 Class A, 4.125% 6/15/2043 (d)
|
124,626
|
117,462
|
|
Castlelake Aircraft Securitization Trust Series 2019-1A Class A, 3.967% 4/15/2039 (d)
|
615,940
|
566,685
|
|
Castlelake Aircraft Securitization Trust Series 2019-1A Class B, 5.095% 4/15/2039 (d)
|
488,890
|
347,122
|
|
Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/2046 (d)
|
158,396
|
151,588
|
|
Cedar Funding Ltd Series 2022-15A Class A, CME Term SOFR 3 month Index + 1.32%, 5.9374% 4/20/2035 (b)(c)(d)
|
1,721,000
|
1,721,774
|
|
CFMT LLC Series 2023-HB12 Class A, 4.25% 4/25/2033 (d)
|
329,289
|
324,575
|
|
Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (d)
|
900,000
|
909,344
|
|
Cldcd Series 2024-2A Class A2, 5.923% 11/22/2049 (d)
|
100,000
|
101,190
|
|
Croton Pk Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.55%, 10.1997% 10/15/2036 (b)(c)(d)
|
150,000
|
151,694
|
|
CyrusOne Data Centers Issuer I LLC Series 2024-2A Class A2, 4.5% 5/20/2049 (d)
|
264,000
|
253,824
|
|
CyrusOne Data Centers Issuer I LLC Series 2024-3A Class A2, 4.65% 5/20/2049 (d)
|
360,000
|
339,797
|
|
Daimler Trucks Retail Trust Series 2023-1 Class A2, 6.03% 9/15/2025
|
492,492
|
493,054
|
|
DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (d)
|
3,039,950
|
2,949,741
|
|
DB Master Finance LLC Series 2019-1A Class A23, 4.352% 5/20/2049 (d)
|
6,135,063
|
5,922,467
|
|
DB Master Finance LLC Series 2021-1A Class A23, 2.791% 11/20/2051 (d)
|
9,219,850
|
7,908,306
|
|
DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (d)
|
1,578,190
|
1,490,489
|
|
DB Master Finance LLC Series 2021-1A Class A2II, 2.493% 11/20/2051 (d)
|
5,486,320
|
4,987,119
|
|
DLLAA Series 2023-1A Class A2, 5.93% 7/20/2026 (d)
|
282,665
|
283,781
|
|
DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (d)
|
421,000
|
427,480
|
|
DLLAD Series 2023-1A Class A3, 4.79% 1/20/2028 (d)
|
700,000
|
700,969
|
|
Dllmt 2024-1 LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (d)
|
1,500,000
|
1,504,983
|
|
Domino's Pizza Master Issuer LLC Series 2018-1A Class A2II, 4.328% 7/25/2048 (d)
|
2,880,400
|
2,819,864
|
|
Domino's Pizza Master Issuer LLC Series 2019-1A Class A2, 3.668% 10/25/2049 (d)
|
2,321,280
|
2,170,049
|
|
Domino's Pizza Master Issuer LLC Series 2021-1A Class A2I, 2.662% 4/25/2051 (d)
|
5,699,823
|
5,198,635
|
|
Domino's Pizza Master Issuer LLC Series 2021-1A Class A2II, 3.151% 4/25/2051 (d)
|
13,225,028
|
11,658,585
|
|
Eaton Vance CLO Ltd Series 2024-1A Class AR2, CME Term SOFR 3 month Index + 1.51%, 6.1659% 7/15/2037 (b)(c)(d)
|
2,790,000
|
2,806,478
|
|
Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (d)
|
1,401,255
|
1,425,991
|
|
Enterprise Fleet Financing LLC Series 2024-3 Class A3, 4.98% 8/21/2028 (d)
|
900,000
|
907,420
|
|
Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (d)
|
1,561,000
|
1,574,461
|
|
Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (d)
|
1,066,000
|
1,086,437
|
|
Flatiron Clo 26 Ltd / Flatiron Clo 26 LLC Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.33%, 0% 1/15/2038 (b)(c)(d)(e)
|
4,364,000
|
4,364,000
|
|
Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class A1, 4.92% 5/15/2028 (d)
|
3,045,000
|
3,058,710
|
|
GM Financial Consumer Automobile Receivables Trust Series 2023-3 Class A3, 5.45% 6/16/2028
|
869,000
|
877,570
|
|
Gm Financial Leasing Trust Series 2023-3 Class A3, 5.38% 11/20/2026
|
419,000
|
421,048
|
|
Gmf Floorplan Owner Revolving Tr Series 2024-4A Class A1, 4.73% 11/15/2029 (d)
|
3,040,000
|
3,051,137
|
|
Goldentree Ln Mgmt US Clo 21 Ltd Series 2024-21A Class E, CME Term SOFR 3 month Index + 5.7%, 10.3174% 7/20/2037 (b)(c)(d)
|
250,000
|
254,859
|
|
Hamlin Pk Clo Ltd / Hamlin Pk Clo LLC Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.34%, 5.9013% 10/20/2037 (b)(c)(d)
|
4,039,000
|
4,039,679
|
|
Honda Auto Receivables 2023-3 Owner Tr Series 2023-3 Class A3, 5.41% 2/18/2028
|
500,000
|
505,101
|
|
Horizon Aircraft Finance I Limited Series 2018-1 Class A, 4.458% 12/15/2038 (d)
|
289,102
|
277,538
|
|
HPEFS Equipment Trust Series 2024-2A Class A3, 5.36% 10/20/2031 (d)
|
700,000
|
707,087
|
|
Hyundai Auto Lease Securitization Trust Series 2024-B Class A3, 5.41% 5/17/2027 (d)
|
2,400,000
|
2,428,163
|
|
Hyundai Auto Receivables Trust Series 2024-A Class A3, 4.99% 2/15/2029
|
1,629,000
|
1,641,944
|
|
Marlette Funding Trust Series 2023-3A Class A, 6.49% 9/15/2033 (d)
|
4,303
|
4,305
|
|
Mercedes-Benz Auto Lease Trust Series 2024-B Class A3, 4.23% 2/15/2028
|
1,700,000
|
1,691,929
|
|
Merchants Fleet Funding LLC Series 2023-1A Class A, 7.21% 5/20/2036 (d)
|
656,104
|
665,140
|
|
Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (d)
|
1,600,000
|
1,613,862
|
|
Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (d)
|
623,749
|
629,531
|
|
Planet Fitness Master Issuer LLC Series 2019-1A Class A2, 3.858% 12/5/2049 (d)
|
922,020
|
854,772
|
|
Planet Fitness Master Issuer LLC Series 2022-1A Class A2I, 3.251% 12/5/2051 (d)
|
1,270,425
|
1,219,749
|
|
Planet Fitness Master Issuer LLC Series 2022-1A Class A2II, 4.008% 12/5/2051 (d)
|
978,900
|
903,528
|
|
PRMI Securitization Trust Series 2024-CMG1 Class A1, U.S. 30-Day Avg. SOFR Index + 1.3%, 6.3045% 7/25/2054 (b)(c)(d)
|
1,102,935
|
1,102,500
|
|
Prpm 2023-Rcf2 LLC Series 2023-RCF2 Class A1, 4% 11/25/2053 (d)
|
504,818
|
492,869
|
|
Retained Vantage Data Ctrs Issuer LLC / Vantage Data Ctrs CDA Qc4 Ltd Partnership Series 2023-1A Class B, 5.75% 9/15/2048 (d)
|
250,000
|
239,875
|
|
Retained Vantage Data Ctrs Issuer LLC / Vantage Data Ctrs CDA Qc4 Ltd Partnership Series 2024-1A Class A2, 4.992% 9/15/2049 (d)
|
47,000
|
45,655
|
|
Retained Vantage Data Ctrs Issuer LLC / Vantage Data Ctrs CDA Qc4 Ltd Partnership Series 2024-1A Class B, 5.775% 9/15/2049 (d)
|
105,000
|
103,324
|
|
SAPPHIRE AVIATION FINANCE Series 2020-1A Class A, 3.228% 3/15/2040 (d)
|
765,412
|
719,495
|
|
SAPPHIRE AVIATION FINANCE Series 2020-1A Class B, 4.335% 3/15/2040 (d)
|
184,322
|
147,570
|
|
SBA Tower Trust Series 2019, 2.836% 1/15/2050 (d)
|
1,211,000
|
1,207,462
|
|
SBA Tower Trust Series 2020, 1.884% 7/15/2050 (d)
|
498,000
|
480,683
|
|
SBA Tower Trust Series 2020, 2.328% 7/15/2052 (d)
|
381,000
|
348,536
|
|
Sbna Auto Lease Trust Series 2024-B Class A3, 5.56% 11/22/2027 (d)
|
1,600,000
|
1,619,896
|
|
SFS Auto Receivables Securitization Trust Series 2023-1A Class A2A, 5.89% 3/22/2027 (d)
|
201,943
|
202,455
|
|
Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (d)
|
8,453,000
|
8,728,967
|
|
Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (d)
|
9,130,000
|
9,275,270
|
|
Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (d)
|
5,805,000
|
5,895,005
|
|
Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (d)
|
4,419,000
|
4,368,307
|
|
Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (d)
|
4,608,000
|
4,532,238
|
|
Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (d)
|
2,179,000
|
2,153,023
|
|
Switch Abs Issuer LLC Series 2024-2A Class C, 10.033% 6/25/2054 (d)
|
750,000
|
776,098
|
|
Tesla Auto Lease Trust 23-A Series 2023-A Class A3, 5.89% 6/22/2026 (d)
|
1,000,000
|
1,003,684
|
|
Tesla Auto Lease Trust Series 2023-B Class A2, 6.02% 9/22/2025 (d)
|
523,953
|
524,650
|
|
Tesla Auto Lease Trust Series 2023-B Class A3, 6.13% 9/21/2026 (d)
|
1,200,000
|
1,208,155
|
|
Tesla Series 2024-A Class A2A, 5.37% 6/22/2026 (d)
|
455,610
|
456,430
|
|
Toyota Auto Loan Extended Note Trust Series 2021-1A Class A, 1.07% 2/27/2034 (d)
|
7,100,000
|
6,795,477
|
|
Toyota Lease Owner Trust Series 2023-A Class A3, 4.93% 4/20/2026 (d)
|
747,314
|
747,739
|
|
Upgrade Receivables Trust Series 2024-1A Class A, 5.37% 2/18/2031 (d)
|
1,100,000
|
1,100,660
|
|
Vantage Data Centers Issuer LLC Series 2024-1A Class A2, 5.1% 9/15/2054 (d)
|
185,000
|
181,498
|
|
VB-S1 Issuer LLC Series 2024-1A Class D, 6.644% 5/15/2054 (d)
|
1,500,000
|
1,540,094
|
|
VB-S1 Issuer LLC Series 2024-1A Class F, 8.871% 5/15/2054 (d)
|
483,000
|
505,750
|
|
Verizon Master Trust Series 2023-4 Class A1A, 5.16% 6/20/2029
|
550,000
|
555,373
|
|
Volkswagen Auto Lease Trust Series 2024-A Class A3, 5.21% 6/21/2027
|
1,010,000
|
1,020,876
|
|
Volvo Financial Equipment LLC Series 2024-1A Class A3, 4.29% 10/16/2028 (d)
|
981,000
|
971,808
|
|
Wheels Fleet Lease Funding 1 LLC Series 2023-2A Class A, 6.46% 8/18/2038 (d)
|
1,548,660
|
1,577,074
|
|
Wheels Fleet Lease Funding 1 LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (d)
|
1,400,000
|
1,414,695
|
|
Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (d)
|
3,132,000
|
3,139,484
|
|
Willis Engine Structured Tr VII Series 2023-A Class A, 8% 10/15/2048 (d)
|
786,250
|
825,373
|
|
World Omni Auto Receivables Trust 2023-B Series 2023-B Class A3, 4.66% 5/15/2028
|
944,000
|
944,337
|
|
World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028
|
514,000
|
517,336
|
|
World Omni Automobile Lease Securitization Trst Series 2023-A Class A2A, 5.47% 11/17/2025
|
76,347
|
76,377
|
|
TOTAL UNITED STATES
|
185,019,514
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $448,799,628)
|
449,907,900
|
||
Bank Loan Obligations - 0.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
NETHERLANDS - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Flora Food Management US Corp Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 9.0051% 1/3/2028 (b)(c)(f)
|
170,000
|
170,460
|
|
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Enstall Group BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.8653% 8/27/2028 (b)(c)(f)
|
256,061
|
231,736
|
|
TOTAL NETHERLANDS
|
402,196
|
||
UNITED KINGDOM - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
City Football Group Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.6871% 7/21/2030 (b)(c)(f)
|
471,753
|
469,196
|
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
EG America LLC Tranche BC 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 10.3312% 2/7/2028 (b)(c)(f)
|
403,960
|
404,767
|
|
TOTAL UNITED KINGDOM
|
873,963
|
||
UNITED STATES - 0.3%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Diamond Sports Group LLC 1LN, term loan CME Term SOFR 1 month Index + 8%, 14.7717% 5/25/2026 (b)(c)(f)
|
129,368
|
110,503
|
|
Sinclair Television Group Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 7.1871% 9/30/2026 (b)(c)(f)
|
635,000
|
615,556
|
|
726,059
|
|||
Consumer Discretionary - 0.2%
|
|||
Diversified Consumer Services - 0.0%
|
|||
Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 9.256% 3/4/2028 (b)(c)(f)
|
1,085,898
|
915,825
|
|
TKC Holdings Inc 1LN, term loan 13.5% 2/14/2027 (c)(f)
|
273,163
|
245,846
|
|
1,161,671
|
|||
Hotels, Restaurants & Leisure - 0.1%
|
|||
Bulldog Purchaser Inc Tranche B 2LN, term loan CME Term SOFR 3 month Index + 6.75%, 11.3537% 6/14/2032 (b)(c)(f)
|
50,000
|
49,812
|
|
MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.8653% 6/1/2028 (b)(c)(f)
|
495,000
|
479,972
|
|
Restaurant Technologies Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.8537% 4/1/2029 (b)(c)(f)
|
165,000
|
162,035
|
|
United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.847% 12/30/2026 (b)(c)(f)
|
1,158,620
|
1,111,696
|
|
United PF Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 8.5%, 13.347% 12/30/2026 (b)(c)(f)
|
90,000
|
87,075
|
|
1,890,590
|
|||
Household Durables - 0.1%
|
|||
Mattress Firm Inc Tranche B 1LN, term loan CME Term SOFR 6 month Index + 4.25%, 8.9235% 9/24/2028 (b)(c)(f)
|
139,626
|
139,551
|
|
TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.9226% 6/29/2028 (b)(c)(f)
|
525,000
|
495,096
|
|
Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.9371% 10/30/2027 (b)(c)(f)
|
470,000
|
445,523
|
|
Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.9226% 10/30/2027 (b)(c)(f)
|
195,000
|
185,168
|
|
1,265,338
|
|||
Specialty Retail - 0.0%
|
|||
LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.4721% 6/6/2031 (b)(c)(f)
|
967,238
|
953,503
|
|
Staples Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.6886% 9/10/2029 (b)(c)(f)
|
264,338
|
251,340
|
|
1,204,843
|
|||
TOTAL CONSUMER DISCRETIONARY
|
5,522,442
|
||
Consumer Staples - 0.0%
|
|||
Food Products - 0.0%
|
|||
Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8%, 13.1657% 8/2/2028 (b)(c)(f)
|
30,000
|
29,419
|
|
Financials - 0.0%
|
|||
Capital Markets - 0.0%
|
|||
PEX Holdings LLC 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 0% 11/19/2031 (b)(c)(f)(g)
|
40,000
|
40,150
|
|
Insurance - 0.0%
|
|||
Asurion LLC Tranche B3 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.9371% 1/31/2028 (b)(c)(f)
|
165,000
|
161,759
|
|
TOTAL FINANCIALS
|
201,909
|
||
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
HAH Group Holding Co LLC 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.5726% 9/24/2031 (b)(c)(f)
|
195,000
|
192,911
|
|
Modivcare Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.3434% 7/1/2031 (b)(c)(f)
|
229,425
|
220,707
|
|
413,618
|
|||
Health Care Technology - 0.0%
|
|||
Zelis Payments Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 10/27/2031 (b)(c)(f)(g)
|
475,000
|
475,509
|
|
TOTAL HEALTH CARE
|
889,127
|
||
Industrials - 0.1%
|
|||
Aerospace & Defense - 0.0%
|
|||
Signia Aerospace LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 11/24/2031 (b)(c)(f)(g)
|
572,308
|
572,308
|
|
Signia Aerospace LLC Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 11/24/2031 (b)(c)(f)(g)
|
47,692
|
47,692
|
|
620,000
|
|||
Commercial Services & Supplies - 0.1%
|
|||
Artera Services LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 9.1037% 2/10/2031 (b)(c)(f)
|
560,000
|
551,835
|
|
Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 9.0711% 8/1/2030 (b)(c)(f)
|
1,279,912
|
1,272,310
|
|
1,824,145
|
|||
Professional Services - 0.0%
|
|||
Corelogic Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 8.1871% 6/2/2028 (b)(c)(f)
|
472,564
|
469,535
|
|
TOTAL INDUSTRIALS
|
2,913,680
|
||
Information Technology - 0.0%
|
|||
IT Services - 0.0%
|
|||
Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.9175% 2/10/2028 (b)(c)(f)
|
483,000
|
463,680
|
|
Software - 0.0%
|
|||
Leia Finco US LLC 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.8867% 10/9/2031 (b)(c)(f)
|
190,000
|
190,010
|
|
Leia Finco US LLC 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.8867% 10/12/2032 (b)(c)(f)
|
120,000
|
118,449
|
|
Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.847% 6/2/2028 (b)(c)(f)
|
69,820
|
70,070
|
|
Polaris Newco LLC Tranche PIK TERM 2LN, term loan CME Term SOFR 1 month Index + 2%, 13.6139% 6/4/2029 (b)(c)(f)
|
300,000
|
294,939
|
|
Project Alpha Intermediate Holding Inc 2LN, term loan CME Term SOFR 1 month Index + 5.5%, 0% 11/21/2032 (b)(c)(f)(g)
|
160,000
|
160,600
|
|
Project Alpha Intermediate Holding Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 10/28/2030 (b)(c)(f)(g)
|
35,000
|
35,190
|
|
869,258
|
|||
TOTAL INFORMATION TECHNOLOGY
|
1,332,938
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
American Rock Salt Co LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.7755% 6/4/2028 (b)(c)(f)
|
258,663
|
218,847
|
|
American Rock Salt Co LLC Tranche 1ST OUT DD TL 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 4.4374% 6/12/2028 (b)(c)(f)(h)
|
81,185
|
81,794
|
|
American Rock Salt Co LLC Tranche 1ST OUT TL B 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 11.7755% 6/12/2028 (b)(c)(f)
|
75,894
|
76,463
|
|
Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 8.6287% 7/3/2028 (b)(c)(f)
|
165,000
|
162,337
|
|
Hexion Holdings Corp 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 9.1638% 3/15/2029 (b)(c)(f)
|
618,418
|
622,172
|
|
Hexion Inc 2LN, term loan CME Term SOFR 1 month Index + 7.4375%, 12.1101% 3/15/2030 (b)(c)(f)
|
70,000
|
64,995
|
|
M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.3377% 8/22/2031 (b)(c)(f)
|
485,000
|
470,756
|
|
Minerals Technologies Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 11/21/2031 (b)(c)(f)
|
65,000
|
65,081
|
|
TPC Group Inc 1LN, term loan CME Term SOFR 1 month Index + 6%, 0% 11/22/2031 (b)(c)(f)(g)
|
580,000
|
573,475
|
|
2,335,920
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 3.5%, 9.016% 11/14/2025 (b)(c)(f)
|
170,000
|
167,875
|
|
Win Waste Innovations Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.4371% 3/25/2028 (b)(c)(f)
|
434,562
|
420,195
|
|
588,070
|
|||
TOTAL UNITED STATES
|
14,539,564
|
||
|
TOTAL BANK LOAN OBLIGATIONS
(Cost $15,730,790)
|
15,815,723
|
||
Bank Notes - 0.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Discover Bank ICE IBA - USD SOFR Spread-Adj ICE SWAP Rate 5Y + 1.73%, 5.974% 8/9/2028 (b)(c)
|
401,000
|
406,610
|
|
Regions Bank/Birmingham AL 6.45% 6/26/2037
|
250,000
|
262,544
|
|
|
TOTAL BANK NOTES
(Cost $692,288)
|
669,154
|
||
Collateralized Mortgage Obligations - 1.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED KINGDOM - 0.0%
|
|||
Brass No 10 PLC Series 2021-10A Class A1, 0.669% 4/16/2069 (c)(d)
|
34,899
|
34,710
|
|
UNITED STATES - 1.3%
|
|||
Bravo Residential Funding Trust Series 2023-RPL1 Class A1, 5% 5/25/2063 (d)
|
1,027,241
|
1,018,172
|
|
CFMT LLC Series 2022-HB10 Class A, 3.25% 11/25/2035 (d)
|
498,604
|
492,328
|
|
CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (c)(d)
|
1,191,713
|
1,159,240
|
|
CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (c)(d)
|
801,211
|
786,472
|
|
Fannie Mae Guaranteed REMICS Series 1999-17 Class PG, 6% 4/25/2029
|
1,519
|
1,541
|
|
Fannie Mae Guaranteed REMICS Series 1999-25 Class Z, 6% 6/25/2029
|
1,728
|
1,731
|
|
Fannie Mae Guaranteed REMICS Series 1999-32 Class PL, 6% 7/25/2029
|
2,062
|
2,097
|
|
Fannie Mae Guaranteed REMICS Series 1999-33 Class PK, 6% 7/25/2029
|
1,569
|
1,588
|
|
Fannie Mae Guaranteed REMICS Series 2001-20 Class Z, 6% 5/25/2031
|
2,064
|
2,093
|
|
Fannie Mae Guaranteed REMICS Series 2001-31 Class ZC, 6.5% 7/25/2031
|
850
|
859
|
|
Fannie Mae Guaranteed REMICS Series 2001-38 Class QF, U.S. 30-Day Avg. SOFR Index + 1.0945%, 5.8285% 8/25/2031 (b)(c)
|
1,773
|
1,789
|
|
Fannie Mae Guaranteed REMICS Series 2001-52 Class YZ, 6.5% 10/25/2031
|
330
|
341
|
|
Fannie Mae Guaranteed REMICS Series 2002-16 Class ZD, 6.5% 4/25/2032
|
978
|
1,003
|
|
Fannie Mae Guaranteed REMICS Series 2002-18 Class FD, U.S. 30-Day Avg. SOFR Index + 0.9145%, 5.6485% 2/25/2032 (b)(c)
|
206
|
206
|
|
Fannie Mae Guaranteed REMICS Series 2002-39 Class FD, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.9128% 3/18/2032 (b)(c)
|
371
|
374
|
|
Fannie Mae Guaranteed REMICS Series 2002-60 Class FV, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.8485% 4/25/2032 (b)(c)
|
766
|
773
|
|
Fannie Mae Guaranteed REMICS Series 2002-63 Class FN, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.8485% 10/25/2032 (b)(c)
|
482
|
486
|
|
Fannie Mae Guaranteed REMICS Series 2002-7 Class FC, U.S. 30-Day Avg. SOFR Index + 0.8645%, 5.5985% 1/25/2032 (b)(c)
|
188
|
189
|
|
Fannie Mae Guaranteed REMICS Series 2002-74 Class FV, U.S. 30-Day Avg. SOFR Index + 0.5645%, 5.2985% 11/25/2032 (b)(c)
|
3,630
|
3,630
|
|
Fannie Mae Guaranteed REMICS Series 2002-74 Class SV, 7.4355% - U.S. 30-Day Avg. SOFR Index 2.7015% 11/25/2032 (c)(i)
|
756
|
18
|
|
Fannie Mae Guaranteed REMICS Series 2002-75 Class FA, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.8485% 11/25/2032 (b)(c)
|
751
|
757
|
|
Fannie Mae Guaranteed REMICS Series 2003-118 Class S, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.2515% 12/25/2033 (c)(i)
|
7,426
|
850
|
|
Fannie Mae Guaranteed REMICS Series 2003-21 Class SK, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.2515% 3/25/2033 (c)(i)
|
399
|
41
|
|
Fannie Mae Guaranteed REMICS Series 2003-70 Class BJ, 5% 7/25/2033
|
12,528
|
12,404
|
|
Fannie Mae Guaranteed REMICS Series 2004-52 Class KZ, 5.5% 7/25/2034
|
57,734
|
57,884
|
|
Fannie Mae Guaranteed REMICS Series 2004-91 Class Z, 5% 12/25/2034
|
133,100
|
131,796
|
|
Fannie Mae Guaranteed REMICS Series 2005-117 Class JN, 4.5% 1/25/2036
|
10,404
|
10,167
|
|
Fannie Mae Guaranteed REMICS Series 2005-14 Class ZB, 5% 3/25/2035
|
40,964
|
40,562
|
|
Fannie Mae Guaranteed REMICS Series 2005-47 Class SW, 6.6055% - U.S. 30-Day Avg. SOFR Index 1.8715% 6/25/2035 (c)(i)
|
9,665
|
697
|
|
Fannie Mae Guaranteed REMICS Series 2005-68 Class CZ, 5.5% 8/25/2035
|
168,827
|
170,510
|
|
Fannie Mae Guaranteed REMICS Series 2005-72 Class ZC, 5.5% 8/25/2035
|
30,066
|
30,180
|
|
Fannie Mae Guaranteed REMICS Series 2005-79 Class ZC, 5.9% 9/25/2035
|
18,361
|
18,524
|
|
Fannie Mae Guaranteed REMICS Series 2005-81 Class PC, 5.5% 9/25/2035
|
4,295
|
4,347
|
|
Fannie Mae Guaranteed REMICS Series 2006-104 Class GI, 6.5655% - U.S. 30-Day Avg. SOFR Index 1.8315% 11/25/2036 (c)(i)
|
5,639
|
541
|
|
Fannie Mae Guaranteed REMICS Series 2006-116 Class SG, 6.5255% - U.S. 30-Day Avg. SOFR Index 1.7915% 12/25/2036 (c)(i)
|
3,587
|
353
|
|
Fannie Mae Guaranteed REMICS Series 2006-12 Class BO, 0% 10/25/2035 (j)
|
4,856
|
4,273
|
|
Fannie Mae Guaranteed REMICS Series 2006-15 Class OP, 0% 3/25/2036 (j)
|
7,371
|
6,208
|
|
Fannie Mae Guaranteed REMICS Series 2006-72 Class CY, 6% 8/25/2026
|
6,063
|
6,082
|
|
Fannie Mae Guaranteed REMICS Series 2007-40 Class SE, 6.3255% - U.S. 30-Day Avg. SOFR Index 1.5915% 5/25/2037 (c)(i)
|
1,901
|
205
|
|
Fannie Mae Guaranteed REMICS Series 2007-66 Class SA, U.S. 30-Day Avg. SOFR Index x 38.9131%, 10.5089% 7/25/2037 (b)(c)
|
2,343
|
2,862
|
|
Fannie Mae Guaranteed REMICS Series 2009-59 Class HB, 5% 8/25/2039
|
73,910
|
73,892
|
|
Fannie Mae Guaranteed REMICS Series 2010-135 Class ZA, 4.5% 12/25/2040
|
8,500
|
8,457
|
|
Fannie Mae Guaranteed REMICS Series 2010-150 Class ZC, 4.75% 1/25/2041
|
73,016
|
72,145
|
|
Fannie Mae Guaranteed REMICS Series 2011-39 Class ZA, 6% 11/25/2032
|
8,646
|
8,901
|
|
Fannie Mae Guaranteed REMICS Series 2011-4 Class PZ, 5% 2/25/2041
|
25,935
|
25,066
|
|
Fannie Mae Guaranteed REMICS Series 2011-67 Class AI, 4% 7/25/2026 (i)
|
1,604
|
20
|
|
Fannie Mae Guaranteed REMICS Series 2012-100 Class WI, 3% 9/25/2027 (i)
|
16,626
|
456
|
|
Fannie Mae Guaranteed REMICS Series 2012-149 Class DA, 1.75% 1/25/2043
|
38,349
|
35,264
|
|
Fannie Mae Guaranteed REMICS Series 2012-149 Class GA, 1.75% 6/25/2042
|
47,968
|
43,999
|
|
Fannie Mae Guaranteed REMICS Series 2012-67 Class AI, 4.5% 7/25/2027 (i)
|
286
|
3
|
|
Fannie Mae Guaranteed REMICS Series 2012-70 Class FB, U.S. 30-Day Avg. SOFR Index + 0.5645%, 5.2985% 7/25/2042 (b)(c)
|
1,412,030
|
1,400,064
|
|
Fannie Mae Guaranteed REMICS Series 2012-9 Class SH, 6.4355% - U.S. 30-Day Avg. SOFR Index 1.7015% 6/25/2041 (c)(i)
|
608
|
2
|
|
Fannie Mae Guaranteed REMICS Series 2013-133 Class IB, 3% 4/25/2032 (i)
|
3,140
|
28
|
|
Fannie Mae Guaranteed REMICS Series 2013-134 Class SA, 5.9355% - U.S. 30-Day Avg. SOFR Index 1.2015% 1/25/2044 (c)(i)
|
9,020
|
958
|
|
Fannie Mae Guaranteed REMICS Series 2015-42 Class IL, 6% 6/25/2045 (i)
|
50,550
|
7,683
|
|
Fannie Mae Guaranteed REMICS Series 2015-70 Class JC, 3% 10/25/2045
|
58,037
|
54,670
|
|
Fannie Mae Guaranteed REMICS Series 2017-30 Class AI, 5.5% 5/25/2047 (i)
|
28,522
|
4,304
|
|
Fannie Mae Guaranteed REMICS Series 2017-32 Class PA, 2.7% 5/25/2047
|
5,112,084
|
4,583,508
|
|
Fannie Mae Guaranteed REMICS Series 2017-37 Class AB, 2.55% 9/25/2046
|
1,011,446
|
914,037
|
|
Fannie Mae Guaranteed REMICS Series 2018-45 Class GI, 4% 6/25/2048 (i)
|
371,021
|
77,658
|
|
Fannie Mae Guaranteed REMICS Series 2019-76 Class FC, U.S. 30-Day Avg. SOFR Index + 0.6145%, 5.3485% 12/25/2049 (b)(c)
|
737,263
|
725,206
|
|
Fannie Mae Guaranteed REMICS Series 2020-45 Class JC, 1.5% 7/25/2040
|
1,085,055
|
903,168
|
|
Fannie Mae Guaranteed REMICS Series 2020-49 Class LA, 2% 3/25/2043
|
2,600,059
|
2,434,387
|
|
Fannie Mae Guaranteed REMICS Series 2020-51 Class BA, 2% 6/25/2046
|
727,421
|
635,657
|
|
Fannie Mae Guaranteed REMICS Series 2021-21 Class HG, 2% 11/25/2047
|
2,009,165
|
1,768,782
|
|
Fannie Mae Guaranteed REMICS Series 2021-45 Class DA, 3% 7/25/2051
|
368,159
|
321,163
|
|
Fannie Mae Guaranteed REMICS Series 2021-59 Class H, 2% 6/25/2048
|
121,303
|
99,580
|
|
Fannie Mae Guaranteed REMICS Series 2021-66 Class DA, 2% 1/25/2048
|
128,383
|
106,081
|
|
Fannie Mae Guaranteed REMICS Series 2021-66 Class DM, 2% 1/25/2048
|
136,435
|
112,734
|
|
Fannie Mae Guaranteed REMICS Series 2021-69 Class JK, 1.5% 10/25/2051
|
192,518
|
159,995
|
|
Fannie Mae Guaranteed REMICS Series 2021-85 Class L, 2.5% 8/25/2048
|
113,802
|
99,165
|
|
Fannie Mae Guaranteed REMICS Series 2021-95 Class BA, 2.5% 6/25/2049
|
853,923
|
745,327
|
|
Fannie Mae Guaranteed REMICS Series 2021-95, 2.5% 9/25/2048
|
557,105
|
486,602
|
|
Fannie Mae Guaranteed REMICS Series 2021-96 Class AH, 2.5% 3/25/2049
|
4,131,850
|
3,629,175
|
|
Fannie Mae Guaranteed REMICS Series 2021-96 Class HA, 2.5% 2/25/2050
|
184,502
|
159,883
|
|
Fannie Mae Guaranteed REMICS Series 2022-1 Class KA, 3% 5/25/2048
|
176,126
|
159,897
|
|
Fannie Mae Guaranteed REMICS Series 2022-11 Class B, 3% 6/25/2049
|
217,157
|
197,897
|
|
Fannie Mae Guaranteed REMICS Series 2022-13 Class HA, 3% 8/25/2046
|
208,486
|
192,802
|
|
Fannie Mae Guaranteed REMICS Series 2022-13 Class JA, 3% 5/25/2048
|
381,320
|
349,564
|
|
Fannie Mae Guaranteed REMICS Series 2022-13 Class MA, 3% 5/25/2044
|
3,092,234
|
2,903,252
|
|
Fannie Mae Guaranteed REMICS Series 2022-15 Class GC, 3% 1/25/2047
|
186,504
|
172,379
|
|
Fannie Mae Guaranteed REMICS Series 2022-17 Class BH, 3% 5/25/2047
|
203,696
|
189,852
|
|
Fannie Mae Guaranteed REMICS Series 2022-2 Class TH, 2.5% 2/25/2052
|
145,449
|
131,283
|
|
Fannie Mae Guaranteed REMICS Series 2022-20 Class HC, 2.5% 4/25/2052
|
1,914,738
|
1,713,103
|
|
Fannie Mae Guaranteed REMICS Series 2022-25 Class AB, 4% 9/25/2047
|
358,487
|
347,351
|
|
Fannie Mae Guaranteed REMICS Series 2022-3 Class D, 2% 2/25/2048
|
827,704
|
727,778
|
|
Fannie Mae Guaranteed REMICS Series 2022-3 Class N, 2% 10/25/2047
|
2,091,216
|
1,826,064
|
|
Fannie Mae Guaranteed REMICS Series 2022-4 Class B, 2.5% 5/25/2049
|
133,612
|
116,292
|
|
Fannie Mae Guaranteed REMICS Series 2022-49 Class TC, 4% 12/25/2048
|
141,858
|
136,723
|
|
Fannie Mae Guaranteed REMICS Series 2022-5 Class BA, 2.5% 12/25/2049
|
345,586
|
294,044
|
|
Fannie Mae Guaranteed REMICS Series 2022-5 Class DA, 2.25% 11/25/2047
|
746,872
|
658,191
|
|
Fannie Mae Guaranteed REMICS Series 2022-69 Class AB, 4.5% 1/25/2044
|
611,484
|
594,996
|
|
Fannie Mae Guaranteed REMICS Series 2022-7 Class A, 3% 5/25/2048
|
250,505
|
227,052
|
|
Fannie Mae Guaranteed REMICS Series 2022-7 Class E, 2.5% 11/25/2047
|
823,314
|
734,668
|
|
Fannie Mae Guaranteed REMICS Series 2023-13 Class CK, 1.5% 11/25/2050
|
1,265,863
|
1,006,503
|
|
Fannie Mae Mortgage pass-thru certificates Series 1997-41 Class J, 7.5% 6/18/2027
|
233
|
239
|
|
Fannie Mae Mortgage pass-thru certificates Series 2006-45 Class OP, 0% 6/25/2036 (j)
|
2,342
|
1,928
|
|
Fannie Mae Mortgage pass-thru certificates Series 2006-62 Class KP, 0% 4/25/2036 (j)
|
3,650
|
3,022
|
|
Fannie Mae Mortgage pass-thru certificates Series 2020-47 Class DG, 2% 4/25/2042
|
3,551,055
|
3,322,340
|
|
Fannie Mae Mortgage pass-thru certificates Series 2020-56 Class AH, 2% 5/25/2045
|
674,060
|
623,725
|
|
Fannie Mae Series 2010-118 Class PB, 4.5% 10/25/2040
|
131,753
|
130,634
|
|
Fannie Mae Series 2010-15 Class FJ, U.S. 30-Day Avg. SOFR Index + 1.0445%, 5.7785% 6/25/2036 (b)(c)
|
156,290
|
157,699
|
|
Fannie Mae Series 2010-39 Class FG, U.S. 30-Day Avg. SOFR Index + 1.0345%, 5.7685% 3/25/2036 (b)(c)
|
108,543
|
109,539
|
|
Fannie Mae Series 2010-95 Class ZC, 5% 9/25/2040
|
153,050
|
152,876
|
|
Fannie Mae Series 2022-28 Class A, 2.5% 2/25/2052
|
660,249
|
615,409
|
|
Fannie Mae Series 2022-30 Class E, 4.5% 7/25/2048
|
455,509
|
445,961
|
|
Fannie Mae Series 2022-9 Class BA, 3% 5/25/2048
|
211,980
|
192,274
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-339 Class 5, 5.5% 7/25/2033 (i)
|
1,895
|
284
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-343 Class 16, 5.5% 5/25/2034 (i)
|
1,776
|
269
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-348 Class 14, 6.5% 8/25/2034 (c)(i)
|
1,171
|
217
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 13, 6% 3/25/2034 (i)
|
1,093
|
190
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2007-384 Class 6, 5% 7/25/2037 (i)
|
7,453
|
1,231
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2043 Class ZH, 6% 4/15/2028
|
554
|
562
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2056 Class Z, 6% 5/15/2028
|
1,608
|
1,633
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2014-4341 Class ML, 3.5% 11/15/2031
|
140,273
|
135,737
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2014-4386 Class AZ, 4.5% 11/15/2040
|
86,678
|
83,855
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class EA, 2.5% 8/25/2048
|
190,925
|
166,410
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047
|
106,227
|
92,286
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5164 Class M, 2.5% 7/25/2048
|
194,847
|
170,008
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5165 Class PC, 1.5% 11/25/2051
|
242,053
|
201,464
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1997-1929 Class EZ, 7.5% 2/17/2027
|
419
|
421
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2121 Class MG, 6% 2/15/2029
|
871
|
883
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2131 Class BG, 6% 3/15/2029
|
6,053
|
6,139
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2135 Class JE, 6% 3/15/2029
|
339
|
345
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2137 Class PG, 6% 3/15/2029
|
965
|
983
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2145 Class MZ, 6.5% 4/15/2029
|
6,202
|
6,281
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2154 Class PT, 6% 5/15/2029
|
1,610
|
1,633
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2156 Class TC, 6.25% 5/15/2029
|
196
|
196
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2000-2218 Class ZB, 6% 3/15/2030
|
1,079
|
1,093
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2274 Class ZM, 6.5% 1/15/2031
|
582
|
588
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2303 Class ZV, 6% 4/15/2031
|
3,344
|
3,396
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2357 Class ZB, 6.5% 9/15/2031
|
11,300
|
11,534
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2412 Class FK, U.S. 30-Day Avg. SOFR Index + 0.9145%, 5.7201% 1/15/2032 (b)(c)
|
146
|
146
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2423 Class FA, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.8201% 3/15/2032 (b)(c)
|
214
|
215
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2424 Class FM, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.9201% 3/15/2032 (b)(c)
|
201
|
202
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FE, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.8201% 6/15/2031 (b)(c)
|
338
|
340
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FG, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.8201% 3/15/2032 (b)(c)
|
121
|
121
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2502 Class ZC, 6% 9/15/2032
|
1,433
|
1,465
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2519 Class ZD, 5.5% 11/15/2032
|
2,018
|
2,039
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2520 Class BE, 6% 11/15/2032
|
3,734
|
3,818
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2526 Class FC, U.S. 30-Day Avg. SOFR Index + 0.5145%, 5.3201% 11/15/2032 (b)(c)
|
2,432
|
2,428
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2693 Class MD, 5.5% 10/15/2033
|
8,364
|
8,403
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2711 Class FC, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.8201% 2/15/2033 (b)(c)
|
42,249
|
42,566
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2770 Class FH, U.S. 30-Day Avg. SOFR Index + 0.5145%, 5.3201% 3/15/2034 (b)(c)
|
57,441
|
57,084
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2802 Class OB, 6% 5/15/2034
|
5,724
|
5,823
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2877 Class ZD, 5% 10/15/2034
|
162,373
|
161,072
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2933 Class ZM, 5.75% 2/15/2035
|
39,607
|
40,583
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2947 Class XZ, 6% 3/15/2035
|
16,123
|
16,528
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class MK, 5.5% 6/15/2035
|
1,856
|
1,873
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class ZD, 5.5% 6/15/2035
|
26,132
|
26,604
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2998 Class LY, 5.5% 7/15/2025
|
191
|
190
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-3002 Class NE, 5% 7/15/2035
|
8,416
|
8,424
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-3007 Class EW, 5.5% 7/15/2025
|
482
|
482
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3110 Class OP, 0% 9/15/2035 (j)
|
887
|
859
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3115 Class SM, 6.4855% - U.S. 30-Day Avg. SOFR Index 1.6799% 2/15/2036 (c)(i)
|
2,480
|
219
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3119 Class PO, 0% 2/15/2036 (j)(k)
|
8,865
|
7,182
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3123 Class LO, 0% 3/15/2036 (j)
|
4,809
|
3,933
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3189 Class PD, 6% 7/15/2036
|
8,148
|
8,442
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3237 Class C, 5.5% 11/15/2036
|
35,013
|
35,606
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3244 Class SG, 6.5455% - U.S. 30-Day Avg. SOFR Index 1.7399% 11/15/2036 (c)(i)
|
11,704
|
1,008
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3258 Class PM, 5.5% 12/15/2036
|
2,716
|
2,767
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3336 Class LI, 6.4655% - U.S. 30-Day Avg. SOFR Index 1.6599% 6/15/2037 (c)(i)
|
7,564
|
837
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3366 Class FD, U.S. 30-Day Avg. SOFR Index + 0.3645%, 5.1701% 5/15/2037 (b)(c)
|
9,163
|
8,931
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2008-3415 Class PC, 5% 12/15/2037
|
27,891
|
27,896
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3832 Class PE, 5% 3/15/2041
|
36,710
|
36,807
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3843 Class PZ, 5% 4/15/2041
|
219,693
|
219,692
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3857 Class ZP, 5% 5/15/2041
|
311,607
|
311,578
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034
|
5,965
|
5,878
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4055 Class BI, 3.5% 5/15/2031 (i)
|
102
|
0
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4135 Class AB, 1.75% 6/15/2042
|
35,000
|
32,293
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4281 Class AI, 4% 12/15/2028 (i)
|
82
|
0
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2014-4314 Class AI, 5% 3/15/2034 (i)
|
235
|
1
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4427 Class LI, 3.5% 2/15/2034 (i)
|
22,271
|
932
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4471 Class PA, 4% 12/15/2040
|
19,118
|
18,770
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4683 Class LM, 3% 5/15/2047
|
72,812
|
69,370
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4690 Class CA, 3% 11/15/2036
|
1,774,002
|
1,689,662
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-4954 Class KE, 1.5% 2/25/2050
|
216,855
|
173,113
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5000 Class BA, 2% 4/25/2045
|
523,267
|
474,281
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5018 Class LC, 3% 10/25/2040
|
124,487
|
112,336
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5058 Class BE, 3% 11/25/2050
|
421,323
|
362,478
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5077 Class ME, 2% 8/15/2048
|
5,122,461
|
4,320,502
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5083 Class BA, 2.5% 5/25/2032
|
613,334
|
603,640
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5083 Class VA, 1% 8/15/2038
|
376,273
|
355,571
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5092 Class CL, 3% 4/25/2041
|
1,433,761
|
1,286,690
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5115 Class A, 2% 3/25/2040
|
517,805
|
456,923
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5139 Class JC, 2% 8/25/2040
|
497,055
|
433,932
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5141 Class JM, 1.5% 4/25/2051
|
141,956
|
117,903
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5147 Class WN, 2% 1/25/2040
|
531,039
|
466,893
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class AD, 1.5% 10/25/2051
|
191,095
|
158,712
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class PC, 1.5% 10/25/2051
|
188,463
|
154,909
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class BA, 2.5% 5/25/2049
|
541,070
|
469,172
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class TP, 2.5% 6/25/2049
|
193,499
|
167,437
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050
|
663,408
|
573,495
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5178 Class CT, 2% 11/25/2040
|
541,221
|
468,710
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5178 Class TP, 2.5% 4/25/2049
|
464,540
|
403,002
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047
|
132,797
|
117,997
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5182 Class A, 2.5% 10/25/2048
|
878,213
|
766,762
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049
|
119,277
|
103,547
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class TP, 2.5% 5/25/2049
|
301,912
|
262,447
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047
|
130,705
|
116,011
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class CA, 2.5% 5/25/2049
|
252,590
|
219,541
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050
|
155,787
|
133,748
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class A, 2.5% 6/25/2049
|
252,591
|
219,541
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047
|
99,202
|
88,162
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047
|
410,245
|
367,421
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5200 Class LA, 3% 10/25/2048
|
543,898
|
492,947
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class AG, 3% 1/25/2049
|
131,052
|
118,541
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class BC, 3% 5/25/2048
|
545,678
|
494,954
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class LB, 2.5% 10/25/2047
|
106,470
|
94,702
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class UA, 3% 4/25/2050
|
200,154
|
179,871
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class TA, 3.5% 11/25/2046
|
122,229
|
114,149
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5213 Class AH, 2.25% 4/25/2037
|
462,874
|
429,172
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5214 Class CB, 3.25% 4/25/2052
|
816,760
|
760,263
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5214 Class CG, 3.5% 4/25/2052
|
267,303
|
251,287
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5220 Class PK, 3.5% 1/25/2051
|
429,730
|
402,117
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class P, 5% 4/25/2048
|
238,135
|
236,979
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5266 Class CD, 4.5% 10/25/2044
|
510,681
|
504,148
|
|
Freddie Mac Non Gold Pool Series 1998-2095 Class PE, 6% 11/15/2028
|
1,957
|
1,993
|
|
Freddie Mac Non Gold Pool Series 1998-2101 Class PD, 6% 11/15/2028
|
1,114
|
1,132
|
|
Freddie Mac Non Gold Pool Series 1999-2162 Class PH, 6% 6/15/2029
|
300
|
305
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H10 Class FA, CME Term SOFR 1 month Index + 0.4445%, 5.1518% 5/20/2060 (b)(c)(l)
|
15,155
|
15,114
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H16 Class BA, 3.55% 7/20/2060 (l)
|
23,089
|
22,181
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H19 Class FG, CME Term SOFR 1 month Index + 0.4145%, 5.271% 8/20/2060 (b)(c)(l)
|
197,776
|
197,018
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H27 Class FA, CME Term SOFR 1 month Index + 0.38%, 5.351% 12/20/2060 (b)(c)(l)
|
87,051
|
86,722
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H05 Class FA, CME Term SOFR 1 month Index + 0.6145%, 5.471% 12/20/2060 (b)(c)(l)
|
82,734
|
82,619
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H07 Class FA, CME Term SOFR 1 month Index + 0.6145%, 5.471% 2/20/2061 (b)(c)(l)
|
84,737
|
84,600
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H12 Class FA, CME Term SOFR 1 month Index + 0.6045%, 5.461% 2/20/2061 (b)(c)(l)
|
97,359
|
97,163
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H13 Class FA, CME Term SOFR 1 month Index + 0.6145%, 5.471% 4/20/2061 (b)(c)(l)
|
84,959
|
84,847
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FB, CME Term SOFR 1 month Index + 0.6145%, 5.471% 5/20/2061 (b)(c)(l)
|
85,664
|
85,512
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FC, CME Term SOFR 1 month Index + 0.6145%, 5.471% 5/20/2061 (b)(c)(l)
|
80,433
|
80,315
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H17 Class FA, CME Term SOFR 1 month Index + 0.6445%, 5.501% 6/20/2061 (b)(c)(l)
|
95,809
|
95,724
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H20 Class FA, CME Term SOFR 1 month Index + 0.6645%, 5.521% 9/20/2061 (b)(c)(l)
|
31,398
|
31,377
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H21 Class FA, CME Term SOFR 1 month Index + 0.7145%, 5.571% 10/20/2061 (b)(c)(l)
|
91,980
|
91,969
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H01 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.671% 11/20/2061 (b)(c)(l)
|
121,385
|
121,521
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H03 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.671% 1/20/2062 (b)(c)(l)
|
55,860
|
55,931
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H06 Class FA, CME Term SOFR 1 month Index + 0.7445%, 5.601% 1/20/2062 (b)(c)(l)
|
108,840
|
108,875
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H07 Class FA, CME Term SOFR 1 month Index + 0.7445%, 5.601% 3/20/2062 (b)(c)(l)
|
50,429
|
50,412
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H21 Class DF, CME Term SOFR 1 month Index + 0.7645%, 5.621% 5/20/2061 (b)(c)(l)
|
2,185
|
2,182
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2013-H01 Class FA, 1.65% 1/20/2063 (l)
|
1
|
1
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2013-H04 Class BA, 1.65% 2/20/2063 (l)
|
174
|
160
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2013-H19 Class FC, CME Term SOFR 1 month Index + 0.6%, 5.571% 8/20/2063 (b)(c)(l)
|
3,256
|
3,255
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H03 Class FA, CME Term SOFR 1 month Index + 0.7145%, 5.571% 1/20/2064 (b)(c)(l)
|
6,555
|
6,555
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H04 Class HA, 2.75% 2/20/2064 (l)
|
28,949
|
28,671
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H05 Class FB, CME Term SOFR 1 month Index + 0.7145%, 5.571% 12/20/2063 (b)(c)(l)
|
10,763
|
10,761
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H11 Class BA, CME Term SOFR 1 month Index + 0.6145%, 5.471% 6/20/2064 (b)(c)(l)
|
23,814
|
23,780
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class FL, CME Term SOFR 1 month Index + 0.3945%, 5.251% 5/20/2063 (b)(c)(l)
|
3,155
|
3,122
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class HA, 2.5% 8/20/2064 (l)
|
652
|
631
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H19 Class FA, CME Term SOFR 1 month Index + 0.3145%, 5.171% 4/20/2063 (b)(c)(l)
|
3,020
|
2,992
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H30 Class HA, 1.75% 9/20/2062 (c)(l)
|
12,980
|
12,571
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2016-H13 Class FB, 1 year U.S. Treasury Index + 0.5%, 4.41% 5/20/2066 (b)(c)(l)
|
90,233
|
89,705
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2016-H20 Class FM, CME Term SOFR 1 month Index + 0.5145%, 5.371% 12/20/2062 (b)(c)(l)
|
1,619
|
1,608
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-134 Class BA, 2.5% 11/20/2046
|
56,824
|
51,064
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-H06 Class FA, 1 year U.S. Treasury Index + 0.35%, 4.26% 8/20/2066 (b)(c)(l)
|
165,897
|
164,888
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2018-H12 Class HA, 3.25% 8/20/2068 (l)
|
379,736
|
367,117
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-22 Class AZ, 5.5% 4/20/2034
|
90,085
|
91,841
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-24 Class ZM, 5% 4/20/2034
|
12,950
|
12,756
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-32 Class GS, 6.3855% - CME Term SOFR 1 month Index 1.775% 5/16/2034 (c)(i)
|
2,650
|
170
|
|
Ginnie Mae REMIC pass-thru certificates Series 2007-37 Class TS, 6.5755% - CME Term SOFR 1 month Index 1.965% 6/16/2037 (c)(i)
|
4,826
|
469
|
|
Ginnie Mae REMIC pass-thru certificates Series 2007-59 Class FC, CME Term SOFR 1 month Index + 0.6145%, 5.2207% 7/20/2037 (b)(c)
|
36,514
|
36,344
|
|
Ginnie Mae REMIC pass-thru certificates Series 2008-2 Class FD, CME Term SOFR 1 month Index + 0.5945%, 5.2007% 1/20/2038 (b)(c)
|
9,370
|
9,317
|
|
Ginnie Mae REMIC pass-thru certificates Series 2008-73 Class FA, CME Term SOFR 1 month Index + 0.9745%, 5.5807% 8/20/2038 (b)(c)
|
50,994
|
51,486
|
|
Ginnie Mae REMIC pass-thru certificates Series 2008-83 Class FB, CME Term SOFR 1 month Index + 1.0145%, 5.6207% 9/20/2038 (b)(c)
|
36,957
|
37,361
|
|
Ginnie Mae REMIC pass-thru certificates Series 2009-108 Class CF, CME Term SOFR 1 month Index + 0.7145%, 5.325% 11/16/2039 (b)(c)
|
50,226
|
50,112
|
|
Ginnie Mae REMIC pass-thru certificates Series 2009-116 Class KF, CME Term SOFR 1 month Index + 0.6445%, 5.255% 12/16/2039 (b)(c)
|
29,680
|
29,548
|
|
Ginnie Mae REMIC pass-thru certificates Series 2009-118 Class XZ, 5% 12/20/2039
|
807,162
|
804,481
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-116 Class QB, 4% 9/16/2040
|
8,029
|
7,617
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-160 Class DY, 4% 12/20/2040
|
108,617
|
104,772
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-169 Class Z, 4.5% 12/20/2040
|
400,404
|
369,914
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-170 Class B, 4% 12/20/2040
|
23,956
|
23,086
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-31 Class BP, 5% 3/20/2040
|
220,370
|
222,094
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-H03 Class FA, CME Term SOFR 1 month Index + 0.6645%, 5.3718% 3/20/2060 (b)(c)(l)
|
19,181
|
19,164
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-136 Class WI, 4.5% 5/20/2040 (i)
|
10,445
|
536
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-68 Class EC, 3.5% 4/20/2041
|
18,255
|
17,746
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-69 Class GX, 4.5% 5/16/2040
|
118,217
|
117,704
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-94 Class SA, 5.9855% - CME Term SOFR 1 month Index 1.3794% 7/20/2041 (c)(i)
|
9,962
|
927
|
|
Ginnie Mae REMIC pass-thru certificates Series 2012-98 Class FA, CME Term SOFR 1 month Index + 0.5145%, 5.1207% 8/20/2042 (b)(c)
|
39,202
|
38,574
|
|
Ginnie Mae REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/2040
|
53,991
|
52,686
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-2 Class BA, 3% 1/20/2044
|
214,491
|
194,949
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-21 Class HA, 3% 2/20/2044
|
80,076
|
73,408
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-25 Class HC, 3% 2/20/2044
|
135,187
|
122,400
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-5 Class A, 3% 1/20/2044
|
110,191
|
100,146
|
|
Ginnie Mae REMIC pass-thru certificates Series 2016-69 Class WA, 3% 2/20/2046
|
42,008
|
38,669
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class BA, 3% 9/20/2047
|
202,128
|
180,906
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-153 Class GA, 3% 9/20/2047
|
114,264
|
102,469
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-182 Class KA, 3% 10/20/2047
|
91,505
|
82,692
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-186 Class HK, 3% 11/16/2045
|
117,065
|
107,457
|
|
Ginnie Mae REMIC pass-thru certificates Series 2018-13 Class Q, 3% 4/20/2047
|
106,041
|
98,224
|
|
GS Mortgage-Backed Securities Trust Series 2024-RPL2 Class A1, 3.75% 7/25/2061 (d)
|
371,340
|
357,452
|
|
MFA Trust Series 2022-RPL1 Class A1, 3.3% 8/25/2061 (d)
|
349,806
|
325,665
|
|
MFRA Trust Series 2024-RPL1 Class A1, 4.25% 2/25/2066 (c)(d)
|
580,473
|
541,604
|
|
New Residential Mortgage Loan Trust Series 2019-1A Class A1B, 3.5% 10/25/2059 (d)
|
350,225
|
323,769
|
|
NYMT Loan Trust Series 2021-CP1 Class A1, 2.0424% 7/25/2061 (d)
|
189,232
|
173,365
|
|
NYMT Loan Trust Series 2024-CP1 Class A1, 3.75% 2/25/2068 (d)
|
461,713
|
429,015
|
|
Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (d)
|
112,193
|
110,052
|
|
Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (d)
|
163,578
|
158,056
|
|
Onity Loan Investment Trust 2024-Hb2 Series 2024-HB2 Class A, 5% 8/25/2037 (d)
|
597,171
|
593,659
|
|
PRET Trust Series 2024-RPL1 Class A1, 3.9% 10/25/2063 (d)
|
909,163
|
856,241
|
|
PRPM LLC Series 2021-RPL2 Class A1, 1.455% 10/25/2051 (c)(d)
|
286,821
|
261,682
|
|
PRPM LLC Series 2024-RCF3 Class A1, 4% 5/25/2054 (d)
|
1,139,760
|
1,113,486
|
|
PRPM LLC Series 2024-RCF4 Class A1, 4% 7/25/2054 (d)
|
354,768
|
344,231
|
|
PRPM LLC Series 2024-RCF6 Class A1, 4% 10/25/2054 (c)(d)
|
190,334
|
183,740
|
|
PRPM LLC Series 2024-RPL1 Class A1, 4.2% 12/25/2064 (d)
|
2,653,405
|
2,565,716
|
|
PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (c)(d)
|
1,226,110
|
1,175,349
|
|
Towd Point Mortgage Trust Series 2022-1 Class A1, 3.75% 7/25/2062 (d)
|
594,972
|
556,865
|
|
TOTAL UNITED STATES
|
79,326,608
|
||
|
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $78,742,036)
|
79,361,318
|
||
Commercial Mortgage Securities - 4.6%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 4.6%
|
|||
Arbor Multifamily Mortgage Securities Trust Series 2021-MF2 Class ASB, 2.2446% 6/15/2054 (d)
|
1,500,000
|
1,372,552
|
|
Ares Trust Series 2024-IND2 Class F, CME Term SOFR 1 month Index + 4.039%, 8.6483% 10/15/2034 (b)(c)(d)
|
170,000
|
170,504
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (d)
|
778,000
|
715,760
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class BNM, 3.465% 11/5/2032 (d)
|
132,000
|
112,533
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class CNM, 3.8425% 11/5/2032 (c)(d)
|
100,000
|
71,756
|
|
BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class A, CME Term SOFR 1 month Index + 1.15%, 5.76% 1/15/2039 (b)(c)(d)
|
911,441
|
907,745
|
|
BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class B, CME Term SOFR 1 month Index + 1.55%, 6.16% 1/15/2039 (b)(c)(d)
|
172,312
|
170,915
|
|
BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class C, CME Term SOFR 1 month Index + 2.15%, 6.76% 1/15/2039 (b)(c)(d)
|
123,339
|
123,031
|
|
Bank of America Merrill Lynch Commercial Mortgage Trust Series 2016-UB10 Class B, 3.79% 7/15/2049
|
157,148
|
151,148
|
|
Bank of America Merrill Lynch Commercial Mortgage Trust Series 2016-UB10 Class C, 4.9843% 7/15/2049 (c)
|
818,000
|
783,191
|
|
BANK Series 2017-BNK5 Class A5, 3.39% 6/15/2060
|
1,000,000
|
963,097
|
|
BANK Series 2017-BNK6 Class ASB, 3.289% 7/15/2060
|
173,153
|
170,916
|
|
BANK Series 2018-BN10 Class ASB, 3.641% 2/15/2061
|
312,833
|
307,973
|
|
BANK Series 2018-BN13 Class A4, 3.953% 8/15/2061
|
300,000
|
289,897
|
|
BANK Series 2019-BN19 Class ASB, 3.071% 8/15/2061
|
599,663
|
574,928
|
|
BANK Series 2019-BN20 Class ASB, 2.933% 9/15/2062
|
96,736
|
92,279
|
|
BANK Series 2019-BN21 Class A5, 2.851% 10/17/2052
|
962,049
|
865,706
|
|
BANK Series 2019-BN23 Class ASB, 2.846% 12/15/2052
|
100,000
|
95,483
|
|
BANK Series 2023-BNK45 Class B, 6.148% 2/15/2056 (c)
|
200,000
|
201,689
|
|
Bank5 2024-5yr11 Series 2024-5YR11 Class C, 6.3221% 11/15/2057 (c)
|
225,000
|
227,374
|
|
Bank5 2024-5yr12 Series 2024-5YR12 Class C, 6.3029% 12/15/2057 (c)
|
161,000
|
164,124
|
|
BBCMS Mortgage Trust Series 2020-C7 Class B, 3.152% 4/15/2053
|
950,000
|
802,452
|
|
BBCMS Mortgage Trust Series 2022-C16 Class B, 4.6% 6/15/2055
|
200,000
|
183,343
|
|
BBCMS Mortgage Trust Series 2024-C26 Class C, 6% 5/15/2057
|
150,000
|
152,242
|
|
BBCMS Mortgage Trust Series 2024-C30 Class C, 5.98% 11/15/2057
|
120,000
|
120,976
|
|
BBCMS Trust Series 2024-5C27 Class C, 6.7% 7/15/2057 (c)
|
500,000
|
515,367
|
|
Benchmark Mortgage Trust Series 2018-B2 Class ASB, 3.7802% 2/15/2051
|
656,214
|
647,010
|
|
Benchmark Mortgage Trust Series 2018-B4 Class A5, 4.121% 7/15/2051
|
4,151,000
|
4,034,862
|
|
Benchmark Mortgage Trust Series 2019-B12 Class XA, 1.2064% 8/15/2052 (c)(i)
|
7,388,798
|
240,400
|
|
Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.8917% 12/15/2062 (c)(i)
|
4,176,435
|
98,286
|
|
Benchmark Mortgage Trust Series 2019-B15 Class AAB, 2.859% 12/15/2072
|
1,799,950
|
1,723,550
|
|
Benchmark Mortgage Trust Series 2020-B18 Class AGNG, 4.5348% 7/15/2053 (c)(d)
|
600,000
|
561,735
|
|
Benchmark Mortgage Trust Series 2024-V11 Class C, 6.295% 11/15/2057
|
225,000
|
227,467
|
|
Benchmark Mortgage Trust Series 2024-V5 Class C, 7.205% 1/10/2057 (c)
|
143,000
|
148,488
|
|
BFLD Commercial Mortgage Trust Series 2024-UNIV Class E, CME Term SOFR 1 month Index + 3.6395%, 8.2488% 11/15/2041 (b)(c)(d)
|
300,000
|
299,344
|
|
BFLD Trust Series 2024-WRHS Class E, CME Term SOFR 1 month Index + 3.6889%, 8.2982% 8/15/2026 (b)(c)(d)
|
498,792
|
499,498
|
|
BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.9514% 3/15/2041 (b)(c)(d)
|
3,227,000
|
3,229,017
|
|
BMO Mortgage Trust Series 2024-5C3 Class C, 6.8592% 2/15/2057 (c)
|
148,000
|
151,603
|
|
BMO Mortgage Trust Series 2024-C10 Class C, 5.979% 11/15/2057 (c)
|
100,000
|
100,658
|
|
BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.9812% 6/15/2041 (b)(c)(d)
|
2,072,000
|
2,074,590
|
|
BMP Series 2024-MF23 Class B, CME Term SOFR 1 month Index + 1.6416%, 6.2509% 6/15/2041 (b)(c)(d)
|
1,023,000
|
1,023,639
|
|
BMP Series 2024-MF23 Class C, CME Term SOFR 1 month Index + 1.8413%, 6.4506% 6/15/2041 (b)(c)(d)
|
723,000
|
723,000
|
|
BPR Commercial Mortgage Trust Series 2024-PARK Class A, 5.218% 11/5/2039 (c)(d)
|
8,606,000
|
8,665,233
|
|
BPR Commercial Mortgage Trust Series 2024-PARK Class C, 6.1833% 11/5/2039 (c)(d)
|
142,000
|
143,544
|
|
BPR Commercial Mortgage Trust Series 2024-PARK Class D, 7.001% 11/5/2039 (c)(d)
|
1,125,000
|
1,139,266
|
|
BPR Trust Series 2022-OANA Class A, CME Term SOFR 1 month Index + 1.898%, 6.5073% 4/15/2037 (b)(c)(d)
|
3,387,000
|
3,403,935
|
|
BPR Trust Series 2022-OANA Class B, CME Term SOFR 1 month Index + 2.447%, 7.0563% 4/15/2037 (b)(c)(d)
|
900,000
|
905,063
|
|
BPR Trust Series 2024-PMDW Class B, 5.85% 11/5/2041 (c)(d)
|
120,000
|
120,396
|
|
BPR Trust Series 2024-PMDW Class E, 5.85% 11/5/2041 (c)(d)
|
70,000
|
62,819
|
|
Bx Coml Mtg Tr 2023-Vlt3 Series 2023-VLT3 Class C, CME Term SOFR 1 month Index + 3.438%, 8.0473% 11/15/2028 (b)(c)(d)
|
1,000,000
|
991,629
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 5.6553% 4/15/2034 (b)(c)(d)
|
383,377
|
379,782
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class B, CME Term SOFR 1 month Index + 1.3463%, 5.9553% 4/15/2034 (b)(c)(d)
|
614,000
|
607,093
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class C, CME Term SOFR 1 month Index + 1.6463%, 6.2553% 4/15/2034 (b)(c)(d)
|
406,000
|
400,418
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class D, CME Term SOFR 1 month Index + 1.9463%, 6.5553% 4/15/2034 (b)(c)(d)
|
426,000
|
419,078
|
|
BX Commercial Mortgage Trust Series 2020-VIVA Class D, 3.667% 3/11/2044 (c)(d)
|
170,000
|
150,320
|
|
BX Commercial Mortgage Trust Series 2021-CIP Class F, CME Term SOFR 1 month Index + 3.3335%, 7.9425% 12/15/2038 (b)(c)(d)
|
365,753
|
361,233
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 5.4126% 10/15/2036 (b)(c)(d)
|
2,316,000
|
2,305,171
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class B, CME Term SOFR 1 month Index + 1.0133%, 5.6223% 10/15/2036 (b)(c)(d)
|
268,000
|
265,911
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class C, CME Term SOFR 1 month Index + 1.2131%, 5.8221% 10/15/2036 (b)(c)(d)
|
2,044,000
|
2,024,884
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class D, CME Term SOFR 1 month Index + 1.4128%, 6.0218% 10/15/2036 (b)(c)(d)
|
349,000
|
345,083
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class E, CME Term SOFR 1 month Index + 2.062%, 6.671% 10/15/2036 (b)(c)(d)
|
2,036,000
|
2,027,113
|
|
BX Commercial Mortgage Trust Series 2021-SOAR Class D, CME Term SOFR 1 month Index + 1.5145%, 6.1245% 6/15/2038 (b)(c)(d)
|
1,227,433
|
1,224,364
|
|
BX Commercial Mortgage Trust Series 2021-SOAR Class E, CME Term SOFR 1 month Index + 1.9145%, 6.5245% 6/15/2038 (b)(c)(d)
|
2,873,070
|
2,867,683
|
|
BX Commercial Mortgage Trust Series 2021-SOAR Class G, CME Term SOFR 1 month Index + 2.9145%, 7.5245% 6/15/2038 (b)(c)(d)
|
1,315,107
|
1,298,404
|
|
BX Commercial Mortgage Trust Series 2022-IND Class A, CME Term SOFR 1 month Index + 1.491%, 6.1003% 4/15/2037 (b)(c)(d)
|
1,758,593
|
1,759,692
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 5.6222% 2/15/2039 (b)(c)(d)
|
3,013,805
|
3,010,044
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class B, CME Term SOFR 1 month Index + 1.3123%, 5.9216% 2/15/2039 (b)(c)(d)
|
683,969
|
681,622
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class C, CME Term SOFR 1 month Index + 1.5617%, 6.171% 2/15/2039 (b)(c)(d)
|
538,354
|
536,507
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class D, CME Term SOFR 1 month Index + 1.9608%, 6.5701% 2/15/2039 (b)(c)(d)
|
538,354
|
536,004
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class F, CME Term SOFR 1 month Index + 3.2578%, 7.8671% 2/15/2039 (b)(c)(d)
|
945,096
|
934,463
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 6.3707% 12/9/2040 (b)(c)(d)
|
5,574,733
|
5,593,896
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class B, CME Term SOFR 1 month Index + 2.1908%, 6.8001% 12/9/2040 (b)(c)(d)
|
301,316
|
301,504
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class C, CME Term SOFR 1 month Index + 2.6402%, 7.2495% 12/9/2040 (b)(c)(d)
|
160,340
|
160,491
|
|
BX Commercial Mortgage Trust Series 2024-AIR2 Class D, CME Term SOFR 1 month Index + 2.7905%, 7.4005% 10/15/2041 (b)(c)(d)
|
375,000
|
376,875
|
|
BX Commercial Mortgage Trust Series 2024-GPA2 Class E, CME Term SOFR 1 month Index + 3.5395%, 8.1956% 11/15/2041 (b)(c)(d)
|
1,250,000
|
1,253,516
|
|
BX Commercial Mortgage Trust Series 2024-KING Class E, CME Term SOFR 1 month Index + 3.688%, 8.2972% 5/15/2034 (b)(c)(d)
|
2,025,000
|
2,008,549
|
|
BX Commercial Mortgage Trust Series 2024-MDHS Class A, 6.2506% 5/15/2041 (c)(d)
|
6,269,077
|
6,288,668
|
|
BX Commercial Mortgage Trust Series 2024-MDHS Class E, CME Term SOFR 1 month Index + 3.6883%, 8.2976% 5/15/2041 (b)(c)(d)
|
879,747
|
875,871
|
|
BX Commercial Mortgage Trust Series 2024-VLT5 Class A, 5.4104% 11/13/2046 (c)(d)
|
262,000
|
267,316
|
|
BX Commercial Mortgage Trust Series 2024-VLT5 Class B, 5.9034% 11/13/2046 (c)(d)
|
100,000
|
102,531
|
|
BX Commercial Mortgage Trust Series 2024-VLT5 Class C, 6.3425% 11/13/2046 (c)(d)
|
239,000
|
245,004
|
|
BX Commercial Mortgage Trust Series 2024-VLT5 Class E, 7.8715% 11/13/2046 (c)(d)
|
230,000
|
244,610
|
|
BX Commercial Mortgage Trust Series 2024-XL5 Class A, CME Term SOFR 1 month Index + 1.3917%, 6.0009% 3/15/2041 (b)(c)(d)
|
15,392,982
|
15,436,275
|
|
BX Trust Series 2019-OC11 Class E, 4.0755% 12/9/2041 (c)(d)
|
1,363,000
|
1,208,656
|
|
BX Trust Series 2019-OC11 Class XA, 0.8735% 12/9/2041 (c)(d)(i)
|
50,900,000
|
1,649,837
|
|
BX Trust Series 2021-ACNT Class G, CME Term SOFR 1 month Index + 3.4095%, 8.0185% 11/15/2038 (b)(c)(d)
|
519,508
|
511,996
|
|
BX Trust Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 5.5245% 2/15/2036 (b)(c)(d)
|
200,000
|
199,940
|
|
BX Trust Series 2021-LBA Class EJV, CME Term SOFR 1 month Index + 2.1145%, 6.7245% 2/15/2036 (b)(c)(d)
|
1,345,000
|
1,328,223
|
|
BX Trust Series 2021-LBA Class EV, CME Term SOFR 1 month Index + 2.1145%, 6.7245% 2/15/2036 (b)(c)(d)
|
304,462
|
302,465
|
|
BX Trust Series 2021-SOAR Class A, CME Term SOFR 1 month Index + 0.7845%, 5.3945% 6/15/2038 (b)(c)(d)
|
4,473,116
|
4,464,729
|
|
BX Trust Series 2021-VOLT Class D, CME Term SOFR 1 month Index + 1.7645%, 6.3738% 9/15/2036 (b)(c)(d)
|
1,000,000
|
996,875
|
|
BX Trust Series 2021-VOLT Class E, CME Term SOFR 1 month Index + 2.1145%, 6.7238% 9/15/2036 (b)(c)(d)
|
1,000,000
|
997,500
|
|
BX Trust Series 2021-VOLT Class G, CME Term SOFR 1 month Index + 2.9645%, 7.5738% 9/15/2036 (b)(c)(d)
|
625,000
|
619,531
|
|
BX Trust Series 2022-GPA Class A, CME Term SOFR 1 month Index + 2.165%, 6.7743% 8/15/2039 (b)(c)(d)
|
1,105,659
|
1,106,695
|
|
BX Trust Series 2022-IND Class B, CME Term SOFR 1 month Index + 1.94%, 6.5493% 4/15/2037 (b)(c)(d)
|
668,467
|
668,676
|
|
BX Trust Series 2022-IND Class C, CME Term SOFR 1 month Index + 2.29%, 6.8993% 4/15/2037 (b)(c)(d)
|
151,106
|
151,106
|
|
BX Trust Series 2022-IND Class D, CME Term SOFR 1 month Index + 2.839%, 7.4483% 4/15/2037 (b)(c)(d)
|
126,642
|
126,641
|
|
BX Trust Series 2022-LBA6 Class E, CME Term SOFR 1 month Index + 2.7%, 7.3093% 1/15/2039 (b)(c)(d)
|
1,225,000
|
1,216,578
|
|
BX Trust Series 2022-VAMF Class F, CME Term SOFR 1 month Index + 3.299%, 7.9083% 1/15/2039 (b)(c)(d)
|
823,000
|
810,112
|
|
BX Trust Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 6.0512% 4/15/2041 (b)(c)(d)
|
4,758,913
|
4,764,822
|
|
BX Trust Series 2024-CNYN Class B, CME Term SOFR 1 month Index + 1.6915%, 6.3008% 4/15/2041 (b)(c)(d)
|
758,099
|
758,336
|
|
BX Trust Series 2024-CNYN Class C, CME Term SOFR 1 month Index + 1.9412%, 6.5505% 4/15/2041 (b)(c)(d)
|
629,997
|
630,390
|
|
BX Trust Series 2024-FNX Class D, CME Term SOFR 1 month Index + 2.9402%, 7.7262% 11/15/2026 (b)(c)(d)
|
131,000
|
130,754
|
|
BX Trust Series 2024-FNX Class E, CME Term SOFR 1 month Index + 3.9387%, 8.7247% 11/15/2026 (b)(c)(d)
|
630,000
|
628,818
|
|
BX Trust Series 2024-VLT4 Class E, CME Term SOFR 1 month Index + 2.8894%, 7.4987% 7/15/2029 (b)(c)(d)
|
947,000
|
948,480
|
|
BX Trust Series 2024-VLT4 Class F, CME Term SOFR 1 month Index + 3.9379%, 8.5472% 7/15/2029 (b)(c)(d)
|
1,750,000
|
1,749,159
|
|
BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 6.0513% 2/15/2039 (b)(c)(d)
|
4,257,401
|
4,270,706
|
|
BX Trust Series 2024-XL4 Class B, CME Term SOFR 1 month Index + 1.7915%, 6.4008% 2/15/2039 (b)(c)(d)
|
561,821
|
561,821
|
|
BX Trust Series 2024-XL5 Class B, CME Term SOFR 1 month Index + 1.6912%, 6.3005% 3/15/2041 (b)(c)(d)
|
1,204,716
|
1,204,337
|
|
BX Trust Series 2024-XL5 Class C, CME Term SOFR 1 month Index + 1.9409%, 6.5502% 3/15/2041 (b)(c)(d)
|
1,598,937
|
1,598,437
|
|
CAMB Commercial Mortgage Trust Series 2019-LIFE Class A, CME Term SOFR 1 month Index + 1.367%, 5.977% 12/15/2037 (b)(c)(d)
|
100,000
|
100,000
|
|
CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (d)
|
1,833,060
|
1,727,231
|
|
CFCRE Commercial Mortgage Trust Series 2016-C7 Class A2, 3.5853% 12/10/2054
|
228,740
|
221,863
|
|
CFCRE Commercial Mortgage Trust Series 2017-C8 Class A3, 3.3048% 6/15/2050
|
245,012
|
234,299
|
|
CGMS Commercial Mortgage Trust Series 2017-B1 Class A3, 3.197% 8/15/2050
|
290,294
|
278,883
|
|
Citigroup Commercial Mortgage Trust Series 2015-GC29 Class XA, 1.1676% 4/10/2048 (c)(i)
|
1,959,208
|
715
|
|
Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049
|
400,000
|
389,655
|
|
Citigroup Commercial Mortgage Trust Series 2019-GC41 Class AAB, 2.7198% 8/10/2056
|
826,668
|
784,988
|
|
Citigroup Commercial Mortgage Trust Series 2020-420K Class D, 3.4222% 11/10/2042 (c)(d)
|
475,000
|
414,656
|
|
Citigroup Commercial Mortgage Trust Series 2020-420K Class E, 3.4222% 11/10/2042 (c)(d)
|
600,000
|
505,107
|
|
Citigroup Commercial Mortgage Trust Series 2020-GC46 Class AAB, 2.614% 2/15/2053
|
500,000
|
471,414
|
|
Citigroup Commercial Mortgage Trust Series 2023-PRM3 Class C, 6.5717% 7/10/2028 (c)(d)
|
732,000
|
742,703
|
|
Citigroup Commercial Mortgage Trust Series 2023-SMRT Class C, 6.0475% 10/12/2040 (c)(d)
|
150,000
|
150,038
|
|
COMM Mortgage Trust Series 2014-CR20 Class C, 4.6248% 11/10/2047 (c)
|
310,043
|
292,216
|
|
COMM Mortgage Trust Series 2015-DC1 Class B, 4.035% 2/10/2048 (c)
|
875,000
|
820,642
|
|
COMM Mortgage Trust Series 2015-DC1 Class C, 4.409% 2/10/2048 (c)
|
398,000
|
343,453
|
|
COMM Mortgage Trust Series 2015-LC19 Class C, 4.3634% 2/10/2048 (c)
|
355,000
|
338,186
|
|
Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052
|
824,434
|
805,845
|
|
Cone Trust Series 2024-DFW1 Class E, CME Term SOFR 1 month Index + 3.8885%, 8.4978% 8/15/2041 (b)(c)(d)
|
175,000
|
174,781
|
|
CPT Mortgage Trust Series 2019-CPT Class E, 3.0967% 11/13/2039 (c)(d)
|
100,000
|
77,966
|
|
CSAIL Commercial Mortgage Trust Series 2017-C8 Class C, 4.4078% 6/15/2050 (c)
|
490,000
|
415,176
|
|
CSAIL Commercial Mortgage Trust Series 2017-CX10 Class ASB, 3.3269% 11/15/2050
|
431,609
|
425,580
|
|
CSAIL Commercial Mortgage Trust Series 2018-CX12 Class A3, 3.9585% 8/15/2051
|
280,000
|
270,338
|
|
CSAIL Commercial Mortgage Trust Series 2019-C15 Class A4, 4.0529% 3/15/2052
|
4,481,768
|
4,315,839
|
|
CSMC Trust Series 2017-PFHP Class D, CME Term SOFR 1 month Index + 2.297%, 6.907% 12/15/2030 (b)(c)(d)
|
1,296,000
|
1,211,412
|
|
CSMC Trust Series 2020-NET Class A, 2.2569% 8/15/2037 (d)
|
209,779
|
202,452
|
|
DBJPM Mortgage Trust Series 2020-C9 Class B, 2.567% 8/15/2053
|
275,000
|
228,003
|
|
DC Commercial Mortgage Trust Series 2023-DC Class D, 7.3785% 9/12/2040 (c)(d)
|
438,000
|
444,091
|
|
DTP Coml Mtg Trust Series 2023-STE2 Class A, 6.038% 1/15/2041 (c)(d)
|
524,000
|
534,556
|
|
DTP Coml Mtg Trust Series 2023-STE2 Class D, 6.9552% 1/15/2041 (c)(d)
|
1,100,000
|
1,094,628
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class A, CME Term SOFR 1 month Index + 0.8155%, 5.4255% 11/15/2038 (b)(c)(d)
|
8,091,581
|
8,061,238
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class B, CME Term SOFR 1 month Index + 1.2347%, 5.8447% 11/15/2038 (b)(c)(d)
|
1,134,679
|
1,128,297
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class J, CME Term SOFR 1 month Index + 3.7294%, 8.3394% 11/15/2038 (b)(c)(d)
|
1,498,256
|
1,459,704
|
|
EQT Trust Series 2024-EXTR Class B, 1 month U.S. LIBOR + 0%, 5.6546% 7/5/2041 (b)(c)(d)
|
158,000
|
159,236
|
|
EQT Trust Series 2024-EXTR Class C, 6.0464% 7/5/2041 (c)(d)
|
133,000
|
133,552
|
|
EQT Trust Series 2024-EXTR Class D, 6.6819% 7/5/2041 (c)(d)
|
100,000
|
100,684
|
|
Extended Stay America Trust Series 2021-ESH Class A, CME Term SOFR 1 month Index + 1.1945%, 5.8035% 7/15/2038 (b)(c)(d)
|
4,262,894
|
4,265,558
|
|
Extended Stay America Trust Series 2021-ESH Class B, CME Term SOFR 1 month Index + 1.4945%, 6.1035% 7/15/2038 (b)(c)(d)
|
3,324,844
|
3,327,961
|
|
Extended Stay America Trust Series 2021-ESH Class C, CME Term SOFR 1 month Index + 1.8145%, 6.4235% 7/15/2038 (b)(c)(d)
|
2,945,369
|
2,951,812
|
|
Extended Stay America Trust Series 2021-ESH Class D, CME Term SOFR 1 month Index + 2.3645%, 6.9735% 7/15/2038 (b)(c)(d)
|
604,678
|
606,379
|
|
Extended Stay America Trust Series 2021-ESH Class F, CME Term SOFR 1 month Index + 3.8145%, 8.4235% 7/15/2038 (b)(c)(d)
|
975,288
|
979,555
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-K043 Class A2, 3.062% 12/25/2024
|
388,785
|
387,500
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-K049 Class A2, 3.01% 7/25/2025
|
154,751
|
153,069
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K055 Class A2, 2.673% 3/25/2026
|
2,588,268
|
2,527,957
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K058 Class A2, 2.653% 8/25/2026
|
1,126,000
|
1,091,519
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K066 Class A2, 3.117% 6/25/2027
|
500,000
|
484,133
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K070 Class A2, 3.303% 11/25/2027
|
1,900,000
|
1,840,885
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K072 Class A2, 3.444% 12/25/2027
|
900,000
|
874,008
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K085 Class A2, 4.06% 10/25/2028
|
1,100,000
|
1,082,751
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K091 Class A2, 3.505% 3/25/2029
|
1,600,000
|
1,541,978
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K736 Class A2, 2.282% 7/25/2026
|
1,397,241
|
1,353,355
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K744 Class A2, 1.712% 7/25/2028
|
870,844
|
794,548
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-151 Class A2, 3.8% 10/25/2032
|
500,000
|
474,697
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K140 Class A2, 2.25% 1/25/2032
|
800,000
|
689,421
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-156 Class A2, 4.43% 2/25/2033
|
400,000
|
396,114
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K751 Class A2, 4.412% 3/25/2030
|
300,000
|
298,933
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-164 Class A2, 5% 5/25/2034
|
300,000
|
309,118
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-165 Class A2, 4.489% 9/25/2034
|
300,000
|
297,176
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-K755 Class A2, 5.203% 2/25/2031
|
5,300,000
|
5,482,224
|
|
FS Commercial Mortgage Trust Series 2023-4SZN Class D, 9.3827% 11/10/2039 (c)(d)
|
500,000
|
522,236
|
|
GS Mortgage Securities Trust Series 2017-GS6 Class A2, 3.164% 5/10/2050
|
92,387
|
88,288
|
|
GS Mortgage Securities Trust Series 2018-3PCK Class A, CME Term SOFR 1 month Index + 2.0645%, 6.6745% 9/15/2031 (b)(c)(d)
|
646,179
|
639,873
|
|
GS Mortgage Securities Trust Series 2018-GS10 Class A5, 4.155% 7/10/2051
|
800,000
|
768,249
|
|
GS Mortgage Securities Trust Series 2018-GS9 Class A4, 3.992% 3/10/2051
|
200,000
|
193,264
|
|
GS Mortgage Securities Trust Series 2019-GC42 Class C, 3.8253% 9/10/2052 (c)
|
441,000
|
366,821
|
|
GS Mortgage Securities Trust Series 2020-GC45 Class SWB, 3.3258% 12/13/2039 (c)(d)
|
445,000
|
379,174
|
|
GS Mortgage Securities Trust Series 2021-IP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.6745% 10/15/2036 (b)(c)(d)
|
2,253,000
|
2,236,103
|
|
GS Mortgage Securities Trust Series 2021-IP Class B, CME Term SOFR 1 month Index + 1.2645%, 5.8745% 10/15/2036 (b)(c)(d)
|
160,000
|
157,721
|
|
GS Mortgage Securities Trust Series 2021-IP Class C, CME Term SOFR 1 month Index + 1.6645%, 6.2745% 10/15/2036 (b)(c)(d)
|
132,000
|
129,874
|
|
GS Mortgage Securities Trust Series 2024-RVR Class B, 5.7226% 8/10/2041 (c)(d)
|
100,000
|
99,262
|
|
GS Mortgage Securities Trust Series 2024-RVR Class D, 6.6729% 8/10/2041 (c)(d)
|
352,000
|
352,128
|
|
Hilton USA Trust Series 2016-HHV Class E, 4.3333% 11/5/2038 (c)(d)
|
1,000,000
|
958,098
|
|
Hilton USA Trust Series 2016-HHV Class F, 4.3333% 11/5/2038 (c)(d)
|
2,000,000
|
1,897,359
|
|
Intown Mortgage Trust Series 2022-STAY Class A, CME Term SOFR 1 month Index + 2.4886%, 7.0976% 8/15/2039 (b)(c)(d)
|
2,256,000
|
2,264,454
|
|
JPMBB Commercial Mortgage Securities Trust Series 2014-C18 Class C, 4.6871% 2/15/2047 (c)
|
372,000
|
347,063
|
|
JPMBB Commercial Mortgage Securities Trust Series 2014-C26 Class D, 3.9236% 1/15/2048 (c)(d)
|
300,000
|
237,150
|
|
JPMBB Commercial Mortgage Securities Trust Series 2015-C33 Class A3, 3.5043% 12/15/2048
|
282,040
|
278,824
|
|
JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class A2, 2.8822% 12/15/2049
|
212,105
|
205,695
|
|
JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class ASB, 2.9941% 12/15/2049
|
296,587
|
290,953
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class AFX, 4.2475% 7/5/2033 (d)
|
476,000
|
444,858
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class CFX, 4.9498% 7/5/2033 (d)
|
103,000
|
81,728
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class DFX, 5.3503% 7/5/2033 (d)
|
159,000
|
117,592
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class XAFX, 1.2948% 7/5/2033 (c)(d)(i)
|
2,000,000
|
34,633
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2024-OMNI Class E, 5.9904% 10/5/2039 (c)(d)
|
400,000
|
384,441
|
|
KSL Commercial Mortgage Trust Series 2023-HT Class A, CME Term SOFR 1 month Index + 2.2902%, 6.8995% 12/15/2036 (b)(c)(d)
|
2,476,848
|
2,477,621
|
|
LBA Trust Series 2024-7IND Class D, CME Term SOFR 1 month Index + 2.641%, 7.2503% 10/15/2041 (b)(c)(d)
|
550,000
|
550,000
|
|
LBA Trust Series 2024-BOLT Class E, CME Term SOFR 1 month Index + 3.6881%, 8.2974% 6/15/2026 (b)(c)(d)
|
1,000,000
|
1,000,937
|
|
LBA Trust Series 2024-BOLT Class F, CME Term SOFR 1 month Index + 4.437%, 9.0463% 6/15/2026 (b)(c)(d)
|
215,000
|
215,013
|
|
LCCM Mortgage Trust Series 2017-LC26 Class A3, 3.289% 7/12/2050 (d)
|
1,261,810
|
1,213,748
|
|
Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.9045% 5/15/2039 (b)(c)(d)
|
2,726,000
|
2,659,554
|
|
Life Financial Services Trust Series 2022-BMR2 Class B, CME Term SOFR 1 month Index + 1.7939%, 6.4032% 5/15/2039 (b)(c)(d)
|
1,630,000
|
1,554,229
|
|
Life Financial Services Trust Series 2022-BMR2 Class C, CME Term SOFR 1 month Index + 2.0931%, 6.7024% 5/15/2039 (b)(c)(d)
|
913,000
|
862,785
|
|
Life Financial Services Trust Series 2022-BMR2 Class D, CME Term SOFR 1 month Index + 2.5419%, 7.1512% 5/15/2039 (b)(c)(d)
|
812,000
|
750,333
|
|
LIFE Mortgage Trust Series 2021-BMR Class A, CME Term SOFR 1 month Index + 0.8145%, 5.4235% 3/15/2038 (b)(c)(d)
|
967,624
|
955,529
|
|
LIFE Mortgage Trust Series 2021-BMR Class B, CME Term SOFR 1 month Index + 0.9945%, 5.6035% 3/15/2038 (b)(c)(d)
|
267,286
|
263,778
|
|
LIFE Mortgage Trust Series 2021-BMR Class C, CME Term SOFR 1 month Index + 1.2145%, 5.8235% 3/15/2038 (b)(c)(d)
|
168,144
|
165,727
|
|
LIFE Mortgage Trust Series 2021-BMR Class D, CME Term SOFR 1 month Index + 1.5145%, 6.1235% 3/15/2038 (b)(c)(d)
|
233,975
|
230,026
|
|
LIFE Mortgage Trust Series 2021-BMR Class E, CME Term SOFR 1 month Index + 1.8645%, 6.4735% 3/15/2038 (b)(c)(d)
|
204,629
|
198,746
|
|
LV Trust Series 2024-SHOW Class C, 6.2763% 10/10/2041 (c)(d)
|
128,000
|
126,563
|
|
MCR Mortgage Trust Series 2024-TWA Class F, 10.382% 6/12/2039 (d)
|
200,000
|
201,761
|
|
MHC Commercial Mortgage Trust Series 2021-MHC Class F, CME Term SOFR 1 month Index + 2.7154%, 7.3244% 4/15/2038 (b)(c)(d)
|
1,440,000
|
1,439,100
|
|
MHC Trust Series 2021-MHC2 Class F, CME Term SOFR 1 month Index + 2.5145%, 7.1235% 5/15/2038 (b)(c)(d)
|
112,800
|
111,531
|
|
MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 5.4245% 7/15/2038 (b)(c)(d)
|
200,000
|
199,375
|
|
MHP Commercial Mortgage Trust Series 2021-STOR Class G, CME Term SOFR 1 month Index + 2.8645%, 7.4745% 7/15/2038 (b)(c)(d)
|
1,500,000
|
1,494,375
|
|
MHP Commercial Mortgage Trust Series 2022-MHIL Class F, CME Term SOFR 1 month Index + 3.2592%, 7.8685% 1/15/2027 (b)(c)(d)
|
895,205
|
887,931
|
|
MHP Commercial Mortgage Trust Series 2022-MHIL Class G, CME Term SOFR 1 month Index + 3.9575%, 8.5668% 1/15/2027 (b)(c)(d)
|
1,115,815
|
1,103,042
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 Class C, 3.8465% 5/15/2046 (c)
|
144,000
|
127,465
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 Class D, 3.9345% 5/15/2046 (c)(d)
|
120,000
|
104,092
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 Class ASB, 3.354% 11/15/2052
|
729,291
|
715,118
|
|
Morgan Stanley Capital I Trust Series 2015-MS1 Class C, 4.1525% 5/15/2048 (c)
|
500,000
|
440,848
|
|
Morgan Stanley Capital I Trust Series 2016-UB11 Class A4, 2.782% 8/15/2049
|
1,000,000
|
959,522
|
|
Morgan Stanley Capital I Trust Series 2017-H1 Class A4, 3.259% 6/15/2050
|
500,000
|
485,997
|
|
Morgan Stanley Capital I Trust Series 2017-H1 Class B, 4.075% 6/15/2050
|
515,000
|
482,773
|
|
Morgan Stanley Capital I Trust Series 2017-H1 Class C, 4.281% 6/15/2050
|
180,000
|
159,463
|
|
Morgan Stanley Capital I Trust Series 2017-HR2 Class A4, 3.587% 12/15/2050
|
270,000
|
259,163
|
|
Morgan Stanley Capital I Trust Series 2017-HR2 Class D, 2.73% 12/15/2050
|
296,000
|
253,604
|
|
Morgan Stanley Capital I Trust Series 2018-H4 Class A4, 4.31% 12/15/2051
|
5,485,000
|
5,332,184
|
|
Morgan Stanley Capital I Trust Series 2019-L2 Class A3, 3.806% 3/15/2052
|
391,713
|
373,225
|
|
Morgan Stanley Capital I Trust Series 2024-BPR2 Class A, 7.291% 5/5/2029 (d)
|
955,817
|
992,270
|
|
Morgan Stanley Capital I Trust Series 2024-BPR2 Class X, 1.0718% 5/5/2029 (c)(d)(i)
|
7,979,922
|
274,709
|
|
Morgan Stanley Capital I Trust Series 2024-NSTB Class B, 3.9% 9/24/2057 (c)(d)
|
140,000
|
130,248
|
|
Morgan Stanley Capital I Trust Series 2024-NSTB Class C, 4.0785% 9/24/2057 (c)(d)
|
152,000
|
142,445
|
|
Nxpt Coml Mtg Tr Series 2024-STOR Class E, 6.9267% 11/5/2041 (c)(d)
|
535,000
|
522,168
|
|
OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.6984% 10/15/2028 (b)(c)(d)
|
1,198,536
|
1,209,767
|
|
OPEN Trust Series 2023-AIR Class B, CME Term SOFR 1 month Index + 3.838%, 8.4473% 10/15/2028 (b)(c)(d)
|
2,820,085
|
2,841,119
|
|
OPG Trust Series 2021-PORT Class A, CME Term SOFR 1 month Index + 0.5985%, 5.2085% 10/15/2036 (b)(c)(d)
|
168,444
|
167,601
|
|
OPG Trust Series 2021-PORT Class B, CME Term SOFR 1 month Index + 0.8275%, 5.4375% 10/15/2036 (b)(c)(d)
|
905,450
|
898,659
|
|
OPG Trust Series 2021-PORT Class C, CME Term SOFR 1 month Index + 0.9465%, 5.5565% 10/15/2036 (b)(c)(d)
|
1,855,750
|
1,841,832
|
|
OPG Trust Series 2021-PORT Class G, CME Term SOFR 1 month Index + 2.5125%, 7.1225% 10/15/2036 (b)(c)(d)
|
975,000
|
967,688
|
|
Prima Capital CRE Securitization Ltd Series 2020-8A Class C, 3% 12/26/2070 (d)
|
304,000
|
244,203
|
|
Rocc 2024-Cntr E Series 2024-CNTR Class E, 8.8191% 11/13/2041 (d)
|
737,000
|
770,153
|
|
SELF Commercial Mortgage Trust Series 2024-STRG Class E, CME Term SOFR 1 month Index + 4.1885%, 8.8885% 11/15/2034 (b)(c)(d)
|
239,000
|
238,391
|
|
SELF Commercial Mortgage Trust Series 2024-STRG Class F, CME Term SOFR 1 month Index + 5.187%, 9.887% 11/15/2034 (b)(c)(d)
|
199,000
|
198,492
|
|
SHR Trust Series 2024-LXRY Class D, CME Term SOFR 1 month Index + 3.6%, 8.2093% 10/15/2041 (b)(c)(d)
|
267,000
|
269,336
|
|
SHR Trust Series 2024-LXRY Class E, CME Term SOFR 1 month Index + 4.45%, 9.0593% 10/15/2041 (b)(c)(d)
|
100,000
|
100,751
|
|
SPGN Mortgage Trust Series 2022-TFLM Class B, CME Term SOFR 1 month Index + 2%, 6.6093% 2/15/2039 (b)(c)(d)
|
457,000
|
449,087
|
|
SPGN Mortgage Trust Series 2022-TFLM Class C, CME Term SOFR 1 month Index + 2.65%, 7.2593% 2/15/2039 (b)(c)(d)
|
237,000
|
232,310
|
|
SREIT Trust Series 2021-FLWR Class F, CME Term SOFR 1 month Index + 2.787%, 7.396% 7/15/2036 (b)(c)(d)
|
1,000,000
|
993,750
|
|
SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.4546% 11/15/2038 (b)(c)(d)
|
12,516,724
|
12,507,467
|
|
SREIT Trust Series 2021-MFP Class B, CME Term SOFR 1 month Index + 1.1943%, 5.8036% 11/15/2038 (b)(c)(d)
|
4,748,910
|
4,734,070
|
|
SREIT Trust Series 2021-MFP Class C, CME Term SOFR 1 month Index + 1.4435%, 6.0528% 11/15/2038 (b)(c)(d)
|
578,902
|
576,761
|
|
SREIT Trust Series 2021-MFP Class D, CME Term SOFR 1 month Index + 1.6927%, 6.302% 11/15/2038 (b)(c)(d)
|
380,832
|
379,879
|
|
SREIT Trust Series 2021-MFP Class G, CME Term SOFR 1 month Index + 3.0883%, 7.6976% 11/15/2038 (b)(c)(d)
|
956,863
|
941,537
|
|
STWD Trust Series 2021-LIH Class F, CME Term SOFR 1 month Index + 3.6655%, 8.275% 11/15/2036 (b)(c)(d)
|
1,230,000
|
1,202,517
|
|
UBS Commercial Mortgage Trust Series 2017-C7 Class ASB, 3.586% 12/15/2050
|
1,367,866
|
1,345,868
|
|
UBS Commercial Mortgage Trust Series 2017-C7 Class XA, 1.1254% 12/15/2050 (c)(i)
|
1,126,026
|
28,263
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (d)
|
1,382,000
|
1,123,139
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class B, 2.453% 10/10/2042 (d)
|
1,276,000
|
1,017,001
|
|
Wells Fargo Commercial Mortgage Trust 2024-5c2 Series 2024-5C2 Class C, 6.3337% 11/15/2057 (c)
|
100,000
|
101,442
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 Class B, 2.967% 8/15/2049
|
455,000
|
377,879
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-C35 Class A4FL, CME Term SOFR 1 month Index + 1.1645%, 5.775% 7/15/2048 (b)(c)(d)
|
2,800,000
|
2,800,389
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-C37 Class A4, 3.525% 12/15/2049
|
917,635
|
893,533
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 Class C, 4.5389% 11/15/2049 (c)
|
320,000
|
297,079
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C38 Class ASB, 3.261% 7/15/2050
|
420,067
|
413,321
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C42 Class ASB, 3.488% 12/15/2050
|
427,693
|
421,062
|
|
Wells Fargo Commercial Mortgage Trust Series 2017-C42 Class XA, 1.0012% 12/15/2050 (c)(i)
|
3,427,038
|
73,396
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C46 Class XA, 1.0773% 8/15/2051 (c)(i)
|
2,272,649
|
49,400
|
|
Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class ASB, 2.651% 2/15/2053
|
400,000
|
379,188
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-FCMT Class A, CME Term SOFR 1 month Index + 1.3145%, 5.9245% 5/15/2031 (b)(c)(d)
|
953,000
|
935,698
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-SAVE Class D, CME Term SOFR 1 month Index + 2.6145%, 7.2245% 2/15/2040 (b)(c)(d)
|
460,800
|
455,138
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-1CHI Class E, 7.5743% 7/15/2035 (c)(d)
|
173,000
|
173,325
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A11, CME Term SOFR 1 month Index + 1.9907%, 6.6% 8/15/2041 (b)(c)(d)
|
700,000
|
701,181
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A12, CME Term SOFR 1 month Index + 1.6912%, 6.3004% 8/15/2041 (b)(c)(d)
|
1,500,000
|
1,502,577
|
|
WF-RBS Commercial Mortgage Trust Series 2013-C11 Class C, 4.1424% 3/15/2045 (c)
|
170,000
|
161,920
|
|
WF-RBS Commercial Mortgage Trust Series 2014-C21 Class XA, 0.6486% 8/15/2047 (c)(i)
|
33,607
|
58
|
|
TOTAL UNITED STATES
|
280,596,752
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $279,640,097)
|
280,596,752
|
||
Common Stocks - 0.0%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
New Fortress Energy Inc (n)
(Cost $201,001)
|
21,158
|
225,755
|
|
Convertible Corporate Bonds - 0.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
EchoStar Corp 3.875% 11/30/2030 pay-in-kind
|
613,071
|
681,275
|
|
Consumer Discretionary - 0.0%
|
|||
Automobiles - 0.0%
|
|||
Rivian Automotive Inc 3.625% 10/15/2030
|
712,000
|
619,921
|
|
Information Technology - 0.0%
|
|||
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
MKS Instruments Inc 1.25% 6/1/2030 (d)
|
232,000
|
236,378
|
|
Wolfspeed Inc 1.875% 12/1/2029
|
773,000
|
333,936
|
|
570,314
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 0.25% 6/15/2026
|
250,000
|
217,180
|
|
Redfin Corp 0.5% 4/1/2027
|
770,000
|
574,266
|
|
791,446
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
PG&E Corp 4.25% 12/1/2027 (d)
|
230,000
|
258,586
|
|
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
NextEra Energy Partners LP 0% 11/15/2025 (d)(j)(k)
|
102,000
|
95,472
|
|
NextEra Energy Partners LP 2.5% 6/15/2026 (d)
|
331,000
|
309,097
|
|
404,569
|
|||
TOTAL UTILITIES
|
663,155
|
||
TOTAL UNITED STATES
|
3,326,111
|
||
|
TOTAL CONVERTIBLE CORPORATE BONDS
(Cost $3,169,534)
|
3,326,111
|
||
Fixed-Income Funds - 5.8%
|
|||
Shares
|
Value ($)
|
||
Fidelity Floating Rate Central Fund (o)
(Cost $352,673,801)
|
3,582,497
|
353,986,543
|
|
Foreign Government and Government Agency Obligations - 1.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
ANGOLA - 0.0%
|
|||
Angola Republic 8.25% 5/9/2028 (d)
|
330,000
|
312,883
|
|
Angola Republic 8.75% 4/14/2032 (d)
|
200,000
|
179,000
|
|
Angola Republic 9.375% 5/8/2048 (d)
|
270,000
|
225,620
|
|
Angola Republic 9.5% 11/12/2025 (d)
|
315,000
|
317,559
|
|
TOTAL ANGOLA
|
1,035,062
|
||
ARGENTINA - 0.2%
|
|||
Argentine Republic 0.75% 7/9/2030 (p)
|
3,945,610
|
2,909,888
|
|
Argentine Republic 1% 7/9/2029
|
405,245
|
314,571
|
|
Argentine Republic 3.5% 7/9/2041 (p)
|
460,000
|
273,557
|
|
Argentine Republic 4.125% 7/9/2035 (p)
|
3,469,989
|
2,191,298
|
|
Argentine Republic 5% 1/9/2038 (p)
|
825,000
|
555,844
|
|
Bonos Para La Reconstruccion De Una Argentina Libre 0% 6/30/2025 (k)
|
240,048
|
159,675
|
|
Provincia de Cordoba 6.875% 12/10/2025 (d)(p)
|
50,001
|
49,188
|
|
Provincia de Cordoba 6.99% 6/1/2027 (d)(p)
|
225,000
|
209,718
|
|
TOTAL ARGENTINA
|
6,663,739
|
||
ARMENIA - 0.0%
|
|||
Republic of Armenia 3.6% 2/2/2031 (d)
|
230,000
|
191,403
|
|
BAHAMAS (NASSAU) - 0.0%
|
|||
Commonwealth of the Bahamas 6% 11/21/2028 (d)
|
200,000
|
191,227
|
|
BAHRAIN - 0.0%
|
|||
Bahrain Government International Bond 5.625% 5/18/2034 (d)
|
190,000
|
175,038
|
|
Bahrain Government International Bond 7.5% 2/12/2036 (d)
|
100,000
|
104,375
|
|
TOTAL BAHRAIN
|
279,413
|
||
BARBADOS - 0.0%
|
|||
Barbados Government 6.5% 10/1/2029 (d)
|
315,000
|
305,115
|
|
BENIN - 0.0%
|
|||
Republic of Benin 4.875% 1/19/2032 (d)
|
EUR
|
145,000
|
137,331
|
Republic of Benin 7.96% 2/13/2038 (d)
|
250,000
|
242,813
|
|
TOTAL BENIN
|
380,144
|
||
BERMUDA - 0.0%
|
|||
Bermuda Government International Bond 3.375% 8/20/2050 (d)
|
140,000
|
93,939
|
|
Bermuda Government International Bond 3.717% 1/25/2027 (d)
|
300,000
|
290,719
|
|
Bermuda Government International Bond 4.75% 2/15/2029 (d)
|
280,000
|
274,193
|
|
Bermuda Government International Bond 5% 7/15/2032 (d)
|
140,000
|
136,369
|
|
TOTAL BERMUDA
|
795,220
|
||
BRAZIL - 0.0%
|
|||
Brazil Notas do Tesouro Nacional Serie B 3.875% 6/12/2030
|
345,000
|
312,584
|
|
Brazil Notas do Tesouro Nacional Serie B 6% 10/20/2033
|
200,000
|
197,786
|
|
Brazil Notas do Tesouro Nacional Serie B 7.125% 1/20/2037
|
340,000
|
360,995
|
|
Brazil Notas do Tesouro Nacional Serie B 7.125% 5/13/2054
|
100,000
|
99,309
|
|
Brazil Notas do Tesouro Nacional Serie B 8.25% 1/20/2034
|
605,000
|
695,145
|
|
TOTAL BRAZIL
|
1,665,819
|
||
CANADA - 0.0%
|
|||
Canadian Government 2% 6/1/2032
|
CAD
|
1,335,000
|
885,455
|
Canadian Government 2.75% 6/1/2033
|
CAD
|
400,000
|
277,770
|
TOTAL CANADA
|
1,163,225
|
||
CHILE - 0.0%
|
|||
Chilean Republic 2.45% 1/31/2031
|
805,000
|
702,765
|
|
Chilean Republic 2.75% 1/31/2027
|
200,000
|
191,300
|
|
Chilean Republic 3.1% 1/22/2061
|
575,000
|
365,125
|
|
Chilean Republic 4.34% 3/7/2042
|
200,000
|
176,626
|
|
Chilean Republic 5.33% 1/5/2054
|
240,000
|
234,600
|
|
TOTAL CHILE
|
1,670,416
|
||
COLOMBIA - 0.2%
|
|||
Colombian Republic 3% 1/30/2030
|
440,000
|
369,380
|
|
Colombian Republic 3.125% 4/15/2031
|
240,000
|
193,800
|
|
Colombian Republic 3.25% 4/22/2032
|
200,000
|
156,600
|
|
Colombian Republic 4.125% 5/15/2051
|
200,000
|
119,400
|
|
Colombian Republic 5% 6/15/2045
|
750,000
|
526,665
|
|
Colombian Republic 5.2% 5/15/2049
|
365,000
|
255,683
|
|
Colombian Republic 7.375% 9/18/2037
|
100,000
|
97,850
|
|
Colombian Republic 8% 11/14/2035
|
1,110,000
|
1,145,520
|
|
Colombian Republic 8% 4/20/2033
|
130,000
|
135,785
|
|
Colombian Republic 8.75% 11/14/2053
|
1,350,000
|
1,415,475
|
|
TOTAL COLOMBIA
|
4,416,158
|
||
COSTA RICA - 0.0%
|
|||
Costa Rica Government International Bond 5.625% 4/30/2043 (d)
|
265,000
|
241,564
|
|
Costa Rica Government International Bond 7.3% 11/13/2054 (d)
|
200,000
|
212,375
|
|
TOTAL COSTA RICA
|
453,939
|
||
COTE D'IVOIRE - 0.0%
|
|||
Ivory Coast Government Bond 5.875% 10/17/2031 (d)
|
EUR
|
180,000
|
179,515
|
Ivory Coast Government Bond 6.125% 6/15/2033 (d)
|
560,000
|
508,201
|
|
Ivory Coast Government Bond 6.375% 3/3/2028 (d)
|
305,000
|
303,548
|
|
Ivory Coast Government Bond 8.25% 1/30/2037 (d)
|
280,000
|
278,600
|
|
TOTAL COTE D'IVOIRE
|
1,269,864
|
||
DOMINICAN REPUBLIC - 0.2%
|
|||
Dominican Republic International Bond 4.5% 1/30/2030 (d)
|
1,440,000
|
1,340,107
|
|
Dominican Republic International Bond 4.875% 9/23/2032 (d)
|
705,000
|
646,838
|
|
Dominican Republic International Bond 5.95% 1/25/2027 (d)
|
3,260,000
|
3,253,480
|
|
Dominican Republic International Bond 6% 7/19/2028 (d)
|
715,000
|
715,372
|
|
Dominican Republic International Bond 6.5% 2/15/2048 (d)
|
150,000
|
148,688
|
|
Dominican Republic International Bond 6.6% 6/1/2036 (d)
|
135,000
|
137,699
|
|
Dominican Republic International Bond 6.85% 1/27/2045 (d)
|
135,000
|
138,327
|
|
Dominican Republic International Bond 6.875% 1/29/2026 (d)
|
295,000
|
297,655
|
|
Dominican Republic International Bond 7.05% 2/3/2031 (d)
|
150,000
|
156,056
|
|
Dominican Republic International Bond 7.45% 4/30/2044 (d)
|
235,000
|
256,416
|
|
TOTAL DOMINICAN REPUBLIC
|
7,090,638
|
||
ECUADOR - 0.0%
|
|||
Republic of Ecuador 5.5% 7/31/2035 (d)(p)
|
420,000
|
232,181
|
|
Republic of Ecuador 6.9% 7/31/2030 (d)(p)
|
415,000
|
280,644
|
|
TOTAL ECUADOR
|
512,825
|
||
EGYPT - 0.0%
|
|||
Arab Republic of Egypt 7.5% 1/31/2027 (d)
|
370,000
|
368,959
|
|
Arab Republic of Egypt 7.5% 2/16/2061 (d)
|
495,000
|
355,163
|
|
Arab Republic of Egypt 7.6003% 3/1/2029 (d)
|
245,000
|
237,464
|
|
Arab Republic of Egypt 7.625% 5/29/2032 (d)
|
135,000
|
120,825
|
|
Arab Republic of Egypt 7.903% 2/21/2048 (d)
|
200,000
|
152,000
|
|
Arab Republic of Egypt 8.5% 1/31/2047 (d)
|
360,000
|
289,688
|
|
Arab Republic of Egypt 8.7002% 3/1/2049 (d)
|
200,000
|
162,812
|
|
TOTAL EGYPT
|
1,686,911
|
||
EL SALVADOR - 0.0%
|
|||
El Salvador Republic 0.25% 4/17/2030 (d)
|
150,000
|
2,250
|
|
El Salvador Republic 7.1246% 1/20/2050 (d)
|
150,000
|
126,150
|
|
El Salvador Republic 7.65% 6/15/2035 (d)
|
80,000
|
75,640
|
|
El Salvador Republic 9.25% 4/17/2030 (d)
|
205,000
|
214,737
|
|
El Salvador Republic 9.65% 11/21/2054 (d)
|
150,000
|
157,800
|
|
TOTAL EL SALVADOR
|
576,577
|
||
GABON - 0.0%
|
|||
Gabonese Republic 6.625% 2/6/2031 (d)
|
200,000
|
155,000
|
|
Gabonese Republic 7% 11/24/2031 (d)
|
260,000
|
202,719
|
|
TOTAL GABON
|
357,719
|
||
GEORGIA - 0.0%
|
|||
Georgia Republic 2.75% 4/22/2026 (d)
|
230,000
|
217,063
|
|
GERMANY - 0.2%
|
|||
German Federal Republic 2.5% 7/4/2044 (q)
|
EUR
|
1,321,000
|
1,435,124
|
German Federal Republic 2.6% 5/15/2041 (q)
|
EUR
|
710,000
|
777,420
|
German Federal Republic 2.6% 8/15/2033 (q)
|
EUR
|
600,000
|
662,075
|
German Federal Republic 3.25% 7/4/2042 (q)
|
EUR
|
1,224,000
|
1,464,750
|
TOTAL GERMANY
|
4,339,369
|
||
GHANA - 0.0%
|
|||
Ghana Republic 0% 1/3/2030 (d)(k)
|
11,040
|
8,694
|
|
Ghana Republic 0% 7/3/2026 (d)(k)
|
12,800
|
11,952
|
|
Ghana Republic 5% 7/3/2029 (d)(p)
|
131,800
|
115,490
|
|
Ghana Republic 5% 7/3/2035 (d)(p)
|
144,200
|
102,382
|
|
TOTAL GHANA
|
238,518
|
||
GUATEMALA - 0.0%
|
|||
Guatemala Government Bond 6.125% 6/1/2050 (d)
|
230,000
|
210,953
|
|
Guatemala Government Bond 6.6% 6/13/2036 (d)
|
230,000
|
233,163
|
|
TOTAL GUATEMALA
|
444,116
|
||
HUNGARY - 0.0%
|
|||
Hungary Government 3.125% 9/21/2051 (d)
|
405,000
|
250,594
|
|
Hungary Government 5.25% 6/16/2029 (d)
|
200,000
|
197,900
|
|
Hungary Government 5.5% 6/16/2034 (d)
|
280,000
|
272,650
|
|
Hungary Government 6.25% 9/22/2032 (d)
|
140,000
|
144,490
|
|
Hungary Government 6.75% 9/25/2052 (d)
|
100,000
|
105,375
|
|
TOTAL HUNGARY
|
971,009
|
||
INDONESIA - 0.2%
|
|||
Indonesia Government 3.2% 9/23/2061
|
200,000
|
130,564
|
|
Indonesia Government 3.85% 10/15/2030
|
125,000
|
118,125
|
|
Indonesia Government 4.2% 10/15/2050
|
2,100,000
|
1,769,250
|
|
Indonesia Government 4.35% 1/11/2048
|
200,000
|
174,750
|
|
Indonesia Government 5.125% 1/15/2045 (d)
|
500,000
|
488,770
|
|
Indonesia Government 5.25% 1/17/2042 (d)
|
200,000
|
198,250
|
|
Indonesia Government 5.95% 1/8/2046 (d)
|
200,000
|
213,250
|
|
Indonesia Government 6.75% 1/15/2044 (d)
|
260,000
|
302,900
|
|
Indonesia Government 7.75% 1/17/2038 (d)
|
455,000
|
562,494
|
|
Indonesia Government 8.5% 10/12/2035 (d)
|
670,000
|
850,900
|
|
TOTAL INDONESIA
|
4,809,253
|
||
ISRAEL - 0.0%
|
|||
Israel Government 3.375% 1/15/2050
|
270,000
|
181,794
|
|
Israel Government 5.75% 3/12/2054
|
200,000
|
191,332
|
|
TOTAL ISRAEL
|
373,126
|
||
JAPAN - 0.0%
|
|||
Japan Government 0.9% 9/20/2034
|
JPY
|
65,000,000
|
428,405
|
JORDAN - 0.0%
|
|||
Jordan Government 7.375% 10/10/2047 (d)
|
115,000
|
106,842
|
|
Jordan Government 7.75% 1/15/2028 (d)
|
230,000
|
236,900
|
|
TOTAL JORDAN
|
343,742
|
||
KENYA - 0.0%
|
|||
Republic of Kenya Government International Bond 6.3% 1/23/2034 (d)
|
105,000
|
84,459
|
|
Republic of Kenya Government International Bond 9.75% 2/16/2031 (d)
|
260,000
|
260,000
|
|
TOTAL KENYA
|
344,459
|
||
LEBANON - 0.0%
|
|||
Lebanon Republic 5.8% (q)(r)
|
290,000
|
26,926
|
|
Lebanon Republic 6.375% (r)
|
365,000
|
33,762
|
|
TOTAL LEBANON
|
60,688
|
||
MEXICO - 0.0%
|
|||
United Mexican States 2.659% 5/24/2031
|
160,000
|
133,399
|
|
United Mexican States 3.25% 4/16/2030
|
300,000
|
267,469
|
|
United Mexican States 3.5% 2/12/2034
|
260,000
|
213,850
|
|
United Mexican States 3.75% 1/11/2028
|
300,000
|
288,281
|
|
United Mexican States 3.75% 4/19/2071
|
360,000
|
214,313
|
|
United Mexican States 4.875% 5/19/2033
|
200,000
|
184,875
|
|
United Mexican States 5.75% 10/12/2110
|
575,000
|
465,570
|
|
United Mexican States 6% 5/7/2036
|
340,000
|
332,244
|
|
United Mexican States 6.05% 1/11/2040
|
455,000
|
439,644
|
|
United Mexican States 6.338% 5/4/2053
|
200,000
|
187,188
|
|
United Mexican States 6.35% 2/9/2035
|
300,000
|
302,906
|
|
TOTAL MEXICO
|
3,029,739
|
||
MONTENEGRO - 0.0%
|
|||
Republic of Montenegro 7.25% 3/12/2031 (d)
|
305,000
|
316,532
|
|
MOROCCO - 0.0%
|
|||
Moroccan Kingdom 6.5% 9/8/2033 (d)
|
230,000
|
240,854
|
|
NIGERIA - 0.0%
|
|||
Republic of Nigeria 6.125% 9/28/2028 (d)
|
590,000
|
536,446
|
|
Republic of Nigeria 6.5% 11/28/2027 (d)
|
205,000
|
194,623
|
|
Republic of Nigeria 7.143% 2/23/2030 (d)
|
200,000
|
181,000
|
|
Republic of Nigeria 7.625% 11/21/2025 (d)
|
335,000
|
333,325
|
|
Republic of Nigeria 7.696% 2/23/2038 (d)
|
200,000
|
162,220
|
|
Republic of Nigeria 7.875% 2/16/2032 (d)
|
200,000
|
180,312
|
|
TOTAL NIGERIA
|
1,587,926
|
||
OMAN - 0.0%
|
|||
Oman Sultanate 5.625% 1/17/2028 (d)
|
395,000
|
397,963
|
|
Oman Sultanate 6% 8/1/2029 (d)
|
490,000
|
501,589
|
|
Oman Sultanate 6.25% 1/25/2031 (d)
|
270,000
|
281,475
|
|
Oman Sultanate 6.5% 3/8/2047 (d)
|
170,000
|
173,664
|
|
Oman Sultanate 6.75% 1/17/2048 (d)
|
490,000
|
511,648
|
|
TOTAL OMAN
|
1,866,339
|
||
PAKISTAN - 0.0%
|
|||
Islamic Republic of Pakistan 6% 4/8/2026 (d)
|
360,000
|
336,825
|
|
Islamic Republic of Pakistan 6.875% 12/5/2027 (d)
|
105,000
|
94,106
|
|
Islamic Republic of Pakistan 7.375% 4/8/2031 (d)
|
470,000
|
392,891
|
|
TOTAL PAKISTAN
|
823,822
|
||
PANAMA - 0.0%
|
|||
Panamanian Republic 2.252% 9/29/2032
|
250,000
|
184,375
|
|
Panamanian Republic 3.298% 1/19/2033
|
250,000
|
198,875
|
|
Panamanian Republic 3.87% 7/23/2060
|
255,000
|
146,209
|
|
Panamanian Republic 4.5% 4/16/2050
|
420,000
|
282,526
|
|
Panamanian Republic 4.5% 5/15/2047
|
200,000
|
139,100
|
|
Panamanian Republic 7.875% 3/1/2057
|
250,000
|
260,625
|
|
Panamanian Republic 8% 3/1/2038
|
200,000
|
211,700
|
|
TOTAL PANAMA
|
1,423,410
|
||
PARAGUAY - 0.0%
|
|||
Republic of Paraguay 2.739% 1/29/2033 (d)
|
125,000
|
104,180
|
|
Republic of Paraguay 4.95% 4/28/2031 (d)
|
265,000
|
257,298
|
|
Republic of Paraguay 5.4% 3/30/2050 (d)
|
150,000
|
133,641
|
|
TOTAL PARAGUAY
|
495,119
|
||
PERU - 0.0%
|
|||
Peruvian Republic 2.783% 1/23/2031
|
330,000
|
287,616
|
|
Peruvian Republic 3% 1/15/2034
|
190,000
|
157,878
|
|
Peruvian Republic 3.3% 3/11/2041
|
205,000
|
155,736
|
|
TOTAL PERU
|
601,230
|
||
PHILIPPINES - 0.0%
|
|||
Philippine Republic 2.65% 12/10/2045
|
200,000
|
132,750
|
|
Philippine Republic 5.5% 1/17/2048
|
125,000
|
127,343
|
|
Philippine Republic 5.6% 5/14/2049
|
240,000
|
246,900
|
|
Philippine Republic 5.609% 4/13/2033
|
240,000
|
249,000
|
|
Philippine Republic 5.95% 10/13/2047
|
250,000
|
269,688
|
|
TOTAL PHILIPPINES
|
1,025,681
|
||
POLAND - 0.0%
|
|||
Bank Gospodarstwa Krajowego 5.375% 5/22/2033 (d)
|
75,000
|
74,704
|
|
Bank Gospodarstwa Krajowego 6.25% 10/31/2028 (d)
|
85,000
|
88,827
|
|
Bank Gospodarstwa Krajowego 6.25% 7/9/2054 (d)
|
355,000
|
361,301
|
|
Republic of Poland 5.5% 3/18/2054
|
115,000
|
111,106
|
|
Republic of Poland 5.5% 4/4/2053
|
145,000
|
140,794
|
|
Republic of Poland 5.75% 11/16/2032
|
175,000
|
182,098
|
|
TOTAL POLAND
|
958,830
|
||
QATAR - 0.0%
|
|||
State of Qatar 4.4% 4/16/2050 (d)
|
455,000
|
403,103
|
|
State of Qatar 4.625% 6/2/2046 (d)
|
480,000
|
444,902
|
|
State of Qatar 4.817% 3/14/2049 (d)
|
370,000
|
348,840
|
|
State of Qatar 5.103% 4/23/2048 (d)
|
555,000
|
543,900
|
|
State of Qatar 9.75% 6/15/2030 (d)
|
135,000
|
169,467
|
|
TOTAL QATAR
|
1,910,212
|
||
ROMANIA - 0.0%
|
|||
Romanian Republic 3% 2/14/2031 (d)
|
475,000
|
393,210
|
|
Romanian Republic 3% 2/27/2027 (d)
|
105,000
|
99,258
|
|
Romanian Republic 3.625% 3/27/2032 (d)
|
200,000
|
167,250
|
|
Romanian Republic 4% 2/14/2051 (d)
|
266,000
|
176,382
|
|
Romanian Republic 6.625% 2/17/2028 (d)
|
90,000
|
91,530
|
|
Romanian Republic 7.125% 1/17/2033 (d)
|
40,000
|
41,437
|
|
TOTAL ROMANIA
|
969,067
|
||
RWANDA - 0.0%
|
|||
Rwanda Republic 5.5% 8/9/2031 (d)
|
275,000
|
233,492
|
|
SAUDI ARABIA - 0.0%
|
|||
Kingdom of Saudi Arabia 2.25% 2/2/2033 (d)
|
305,000
|
249,528
|
|
Kingdom of Saudi Arabia 3.25% 10/22/2030 (d)
|
595,000
|
546,098
|
|
Kingdom of Saudi Arabia 3.45% 2/2/2061 (d)
|
450,000
|
293,906
|
|
Kingdom of Saudi Arabia 3.625% 3/4/2028 (d)
|
200,000
|
193,188
|
|
Kingdom of Saudi Arabia 3.75% 1/21/2055 (d)
|
315,000
|
224,044
|
|
Kingdom of Saudi Arabia 4.5% 10/26/2046 (d)
|
410,000
|
348,500
|
|
Kingdom of Saudi Arabia 4.5% 4/22/2060 (d)
|
590,000
|
476,241
|
|
Kingdom of Saudi Arabia 4.625% 10/4/2047 (d)
|
300,000
|
258,281
|
|
Kingdom of Saudi Arabia 5% 1/18/2053 (d)
|
200,000
|
178,812
|
|
Kingdom of Saudi Arabia 5.75% 1/16/2054 (d)
|
200,000
|
197,188
|
|
TOTAL SAUDI ARABIA
|
2,965,786
|
||
SENEGAL - 0.0%
|
|||
Republic of Senegal 6.25% 5/23/2033 (d)
|
230,000
|
193,200
|
|
SERBIA - 0.0%
|
|||
Republic of Serbia 2.125% 12/1/2030 (d)
|
525,000
|
432,632
|
|
Republic of Serbia 6% 6/12/2034 (d)
|
180,000
|
179,944
|
|
Republic of Serbia 6.5% 9/26/2033 (d)
|
200,000
|
208,438
|
|
TOTAL SERBIA
|
821,014
|
||
SOUTH AFRICA - 0.0%
|
|||
South African Republic 4.85% 9/27/2027
|
200,000
|
196,250
|
|
South African Republic 5% 10/12/2046
|
200,000
|
145,750
|
|
South African Republic 5.65% 9/27/2047
|
220,000
|
173,250
|
|
South African Republic 5.75% 9/30/2049
|
250,000
|
196,563
|
|
South African Republic 5.875% 4/20/2032
|
200,000
|
192,000
|
|
South African Republic 7.1% 11/19/2036 (d)
|
335,000
|
338,199
|
|
TOTAL SOUTH AFRICA
|
1,242,012
|
||
SRI LANKA - 0.0%
|
|||
Sri Lanka Government International Bond 6.2% (d)(r)
|
200,000
|
133,250
|
|
Sri Lanka Government International Bond 6.825% (d)(r)
|
200,000
|
134,000
|
|
Sri Lanka Government International Bond 6.85% (d)(r)
|
120,000
|
81,750
|
|
Sri Lanka Government International Bond 7.55% (d)(r)
|
200,000
|
134,500
|
|
Sri Lanka Government International Bond 7.85% (d)(r)
|
325,000
|
219,781
|
|
TOTAL SRI LANKA
|
703,281
|
||
TURKEY - 0.2%
|
|||
Turkish Republic 4.25% 4/14/2026
|
345,000
|
341,291
|
|
Turkish Republic 4.75% 1/26/2026
|
435,000
|
434,539
|
|
Turkish Republic 4.875% 10/9/2026
|
430,000
|
427,661
|
|
Turkish Republic 4.875% 4/16/2043
|
620,000
|
451,050
|
|
Turkish Republic 5.125% 2/17/2028
|
225,000
|
220,781
|
|
Turkish Republic 5.25% 3/13/2030
|
85,000
|
80,722
|
|
Turkish Republic 5.75% 5/11/2047
|
200,000
|
155,876
|
|
Turkish Republic 5.875% 6/26/2031
|
180,000
|
172,013
|
|
Turkish Republic 6% 1/14/2041
|
470,000
|
400,381
|
|
Turkish Republic 6.625% 2/17/2045
|
200,000
|
175,688
|
|
Turkish Republic 7.125% 7/17/2032
|
250,000
|
252,858
|
|
Turkish Republic 7.625% 5/15/2034
|
200,000
|
208,250
|
|
Turkish Republic 9.125% 7/13/2030
|
350,000
|
392,875
|
|
Turkish Republic 9.375% 1/19/2033
|
335,000
|
385,355
|
|
Turkish Republic 9.375% 3/14/2029
|
700,000
|
783,344
|
|
Turkish Republic 9.875% 1/15/2028
|
410,000
|
458,559
|
|
TOTAL TURKEY
|
5,341,243
|
||
UKRAINE - 0.0%
|
|||
Ukraine Government 0% 2/1/2030 (d)(p)
|
56,813
|
28,833
|
|
Ukraine Government 0% 2/1/2034 (d)(p)
|
212,307
|
83,861
|
|
Ukraine Government 0% 2/1/2035 (d)(p)
|
399,411
|
232,857
|
|
Ukraine Government 0% 2/1/2036 (d)(p)
|
184,509
|
107,015
|
|
Ukraine Government 0% 8/1/2041 (c)(d)
|
160,000
|
120,400
|
|
Ukraine Government 1.75% 2/1/2029 (d)(p)
|
343,290
|
219,362
|
|
Ukraine Government 1.75% 2/1/2034 (d)(p)
|
422,544
|
220,843
|
|
Ukraine Government 1.75% 2/1/2035 (d)(p)
|
192,527
|
98,574
|
|
Ukraine Government 1.75% 2/1/2036 (d)(p)
|
136,722
|
68,771
|
|
TOTAL UKRAINE
|
1,180,516
|
||
UNITED ARAB EMIRATES - 0.0%
|
|||
Emirate of Abu Dhabi 3% 9/15/2051 (d)
|
400,000
|
271,800
|
|
Emirate of Abu Dhabi 3.125% 9/30/2049 (d)
|
1,175,000
|
821,772
|
|
Emirate of Abu Dhabi 3.875% 4/16/2050 (d)
|
285,000
|
228,088
|
|
Emirate of Abu Dhabi 5.5% 4/30/2054 (d)
|
200,000
|
204,500
|
|
Emirate of Dubai 3.9% 9/9/2050 (q)
|
305,000
|
222,650
|
|
Emirate of Dubai 5.25% 1/30/2043 (q)
|
200,000
|
192,625
|
|
TOTAL UNITED ARAB EMIRATES
|
1,941,435
|
||
URUGUAY - 0.0%
|
|||
Uruguay Republic 5.1% 6/18/2050
|
350,000
|
336,438
|
|
Uruguay Republic 5.75% 10/28/2034
|
140,000
|
146,868
|
|
TOTAL URUGUAY
|
483,306
|
||
UZBEKISTAN - 0.0%
|
|||
Republic of Uzbekistan 3.9% 10/19/2031 (d)
|
230,000
|
192,408
|
|
VENEZUELA - 0.0%
|
|||
Venezuela Republic 11.95% (q)(r)
|
560,000
|
78,400
|
|
Venezuela Republic 12.75% (q)(r)
|
105,000
|
14,956
|
|
Venezuela Republic 9.25% (r)
|
1,285,000
|
185,040
|
|
TOTAL VENEZUELA
|
278,396
|
||
ZAMBIA - 0.0%
|
|||
Republic of Zambia 0.5% 12/31/2053 (d)
|
360,000
|
204,413
|
|
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $72,175,201)
|
74,304,425
|
||
Non-Convertible Corporate Bonds - 26.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Commonwealth Bank of Australia 3.61% 9/12/2034 (c)(d)
|
517,000
|
481,063
|
|
Westpac Banking Corp 4.11% 7/24/2034 (c)
|
744,000
|
708,355
|
|
1,189,418
|
|||
Financial Services - 0.0%
|
|||
Leighton Fin USA Pty Ltd 1.5% 5/28/2029 (q)
|
EUR
|
528,000
|
503,948
|
Insurance - 0.0%
|
|||
QBE Insurance Group Ltd 2.5% 9/13/2038 (c)(q)
|
GBP
|
318,000
|
361,298
|
QBE Insurance Group Ltd 6.75% 12/2/2044 (c)(q)
|
540,000
|
537,975
|
|
899,273
|
|||
TOTAL FINANCIALS
|
2,592,639
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Nufarm Australia Ltd / Nufarm Americas Inc 5% 1/27/2030 (d)
|
325,000
|
301,561
|
|
Metals & Mining - 0.0%
|
|||
Mineral Resources Ltd 8% 11/1/2027 (d)
|
1,590,000
|
1,620,583
|
|
TOTAL MATERIALS
|
1,922,144
|
||
TOTAL AUSTRALIA
|
4,514,783
|
||
AZERBAIJAN - 0.0%
|
|||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Southern Gas Corridor CJSC 6.875% 3/24/2026 (d)
|
470,000
|
476,777
|
|
State Oil Co of the Azerbaijan Republic 6.95% 3/18/2030 (q)
|
200,000
|
208,536
|
|
TOTAL AZERBAIJAN
|
685,313
|
||
BAHRAIN - 0.0%
|
|||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Bapco Energies BSC Closed 7.5% 10/25/2027 (d)
|
290,000
|
300,060
|
|
Bapco Energies BSC Closed 8.375% 11/7/2028 (d)
|
80,000
|
85,708
|
|
TOTAL BAHRAIN
|
385,768
|
||
BAILIWICK OF JERSEY - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobiles - 0.0%
|
|||
Aston Martin Capital Holdings Ltd 10% 3/31/2029 (d)
|
450,000
|
442,110
|
|
BELGIUM - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Telenet Finance Luxembourg Notes Sarl 5.5% 3/1/2028 (d)
|
400,000
|
388,712
|
|
Consumer Staples - 0.1%
|
|||
Beverages - 0.1%
|
|||
Anheuser-Busch InBev Worldwide Inc 5.45% 1/23/2039
|
800,000
|
830,096
|
|
Anheuser-Busch InBev Worldwide Inc 5.55% 1/23/2049
|
1,824,000
|
1,902,998
|
|
Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059
|
1,933,000
|
2,089,448
|
|
4,822,542
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
KBC Group NV 6.324% 9/21/2034 (c)(d)
|
913,000
|
968,581
|
|
TOTAL BELGIUM
|
6,179,835
|
||
BRAZIL - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Sitios Latinoamerica SAB de CV 6% 11/25/2029 (d)
|
310,000
|
311,395
|
|
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Minerva Luxembourg SA 8.875% 9/13/2033 (d)
|
125,000
|
131,899
|
|
NBM US Holdings Inc 6.625% 8/6/2029 (d)
|
330,000
|
332,063
|
|
463,962
|
|||
Food Products - 0.0%
|
|||
Adecoagro SA 6% 9/21/2027 (d)
|
85,000
|
84,149
|
|
Marb Bondco PLC 3.95% 1/29/2031 (d)
|
160,000
|
137,901
|
|
222,050
|
|||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Guara Norte Sarl 5.198% 6/15/2034 (d)
|
186,334
|
174,548
|
|
Yinson Boronia Production BV 8.947% 7/31/2042 (d)
|
495,000
|
526,574
|
|
701,122
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
MC Brazil Downstream Trading SARL 7.25% 6/30/2031 (d)
|
575,514
|
475,662
|
|
Petrorio Luxembourg Holding Sarl 6.125% 6/9/2026 (d)
|
190,000
|
189,466
|
|
665,128
|
|||
TOTAL ENERGY
|
1,366,250
|
||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Azul Secured Finance II LLP ICE IBA - ICE TERM SOFR REFERENCE RATES 3M + 8.25%, 12.8203% 1/28/2025 pay-in-kind (b)(c)(d)
|
31,099
|
31,410
|
|
Cosan Luxembourg SA 7.25% 6/27/2031 (d)
|
465,000
|
472,487
|
|
Raizen Fuels Finance SA 5.7% 1/17/2035 (d)
|
200,000
|
192,468
|
|
Raizen Fuels Finance SA 6.95% 3/5/2054 (d)
|
270,000
|
277,452
|
|
973,817
|
|||
Industrials - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
Embraer Netherlands Finance BV 5.4% 2/1/2027
|
75,000
|
75,562
|
|
Embraer Netherlands Finance BV 6.95% 1/17/2028 (d)
|
135,000
|
140,189
|
|
Embraer Netherlands Finance BV 7% 7/28/2030 (d)
|
330,000
|
349,025
|
|
564,776
|
|||
Passenger Airlines - 0.0%
|
|||
Azul Secured Finance LLP 11.5% 5/28/2029 (d)
|
293,193
|
186,178
|
|
Azul Secured Finance LLP 11.93% 8/28/2028 (d)
|
123,579
|
125,162
|
|
311,340
|
|||
TOTAL INDUSTRIALS
|
876,116
|
||
Materials - 0.1%
|
|||
Chemicals - 0.0%
|
|||
Braskem Netherlands Finance BV 5.875% 1/31/2050 (d)
|
150,000
|
110,391
|
|
Braskem Netherlands Finance BV 7.25% 2/13/2033 (d)
|
430,000
|
415,084
|
|
Braskem Netherlands Finance BV 8.5% 1/12/2031 (d)
|
235,000
|
244,033
|
|
769,508
|
|||
Metals & Mining - 0.1%
|
|||
CSN Inova Ventures 6.75% 1/28/2028 (d)
|
245,000
|
236,424
|
|
CSN Resources SA 5.875% 4/8/2032 (d)
|
195,000
|
164,531
|
|
CSN Resources SA 8.875% 12/5/2030 (d)
|
200,000
|
204,376
|
|
ERO Copper Corp 6.5% 2/15/2030 (d)
|
880,000
|
865,700
|
|
Nexa Resources SA 6.5% 1/18/2028 (d)
|
195,000
|
198,961
|
|
Nexa Resources SA 6.75% 4/9/2034 (d)
|
60,000
|
61,950
|
|
Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (c)(d)
|
1,212,159
|
1,178,219
|
|
Vale Overseas Ltd 6.4% 6/28/2054
|
305,000
|
308,218
|
|
3,218,379
|
|||
Paper & Forest Products - 0.0%
|
|||
LD Celulose International GmbH 7.95% 1/26/2032 (d)
|
200,000
|
204,040
|
|
Suzano Austria GmbH 3.75% 1/15/2031
|
95,000
|
85,322
|
|
Suzano Austria GmbH 5% 1/15/2030
|
240,000
|
234,396
|
|
523,758
|
|||
TOTAL MATERIALS
|
4,511,645
|
||
Utilities - 0.0%
|
|||
Water Utilities - 0.0%
|
|||
Aegea Finance Sarl 9% 1/20/2031 (d)
|
80,000
|
84,950
|
|
TOTAL BRAZIL
|
8,810,185
|
||
BURKINA FASO - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Endeavour Mining PLC 5% 10/14/2026 (d)
|
340,000
|
328,773
|
|
CAMEROON - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Golar LNG Ltd 7.75% 9/19/2029 (d)(q)
|
1,000,000
|
992,330
|
|
CANADA - 0.4%
|
|||
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (d)
|
1,195,000
|
1,195,740
|
|
1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (d)
|
565,000
|
574,336
|
|
1,770,076
|
|||
Consumer Staples - 0.0%
|
|||
Household Products - 0.0%
|
|||
Kronos Acquisition Holdings Inc 10.75% 6/30/2032 (d)
|
95,000
|
86,730
|
|
Kronos Acquisition Holdings Inc 8.25% 6/30/2031 (d)
|
180,000
|
174,358
|
|
261,088
|
|||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Baytex Energy Corp 7.375% 3/15/2032 (d)
|
285,000
|
283,956
|
|
Canadian Natural Resources Ltd 2.05% 7/15/2025
|
5,400,000
|
5,306,040
|
|
Canadian Natural Resources Ltd 3.85% 6/1/2027
|
2,700,000
|
2,644,427
|
|
Canadian Natural Resources Ltd 3.9% 2/1/2025
|
525,000
|
523,648
|
|
Canadian Natural Resources Ltd 5.85% 2/1/2035
|
525,000
|
540,866
|
|
Cenovus Energy Inc 3.75% 2/15/2052
|
210,000
|
154,124
|
|
Cenovus Energy Inc 5.25% 6/15/2037
|
717,000
|
693,633
|
|
Cenovus Energy Inc 5.4% 6/15/2047
|
146,000
|
137,297
|
|
Cenovus Energy Inc 6.75% 11/15/2039
|
58,000
|
64,309
|
|
Parkland Corp 4.625% 5/1/2030 (d)
|
250,000
|
232,819
|
|
Parkland Corp 6.625% 8/15/2032 (d)
|
980,000
|
986,053
|
|
11,567,172
|
|||
Financials - 0.0%
|
|||
Insurance - 0.0%
|
|||
Sagicor Financial Co Ltd 5.3% 5/13/2028 (d)
|
150,000
|
147,900
|
|
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
1375209 Bc Ltd 9% 1/30/2028 (d)
|
535,000
|
534,705
|
|
Industrials - 0.1%
|
|||
Aerospace & Defense - 0.0%
|
|||
Bombardier Inc 7% 6/1/2032 (d)
|
1,220,000
|
1,244,921
|
|
Bombardier Inc 7.875% 4/15/2027 (d)
|
344,000
|
344,917
|
|
1,589,838
|
|||
Commercial Services & Supplies - 0.1%
|
|||
Garda World Security Corp 8.25% 8/1/2032 (d)
|
180,000
|
183,397
|
|
Garda World Security Corp 8.375% 11/15/2032 (d)
|
310,000
|
318,049
|
|
Wrangler Holdco Corp 6.625% 4/1/2032 (d)
|
1,140,000
|
1,174,346
|
|
1,675,792
|
|||
TOTAL INDUSTRIALS
|
3,265,630
|
||
Information Technology - 0.0%
|
|||
Software - 0.0%
|
|||
Open Text Corp 3.875% 12/1/2029 (d)
|
600,000
|
547,313
|
|
Open Text Corp 3.875% 2/15/2028 (d)
|
1,155,000
|
1,090,192
|
|
1,637,505
|
|||
Materials - 0.1%
|
|||
Chemicals - 0.1%
|
|||
Methanex Corp 5.125% 10/15/2027
|
1,045,000
|
1,026,435
|
|
Methanex Corp 5.25% 12/15/2029
|
315,000
|
307,869
|
|
Methanex Corp 5.65% 12/1/2044
|
451,000
|
402,538
|
|
NOVA Chemicals Corp 5% 5/1/2025 (d)
|
1,310,000
|
1,304,359
|
|
NOVA Chemicals Corp 5.25% 6/1/2027 (d)
|
595,000
|
584,591
|
|
NOVA Chemicals Corp 7% 12/1/2031 (d)
|
270,000
|
275,921
|
|
3,901,713
|
|||
Metals & Mining - 0.0%
|
|||
Hudbay Minerals Inc 4.5% 4/1/2026 (d)
|
65,000
|
64,059
|
|
TOTAL MATERIALS
|
3,965,772
|
||
TOTAL CANADA
|
23,149,848
|
||
CHILE - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
VTR Finance NV 6.375% 7/15/2028 (d)
|
445,000
|
424,975
|
|
Wireless Telecommunication Services - 0.0%
|
|||
VTR Comunicaciones SpA 4.375% 4/15/2029 (d)
|
70,000
|
62,125
|
|
VTR Comunicaciones SpA 5.125% 1/15/2028 (d)
|
315,000
|
295,706
|
|
357,831
|
|||
TOTAL COMMUNICATION SERVICES
|
782,806
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Empresa Nacional del Petroleo 5.95% 7/30/2034 (d)
|
200,000
|
201,088
|
|
Empresa Nacional del Petroleo 6.15% 5/10/2033 (d)
|
85,000
|
86,302
|
|
287,390
|
|||
Industrials - 0.0%
|
|||
Construction & Engineering - 0.0%
|
|||
ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par 4.05% 4/27/2026 (d)
|
580,000
|
559,292
|
|
Materials - 0.1%
|
|||
Metals & Mining - 0.1%
|
|||
Antofagasta PLC 2.375% 10/14/2030 (d)
|
385,000
|
326,649
|
|
Antofagasta PLC 5.625% 5/13/2032 (d)
|
110,000
|
109,701
|
|
Corp Nacional del Cobre de Chile 3% 9/30/2029 (d)
|
50,000
|
44,968
|
|
Corp Nacional del Cobre de Chile 3.15% 1/14/2030 (d)
|
150,000
|
134,625
|
|
Corp Nacional del Cobre de Chile 3.7% 1/30/2050 (d)
|
595,000
|
417,244
|
|
Corp Nacional del Cobre de Chile 5.125% 2/2/2033 (d)
|
115,000
|
111,263
|
|
Corp Nacional del Cobre de Chile 5.95% 1/8/2034 (d)
|
150,000
|
152,156
|
|
Corp Nacional del Cobre de Chile 6.3% 9/8/2053 (d)
|
140,000
|
140,640
|
|
Corp Nacional del Cobre de Chile 6.44% 1/26/2036 (d)
|
80,000
|
82,975
|
|
1,520,221
|
|||
Paper & Forest Products - 0.0%
|
|||
Inversiones CMPC SA 3% 4/6/2031 (d)
|
235,000
|
202,027
|
|
TOTAL MATERIALS
|
1,722,248
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Chile Electricity Lux Mpc II Sarl 5.58% 10/20/2035 (d)
|
230,000
|
227,484
|
|
Chile Electricity Lux MPC Sarl 6.01% 1/20/2033 (d)
|
77,200
|
78,768
|
|
306,252
|
|||
TOTAL CHILE
|
3,657,988
|
||
CHINA - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Interactive Media & Services - 0.0%
|
|||
Baidu Inc 2.375% 10/9/2030
|
225,000
|
197,699
|
|
Tencent Holdings Ltd 1.81% 1/26/2026 (d)
|
110,000
|
106,341
|
|
Tencent Holdings Ltd 2.39% 6/3/2030 (d)
|
225,000
|
198,795
|
|
Tencent Holdings Ltd 3.975% 4/11/2029 (d)
|
80,000
|
77,626
|
|
580,461
|
|||
Consumer Discretionary - 0.1%
|
|||
Broadline Retail - 0.1%
|
|||
Alibaba Group Holding Ltd 2.125% 2/9/2031
|
135,000
|
115,797
|
|
JD.com Inc 3.375% 1/14/2030
|
380,000
|
355,589
|
|
Prosus NV 2.031% 8/3/2032 (q)
|
EUR
|
100,000
|
90,675
|
Prosus NV 3.061% 7/13/2031 (d)
|
200,000
|
170,688
|
|
Prosus NV 3.68% 1/21/2030 (d)
|
280,000
|
255,238
|
|
Prosus NV 4.027% 8/3/2050 (d)
|
270,000
|
186,300
|
|
Prosus NV 4.193% 1/19/2032 (d)
|
85,000
|
77,031
|
|
1,251,318
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Meituan 2.125% 10/28/2025 (d)
|
125,000
|
121,827
|
|
Meituan 3.05% 10/28/2030 (d)
|
290,000
|
259,518
|
|
Meituan 4.625% 10/2/2029 (d)
|
290,000
|
284,296
|
|
665,641
|
|||
TOTAL CONSUMER DISCRETIONARY
|
1,916,959
|
||
Information Technology - 0.0%
|
|||
Technology Hardware, Storage & Peripherals - 0.0%
|
|||
Lenovo Group Ltd 3.421% 11/2/2030 (d)
|
255,000
|
232,197
|
|
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
ENN Clean Energy International Investment Ltd 3.375% 5/12/2026 (d)
|
245,000
|
238,466
|
|
Utilities - 0.0%
|
|||
Gas Utilities - 0.0%
|
|||
ENN Energy Holdings Ltd 4.625% 5/17/2027 (d)
|
270,000
|
267,546
|
|
TOTAL CHINA
|
3,235,629
|
||
COLOMBIA - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Colombia Telecomunicaciones SA ESP 4.95% 7/17/2030 (d)
|
95,000
|
82,849
|
|
Energy - 0.1%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Oleoducto Central SA 4% 7/14/2027 (d)
|
195,000
|
184,653
|
|
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Canacol Energy Ltd 5.75% 11/24/2028 (d)
|
960,000
|
487,584
|
|
Ecopetrol SA 4.625% 11/2/2031
|
160,000
|
133,098
|
|
Ecopetrol SA 8.375% 1/19/2036
|
115,000
|
112,872
|
|
Ecopetrol SA 8.875% 1/13/2033
|
630,000
|
648,963
|
|
Geopark Ltd 5.5% 1/17/2027 (d)
|
235,000
|
225,729
|
|
Gran Tierra Energy Inc 9.5% 10/15/2029 (d)
|
1,150,000
|
1,088,453
|
|
2,696,699
|
|||
TOTAL ENERGY
|
2,881,352
|
||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Bancolombia SA 8.625% 12/24/2034 (c)
|
200,000
|
209,562
|
|
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Aris Mining Corp 8% 10/31/2029 (d)
|
265,000
|
266,264
|
|
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Enfragen Energia Sur SA 5.375% 12/30/2030 (d)
|
1,050,000
|
907,925
|
|
Termocandelaria Power SA 7.75% 9/17/2031 (d)
|
245,000
|
247,377
|
|
1,155,302
|
|||
TOTAL COLOMBIA
|
4,595,329
|
||
COSTA RICA - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Liberty Costa Rica Senior Secured Finance 10.875% 1/15/2031 (d)
|
195,000
|
209,008
|
|
CZECH REPUBLIC - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
CPI Property Group SA 1.5% 1/27/2031 (q)
|
EUR
|
500,000
|
407,958
|
CPI Property Group SA 6% 1/27/2032 (q)
|
EUR
|
300,000
|
309,496
|
717,454
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Energo-Pro AS 8.5% 2/4/2027 (d)
|
200,000
|
202,844
|
|
TOTAL CZECH REPUBLIC
|
920,298
|
||
DENMARK - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Tobacco - 0.0%
|
|||
Scandinavian Tobacco Group A/S 4.875% 9/12/2029 (q)
|
EUR
|
150,000
|
163,127
|
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Danske Bank A/S 3.875% 1/9/2032 (c)(q)
|
EUR
|
1,015,000
|
1,113,956
|
Jyske Bank A/S 5.125% 5/1/2035 (c)(q)
|
EUR
|
223,000
|
249,993
|
1,363,949
|
|||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
DSV Finance BV 3.25% 11/6/2030 (q)
|
EUR
|
400,000
|
430,012
|
TOTAL DENMARK
|
1,957,088
|
||
DOMINICAN REPUBLIC - 0.0%
|
|||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Aeropuertos Dominicanos Siglo XXI SA 7% 6/30/2034 (d)
|
230,000
|
235,679
|
|
FINLAND - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Leisure Products - 0.0%
|
|||
Amer Sports Co 6.75% 2/16/2031 (d)(s)
|
970,000
|
991,177
|
|
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Nordea Bank Abp 4.125% 5/5/2028 (q)
|
EUR
|
626,000
|
689,417
|
Materials - 0.0%
|
|||
Paper & Forest Products - 0.0%
|
|||
Ahlstrom Holding 3 Oy 4.875% 2/4/2028 (d)
|
255,000
|
242,250
|
|
TOTAL FINLAND
|
1,922,844
|
||
FRANCE - 0.2%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Altice France SA 5.125% 1/15/2029 (d)
|
705,000
|
533,414
|
|
Altice France SA 5.125% 7/15/2029 (d)
|
2,190,000
|
1,668,947
|
|
Altice France SA 5.5% 1/15/2028 (d)
|
69,000
|
53,515
|
|
Altice France SA 5.5% 10/15/2029 (d)
|
491,000
|
377,551
|
|
Iliad Holding SASU 7% 10/15/2028 (d)
|
26,000
|
26,403
|
|
Iliad Holding SASU 7% 4/15/2032 (d)(e)
|
405,000
|
409,368
|
|
Iliad Holding SASU 8.5% 4/15/2031 (d)
|
400,000
|
425,878
|
|
3,495,076
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobiles - 0.0%
|
|||
RCI Banque SA 5.5% 10/9/2034 (c)(q)
|
EUR
|
200,000
|
216,929
|
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Vallourec SACA 7.5% 4/15/2032 (d)
|
835,000
|
872,677
|
|
Viridien 8.75% 4/1/2027 (d)
|
920,000
|
898,370
|
|
1,771,047
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
BNP Paribas SA 2.159% 9/15/2029 (c)(d)
|
532,000
|
479,341
|
|
BNP Paribas SA 2.219% 6/9/2026 (c)(d)
|
1,520,000
|
1,497,374
|
|
BNP Paribas SA 2.5% 3/31/2032 (c)(q)
|
EUR
|
300,000
|
310,156
|
BNP Paribas SA 4.125% 5/24/2033 (q)
|
EUR
|
500,000
|
569,329
|
BPCE SA 5.716% 1/18/2030 (c)(d)
|
250,000
|
253,920
|
|
Societe Generale SA 1.488% 12/14/2026 (c)(d)
|
1,953,000
|
1,879,759
|
|
Societe Generale SA 4.75% 11/24/2025 (d)
|
470,000
|
467,326
|
|
Societe Generale SA 6.691% 1/10/2034 (c)(d)
|
798,000
|
842,821
|
|
6,300,026
|
|||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Holding d'Infrastructures des Metiers de l'Environnement 0.625% 9/16/2028 (q)
|
EUR
|
249,000
|
232,439
|
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Electricite de France SA 4.75% 10/12/2034 (q)
|
EUR
|
200,000
|
231,919
|
Electricite de France SA 5.5% 1/25/2035 (q)
|
GBP
|
400,000
|
494,065
|
725,984
|
|||
Multi-Utilities - 0.0%
|
|||
Engie SA 3.875% 3/6/2036 (q)
|
EUR
|
300,000
|
328,810
|
Engie SA 4.25% 9/6/2034 (q)
|
EUR
|
400,000
|
450,108
|
778,918
|
|||
TOTAL UTILITIES
|
1,504,902
|
||
TOTAL FRANCE
|
13,520,419
|
||
GERMANY - 0.7%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobile Components - 0.0%
|
|||
Robert Bosch GmbH 4.375% 6/2/2043 (q)
|
EUR
|
300,000
|
339,127
|
Schaeffler AG 4.75% 8/14/2029 (q)
|
EUR
|
300,000
|
321,768
|
ZF Europe Finance BV 2% 2/23/2026 (q)
|
EUR
|
200,000
|
206,193
|
ZF Finance GmbH 2% 5/6/2027 (q)
|
EUR
|
400,000
|
398,395
|
ZF North America Capital Inc 4.75% 4/29/2025 (d)
|
35,000
|
34,748
|
|
ZF North America Capital Inc 6.875% 4/14/2028 (d)
|
850,000
|
853,884
|
|
2,154,115
|
|||
Financials - 0.5%
|
|||
Banks - 0.0%
|
|||
Commerzbank AG 4.875% 10/16/2034 (c)(q)
|
EUR
|
200,000
|
219,475
|
Commerzbank AG 8.625% 2/28/2033 (c)(q)
|
GBP
|
200,000
|
273,889
|
493,364
|
|||
Capital Markets - 0.5%
|
|||
Deutsche Bank AG 4.5% 4/1/2025
|
3,804,000
|
3,791,944
|
|
Deutsche Bank AG 4.5% 7/12/2035 (c)(q)
|
EUR
|
100,000
|
111,147
|
Deutsche Bank AG 6.125% 12/12/2030 (c)(q)
|
GBP
|
900,000
|
1,177,658
|
Deutsche Bank AG/New York NY 4.1% 1/13/2026
|
1,100,000
|
1,089,456
|
|
Deutsche Bank AG/New York NY 4.999% 9/11/2030 (c)
|
10,000,000
|
9,877,648
|
|
Deutsche Bank AG/New York NY 5.882% 7/8/2031 (c)
|
5,000,000
|
5,041,435
|
|
Deutsche Bank AG/New York NY 6.72% 1/18/2029 (c)
|
980,000
|
1,024,189
|
|
Deutsche Bank AG/New York NY 6.819% 11/20/2029 (c)
|
2,377,000
|
2,510,734
|
|
24,624,211
|
|||
TOTAL FINANCIALS
|
25,117,575
|
||
Health Care - 0.2%
|
|||
Pharmaceuticals - 0.2%
|
|||
Bayer AG 4.625% 5/26/2033 (q)
|
EUR
|
200,000
|
224,721
|
Bayer US Finance II LLC 4.25% 12/15/2025 (d)
|
3,209,000
|
3,181,370
|
|
Bayer US Finance LLC 6.375% 11/21/2030 (d)
|
617,000
|
642,753
|
|
Bayer US Finance LLC 6.5% 11/21/2033 (d)
|
709,000
|
739,008
|
|
4,787,852
|
|||
Industrials - 0.0%
|
|||
Machinery - 0.0%
|
|||
TK Elevator Holdco GmbH 7.625% 7/15/2028 (d)
|
375,000
|
376,412
|
|
Materials - 0.0%
|
|||
Paper & Forest Products - 0.0%
|
|||
Mercer International Inc 5.125% 2/1/2029 (s)
|
150,000
|
131,207
|
|
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
ACCENTRO 2 Wohneigentum GmbH 20% 12/31/2024 (m)
|
EUR
|
100,000
|
105,675
|
Accentro Real Estate AG 5.625% 2/13/2026 (p)(q)
|
EUR
|
504,000
|
244,890
|
Sirius Real Estate Ltd 1.125% 6/22/2026 (q)
|
EUR
|
400,000
|
409,595
|
760,160
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Amprion GmbH 3.125% 8/27/2030 (q)
|
EUR
|
300,000
|
318,417
|
Amprion GmbH 3.625% 5/21/2031 (q)
|
EUR
|
100,000
|
108,813
|
EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (c)(q)
|
EUR
|
600,000
|
579,389
|
EnBW International Finance BV 3.5% 7/22/2031 (q)
|
EUR
|
200,000
|
217,052
|
EnBW International Finance BV 3.75% 11/20/2035 (q)
|
EUR
|
850,000
|
916,851
|
2,140,522
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
RWE Finance US LLC 5.875% 4/16/2034 (d)
|
782,000
|
804,076
|
|
TOTAL UTILITIES
|
2,944,598
|
||
TOTAL GERMANY
|
36,271,919
|
||
GHANA - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Kosmos Energy Ltd 7.5% 3/1/2028 (d)
|
286,000
|
271,611
|
|
Kosmos Energy Ltd 7.75% 5/1/2027 (d)
|
155,000
|
150,108
|
|
Kosmos Energy Ltd 8.75% 10/1/2031 (d)
|
885,000
|
844,898
|
|
Tullow Oil PLC 10.25% 5/15/2026 (d)
|
739,000
|
663,253
|
|
Tullow Oil PLC 7% 3/1/2025 (d)
|
380,000
|
362,231
|
|
TOTAL GHANA
|
2,292,101
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Azorra Finance Ltd 7.75% 4/15/2030 (d)
|
340,000
|
341,595
|
|
Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (d)
|
340,000
|
349,000
|
|
TOTAL GRAND CAYMAN (UK OVERSEAS TER)
|
690,595
|
||
GUATEMALA - 0.1%
|
|||
Communication Services - 0.1%
|
|||
Wireless Telecommunication Services - 0.1%
|
|||
CT Trust 5.125% 2/3/2032 (d)
|
350,000
|
317,953
|
|
Millicom International Cellular SA 4.5% 4/27/2031 (d)
|
165,000
|
146,355
|
|
Millicom International Cellular SA 5.125% 1/15/2028 (d)
|
882,000
|
850,583
|
|
Millicom International Cellular SA 6.25% 3/25/2029 (d)
|
1,440,000
|
1,427,846
|
|
Millicom International Cellular SA 7.375% 4/2/2032 (d)
|
245,000
|
249,594
|
|
2,992,331
|
|||
Consumer Staples - 0.0%
|
|||
Beverages - 0.0%
|
|||
Cntl Amr Bottling Corp 5.25% 4/27/2029 (d)
|
235,000
|
221,488
|
|
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Investment Energy Resources Ltd 6.25% 4/26/2029 (d)
|
255,000
|
246,134
|
|
TOTAL GUATEMALA
|
3,459,953
|
||
HONG KONG - 0.0%
|
|||
Financials - 0.0%
|
|||
Insurance - 0.0%
|
|||
Prudential Funding Asia PLC 2.95% 11/3/2033 (c)(q)
|
690,000
|
628,783
|
|
Industrials - 0.0%
|
|||
Marine Transportation - 0.0%
|
|||
Seaspan Corp 5.5% 8/1/2029 (d)
|
265,000
|
250,237
|
|
TOTAL HONG KONG
|
879,020
|
||
HUNGARY - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Magyar Export-Import Bank Zrt 6.125% 12/4/2027 (d)
|
85,000
|
86,062
|
|
INDIA - 0.0%
|
|||
Financials - 0.0%
|
|||
Consumer Finance - 0.0%
|
|||
Shriram Finance Ltd 4.15% 7/18/2025 (d)
|
215,000
|
211,776
|
|
Shriram Finance Ltd 6.625% 4/22/2027 (d)
|
135,000
|
135,675
|
|
347,451
|
|||
Health Care - 0.0%
|
|||
Biotechnology - 0.0%
|
|||
Biocon Biologics Global PLC 6.67% 10/9/2029 (d)
|
270,000
|
260,278
|
|
Information Technology - 0.0%
|
|||
IT Services - 0.0%
|
|||
CA Magnum Holdings 5.375% 10/31/2026 (d)
|
265,000
|
258,706
|
|
TOTAL INDIA
|
866,435
|
||
INDONESIA - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Medco Laurel Tree Pte Ltd 6.95% 11/12/2028 (d)
|
325,000
|
322,836
|
|
Medco Maple Tree Pte Ltd 8.96% 4/27/2029 (d)
|
315,000
|
331,538
|
|
Medco Oak Tree Pte Ltd 7.375% 5/14/2026 (d)
|
50,000
|
50,723
|
|
Pertamina Persero PT 4.175% 1/21/2050 (d)
|
100,000
|
79,278
|
|
784,375
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Freeport Indonesia PT 4.763% 4/14/2027 (d)
|
125,000
|
124,141
|
|
Freeport Indonesia PT 5.315% 4/14/2032 (d)
|
265,000
|
263,675
|
|
Freeport Indonesia PT 6.2% 4/14/2052 (d)
|
150,000
|
153,620
|
|
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT 5.45% 5/15/2030 (d)
|
450,000
|
452,109
|
|
993,545
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Pertamina Geothermal Energy PT 5.15% 4/27/2028 (d)
|
90,000
|
90,056
|
|
TOTAL INDONESIA
|
1,867,976
|
||
IRELAND - 0.6%
|
|||
Financials - 0.4%
|
|||
Banks - 0.0%
|
|||
AIB Group PLC 5.25% 10/23/2031 (c)(q)
|
EUR
|
125,000
|
146,413
|
AIB Group PLC 6.608% 9/13/2029 (c)(d)
|
434,000
|
457,781
|
|
604,194
|
|||
Consumer Finance - 0.4%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026
|
868,000
|
829,737
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028
|
3,909,000
|
3,650,217
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032
|
5,872,000
|
5,210,433
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 4/3/2026
|
561,000
|
557,828
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.75% 6/6/2028
|
2,000,000
|
2,062,110
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027
|
4,752,000
|
4,923,468
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 7/15/2025
|
731,000
|
736,625
|
|
17,970,418
|
|||
Financial Services - 0.0%
|
|||
GGAM Finance Ltd 5.875% 3/15/2030 (d)
|
800,000
|
791,750
|
|
GGAM Finance Ltd 6.875% 4/15/2029 (d)
|
1,430,000
|
1,459,397
|
|
GGAM Finance Ltd 7.75% 5/15/2026 (d)
|
440,000
|
448,471
|
|
GGAM Finance Ltd 8% 2/15/2027 (d)
|
275,000
|
284,869
|
|
2,984,487
|
|||
Industrials - 0.2%
|
|||
Air Freight & Logistics - 0.0%
|
|||
AerCap Global Aviation Trust 6.5% 6/15/2045 (c)(d)
|
250,000
|
249,820
|
|
Transportation Infrastructure - 0.2%
|
|||
Avolon Holdings Funding Ltd 4.25% 4/15/2026 (d)
|
290,000
|
286,143
|
|
Avolon Holdings Funding Ltd 4.375% 5/1/2026 (d)
|
880,000
|
869,137
|
|
Avolon Holdings Funding Ltd 5.75% 11/15/2029 (d)
|
3,000,000
|
3,075,848
|
|
Avolon Holdings Funding Ltd 5.75% 3/1/2029 (d)
|
3,000,000
|
3,070,587
|
|
Avolon Holdings Funding Ltd 6.375% 5/4/2028 (d)
|
4,704,000
|
4,882,524
|
|
12,184,239
|
|||
TOTAL INDUSTRIALS
|
12,434,059
|
||
TOTAL IRELAND
|
33,993,158
|
||
ISRAEL - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Energean Israel Finance Ltd 4.875% 3/30/2026 (d)(q)
|
430,000
|
423,336
|
|
Energean Israel Finance Ltd 5.375% 3/30/2028 (d)(q)
|
345,000
|
320,499
|
|
Energean Israel Finance Ltd 5.875% 3/30/2031 (d)(q)
|
65,000
|
57,878
|
|
Energean PLC 6.5% 4/30/2027 (d)
|
634,000
|
632,614
|
|
Leviathan Bond Ltd 6.125% 6/30/2025 (d)(q)
|
215,000
|
213,973
|
|
1,648,300
|
|||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027
|
120,000
|
117,244
|
|
Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029
|
215,000
|
232,684
|
|
349,928
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Israel Electric Corp Ltd 3.75% 2/22/2032 (d)(q)
|
260,000
|
231,010
|
|
TOTAL ISRAEL
|
2,229,238
|
||
ITALY - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Intesa Sanpaolo SpA 4.198% 6/1/2032 (c)(d)
|
242,000
|
214,353
|
|
Intesa Sanpaolo SpA 5.71% 1/15/2026 (d)
|
3,773,000
|
3,784,990
|
|
Intesa Sanpaolo SpA 6.625% 6/20/2033 (d)
|
599,000
|
638,362
|
|
UniCredit SpA 5.861% 6/19/2032 (c)(d)
|
80,000
|
80,207
|
|
UniCredit SpA 7.296% 4/2/2034 (c)(d)
|
205,000
|
215,780
|
|
4,933,692
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Enel Finance International NV 5.5% 6/26/2034 (d)
|
300,000
|
305,142
|
|
TOTAL ITALY
|
5,238,834
|
||
JAMAICA - 0.0%
|
|||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Kingston Airport Revenue Finance Ltd 6.75% 12/15/2036 (d)
|
230,000
|
236,049
|
|
KAZAKHSTAN - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
KazMunayGas National Co JSC 3.5% 4/14/2033 (d)
|
195,000
|
165,263
|
|
KazMunayGas National Co JSC 5.375% 4/24/2030 (d)
|
30,000
|
29,546
|
|
KazMunayGas National Co JSC 5.75% 4/19/2047 (d)
|
80,000
|
71,500
|
|
Tengizchevroil Finance Co International Ltd 3.25% 8/15/2030 (d)
|
330,000
|
281,879
|
|
TOTAL KAZAKHSTAN
|
548,188
|
||
KOREA (SOUTH) - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
POSCO 5.75% 1/17/2028 (d)
|
240,000
|
246,589
|
|
POSCO 5.875% 1/17/2033 (d)
|
70,000
|
73,811
|
|
TOTAL KOREA (SOUTH)
|
320,400
|
||
KUWAIT - 0.0%
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
MEGlobal BV 2.625% 4/28/2028 (d)
|
125,000
|
113,789
|
|
MEGlobal BV 4.25% 11/3/2026 (d)
|
130,000
|
127,238
|
|
MEGlobal Canada ULC 5% 5/18/2025 (d)
|
155,000
|
154,443
|
|
TOTAL KUWAIT
|
395,470
|
||
LUXEMBOURG - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Altice Financing SA 5.75% 8/15/2029 (d)
|
1,565,000
|
1,185,531
|
|
Altice France Holding SA 6% 2/15/2028 (d)
|
375,000
|
99,476
|
|
1,285,007
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
Intelsat Jackson Holdings SA 6.5% 3/15/2030 (d)
|
365,000
|
339,219
|
|
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund 4.75% 3/27/2034 (q)
|
EUR
|
289,000
|
328,468
|
Cruise Yacht Upper HoldCo Ltd 11.875% 7/5/2028
|
200,000
|
206,066
|
|
Titanium 2l Bondco Sarl 6.25% 1/14/2031 pay-in-kind
|
EUR
|
1,929,600
|
703,695
|
1,238,229
|
|||
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
Alpha Trains Finance SA 2.064% 6/30/2030 (q)
|
EUR
|
233,000
|
243,724
|
Information Technology - 0.0%
|
|||
Software - 0.0%
|
|||
ION Trading Technologies Sarl 5.75% 5/15/2028 (d)
|
245,000
|
227,027
|
|
ION Trading Technologies Sarl 9.5% 5/30/2029 (d)
|
195,000
|
201,431
|
|
428,458
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Herens Holdco Sarl 4.75% 5/15/2028 (d)
|
140,000
|
123,137
|
|
Real Estate - 0.1%
|
|||
Industrial REITs - 0.0%
|
|||
Prologis International Funding II SA 4.375% 7/1/2036 (q)
|
EUR
|
100,000
|
112,471
|
Real Estate Management & Development - 0.1%
|
|||
Blackstone Property Partners Europe Holdings Sarl 1% 5/4/2028 (q)
|
EUR
|
1,093,000
|
1,063,781
|
Blackstone Property Partners Europe Holdings Sarl 1.75% 3/12/2029 (q)
|
EUR
|
617,000
|
607,407
|
Blackstone Property Partners Europe Holdings Sarl 2.625% 10/20/2028 (q)
|
GBP
|
254,000
|
292,209
|
Logicor Financing Sarl 1.625% 1/17/2030 (q)
|
EUR
|
181,000
|
174,524
|
Logicor Financing Sarl 2% 1/17/2034 (q)
|
EUR
|
428,000
|
387,283
|
Logicor Financing Sarl 4.25% 7/18/2029 (q)
|
EUR
|
100,000
|
108,754
|
P3 Group Sarl 4% 4/19/2032 (q)
|
EUR
|
300,000
|
322,692
|
2,956,650
|
|||
TOTAL REAL ESTATE
|
3,069,121
|
||
TOTAL LUXEMBOURG
|
6,726,895
|
||
MALAYSIA - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
GENM Capital Labuan Ltd 3.882% 4/19/2031 (d)
|
265,000
|
235,932
|
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Petronas Capital Ltd 3.404% 4/28/2061 (d)
|
235,000
|
165,717
|
|
Petronas Capital Ltd 3.5% 4/21/2030 (d)
|
120,000
|
112,912
|
|
278,629
|
|||
Industrials - 0.0%
|
|||
Marine Transportation - 0.0%
|
|||
MISC Capital Two Labuan Ltd 3.625% 4/6/2025 (d)
|
155,000
|
154,047
|
|
MISC Capital Two Labuan Ltd 3.75% 4/6/2027 (d)
|
450,000
|
438,030
|
|
592,077
|
|||
TOTAL MALAYSIA
|
1,106,638
|
||
MAURITIUS - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
Axian Telecom 7.375% 2/16/2027 (d)
|
500,000
|
499,755
|
|
MEXICO - 1.1%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobile Components - 0.0%
|
|||
Metalsa Sapi De Cv 3.75% 5/4/2031 (d)
|
205,000
|
158,875
|
|
Hotels, Restaurants & Leisure - 0.0%
|
|||
Bimbo Bakeries USA Inc 6.4% 1/15/2034 (d)
|
190,000
|
201,601
|
|
TOTAL CONSUMER DISCRETIONARY
|
360,476
|
||
Energy - 1.0%
|
|||
Oil, Gas & Consumable Fuels - 1.0%
|
|||
FEL Energy VI SARL 5.75% 12/1/2040 (d)
|
113,968
|
105,350
|
|
Petroleos Mexicanos 5.95% 1/28/2031
|
39,470,000
|
33,894,665
|
|
Petroleos Mexicanos 6.35% 2/12/2048
|
3,548,000
|
2,437,476
|
|
Petroleos Mexicanos 6.49% 1/23/2027
|
570,000
|
559,422
|
|
Petroleos Mexicanos 6.5% 3/13/2027
|
445,000
|
434,155
|
|
Petroleos Mexicanos 6.5% 6/2/2041
|
85,000
|
63,376
|
|
Petroleos Mexicanos 6.625% 6/15/2035
|
1,020,000
|
832,601
|
|
Petroleos Mexicanos 6.7% 2/16/2032
|
5,045,000
|
4,470,375
|
|
Petroleos Mexicanos 6.75% 9/21/2047
|
13,445,000
|
9,611,831
|
|
Petroleos Mexicanos 6.84% 1/23/2030
|
1,532,000
|
1,418,058
|
|
Petroleos Mexicanos 6.875% 8/4/2026
|
200,000
|
198,774
|
|
Petroleos Mexicanos 6.95% 1/28/2060
|
1,224,000
|
872,229
|
|
Petroleos Mexicanos 7.69% 1/23/2050
|
4,015,000
|
3,144,588
|
|
58,042,900
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
BBVA Bancomer SA/Texas 5.25% 9/10/2029 (d)
|
215,000
|
212,098
|
|
Industrials - 0.0%
|
|||
Industrial Conglomerates - 0.0%
|
|||
KUO SAB De CV 5.75% 7/7/2027 (d)
|
310,000
|
303,335
|
|
Materials - 0.1%
|
|||
Chemicals - 0.1%
|
|||
Braskem Idesa SAPI 6.99% 2/20/2032 (d)
|
180,000
|
134,915
|
|
Braskem Idesa SAPI 7.45% 11/15/2029 (d)
|
325,000
|
263,150
|
|
Orbia Advance Corp SAB de CV 1.875% 5/11/2026 (d)
|
275,000
|
260,425
|
|
Orbia Advance Corp SAB de CV 2.875% 5/11/2031 (d)
|
140,000
|
116,593
|
|
775,083
|
|||
Metals & Mining - 0.0%
|
|||
Fresnillo PLC 4.25% 10/2/2050 (d)
|
155,000
|
113,779
|
|
TOTAL MATERIALS
|
888,862
|
||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy 7.875% 2/15/2039 (d)
|
245,000
|
255,842
|
|
TOTAL MEXICO
|
60,063,513
|
||
MOROCCO - 0.0%
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
OCP SA 3.75% 6/23/2031 (d)
|
230,000
|
200,316
|
|
OCP SA 6.75% 5/2/2034 (d)
|
255,000
|
263,826
|
|
OCP SA 6.875% 4/25/2044 (d)
|
160,000
|
157,301
|
|
OCP SA 7.5% 5/2/2054 (d)
|
115,000
|
119,060
|
|
TOTAL MOROCCO
|
740,503
|
||
MULTI-NATIONAL - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
European Investment Bank 3% 11/15/2028 (q)
|
EUR
|
630,000
|
684,181
|
NETHERLANDS - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Koninklijke KPN NV 3.875% 2/16/2036 (q)
|
EUR
|
200,000
|
221,195
|
Entertainment - 0.0%
|
|||
Universal Music Group NV 4% 6/13/2031 (q)
|
EUR
|
289,000
|
322,038
|
Media - 0.0%
|
|||
Ziggo BV 4.875% 1/15/2030 (d)
|
450,000
|
415,636
|
|
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
REWE International Finance BV 4.875% 9/13/2030 (q)
|
EUR
|
400,000
|
456,937
|
Sigma Holdco BV 7.875% 5/15/2026 (d)
|
496,000
|
492,915
|
|
949,852
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
ABN AMRO Bank NV 3.875% 1/15/2032 (q)
|
EUR
|
500,000
|
549,264
|
Cooperatieve Rabobank UA 3.822% 7/26/2034 (q)
|
EUR
|
100,000
|
110,931
|
Cooperatieve Rabobank UA 4% 1/10/2030 (q)
|
EUR
|
600,000
|
666,758
|
Cooperatieve Rabobank UA 4.375% 8/4/2025
|
500,000
|
496,718
|
|
ING Groep NV 4.5% 5/23/2029 (c)(q)
|
EUR
|
400,000
|
443,384
|
ING Groep NV 4.75% 5/23/2034 (c)(q)
|
EUR
|
1,200,000
|
1,395,868
|
3,662,923
|
|||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Royal Schiphol Group NV 3.375% 9/17/2036 (q)
|
EUR
|
350,000
|
376,011
|
Materials - 0.0%
|
|||
Containers & Packaging - 0.0%
|
|||
Trivium Packaging Finance BV 5.5% 8/15/2026 (d)
|
260,000
|
259,473
|
|
Trivium Packaging Finance BV 8.5% 8/15/2027 (d)
|
375,000
|
375,670
|
|
635,143
|
|||
TOTAL NETHERLANDS
|
6,582,798
|
||
NIGERIA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
IHS Holding Ltd 5.625% 11/29/2026 (d)
|
575,000
|
568,531
|
|
IHS Holding Ltd 6.25% 11/29/2028 (d)
|
55,000
|
51,914
|
|
IHS Holding Ltd 7.875% 5/29/2030 (d)
|
475,000
|
466,688
|
|
IHS Holding Ltd 8.25% 11/29/2031 (d)
|
250,000
|
245,703
|
|
1,332,836
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
SEPLAT Energy PLC 7.75% 4/1/2026 (d)
|
45,000
|
44,739
|
|
Information Technology - 0.0%
|
|||
Communications Equipment - 0.0%
|
|||
IHS Netherlands Holdco BV 8% 9/18/2027 (d)
|
230,000
|
229,425
|
|
TOTAL NIGERIA
|
1,607,000
|
||
NORWAY - 0.0%
|
|||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Seadrill Finance Ltd 8.375% 8/1/2030 (d)
|
540,000
|
552,894
|
|
TGS ASA 8.5% 1/15/2030 (d)(e)
|
320,000
|
328,048
|
|
880,942
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
DNB Bank ASA 0.25% 2/23/2029 (c)(q)
|
EUR
|
279,000
|
271,351
|
TOTAL NORWAY
|
1,152,293
|
||
PANAMA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Sable International Finance Ltd 7.125% 10/15/2032 (d)
|
825,000
|
825,107
|
|
Media - 0.0%
|
|||
Telecomunicaciones Digitales SA 4.5% 1/30/2030 (d)
|
460,000
|
418,744
|
|
Wireless Telecommunication Services - 0.0%
|
|||
C&W Senior Finance Ltd 6.875% 9/15/2027 (d)
|
1,348,000
|
1,337,251
|
|
TOTAL COMMUNICATION SERVICES
|
2,581,102
|
||
Industrials - 0.0%
|
|||
Air Freight & Logistics - 0.0%
|
|||
Aeropuerto Internacional de Tocumen SA 5.125% 8/11/2061 (d)
|
105,000
|
77,175
|
|
TOTAL PANAMA
|
2,658,277
|
||
PARAGUAY - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Telefonica Celular del Paraguay SA 5.875% 4/15/2027 (d)
|
303,000
|
300,728
|
|
PERU - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Food Products - 0.0%
|
|||
Camposol SA 6% 2/3/2027 (d)
|
230,000
|
214,427
|
|
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco de Credito del Peru S.A. 5.8% 3/10/2035 (c)(d)
|
235,000
|
230,594
|
|
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
Auna SA 10% 12/15/2029 (d)
|
115,000
|
121,674
|
|
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Cia de Minas Buenaventura SAA 5.5% 7/23/2026 (d)
|
170,000
|
168,824
|
|
Volcan Cia Minera SAA 8.75% 1/24/2030 (d)
|
736,000
|
702,821
|
|
871,645
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Niagara Energy SAC 5.746% 10/3/2034 (d)
|
230,000
|
223,721
|
|
TOTAL PERU
|
1,662,061
|
||
POLAND - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
GTC Aurora Luxembourg SA 2.25% 6/23/2026 (q)
|
EUR
|
568,000
|
544,958
|
PORTUGAL - 0.0%
|
|||
Financials - 0.0%
|
|||
Insurance - 0.0%
|
|||
Fidelidade - Co De Seguros SA/Portugal 4.25% 9/4/2031 (c)(q)
|
EUR
|
300,000
|
317,231
|
PUERTO RICO - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Lcpr Senior Secured Financing Dac 5.125% 7/15/2029 (d)
|
705,000
|
578,694
|
|
Lcpr Senior Secured Financing Dac 6.75% 10/15/2027 (d)
|
875,000
|
796,289
|
|
TOTAL PUERTO RICO
|
1,374,983
|
||
QATAR - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Ooredoo International Finance Ltd 2.625% 4/8/2031 (d)
|
170,000
|
149,335
|
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
QatarEnergy 1.375% 9/12/2026 (d)
|
350,000
|
329,640
|
|
QatarEnergy 2.25% 7/12/2031 (d)
|
925,000
|
792,901
|
|
QatarEnergy 3.125% 7/12/2041 (d)
|
535,000
|
405,653
|
|
QatarEnergy 3.3% 7/12/2051 (d)
|
815,000
|
576,613
|
|
2,104,807
|
|||
TOTAL QATAR
|
2,254,142
|
||
SAUDI ARABIA - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
EIG Pearl Holdings Sarl 3.545% 8/31/2036 (d)
|
650,000
|
562,859
|
|
SA Global Sukuk Ltd 1.602% 6/17/2026 (d)
|
340,000
|
323,000
|
|
Saudi Arabian Oil Co 2.25% 11/24/2030 (d)
|
445,000
|
383,185
|
|
Saudi Arabian Oil Co 3.25% 11/24/2050 (d)
|
345,000
|
235,135
|
|
Saudi Arabian Oil Co 3.5% 11/24/2070 (d)
|
135,000
|
86,092
|
|
Saudi Arabian Oil Co 3.5% 4/16/2029 (d)
|
710,000
|
671,632
|
|
Saudi Arabian Oil Co 4.25% 4/16/2039 (d)
|
785,000
|
695,463
|
|
Saudi Arabian Oil Co 4.375% 4/16/2049 (d)
|
120,000
|
100,013
|
|
Saudi Arabian Oil Co 5.875% 7/17/2064 (d)
|
200,000
|
195,000
|
|
3,252,379
|
|||
Industrials - 0.0%
|
|||
Construction & Engineering - 0.0%
|
|||
Greensaif Pipelines Bidco Sarl 5.8528% 2/23/2036 (d)
|
270,000
|
270,759
|
|
Greensaif Pipelines Bidco Sarl 6.1027% 8/23/2042 (d)
|
270,000
|
271,350
|
|
Greensaif Pipelines Bidco Sarl 6.129% 2/23/2038 (d)
|
400,000
|
408,500
|
|
Greensaif Pipelines Bidco Sarl 6.51% 2/23/2042 (d)
|
120,000
|
124,987
|
|
1,075,596
|
|||
TOTAL SAUDI ARABIA
|
4,327,975
|
||
SERBIA - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Distributors - 0.0%
|
|||
Telecommunications co Telekom Srbija AD Belgrade 7% 10/28/2029 (d)
|
335,000
|
334,896
|
|
SOUTH AFRICA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (d)
|
1,095,000
|
796,613
|
|
Wireless Telecommunication Services - 0.0%
|
|||
MTN Mauritius Investments Ltd 6.5% 10/13/2026 (d)
|
145,000
|
146,586
|
|
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Sasol Financing USA LLC 4.375% 9/18/2026
|
555,000
|
534,188
|
|
Sasol Financing USA LLC 5.5% 3/18/2031
|
100,000
|
86,798
|
|
620,986
|
|||
Metals & Mining - 0.0%
|
|||
Stillwater Mining Co 4% 11/16/2026 (d)
|
175,000
|
166,414
|
|
TOTAL MATERIALS
|
787,400
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Eskom Holdings SOC Ltd 6.35% 8/10/2028 (d)
|
350,000
|
349,346
|
|
Eskom Holdings SOC Ltd 7.125% 2/11/2025 (d)
|
395,000
|
395,000
|
|
Eskom Holdings SOC Ltd 8.45% 8/10/2028 (d)
|
95,000
|
99,483
|
|
843,829
|
|||
TOTAL SOUTH AFRICA
|
2,574,428
|
||
SPAIN - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco Bilbao Vizcaya Argentaria SA 6.033% 3/13/2035 (c)
|
400,000
|
407,962
|
|
CaixaBank SA 3.625% 9/19/2032 (c)(q)
|
EUR
|
1,100,000
|
1,180,129
|
1,588,091
|
|||
Health Care - 0.0%
|
|||
Biotechnology - 0.0%
|
|||
Grifols SA 4.75% 10/15/2028 (d)
|
455,000
|
415,118
|
|
Health Care Equipment & Supplies - 0.0%
|
|||
Werfen SA/Spain 4.625% 6/6/2028 (q)
|
EUR
|
600,000
|
664,808
|
TOTAL HEALTH CARE
|
1,079,926
|
||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Atlantica Sustainable Infrastructure PLC 4.125% 6/15/2028 (d)
|
30,000
|
28,372
|
|
TOTAL SPAIN
|
2,696,389
|
||
SWEDEN - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Heimstaden AB 4.375% 3/6/2027 (q)
|
EUR
|
700,000
|
689,794
|
Heimstaden Bostad AB 3.875% 11/5/2029 (q)
|
EUR
|
475,000
|
500,129
|
Samhallsbyggnadsbolaget i Norden AB 2.25% 8/12/2027 (p)(q)
|
EUR
|
135,000
|
111,558
|
TOTAL SWEDEN
|
1,301,481
|
||
SWITZERLAND - 0.5%
|
|||
Financials - 0.5%
|
|||
Capital Markets - 0.5%
|
|||
UBS Group AG 1.494% 8/10/2027 (c)(d)
|
1,190,000
|
1,123,091
|
|
UBS Group AG 2.125% 11/15/2029 (c)(q)
|
GBP
|
385,000
|
439,417
|
UBS Group AG 3.75% 3/26/2025
|
1,200,000
|
1,195,546
|
|
UBS Group AG 3.869% 1/12/2029 (c)(d)
|
1,570,000
|
1,522,396
|
|
UBS Group AG 4.125% 6/9/2033 (c)(q)
|
EUR
|
378,000
|
421,767
|
UBS Group AG 4.125% 9/24/2025 (d)
|
500,000
|
497,421
|
|
UBS Group AG 4.194% 4/1/2031 (c)(d)
|
2,010,000
|
1,929,011
|
|
UBS Group AG 4.55% 4/17/2026
|
388,000
|
387,293
|
|
UBS Group AG 4.75% 3/17/2032 (c)(q)
|
EUR
|
1,093,000
|
1,255,233
|
UBS Group AG 5.428% 2/8/2030 (c)(d)
|
5,000,000
|
5,085,225
|
|
UBS Group AG 6.537% 8/12/2033 (c)(d)
|
10,000,000
|
10,821,391
|
|
24,677,791
|
|||
Insurance - 0.0%
|
|||
Argentum Netherlands BV 5.625% 8/15/2052 (c)(q)
|
393,000
|
392,018
|
|
Argentum Netherlands BV 5.75% 8/15/2050 (c)(q)
|
775,000
|
773,046
|
|
Swiss Re Finance Luxembourg SA 5% 4/2/2049 (c)(d)
|
200,000
|
198,554
|
|
Zurich Finance Ireland Designated Activity Co 3.5% 5/2/2052 (c)(q)
|
374,000
|
324,905
|
|
1,688,523
|
|||
Industrials - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
VistaJet Malta Finance PLC / Vista Management Holding Inc 6.375% 2/1/2030 (d)
|
1,515,000
|
1,336,471
|
|
VistaJet Malta Finance PLC / Vista Management Holding Inc 7.875% 5/1/2027 (d)
|
434,000
|
426,670
|
|
VistaJet Malta Finance PLC / Vista Management Holding Inc 9.5% 6/1/2028 (d)
|
30,000
|
30,027
|
|
1,793,168
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Consolidated Energy Finance SA 12% 2/15/2031 (d)
|
555,000
|
556,946
|
|
Consolidated Energy Finance SA 5.625% 10/15/2028 (d)
|
110,000
|
94,717
|
|
651,663
|
|||
TOTAL SWITZERLAND
|
28,811,145
|
||
TANZANIA - 0.0%
|
|||
Information Technology - 0.0%
|
|||
Communications Equipment - 0.0%
|
|||
HTA Group Ltd/Mauritius 7.5% 6/4/2029 (d)
|
1,690,000
|
1,718,054
|
|
THAILAND - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
PTT Treasury Center Co Ltd 3.7% 7/16/2070 (d)
|
105,000
|
74,960
|
|
TURKEY - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Turkiye Ihracat Kredi Bankasi AS 9% 1/28/2027 (d)
|
140,000
|
148,351
|
|
Industrials - 0.0%
|
|||
Building Products - 0.0%
|
|||
Sisecam UK PLC 8.625% 5/2/2032 (d)
|
345,000
|
348,026
|
|
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Eldorado Gold Corp 6.25% 9/1/2029 (d)
|
154,000
|
151,753
|
|
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Aydem Yenilenebilir Enerji AS 7.75% 2/2/2027 (d)
|
155,000
|
154,079
|
|
TOTAL TURKEY
|
802,209
|
||
UKRAINE - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
NAK Naftogaz Ukraine via Kondor Finance PLC loan participation 7.625% 11/8/2028 pay-in-kind (d)
|
116,756
|
88,151
|
|
NAK Naftogaz Ukraine via Kondor Finance PLC loan participation 7.65% 7/19/2025 pay-in-kind (q)
|
133,369
|
124,033
|
|
TOTAL UKRAINE
|
212,184
|
||
UNITED ARAB EMIRATES - 0.1%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Adnoc Murban Rsc Ltd 5.125% 9/11/2054 (d)
|
230,000
|
216,920
|
|
Galaxy Pipeline Assets Bidco Ltd 2.16% 3/31/2034 (d)
|
131,629
|
113,896
|
|
Galaxy Pipeline Assets Bidco Ltd 2.625% 3/31/2036 (d)
|
790,000
|
654,318
|
|
985,134
|
|||
Financials - 0.1%
|
|||
Financial Services - 0.1%
|
|||
Abu Dhabi Developmental Holding Co PJSC 5.25% 10/2/2054 (d)
|
265,000
|
252,495
|
|
Abu Dhabi Developmental Holding Co PJSC 5.5% 5/8/2034 (d)
|
230,000
|
237,019
|
|
MDGH GMTN RSC Ltd 2.875% 11/7/2029 (d)
|
280,000
|
256,105
|
|
MDGH GMTN RSC Ltd 4.375% 11/22/2033 (d)
|
120,000
|
114,377
|
|
MDGH GMTN RSC Ltd 5.084% 5/22/2053 (d)
|
390,000
|
368,184
|
|
MDGH GMTN RSC Ltd Series 1, 5.5% 4/28/2033 (d)
|
145,000
|
149,660
|
|
1,377,840
|
|||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
DP World Crescent Ltd 3.7495% 1/30/2030 (d)
|
170,000
|
160,361
|
|
DP World Ltd/United Arab Emirates 5.625% 9/25/2048 (d)
|
295,000
|
284,122
|
|
444,483
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Alpha Star Holding VIII Ltd 8.375% 4/12/2027 (q)
|
200,000
|
207,407
|
|
Utilities - 0.0%
|
|||
Multi-Utilities - 0.0%
|
|||
Abu Dhabi National Energy Co PJSC 4% 10/3/2049 (d)
|
235,000
|
190,627
|
|
Abu Dhabi National Energy Co PJSC 4.375% 1/24/2029 (d)
|
150,000
|
147,636
|
|
Abu Dhabi National Energy Co PJSC 4.696% 4/24/2033 (d)
|
135,000
|
132,550
|
|
Abu Dhabi National Energy Co PJSC 4.75% 3/9/2037 (d)
|
280,000
|
269,850
|
|
Abu Dhabi National Energy Co PJSC 4.875% 4/23/2030 (d)
|
85,000
|
85,120
|
|
825,783
|
|||
TOTAL UNITED ARAB EMIRATES
|
3,840,647
|
||
UNITED KINGDOM - 1.3%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Connect Finco Sarl / Connect Us Finco LLC 9% 9/15/2029 (d)
|
115,000
|
106,130
|
|
Media - 0.0%
|
|||
Virgin Media Secured Finance PLC 4.5% 8/15/2030 (d)
|
2,435,000
|
2,150,464
|
|
Wireless Telecommunication Services - 0.0%
|
|||
Vodafone Group PLC 4.875% 10/3/2078 (c)(q)
|
GBP
|
106,000
|
133,913
|
Consumer Discretionary - 0.1%
|
|||
Automobile Components - 0.0%
|
|||
Macquarie Airfinance Holdings Ltd 6.4% 3/26/2029 (d)
|
75,000
|
77,556
|
|
Macquarie Airfinance Holdings Ltd 8.125% 3/30/2029 (d)
|
365,000
|
385,101
|
|
Macquarie Airfinance Holdings Ltd 8.375% 5/1/2028 (d)
|
1,130,000
|
1,187,503
|
|
1,650,160
|
|||
Automobiles - 0.0%
|
|||
Mclaren Finance PLC 7.5% 8/1/2026 (d)
|
835,000
|
807,958
|
|
Broadline Retail - 0.1%
|
|||
John Lewis PLC 4.25% 12/18/2034 (q)
|
GBP
|
100,000
|
98,670
|
John Lewis PLC 6.125% 1/21/2025
|
GBP
|
1,656,000
|
2,108,028
|
Marks & Spencer PLC 4.5% 7/10/2027 (p)(q)
|
GBP
|
339,000
|
416,568
|
2,623,266
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Compass Group PLC 3.25% 9/16/2033 (q)
|
EUR
|
375,000
|
402,659
|
InterContinental Hotels Group PLC 3.375% 10/8/2028 (q)
|
GBP
|
254,000
|
303,914
|
Merlin Entertainments Group US Holdings Inc 7.375% 2/15/2031 (d)
|
150,000
|
146,782
|
|
Whitbread Group PLC 2.375% 5/31/2027 (q)
|
GBP
|
249,000
|
295,747
|
Whitbread Group PLC 3.375% 10/16/2025 (q)
|
GBP
|
1,045,000
|
1,307,067
|
2,456,169
|
|||
Household Durables - 0.0%
|
|||
Berkeley Group PLC/The 2.5% 8/11/2031 (q)
|
GBP
|
648,000
|
663,569
|
Specialty Retail - 0.0%
|
|||
Belron UK Finance PLC 5.75% 10/15/2029 (d)
|
505,000
|
505,631
|
|
TOTAL CONSUMER DISCRETIONARY
|
8,706,753
|
||
Consumer Staples - 0.4%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Tesco Corporate Treasury Services PLC 2.75% 4/27/2030 (q)
|
GBP
|
380,000
|
433,131
|
Household Products - 0.0%
|
|||
Reckitt Benckiser Treasury Services PLC 3.875% 9/14/2033 (q)
|
EUR
|
378,000
|
419,350
|
Tobacco - 0.4%
|
|||
BAT Capital Corp 4.7% 4/2/2027
|
1,252,000
|
1,250,667
|
|
BAT Capital Corp 4.906% 4/2/2030
|
1,500,000
|
1,497,401
|
|
BAT Capital Corp 5.282% 4/2/2050
|
1,500,000
|
1,386,209
|
|
BAT Capital Corp 6% 2/20/2034
|
10,000,000
|
10,494,438
|
|
BAT Capital Corp 6.421% 8/2/2033
|
1,137,000
|
1,226,420
|
|
BAT International Finance PLC 4.125% 4/12/2032 (q)
|
EUR
|
1,017,000
|
1,110,981
|
Imperial Brands Finance Netherlands BV 5.25% 2/15/2031 (q)
|
EUR
|
602,000
|
695,616
|
Imperial Brands Finance PLC 6.125% 7/27/2027 (d)
|
764,000
|
786,615
|
|
Reynolds American Inc 7.25% 6/15/2037
|
75,000
|
84,644
|
|
18,532,991
|
|||
TOTAL CONSUMER STAPLES
|
19,385,472
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
eG Global Finance PLC 12% 11/30/2028 (d)
|
2,365,000
|
2,651,143
|
|
Harbour Energy PLC 5.5% 10/15/2026 (d)
|
55,000
|
54,755
|
|
2,705,898
|
|||
Financials - 0.7%
|
|||
Banks - 0.7%
|
|||
Barclays PLC 5.088% 6/20/2030 (c)
|
1,421,000
|
1,402,078
|
|
Barclays PLC 5.2% 5/12/2026
|
1,318,000
|
1,319,154
|
|
Barclays PLC 5.262% 1/29/2034 (c)(q)
|
EUR
|
821,000
|
973,536
|
Barclays PLC 5.69% 3/12/2030 (c)
|
3,094,000
|
3,157,444
|
|
Barclays PLC 5.829% 5/9/2027 (c)
|
2,370,000
|
2,397,021
|
|
Barclays PLC 6.224% 5/9/2034 (c)
|
8,576,000
|
9,037,106
|
|
Barclays PLC 6.49% 9/13/2029 (c)
|
2,400,000
|
2,520,839
|
|
Barclays PLC 6.692% 9/13/2034 (c)
|
2,000,000
|
2,174,226
|
|
Barclays PLC 8.407% 11/14/2032 (c)(q)
|
GBP
|
317,000
|
431,412
|
HSBC Holdings PLC 4.787% 3/10/2032 (c)(q)
|
EUR
|
547,000
|
629,259
|
HSBC Holdings PLC 4.856% 5/23/2033 (c)(q)
|
EUR
|
640,000
|
746,147
|
HSBC Holdings PLC 6.8% 9/14/2031 (c)
|
GBP
|
139,000
|
190,218
|
HSBC Holdings PLC 8.201% 11/16/2034 (c)(q)
|
GBP
|
225,000
|
314,525
|
Lloyds Banking Group PLC 1.985% 12/15/2031 (c)
|
GBP
|
459,000
|
548,170
|
Lloyds Banking Group PLC 4.5% 1/11/2029 (c)(q)
|
EUR
|
260,000
|
287,833
|
Lloyds Banking Group PLC 4.75% 9/21/2031 (c)(q)
|
EUR
|
925,000
|
1,057,489
|
NatWest Group PLC 2.105% 11/28/2031 (c)(q)
|
GBP
|
638,000
|
764,455
|
NatWest Group PLC 3.073% 5/22/2028 (c)
|
951,000
|
911,300
|
|
NatWest Group PLC 3.622% 8/14/2030 (c)(q)
|
GBP
|
237,000
|
298,690
|
NatWest Group PLC 4.771% 2/16/2029 (c)(q)
|
EUR
|
592,000
|
659,827
|
NatWest Group PLC 5.847% 3/2/2027 (c)
|
3,394,000
|
3,430,648
|
|
NatWest Group PLC 7.416% 6/6/2033 (c)(q)
|
GBP
|
341,000
|
456,639
|
Virgin Money UK PLC 7.625% 8/23/2029 (c)(q)
|
GBP
|
586,000
|
806,978
|
34,514,994
|
|||
Insurance - 0.0%
|
|||
Admiral Group PLC 8.5% 1/6/2034 (q)
|
GBP
|
385,000
|
552,175
|
TOTAL FINANCIALS
|
35,067,169
|
||
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
180 Medical Inc 3.875% 10/15/2029 (d)
|
590,000
|
544,072
|
|
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
Mobico Group PLC 4.875% 9/26/2031 (q)
|
EUR
|
736,000
|
780,748
|
Trading Companies & Distributors - 0.0%
|
|||
Travis Perkins PLC 3.75% 2/17/2026 (q)
|
GBP
|
332,000
|
412,420
|
Transportation Infrastructure - 0.0%
|
|||
Heathrow Funding Ltd 6% 3/5/2032 (q)
|
GBP
|
505,000
|
643,027
|
TOTAL INDUSTRIALS
|
1,836,195
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
INEOS Quattro Finance 2 Plc 9.625% 3/15/2029 (d)
|
123,000
|
130,788
|
|
Real Estate - 0.0%
|
|||
Office REITs - 0.0%
|
|||
Great Portland Estates PLC 5.375% 9/25/2031 (q)
|
GBP
|
200,000
|
251,816
|
Real Estate Management & Development - 0.0%
|
|||
Tritax EuroBox PLC 0.95% 6/2/2026 (q)
|
EUR
|
235,000
|
241,074
|
TOTAL REAL ESTATE
|
492,890
|
||
Utilities - 0.1%
|
|||
Electric Utilities - 0.0%
|
|||
NGG Finance PLC 2.125% 9/5/2082 (c)(q)
|
EUR
|
555,000
|
562,417
|
Scottish Hydro Electric Transmission PLC 3.375% 9/4/2032 (q)
|
EUR
|
375,000
|
402,761
|
965,178
|
|||
Gas Utilities - 0.0%
|
|||
Southern Gas Networks PLC 3.5% 10/16/2030 (q)
|
EUR
|
375,000
|
399,119
|
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (d)
|
925,000
|
926,049
|
|
Water Utilities - 0.1%
|
|||
Anglian Water Osprey Financing PLC 2% 7/31/2028 (q)
|
GBP
|
179,000
|
182,920
|
Anglian Water Services Financing PLC 5.875% 6/20/2031 (q)
|
GBP
|
100,000
|
127,922
|
Anglian Water Services Financing PLC 6.25% 9/12/2044 (q)
|
GBP
|
300,000
|
375,588
|
Anglian Water Services Financing PLC 6.293% 7/30/2030 (q)
|
GBP
|
305,000
|
396,434
|
Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (q)
|
GBP
|
348,000
|
415,792
|
Southern Water Services Finance Ltd 1.625% 3/30/2027 (q)
|
GBP
|
222,000
|
221,135
|
Southern Water Services Finance Ltd 2.375% 5/28/2028 (q)
|
GBP
|
240,000
|
237,469
|
SW Finance I PLC 7.375% 12/12/2041 (q)
|
GBP
|
246,000
|
263,321
|
2,220,581
|
|||
TOTAL UTILITIES
|
4,510,927
|
||
TOTAL UNITED KINGDOM
|
75,770,671
|
||
UNITED STATES - 20.0%
|
|||
Communication Services - 2.5%
|
|||
Diversified Telecommunication Services - 0.4%
|
|||
AT&T Inc 2.55% 12/1/2033
|
13,339,000
|
10,992,611
|
|
AT&T Inc 3.8% 12/1/2057
|
4,105,000
|
3,021,007
|
|
AT&T Inc 4.3% 2/15/2030
|
559,000
|
547,873
|
|
AT&T Inc 5.15% 11/15/2046
|
1,000,000
|
959,551
|
|
Consolidated Communications Inc 5% 10/1/2028 (d)
|
148,000
|
138,979
|
|
Frontier Communications Holdings LLC 6% 1/15/2030 (d)
|
500,000
|
502,365
|
|
Level 3 Financing Inc 10% 10/15/2032 (d)
|
65,000
|
64,843
|
|
Level 3 Financing Inc 10.5% 5/15/2030 (d)
|
720,000
|
790,199
|
|
Level 3 Financing Inc 11% 11/15/2029 (d)
|
130,000
|
147,716
|
|
Level 3 Financing Inc 3.625% 1/15/2029 (d)
|
149,000
|
118,828
|
|
Level 3 Financing Inc 3.75% 7/15/2029 (d)
|
31,000
|
24,231
|
|
Level 3 Financing Inc 3.875% 10/15/2030 (d)
|
120,000
|
95,700
|
|
Level 3 Financing Inc 4% 4/15/2031 (d)
|
25,000
|
19,813
|
|
Level 3 Financing Inc 4.25% 7/1/2028 (d)
|
70,000
|
61,950
|
|
Level 3 Financing Inc 4.5% 4/1/2030 (d)
|
1,490,000
|
1,245,578
|
|
Level 3 Financing Inc 4.625% 9/15/2027 (d)
|
35,000
|
32,200
|
|
Lumen Technologies Inc 4.5% 1/15/2029 (d)
|
70,000
|
58,800
|
|
Verizon Communications Inc 2.55% 3/21/2031
|
1,065,000
|
931,205
|
|
Verizon Communications Inc 3.75% 2/28/2036
|
EUR
|
193,000
|
211,621
|
Verizon Communications Inc 4.78% 2/15/2035 (d)
|
1,330,000
|
1,296,814
|
|
Verizon Communications Inc 4.862% 8/21/2046
|
1,250,000
|
1,167,010
|
|
Verizon Communications Inc 5.012% 4/15/2049
|
16,000
|
15,556
|
|
Zayo Group Holdings Inc 4% 3/1/2027 (d)(s)
|
500,000
|
471,478
|
|
22,915,928
|
|||
Media - 1.8%
|
|||
Advantage Sales & Marketing Inc 6.5% 11/15/2028 (d)
|
605,000
|
579,585
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 5/1/2032
|
1,890,000
|
1,669,898
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 5% 2/1/2028 (d)
|
3,945,000
|
3,855,013
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 5.125% 5/1/2027 (d)
|
890,000
|
877,979
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032
|
5,694,000
|
4,599,849
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033
|
6,526,000
|
5,967,755
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053
|
3,725,000
|
3,154,030
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047
|
3,941,000
|
3,366,238
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063
|
2,499,000
|
2,087,319
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048
|
861,000
|
769,692
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029
|
1,898,000
|
1,952,761
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034
|
15,310,000
|
16,049,545
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.65% 2/1/2034
|
11,000,000
|
11,595,540
|
|
Clear Channel Outdoor Holdings Inc 5.125% 8/15/2027 (d)
|
165,000
|
161,042
|
|
Clear Channel Outdoor Holdings Inc 7.5% 6/1/2029 (d)
|
445,000
|
393,853
|
|
Clear Channel Outdoor Holdings Inc 7.875% 4/1/2030 (d)
|
400,000
|
414,130
|
|
Clear Channel Outdoor Holdings Inc 9% 9/15/2028 (d)
|
250,000
|
265,203
|
|
Comcast Corp 6.45% 3/15/2037
|
365,000
|
404,910
|
|
CSC Holdings LLC 3.375% 2/15/2031 (d)
|
3,115,000
|
2,258,991
|
|
CSC Holdings LLC 4.125% 12/1/2030 (d)
|
5,000
|
3,755
|
|
CSC Holdings LLC 4.5% 11/15/2031 (d)
|
365,000
|
273,949
|
|
CSC Holdings LLC 4.625% 12/1/2030 (d)
|
1,590,000
|
888,265
|
|
CSC Holdings LLC 5.375% 2/1/2028 (d)
|
100,000
|
87,114
|
|
Discovery Communications LLC 3.625% 5/15/2030
|
708,000
|
640,343
|
|
Discovery Communications LLC 4.125% 5/15/2029
|
46,000
|
43,480
|
|
Discovery Communications LLC 5% 9/20/2037
|
2,800,000
|
2,457,647
|
|
DISH DBS Corp 5.125% 6/1/2029
|
245,000
|
162,255
|
|
DISH DBS Corp 7.375% 7/1/2028
|
55,000
|
41,596
|
|
EchoStar Corp 10.75% 11/30/2029
|
3,112,506
|
3,367,034
|
|
EchoStar Corp 6.75% 11/30/2030 pay-in-kind (c)
|
712,827
|
643,676
|
|
Sirius XM Radio Inc 5.5% 7/1/2029 (d)
|
1,180,000
|
1,153,226
|
|
Time Warner Cable LLC 6.75% 6/15/2039
|
545,000
|
551,628
|
|
Time Warner Cable LLC 7.3% 7/1/2038
|
2,420,000
|
2,549,345
|
|
Univision Communications Inc 7.375% 6/30/2030 (d)
|
1,520,000
|
1,465,348
|
|
Univision Communications Inc 8.5% 7/31/2031 (d)
|
875,000
|
868,032
|
|
Warnermedia Holdings Inc 3.755% 3/15/2027
|
973,000
|
942,359
|
|
Warnermedia Holdings Inc 4.054% 3/15/2029
|
291,000
|
275,276
|
|
Warnermedia Holdings Inc 4.279% 3/15/2032
|
34,816,000
|
31,417,108
|
|
Warnermedia Holdings Inc 4.693% 5/17/2033
|
EUR
|
350,000
|
382,408
|
Warnermedia Holdings Inc 5.05% 3/15/2042
|
738,000
|
623,526
|
|
Warnermedia Holdings Inc 5.141% 3/15/2052
|
3,903,000
|
3,137,448
|
|
112,398,151
|
|||
Wireless Telecommunication Services - 0.3%
|
|||
T-Mobile USA Inc 3.75% 4/15/2027
|
1,250,000
|
1,224,551
|
|
T-Mobile USA Inc 3.875% 4/15/2030
|
2,100,000
|
2,006,408
|
|
T-Mobile USA Inc 4.375% 4/15/2040
|
269,000
|
242,222
|
|
T-Mobile USA Inc 4.5% 4/15/2050
|
528,000
|
456,523
|
|
T-Mobile USA Inc 5.05% 7/15/2033
|
13,000,000
|
13,039,229
|
|
16,968,933
|
|||
TOTAL COMMUNICATION SERVICES
|
152,283,012
|
||
Consumer Discretionary - 0.7%
|
|||
Automobile Components - 0.0%
|
|||
Patrick Industries Inc 6.375% 11/1/2032 (d)
|
595,000
|
588,645
|
|
Automobiles - 0.1%
|
|||
Ford Motor Co 3.25% 2/12/2032
|
4,000,000
|
3,411,852
|
|
Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC CME Term SOFR 6 month Index + 6.0533%, 10.502% 10/15/2026 (b)(c)(d)
|
365,000
|
365,859
|
|
3,777,711
|
|||
Broadline Retail - 0.0%
|
|||
Kohl's Corp 4.25% 7/17/2025
|
110,000
|
108,498
|
|
Match Group Holdings II LLC 4.125% 8/1/2030 (d)
|
205,000
|
185,539
|
|
Nordstrom Inc 4.375% 4/1/2030
|
315,000
|
287,814
|
|
Wayfair LLC 7.25% 10/31/2029 (d)(s)
|
300,000
|
304,018
|
|
885,869
|
|||
Distributors - 0.0%
|
|||
Gates Corp/DE 6.875% 7/1/2029 (d)
|
140,000
|
143,688
|
|
Diversified Consumer Services - 0.1%
|
|||
Service Corp International/US 5.125% 6/1/2029
|
1,110,000
|
1,092,155
|
|
Service Corp International/US 5.75% 10/15/2032
|
800,000
|
797,035
|
|
Sotheby's 7.375% 10/15/2027 (d)
|
445,000
|
440,035
|
|
StoneMor Inc 8.5% 5/15/2029 (d)
|
173,000
|
155,776
|
|
TKC Holdings Inc 10.5% 5/15/2029 (d)
|
1,060,000
|
1,083,801
|
|
TKC Holdings Inc 6.875% 5/15/2028 (d)
|
300,000
|
299,851
|
|
WASH Multifamily Acquisition Inc 5.75% 4/15/2026 (d)
|
1,135,000
|
1,133,647
|
|
5,002,300
|
|||
Hotels, Restaurants & Leisure - 0.3%
|
|||
Aramark Services Inc 5% 2/1/2028 (d)
|
1,090,000
|
1,067,186
|
|
Caesars Entertainment Inc 4.625% 10/15/2029 (d)(s)
|
920,000
|
865,983
|
|
Caesars Entertainment Inc 6% 10/15/2032 (d)(s)
|
1,425,000
|
1,400,706
|
|
Caesars Entertainment Inc 6.5% 2/15/2032 (d)
|
770,000
|
785,459
|
|
Carnival Corp 6% 5/1/2029 (d)
|
400,000
|
401,399
|
|
Carnival Corp 7.625% 3/1/2026 (d)
|
965,000
|
971,263
|
|
Fertitta Entertainment LLC / Fertitta Entertainment Finance CO Inc 6.75% 1/15/2030 (d)
|
1,310,000
|
1,227,257
|
|
Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (d)
|
1,195,000
|
1,053,637
|
|
Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (d)
|
305,000
|
305,448
|
|
Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (d)
|
1,435,000
|
1,447,654
|
|
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc 6.625% 1/15/2032 (d)
|
50,000
|
50,598
|
|
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 5% 6/1/2029 (d)(s)
|
500,000
|
475,111
|
|
Life Time Inc 5.75% 1/15/2026 (d)
|
250,000
|
249,910
|
|
Life Time Inc 6% 11/15/2031 (d)
|
1,105,000
|
1,105,357
|
|
MajorDrive Holdings IV LLC 6.375% 6/1/2029 (d)
|
495,000
|
445,419
|
|
McDonald's Corp 3.5% 7/1/2027
|
353,000
|
344,480
|
|
Mohegan Tribal Gaming Authority 8% 2/1/2026 (d)
|
530,000
|
526,697
|
|
Royal Caribbean Cruises Ltd 5.375% 7/15/2027 (d)
|
165,000
|
164,752
|
|
Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (d)
|
2,100,000
|
2,103,664
|
|
Royal Caribbean Cruises Ltd 6% 2/1/2033 (d)
|
1,050,000
|
1,063,196
|
|
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 5.25% 5/15/2027 (d)(s)
|
2,755,000
|
2,738,724
|
|
Yum! Brands Inc 4.625% 1/31/2032
|
980,000
|
921,656
|
|
19,715,556
|
|||
Household Durables - 0.0%
|
|||
Landsea Homes Corp 8.875% 4/1/2029 (d)
|
140,000
|
143,548
|
|
LGI Homes Inc 7% 11/15/2032 (d)
|
550,000
|
554,939
|
|
LGI Homes Inc 8.75% 12/15/2028 (d)
|
201,000
|
213,242
|
|
Newell Brands Inc 6.375% 5/15/2030
|
345,000
|
351,419
|
|
Newell Brands Inc 6.625% 5/15/2032
|
265,000
|
269,652
|
|
Newell Brands Inc 6.875% 4/1/2036 (p)
|
285,000
|
289,764
|
|
TopBuild Corp 4.125% 2/15/2032 (d)
|
385,000
|
346,087
|
|
2,168,651
|
|||
Specialty Retail - 0.2%
|
|||
AutoNation Inc 4.75% 6/1/2030
|
156,000
|
153,090
|
|
AutoZone Inc 4% 4/15/2030
|
1,110,000
|
1,069,414
|
|
Bath & Body Works Inc 6.625% 10/1/2030 (d)
|
510,000
|
522,203
|
|
Carvana Co 12% 12/1/2028 pay-in-kind (c)(d)
|
238,500
|
254,034
|
|
Carvana Co 13% 6/1/2030 pay-in-kind (c)(d)
|
266,250
|
292,553
|
|
Carvana Co 5.625% 10/1/2025 (d)
|
870,000
|
861,381
|
|
Champions Financing Inc 8.75% 2/15/2029 (d)
|
710,000
|
714,072
|
|
Hudson Automotive Group 8% 5/15/2032 (d)
|
140,000
|
146,877
|
|
LBM Acquisition LLC 6.25% 1/15/2029 (d)
|
525,000
|
491,197
|
|
Lowe's Cos Inc 3.35% 4/1/2027
|
149,000
|
144,989
|
|
Lowe's Cos Inc 3.75% 4/1/2032
|
459,000
|
427,996
|
|
Lowe's Cos Inc 4.25% 4/1/2052
|
1,870,000
|
1,534,560
|
|
Lowe's Cos Inc 4.45% 4/1/2062
|
2,116,000
|
1,744,572
|
|
O'Reilly Automotive Inc 4.2% 4/1/2030
|
246,000
|
239,349
|
|
Sally Holdings LLC / Sally Capital Inc 6.75% 3/1/2032 (s)
|
150,000
|
153,171
|
|
Staples Inc 10.75% 9/1/2029 (d)
|
450,000
|
443,669
|
|
Staples Inc 12.75% 1/15/2030 (d)
|
338,275
|
279,186
|
|
Wand NewCo 3 Inc 7.625% 1/30/2032 (d)
|
300,000
|
310,500
|
|
9,782,813
|
|||
Textiles, Apparel & Luxury Goods - 0.0%
|
|||
Levi Strauss & Co 3.5% 3/1/2031 (d)
|
1,005,000
|
892,045
|
|
Wolverine World Wide Inc 4% 8/15/2029 (d)
|
250,000
|
220,087
|
|
1,112,132
|
|||
TOTAL CONSUMER DISCRETIONARY
|
43,177,365
|
||
Consumer Staples - 0.4%
|
|||
Beverages - 0.1%
|
|||
Coca-Cola Co/The 3.375% 3/25/2027
|
1,279,000
|
1,255,163
|
|
Coca-Cola Co/The 3.45% 3/25/2030
|
713,000
|
682,787
|
|
Molson Coors Beverage Co 5% 5/1/2042
|
2,945,000
|
2,817,140
|
|
Triton Water Holdings 6.25% 4/1/2029 (d)
|
455,000
|
452,595
|
|
5,207,685
|
|||
Consumer Staples Distribution & Retail - 0.2%
|
|||
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (d)
|
650,000
|
626,029
|
|
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.5% 2/15/2028 (d)
|
350,000
|
356,050
|
|
C&S Group Enterprises LLC 5% 12/15/2028 (d)
|
595,000
|
488,672
|
|
KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (d)
|
970,000
|
1,015,523
|
|
Kroger Co/The 4.65% 9/15/2029
|
2,680,000
|
2,686,632
|
|
Kroger Co/The 4.9% 9/15/2031
|
2,680,000
|
2,693,283
|
|
Kroger Co/The 5% 9/15/2034
|
2,680,000
|
2,664,109
|
|
Performance Food Group Inc 6.125% 9/15/2032 (d)
|
790,000
|
797,006
|
|
Sysco Corp 5.95% 4/1/2030
|
471,000
|
495,672
|
|
Sysco Corp 6.6% 4/1/2050
|
710,000
|
806,046
|
|
United Natural Foods Inc 6.75% 10/15/2028 (d)
|
87,000
|
85,627
|
|
US Foods Inc 4.625% 6/1/2030 (d)
|
1,030,000
|
981,173
|
|
US Foods Inc 5.75% 4/15/2033 (d)
|
270,000
|
266,592
|
|
US Foods Inc 7.25% 1/15/2032 (d)
|
180,000
|
187,886
|
|
Walgreens Boots Alliance Inc 8.125% 8/15/2029 (s)
|
200,000
|
201,385
|
|
14,351,685
|
|||
Food Products - 0.0%
|
|||
Chobani Holdco II LLC 9.5% 10/1/2029 pay-in-kind (c)(d)
|
235,000
|
248,226
|
|
Fiesta Purchaser Inc 9.625% 9/15/2032 (d)
|
175,000
|
184,593
|
|
Lamb Weston Holdings Inc 4.375% 1/31/2032 (d)
|
1,215,000
|
1,112,542
|
|
Post Holdings Inc 6.25% 10/15/2034 (d)
|
280,000
|
276,691
|
|
Post Holdings Inc 6.375% 3/1/2033 (d)
|
600,000
|
597,661
|
|
2,419,713
|
|||
Household Products - 0.0%
|
|||
Resideo Funding Inc 6.5% 7/15/2032 (d)
|
210,000
|
213,314
|
|
Tobacco - 0.1%
|
|||
Altria Group Inc 3.875% 9/16/2046
|
1,521,000
|
1,168,165
|
|
Altria Group Inc 4.25% 8/9/2042
|
932,000
|
779,333
|
|
Altria Group Inc 4.5% 5/2/2043
|
632,000
|
542,841
|
|
Altria Group Inc 4.8% 2/14/2029
|
173,000
|
172,754
|
|
Altria Group Inc 5.95% 2/14/2049
|
600,000
|
617,026
|
|
3,280,119
|
|||
TOTAL CONSUMER STAPLES
|
25,472,516
|
||
Energy - 2.4%
|
|||
Energy Equipment & Services - 0.1%
|
|||
Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (d)
|
300,000
|
304,101
|
|
Nabors Industries Inc 8.875% 8/15/2031 (d)
|
150,000
|
144,918
|
|
Star Holding LLC 8.75% 8/1/2031 (d)
|
190,000
|
186,835
|
|
Transocean Inc 8% 2/1/2027 (d)
|
490,000
|
489,792
|
|
Transocean Inc 8.25% 5/15/2029 (d)
|
560,000
|
565,132
|
|
Transocean Inc 8.5% 5/15/2031 (d)
|
755,000
|
765,655
|
|
USA Compression Partners LP / USA Compression Finance Corp 6.875% 9/1/2027
|
165,000
|
166,045
|
|
USA Compression Partners LP / USA Compression Finance Corp 7.125% 3/15/2029 (d)
|
230,000
|
235,637
|
|
Valaris Ltd 8.375% 4/30/2030 (d)
|
280,000
|
285,169
|
|
3,143,284
|
|||
Oil, Gas & Consumable Fuels - 2.3%
|
|||
Aethon United BR LP / Aethon United Finance Corp 7.5% 10/1/2029 (d)
|
465,000
|
482,268
|
|
Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 3/1/2027 (d)
|
2,435,000
|
2,429,990
|
|
Blue Racer Midstream LLC / Blue Racer Finance Corp 7% 7/15/2029 (d)
|
80,000
|
82,341
|
|
Blue Racer Midstream LLC / Blue Racer Finance Corp 7.25% 7/15/2032 (d)
|
80,000
|
82,948
|
|
California Resources Corp 8.25% 6/15/2029 (d)
|
960,000
|
985,199
|
|
Calumet Specialty Products Partners LP / Calumet Finance Corp 9.75% 7/15/2028 (d)
|
136,000
|
139,130
|
|
Cheniere Energy Partners LP 3.25% 1/31/2032
|
925,000
|
814,296
|
|
Cheniere Energy Partners LP 5.75% 8/15/2034 (d)
|
270,000
|
275,632
|
|
CNX Midstream Partners LP 4.75% 4/15/2030 (d)
|
975,000
|
908,058
|
|
Columbia Pipeline Group Inc 5.8% 6/1/2045
|
10,000
|
10,061
|
|
Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (d)
|
290,000
|
301,995
|
|
Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (d)
|
5,781,000
|
6,093,508
|
|
Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (d)
|
233,000
|
251,313
|
|
Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (d)
|
420,000
|
464,419
|
|
Columbia Pipelines Operating Co LLC 6.714% 8/15/2063 (d)
|
252,000
|
282,945
|
|
Comstock Resources Inc 5.875% 1/15/2030 (d)
|
380,000
|
358,303
|
|
Comstock Resources Inc 6.75% 3/1/2029 (d)(s)
|
525,000
|
517,634
|
|
CrownRock LP / CrownRock Finance Inc 5% 5/1/2029 (d)
|
350,000
|
354,971
|
|
CVR Energy Inc 5.75% 2/15/2028 (d)
|
385,000
|
364,295
|
|
CVR Energy Inc 8.5% 1/15/2029 (d)
|
1,105,000
|
1,085,965
|
|
DCP Midstream Operating LP 5.125% 5/15/2029
|
659,000
|
665,063
|
|
Delek Logistics Partners LP / Delek Logistics Finance Corp 7.125% 6/1/2028 (d)
|
70,000
|
70,369
|
|
Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (d)
|
297,000
|
309,665
|
|
DT Midstream Inc 5.8% 12/15/2034 (d)(e)
|
621,000
|
631,962
|
|
Energy Transfer LP 3.75% 5/15/2030
|
481,000
|
453,860
|
|
Energy Transfer LP 4.95% 6/15/2028
|
494,000
|
497,451
|
|
Energy Transfer LP 5% 5/15/2050
|
4,089,000
|
3,647,383
|
|
Energy Transfer LP 5.25% 4/15/2029
|
350,000
|
355,178
|
|
Energy Transfer LP 5.4% 10/1/2047
|
1,023,000
|
962,461
|
|
Energy Transfer LP 5.75% 2/15/2033
|
4,000,000
|
4,106,908
|
|
Energy Transfer LP 5.8% 6/15/2038
|
275,000
|
280,367
|
|
Energy Transfer LP 6% 6/15/2048
|
1,279,000
|
1,295,329
|
|
Energy Transfer LP 6.125% 12/15/2045
|
100,000
|
103,171
|
|
Energy Transfer LP 6.25% 4/15/2049
|
241,000
|
252,496
|
|
Energy Transfer LP 6.55% 12/1/2033
|
14,000,000
|
15,163,750
|
|
Energy Transfer LP 7.375% 2/1/2031 (d)
|
185,000
|
194,826
|
|
EQM Midstream Partners LP 4.75% 1/15/2031 (d)
|
70,000
|
67,208
|
|
EQM Midstream Partners LP 5.5% 7/15/2028
|
455,000
|
462,440
|
|
EQM Midstream Partners LP 7.5% 6/1/2027 (d)
|
355,000
|
364,730
|
|
Expand Energy Corp 5.375% 2/1/2029
|
1,275,000
|
1,268,997
|
|
Exxon Mobil Corp 3.482% 3/19/2030
|
3,150,000
|
3,001,968
|
|
Global Partners LP / GLP Finance Corp 6.875% 1/15/2029
|
250,000
|
250,750
|
|
Global Partners LP / GLP Finance Corp 7% 8/1/2027
|
1,110,000
|
1,118,533
|
|
Harvest Midstream I LP 7.5% 5/15/2032 (d)
|
435,000
|
446,994
|
|
Hess Corp 5.6% 2/15/2041
|
549,000
|
560,431
|
|
Hess Corp 5.8% 4/1/2047
|
874,000
|
909,714
|
|
Hess Corp 7.125% 3/15/2033
|
201,000
|
228,221
|
|
Hess Corp 7.3% 8/15/2031
|
2,102,000
|
2,387,769
|
|
Hess Midstream Operations LP 5.125% 6/15/2028 (d)
|
565,000
|
554,109
|
|
Hess Midstream Operations LP 5.625% 2/15/2026 (d)
|
295,000
|
294,630
|
|
Hess Midstream Operations LP 6.5% 6/1/2029 (d)
|
550,000
|
562,479
|
|
Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (d)
|
520,000
|
535,935
|
|
Kinder Morgan Energy Partners LP 6.55% 9/15/2040
|
1,365,000
|
1,479,529
|
|
Kinder Morgan Inc 5.55% 6/1/2045
|
415,000
|
405,264
|
|
Kinetik Holdings LP 5.875% 6/15/2030 (d)
|
520,000
|
518,923
|
|
Kinetik Holdings LP 6.625% 12/15/2028 (d)
|
395,000
|
404,439
|
|
Matador Resources Co 6.25% 4/15/2033 (d)
|
170,000
|
167,653
|
|
Matador Resources Co 6.5% 4/15/2032 (d)
|
390,000
|
390,970
|
|
Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (d)
|
520,000
|
511,149
|
|
MPLX LP 4.8% 2/15/2029
|
175,000
|
175,016
|
|
MPLX LP 4.875% 12/1/2024
|
272,000
|
272,000
|
|
MPLX LP 4.95% 9/1/2032
|
10,463,000
|
10,322,401
|
|
MPLX LP 5% 3/1/2033
|
2,000,000
|
1,964,381
|
|
MPLX LP 5.5% 2/15/2049
|
525,000
|
507,319
|
|
Murphy Oil Corp 6% 10/1/2032
|
465,000
|
455,251
|
|
Murphy Oil USA Inc 3.75% 2/15/2031 (d)
|
435,000
|
389,300
|
|
Northern Oil & Gas Inc 8.125% 3/1/2028 (d)
|
250,000
|
255,568
|
|
Occidental Petroleum Corp 5.55% 3/15/2026
|
831,000
|
835,370
|
|
Occidental Petroleum Corp 6.2% 3/15/2040
|
700,000
|
716,634
|
|
Occidental Petroleum Corp 6.45% 9/15/2036
|
600,000
|
630,417
|
|
Occidental Petroleum Corp 6.6% 3/15/2046
|
807,000
|
849,970
|
|
Occidental Petroleum Corp 6.625% 9/1/2030
|
8,000,000
|
8,475,808
|
|
Occidental Petroleum Corp 7.5% 5/1/2031
|
5,927,000
|
6,601,641
|
|
Occidental Petroleum Corp 7.875% 9/15/2031
|
4,000,000
|
4,513,576
|
|
ONEOK Inc 4.25% 9/24/2027
|
1,249,000
|
1,235,787
|
|
ONEOK Inc 4.4% 10/15/2029
|
1,306,000
|
1,283,143
|
|
ONEOK Inc 4.75% 10/15/2031
|
2,540,000
|
2,504,564
|
|
Ovintiv Inc 5.15% 11/15/2041
|
1,916,000
|
1,666,772
|
|
Ovintiv Inc 6.625% 8/15/2037
|
350,000
|
373,213
|
|
Ovintiv Inc 7.375% 11/1/2031
|
435,000
|
482,904
|
|
Ovintiv Inc 8.125% 9/15/2030
|
1,083,000
|
1,231,476
|
|
PBF Holding Co LLC / PBF Finance Corp 6% 2/15/2028 (s)
|
400,000
|
395,775
|
|
PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (d)
|
500,000
|
513,206
|
|
Permian Resources Operating LLC 5.875% 7/1/2029 (d)
|
245,000
|
243,774
|
|
Permian Resources Operating LLC 6.25% 2/1/2033 (d)
|
115,000
|
115,861
|
|
Permian Resources Operating LLC 7% 1/15/2032 (d)
|
835,000
|
859,681
|
|
Phillips 66 3.85% 4/9/2025
|
125,000
|
124,488
|
|
Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029
|
4,767,000
|
4,483,040
|
|
Prairie Acquiror LP 9% 8/1/2029 (d)
|
310,000
|
320,832
|
|
Rockies Express Pipeline LLC 4.8% 5/15/2030 (d)
|
550,000
|
516,258
|
|
Rockies Express Pipeline LLC 4.95% 7/15/2029 (d)
|
285,000
|
272,592
|
|
Rockies Express Pipeline LLC 6.875% 4/15/2040 (d)
|
110,000
|
106,365
|
|
Sabine Pass Liquefaction LLC 4.5% 5/15/2030
|
1,622,000
|
1,591,683
|
|
SM Energy Co 6.75% 8/1/2029 (d)
|
55,000
|
55,397
|
|
SM Energy Co 7% 8/1/2032 (d)
|
55,000
|
55,274
|
|
Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029
|
150,000
|
143,098
|
|
Sunoco LP / Sunoco Finance Corp 5.875% 3/15/2028
|
110,000
|
110,126
|
|
Sunoco LP / Sunoco Finance Corp 6% 4/15/2027
|
925,000
|
926,221
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 5.5% 1/15/2028 (d)
|
310,000
|
301,484
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 12/31/2030 (d)
|
1,785,000
|
1,689,538
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 3/1/2027 (d)
|
485,000
|
484,946
|
|
Talos Production Inc 9% 2/1/2029 (d)
|
95,000
|
99,393
|
|
Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030
|
207,000
|
191,137
|
|
TransMontaigne Partners LP / TLP Finance Corp 6.125% 2/15/2026
|
1,146,000
|
1,137,478
|
|
Western Gas Partners LP 4.05% 2/1/2030 (p)
|
11,000,000
|
10,445,899
|
|
Western Gas Partners LP 4.5% 3/1/2028
|
200,000
|
196,413
|
|
Western Gas Partners LP 4.65% 7/1/2026
|
138,000
|
137,181
|
|
Western Gas Partners LP 4.75% 8/15/2028
|
168,000
|
166,014
|
|
Williams Cos Inc/The 3.5% 11/15/2030
|
1,727,000
|
1,608,429
|
|
Williams Cos Inc/The 4.65% 8/15/2032
|
3,526,000
|
3,431,473
|
|
Williams Cos Inc/The 5.3% 8/15/2052
|
346,000
|
334,090
|
|
Williams Cos Inc/The 5.4% 3/2/2026
|
823,000
|
828,943
|
|
Williams Cos Inc/The 5.65% 3/15/2033
|
4,000,000
|
4,127,303
|
|
Williams Cos Inc/The 5.75% 6/24/2044
|
35,000
|
35,524
|
|
143,959,772
|
|||
TOTAL ENERGY
|
147,103,056
|
||
Financials - 7.4%
|
|||
Banks - 3.7%
|
|||
Bank of America Corp 2.299% 7/21/2032 (c)
|
1,880,000
|
1,596,412
|
|
Bank of America Corp 2.592% 4/29/2031 (c)
|
10,000,000
|
8,923,009
|
|
Bank of America Corp 3.705% 4/24/2028 (c)
|
528,000
|
515,364
|
|
Bank of America Corp 4.376% 4/27/2028 (c)
|
10,000,000
|
9,916,928
|
|
Bank of America Corp 5.015% 7/22/2033 (c)
|
13,317,000
|
13,366,875
|
|
Bank of America Corp 5.288% 4/25/2034 (c)
|
11,000,000
|
11,170,655
|
|
Bank of America Corp 5.872% 9/15/2034 (c)
|
9,000,000
|
9,491,328
|
|
Citigroup Inc 3.07% 2/24/2028 (c)
|
2,000,000
|
1,927,378
|
|
Citigroup Inc 4.3% 11/20/2026
|
6,314,000
|
6,259,236
|
|
Citigroup Inc 4.4% 6/10/2025
|
933,000
|
930,528
|
|
Citigroup Inc 4.412% 3/31/2031 (c)
|
9,221,000
|
8,983,517
|
|
Citigroup Inc 4.45% 9/29/2027
|
4,372,000
|
4,325,199
|
|
Citigroup Inc 4.91% 5/24/2033 (c)
|
16,224,000
|
16,025,055
|
|
Citigroup Inc 6.27% 11/17/2033 (c)
|
2,000,000
|
2,148,948
|
|
First-Citizens Bank & Trust Co 6.125% 3/9/2028
|
210,000
|
217,645
|
|
HAT Holdings I LLC / HAT Holdings II LLC 3.375% 6/15/2026 (d)
|
1,005,000
|
971,295
|
|
HAT Holdings I LLC / HAT Holdings II LLC 8% 6/15/2027 (d)
|
240,000
|
250,235
|
|
JPMorgan Chase & Co 2.956% 5/13/2031 (c)
|
880,000
|
795,524
|
|
JPMorgan Chase & Co 3.761% 3/21/2034 (c)(q)
|
EUR
|
251,000
|
276,171
|
JPMorgan Chase & Co 3.882% 7/24/2038 (c)
|
1,000,000
|
879,033
|
|
JPMorgan Chase & Co 4.323% 4/26/2028 (c)
|
5,000,000
|
4,949,423
|
|
JPMorgan Chase & Co 4.452% 12/5/2029 (c)
|
5,500,000
|
5,429,853
|
|
JPMorgan Chase & Co 4.493% 3/24/2031 (c)
|
3,000,000
|
2,953,991
|
|
JPMorgan Chase & Co 4.586% 4/26/2033 (c)
|
2,682,000
|
2,618,300
|
|
JPMorgan Chase & Co 4.912% 7/25/2033 (c)
|
9,234,000
|
9,225,728
|
|
JPMorgan Chase & Co 5.299% 7/24/2029 (c)
|
6,500,000
|
6,611,799
|
|
JPMorgan Chase & Co 5.336% 1/23/2035 (c)
|
5,000,000
|
5,092,290
|
|
JPMorgan Chase & Co 5.35% 6/1/2034 (c)
|
14,000,000
|
14,322,535
|
|
JPMorgan Chase & Co 5.581% 4/22/2030 (c)
|
15,000,000
|
15,443,527
|
|
JPMorgan Chase & Co 5.717% 9/14/2033 (c)
|
2,700,000
|
2,798,099
|
|
Synchrony Bank 5.4% 8/22/2025
|
1,384,000
|
1,385,322
|
|
Synchrony Bank 5.625% 8/23/2027
|
1,253,000
|
1,265,878
|
|
Wells Fargo & Co 2.879% 10/30/2030 (c)
|
5,000,000
|
4,568,320
|
|
Wells Fargo & Co 3.526% 3/24/2028 (c)
|
2,047,000
|
1,989,868
|
|
Wells Fargo & Co 4.478% 4/4/2031 (c)
|
15,026,000
|
14,739,361
|
|
Wells Fargo & Co 4.897% 7/25/2033 (c)
|
7,711,000
|
7,623,294
|
|
Wells Fargo & Co 5.013% 4/4/2051 (c)
|
2,194,000
|
2,084,735
|
|
Wells Fargo & Co 5.389% 4/24/2034 (c)
|
7,133,000
|
7,225,116
|
|
Wells Fargo & Co 5.499% 1/23/2035 (c)
|
686,000
|
703,047
|
|
Wells Fargo & Co 5.557% 7/25/2034 (c)
|
2,000,000
|
2,051,112
|
|
Wells Fargo & Co 5.574% 7/25/2029 (c)
|
6,500,000
|
6,663,685
|
|
Wells Fargo & Co 6.303% 10/23/2029 (c)
|
2,000,000
|
2,103,411
|
|
Western Alliance Bancorp 3% 6/15/2031 (c)
|
105,000
|
99,256
|
|
220,918,285
|
|||
Capital Markets - 1.8%
|
|||
Ares Capital Corp 3.875% 1/15/2026
|
2,603,000
|
2,567,809
|
|
AssuredPartners Inc 5.625% 1/15/2029 (d)
|
500,000
|
474,904
|
|
Athene Global Funding 5.339% 1/15/2027 (d)
|
4,562,000
|
4,603,184
|
|
Athene Global Funding 5.583% 1/9/2029 (d)
|
5,040,000
|
5,141,844
|
|
Blackstone Private Credit Fund 4.7% 3/24/2025
|
3,937,000
|
3,927,254
|
|
Blackstone Private Credit Fund 7.05% 9/29/2025
|
1,775,000
|
1,802,877
|
|
Coinbase Global Inc 3.625% 10/1/2031 (d)
|
250,000
|
217,020
|
|
Goldman Sachs Group Inc/The 2.383% 7/21/2032 (c)
|
18,922,000
|
16,143,897
|
|
Goldman Sachs Group Inc/The 3.102% 2/24/2033 (c)
|
8,272,000
|
7,293,907
|
|
Goldman Sachs Group Inc/The 3.691% 6/5/2028 (c)
|
4,660,000
|
4,535,591
|
|
Goldman Sachs Group Inc/The 3.75% 5/22/2025
|
525,000
|
522,584
|
|
Goldman Sachs Group Inc/The 3.8% 3/15/2030
|
3,630,000
|
3,454,003
|
|
Goldman Sachs Group Inc/The 3.814% 4/23/2029 (c)
|
6,025,000
|
5,834,703
|
|
Goldman Sachs Group Inc/The 4.017% 10/31/2038 (c)
|
1,000,000
|
879,258
|
|
Goldman Sachs Group Inc/The 4.223% 5/1/2029 (c)
|
2,500,000
|
2,453,221
|
|
Goldman Sachs Group Inc/The 6.75% 10/1/2037
|
278,000
|
307,860
|
|
Hightower Holding LLC 9.125% 1/31/2030 (d)
|
495,000
|
523,730
|
|
Jane Street Group / JSG Finance Inc 4.5% 11/15/2029 (d)
|
555,000
|
528,248
|
|
Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (d)
|
365,000
|
366,476
|
|
Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (d)
|
65,000
|
60,761
|
|
Jefferies Finance LLC / JFIN Co-Issuer Corp 6.625% 10/15/2031 (d)
|
465,000
|
467,890
|
|
Moody's Corp 3.25% 1/15/2028
|
10,000
|
9,648
|
|
Moody's Corp 3.75% 3/24/2025
|
1,044,000
|
1,040,237
|
|
Morgan Stanley 2.699% 1/22/2031 (c)
|
12,000,000
|
10,810,215
|
|
Morgan Stanley 3.622% 4/1/2031 (c)
|
2,099,000
|
1,974,784
|
|
Morgan Stanley 3.955% 3/21/2035 (c)
|
EUR
|
270,000
|
299,478
|
Morgan Stanley 4.431% 1/23/2030 (c)
|
2,242,000
|
2,207,934
|
|
Morgan Stanley 4.889% 7/20/2033 (c)
|
10,947,000
|
10,836,537
|
|
Morgan Stanley 5.164% 4/20/2029 (c)
|
6,000,000
|
6,064,328
|
|
Morgan Stanley 5.424% 7/21/2034 (c)
|
7,000,000
|
7,128,109
|
|
Morgan Stanley 5.449% 7/20/2029 (c)
|
1,318,000
|
1,346,503
|
|
Morgan Stanley 5.831% 4/19/2035 (c)
|
6,000,000
|
6,292,077
|
|
VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (d)
|
290,000
|
299,088
|
|
110,415,959
|
|||
Consumer Finance - 0.9%
|
|||
Ally Financial Inc 4.75% 6/9/2027
|
2,500,000
|
2,494,749
|
|
Ally Financial Inc 5.75% 11/20/2025
|
1,560,000
|
1,566,716
|
|
Ally Financial Inc 5.8% 5/1/2025
|
1,072,000
|
1,074,012
|
|
Ally Financial Inc 6.992% 6/13/2029 (c)
|
2,000,000
|
2,099,360
|
|
Ally Financial Inc 7.1% 11/15/2027
|
2,060,000
|
2,181,075
|
|
Ally Financial Inc 8% 11/1/2031
|
2,549,000
|
2,864,691
|
|
Capital One Financial Corp 2.636% 3/3/2026 (c)
|
1,062,000
|
1,055,455
|
|
Capital One Financial Corp 3.273% 3/1/2030 (c)
|
1,358,000
|
1,263,962
|
|
Capital One Financial Corp 3.65% 5/11/2027
|
2,746,000
|
2,677,523
|
|
Capital One Financial Corp 3.8% 1/31/2028
|
877,000
|
849,577
|
|
Capital One Financial Corp 4.927% 5/10/2028 (c)
|
2,786,000
|
2,786,594
|
|
Capital One Financial Corp 4.985% 7/24/2026 (c)
|
1,448,000
|
1,447,554
|
|
Capital One Financial Corp 5.247% 7/26/2030 (c)
|
2,210,000
|
2,221,865
|
|
Capital One Financial Corp 6.312% 6/8/2029 (c)
|
5,000,000
|
5,194,046
|
|
Capital One Financial Corp 7.624% 10/30/2031 (c)
|
7,238,000
|
8,092,232
|
|
Discover Financial Services 4.1% 2/9/2027
|
284,000
|
280,210
|
|
Discover Financial Services 4.5% 1/30/2026
|
803,000
|
799,463
|
|
Encore Capital Group Inc 8.5% 5/15/2030 (d)
|
855,000
|
905,094
|
|
Encore Capital Group Inc 9.25% 4/1/2029 (d)
|
190,000
|
204,152
|
|
Ford Motor Credit Co LLC 4.445% 2/14/2030
|
EUR
|
212,000
|
231,430
|
Ford Motor Credit Co LLC 6.8% 5/12/2028
|
2,000,000
|
2,085,551
|
|
Ford Motor Credit Co LLC 6.86% 6/5/2026
|
GBP
|
304,000
|
393,517
|
Ford Motor Credit Co LLC 7.122% 11/7/2033
|
4,000,000
|
4,301,099
|
|
Navient Corp 5.625% 8/1/2033
|
80,000
|
71,446
|
|
Navient Corp 6.75% 6/15/2026
|
2,035,000
|
2,070,100
|
|
OneMain Finance Corp 3.5% 1/15/2027
|
390,000
|
374,670
|
|
OneMain Finance Corp 6.625% 5/15/2029
|
465,000
|
474,439
|
|
OneMain Finance Corp 7.125% 11/15/2031 (s)
|
980,000
|
1,009,481
|
|
OneMain Finance Corp 7.125% 3/15/2026
|
315,000
|
321,803
|
|
OneMain Finance Corp 7.5% 5/15/2031
|
40,000
|
41,647
|
|
OneMain Finance Corp 7.875% 3/15/2030
|
410,000
|
433,039
|
|
PRA Group Inc 8.875% 1/31/2030 (d)
|
840,000
|
882,927
|
|
SLM Corp 4.2% 10/29/2025
|
184,000
|
181,356
|
|
Synchrony Financial 3.95% 12/1/2027
|
3,042,000
|
2,937,499
|
|
Synchrony Financial 5.15% 3/19/2029
|
855,000
|
848,271
|
|
56,716,605
|
|||
Financial Services - 0.8%
|
|||
Block Inc 6.5% 5/15/2032 (d)
|
1,745,000
|
1,790,326
|
|
Corebridge Financial Inc 3.5% 4/4/2025
|
445,000
|
442,767
|
|
Corebridge Financial Inc 3.65% 4/5/2027
|
1,551,000
|
1,512,906
|
|
Corebridge Financial Inc 3.85% 4/5/2029
|
623,000
|
601,168
|
|
Corebridge Financial Inc 3.9% 4/5/2032
|
9,241,000
|
8,578,344
|
|
Corebridge Financial Inc 4.35% 4/5/2042
|
169,000
|
146,318
|
|
Corebridge Financial Inc 4.4% 4/5/2052
|
498,000
|
417,878
|
|
Equitable Holdings Inc 4.572% 2/15/2029 (d)
|
265,000
|
260,042
|
|
GN Bondco LLC 9.5% 10/15/2031 (d)(s)
|
255,000
|
271,394
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (d)
|
180,000
|
184,605
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027
|
1,215,000
|
1,167,985
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 6.25% 5/15/2026
|
1,875,000
|
1,847,815
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 9% 6/15/2030
|
120,000
|
119,116
|
|
Jackson Financial Inc 3.125% 11/23/2031
|
194,000
|
168,137
|
|
Jackson Financial Inc 5.17% 6/8/2027
|
682,000
|
687,568
|
|
Jackson Financial Inc 5.67% 6/8/2032
|
734,000
|
752,769
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 2.5% 1/15/2027
|
1,945,000
|
1,846,801
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032
|
6,955,000
|
5,914,353
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3.625% 1/15/2032
|
353,000
|
314,571
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.125% 2/1/2028
|
735,000
|
736,719
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.5% 1/15/2030
|
342,000
|
344,640
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033
|
12,910,000
|
13,160,959
|
|
NFE Financing LLC 12% 11/15/2029 (d)
|
3,305,872
|
3,314,137
|
|
PHH Escrow Issuer LLC 9.875% 11/1/2029 (d)
|
35,000
|
33,877
|
|
Pine Street Trust II 5.568% 2/15/2049 (d)
|
1,000,000
|
973,648
|
|
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (d)
|
340,000
|
351,621
|
|
Windstream Services LLC / Windstream Escrow Finance Corp 7.75% 8/15/2028 (d)(s)
|
370,000
|
372,903
|
|
Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (d)
|
305,000
|
318,444
|
|
46,631,811
|
|||
Insurance - 0.2%
|
|||
Acrisure LLC / Acrisure Finance Inc 6% 8/1/2029 (d)
|
225,000
|
215,558
|
|
Acrisure LLC / Acrisure Finance Inc 7.5% 11/6/2030 (d)
|
270,000
|
275,104
|
|
Acrisure LLC / Acrisure Finance Inc 8.25% 2/1/2029 (d)
|
125,000
|
128,426
|
|
Acrisure LLC / Acrisure Finance Inc 8.5% 6/15/2029 (d)
|
120,000
|
124,889
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 4.25% 10/15/2027 (d)
|
250,000
|
238,215
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 10/1/2031 (d)
|
70,000
|
70,002
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 10/15/2027 (d)
|
500,000
|
498,120
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7.375% 10/1/2032 (d)
|
245,000
|
246,476
|
|
American International Group Inc 5.125% 3/27/2033
|
1,500,000
|
1,514,452
|
|
AmWINS Group Inc 4.875% 6/30/2029 (d)
|
400,000
|
378,822
|
|
APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (d)
|
510,000
|
515,738
|
|
Five Corners Funding Trust II 2.85% 5/15/2030 (d)
|
6,287,000
|
5,684,591
|
|
Marsh & McLennan Cos Inc 4.375% 3/15/2029
|
678,000
|
672,583
|
|
Pacific LifeCorp 5.125% 1/30/2043 (d)
|
950,000
|
913,184
|
|
Panther Escrow Issuer LLC 7.125% 6/1/2031 (d)
|
250,000
|
256,083
|
|
Prudential Financial Inc 5.375% 5/15/2045 (c)
|
1,045,000
|
1,042,834
|
|
Unum Group 3.875% 11/5/2025
|
50,000
|
49,521
|
|
Unum Group 4% 6/15/2029
|
852,000
|
827,601
|
|
13,652,199
|
|||
Mortgage Real Estate Investment Trusts (REITs) - 0.0%
|
|||
Rithm Capital Corp 8% 4/1/2029 (d)
|
125,000
|
125,291
|
|
Starwood Property Trust Inc 3.625% 7/15/2026 (d)
|
65,000
|
62,735
|
|
Starwood Property Trust Inc 4.75% 3/15/2025
|
28,000
|
28,009
|
|
Starwood Property Trust Inc 6% 4/15/2030 (d)
|
1,410,000
|
1,391,969
|
|
1,608,004
|
|||
TOTAL FINANCIALS
|
449,942,863
|
||
Health Care - 1.5%
|
|||
Biotechnology - 0.1%
|
|||
Amgen Inc 5.25% 3/2/2030
|
828,000
|
846,539
|
|
Amgen Inc 5.25% 3/2/2033
|
1,934,000
|
1,965,414
|
|
Amgen Inc 5.6% 3/2/2043
|
888,000
|
901,344
|
|
Amgen Inc 5.65% 3/2/2053
|
1,441,000
|
1,469,818
|
|
Amgen Inc 5.75% 3/2/2063
|
804,000
|
818,511
|
|
Emergent BioSolutions Inc 3.875% 8/15/2028 (d)
|
531,000
|
427,471
|
|
6,429,097
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
AdaptHealth LLC 5.125% 3/1/2030 (d)(s)
|
545,000
|
503,837
|
|
Avantor Funding Inc 4.625% 7/15/2028 (d)
|
195,000
|
188,398
|
|
Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (d)
|
1,340,000
|
1,364,880
|
|
Sotera Health Holdings LLC 7.375% 6/1/2031 (d)
|
100,000
|
101,630
|
|
2,158,745
|
|||
Health Care Providers & Services - 1.3%
|
|||
Akumin Inc 8% 8/1/2028 (d)
|
185,000
|
153,550
|
|
Centene Corp 2.45% 7/15/2028
|
1,670,000
|
1,509,941
|
|
Centene Corp 2.625% 8/1/2031
|
4,800,000
|
4,011,615
|
|
Centene Corp 3% 10/15/2030
|
3,000,000
|
2,616,051
|
|
Centene Corp 3.375% 2/15/2030
|
3,815,000
|
3,436,071
|
|
Centene Corp 4.25% 12/15/2027
|
880,000
|
850,967
|
|
Centene Corp 4.625% 12/15/2029
|
3,670,000
|
3,518,719
|
|
CHS/Community Health Systems Inc 4.75% 2/15/2031 (d)
|
1,850,000
|
1,502,030
|
|
CHS/Community Health Systems Inc 5.25% 5/15/2030 (d)
|
1,860,000
|
1,587,649
|
|
CHS/Community Health Systems Inc 6.125% 4/1/2030 (d)
|
600,000
|
444,136
|
|
Cigna Group/The 3.05% 10/15/2027
|
500,000
|
480,491
|
|
Cigna Group/The 4.8% 8/15/2038
|
550,000
|
520,670
|
|
CVS Health Corp 3% 8/15/2026
|
125,000
|
121,199
|
|
CVS Health Corp 3.625% 4/1/2027
|
375,000
|
365,312
|
|
CVS Health Corp 4.78% 3/25/2038
|
2,092,000
|
1,900,241
|
|
CVS Health Corp 5% 1/30/2029
|
801,000
|
803,209
|
|
CVS Health Corp 5.125% 2/21/2030
|
4,000,000
|
4,002,026
|
|
CVS Health Corp 5.25% 1/30/2031
|
5,329,000
|
5,341,947
|
|
CVS Health Corp 5.55% 6/1/2031
|
6,000,000
|
6,097,447
|
|
DaVita Inc 4.625% 6/1/2030 (d)
|
320,000
|
299,738
|
|
DaVita Inc 6.875% 9/1/2032 (d)(s)
|
1,175,000
|
1,213,602
|
|
HAH Group Holding Co LLC 9.75% 10/1/2031 (d)
|
360,000
|
367,745
|
|
HCA Inc 3.5% 9/1/2030
|
8,709,000
|
8,033,304
|
|
HCA Inc 3.625% 3/15/2032
|
195,000
|
175,798
|
|
HCA Inc 5.45% 9/15/2034
|
7,000,000
|
6,992,868
|
|
HCA Inc 5.5% 6/1/2033
|
2,000,000
|
2,019,655
|
|
HCA Inc 5.625% 9/1/2028
|
1,054,000
|
1,076,374
|
|
HCA Inc 5.875% 2/1/2029
|
981,000
|
1,009,223
|
|
Humana Inc 3.7% 3/23/2029
|
585,000
|
557,587
|
|
Humana Inc 5.375% 4/15/2031
|
5,071,000
|
5,123,903
|
|
LifePoint Health Inc 10% 6/1/2032 (d)
|
105,000
|
109,884
|
|
Modivcare Inc 5% 10/1/2029 (d)
|
188,000
|
128,910
|
|
Molina Healthcare Inc 6.25% 1/15/2033 (d)
|
875,000
|
882,426
|
|
Pediatrix Medical Group Inc 5.375% 2/15/2030 (d)
|
500,000
|
483,478
|
|
Prime Healthcare Services Inc 9.375% 9/1/2029 (d)
|
150,000
|
152,354
|
|
Radiology Partners Inc 7.775% 1/31/2029 pay-in-kind (c)(d)
|
600,822
|
597,818
|
|
Sabra Health Care LP 3.2% 12/1/2031
|
4,971,000
|
4,351,772
|
|
Select Medical Corp 6.25% 12/1/2032 (d)(e)
|
1,620,000
|
1,623,217
|
|
Surgery Center Holdings Inc 7.25% 4/15/2032 (d)
|
335,000
|
344,357
|
|
Tenet Healthcare Corp 4.625% 6/15/2028
|
2,125,000
|
2,061,975
|
|
Tenet Healthcare Corp 5.125% 11/1/2027
|
1,645,000
|
1,629,872
|
|
Toledo Hospital/The Series 2018 B, 5.325% 11/15/2028
|
319,000
|
313,408
|
|
US Acute Care Solutions LLC 9.75% 5/15/2029 (d)
|
185,000
|
192,024
|
|
79,004,563
|
|||
Life Sciences Tools & Services - 0.0%
|
|||
Charles River Laboratories International Inc 3.75% 3/15/2029 (d)
|
1,095,000
|
1,014,374
|
|
Charles River Laboratories International Inc 4.25% 5/1/2028 (d)
|
325,000
|
311,942
|
|
1,326,316
|
|||
Pharmaceuticals - 0.1%
|
|||
Bausch Health Americas Inc 9.25% 4/1/2026 (d)
|
360,000
|
348,300
|
|
Bausch Health Cos Inc 11% 9/30/2028 (d)
|
230,000
|
225,394
|
|
Bausch Health Cos Inc 4.875% 6/1/2028 (d)
|
370,000
|
306,200
|
|
Bausch Health Cos Inc 5.25% 1/30/2030 (d)
|
240,000
|
134,400
|
|
Bausch Health Cos Inc 5.5% 11/1/2025 (d)
|
1,645,000
|
1,608,827
|
|
Bausch Health Cos Inc 9% 12/15/2025 (d)
|
255,000
|
249,912
|
|
Elanco Animal Health Inc 6.65% 8/28/2028 (c)
|
194,000
|
200,241
|
|
Jazz Securities DAC 4.375% 1/15/2029 (d)
|
325,000
|
308,683
|
|
Mylan Inc 4.55% 4/15/2028
|
450,000
|
443,837
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (d)
|
505,000
|
478,607
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (d)(s)
|
525,000
|
480,584
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 6.75% 5/15/2034 (d)
|
90,000
|
90,682
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 7.875% 5/15/2034 (d)(s)
|
200,000
|
206,505
|
|
Utah Acquisition Sub Inc 3.95% 6/15/2026
|
826,000
|
813,244
|
|
5,895,416
|
|||
TOTAL HEALTH CARE
|
94,814,137
|
||
Industrials - 1.0%
|
|||
Aerospace & Defense - 0.6%
|
|||
Boeing Co 3.5% 3/1/2039
|
3,000,000
|
2,270,556
|
|
Boeing Co 5.15% 5/1/2030
|
6,303,000
|
6,275,908
|
|
Boeing Co 5.705% 5/1/2040
|
720,000
|
698,118
|
|
Boeing Co 5.805% 5/1/2050
|
1,130,000
|
1,080,452
|
|
Boeing Co 5.93% 5/1/2060
|
720,000
|
680,736
|
|
Boeing Co 6.259% 5/1/2027 (d)
|
766,000
|
784,952
|
|
Boeing Co 6.298% 5/1/2029 (d)
|
983,000
|
1,023,866
|
|
Boeing Co 6.388% 5/1/2031 (d)
|
5,744,000
|
6,050,409
|
|
Boeing Co 6.528% 5/1/2034 (d)
|
796,000
|
846,383
|
|
Boeing Co 6.858% 5/1/2054 (d)
|
1,199,000
|
1,302,149
|
|
Boeing Co 7.008% 5/1/2064 (d)
|
1,132,000
|
1,232,632
|
|
BWX Technologies Inc 4.125% 6/30/2028 (d)
|
425,000
|
403,606
|
|
TransDigm Inc 6% 1/15/2033 (d)
|
4,000,000
|
3,999,620
|
|
TransDigm Inc 6.375% 3/1/2029 (d)
|
1,425,000
|
1,448,222
|
|
28,097,609
|
|||
Air Freight & Logistics - 0.0%
|
|||
Rand Parent LLC 8.5% 2/15/2030 (d)
|
1,085,000
|
1,099,241
|
|
Building Products - 0.1%
|
|||
Advanced Drainage Systems Inc 5% 9/30/2027 (d)
|
1,230,000
|
1,210,415
|
|
Builders FirstSource Inc 4.25% 2/1/2032 (d)
|
1,295,000
|
1,179,659
|
|
Carrier Global Corp 4.5% 11/29/2032
|
EUR
|
164,000
|
187,401
|
Carrier Global Corp 5.9% 3/15/2034
|
223,000
|
236,005
|
|
Carrier Global Corp 6.2% 3/15/2054
|
138,000
|
154,248
|
|
EMRLD Borrower LP / Emerald Co-Issuer Inc 6.625% 12/15/2030 (d)
|
1,860,000
|
1,880,555
|
|
EMRLD Borrower LP / Emerald Co-Issuer Inc 6.75% 7/15/2031 (d)
|
775,000
|
794,837
|
|
Masterbrand Inc 7% 7/15/2032 (d)
|
150,000
|
153,827
|
|
MIWD Holdco II LLC / MIWD Finance Corp 5.5% 2/1/2030 (d)
|
250,000
|
239,965
|
|
Oscar AcquisitionCo LLC / Oscar Finance Inc 9.5% 4/15/2030 (d)
|
385,000
|
366,733
|
|
Standard Industries Inc/NY 4.375% 7/15/2030 (d)
|
1,635,000
|
1,520,913
|
|
7,924,558
|
|||
Commercial Services & Supplies - 0.2%
|
|||
ADT Security Corp/The 4.125% 8/1/2029 (d)
|
180,000
|
168,639
|
|
ADT Security Corp/The 4.875% 7/15/2032 (d)
|
180,000
|
167,536
|
|
Allied Universal Holdco LLC / Allied Universal Finance Corp 9.75% 7/15/2027 (d)
|
900,000
|
908,012
|
|
Allied Universal Holdco LLC 7.875% 2/15/2031 (d)
|
1,520,000
|
1,556,472
|
|
Artera Services LLC 8.5% 2/15/2031 (d)
|
2,370,000
|
2,354,973
|
|
Brand Industrial Services Inc 10.375% 8/1/2030 (d)
|
270,000
|
286,447
|
|
Clean Harbors Inc 6.375% 2/1/2031 (d)
|
425,000
|
432,614
|
|
CoreCivic Inc 4.75% 10/15/2027
|
1,565,000
|
1,518,379
|
|
CoreCivic Inc 8.25% 4/15/2029
|
195,000
|
207,091
|
|
GEO Group Inc/The 10.25% 4/15/2031
|
425,000
|
465,247
|
|
GEO Group Inc/The 8.625% 4/15/2029
|
795,000
|
840,886
|
|
GFL Environmental Inc 3.5% 9/1/2028 (d)
|
265,000
|
250,255
|
|
GFL Environmental Inc 6.75% 1/15/2031 (d)
|
1,575,000
|
1,633,344
|
|
Madison IAQ LLC 5.875% 6/30/2029 (d)
|
475,000
|
453,614
|
|
Neptune Bidco US Inc 9.29% 4/15/2029 (d)
|
120,000
|
111,351
|
|
Reworld Holding Corp 4.875% 12/1/2029 (d)
|
260,000
|
245,393
|
|
Williams Scotsman Inc 6.625% 6/15/2029 (d)
|
395,000
|
401,780
|
|
12,002,033
|
|||
Construction & Engineering - 0.0%
|
|||
Pike Corp 5.5% 9/1/2028 (d)
|
400,000
|
391,436
|
|
Pike Corp 8.625% 1/31/2031 (d)
|
500,000
|
534,934
|
|
Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (d)
|
500,000
|
511,258
|
|
1,437,628
|
|||
Electrical Equipment - 0.0%
|
|||
Sensata Technologies BV 4% 4/15/2029 (d)
|
50,000
|
46,628
|
|
Ground Transportation - 0.0%
|
|||
Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.25% 1/15/2030 (d)
|
70,000
|
72,814
|
|
Genesee & Wyoming Inc 6.25% 4/15/2032 (d)
|
545,000
|
547,999
|
|
XPO Inc 6.25% 6/1/2028 (d)
|
280,000
|
284,106
|
|
XPO Inc 7.125% 2/1/2032 (d)
|
150,000
|
156,374
|
|
1,061,293
|
|||
Industrial Conglomerates - 0.0%
|
|||
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.25% 2/1/2027 (d)
|
455,000
|
442,887
|
|
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7% 7/15/2031 (d)
|
245,000
|
253,785
|
|
696,672
|
|||
Passenger Airlines - 0.1%
|
|||
American Airlines 2016-3 Class A Pass Through Trust 7.25% 2/15/2028 (d)(s)
|
580,000
|
594,056
|
|
American Airlines 2016-3 Class A Pass Through Trust 8.5% 5/15/2029 (d)
|
310,000
|
327,543
|
|
American Airlines Inc/AAdvantage Loyalty IP Ltd 5.5% 4/20/2026 (d)
|
177,500
|
177,417
|
|
JetBlue Airways Corp / JetBlue Loyalty LP 9.875% 9/20/2031 (d)
|
340,000
|
357,690
|
|
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 8% 9/20/2025 (d)
|
120,000
|
93,300
|
|
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 8% 9/20/2025 (d)
|
350,000
|
272,125
|
|
United Airlines Inc 4.375% 4/15/2026 (d)
|
1,430,000
|
1,409,490
|
|
3,231,621
|
|||
Professional Services - 0.0%
|
|||
Amentum Holdings Inc 7.25% 8/1/2032 (d)
|
295,000
|
303,041
|
|
TriNet Group Inc 3.5% 3/1/2029 (d)
|
300,000
|
275,414
|
|
TriNet Group Inc 7.125% 8/15/2031 (d)
|
180,000
|
185,088
|
|
763,543
|
|||
Trading Companies & Distributors - 0.0%
|
|||
Air Lease Corp 3.375% 7/1/2025
|
1,294,000
|
1,282,817
|
|
Beacon Roofing Supply Inc 6.5% 8/1/2030 (d)
|
195,000
|
199,831
|
|
Fortress Transportation and Infrastructure Investors LLC 7% 6/15/2032 (d)
|
245,000
|
253,059
|
|
Fortress Transportation and Infrastructure Investors LLC 7.875% 12/1/2030 (d)
|
275,000
|
292,002
|
|
Foundation Building Materials Inc 6% 3/1/2029 (d)
|
130,000
|
116,278
|
|
2,143,987
|
|||
TOTAL INDUSTRIALS
|
58,504,813
|
||
Information Technology - 0.7%
|
|||
Communications Equipment - 0.0%
|
|||
CommScope LLC 4.75% 9/1/2029 (d)
|
490,000
|
405,475
|
|
CommScope LLC 6% 3/1/2026 (d)
|
250,000
|
245,516
|
|
Viasat Inc 5.625% 9/15/2025 (d)
|
976,000
|
969,436
|
|
Viasat Inc 7.5% 5/30/2031 (d)
|
270,000
|
183,024
|
|
1,803,451
|
|||
Electronic Equipment, Instruments & Components - 0.0%
|
|||
Coherent Corp 5% 12/15/2029 (d)
|
485,000
|
467,847
|
|
CPI CG Inc 10% 7/15/2029 (d)
|
130,000
|
137,537
|
|
Dell International LLC / EMC Corp 6.2% 7/15/2030
|
418,000
|
444,053
|
|
Insight Enterprises Inc 6.625% 5/15/2032 (d)
|
190,000
|
194,359
|
|
Lightning Power LLC 7.25% 8/15/2032 (d)
|
265,000
|
276,243
|
|
Sensata Technologies Inc 3.75% 2/15/2031 (d)
|
670,000
|
598,691
|
|
Sensata Technologies Inc 6.625% 7/15/2032 (d)(s)
|
420,000
|
428,528
|
|
TTM Technologies Inc 4% 3/1/2029 (d)
|
330,000
|
308,471
|
|
2,855,729
|
|||
IT Services - 0.1%
|
|||
Acuris Finance US Inc / Acuris Finance SARL 5% 5/1/2028 (d)
|
255,000
|
231,724
|
|
Acuris Finance US Inc / Acuris Finance SARL 9% 8/1/2029 (d)
|
290,000
|
282,605
|
|
Ahead DB Holdings LLC 6.625% 5/1/2028 (d)
|
490,000
|
485,586
|
|
ASGN Inc 4.625% 5/15/2028 (d)
|
1,030,000
|
986,166
|
|
Cogent Communications Group Inc / Cogent Communications Finance Inc 7% 6/15/2027 (d)
|
430,000
|
434,257
|
|
Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (d)
|
380,000
|
352,411
|
|
Go Daddy Operating Co LLC / GD Finance Co Inc 5.25% 12/1/2027 (d)
|
920,000
|
910,994
|
|
3,683,743
|
|||
Semiconductors & Semiconductor Equipment - 0.4%
|
|||
Broadcom Inc 1.95% 2/15/2028 (d)
|
351,000
|
322,616
|
|
Broadcom Inc 2.45% 2/15/2031 (d)
|
8,421,000
|
7,344,792
|
|
Broadcom Inc 2.6% 2/15/2033 (d)
|
17,032,000
|
14,269,011
|
|
Broadcom Inc 3.187% 11/15/2036 (d)
|
813,000
|
668,337
|
|
Broadcom Inc 3.5% 2/15/2041 (d)
|
2,410,000
|
1,929,144
|
|
Entegris Inc 3.625% 5/1/2029 (d)
|
1,570,000
|
1,445,716
|
|
Entegris Inc 4.375% 4/15/2028 (d)
|
55,000
|
52,703
|
|
ON Semiconductor Corp 3.875% 9/1/2028 (d)
|
310,000
|
293,607
|
|
Wolfspeed Inc 4.2917% 6/23/2030 pay-in-kind (c)(d)(h)(m)
|
540,000
|
519,750
|
|
26,845,676
|
|||
Software - 0.1%
|
|||
Cloud Software Group Inc 6.5% 3/31/2029 (d)
|
200,000
|
196,471
|
|
Cloud Software Group Inc 8.25% 6/30/2032 (d)
|
1,915,000
|
1,995,213
|
|
Cloud Software Group Inc 9% 9/30/2029 (d)
|
940,000
|
951,649
|
|
Elastic NV 4.125% 7/15/2029 (d)
|
205,000
|
191,695
|
|
Gen Digital Inc 5% 4/15/2025 (d)
|
500,000
|
498,637
|
|
Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl 8.75% 5/1/2029 (d)
|
195,000
|
199,141
|
|
Oracle Corp 1.65% 3/25/2026
|
1,241,000
|
1,193,077
|
|
Oracle Corp 2.3% 3/25/2028
|
1,961,000
|
1,824,438
|
|
UKG Inc 6.875% 2/1/2031 (d)
|
200,000
|
205,541
|
|
7,255,862
|
|||
Technology Hardware, Storage & Peripherals - 0.1%
|
|||
Seagate HDD Cayman 5.75% 12/1/2034
|
300,000
|
298,050
|
|
Seagate HDD Cayman 8.25% 12/15/2029
|
2,015,000
|
2,161,795
|
|
Western Digital Corp 2.85% 2/1/2029
|
419,000
|
375,122
|
|
Western Digital Corp 3.1% 2/1/2032 (s)
|
400,000
|
338,095
|
|
Western Digital Corp 4.75% 2/15/2026
|
31,000
|
30,761
|
|
3,203,823
|
|||
TOTAL INFORMATION TECHNOLOGY
|
45,648,284
|
||
Materials - 0.6%
|
|||
Chemicals - 0.3%
|
|||
Celanese US Holdings LLC 6.379% 7/15/2032
|
6,000,000
|
6,252,832
|
|
Celanese US Holdings LLC 6.6% 11/15/2028
|
1,024,000
|
1,060,259
|
|
Celanese US Holdings LLC 6.8% 11/15/2030
|
1,038,000
|
1,093,096
|
|
Celanese US Holdings LLC 6.95% 11/15/2033
|
607,000
|
649,245
|
|
Chemours Co/The 4.625% 11/15/2029 (d)(s)
|
600,000
|
535,648
|
|
Chemours Co/The 5.375% 5/15/2027
|
1,895,000
|
1,862,679
|
|
Chemours Co/The 8% 1/15/2033 (d)
|
330,000
|
331,840
|
|
CVR Partners LP / CVR Nitrogen Finance Corp 6.125% 6/15/2028 (d)
|
250,000
|
243,376
|
|
GPD Cos Inc 10.125% 4/1/2026 (d)
|
220,000
|
211,960
|
|
Kobe US Midco 2 Inc 9.25% 11/1/2026 pay-in-kind (c)(d)
|
703,500
|
592,699
|
|
Mativ Holdings Inc 8% 10/1/2029 (d)
|
170,000
|
171,403
|
|
Methanex US Operations Inc 6.25% 3/15/2032 (d)
|
775,000
|
773,348
|
|
Olin Corp 5% 2/1/2030
|
1,275,000
|
1,224,692
|
|
Olympus Water US Holding Corp 6.25% 10/1/2029 (d)
|
350,000
|
335,339
|
|
Olympus Water US Holding Corp 7.25% 6/15/2031 (d)
|
1,310,000
|
1,342,986
|
|
Olympus Water US Holding Corp 9.75% 11/15/2028 (d)
|
250,000
|
265,764
|
|
Scih Salt Hldgs Inc 6.625% 5/1/2029 (d)
|
250,000
|
243,376
|
|
SCIL IV LLC / SCIL USA Holdings LLC 5.375% 11/1/2026 (d)
|
345,000
|
341,652
|
|
Tronox Inc 4.625% 3/15/2029 (d)
|
550,000
|
506,648
|
|
WR Grace Holdings LLC 4.875% 6/15/2027 (d)
|
810,000
|
796,036
|
|
WR Grace Holdings LLC 5.625% 8/15/2029 (d)
|
130,000
|
121,568
|
|
WR Grace Holdings LLC 7.375% 3/1/2031 (d)
|
65,000
|
67,317
|
|
19,023,763
|
|||
Construction Materials - 0.1%
|
|||
Eco Material Technologies Inc 7.875% 1/31/2027 (d)
|
1,045,000
|
1,057,321
|
|
Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (d)
|
335,000
|
356,421
|
|
Summit Materials LLC / Summit Materials Finance Corp 7.25% 1/15/2031 (d)
|
1,575,000
|
1,681,199
|
|
3,094,941
|
|||
Containers & Packaging - 0.1%
|
|||
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 3.25% 9/1/2028 (d)
|
580,000
|
522,233
|
|
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (d)
|
600,000
|
521,194
|
|
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6% 6/15/2027 (d)
|
20,000
|
19,922
|
|
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 4.125% 8/15/2026 (d)
|
45,000
|
38,349
|
|
Ball Corp 2.875% 8/15/2030 (s)
|
1,340,000
|
1,176,958
|
|
Ball Corp 6% 6/15/2029
|
390,000
|
396,728
|
|
Berry Global Inc 4.5% 2/15/2026 (d)
|
30,000
|
29,800
|
|
Clydesdale Acquisition Holdings Inc 6.875% 1/15/2030 (d)
|
285,000
|
287,904
|
|
Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (d)
|
815,000
|
817,906
|
|
Graham Packaging Co Inc 7.125% 8/15/2028 (d)
|
100,000
|
98,843
|
|
Graphic Packaging International LLC 3.75% 2/1/2030 (d)
|
485,000
|
445,907
|
|
Graphic Packaging International LLC 6.375% 7/15/2032 (d)
|
230,000
|
234,279
|
|
Sealed Air Corp 5% 4/15/2029 (d)
|
1,550,000
|
1,501,075
|
|
Sealed Air Corp 6.5% 7/15/2032 (d)
|
140,000
|
142,535
|
|
Sealed Air Corp 6.875% 7/15/2033 (d)
|
340,000
|
360,523
|
|
Sealed Air Corp/Sealed Air Corp US 7.25% 2/15/2031 (d)
|
360,000
|
374,712
|
|
6,968,868
|
|||
Metals & Mining - 0.1%
|
|||
Alcoa Nederland Holding BV 7.125% 3/15/2031 (d)
|
890,000
|
931,158
|
|
Cleveland-Cliffs Inc 4.875% 3/1/2031 (d)
|
1,260,000
|
1,155,132
|
|
Cleveland-Cliffs Inc 6.75% 4/15/2030 (d)(s)
|
370,000
|
371,957
|
|
Cleveland-Cliffs Inc 6.875% 11/1/2029 (d)
|
170,000
|
171,195
|
|
Cleveland-Cliffs Inc 7% 3/15/2032 (d)
|
270,000
|
271,372
|
|
Cleveland-Cliffs Inc 7.375% 5/1/2033 (d)
|
170,000
|
173,171
|
|
Commercial Metals Co 3.875% 2/15/2031
|
380,000
|
342,774
|
|
Kaiser Aluminum Corp 4.625% 3/1/2028 (d)
|
835,000
|
800,300
|
|
Novelis Corp 3.875% 8/15/2031 (d)
|
2,435,000
|
2,139,145
|
|
Vibrantz Technologies Inc 9% 2/15/2030 (d)
|
380,000
|
359,527
|
|
6,715,731
|
|||
TOTAL MATERIALS
|
35,803,303
|
||
Real Estate - 1.6%
|
|||
Diversified REITs - 0.3%
|
|||
GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034
|
411,000
|
413,428
|
|
Piedmont Operating Partnership LP 2.75% 4/1/2032
|
297,000
|
238,560
|
|
Safehold GL Holdings LLC 2.85% 1/15/2032
|
250,000
|
213,550
|
|
Safehold GL Holdings LLC 5.65% 1/15/2035
|
200,000
|
200,413
|
|
Safehold GL Holdings LLC 6.1% 4/1/2034
|
145,000
|
150,614
|
|
Store Capital LLC 2.75% 11/18/2030
|
424,000
|
367,502
|
|
Store Capital LLC 4.625% 3/15/2029
|
315,000
|
305,702
|
|
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (d)
|
430,000
|
370,694
|
|
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 10.5% 2/15/2028 (d)
|
2,230,000
|
2,369,139
|
|
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (d)
|
1,255,000
|
1,100,638
|
|
Vici Properties LP / Vici Note Co Inc 4.25% 12/1/2026 (d)
|
365,000
|
358,481
|
|
Vici Properties LP / Vici Note Co Inc 4.625% 6/15/2025 (d)
|
160,000
|
159,218
|
|
VICI Properties LP 4.375% 5/15/2025
|
176,000
|
175,268
|
|
VICI Properties LP 4.75% 2/15/2028
|
1,390,000
|
1,381,839
|
|
VICI Properties LP 4.95% 2/15/2030
|
4,092,000
|
4,045,958
|
|
VICI Properties LP 5.125% 5/15/2032
|
6,485,000
|
6,406,715
|
|
Vornado Realty LP 2.15% 6/1/2026
|
374,000
|
356,301
|
|
WP Carey Inc 3.85% 7/15/2029
|
246,000
|
236,189
|
|
WP Carey Inc 4.25% 7/23/2032
|
EUR
|
100,000
|
110,970
|
18,961,179
|
|||
Health Care REITs - 0.5%
|
|||
Alexandria Real Estate Equities Inc 4.9% 12/15/2030
|
857,000
|
857,580
|
|
Healthcare Realty Holdings LP 3.1% 2/15/2030
|
260,000
|
235,644
|
|
Healthcare Realty Holdings LP 3.5% 8/1/2026
|
270,000
|
263,969
|
|
Healthpeak OP LLC 3.25% 7/15/2026
|
113,000
|
110,470
|
|
Healthpeak OP LLC 3.5% 7/15/2029
|
129,000
|
122,220
|
|
MPT Operating Partnership LP / MPT Finance Corp 3.5% 3/15/2031
|
605,000
|
394,835
|
|
MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027
|
2,115,000
|
1,787,207
|
|
MPT Operating Partnership LP / MPT Finance Corp 5.25% 8/1/2026 (s)
|
1,705,000
|
1,545,610
|
|
Omega Healthcare Investors Inc 3.25% 4/15/2033
|
10,284,000
|
8,834,860
|
|
Omega Healthcare Investors Inc 3.375% 2/1/2031
|
6,201,000
|
5,584,410
|
|
Omega Healthcare Investors Inc 3.625% 10/1/2029
|
2,155,000
|
2,010,759
|
|
Omega Healthcare Investors Inc 4.75% 1/15/2028
|
3,349,000
|
3,325,977
|
|
Ventas Realty LP 3% 1/15/2030
|
1,531,000
|
1,399,012
|
|
Ventas Realty LP 3.5% 2/1/2025
|
1,265,000
|
1,261,001
|
|
Ventas Realty LP 4% 3/1/2028
|
218,000
|
213,382
|
|
Ventas Realty LP 4.75% 11/15/2030
|
2,100,000
|
2,085,234
|
|
30,032,170
|
|||
Hotel & Resort REITs - 0.0%
|
|||
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 7% 2/1/2030 (d)
|
160,000
|
163,810
|
|
Industrial REITs - 0.0%
|
|||
LXP Industrial Trust 2.375% 10/1/2031
|
1,000,000
|
824,831
|
|
LXP Industrial Trust 2.7% 9/15/2030
|
387,000
|
337,775
|
|
1,162,606
|
|||
Office REITs - 0.2%
|
|||
Boston Properties LP 2.9% 3/15/2030
|
2,000,000
|
1,784,406
|
|
Boston Properties LP 3.25% 1/30/2031
|
792,000
|
703,471
|
|
Boston Properties LP 4.5% 12/1/2028
|
605,000
|
592,577
|
|
Boston Properties LP 6.75% 12/1/2027
|
1,120,000
|
1,172,631
|
|
COPT Defense Properties LP 2% 1/15/2029
|
1,000,000
|
884,119
|
|
COPT Defense Properties LP 2.25% 3/15/2026
|
348,000
|
336,059
|
|
COPT Defense Properties LP 2.75% 4/15/2031
|
235,000
|
202,216
|
|
COPT Defense Properties LP 2.9% 12/1/2033
|
5,000,000
|
4,086,609
|
|
Hudson Pacific Properties LP 4.65% 4/1/2029
|
1,473,000
|
1,199,113
|
|
10,961,201
|
|||
Real Estate Management & Development - 0.2%
|
|||
Americold Realty Operating Partnership LP 5.409% 9/12/2034
|
200,000
|
197,160
|
|
Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.75% 1/15/2029 (d)
|
195,000
|
169,407
|
|
Brandywine Operating Partnership LP 3.95% 11/15/2027
|
421,000
|
397,703
|
|
Brandywine Operating Partnership LP 4.55% 10/1/2029
|
260,000
|
238,498
|
|
Brandywine Operating Partnership LP 8.3% 3/15/2028
|
1,521,000
|
1,605,386
|
|
CBRE Services Inc 2.5% 4/1/2031
|
1,070,000
|
928,539
|
|
Essex Portfolio LP 5.5% 4/1/2034
|
5,681,000
|
5,801,795
|
|
Extra Space Storage LP 5.4% 2/1/2034
|
260,000
|
263,062
|
|
Howard Hughes Corp/The 4.375% 2/1/2031 (d)
|
190,000
|
172,216
|
|
Kennedy-Wilson Inc 4.75% 2/1/2030
|
360,000
|
326,547
|
|
Tanger Properties LP 2.75% 9/1/2031
|
897,000
|
765,243
|
|
Tanger Properties LP 3.125% 9/1/2026
|
2,775,000
|
2,683,683
|
|
Taylor Morrison Communities Inc 5.75% 1/15/2028 (d)
|
365,000
|
367,140
|
|
13,916,379
|
|||
Residential REITs - 0.2%
|
|||
American Homes 4 Rent LP 2.375% 7/15/2031
|
153,000
|
129,844
|
|
American Homes 4 Rent LP 3.625% 4/15/2032
|
3,681,000
|
3,348,724
|
|
American Homes 4 Rent LP 5.5% 2/1/2034
|
387,000
|
393,836
|
|
Invitation Homes Operating Partnership LP 2.3% 11/15/2028
|
1,000,000
|
912,304
|
|
Invitation Homes Operating Partnership LP 4.15% 4/15/2032
|
1,126,000
|
1,054,240
|
|
Sun Communities Operating LP 2.3% 11/1/2028
|
341,000
|
309,515
|
|
Sun Communities Operating LP 2.7% 7/15/2031
|
880,000
|
754,071
|
|
Sun Communities Operating LP 4.2% 4/15/2032
|
6,100,000
|
5,674,474
|
|
12,577,008
|
|||
Retail REITs - 0.2%
|
|||
Brixmor Operating Partnership LP 3.85% 2/1/2025
|
2,100,000
|
2,094,473
|
|
Brixmor Operating Partnership LP 4.05% 7/1/2030
|
1,055,000
|
1,005,899
|
|
Brixmor Operating Partnership LP 4.125% 5/15/2029
|
2,000,000
|
1,933,868
|
|
Brixmor Operating Partnership LP 5.5% 2/15/2034
|
3,000,000
|
3,042,059
|
|
Kite Realty Group Trust 4.75% 9/15/2030
|
79,000
|
78,237
|
|
Realty Income Corp 2.2% 6/15/2028
|
172,000
|
158,355
|
|
Realty Income Corp 2.85% 12/15/2032
|
211,000
|
181,879
|
|
Realty Income Corp 3.25% 1/15/2031
|
213,000
|
195,134
|
|
Realty Income Corp 3.4% 1/15/2028
|
320,000
|
308,781
|
|
Simon Property Group LP 2.45% 9/13/2029
|
333,000
|
302,030
|
|
9,300,715
|
|||
Specialized REITs - 0.0%
|
|||
American Tower Corp 5% 1/31/2030
|
155,000
|
156,004
|
|
American Tower Corp 5.45% 2/15/2034
|
160,000
|
163,435
|
|
Iron Mountain Inc 4.875% 9/15/2027 (d)
|
125,000
|
123,092
|
|
442,531
|
|||
TOTAL REAL ESTATE
|
97,517,599
|
||
Utilities - 1.2%
|
|||
Electric Utilities - 0.7%
|
|||
Alabama Power Co 3.05% 3/15/2032
|
1,447,000
|
1,296,662
|
|
Clearway Energy Operating LLC 3.75% 2/15/2031 (d)
|
680,000
|
602,320
|
|
Clearway Energy Operating LLC 4.75% 3/15/2028 (d)
|
95,000
|
92,196
|
|
Cleco Corporate Holdings LLC 3.375% 9/15/2029
|
2,173,000
|
1,970,415
|
|
Cleco Corporate Holdings LLC 3.743% 5/1/2026
|
1,337,000
|
1,309,786
|
|
DPL Inc 4.35% 4/15/2029
|
400,000
|
376,292
|
|
Duke Energy Corp 2.45% 6/1/2030
|
565,000
|
500,665
|
|
Duke Energy Corp 3.85% 6/15/2034
|
EUR
|
349,000
|
374,526
|
Duke Energy Corp 4.5% 8/15/2032
|
7,000,000
|
6,794,744
|
|
Duquesne Light Holdings Inc 2.532% 10/1/2030 (d)
|
276,000
|
240,134
|
|
Duquesne Light Holdings Inc 2.775% 1/7/2032 (d)
|
935,000
|
794,050
|
|
Edison International 5.75% 6/15/2027
|
2,985,000
|
3,049,095
|
|
Entergy Corp 2.8% 6/15/2030
|
580,000
|
524,524
|
|
Exelon Corp 3.35% 3/15/2032
|
389,000
|
351,491
|
|
Exelon Corp 4.05% 4/15/2030
|
7,865,000
|
7,573,406
|
|
Exelon Corp 4.1% 3/15/2052
|
288,000
|
232,683
|
|
Nextera Energy Operating Partners LP 7.25% 1/15/2029 (d)(s)
|
395,000
|
404,222
|
|
NRG Energy Inc 5.25% 6/15/2029 (d)
|
1,215,000
|
1,191,443
|
|
NRG Energy Inc 5.75% 1/15/2028 (s)
|
860,000
|
860,934
|
|
NRG Energy Inc 6% 2/1/2033 (d)
|
340,000
|
338,105
|
|
NRG Energy Inc 6.25% 11/1/2034 (d)
|
275,000
|
274,968
|
|
PG&E Corp 5% 7/1/2028 (s)
|
1,345,000
|
1,320,493
|
|
PG&E Corp 5.25% 7/1/2030
|
1,535,000
|
1,508,173
|
|
PG&E Corp 7.375% 3/15/2055 (c)
|
441,000
|
455,751
|
|
Southern Co/The 1.875% 9/15/2081 (c)
|
EUR
|
437,000
|
431,081
|
Southern Co/The 4.85% 3/15/2035
|
5,000,000
|
4,911,328
|
|
Vistra Operations Co LLC 5% 7/31/2027 (d)
|
2,435,000
|
2,412,304
|
|
Vistra Operations Co LLC 5.5% 9/1/2026 (d)
|
1,240,000
|
1,237,594
|
|
Vistra Operations Co LLC 5.625% 2/15/2027 (d)
|
480,000
|
480,007
|
|
Vistra Operations Co LLC 7.75% 10/15/2031 (d)
|
305,000
|
323,940
|
|
42,233,332
|
|||
Independent Power and Renewable Electricity Producers - 0.3%
|
|||
AES Corp/The 2.45% 1/15/2031
|
7,504,000
|
6,360,218
|
|
AES Corp/The 3.3% 7/15/2025 (d)
|
3,530,000
|
3,487,229
|
|
AES Corp/The 3.95% 7/15/2030 (d)
|
8,288,000
|
7,718,532
|
|
Alpha Generation LLC 6.75% 10/15/2032 (d)
|
365,000
|
369,797
|
|
Calpine Corp 4.625% 2/1/2029 (d)
|
170,000
|
162,085
|
|
Calpine Corp 5.125% 3/15/2028 (d)
|
200,000
|
195,313
|
|
Sunnova Energy Corp 5.875% 9/1/2026 (d)
|
500,000
|
431,143
|
|
18,724,317
|
|||
Multi-Utilities - 0.2%
|
|||
Berkshire Hathaway Energy Co 4.05% 4/15/2025
|
2,556,000
|
2,549,285
|
|
NiSource Inc 2.95% 9/1/2029
|
1,708,000
|
1,578,602
|
|
NiSource Inc 3.6% 5/1/2030
|
4,000,000
|
3,776,310
|
|
Puget Energy Inc 4.1% 6/15/2030
|
683,000
|
648,128
|
|
Puget Energy Inc 4.224% 3/15/2032
|
1,329,000
|
1,236,605
|
|
9,788,930
|
|||
TOTAL UTILITIES
|
70,746,579
|
||
TOTAL UNITED STATES
|
1,221,013,527
|
||
UZBEKISTAN - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Navoi Mining & Metallurgical Combinat 6.7% 10/17/2028 (d)
|
260,000
|
261,950
|
|
Navoi Mining & Metallurgical Combinat 6.95% 10/17/2031 (d)
|
200,000
|
200,713
|
|
TOTAL UZBEKISTAN
|
462,663
|
||
VENEZUELA - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Petroleos de Venezuela SA 12.75% (d)(r)
|
51,667
|
5,382
|
|
Petroleos de Venezuela SA 5.375% (q)(r)
|
200,000
|
18,434
|
|
Petroleos de Venezuela SA 5.5% (q)(r)
|
15,000
|
1,395
|
|
Petroleos de Venezuela SA 6% (d)(r)
|
480,000
|
44,640
|
|
Petroleos de Venezuela SA 6% (d)(r)
|
385,000
|
35,485
|
|
Petroleos de Venezuela SA 9.75% (d)(r)
|
50,000
|
5,275
|
|
TOTAL VENEZUELA
|
110,611
|
||
VIETNAM - 0.0%
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Mong Duong Finance Holdings BV 5.125% 5/7/2029 (d)
|
274,482
|
262,816
|
|
ZAMBIA - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
First Quantum Minerals Ltd 6.875% 10/15/2027 (d)
|
455,000
|
452,925
|
|
First Quantum Minerals Ltd 8.625% 6/1/2031 (d)
|
235,000
|
241,609
|
|
First Quantum Minerals Ltd 9.375% 3/1/2029 (d)
|
830,000
|
888,900
|
|
TOTAL ZAMBIA
|
1,583,434
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $1,593,342,340)
|
1,599,292,671
|
||
Preferred Securities - 0.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
BRAZIL - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Food Products - 0.0%
|
|||
Cosan Overseas Ltd 8.25% (q)(t)
|
180,000
|
184,057
|
|
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco do Brasil SA/Cayman 10 year U.S. Treasury Note + 4.398%, 8.748% (b)(c)(d)(t)
|
450,000
|
459,826
|
|
TOTAL BRAZIL
|
643,883
|
||
CHILE - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco de Credito e Inversiones SA 7.5% (c)(d)(t)
|
250,000
|
251,202
|
|
Banco de Credito e Inversiones SA 8.75% (c)(d)(t)
|
115,000
|
124,038
|
|
Banco del Estado de Chile 7.95% (c)(d)(t)
|
105,000
|
109,869
|
|
TOTAL CHILE
|
485,109
|
||
CZECH REPUBLIC - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
CPI Property Group SA 3.75% (c)(q)(t)
|
EUR
|
501,000
|
435,729
|
FINLAND - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Citycon Oyj 7.875% (c)(q)(t)
|
EUR
|
318,000
|
326,685
|
GERMANY - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobiles - 0.0%
|
|||
Volkswagen International Finance NV 3.875% (c)(q)(t)
|
EUR
|
900,000
|
900,612
|
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Aroundtown SA 3.375% (c)(q)(t)
|
EUR
|
1,200,000
|
1,135,214
|
Grand City Properties SA 1.5% (c)(q)(t)
|
EUR
|
800,000
|
798,326
|
1,933,540
|
|||
TOTAL GERMANY
|
2,834,152
|
||
HONG KONG - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
CAS Capital No 1 Ltd 4% (c)(q)(t)
|
275,000
|
266,870
|
|
INDIA - 0.0%
|
|||
Information Technology - 0.0%
|
|||
IT Services - 0.0%
|
|||
Network i2i Ltd 3.975% (c)(d)(t)
|
105,000
|
104,275
|
|
Network i2i Ltd 5.65% (c)(d)(t)
|
250,000
|
251,034
|
|
TOTAL INDIA
|
355,309
|
||
IRELAND - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
AIB Group PLC 6.25% (c)(q)(t)
|
EUR
|
200,000
|
218,974
|
KUWAIT - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
NBK Tier 1 Ltd 3.625% (c)(d)(t)
|
105,000
|
100,753
|
|
MEXICO - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco Mercantil del Norte SA/Grand Cayman 7.625% (c)(d)(t)
|
535,000
|
532,234
|
|
Banco Mercantil del Norte SA/Grand Cayman 8.375% (c)(d)(t)
|
200,000
|
199,563
|
|
BBVA Bancomer SA/Texas 5.125% 1/18/2033 (c)(d)
|
110,000
|
104,728
|
|
BBVA Bancomer SA/Texas 8.45% 6/29/2038 (c)(d)
|
220,000
|
238,220
|
|
1,074,745
|
|||
Materials - 0.0%
|
|||
Construction Materials - 0.0%
|
|||
Cemex SAB de CV 5.125% (c)(d)(t)
|
705,000
|
699,405
|
|
Cemex SAB de CV 9.125% (c)(d)(t)
|
150,000
|
166,751
|
|
866,156
|
|||
TOTAL MEXICO
|
1,940,901
|
||
SWEDEN - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Heimstaden Bostad AB 3.248% (c)(q)(t)
|
EUR
|
582,000
|
629,046
|
Samhallsbyggnadsbolaget i Norden AB 2.624% (c)(q)(r)(t)
|
EUR
|
310,000
|
127,761
|
TOTAL SWEDEN
|
756,807
|
||
SWITZERLAND - 0.0%
|
|||
Financials - 0.0%
|
|||
Capital Markets - 0.0%
|
|||
UBS Group AG 7% (c)(q)(t)
|
200,000
|
211,136
|
|
UNITED ARAB EMIRATES - 0.0%
|
|||
Industrials - 0.0%
|
|||
Marine Transportation - 0.0%
|
|||
DP World Salaam 6% (c)(q)(t)
|
450,000
|
459,288
|
|
UNITED KINGDOM - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Tobacco - 0.0%
|
|||
British American Tobacco PLC 3% (c)(q)(t)
|
EUR
|
975,000
|
1,036,222
|
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Barclays PLC 8.875% (c)(q)(t)
|
GBP
|
270,000
|
363,206
|
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
Mobico Group PLC 4.25% (c)(q)(t)
|
GBP
|
202,000
|
254,181
|
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
SSE PLC 3.74% (c)(q)(t)
|
GBP
|
335,000
|
426,248
|
TOTAL UNITED KINGDOM
|
2,079,857
|
||
UNITED STATES - 0.3%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
BP Capital Markets PLC 6.125% (c)(t)
|
165,000
|
164,900
|
|
Energy Transfer LP 6.625% (c)(t)
|
1,670,000
|
1,678,985
|
|
Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.11%, 8.8951% (b)(c)(t)
|
680,000
|
681,142
|
|
2,525,027
|
|||
Financials - 0.2%
|
|||
Banks - 0.1%
|
|||
Bank of America Corp 5.875% (c)(t)
|
215,000
|
218,910
|
|
Citigroup Inc 6.75% (c)(t)
|
905,000
|
901,892
|
|
Citigroup Inc 7.125% (c)(t)
|
245,000
|
252,813
|
|
JPMorgan Chase & Co 4.6% (c)(t)
|
235,000
|
237,364
|
|
M&T Bank Corp 3.5% (c)(t)
|
55,000
|
51,744
|
|
M&T Bank Corp 5.125% (c)(t)
|
110,000
|
109,294
|
|
Wells Fargo & Co 6.85% (c)(t)
|
250,000
|
262,654
|
|
Wells Fargo & Co 7.625% (c)(t)
|
270,000
|
291,925
|
|
2,326,596
|
|||
Capital Markets - 0.0%
|
|||
Goldman Sachs Group Inc/The 6.125% (c)(t)
|
805,000
|
815,145
|
|
Consumer Finance - 0.1%
|
|||
Ally Financial Inc 4.7% (c)(t)
|
555,000
|
483,626
|
|
Ally Financial Inc 4.7% (c)(t)
|
1,720,000
|
1,624,522
|
|
Discover Financial Services 5.5% (c)(t)
|
100,000
|
97,944
|
|
2,206,092
|
|||
Insurance - 0.0%
|
|||
Alliant Holdings LP 10.5% (c)(m)(t)
|
165,000
|
164,599
|
|
Industrials - 0.0%
|
|||
Trading Companies & Distributors - 0.0%
|
|||
Air Lease Corp 4.125% (c)(t)
|
500,000
|
475,493
|
|
Air Lease Corp 6% (c)(t)
|
1,010,000
|
1,010,541
|
|
Aircastle Ltd 5.25% (c)(d)(t)
|
510,000
|
506,071
|
|
1,992,105
|
|||
TOTAL UNITED STATES
|
10,029,564
|
||
|
TOTAL PREFERRED SECURITIES
(Cost $19,502,731)
|
21,145,017
|
||
U.S. Government Agency - Mortgage Securities - 27.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 27.4%
|
|||
Fannie Mae 3.5% 12/1/2036
|
18,046
|
17,115
|
|
Fannie Mae 3.5% 5/1/2036
|
13,651
|
12,967
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.153%, 6.958% 7/1/2036 (b)(c)
|
922
|
934
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.208%, 6.583% 3/1/2035 (b)(c)
|
495
|
503
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.27%, 6.911% 6/1/2036 (b)(c)
|
904
|
920
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.281%, 7.249% 10/1/2033 (b)(c)
|
773
|
786
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.46%, 7.395% 7/1/2034 (b)(c)
|
903
|
920
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036
|
662,724
|
582,608
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037
|
416,271
|
363,606
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2041
|
56,046
|
46,381
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2051
|
1,432,591
|
1,094,661
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
238,474
|
209,645
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
226,096
|
198,764
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
13,707
|
12,050
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
124,975
|
110,180
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2040
|
53,506
|
44,279
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2041
|
1,234,293
|
1,017,968
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
14,236
|
12,515
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
249,608
|
219,433
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2040
|
53,777
|
44,503
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
15,911
|
13,987
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
14,967
|
13,158
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
220,791
|
194,100
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2041
|
57,348
|
47,458
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051
|
1,162,361
|
888,175
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
19,171
|
16,806
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
18,618
|
16,321
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2041
|
58,465
|
48,383
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036
|
265,434
|
232,683
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036
|
19,194
|
16,826
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036
|
16,518
|
14,480
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036
|
20,153
|
17,616
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036
|
21,409
|
18,714
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051
|
907,898
|
693,736
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 7/1/2036
|
17,094
|
14,942
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2036
|
21,313
|
18,630
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2035
|
950,292
|
836,303
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036
|
1,341,073
|
1,182,305
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036
|
21,953
|
19,189
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051
|
111,288
|
90,626
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
794,559
|
645,048
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
342,644
|
276,992
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
68,118
|
55,003
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035
|
440,189
|
397,268
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2040
|
83,295
|
71,370
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
455,208
|
385,484
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
1,116,004
|
945,067
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
277,075
|
226,584
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
42,258
|
34,412
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
697,275
|
569,339
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
925,786
|
752,740
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
232,745
|
189,240
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
101,175
|
82,327
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040
|
2,213,111
|
1,892,805
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
1,070,568
|
906,591
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
489,943
|
417,196
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
399,939
|
340,556
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
228,814
|
185,615
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
140,623
|
114,250
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
221,785
|
180,884
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
215,659
|
175,214
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
219,589
|
177,377
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035
|
475,999
|
429,587
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035
|
25,748
|
23,109
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036
|
64,303
|
57,772
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
338,336
|
289,369
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
1,908,306
|
1,632,115
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
104,117
|
89,341
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
264,694
|
214,474
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
197,250
|
160,935
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
184,029
|
149,516
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
266,392
|
216,099
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
150,078
|
121,932
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
625,461
|
508,160
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028
|
337,727
|
326,947
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
1,622,951
|
1,460,139
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
29,683
|
26,640
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
23,771
|
21,490
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
23,655
|
21,400
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
34,016
|
30,709
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036
|
12,276
|
11,129
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2041
|
16,910
|
14,425
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2042
|
5,961,261
|
5,048,184
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
49,441
|
40,262
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
536,939
|
435,065
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
36,000
|
29,294
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
17,369
|
14,073
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
1,723,501
|
1,386,267
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
811,440
|
655,963
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
666,071
|
540,737
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
903,619
|
726,244
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
5,141,708
|
4,151,706
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036
|
45,193
|
40,589
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036
|
28,824
|
25,887
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2041
|
17,289
|
14,749
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
716,717
|
583,197
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
46,526
|
37,858
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
37,394
|
30,427
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
18,539
|
15,021
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
31,430
|
25,574
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
238,558
|
194,116
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
4,000,170
|
3,209,962
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
108,637
|
88,195
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
107,628
|
87,241
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
92,939
|
75,132
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
3,691,491
|
3,003,790
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2036
|
277,918
|
250,038
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041
|
101,957
|
87,647
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041
|
458,262
|
391,364
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
2,223,913
|
1,792,238
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
381,097
|
310,102
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036
|
35,998
|
32,555
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2041
|
2,256,598
|
1,925,767
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2042
|
3,688,839
|
3,146,881
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051
|
107,451
|
87,434
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035
|
3,767,707
|
3,403,866
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2036
|
40,507
|
36,634
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
18,565
|
15,774
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
74,374
|
63,889
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
331,172
|
283,551
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
353,916
|
300,260
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
465,163
|
396,967
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
128,242
|
104,552
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
205,221
|
167,118
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
72,110
|
58,541
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
38,340
|
31,173
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
35,066
|
28,314
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041
|
67,479
|
57,248
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041
|
539,672
|
457,854
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2042
|
4,793,711
|
4,059,466
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032
|
134,135
|
127,159
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033
|
7,902
|
7,451
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2037
|
606,401
|
560,586
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
15,084
|
13,267
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
50,882
|
44,861
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051
|
341,692
|
288,889
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051
|
1,770,896
|
1,511,068
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
220,441
|
185,135
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
9,343,525
|
7,902,555
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
11,280,980
|
9,491,861
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
114,588
|
96,737
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
5,313
|
5,044
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
140,332
|
133,099
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
20,278
|
19,252
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2041
|
322,538
|
283,581
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
1,850,940
|
1,557,388
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
4,203,350
|
3,544,596
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
586,908
|
494,560
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
157,162
|
132,679
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029
|
88,763
|
85,452
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031
|
86,580
|
82,155
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031
|
6,092
|
5,781
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032
|
28,345
|
26,740
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032
|
108,025
|
101,956
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036
|
1,194,538
|
1,100,182
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2040
|
276,300
|
245,604
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
170,449
|
149,862
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
59,292
|
52,241
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
1,973,843
|
1,657,715
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
1,144,505
|
970,144
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
825,600
|
698,275
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
636,610
|
538,431
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
2,067,481
|
1,742,171
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031
|
239,272
|
226,829
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032
|
4,307
|
4,062
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032
|
205,109
|
193,485
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2033
|
2,086,518
|
1,975,932
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2036
|
949,470
|
874,471
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
784,143
|
663,211
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
283,866
|
240,620
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
44,965
|
41,708
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
135,071
|
125,246
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
62,827
|
58,277
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
76,069
|
72,181
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041
|
166,577
|
147,290
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2043
|
29,141
|
25,644
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051
|
21,419
|
18,109
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
4,657,434
|
3,981,367
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035
|
711,713
|
660,166
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035
|
677,041
|
627,793
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040
|
52,103
|
46,266
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2041
|
95,167
|
84,505
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2047
|
45,349
|
38,412
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036
|
133,948
|
127,099
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037
|
364,551
|
333,734
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2041
|
155,719
|
137,203
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2042
|
3,559,232
|
3,118,212
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043
|
22,389
|
19,712
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
1,989,561
|
1,692,676
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
20,410
|
19,423
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040
|
38,457
|
34,149
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
93,525
|
82,404
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
85,077
|
75,545
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
106,557
|
94,020
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
18,346
|
16,153
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
49,589
|
43,862
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
666,294
|
561,247
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
22,947
|
19,372
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
2,804,326
|
2,373,593
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
3,307,878
|
2,792,565
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
1,678,308
|
1,416,855
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
515,676
|
435,342
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2053
|
419,129
|
351,739
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051
|
1,430,622
|
1,216,249
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2036
|
22,148
|
20,412
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2040
|
294,194
|
261,234
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
341,337
|
300,749
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
107,072
|
94,340
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
86,930
|
76,838
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2049
|
4,950,025
|
4,294,908
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050
|
2,963,273
|
2,520,164
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031
|
48,182
|
45,786
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031
|
27,966
|
26,601
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2033
|
6,338
|
5,946
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2041
|
553,847
|
486,952
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
87,899
|
73,959
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
1,776,442
|
1,498,036
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
1,707,683
|
1,440,053
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
2,190,340
|
1,847,067
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031
|
47,318
|
44,900
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2042
|
8,796,468
|
7,953,911
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051
|
38,369
|
32,284
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
220,772
|
209,747
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
608,164
|
577,792
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
14,980
|
14,246
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2037
|
81,015
|
76,013
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
7,625
|
6,910
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
15,411
|
13,950
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
4,226
|
3,853
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
8,080
|
7,330
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
9,223
|
8,353
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
75,758
|
68,689
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
10,303
|
9,375
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044
|
89,195
|
80,685
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051
|
415,256
|
364,830
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
31,826
|
27,822
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042
|
6,825
|
6,187
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042
|
18,459
|
16,704
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046
|
29,026
|
25,828
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046
|
654,319
|
585,086
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
2,759,801
|
2,429,844
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
1,162,797
|
1,020,505
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032
|
5,974
|
5,711
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034
|
101,691
|
97,970
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2036
|
55,063
|
51,835
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2036
|
9,350
|
8,802
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2039
|
27,713
|
25,448
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
38,030
|
34,491
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
36,572
|
33,068
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
845,754
|
756,266
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
39,367
|
35,214
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
819,712
|
732,980
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050
|
81,673
|
71,858
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
293,471
|
258,384
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
762,218
|
672,518
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
499,294
|
440,535
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
262,352
|
251,885
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
78,965
|
75,787
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
35,452
|
33,714
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
122,864
|
116,728
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
16,332
|
15,532
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
20,365
|
18,503
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
8,897
|
8,067
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
4,896
|
4,438
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
3,496
|
3,159
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
10,549
|
9,536
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050
|
752,931
|
662,441
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
22,093
|
19,389
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
1,289,234
|
1,131,469
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
175,348
|
154,383
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
216,684
|
191,048
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031
|
179,338
|
173,484
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034
|
2,872,513
|
2,743,250
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035
|
70,025
|
67,490
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2037
|
77,053
|
72,296
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2037
|
43,423
|
40,741
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
10,523
|
9,528
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
12,512
|
11,361
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
9,807
|
8,870
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
31,249
|
28,330
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
55,837
|
50,545
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
20,045
|
18,157
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
42,823
|
38,765
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
6,425
|
5,834
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
25,145
|
22,785
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047
|
220,754
|
199,583
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047
|
31,505
|
28,482
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047
|
208,727
|
188,603
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050
|
339,844
|
300,912
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
44,534
|
39,042
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
492,591
|
433,390
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
566,186
|
498,140
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
6,634,704
|
5,822,809
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
4,718,146
|
4,136,359
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
10,826
|
10,361
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2037
|
103,282
|
96,905
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2037
|
108,191
|
101,510
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
17,746
|
16,096
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047
|
299,909
|
268,176
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048
|
10,059,445
|
8,985,641
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
395,103
|
348,483
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
90,982
|
80,559
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
1,771,918
|
1,553,426
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
11,290
|
10,229
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
69,718
|
63,036
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046
|
51,310
|
46,090
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047
|
60,926
|
55,016
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048
|
299,966
|
271,364
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048
|
279,818
|
253,462
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050
|
234,526
|
207,586
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050
|
43,118
|
38,003
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
4,477,668
|
3,939,526
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
46,264
|
41,887
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
98,487
|
89,080
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
55,988
|
50,691
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
6,329
|
5,733
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045
|
7,090
|
6,346
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046
|
268,102
|
239,902
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050
|
90,680
|
80,292
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2044
|
43,498
|
39,381
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051
|
2,218,233
|
1,959,956
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2033
|
77,834
|
74,415
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034
|
205,216
|
197,945
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2040
|
59,488
|
54,514
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042
|
10,108
|
9,178
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
90,907
|
82,166
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046
|
448,235
|
400,668
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046
|
131,637
|
118,927
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
563,208
|
498,336
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
2,694,482
|
2,384,122
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052
|
11,683,476
|
10,242,805
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032
|
132,565
|
126,789
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
73,565
|
66,491
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
13,167
|
11,902
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
26,356
|
23,815
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
15,694
|
14,048
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
4,614
|
4,130
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
15,303
|
13,699
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046
|
195,690
|
174,128
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051
|
300,090
|
265,149
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032
|
12,295
|
11,760
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032
|
15,287
|
14,631
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035
|
427,889
|
410,966
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
35,540
|
32,195
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046
|
462,652
|
411,675
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046
|
160,577
|
142,884
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046
|
130,951
|
118,433
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049
|
23,072
|
20,364
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042
|
9,019
|
8,433
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
29,115
|
27,191
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
234,606
|
216,485
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048
|
1,120,999
|
1,039,668
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050
|
7,296,578
|
6,809,238
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
403,603
|
367,889
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
159,523
|
145,905
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
23,520
|
21,961
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
3,768
|
3,521
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
71,547
|
66,821
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
6,231
|
5,818
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
16,553
|
15,538
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045
|
30,913
|
28,574
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047
|
1,091,748
|
1,013,222
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2034
|
56,533
|
54,983
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
4,260
|
3,967
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
7,533
|
7,030
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048
|
1,410,602
|
1,305,175
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051
|
44,546
|
40,632
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
5,475
|
5,118
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
76,381
|
70,481
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
25,987
|
23,979
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
34,772
|
32,087
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
2,152,597
|
2,007,561
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047
|
63,499
|
58,575
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2051
|
54,090
|
49,304
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035
|
145,637
|
140,644
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
13,638
|
12,705
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
301,806
|
275,642
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
258,086
|
235,954
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
15,569
|
14,491
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
14,928
|
13,922
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052
|
270,927
|
246,678
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052
|
706,677
|
646,075
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
5,029
|
4,699
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
32,730
|
30,496
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
25,878
|
24,110
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046
|
55,429
|
51,286
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2048
|
3,287,153
|
3,071,502
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2051
|
535,254
|
488,559
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2038
|
8,651
|
8,129
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
28,408
|
26,473
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
44,243
|
41,213
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046
|
218,946
|
202,582
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2050
|
30,527
|
27,768
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2051
|
17,458
|
15,935
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2051
|
228,298
|
208,382
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042
|
36,032
|
33,656
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043
|
29,045
|
27,070
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048
|
299,804
|
276,835
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
75,308
|
69,515
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
126,114
|
116,412
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047
|
1,838,732
|
1,708,570
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2051
|
632,553
|
580,928
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034
|
224,759
|
217,826
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
9,466
|
8,857
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
24,849
|
23,224
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
5,676
|
5,290
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
34,871
|
32,595
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
37,817
|
34,908
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033
|
1,316,960
|
1,276,335
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
15,267
|
14,264
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
9,487
|
8,856
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
17,251
|
16,100
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046
|
265,767
|
245,904
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047
|
679,598
|
630,716
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
25,387
|
23,173
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2052
|
4,160,375
|
3,771,099
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2052
|
5,049,224
|
4,576,781
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
5,960
|
5,737
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
2,051
|
1,975
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
52,838
|
50,919
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
77,232
|
74,407
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
5,808
|
5,594
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043
|
11,783
|
11,337
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049
|
6,474
|
6,132
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2051
|
427,612
|
404,736
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
14,645
|
14,128
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
2,707
|
2,609
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
3,053
|
2,949
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
6,645
|
6,392
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
45,154
|
43,456
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
68,156
|
65,618
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
2,540
|
2,441
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043
|
19,080
|
18,346
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045
|
7,507
|
7,185
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046
|
57,251
|
54,672
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
15,986
|
15,429
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
82,019
|
79,047
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
5,489
|
5,282
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
5,135
|
4,948
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
3,684
|
3,543
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
2,325
|
2,251
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
8,274
|
7,961
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
2,580
|
2,482
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
9,952
|
9,610
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
8,805
|
8,476
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
6,894
|
6,639
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
7,629
|
7,353
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
3,301
|
3,179
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
6,065
|
5,843
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
7,826
|
7,536
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
6,350
|
6,108
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
7,564
|
7,296
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
4,629
|
4,468
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
4,019
|
3,870
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
19,143
|
18,423
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
40,216
|
38,720
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
22,056
|
21,232
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045
|
28,702
|
27,382
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048
|
28,065
|
26,625
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
20,026
|
19,285
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
7,939
|
7,639
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
6,553
|
6,312
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042
|
4,716
|
4,537
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044
|
5,309
|
5,080
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045
|
9,910
|
9,448
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
44,442
|
42,831
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
6,628
|
6,386
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
1,539
|
1,486
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
3,402
|
3,277
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
57,386
|
55,191
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046
|
46,662
|
44,486
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047
|
13,977
|
13,343
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048
|
24,233
|
23,020
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049
|
77,321
|
73,232
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2036
|
1,451
|
1,407
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039
|
7,790
|
7,517
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
1,368
|
1,318
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
2,833
|
2,729
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
22,049
|
21,200
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045
|
6,377
|
6,107
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046
|
86,899
|
83,119
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048
|
26,577
|
25,246
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
13,937
|
13,413
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
18,751
|
18,041
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
6,396
|
6,156
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
3,534
|
3,397
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
2,140
|
2,057
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044
|
6,976
|
6,693
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
8,791
|
8,403
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
11,263,767
|
10,787,707
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046
|
15,658
|
14,918
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
77,580
|
73,915
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049
|
15,454
|
14,632
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
1,329,666
|
1,254,794
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
656,476
|
621,972
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047
|
83,089
|
79,164
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041
|
8,600
|
8,294
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045
|
13,656
|
13,040
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046
|
85,776
|
81,750
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2050
|
1,427,368
|
1,348,332
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046
|
81,662
|
78,033
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
502,757
|
477,904
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
71,898
|
68,502
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
44,033
|
41,952
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043
|
5,529
|
5,303
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
8,450
|
8,069
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
13,967
|
13,338
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
13,115
|
12,524
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047
|
201,394
|
191,438
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039
|
46,270
|
44,706
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039
|
8,628
|
8,325
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040
|
2,343
|
2,256
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
2,801
|
2,695
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046
|
95,876
|
91,556
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046
|
5,105,192
|
4,892,227
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
22,027
|
21,485
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049
|
2,612
|
2,543
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040
|
1,579
|
1,561
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044
|
65,268
|
64,253
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047
|
9,271
|
9,054
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2025
|
407
|
406
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
755
|
746
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
6,330
|
6,257
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042
|
172,561
|
170,553
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042
|
5,073
|
5,010
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044
|
8,237
|
8,098
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044
|
1,323
|
1,301
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045
|
15,636
|
15,452
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047
|
3,110
|
3,040
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052
|
650,306
|
625,709
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039
|
12,993
|
12,848
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
2,519
|
2,491
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
2,628
|
2,597
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2041
|
14,094
|
13,927
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046
|
8,805
|
8,627
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048
|
40,816
|
39,964
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045
|
14,761
|
14,540
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046
|
91,827
|
90,771
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048
|
15,072
|
14,692
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048
|
11,085
|
10,805
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049
|
7,001
|
6,814
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039
|
5,295
|
5,243
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039
|
22,616
|
22,399
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
5,578
|
5,470
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
75,453
|
74,597
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
6,278
|
6,141
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048
|
12,733
|
12,412
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
93,101
|
92,177
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
27,932
|
27,658
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
16,226
|
16,069
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044
|
8,207
|
8,084
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
8,997
|
8,801
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048
|
8,771
|
8,541
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039
|
490,400
|
486,143
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2025
|
67
|
67
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039
|
11,543
|
11,432
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041
|
24,962
|
24,712
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044
|
21,115
|
20,799
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
100,558
|
98,428
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
254
|
251
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
17,007
|
16,819
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
3,195
|
3,159
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
14,808
|
14,475
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
84,856
|
83,059
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
782
|
774
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
1,600
|
1,585
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
1,380
|
1,367
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
4,159
|
4,119
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
1,116
|
1,105
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
321
|
318
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
1,706
|
1,689
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
31,725
|
31,419
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
1,880
|
1,862
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
664
|
657
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
4,074
|
4,035
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
1,864
|
1,846
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
1,497
|
1,482
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
855
|
847
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
4,478
|
4,434
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
9,075
|
8,983
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042
|
38,216
|
37,777
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042
|
134,716
|
132,368
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043
|
4,611
|
4,546
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047
|
16,278
|
15,897
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2041
|
17,631
|
17,803
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
172,013
|
170,589
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
537,906
|
533,116
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044
|
26,163
|
26,332
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
432,370
|
429,466
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
370,517
|
367,450
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
219,898
|
217,802
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054
|
200,000
|
196,266
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054
|
5,900,000
|
5,789,848
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052
|
225,130
|
223,125
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054
|
1,900,000
|
1,864,527
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2035
|
86,026
|
86,577
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038
|
14,245
|
14,347
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049
|
120,277
|
120,672
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053
|
465,543
|
465,180
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
70,364
|
70,813
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
30,268
|
30,459
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033
|
4,277
|
4,302
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035
|
28,623
|
28,834
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
49,713
|
49,705
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
29,999
|
29,994
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
27,111
|
27,107
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2054
|
5,599,996
|
5,495,445
|
|
Fannie Mae Mortgage pass-thru certificates 5.3% 8/1/2041 (c)
|
22,767
|
22,740
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052
|
1,092,659
|
1,102,005
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053
|
1,186,467
|
1,201,806
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054
|
1,091,170
|
1,090,955
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052
|
1,299,066
|
1,302,869
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053
|
143,404
|
143,286
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053
|
88,271
|
88,778
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054
|
5,749,026
|
5,747,892
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053
|
675,407
|
680,551
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2039
|
2,092,848
|
2,117,021
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
1,334,075
|
1,345,485
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
566,261
|
571,105
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
377,555
|
381,728
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054
|
1,759,480
|
1,759,133
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053
|
543,341
|
547,988
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054
|
3,434,408
|
3,458,415
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2025
|
21
|
21
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053
|
1,253,963
|
1,267,822
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054
|
4,931,448
|
4,930,476
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054
|
1,430,673
|
1,450,062
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2052
|
771,487
|
778,085
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054
|
3,070,820
|
3,070,214
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2034
|
9,579
|
9,903
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2035
|
18,094
|
18,827
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036
|
351
|
366
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038
|
7,205
|
7,531
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040
|
6,710
|
7,010
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
2,575
|
2,673
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
5,458
|
5,654
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037
|
6,627
|
6,918
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054
|
694,273
|
714,900
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2034
|
11,921
|
12,369
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
2,355
|
2,447
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
163
|
170
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
12,320
|
12,752
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
870
|
902
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2052
|
439,226
|
445,824
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053
|
1,945,955
|
1,978,035
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
74,808
|
77,148
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
573,343
|
589,482
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
224,888
|
231,569
|
|
Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038
|
2,550
|
2,668
|
|
Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052
|
660,675
|
669,981
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2034
|
3,595
|
3,716
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2053
|
4,842,227
|
4,964,908
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2034
|
3,466
|
3,582
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2036
|
3,895
|
4,028
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038
|
2,429
|
2,539
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054
|
690,103
|
699,608
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035
|
24,316
|
25,189
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054
|
2,416,837
|
2,450,124
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040
|
8,377
|
8,762
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054
|
1,625,056
|
1,647,438
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
1,477
|
1,532
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036
|
38,083
|
39,515
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036
|
4,202
|
4,377
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
543,895
|
556,825
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053 (v)
|
698,486
|
716,183
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
|
1,607,909
|
1,630,055
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
565
|
587
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
1,119
|
1,165
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038
|
1,105
|
1,154
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041
|
15,327
|
16,009
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
1,361,748
|
1,380,504
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
2,486,088
|
2,531,206
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2034
|
16,100
|
16,678
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
674
|
700
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
160
|
167
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037
|
19,245
|
19,892
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2029
|
382
|
390
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
4,331
|
4,506
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037
|
587
|
613
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053
|
546,325
|
556,240
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
3,102,483
|
3,145,214
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
495,756
|
511,260
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2053
|
2,890,958
|
3,006,993
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2054
|
1,167,100
|
1,208,656
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053
|
1,158,824
|
1,189,312
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032
|
4,734
|
4,903
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2035
|
47,680
|
49,488
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054
|
519,306
|
532,806
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053
|
1,062,413
|
1,105,055
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
|
549,222
|
563,371
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
13,389
|
13,865
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
2,731
|
2,828
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035
|
5,444
|
5,661
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
1,046,954
|
1,074,008
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
292,344
|
304,466
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
269
|
283
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
40,958
|
42,511
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
32,033
|
33,223
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
7,668
|
7,956
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053
|
4,196,911
|
4,300,771
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053
|
1,089,525
|
1,131,128
|
|
Fannie Mae Mortgage pass-thru certificates 6.735% 2/1/2039 (c)
|
9,150
|
9,398
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2029
|
10
|
10
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2025
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026
|
60
|
60
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
20
|
20
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
13
|
13
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
41
|
42
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
10
|
11
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2026
|
8
|
8
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
8
|
8
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
7
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2029
|
81
|
84
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026
|
4
|
4
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
24
|
25
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
37
|
38
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
16
|
16
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2029
|
105
|
109
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
475
|
498
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026
|
50
|
50
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029
|
296
|
307
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2030
|
725
|
751
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032
|
101
|
106
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028
|
135
|
139
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2029
|
89
|
92
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
495
|
522
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
188
|
194
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028
|
139
|
144
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029
|
66
|
68
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2025
|
8
|
8
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2027
|
75
|
78
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
15
|
15
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2025
|
1
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027
|
13
|
14
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
45
|
46
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
188
|
196
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027
|
63
|
64
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027
|
36
|
36
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
22
|
23
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
1,026
|
1,056
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
65
|
67
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
18
|
18
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
31
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
22
|
23
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2028
|
28
|
29
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031
|
46
|
48
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2028
|
38
|
39
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027
|
25
|
26
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
3
|
4
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030
|
65
|
68
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2026
|
69
|
70
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
39
|
40
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
86
|
88
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2029
|
32
|
32
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2026
|
8
|
8
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2028
|
18
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
68
|
69
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2026
|
26
|
26
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027
|
30
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2028
|
44
|
45
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
16
|
16
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
12
|
13
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030
|
786
|
808
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
5
|
5
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
53
|
55
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.365%, 6.999% 10/1/2035 (b)(c)
|
2,684
|
2,723
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.445%, 5.945% 4/1/2037 (b)(c)
|
622
|
634
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR CONSUMER CASH FALLBACKS TERM 1Y + 1.462%, 6.085% 1/1/2035 (b)(c)
|
1,279
|
1,305
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.48%, 7.48% 7/1/2034 (b)(c)
|
183
|
186
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.553%, 7.428% 6/1/2036 (b)(c)
|
1,536
|
1,564
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.565%, 6.065% 3/1/2037 (b)(c)
|
5,097
|
5,203
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.577%, 6.175% 4/1/2044 (b)(c)
|
1,859
|
1,907
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.58%, 5.83% 1/1/2044 (b)(c)
|
1,021
|
1,050
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.58%, 6.08% 4/1/2044 (b)(c)
|
724
|
740
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.63%, 7.065% 9/1/2036 (b)(c)
|
148
|
151
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.638%, 6.887% 11/1/2036 (b)(c)
|
1,642
|
1,673
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.649%, 7.389% 5/1/2035 (b)(c)
|
1,128
|
1,149
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR CONSUMER CASH FALLBACKS TERM 1Y + 1.673%, 6.711% 3/1/2033 (b)(c)
|
2,367
|
2,408
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.684%, 7.062% 5/1/2036 (b)(c)
|
1,100
|
1,122
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.695%, 6.521% 7/1/2043 (b)(c)
|
9,006
|
9,241
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.7%, 7.177% 6/1/2042 (b)(c)
|
5,929
|
6,065
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.73%, 6.27% 3/1/2040 (b)(c)
|
4,540
|
4,668
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.75%, 6.556% 7/1/2035 (b)(c)
|
2,741
|
2,799
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.75%, 7.5% 8/1/2041 (b)(c)
|
2,032
|
2,078
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.772%, 5.994% 2/1/2037 (b)(c)
|
11,303
|
11,592
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.8%, 6.05% 1/1/2042 (b)(c)
|
22,201
|
22,826
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.8%, 7.635% 7/1/2041 (b)(c)
|
1,840
|
1,884
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.81%, 6.06% 12/1/2039 (b)(c)
|
417
|
429
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.81%, 7.073% 12/1/2040 (b)(c)
|
32,910
|
33,786
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.818%, 6.297% 2/1/2042 (b)(c)
|
9,875
|
10,133
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.818%, 7.318% 9/1/2041 (b)(c)
|
2,641
|
2,708
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.818%, 7.639% 7/1/2041 (b)(c)
|
3,562
|
3,649
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.825%, 6.298% 2/1/2035 (b)(c)
|
1,684
|
1,722
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.83%, 7.004% 10/1/2041 (b)(c)
|
2,369
|
2,411
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.854%, 6.429% 4/1/2036 (b)(c)
|
8,775
|
8,986
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR CONSUMER CASH FALLBACKS TERM 1Y + 1.89%, 6.522% 8/1/2035 (b)(c)
|
5,091
|
5,172
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.953%, 7.703% 7/1/2037 (b)(c)
|
1,934
|
1,984
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 6M + 1.505%, 6.755% 1/1/2035 (b)(c)
|
196
|
197
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR CONSUMER CASH FALLBACKS TERM 6M + 1.51%, 7.26% 2/1/2033 (b)(c)(i)
|
168
|
169
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 6M + 1.535%, 6.785% 12/1/2034 (b)(c)
|
343
|
346
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 6M + 1.55%, 7.129% 9/1/2033 (b)(c)
|
10,281
|
10,373
|
|
Fannie Mae Mortgage pass-thru certificates FTSE USD IBOR Consumer Cash Fallbacks Term 6M + 1.96%, 7.417% 9/1/2035 (b)(c)
|
170
|
173
|
|
Freddie Mac Gold Pool 1.5% 1/1/2036
|
443,871
|
390,212
|
|
Freddie Mac Gold Pool 1.5% 1/1/2051
|
1,419,081
|
1,084,337
|
|
Freddie Mac Gold Pool 1.5% 10/1/2035
|
1,413,860
|
1,242,940
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
367,980
|
323,495
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
24,099
|
21,186
|
|
Freddie Mac Gold Pool 1.5% 12/1/2035
|
233,045
|
204,872
|
|
Freddie Mac Gold Pool 1.5% 12/1/2040
|
34,496
|
28,547
|
|
Freddie Mac Gold Pool 1.5% 2/1/2036
|
18,221
|
16,019
|
|
Freddie Mac Gold Pool 1.5% 2/1/2036
|
1,146,603
|
1,007,991
|
|
Freddie Mac Gold Pool 1.5% 2/1/2041
|
57,697
|
47,747
|
|
Freddie Mac Gold Pool 1.5% 2/1/2051
|
1,441,627
|
1,101,565
|
|
Freddie Mac Gold Pool 1.5% 3/1/2036
|
15,588
|
13,665
|
|
Freddie Mac Gold Pool 1.5% 3/1/2041
|
58,588
|
48,485
|
|
Freddie Mac Gold Pool 1.5% 3/1/2051
|
1,140,645
|
871,581
|
|
Freddie Mac Gold Pool 1.5% 4/1/2036
|
19,864
|
17,413
|
|
Freddie Mac Gold Pool 1.5% 4/1/2041
|
58,400
|
48,329
|
|
Freddie Mac Gold Pool 1.5% 4/1/2041
|
883,957
|
731,519
|
|
Freddie Mac Gold Pool 1.5% 4/1/2051 (u)
|
4,060,906
|
3,102,989
|
|
Freddie Mac Gold Pool 1.5% 4/1/2051
|
97,854
|
74,771
|
|
Freddie Mac Gold Pool 1.5% 5/1/2036
|
20,657
|
18,057
|
|
Freddie Mac Gold Pool 1.5% 5/1/2036
|
1,109,198
|
977,188
|
|
Freddie Mac Gold Pool 1.5% 6/1/2036
|
20,672
|
18,070
|
|
Freddie Mac Gold Pool 1.5% 7/1/2036
|
18,446
|
16,124
|
|
Freddie Mac Gold Pool 1.5% 8/1/2035
|
302,989
|
266,645
|
|
Freddie Mac Gold Pool 1.5% 8/1/2036
|
17,046
|
14,900
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
486,630
|
394,301
|
|
Freddie Mac Gold Pool 2% 10/1/2041
|
19,222
|
16,278
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
929,502
|
754,599
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
183,065
|
148,732
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
49,985
|
40,611
|
|
Freddie Mac Gold Pool 2% 11/1/2041
|
165,469
|
140,125
|
|
Freddie Mac Gold Pool 2% 11/1/2041
|
425,900
|
360,665
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
7,886,589
|
6,449,409
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
694,091
|
561,533
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
1,629,893
|
1,322,180
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
46,326
|
37,638
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
739,780
|
601,039
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
72,064
|
58,549
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
385,948
|
311,757
|
|
Freddie Mac Gold Pool 2% 12/1/2035
|
32,608
|
29,500
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
260,633
|
211,753
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
114,219
|
92,798
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
149,973
|
121,238
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
158,620
|
128,773
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
148,706
|
120,539
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
55,287
|
44,659
|
|
Freddie Mac Gold Pool 2% 2/1/2036
|
43,734
|
39,251
|
|
Freddie Mac Gold Pool 2% 2/1/2036
|
27,813
|
25,119
|
|
Freddie Mac Gold Pool 2% 2/1/2036
|
32,295
|
29,196
|
|
Freddie Mac Gold Pool 2% 2/1/2041
|
205,323
|
175,158
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
1,507,190
|
1,218,404
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
663,660
|
537,950
|
|
Freddie Mac Gold Pool 2% 3/1/2036
|
180,660
|
162,536
|
|
Freddie Mac Gold Pool 2% 3/1/2036
|
24,643
|
22,255
|
|
Freddie Mac Gold Pool 2% 3/1/2036
|
1,467,790
|
1,324,672
|
|
Freddie Mac Gold Pool 2% 3/1/2041
|
240,179
|
206,619
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
50,910
|
41,426
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
457,221
|
372,044
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
432,481
|
351,913
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
377,176
|
306,911
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
33,235
|
27,043
|
|
Freddie Mac Gold Pool 2% 3/1/2052
|
357,956
|
287,244
|
|
Freddie Mac Gold Pool 2% 4/1/2041
|
17,827
|
15,180
|
|
Freddie Mac Gold Pool 2% 4/1/2042
|
8,545,372
|
7,289,900
|
|
Freddie Mac Gold Pool 2% 4/1/2052
|
61,405
|
49,927
|
|
Freddie Mac Gold Pool 2% 5/1/2036
|
42,242
|
38,150
|
|
Freddie Mac Gold Pool 2% 5/1/2041
|
183,315
|
155,752
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
7,226,222
|
5,870,991
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
2,942,551
|
2,403,569
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
80,375
|
65,401
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
85,069
|
68,823
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
198,829
|
160,856
|
|
Freddie Mac Gold Pool 2% 6/1/2041
|
311,955
|
265,051
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
662,417
|
540,048
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
18,449
|
15,675
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
1,209,744
|
1,035,790
|
|
Freddie Mac Gold Pool 2% 7/1/2051
|
47,772
|
38,843
|
|
Freddie Mac Gold Pool 2% 8/1/2036
|
1,407,429
|
1,271,077
|
|
Freddie Mac Gold Pool 2% 8/1/2050
|
16,706
|
13,620
|
|
Freddie Mac Gold Pool 2% 9/1/2051
|
60,035
|
48,813
|
|
Freddie Mac Gold Pool 2% 9/1/2051
|
106,151
|
85,347
|
|
Freddie Mac Gold Pool 2% 9/1/2051
|
358,990
|
291,888
|
|
Freddie Mac Gold Pool 2% 9/1/2051
|
356,547
|
289,902
|
|
Freddie Mac Gold Pool 2.5% 1/1/2031
|
4,908
|
4,678
|
|
Freddie Mac Gold Pool 2.5% 1/1/2041
|
516,688
|
456,864
|
|
Freddie Mac Gold Pool 2.5% 1/1/2042
|
259,854
|
227,980
|
|
Freddie Mac Gold Pool 2.5% 1/1/2052
|
765,935
|
647,572
|
|
Freddie Mac Gold Pool 2.5% 10/1/2031
|
27,483
|
26,147
|
|
Freddie Mac Gold Pool 2.5% 10/1/2041
|
131,026
|
115,200
|
|
Freddie Mac Gold Pool 2.5% 11/1/2031
|
112,920
|
107,093
|
|
Freddie Mac Gold Pool 2.5% 11/1/2032
|
5,774
|
5,453
|
|
Freddie Mac Gold Pool 2.5% 11/1/2032
|
5,162
|
4,870
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
81,502
|
71,811
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
70,883
|
62,499
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
1,511,946
|
1,333,107
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
753,528
|
640,850
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
203,841
|
171,194
|
|
Freddie Mac Gold Pool 2.5% 12/1/2032
|
175,483
|
165,660
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
219,467
|
184,317
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
593,361
|
501,852
|
|
Freddie Mac Gold Pool 2.5% 2/1/2035
|
107,432
|
99,617
|
|
Freddie Mac Gold Pool 2.5% 2/1/2042
|
283,133
|
251,058
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
15,313
|
12,947
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
9,115,114
|
7,766,340
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
2,551,687
|
2,157,365
|
|
Freddie Mac Gold Pool 2.5% 3/1/2032
|
1,482,213
|
1,404,422
|
|
Freddie Mac Gold Pool 2.5% 3/1/2033
|
38,871
|
36,675
|
|
Freddie Mac Gold Pool 2.5% 3/1/2037
|
509,402
|
469,005
|
|
Freddie Mac Gold Pool 2.5% 3/1/2051
|
2,457,767
|
2,074,887
|
|
Freddie Mac Gold Pool 2.5% 4/1/2033
|
16,588
|
15,628
|
|
Freddie Mac Gold Pool 2.5% 4/1/2033
|
32,806
|
30,932
|
|
Freddie Mac Gold Pool 2.5% 4/1/2042
|
3,913,438
|
3,428,529
|
|
Freddie Mac Gold Pool 2.5% 4/1/2042
|
52,957
|
46,627
|
|
Freddie Mac Gold Pool 2.5% 4/1/2047
|
504,303
|
426,844
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
939,266
|
798,227
|
|
Freddie Mac Gold Pool 2.5% 5/1/2033
|
4,413
|
4,145
|
|
Freddie Mac Gold Pool 2.5% 5/1/2041
|
614,449
|
545,610
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
385,341
|
327,599
|
|
Freddie Mac Gold Pool 2.5% 6/1/2031
|
16,128
|
15,352
|
|
Freddie Mac Gold Pool 2.5% 6/1/2031
|
18,176
|
17,319
|
|
Freddie Mac Gold Pool 2.5% 6/1/2040
|
46,583
|
41,364
|
|
Freddie Mac Gold Pool 2.5% 6/1/2041
|
62,725
|
55,345
|
|
Freddie Mac Gold Pool 2.5% 7/1/2031
|
28,044
|
26,694
|
|
Freddie Mac Gold Pool 2.5% 7/1/2032
|
473,306
|
447,868
|
|
Freddie Mac Gold Pool 2.5% 7/1/2033
|
139,828
|
132,063
|
|
Freddie Mac Gold Pool 2.5% 7/1/2033
|
54,967
|
51,570
|
|
Freddie Mac Gold Pool 2.5% 7/1/2036
|
209,144
|
193,996
|
|
Freddie Mac Gold Pool 2.5% 7/1/2050
|
775,159
|
659,246
|
|
Freddie Mac Gold Pool 2.5% 7/1/2050
|
92,605
|
79,018
|
|
Freddie Mac Gold Pool 2.5% 7/1/2051
|
569,020
|
482,687
|
|
Freddie Mac Gold Pool 2.5% 8/1/2031
|
46,937
|
44,656
|
|
Freddie Mac Gold Pool 2.5% 8/1/2032
|
1,048,369
|
991,553
|
|
Freddie Mac Gold Pool 2.5% 8/1/2041
|
59,804
|
52,730
|
|
Freddie Mac Gold Pool 2.5% 9/1/2041
|
131,286
|
116,291
|
|
Freddie Mac Gold Pool 2.5% 9/1/2051
|
772,731
|
651,628
|
|
Freddie Mac Gold Pool 3% 1/1/2033
|
27,023
|
25,799
|
|
Freddie Mac Gold Pool 3% 1/1/2043
|
6,190
|
5,584
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
31,744
|
27,859
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
908,003
|
796,890
|
|
Freddie Mac Gold Pool 3% 11/1/2050
|
53,795
|
47,330
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
164,807
|
144,640
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
362,965
|
318,549
|
|
Freddie Mac Gold Pool 3% 12/1/2030
|
51,894
|
49,956
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
4,471
|
4,277
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
43,858
|
42,124
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
8,640
|
7,841
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
4,563
|
4,141
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
97,070
|
88,150
|
|
Freddie Mac Gold Pool 3% 12/1/2046
|
203,416
|
181,236
|
|
Freddie Mac Gold Pool 3% 12/1/2050
|
453,222
|
398,752
|
|
Freddie Mac Gold Pool 3% 12/1/2051
|
232,997
|
204,485
|
|
Freddie Mac Gold Pool 3% 2/1/2033
|
16,984
|
16,209
|
|
Freddie Mac Gold Pool 3% 2/1/2033
|
50,478
|
48,650
|
|
Freddie Mac Gold Pool 3% 2/1/2037
|
28,587
|
26,855
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
7,623
|
6,936
|
|
Freddie Mac Gold Pool 3% 2/1/2050
|
512,758
|
454,017
|
|
Freddie Mac Gold Pool 3% 3/1/2033
|
33,031
|
31,522
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
864,169
|
757,340
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
462,829
|
405,758
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
435,786
|
383,411
|
|
Freddie Mac Gold Pool 3% 4/1/2034
|
41,086
|
39,262
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
8,163
|
7,306
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
10,823
|
9,687
|
|
Freddie Mac Gold Pool 3% 4/1/2050
|
175,285
|
155,149
|
|
Freddie Mac Gold Pool 3% 5/1/2035
|
527,458
|
500,787
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
5,121
|
4,590
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
24,522
|
21,948
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
153,918
|
137,761
|
|
Freddie Mac Gold Pool 3% 5/1/2051
|
335,871
|
295,295
|
|
Freddie Mac Gold Pool 3% 5/1/2052
|
3,862,374
|
3,384,903
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
15,496
|
14,906
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
5,406
|
5,202
|
|
Freddie Mac Gold Pool 3% 6/1/2046
|
152,998
|
136,937
|
|
Freddie Mac Gold Pool 3% 6/1/2050
|
83,995
|
74,477
|
|
Freddie Mac Gold Pool 3% 6/1/2052
|
1,509,311
|
1,323,200
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
10,351
|
9,287
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
171,353
|
150,384
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
312,908
|
274,715
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
19,020
|
17,603
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
6,399
|
5,932
|
|
Freddie Mac Gold Pool 3.5% 1/1/2048
|
9,446
|
8,761
|
|
Freddie Mac Gold Pool 3.5% 1/1/2048
|
986,809
|
908,738
|
|
Freddie Mac Gold Pool 3.5% 10/1/2040
|
8,776
|
8,177
|
|
Freddie Mac Gold Pool 3.5% 10/1/2047
|
33,149
|
30,765
|
|
Freddie Mac Gold Pool 3.5% 10/1/2051
|
223,413
|
204,761
|
|
Freddie Mac Gold Pool 3.5% 11/1/2033
|
71,551
|
69,322
|
|
Freddie Mac Gold Pool 3.5% 11/1/2040
|
14,774
|
13,766
|
|
Freddie Mac Gold Pool 3.5% 11/1/2042
|
226,493
|
211,288
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
10,149
|
9,358
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
30,589
|
28,310
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
228,978
|
212,437
|
|
Freddie Mac Gold Pool 3.5% 12/1/2033
|
26,001
|
24,844
|
|
Freddie Mac Gold Pool 3.5% 12/1/2040
|
14,569
|
13,574
|
|
Freddie Mac Gold Pool 3.5% 12/1/2046
|
35,321
|
32,634
|
|
Freddie Mac Gold Pool 3.5% 12/1/2047
|
40,178
|
37,047
|
|
Freddie Mac Gold Pool 3.5% 12/1/2047
|
57,289
|
53,132
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
276,796
|
264,481
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
8,137
|
7,657
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
20,885
|
19,545
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
950,566
|
888,115
|
|
Freddie Mac Gold Pool 3.5% 2/1/2048
|
122,642
|
112,969
|
|
Freddie Mac Gold Pool 3.5% 2/1/2048
|
21,485
|
19,811
|
|
Freddie Mac Gold Pool 3.5% 2/1/2052
|
69,567
|
63,341
|
|
Freddie Mac Gold Pool 3.5% 2/1/2052
|
300,685
|
274,900
|
|
Freddie Mac Gold Pool 3.5% 2/1/2052
|
94,679
|
86,508
|
|
Freddie Mac Gold Pool 3.5% 3/1/2032
|
172,960
|
166,292
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
54,839
|
50,839
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
10,819
|
10,030
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
14,082
|
13,055
|
|
Freddie Mac Gold Pool 3.5% 3/1/2046
|
197,153
|
183,081
|
|
Freddie Mac Gold Pool 3.5% 3/1/2048
|
48,095
|
44,271
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
112,679
|
102,981
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
248,383
|
226,842
|
|
Freddie Mac Gold Pool 3.5% 4/1/2033
|
176,014
|
171,135
|
|
Freddie Mac Gold Pool 3.5% 4/1/2040
|
17,499
|
16,310
|
|
Freddie Mac Gold Pool 3.5% 4/1/2042
|
178,403
|
167,151
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
10,473
|
9,788
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
24,314
|
22,704
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
44,937
|
41,561
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
37,558
|
34,795
|
|
Freddie Mac Gold Pool 3.5% 4/1/2052
|
254,781
|
234,366
|
|
Freddie Mac Gold Pool 3.5% 5/1/2034
|
30,814
|
29,375
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
6,011
|
5,602
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
36,372
|
33,901
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
87,590
|
81,092
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
387,780
|
359,981
|
|
Freddie Mac Gold Pool 3.5% 6/1/2032
|
122,220
|
117,317
|
|
Freddie Mac Gold Pool 3.5% 6/1/2040
|
33,707
|
31,417
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
106,217
|
98,337
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
16,561
|
15,332
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
186,479
|
172,878
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
9,988
|
9,275
|
|
Freddie Mac Gold Pool 3.5% 7/1/2032
|
172,363
|
165,718
|
|
Freddie Mac Gold Pool 3.5% 7/1/2040
|
4,505
|
4,199
|
|
Freddie Mac Gold Pool 3.5% 7/1/2042
|
563,414
|
526,332
|
|
Freddie Mac Gold Pool 3.5% 7/1/2042
|
256,876
|
240,157
|
|
Freddie Mac Gold Pool 3.5% 7/1/2047
|
562,830
|
522,348
|
|
Freddie Mac Gold Pool 3.5% 8/1/2034
|
50,960
|
48,470
|
|
Freddie Mac Gold Pool 3.5% 8/1/2040
|
20,486
|
19,094
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
101,513
|
94,212
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
854,973
|
793,477
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
67,093
|
62,267
|
|
Freddie Mac Gold Pool 3.5% 8/1/2049
|
10,650,324
|
9,814,387
|
|
Freddie Mac Gold Pool 3.5% 8/1/2051
|
292,984
|
268,614
|
|
Freddie Mac Gold Pool 3.5% 9/1/2040
|
15,496
|
14,438
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
1,367,519
|
1,277,210
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
744,989
|
695,495
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
49,743
|
45,975
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
470,882
|
436,537
|
|
Freddie Mac Gold Pool 3.5% 9/1/2047
|
18,641
|
17,300
|
|
Freddie Mac Gold Pool 3.5% 9/1/2047
|
15,337
|
14,234
|
|
Freddie Mac Gold Pool 4% 1/1/2036
|
86,385
|
84,269
|
|
Freddie Mac Gold Pool 4% 1/1/2039
|
8,942
|
8,659
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
6,495
|
6,268
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
3,213
|
3,106
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
4,595
|
4,407
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
50,749
|
48,913
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
5,992
|
5,775
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
4,810
|
4,638
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
2,386
|
2,297
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
12,961
|
12,446
|
|
Freddie Mac Gold Pool 4% 10/1/2044
|
7,975
|
7,641
|
|
Freddie Mac Gold Pool 4% 10/1/2045
|
3,848
|
3,676
|
|
Freddie Mac Gold Pool 4% 10/1/2052
|
661,740
|
627,166
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
8,475
|
8,162
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
10,834
|
10,435
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
8,722
|
8,387
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
93,013
|
89,600
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
107,461
|
103,592
|
|
Freddie Mac Gold Pool 4% 11/1/2047
|
61,105
|
58,121
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
2,739
|
2,645
|
|
Freddie Mac Gold Pool 4% 12/1/2047
|
103,388
|
98,338
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
17,070
|
16,476
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
23,416
|
22,544
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
8,224
|
7,904
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
5,231
|
5,026
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
6,239
|
5,994
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
3,354
|
3,221
|
|
Freddie Mac Gold Pool 4% 2/1/2045
|
73,418
|
70,457
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
25,712
|
24,670
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
68,945
|
65,599
|
|
Freddie Mac Gold Pool 4% 2/1/2050
|
15,507
|
14,658
|
|
Freddie Mac Gold Pool 4% 2/1/2053
|
1,947,901
|
1,844,760
|
|
Freddie Mac Gold Pool 4% 2/1/2053
|
7,397,237
|
7,005,556
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
4,667
|
4,500
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
4,578
|
4,407
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
57,739
|
55,589
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
45,564
|
43,895
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
4,374
|
4,208
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
86,401
|
83,059
|
|
Freddie Mac Gold Pool 4% 4/1/2046
|
24,553
|
23,430
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
1,108
|
1,054
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
11,731
|
11,162
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
24,122
|
22,951
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
4,104
|
3,905
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
18,847
|
17,933
|
|
Freddie Mac Gold Pool 4% 5/1/2038
|
115,384
|
111,765
|
|
Freddie Mac Gold Pool 4% 5/1/2042
|
7,521
|
7,256
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
5,783
|
5,555
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
8,412
|
8,051
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
35,556
|
34,275
|
|
Freddie Mac Gold Pool 4% 5/1/2048
|
141,025
|
134,269
|
|
Freddie Mac Gold Pool 4% 6/1/2038
|
4,537
|
4,394
|
|
Freddie Mac Gold Pool 4% 6/1/2038
|
3,377
|
3,273
|
|
Freddie Mac Gold Pool 4% 6/1/2041
|
2,159
|
2,079
|
|
Freddie Mac Gold Pool 4% 6/1/2045
|
5,587
|
5,354
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
28,280
|
26,996
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
397,238
|
378,950
|
|
Freddie Mac Gold Pool 4% 7/1/2042
|
91,317
|
87,831
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
4,828
|
4,643
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
11,170
|
10,727
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
10,172
|
9,784
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
5,164
|
4,959
|
|
Freddie Mac Gold Pool 4% 7/1/2045
|
22,820
|
21,869
|
|
Freddie Mac Gold Pool 4% 8/1/2038
|
19,548
|
18,935
|
|
Freddie Mac Gold Pool 4% 8/1/2038
|
28,132
|
27,250
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
5,412
|
5,197
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
6,309
|
6,084
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
2,240
|
2,159
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
2,027
|
1,952
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
6,566
|
6,340
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
36,646
|
35,282
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
6,384
|
6,129
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
8,821
|
8,476
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
8,492
|
8,157
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
6,213
|
5,962
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
8,971
|
8,622
|
|
Freddie Mac Gold Pool 4% 9/1/2044
|
5,619
|
5,392
|
|
Freddie Mac Gold Pool 4.5% 1/1/2040
|
2,203
|
2,181
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
1,325
|
1,312
|
|
Freddie Mac Gold Pool 4.5% 1/1/2042
|
65,707
|
65,027
|
|
Freddie Mac Gold Pool 4.5% 1/1/2047
|
5,827
|
5,712
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
12,982
|
12,854
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
2,913
|
2,884
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
1,255
|
1,243
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
3,839
|
3,799
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
6,473
|
6,406
|
|
Freddie Mac Gold Pool 4.5% 10/1/2041
|
15,470
|
15,302
|
|
Freddie Mac Gold Pool 4.5% 10/1/2042
|
72,049
|
70,793
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
11,909
|
11,612
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
84,342
|
82,740
|
|
Freddie Mac Gold Pool 4.5% 11/1/2040
|
1,410
|
1,395
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
2,101
|
2,078
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
1,811
|
1,792
|
|
Freddie Mac Gold Pool 4.5% 12/1/2042
|
47,192
|
46,296
|
|
Freddie Mac Gold Pool 4.5% 12/1/2044
|
3,806
|
3,747
|
|
Freddie Mac Gold Pool 4.5% 12/1/2045
|
12,062
|
11,944
|
|
Freddie Mac Gold Pool 4.5% 12/1/2046
|
5,917
|
5,804
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
2,253
|
2,230
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
1,022
|
1,011
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
1,496
|
1,482
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
9,331
|
9,237
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
2,388
|
2,362
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
2,383
|
2,357
|
|
Freddie Mac Gold Pool 4.5% 2/1/2047
|
21,415
|
20,995
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
10,054
|
9,951
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
2,318
|
2,294
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
23,987
|
23,739
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
3,502
|
3,466
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
31,348
|
31,021
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
3,234
|
3,198
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
3,199
|
3,165
|
|
Freddie Mac Gold Pool 4.5% 5/1/2035
|
1,109
|
1,099
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
8,397
|
8,315
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
3,370
|
3,333
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
3,447
|
3,410
|
|
Freddie Mac Gold Pool 4.5% 5/1/2045
|
19,028
|
18,720
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
54,008
|
52,931
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
17,458
|
17,110
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
40,333
|
39,529
|
|
Freddie Mac Gold Pool 4.5% 6/1/2038
|
1,324
|
1,312
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
3,649
|
3,613
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
2,295
|
2,272
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
2,661
|
2,632
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
1,132
|
1,121
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
23,924
|
23,492
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
77,395
|
75,852
|
|
Freddie Mac Gold Pool 4.5% 7/1/2025
|
554
|
553
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
4,417
|
4,373
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
1,911
|
1,891
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
1,753
|
1,735
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
32,484
|
31,837
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
17,948
|
17,624
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
40,802
|
40,078
|
|
Freddie Mac Gold Pool 4.5% 8/1/2033
|
550
|
546
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
1,576
|
1,560
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
1,532
|
1,515
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
1,163
|
1,152
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
11,590
|
11,469
|
|
Freddie Mac Gold Pool 4.5% 8/1/2052
|
53,834
|
51,936
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
7,122
|
7,054
|
|
Freddie Mac Gold Pool 4.5% 9/1/2040
|
3,037
|
3,006
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
11,913
|
11,788
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
15,807
|
15,643
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
27,393
|
27,121
|
|
Freddie Mac Gold Pool 5% 1/1/2035
|
12,464
|
12,560
|
|
Freddie Mac Gold Pool 5% 1/1/2037
|
575
|
580
|
|
Freddie Mac Gold Pool 5% 1/1/2040
|
6,030
|
6,097
|
|
Freddie Mac Gold Pool 5% 1/1/2053
|
392,990
|
387,894
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
1,366
|
1,377
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
990
|
997
|
|
Freddie Mac Gold Pool 5% 10/1/2052
|
169,558
|
168,154
|
|
Freddie Mac Gold Pool 5% 11/1/2035
|
809
|
816
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
786,720
|
779,715
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
266,613
|
264,822
|
|
Freddie Mac Gold Pool 5% 11/1/2054
|
15,699,946
|
15,406,829
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
531
|
535
|
|
Freddie Mac Gold Pool 5% 12/1/2035
|
2,175
|
2,194
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
599,386
|
594,049
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
465,338
|
461,195
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
424,105
|
420,064
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
115,475
|
114,375
|
|
Freddie Mac Gold Pool 5% 4/1/2034
|
456
|
460
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
3,433
|
3,460
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
852
|
860
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
1,102
|
1,112
|
|
Freddie Mac Gold Pool 5% 4/1/2036
|
7,996
|
8,070
|
|
Freddie Mac Gold Pool 5% 4/1/2040
|
6,891
|
6,966
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
287
|
289
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
627
|
632
|
|
Freddie Mac Gold Pool 5% 5/1/2035
|
3,202
|
3,230
|
|
Freddie Mac Gold Pool 5% 6/1/2035
|
596
|
601
|
|
Freddie Mac Gold Pool 5% 6/1/2035
|
269
|
271
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
4,363
|
4,410
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
3,466
|
3,504
|
|
Freddie Mac Gold Pool 5% 6/1/2041
|
115,472
|
116,764
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
2,260,026
|
2,247,671
|
|
Freddie Mac Gold Pool 5% 6/1/2053
|
341,888
|
341,514
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
20,811
|
20,988
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
2,887
|
2,913
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
1,972
|
1,994
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
2,450
|
2,477
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
962
|
969
|
|
Freddie Mac Gold Pool 5% 8/1/2033
|
371
|
374
|
|
Freddie Mac Gold Pool 5% 8/1/2034
|
5,046
|
5,086
|
|
Freddie Mac Gold Pool 5% 8/1/2035
|
406
|
410
|
|
Freddie Mac Gold Pool 5% 8/1/2040
|
3,795
|
3,836
|
|
Freddie Mac Gold Pool 5% 9/1/2033
|
1,231
|
1,241
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
2,539
|
2,562
|
|
Freddie Mac Gold Pool 5% 9/1/2052
|
159,724
|
158,402
|
|
Freddie Mac Gold Pool 5% 9/1/2054
|
7,035,026
|
6,925,668
|
|
Freddie Mac Gold Pool 5.5% 11/1/2052
|
974,288
|
985,666
|
|
Freddie Mac Gold Pool 5.5% 12/1/2054
|
200,000
|
199,836
|
|
Freddie Mac Gold Pool 5.5% 2/1/2054
|
257,337
|
257,286
|
|
Freddie Mac Gold Pool 5.5% 3/1/2053 (u)(v)
|
1,321,622
|
1,339,534
|
|
Freddie Mac Gold Pool 5.5% 4/1/2053
|
226,488
|
229,062
|
|
Freddie Mac Gold Pool 5.5% 4/1/2054
|
12,464,265
|
12,450,121
|
|
Freddie Mac Gold Pool 5.5% 5/1/2053
|
622,966
|
627,515
|
|
Freddie Mac Gold Pool 5.5% 6/1/2039
|
5,610,480
|
5,675,284
|
|
Freddie Mac Gold Pool 5.5% 7/1/2039
|
5,755,860
|
5,822,343
|
|
Freddie Mac Gold Pool 5.5% 9/1/2039
|
1,994,737
|
2,018,400
|
|
Freddie Mac Gold Pool 5.5% 9/1/2053
|
4,148,141
|
4,187,508
|
|
Freddie Mac Gold Pool 5.5% 9/1/2054
|
6,471,311
|
6,463,968
|
|
Freddie Mac Gold Pool 6% 1/1/2032
|
283
|
292
|
|
Freddie Mac Gold Pool 6% 1/1/2032
|
184
|
190
|
|
Freddie Mac Gold Pool 6% 10/1/2032
|
158
|
163
|
|
Freddie Mac Gold Pool 6% 10/1/2054
|
1,428,193
|
1,470,625
|
|
Freddie Mac Gold Pool 6% 11/1/2031
|
213
|
219
|
|
Freddie Mac Gold Pool 6% 11/1/2032
|
2,233
|
2,303
|
|
Freddie Mac Gold Pool 6% 11/1/2053
|
358,889
|
365,402
|
|
Freddie Mac Gold Pool 6% 12/1/2032
|
85
|
88
|
|
Freddie Mac Gold Pool 6% 12/1/2037
|
1,031
|
1,079
|
|
Freddie Mac Gold Pool 6% 12/1/2037
|
3,939
|
4,125
|
|
Freddie Mac Gold Pool 6% 3/1/2053
|
1,211,114
|
1,243,691
|
|
Freddie Mac Gold Pool 6% 4/1/2031
|
149
|
153
|
|
Freddie Mac Gold Pool 6% 4/1/2033
|
543
|
560
|
|
Freddie Mac Gold Pool 6% 4/1/2054
|
18,953,397
|
19,469,131
|
|
Freddie Mac Gold Pool 6% 5/1/2029
|
35
|
34
|
|
Freddie Mac Gold Pool 6% 5/1/2033
|
3,955
|
4,061
|
|
Freddie Mac Gold Pool 6% 6/1/2031
|
49
|
50
|
|
Freddie Mac Gold Pool 6% 7/1/2032
|
380
|
390
|
|
Freddie Mac Gold Pool 6% 7/1/2033
|
557
|
576
|
|
Freddie Mac Gold Pool 6% 8/1/2037
|
3,531
|
3,688
|
|
Freddie Mac Gold Pool 6% 9/1/2033
|
2,874
|
2,968
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
295,252
|
302,271
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
1,085,526
|
1,119,474
|
|
Freddie Mac Gold Pool 6.5% 1/1/2032
|
1,856
|
1,925
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054
|
1,487,841
|
1,545,002
|
|
Freddie Mac Gold Pool 6.5% 10/1/2032
|
1,114
|
1,158
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
339,269
|
351,269
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
326,481
|
338,948
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
1,369,448
|
1,411,790
|
|
Freddie Mac Gold Pool 6.5% 3/1/2036
|
11,718
|
12,151
|
|
Freddie Mac Gold Pool 6.5% 4/1/2032
|
118
|
122
|
|
Freddie Mac Gold Pool 6.5% 6/1/2054
|
2,823,491
|
2,955,348
|
|
Freddie Mac Gold Pool 6.5% 7/1/2032
|
30
|
30
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
452
|
469
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
274
|
284
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
304
|
315
|
|
Freddie Mac Gold Pool 6.5% 9/1/2039
|
13,799
|
14,586
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
331,378
|
343,100
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
340,287
|
354,131
|
|
Freddie Mac Gold Pool 6.5% 9/1/2054
|
3,262,930
|
3,416,583
|
|
Freddie Mac Gold Pool 7% 1/1/2036
|
574
|
603
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
918
|
964
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
945
|
998
|
|
Freddie Mac Gold Pool 7% 4/1/2032
|
396
|
413
|
|
Freddie Mac Gold Pool 7% 4/1/2032
|
158
|
166
|
|
Freddie Mac Gold Pool 7% 7/1/2029
|
1,615
|
1,673
|
|
Freddie Mac Gold Pool 7% 8/1/2026
|
212
|
214
|
|
Freddie Mac Gold Pool 7% 9/1/2026
|
240
|
243
|
|
Freddie Mac Gold Pool 7% 9/1/2035
|
2,373
|
2,496
|
|
Freddie Mac Gold Pool 7.5% 1/1/2027
|
7
|
6
|
|
Freddie Mac Gold Pool 8% 7/1/2030
|
40
|
41
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
96
|
99
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
57
|
58
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.035%, 6.821% 6/1/2033 (b)(c)
|
10,986
|
11,082
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.23%, 6.968% 4/1/2034 (b)(c)
|
3,569
|
3,616
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.246%, 7.12% 6/1/2033 (b)(c)
|
2,717
|
2,749
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.375%, 7.19% 3/1/2035 (b)(c)
|
4,618
|
4,686
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.548%, 7.588% 7/1/2035 (b)(c)
|
6,345
|
6,471
|
|
Freddie Mac Non Gold Pool 5% 8/1/2053
|
552,961
|
544,408
|
|
Freddie Mac Non Gold Pool 5.5% 7/1/2053
|
3,512,521
|
3,542,563
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
437,887
|
441,632
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
444,338
|
448,555
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
1,541,779
|
1,556,411
|
|
Freddie Mac Non Gold Pool 6% 11/1/2054
|
1,184,130
|
1,215,241
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
381,845
|
391,519
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
324,019
|
331,721
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
380,816
|
389,036
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
342,091
|
350,224
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
386,015
|
395,795
|
|
Freddie Mac Non Gold Pool 6% 9/1/2053
|
641,345
|
652,984
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.325%, 5.575% 1/1/2036 (b)(c)
|
2,747
|
2,787
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.375%, 6.227% 3/1/2036 (b)(c)
|
1,884
|
1,915
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.5%, 6.127% 3/1/2036 (b)(c)
|
1,440
|
1,461
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.665%, 6.04% 7/1/2036 (b)(c)
|
9,308
|
9,470
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.75%, 6.466% 12/1/2040 (b)(c)
|
13,416
|
13,758
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.75%, 7.294% 9/1/2041 (b)(c)
|
38,018
|
38,780
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.75%, 7.567% 7/1/2041 (b)(c)
|
3,343
|
3,409
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.864%, 7.239% 4/1/2036 (b)(c)
|
991
|
1,013
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.88%, 6.88% 10/1/2041 (b)(c)
|
26,809
|
27,411
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.88%, 7.255% 4/1/2041 (b)(c)
|
870
|
888
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.88%, 7.601% 9/1/2041 (b)(c)
|
3,759
|
3,844
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.91%, 7.155% 5/1/2041 (b)(c)
|
7,031
|
7,199
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.91%, 7.485% 5/1/2041 (b)(c)
|
4,718
|
4,826
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.91%, 7.628% 6/1/2041 (b)(c)
|
6,761
|
6,912
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.91%, 7.785% 6/1/2041 (b)(c)
|
1,935
|
1,978
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 1.923%, 7.17% 10/1/2042 (b)(c)
|
15,666
|
16,070
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 2.022%, 6.936% 4/1/2038 (b)(c)
|
826
|
846
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 2.031%, 7.658% 3/1/2033 (b)(c)
|
31
|
32
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR CONSUMER CASH FALLBACKS TERM 1Y + 2.045%, 7.905% 7/1/2036 (b)(c)
|
4,862
|
4,973
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 1Y + 2.2%, 6.45% 12/1/2036 (b)(c)
|
1,189
|
1,222
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 6M + 1.665%, 7.165% 1/1/2037 (b)(c)
|
2,260
|
2,284
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR CONSUMER CASH FALLBACKS TERM 6M + 1.665%, 7.415% 7/1/2035 (b)(c)
|
1,638
|
1,649
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR CONSUMER CASH FALLBACKS TERM 6M + 1.869%, 7.255% 10/1/2036 (b)(c)
|
11,547
|
11,684
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR CONSUMER CASH FALLBACKS TERM 6M + 1.996%, 7.162% 10/1/2035 (b)(c)
|
8,151
|
8,268
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR CONSUMER CASH FALLBACKS TERM 6M + 2.01%, 7.135% 5/1/2037 (b)(c)
|
1,580
|
1,608
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR Consumer Cash Fallbacks Term 6M + 2.02%, 7.635% 6/1/2037 (b)(c)
|
3,382
|
3,425
|
|
Freddie Mac Non Gold Pool FTSE USD IBOR CONSUMER CASH FALLBACKS TERM 6M + 3.049%, 8.549% 10/1/2035 (b)(c)
|
412
|
423
|
|
Ginnie Mae I Pool 2.5% 1/20/2052
|
1,592,664
|
1,348,601
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
717,010
|
606,237
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
2,467,871
|
2,088,917
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
1,277,730
|
1,081,927
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
3,369,802
|
2,853,407
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
605,420
|
512,644
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
875,259
|
741,132
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
1,580,986
|
1,338,712
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
868,939
|
735,781
|
|
Ginnie Mae I Pool 3% 12/15/2042
|
22,586
|
20,257
|
|
Ginnie Mae I Pool 3% 12/20/2042
|
27,768
|
25,205
|
|
Ginnie Mae I Pool 3% 2/15/2045
|
12,857
|
11,548
|
|
Ginnie Mae I Pool 3% 2/20/2050
|
92,554
|
81,924
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
18,639
|
16,921
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
7,930
|
7,204
|
|
Ginnie Mae I Pool 3% 4/15/2045
|
8,261
|
7,420
|
|
Ginnie Mae I Pool 3% 5/15/2042
|
3,747
|
3,395
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
3,318
|
2,999
|
|
Ginnie Mae I Pool 3.5% 1/15/2043
|
11,050
|
10,250
|
|
Ginnie Mae I Pool 3.5% 10/20/2054
|
24,624,321
|
22,505,845
|
|
Ginnie Mae I Pool 3.5% 11/15/2042
|
25,290
|
23,464
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
8,490
|
7,875
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
9,776
|
9,076
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
4,699
|
4,290
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
1,087
|
993
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
3,642
|
3,348
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
10,324
|
9,468
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
10,611
|
9,864
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
3,718
|
3,457
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
49,106
|
45,640
|
|
Ginnie Mae I Pool 3.5% 2/15/2044
|
6,993
|
6,452
|
|
Ginnie Mae I Pool 3.5% 2/20/2043
|
15,455
|
14,426
|
|
Ginnie Mae I Pool 3.5% 3/20/2043
|
6,927
|
6,464
|
|
Ginnie Mae I Pool 3.5% 4/15/2043
|
46,744
|
43,465
|
|
Ginnie Mae I Pool 3.5% 4/15/2043
|
7,492
|
6,928
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
16,882
|
15,662
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
7,218
|
6,700
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
2,459
|
2,283
|
|
Ginnie Mae I Pool 3.5% 7/20/2043
|
13,702
|
12,742
|
|
Ginnie Mae I Pool 3.5% 7/20/2046
|
144,665
|
134,299
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
9,478
|
9,129
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
5,976
|
5,678
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
6,818
|
6,479
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
2,087
|
1,983
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
4,380
|
4,162
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
9,136
|
8,804
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
9,573
|
9,227
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
9,992
|
9,629
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
3,358
|
3,231
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
19,331
|
18,598
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
9,658
|
9,300
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
5,207
|
5,015
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
6,554
|
6,312
|
|
Ginnie Mae I Pool 4% 10/20/2042
|
31,441
|
30,087
|
|
Ginnie Mae I Pool 4% 10/20/2052
|
1,873,501
|
1,765,560
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
2,453
|
2,363
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
16,707
|
16,086
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
1,182
|
1,141
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
9,196
|
8,853
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
5,149
|
4,953
|
|
Ginnie Mae I Pool 4% 2/15/2042
|
2,492
|
2,399
|
|
Ginnie Mae I Pool 4% 2/15/2045
|
7,912
|
7,568
|
|
Ginnie Mae I Pool 4% 3/15/2040
|
38,712
|
37,316
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
19,350
|
18,649
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
8,782
|
8,449
|
|
Ginnie Mae I Pool 4% 4/15/2046
|
54,323
|
51,958
|
|
Ginnie Mae I Pool 4% 4/20/2048
|
6,817
|
6,454
|
|
Ginnie Mae I Pool 4% 4/20/2048
|
7,435
|
7,039
|
|
Ginnie Mae I Pool 4% 5/15/2045
|
7,390
|
7,057
|
|
Ginnie Mae I Pool 4% 5/20/2049
|
14,437
|
13,623
|
|
Ginnie Mae I Pool 4% 6/15/2045
|
1,976
|
1,887
|
|
Ginnie Mae I Pool 4% 7/15/2045
|
5,387
|
5,144
|
|
Ginnie Mae I Pool 4% 7/15/2046
|
4,978
|
4,740
|
|
Ginnie Mae I Pool 4% 8/15/2039
|
1,459
|
1,408
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
8,133
|
7,829
|
|
Ginnie Mae I Pool 4.5% 12/15/2039
|
2,109
|
2,077
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
4,855
|
4,779
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
3,414
|
3,362
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
11,550
|
11,370
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
27,424
|
26,965
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
4,856
|
4,781
|
|
Ginnie Mae I Pool 4.5% 4/20/2053
|
1,128,169
|
1,089,909
|
|
Ginnie Mae I Pool 4.5% 5/15/2039
|
974
|
959
|
|
Ginnie Mae I Pool 4.5% 5/15/2040
|
6,229
|
6,131
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
3,212
|
3,164
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
3,064
|
3,017
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
6,627
|
6,523
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
3,203
|
3,153
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
12,918
|
12,716
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
2,760
|
2,717
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
2,663
|
2,621
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
22,134
|
21,784
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
3,247
|
3,197
|
|
Ginnie Mae I Pool 4.5% 6/15/2041
|
41,622
|
40,937
|
|
Ginnie Mae I Pool 4.5% 7/15/2039
|
3,008
|
2,962
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
10,392
|
10,229
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
6,504
|
6,403
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
4,480
|
4,409
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
8,369
|
8,237
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
5,128
|
5,047
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
4,616
|
4,543
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
13,696
|
13,486
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
17,503
|
17,234
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
5,570
|
5,483
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
26,953
|
26,538
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
4,987
|
4,910
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
2,466
|
2,428
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
1,954
|
1,959
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
1,685
|
1,690
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
13,082
|
13,117
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
16,819
|
16,865
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
3,006
|
3,015
|
|
Ginnie Mae I Pool 5% 4/20/2048
|
161,880
|
163,600
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
2,115
|
2,121
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
4,251
|
4,261
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
38,878
|
38,986
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
3,847
|
3,856
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
1,719
|
1,724
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
2,777
|
2,785
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
2,661
|
2,669
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
3,058
|
3,067
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
10,907
|
10,934
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
1,522
|
1,526
|
|
Ginnie Mae I Pool 5% 9/15/2041
|
28,815
|
28,892
|
|
Ginnie Mae I Pool 5.47% 8/20/2059 (c)(l)
|
176
|
171
|
|
Ginnie Mae I Pool 5.5% 1/15/2039
|
1,708
|
1,735
|
|
Ginnie Mae I Pool 5.5% 10/15/2035
|
1,344
|
1,361
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
5,785
|
5,876
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
8,562
|
8,698
|
|
Ginnie Mae I Pool 6% 5/15/2040
|
23,360
|
24,140
|
|
Ginnie Mae I Pool 6% 6/15/2036
|
153,637
|
157,951
|
|
Ginnie Mae I Pool 6.5% 9/15/2034
|
390
|
401
|
|
Ginnie Mae I Pool 7% 1/15/2032
|
185
|
190
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
86
|
87
|
|
Ginnie Mae I Pool 7% 11/15/2031
|
81
|
83
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
32
|
32
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
31
|
32
|
|
Ginnie Mae I Pool 7% 4/20/2032
|
2,085
|
2,153
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
36
|
36
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
326
|
333
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
40
|
41
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
41
|
42
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
38
|
39
|
|
Ginnie Mae I Pool 7.5% 1/15/2031
|
14
|
14
|
|
Ginnie Mae I Pool 7.5% 3/15/2028
|
622
|
635
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
28
|
28
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
50
|
51
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
4
|
4
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
17
|
17
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
101
|
103
|
|
Ginnie Mae I Pool 8% 7/15/2025
|
1
|
1
|
|
Ginnie Mae I Pool 8% 7/15/2027
|
12
|
12
|
|
Ginnie Mae I Pool 8.5% 7/15/2030
|
19
|
19
|
|
Ginnie Mae I Pool 8.5% 8/15/2029
|
11
|
11
|
|
Ginnie Mae II Pool 2% 1/1/2055 (e)
|
29,025,000
|
23,886,669
|
|
Ginnie Mae II Pool 2% 1/20/2051
|
759,015
|
625,203
|
|
Ginnie Mae II Pool 2% 1/20/2052
|
4,795,061
|
3,942,964
|
|
Ginnie Mae II Pool 2% 10/20/2050
|
9,303,204
|
7,658,719
|
|
Ginnie Mae II Pool 2% 11/20/2050
|
2,407,532
|
1,981,963
|
|
Ginnie Mae II Pool 2% 12/1/2054 (e)
|
52,000,000
|
42,753,750
|
|
Ginnie Mae II Pool 2% 12/20/2050
|
4,513,699
|
3,715,127
|
|
Ginnie Mae II Pool 2% 2/20/2051
|
1,051,881
|
865,780
|
|
Ginnie Mae II Pool 2% 2/20/2052
|
32,633,541
|
26,834,463
|
|
Ginnie Mae II Pool 2% 3/20/2052
|
851,119
|
699,872
|
|
Ginnie Mae II Pool 2% 4/20/2051
|
92,728
|
76,264
|
|
Ginnie Mae II Pool 2% 4/20/2052
|
183,451
|
150,852
|
|
Ginnie Mae II Pool 2.5% 12/1/2054 (e)
|
21,000,000
|
17,955,000
|
|
Ginnie Mae II Pool 2.5% 12/20/2050
|
167,483
|
143,623
|
|
Ginnie Mae II Pool 2.5% 12/20/2051
|
27,485
|
23,514
|
|
Ginnie Mae II Pool 2.5% 2/20/2052
|
608,438
|
520,333
|
|
Ginnie Mae II Pool 2.5% 4/20/2052
|
12,582,938
|
10,762,833
|
|
Ginnie Mae II Pool 2.5% 5/20/2052
|
13,337,484
|
11,408,235
|
|
Ginnie Mae II Pool 2.5% 6/20/2051
|
615,469
|
526,635
|
|
Ginnie Mae II Pool 2.5% 7/20/2051
|
1,449,455
|
1,240,247
|
|
Ginnie Mae II Pool 3% 1/1/2055 (e)
|
27,050,000
|
23,995,252
|
|
Ginnie Mae II Pool 3% 1/20/2032
|
471,955
|
454,448
|
|
Ginnie Mae II Pool 3% 1/20/2043
|
150,669
|
136,615
|
|
Ginnie Mae II Pool 3% 10/20/2031
|
152,941
|
147,360
|
|
Ginnie Mae II Pool 3% 10/20/2043
|
12,216
|
11,050
|
|
Ginnie Mae II Pool 3% 11/20/2031
|
164,997
|
158,925
|
|
Ginnie Mae II Pool 3% 12/1/2054 (e)
|
51,075,000
|
45,281,180
|
|
Ginnie Mae II Pool 3% 12/20/2031
|
250,308
|
241,099
|
|
Ginnie Mae II Pool 3% 12/20/2042
|
13,175
|
11,949
|
|
Ginnie Mae II Pool 3% 2/20/2031
|
20,381
|
19,696
|
|
Ginnie Mae II Pool 3% 3/20/2031
|
41,889
|
40,467
|
|
Ginnie Mae II Pool 3% 4/20/2031
|
156,873
|
151,496
|
|
Ginnie Mae II Pool 3% 5/20/2031
|
325,532
|
314,267
|
|
Ginnie Mae II Pool 3% 7/20/2031
|
4,274
|
4,123
|
|
Ginnie Mae II Pool 3% 8/20/2031
|
50,150
|
48,367
|
|
Ginnie Mae II Pool 3% 9/20/2031
|
20,137
|
19,415
|
|
Ginnie Mae II Pool 3.5% 1/1/2055 (e)
|
20,825,000
|
19,046,741
|
|
Ginnie Mae II Pool 3.5% 11/20/2041
|
62,613
|
58,591
|
|
Ginnie Mae II Pool 3.5% 11/20/2054
|
5,299,600
|
4,843,665
|
|
Ginnie Mae II Pool 3.5% 12/1/2054 (e)
|
38,325,000
|
35,034,439
|
|
Ginnie Mae II Pool 3.5% 12/20/2041
|
26,872
|
25,146
|
|
Ginnie Mae II Pool 3.5% 2/20/2043
|
12,098
|
11,288
|
|
Ginnie Mae II Pool 3.5% 3/20/2043
|
14,909
|
13,911
|
|
Ginnie Mae II Pool 3.5% 3/20/2044
|
2,267
|
2,110
|
|
Ginnie Mae II Pool 3.5% 4/20/2043
|
16,214
|
15,125
|
|
Ginnie Mae II Pool 3.5% 5/20/2043
|
154,132
|
143,121
|
|
Ginnie Mae II Pool 3.5% 6/20/2043
|
30,252
|
28,210
|
|
Ginnie Mae II Pool 3.5% 9/20/2043
|
179,339
|
167,095
|
|
Ginnie Mae II Pool 4% 1/20/2042
|
8,066
|
7,724
|
|
Ginnie Mae II Pool 4% 10/20/2040
|
8,712
|
8,355
|
|
Ginnie Mae II Pool 4% 10/20/2041
|
145,459
|
139,322
|
|
Ginnie Mae II Pool 4% 10/20/2044
|
87,053
|
83,048
|
|
Ginnie Mae II Pool 4% 11/20/2040
|
109,329
|
104,833
|
|
Ginnie Mae II Pool 4% 11/20/2041
|
4,821
|
4,618
|
|
Ginnie Mae II Pool 4% 11/20/2044
|
186,716
|
178,109
|
|
Ginnie Mae II Pool 4% 12/1/2054 (e)
|
18,200,000
|
17,119,375
|
|
Ginnie Mae II Pool 4% 12/20/2044
|
5,056
|
4,822
|
|
Ginnie Mae II Pool 4% 2/20/2041
|
2,344
|
2,247
|
|
Ginnie Mae II Pool 4% 3/20/2041
|
9,104
|
8,728
|
|
Ginnie Mae II Pool 4% 3/20/2047
|
344,317
|
327,277
|
|
Ginnie Mae II Pool 4% 4/20/2042
|
28,967
|
27,729
|
|
Ginnie Mae II Pool 4% 5/20/2046
|
26,438
|
25,155
|
|
Ginnie Mae II Pool 4% 6/20/2045
|
84,628
|
80,651
|
|
Ginnie Mae II Pool 4% 7/20/2044
|
4,693
|
4,478
|
|
Ginnie Mae II Pool 4% 8/20/2043
|
10,654
|
10,179
|
|
Ginnie Mae II Pool 4% 8/20/2044
|
12,073
|
11,521
|
|
Ginnie Mae II Pool 4% 8/20/2045
|
276,988
|
263,972
|
|
Ginnie Mae II Pool 4% 9/20/2040
|
39,550
|
37,925
|
|
Ginnie Mae II Pool 4.5% 1/20/2041
|
10,101
|
9,977
|
|
Ginnie Mae II Pool 4.5% 10/20/2039
|
1,421
|
1,374
|
|
Ginnie Mae II Pool 4.5% 10/20/2040
|
2,130
|
2,104
|
|
Ginnie Mae II Pool 4.5% 10/20/2040
|
21,051
|
20,350
|
|
Ginnie Mae II Pool 4.5% 11/20/2040
|
2,134
|
2,108
|
|
Ginnie Mae II Pool 4.5% 11/20/2040
|
8,369
|
8,083
|
|
Ginnie Mae II Pool 4.5% 12/1/2054 (e)
|
3,000,000
|
2,895,000
|
|
Ginnie Mae II Pool 4.5% 12/20/2039
|
7,960
|
7,698
|
|
Ginnie Mae II Pool 4.5% 12/20/2040
|
4,354
|
4,206
|
|
Ginnie Mae II Pool 4.5% 2/20/2041
|
35,900
|
35,458
|
|
Ginnie Mae II Pool 4.5% 2/20/2041
|
426
|
411
|
|
Ginnie Mae II Pool 4.5% 3/20/2036
|
733
|
724
|
|
Ginnie Mae II Pool 4.5% 3/20/2041
|
2,364
|
2,335
|
|
Ginnie Mae II Pool 4.5% 4/20/2040
|
3,750
|
3,624
|
|
Ginnie Mae II Pool 4.5% 4/20/2041
|
22,088
|
21,816
|
|
Ginnie Mae II Pool 4.5% 5/20/2040
|
2,491
|
2,461
|
|
Ginnie Mae II Pool 4.5% 5/20/2041
|
93,383
|
92,230
|
|
Ginnie Mae II Pool 4.5% 5/20/2054
|
2,982,095
|
2,877,700
|
|
Ginnie Mae II Pool 4.5% 6/20/2033
|
407
|
403
|
|
Ginnie Mae II Pool 4.5% 6/20/2039
|
1,573
|
1,522
|
|
Ginnie Mae II Pool 4.5% 6/20/2040
|
3,664
|
3,544
|
|
Ginnie Mae II Pool 4.5% 6/20/2041
|
58,439
|
57,716
|
|
Ginnie Mae II Pool 4.5% 7/20/2039
|
370
|
363
|
|
Ginnie Mae II Pool 4.5% 7/20/2040
|
4,115
|
4,065
|
|
Ginnie Mae II Pool 4.5% 7/20/2040
|
322
|
312
|
|
Ginnie Mae II Pool 4.5% 9/20/2040
|
22,125
|
21,854
|
|
Ginnie Mae II Pool 5% 12/1/2054 (e)
|
17,725,000
|
17,475,742
|
|
Ginnie Mae II Pool 5% 9/20/2033
|
17,449
|
17,514
|
|
Ginnie Mae II Pool 5.5% 1/1/2055 (e)
|
17,025,000
|
17,034,975
|
|
Ginnie Mae II Pool 5.5% 12/1/2054 (e)
|
43,625,000
|
43,682,938
|
|
Ginnie Mae II Pool 6% 1/1/2055 (e)
|
46,700,000
|
47,152,406
|
|
Ginnie Mae II Pool 6% 11/20/2031
|
489
|
500
|
|
Ginnie Mae II Pool 6% 12/1/2054 (e)
|
76,300,000
|
77,098,769
|
|
Ginnie Mae II Pool 6% 5/20/2032
|
2,352
|
2,406
|
|
Ginnie Mae II Pool 6.5% 1/1/2055 (e)
|
12,000,000
|
12,195,469
|
|
Ginnie Mae II Pool 6.5% 11/20/2031
|
87
|
88
|
|
Ginnie Mae II Pool 6.5% 12/1/2054 (e)
|
32,400,000
|
32,941,689
|
|
Ginnie Mae II Pool 6.5% 3/20/2031
|
108
|
110
|
|
Ginnie Mae II Pool 7% 2/20/2032
|
635
|
657
|
|
Ginnie Mae II Pool 7% 3/20/2032
|
314
|
325
|
|
Uniform Mortgage Backed Securities 2% 1/1/2055 (e)
|
96,275,000
|
77,279,490
|
|
Uniform Mortgage Backed Securities 2% 12/1/2039 (e)
|
5,275,000
|
4,729,779
|
|
Uniform Mortgage Backed Securities 2% 12/1/2054 (e)
|
207,825,000
|
166,617,211
|
|
Uniform Mortgage Backed Securities 2.5% 1/1/2055 (e)
|
26,000,000
|
21,786,172
|
|
Uniform Mortgage Backed Securities 2.5% 12/1/2054 (e)
|
60,650,000
|
50,775,422
|
|
Uniform Mortgage Backed Securities 3% 1/1/2055 (e)
|
700,000
|
610,422
|
|
Uniform Mortgage Backed Securities 3% 12/1/2054 (e)
|
20,875,000
|
18,188,974
|
|
Uniform Mortgage Backed Securities 3.5% 12/1/2054 (e)
|
31,100,000
|
28,181,946
|
|
Uniform Mortgage Backed Securities 4% 12/1/2054 (e)
|
9,400,000
|
8,794,875
|
|
Uniform Mortgage Backed Securities 4.5% 12/1/2054 (e)
|
14,950,000
|
14,359,009
|
|
Uniform Mortgage Backed Securities 6% 12/1/2054 (e)
|
42,150,000
|
42,657,115
|
|
Uniform Mortgage Backed Securities 6.5% 1/1/2055 (e)
|
21,775,000
|
22,293,008
|
|
Uniform Mortgage Backed Securities 6.5% 12/1/2054 (e)
|
38,025,000
|
38,934,033
|
|
TOTAL UNITED STATES
|
1,677,346,637
|
||
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
(Cost $1,674,332,743)
|
1,677,346,637
|
||
U.S. Treasury Obligations - 37.1%
|
||||
Yield (%) (x)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 1.125% 5/15/2040
|
1.03
|
8,834,000
|
5,610,970
|
|
US Treasury Bonds 1.125% 8/15/2040
|
4.86
|
578,000
|
363,892
|
|
US Treasury Bonds 1.75% 8/15/2041
|
1.94 to 2.00
|
11,769,000
|
8,036,480
|
|
US Treasury Bonds 1.875% 11/15/2051
|
1.91 to 2.15
|
34,881,000
|
20,778,721
|
|
US Treasury Bonds 2% 11/15/2041
|
2.08 to 3.20
|
11,400,000
|
8,069,508
|
|
US Treasury Bonds 2% 8/15/2051
|
1.95 to 2.14
|
24,514,000
|
15,116,328
|
|
US Treasury Bonds 2.25% 2/15/2052
|
2.29 to 2.99
|
24,090,000
|
15,738,486
|
|
US Treasury Bonds 2.25% 8/15/2046
|
4.93
|
73,000
|
49,976
|
|
US Treasury Bonds 2.875% 5/15/2052
|
3.13 to 4.81
|
23,593,000
|
17,715,947
|
|
US Treasury Bonds 3% 2/15/2047
|
1.15 to 1.19
|
17,645,000
|
13,838,229
|
|
US Treasury Bonds 3.25% 5/15/2042
|
3.39 to 4.91
|
9,900,000
|
8,464,887
|
|
US Treasury Bonds 3.625% 2/15/2053 (v)
|
3.65 to 4.80
|
15,123,000
|
13,179,458
|
|
US Treasury Bonds 3.625% 5/15/2053
|
3.89 to 4.80
|
19,116,000
|
16,675,723
|
|
US Treasury Bonds 3.875% 5/15/2043
|
4.92
|
1,812,000
|
1,676,695
|
|
US Treasury Bonds 4.125% 8/15/2044 (s)
|
4.18 to 4.62
|
3,680,000
|
3,502,900
|
|
US Treasury Bonds 4.125% 8/15/2053
|
4.20 to 5.00
|
28,401,000
|
27,095,220
|
|
US Treasury Bonds 4.25% 2/15/2054
|
4.17 to 4.68
|
167,261,000
|
163,366,955
|
|
US Treasury Bonds 4.25% 8/15/2054 (s)
|
3.96 to 4.39
|
140,900,000
|
137,795,797
|
|
US Treasury Bonds 4.375% 8/15/2043
|
4.91
|
1,251,000
|
1,237,513
|
|
US Treasury Bonds 4.5% 11/15/2054
|
4.60
|
30,000,000
|
30,628,125
|
|
US Treasury Bonds 4.5% 2/15/2044
|
4.62 to 4.90
|
1,270,000
|
1,273,373
|
|
US Treasury Bonds 4.625% 5/15/2044
|
4.07 to 4.65
|
1,375,000
|
1,400,566
|
|
US Treasury Bonds 4.625% 5/15/2054
|
4.02 to 4.55
|
105,000,000
|
109,150,781
|
|
US Treasury Bonds 6.25% 5/15/2030
|
4.72
|
2,216,000
|
2,446,256
|
|
US Treasury Notes 1% 7/31/2028 (v)
|
4.75
|
2,120,000
|
1,896,903
|
|
US Treasury Notes 2.75% 4/30/2027
|
2.72
|
700,000
|
677,824
|
|
US Treasury Notes 2.875% 4/30/2029
|
2.77 to 4.50
|
5,411,700
|
5,144,075
|
|
US Treasury Notes 2.875% 5/15/2032
|
2.96 to 4.70
|
3,200,400
|
2,939,492
|
|
US Treasury Notes 3.5% 9/30/2029
|
3.63 to 3.91
|
383,100,000
|
373,193,272
|
|
US Treasury Notes 3.625% 3/31/2030
|
4.30 to 4.71
|
525,000
|
512,921
|
|
US Treasury Notes 3.625% 9/30/2031
|
3.62 to 4.23
|
233,570,000
|
226,562,900
|
|
US Treasury Notes 3.75% 12/31/2028
|
4.04 to 4.73
|
190,000
|
187,395
|
|
US Treasury Notes 3.75% 12/31/2030
|
4.05 to 4.70
|
617,000
|
604,708
|
|
US Treasury Notes 3.75% 5/31/2030
|
3.74 to 4.71
|
3,656,000
|
3,590,592
|
|
US Treasury Notes 3.75% 8/31/2031
|
3.52 to 3.74
|
122,370,000
|
119,602,334
|
|
US Treasury Notes 3.875% 8/15/2033
|
4.24 to 4.68
|
25,616,000
|
25,036,638
|
|
US Treasury Notes 3.875% 8/15/2034
|
3.64 to 4.28
|
180,610,000
|
175,996,029
|
|
US Treasury Notes 4% 1/15/2027
|
4.14 to 4.17
|
2,670,000
|
2,660,509
|
|
US Treasury Notes 4% 1/31/2029
|
4.72
|
1,812,000
|
1,803,931
|
|
US Treasury Notes 4% 2/15/2034
|
3.83 to 4.67
|
13,083,000
|
12,885,733
|
|
US Treasury Notes 4% 2/28/2030
|
3.85 to 4.71
|
326,000
|
324,332
|
|
US Treasury Notes 4% 2/29/2028
|
4.20
|
600,000
|
597,703
|
|
US Treasury Notes 4% 6/30/2028 (v)
|
3.96 to 3.97
|
7,000,000
|
6,972,930
|
|
US Treasury Notes 4% 7/31/2029
|
3.79 to 3.80
|
10,000,000
|
9,958,327
|
|
US Treasury Notes 4.125% 2/15/2027
|
4.45 to 4.49
|
8,300,000
|
8,290,922
|
|
US Treasury Notes 4.125% 3/31/2031
|
4.33 to 4.70
|
80,315,000
|
80,283,627
|
|
US Treasury Notes 4.125% 7/31/2031
|
3.59 to 4.12
|
107,000,000
|
106,934,463
|
|
US Treasury Notes 4.25% 11/15/2034
|
4.47
|
100,000,000
|
100,453,125
|
|
US Treasury Notes 4.25% 2/28/2029
|
4.29 to 4.71
|
1,602,000
|
1,610,385
|
|
US Treasury Notes 4.25% 2/28/2031
|
4.14 to 4.31
|
37,520,000
|
37,761,828
|
|
US Treasury Notes 4.25% 3/15/2027
|
4.42
|
60,000
|
60,114
|
|
US Treasury Notes 4.25% 6/30/2031
|
4.13 to 4.45
|
46,540,000
|
46,852,691
|
|
US Treasury Notes 4.375% 11/30/2028
|
4.73
|
1,079,000
|
1,089,200
|
|
US Treasury Notes 4.375% 5/15/2034
|
3.79 to 4.55
|
4,659,000
|
4,722,333
|
|
US Treasury Notes 4.5% 11/15/2033
|
3.95 to 4.68
|
132,200,000
|
135,231,305
|
|
US Treasury Notes 4.5% 5/31/2029
|
4.28
|
1,860,000
|
1,890,443
|
|
US Treasury Notes 4.625% 2/28/2025
|
4.23
|
1,500,000
|
1,500,264
|
|
US Treasury Notes 4.625% 4/30/2029
|
4.40 to 4.72
|
6,030,000
|
6,154,604
|
|
US Treasury Notes 4.625% 4/30/2031
|
4.35 to 4.71
|
147,000,000
|
151,053,984
|
|
US Treasury Notes 4.625% 9/30/2028
|
3.83
|
168,000
|
170,953
|
|
US Treasury Notes 4.625% 9/30/2030
|
4.71
|
160,000
|
164,119
|
|
US Treasury Notes 4.875% 10/31/2028
|
4.83
|
732,000
|
751,730
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $2,347,717,134)
|
2,279,337,424
|
|||
Money Market Funds - 6.7%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (y)
|
4.64
|
263,674,908
|
263,727,643
|
|
Fidelity Securities Lending Cash Central Fund (y)(z)
|
4.64
|
145,213,134
|
145,227,655
|
|
|
TOTAL MONEY MARKET FUNDS
(Cost $408,954,553)
|
408,955,298
|
|||
Purchased Swaptions - 0.1%
|
||||
Expiration
Date
|
Notional
Amount
|
Value ($)
|
||
Put Swaptions - 0.0%
|
||||
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.05% and receive annually a floating rate based on the US SOFR Index, expiring April 2034
|
4/23/29
|
3,800,000
|
120,609
|
|
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
|
11/05/29
|
9,300,000
|
345,686
|
|
Option on an interest rate swap with Citibank NA to receive annually a floating rate based on the US SOFR Index and pay a fixed rate of 3.694%, expiring December 2033
|
12/12/28
|
5,500,000
|
195,608
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 3.755% and receive annually a floating rate based on the US SOFR Index, expiring March 2034
|
3/19/29
|
4,200,000
|
150,085
|
|
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
|
10/30/29
|
1,500,000
|
55,799
|
|
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
|
10/31/29
|
6,800,000
|
257,814
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 3.79% and receive annually a floating rate based on US SOFR Index, expiring November 2034
|
11/05/29
|
5,100,000
|
190,492
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to pay annually a fixed rate of 3.8225% and receive annually a floating rate based on the US SOFR Index, expiring February 2035
|
2/24/25
|
9,500,000
|
107,022
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to pay annually a fixed rate of 3.92% and receive annually a floating rate based on US SOFR Index, expiring November 2034
|
11/20/29
|
9,900,000
|
351,933
|
|
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
|
8/01/29
|
8,400,000
|
341,852
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.386% and receive annually a floating rate based on US SOFR Index, expiring August 2035
|
8/18/25
|
15,700,000
|
640,005
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.455% and receive annually a floating rate based on US SOFR Index, expiring August 2034
|
8/29/29
|
9,500,000
|
402,156
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 3.87% and receive annually a floating rate based on US SOFR Index, expiring November 2034
|
11/07/29
|
5,200,000
|
187,550
|
|
TOTAL PUT SWAPTIONS
|
3,346,611
|
|||
Call Swaptions - 0.1%
|
||||
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.05% and pay annually a floating rate based on the US SOFR Index, expiring April 2034
|
4/23/29
|
3,800,000
|
181,654
|
|
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
|
11/05/29
|
9,300,000
|
395,618
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 3.694% and pay a floating rate based on the US SOFR Index, expiring December 2033
|
12/12/28
|
5,500,000
|
211,873
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 3.755% and pay annually a floating rate based on the US SOFR Index, expiring March 2034
|
3/19/29
|
4,200,000
|
170,403
|
|
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
|
10/30/29
|
1,500,000
|
63,337
|
|
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
|
10/31/29
|
6,800,000
|
281,093
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 3.79% and pay annually a floating rate based on US SOFR Index, expiring November 2034
|
11/05/29
|
5,100,000
|
214,969
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 3.8225% and pay annually a floating rate based on the US SOFR Index, expiring February 2035
|
2/24/25
|
9,500,000
|
213,316
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 3.92% and pay annually a floating rate based on US SOFR Index, expiring November 2034
|
11/20/29
|
9,900,000
|
447,338
|
|
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
|
8/01/29
|
8,400,000
|
303,447
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.386% and pay annually a floating rate based on US SOFR Index, expiring August 2035
|
8/18/25
|
15,700,000
|
289,596
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.455% and pay annually a floating rate based on US SOFR Index, expiring August 2034
|
8/29/29
|
9,500,000
|
330,089
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 3.87% and pay annually a floating rate based on US SOFR Index, expiring November 2034
|
11/07/29
|
5,200,000
|
228,240
|
|
TOTAL CALL SWAPTIONS
|
3,330,973
|
|||
TOTAL PURCHASED SWAPTIONS
(Cost $7,327,991)
|
6,677,584
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 118.1%
(Cost $7,303,001,868)
|
7,250,948,312
|
NET OTHER ASSETS (LIABILITIES) - (18.1)% (w)
|
(1,110,761,468)
|
NET ASSETS - 100.0%
|
6,140,186,844
|
TBA Sale Commitments
|
||
Principal
Amount (a)
|
Value ($)
|
|
U.S. Government Agency - Mortgage Securities
|
||
Ginnie Mae II Pool 2% 12/1/2054
|
(29,025,000)
|
(23,863,992)
|
Ginnie Mae II Pool 3% 12/1/2054
|
(42,575,000)
|
(37,745,398)
|
Ginnie Mae II Pool 3.5% 12/1/2054
|
(43,625,000)
|
(39,879,384)
|
Ginnie Mae II Pool 5.5% 12/1/2054
|
(36,050,000)
|
(36,097,878)
|
Ginnie Mae II Pool 6% 12/1/2054
|
(63,600,000)
|
(64,265,816)
|
Ginnie Mae II Pool 6.5% 12/1/2054
|
(24,000,000)
|
(24,401,251)
|
Uniform Mortgage Backed Securities 2% 12/1/2039
|
(5,275,000)
|
(4,729,779)
|
Uniform Mortgage Backed Securities 2% 12/1/2054
|
(147,525,000)
|
(118,273,566)
|
Uniform Mortgage Backed Securities 2.5% 1/1/2055
|
(4,300,000)
|
(3,603,098)
|
Uniform Mortgage Backed Securities 2.5% 12/1/2054
|
(60,650,000)
|
(50,775,422)
|
Uniform Mortgage Backed Securities 3% 12/1/2054
|
(9,100,000)
|
(7,929,086)
|
Uniform Mortgage Backed Securities 3.5% 12/1/2054
|
(23,825,000)
|
(21,589,546)
|
Uniform Mortgage Backed Securities 4% 12/1/2054
|
(16,800,000)
|
(15,718,500)
|
Uniform Mortgage Backed Securities 4.5% 12/1/2054
|
(4,525,000)
|
(4,346,121)
|
Uniform Mortgage Backed Securities 5% 12/1/2054
|
(12,300,000)
|
(12,068,414)
|
Uniform Mortgage Backed Securities 5.5% 12/1/2054
|
(5,400,000)
|
(5,392,407)
|
Uniform Mortgage Backed Securities 6% 12/1/2054
|
(23,550,000)
|
(23,833,335)
|
Uniform Mortgage Backed Securities 6.5% 12/1/2054
|
(30,375,000)
|
(31,101,151)
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
|
(525,614,144)
|
|
TOTAL TBA SALE COMMITMENTS
(Proceeds $519,762,458)
|
(525,614,144)
|
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Interest Rate Contracts
|
|||||
ASX 10 Year Treasury Bond Index Contracts (Australia)
|
12
|
Dec 2024
|
886,524
|
(30,782)
|
(30,782)
|
CBOT 10-Year U.S. Treasury Note Contracts (United States)
|
32
|
Mar 2025
|
3,558,000
|
48,454
|
48,454
|
CBOT 2-Year U.S. Treasury Note Contracts (United States)
|
694
|
Mar 2025
|
143,039,906
|
352,678
|
352,678
|
CBOT 5-Year U.S. Treasury Note Contracts (United States)
|
124
|
Mar 2025
|
13,342,594
|
109,300
|
109,300
|
CBOT Long Term U.S. Treasury Bond Contracts (United States)
|
133
|
Mar 2025
|
15,893,500
|
426,248
|
426,248
|
CBOT Ultra 10-Year U.S. Treasury Note Contracts (United States)
|
10
|
Mar 2025
|
1,147,969
|
21,700
|
21,700
|
TME 10 Year Canadian Note Contracts (Canada)
|
28
|
Mar 2025
|
2,463,512
|
52,765
|
52,765
|
TOTAL PURCHASED
|
980,363
|
||||
Sold
|
|||||
Interest Rate Contracts
|
|||||
CBOT 10-Year U.S. Treasury Note Contracts (United States)
|
246
|
Mar 2025
|
27,352,125
|
(192,375)
|
(192,375)
|
CBOT 5-Year U.S. Treasury Note Contracts (United States)
|
59
|
Mar 2025
|
6,348,492
|
(52,633)
|
(52,633)
|
CBOT Ultra Long Term U.S. Treasury Bond Contracts (United States)
|
1
|
Mar 2025
|
127,188
|
(4,896)
|
(4,896)
|
ICE Long Gilt Contracts (United Kingdom)
|
9
|
Mar 2025
|
1,098,137
|
(16,206)
|
(16,206)
|
TOTAL SOLD
|
(266,110)
|
||||
TOTAL FUTURES CONTRACTS
|
714,253
|
||||
The notional amount of futures purchased as a percentage of Net Assets is 2.9%
|
|||||
The notional amount of futures sold as a percentage of Net Assets is 0.5%
|
|||||
Forward Foreign Currency Contracts
|
||||||
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation/
(Depreciation) ($)
|
||
EUR
|
52,000
|
USD
|
56,271
|
BNP Paribas SA
|
12/05/24
|
(1,315)
|
GBP
|
68,000
|
USD
|
85,069
|
BNP Paribas SA
|
12/05/24
|
1,458
|
USD
|
308,474
|
CAD
|
415,000
|
BNP Paribas SA
|
12/05/24
|
12,032
|
USD
|
77,096
|
CAD
|
104,000
|
BNP Paribas SA
|
12/05/24
|
2,807
|
USD
|
55,191
|
CAD
|
75,000
|
BNP Paribas SA
|
12/05/24
|
1,617
|
USD
|
1,275,357
|
EUR
|
1,140,000
|
BNP Paribas SA
|
12/05/24
|
70,551
|
USD
|
42,923
|
EUR
|
39,000
|
BNP Paribas SA
|
12/05/24
|
1,706
|
USD
|
415,144
|
EUR
|
393,000
|
BNP Paribas SA
|
12/05/24
|
(197)
|
EUR
|
261,000
|
USD
|
289,916
|
Bank of America NA
|
12/05/24
|
(14,079)
|
EUR
|
59,000
|
USD
|
64,046
|
Bank of America NA
|
12/05/24
|
(1,692)
|
USD
|
17,066
|
AUD
|
26,000
|
Bank of America NA
|
12/05/24
|
107
|
USD
|
342,076
|
EUR
|
313,000
|
Bank of America NA
|
12/05/24
|
11,283
|
USD
|
125,866
|
EUR
|
119,000
|
Bank of America NA
|
12/05/24
|
101
|
EUR
|
965,000
|
USD
|
1,059,052
|
Brown Brothers Harriman & Co
|
12/05/24
|
(39,194)
|
EUR
|
459,000
|
USD
|
501,074
|
Brown Brothers Harriman & Co
|
12/05/24
|
(15,981)
|
GBP
|
89,000
|
USD
|
115,582
|
Brown Brothers Harriman & Co
|
12/05/24
|
(2,334)
|
USD
|
67,732
|
EUR
|
63,000
|
Canadian Imperial Bank of Commerce
|
12/05/24
|
1,150
|
GBP
|
52,000
|
USD
|
66,954
|
Citibank NA
|
12/05/24
|
(787)
|
USD
|
918,132
|
CAD
|
1,284,000
|
Citibank NA
|
12/05/24
|
947
|
USD
|
51,465,810
|
EUR
|
45,913,000
|
Citibank NA
|
12/05/24
|
2,942,772
|
USD
|
74,230
|
EUR
|
67,000
|
Citibank NA
|
12/05/24
|
3,421
|
USD
|
72,733
|
EUR
|
67,000
|
Citibank NA
|
12/05/24
|
1,924
|
USD
|
67,999
|
GBP
|
52,000
|
Citibank NA
|
12/05/24
|
1,832
|
CAD
|
95,000
|
USD
|
68,249
|
JPMorgan Chase Bank NA
|
12/05/24
|
(389)
|
EUR
|
258,000
|
USD
|
280,490
|
JPMorgan Chase Bank NA
|
12/05/24
|
(7,823)
|
EUR
|
694,000
|
USD
|
734,536
|
JPMorgan Chase Bank NA
|
12/05/24
|
(1,083)
|
USD
|
62,703
|
EUR
|
57,000
|
JPMorgan Chase Bank NA
|
12/05/24
|
2,463
|
USD
|
107,709
|
EUR
|
102,000
|
JPMorgan Chase Bank NA
|
12/05/24
|
(90)
|
USD
|
19,880,840
|
GBP
|
14,841,000
|
Goldman Sachs Bank USA/New York NY
|
12/05/24
|
996,429
|
USD
|
46,413
|
AUD
|
67,000
|
Royal Bank of Canada
|
12/05/24
|
2,711
|
USD
|
420,127
|
JPY
|
65,050,000
|
Royal Bank of Canada
|
12/05/24
|
(14,791)
|
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
|
3,955,556
|
|||||
Unrealized Appreciation
|
4,055,311
|
|||||
Unrealized Depreciation
|
(99,755)
|
|||||
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
|
||||||||||
BMW Finance NV 0.75% 7/13/2026
|
Dec 2029
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
1,450,000
|
(30,189)
|
28,975
|
(1,214)
|
|
Heidelberg Materials AG 3.75% 5/31/2032
|
Dec 2029
|
BNP Paribas SA
|
(5%)
|
Quarterly
|
EUR
|
670,000
|
(150,302)
|
144,371
|
(5,931)
|
|
Generali 4.125% 5/4/2026
|
Dec 2029
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
600,000
|
2,276
|
(6,738)
|
(4,462)
|
|
AXA SA 8.6% 12/15/2030
|
Dec 2029
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
900,000
|
(6,848)
|
5,932
|
(916)
|
|
Societe Generale SA 2.625% 2/27/2025
|
Dec 2029
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
600,000
|
10,237
|
(16,724)
|
(6,487)
|
|
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
40,000
|
6,188
|
(10,393)
|
(4,205)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
160,000
|
24,752
|
(45,660)
|
(20,908)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
200,000
|
30,939
|
(58,787)
|
(27,848)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
460,000
|
71,161
|
(133,213)
|
(62,052)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
130,000
|
20,111
|
(31,437)
|
(11,326)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
60,000
|
9,282
|
(14,230)
|
(4,948)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
150,000
|
23,205
|
(37,950)
|
(14,745)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
600,000
|
92,818
|
(115,050)
|
(22,232)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S17 Prc Indx
|
Dec 2056
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
400,000
|
45,839
|
(56,654)
|
(10,815)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S17 Prc Indx
|
Dec 2056
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
200,000
|
22,920
|
(24,443)
|
(1,523)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S17 Prc Indx
|
Dec 2056
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
500,000
|
57,299
|
(64,107)
|
(6,808)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
700,000
|
108,288
|
(108,895)
|
(607)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S17 Prc Indx
|
Dec 2056
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
600,000
|
68,759
|
(69,551)
|
(792)
|
||
Intesa Sanpaolo SpA 6.184% 2/20/2034
|
Dec 2029
|
JPMorgan Chase Bank NA
|
(1%)
|
Quarterly
|
EUR
|
620,000
|
6,725
|
(14,285)
|
(7,560)
|
|
UniCredit SpA 5.375% 4/16/2034
|
Dec 2029
|
Goldman Sachs Bank USA/New York NY
|
(1%)
|
Quarterly
|
EUR
|
500,000
|
5,668
|
(11,903)
|
(6,235)
|
|
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
JP Morgan Securities LLC
|
(3%)
|
Monthly
|
90,000
|
13,923
|
(26,920)
|
(12,997)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
JP Morgan Securities LLC
|
(3%)
|
Monthly
|
70,000
|
10,829
|
(19,538)
|
(8,709)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
JP Morgan Securities LLC
|
(3%)
|
Monthly
|
140,000
|
21,658
|
(38,743)
|
(17,085)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S17 Prc Indx
|
Dec 2056
|
JP Morgan Securities LLC
|
(3%)
|
Monthly
|
400,000
|
45,839
|
(52,258)
|
(6,419)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
170,000
|
26,299
|
(42,488)
|
(16,189)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
190,000
|
29,392
|
(44,996)
|
(15,604)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
130,000
|
20,111
|
(31,759)
|
(11,648)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
190,000
|
29,392
|
(46,645)
|
(17,253)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
150,000
|
23,205
|
(35,055)
|
(11,850)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
140,000
|
21,658
|
(31,839)
|
(10,181)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
100,000
|
15,470
|
(16,525)
|
(1,055)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
300,000
|
46,409
|
(49,946)
|
(3,537)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S17 Prc Indx
|
Dec 2056
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
100,000
|
11,460
|
(13,819)
|
(2,359)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S17 Prc Indx
|
Dec 2056
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
200,000
|
22,920
|
(28,327)
|
(5,407)
|
||
Custom Index Swap on Cmbx Aaa Cdsi S13 Prc Indx
|
Dec 2072
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
40,000
|
73
|
(426)
|
(353)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
100,000
|
15,470
|
(24,156)
|
(8,686)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
190,000
|
29,392
|
(45,723)
|
(16,331)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
160,000
|
24,752
|
(41,593)
|
(16,841)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
140,000
|
21,658
|
(39,531)
|
(17,873)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
280,000
|
43,315
|
(62,206)
|
(18,891)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S16 Prc Corp
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
80,000
|
12,376
|
(21,732)
|
(9,356)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S17 Prc Indx
|
Dec 2056
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
150,000
|
17,190
|
(24,072)
|
(6,882)
|
||
Custom Index Swap on Cmbx Bbb- Cdsi S17 Prc Indx
|
Dec 2056
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
300,000
|
34,379
|
(35,341)
|
(962)
|
||
Custom Index Swap on Markit Cmbx.Na.Bbb 15
|
Nov 2064
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
200,000
|
29,683
|
(30,373)
|
(690)
|
||
TOTAL BUY PROTECTION
|
985,981
|
(1,444,753)
|
(458,772)
|
|||||||
Sell Protection
|
||||||||||
Custom Index Swap on Cmbx Aaa Cdsi S13 Prc Indx
|
NR
|
Dec 2072
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
40,000
|
(73)
|
923
|
850
|
|
Custom Index Swap on Cmbx Aaa Cdsi S17 Prc Corp
|
NR
|
Dec 2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
1,600,000
|
(27,659)
|
33,586
|
5,927
|
|
Custom Index Swap on Cmbx Aaa Cdsi S17 Prc Corp
|
NR
|
Dec 2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
900,000
|
(15,558)
|
15,386
|
(172)
|
|
Custom Index Swap on Cmbx Aaa Cdsi S17 Prc Corp
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
1,600,000
|
(27,659)
|
39,632
|
11,973
|
|
Custom Index Swap on Cmbx Aaa Cdsi S16 Prc Indx
|
NR
|
Apr 2065
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
1,800,000
|
(23,200)
|
36,019
|
12,819
|
|
Custom Index Swap on Cmbx Aaa Cdsi S17 Prc Corp
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
200,000
|
(3,457)
|
4,150
|
693
|
|
Custom Index Swap on Cmbx Aaa Cdsi S17 Prc Corp
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
900,000
|
(15,558)
|
18,338
|
2,780
|
|
Custom Index Swap on Cmbx Aaa Cdsi S16 Prc Indx
|
NR
|
Apr 2065
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
6,100,000
|
(78,624)
|
95,538
|
16,914
|
|
Custom Index Swap on Cmbx Aaa Cdsi S17 Prc Corp
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
2,700,000
|
(46,674)
|
46,674
|
0
|
|
TOTAL SELL PROTECTION
|
(238,462)
|
290,246
|
51,784
|
|||||||
TOTAL CREDIT DEFAULT SWAPS
|
747,519
|
(1,154,507)
|
(406,988)
|
|||||||
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) ($)
|
|
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(4)
|
Annual
|
3.75%
|
Annual
|
LCH
|
Dec 2026
|
21,585,000
|
365,731
|
0
|
365,731
|
|
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(4)
|
Annual
|
3.75%
|
Annual
|
LCH
|
Dec 2029
|
4,871,000
|
156,986
|
0
|
156,986
|
|
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(4)
|
Annual
|
3.75%
|
Annual
|
LCH
|
Dec 2027
|
93,326,000
|
2,164,901
|
0
|
2,164,901
|
|
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(4)
|
Annual
|
3.75%
|
Annual
|
LCH
|
Dec 2028
|
4,667,000
|
130,930
|
0
|
130,930
|
|
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(4)
|
Annual
|
3.75%
|
Annual
|
LCH
|
Dec 2031
|
7,306,000
|
290,501
|
0
|
290,501
|
|
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(4)
|
Annual
|
3.75%
|
Annual
|
LCH
|
Dec 2044
|
12,503,000
|
582,896
|
0
|
582,896
|
|
3.5%
|
Annual
|
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(4)
|
Annual
|
LCH
|
Dec 2054
|
1,014,000
|
(85,933)
|
0
|
(85,933)
|
|
TOTAL INTEREST RATE SWAPS
|
3,606,012
|
0
|
3,606,012
|
|||||||
AUD
|
-
|
Australian Dollar
|
CAD
|
-
|
Canadian Dollar
|
EUR
|
-
|
European Monetary Unit (Euro)
|
GBP
|
-
|
United Kingdom Pound
|
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 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 $1,139,947,380 or 18.6% of net assets.
|
(e)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(f)
|
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.
|
(g)
|
A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.
|
(h)
|
Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $420,785 and $407,741, respectively.
|
(i)
|
Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of mortgages or assets. Principal shown is the outstanding par amount of the pool as of the end of the period.
|
(j)
|
Principal Only Strips represent the right to receive the monthly principal payments on an underlying pool of mortgage loans.
|
(k)
|
Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.
|
(l)
|
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.
|
(m)
|
Level 3 security
|
(n)
|
Security is subject to lock-up or market standoff agreement. Fair value is based on the unadjusted market price of the equivalent equity security. At the end of the period, the total value of unadjusted equity securities subject to contractual sale restrictions is $225,755 with varying restriction expiration dates. Under normal market conditions, there are no circumstances that could cause the restrictions to lapse.
|
(o)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. A complete unaudited schedule of portfolio holdings for each Fidelity Central Fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available upon request or at the SEC's website at www.sec.gov. An unaudited holdings listing for the Fund, which presents direct holdings as well as the pro-rata share of securities and other investments held indirectly through its investment in underlying non-money market Fidelity Central Funds, is available at fidelity.com and/or institutional.fidelity.com, as applicable. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(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)
|
Security is 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 $67,186,009 or 1.1% of net assets.
|
(r)
|
Non-income producing - Security is in default.
|
(s)
|
Security or a portion of the security is on loan at period end.
|
(t)
|
Security is perpetual in nature with no stated maturity date.
|
(u)
|
Security or a portion of the security has been segregated as collateral for open forward foreign currency contracts, options and bi-lateral over the counter (OTC) swaps. At period end, the value of securities pledged amounted to $501,125.
|
(v)
|
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 $1,738,030.
|
(w)
|
Includes $3,449,126 of cash collateral segregated to cover margin requirements for centrally cleared swaps.
|
(x)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(y)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(z)
|
Investment made with cash collateral received from securities on loan.
|
Additional information on each lock-up table restriction is as follows:
|
|
Security
|
Restriction Expiration Date
|
New Fortress Energy Inc
|
2025-05-22
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
332,837,506
|
1,041,011,687
|
1,110,121,550
|
4,111,237
|
-
|
-
|
263,727,643
|
0.5%
|
Fidelity Floating Rate Central Fund
|
245,326,654
|
105,817,036
|
-
|
5,816,540
|
-
|
2,842,853
|
353,986,543
|
22.3%
|
Fidelity Securities Lending Cash Central Fund
|
14,736,780
|
1,620,045,823
|
1,489,554,948
|
250,255
|
-
|
-
|
145,227,655
|
0.6%
|
Total
|
592,900,940
|
2,766,874,546
|
2,599,676,498
|
10,178,032
|
-
|
2,842,853
|
762,941,841
|
|