Asset-Backed Securities - 8.9%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
BAILIWICK OF JERSEY - 0.3%
|
|||
Aimco Clo 22 Ltd / Aimco Clo 22 LLC Series 2024-22A Class A, CME Term SOFR 3 month Index + 1.5%, 5.7695% 4/19/2037 (b)(c)(d)
|
41,979,000
|
42,102,629
|
|
Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/20/2037 (b)(c)(d)
|
30,827,000
|
30,793,738
|
|
Dryden 108 Clo Ltd / Dryden 108 Clo LLC Series 2024-108A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6295% 7/18/2037 (b)(c)(d)
|
41,704,000
|
41,786,407
|
|
GoldenTree Loan Management US CLO 21 Ltd Series 2024-21A Class DJ, CME Term SOFR 3 month Index + 4.25%, 8.5195% 7/20/2037 (b)(c)(d)
|
390,000
|
391,135
|
|
Golub Cap Partners Clo 76 B Ltd Series 2024-76A Class E, CME Term SOFR 3 month Index + 5.75%, 10.0318% 10/25/2037 (b)(c)(d)
|
175,000
|
176,812
|
|
Invesco US CLO Ltd Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.51%, 5.7795% 7/20/2037 (b)(c)(d)
|
19,593,000
|
19,563,062
|
|
TOTAL BAILIWICK OF JERSEY
|
134,813,783
|
||
BERMUDA - 0.1%
|
|||
SYMP Series 2022-32A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.5993% 4/23/2035 (b)(c)(d)
|
28,078,000
|
28,082,268
|
|
CANADA - 0.0%
|
|||
Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (d)
|
4,704,746
|
4,761,674
|
|
Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (d)
|
8,236,073
|
8,310,976
|
|
TOTAL CANADA
|
13,072,650
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 4.7%
|
|||
Aimco CDO Series 2024-10A Class ARR, CME Term SOFR 3 month Index + 1.41%, 5.6824% 7/22/2037 (b)(c)(d)
|
13,287,000
|
13,288,010
|
|
Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.6198% 7/17/2037 (b)(c)(d)
|
23,628,000
|
23,630,221
|
|
Aimco Clo 14 Ltd / Aimco Clo 14 LLC Series 2021-14A Class A, CME Term SOFR 3 month Index + 1.2516%, 5.5211% 4/20/2034 (b)(c)(d)
|
39,309,000
|
39,319,693
|
|
AIMCO CLO Series 2024-BA Class ARR, CME Term SOFR 3 month Index + 1.5%, 5.7605% 4/16/2037 (b)(c)(d)
|
26,700,000
|
26,778,231
|
|
Allegro Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 7/20/2034 (b)(c)(d)
|
18,308,000
|
18,317,227
|
|
Allegro Clo Xii Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.44%, 5.7095% 7/21/2037 (b)(c)(d)
|
35,274,000
|
35,286,522
|
|
Ammc Clo 24 Ltd Series 2024-24A Class ER, CME Term SOFR 3 month Index + 6.5%, 10.7695% 1/20/2035 (b)(c)(d)
|
285,000
|
281,465
|
|
Apidos Clo Liii Series 2025-53A Class E, CME Term SOFR 3 month Index + 6.43%, 10.7585% 7/20/2038 (b)(c)(d)
|
320,000
|
315,758
|
|
Ares LIV CLO Ltd Series 2024-54A Class AR, CME Term SOFR 3 month Index + 1.27%, 5.5261% 10/15/2032 (b)(c)(d)
|
22,201,456
|
22,207,495
|
|
Ares Lix Clo Ltd Series 2021-59A Class A, CME Term SOFR 3 month Index + 1.2916%, 5.5734% 4/25/2034 (b)(c)(d)
|
13,014,000
|
13,021,496
|
|
Ares Loan Funding VII Ltd Series 2024-ALF7A Class E, CME Term SOFR 3 month Index + 6.25%, 10.5224% 10/22/2037 (b)(c)(d)
|
150,000
|
151,467
|
|
Ares Lv Clo Ltd Series 2024-55A Class A1R2, CME Term SOFR 3 month Index + 1.37%, 5.6261% 10/15/2037 (b)(c)(d)
|
16,637,000
|
16,641,409
|
|
Ares Lviii Clo Ltd / Ares Lviii Clo LLC Series 2025-58A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 5.5279% 4/15/2038 (b)(c)(d)
|
23,510,000
|
23,536,754
|
|
Ares XLI Clo Ltd Series 2021-41A Class AR2, CME Term SOFR 3 month Index + 1.3316%, 5.5877% 4/15/2034 (b)(c)(d)
|
27,448,000
|
27,460,654
|
|
Babson CLO Ltd/Cayman Islands Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.26%, 5.5161% 1/15/2038 (b)(c)(d)
|
15,712,000
|
15,718,128
|
|
Barings Clo Ltd Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.75%, 6.0195% 1/20/2037 (b)(c)(d)
|
30,407,000
|
30,498,251
|
|
Barings Clo Ltd Series 2024-4A Class AR, CME Term SOFR 3 month Index + 1.37%, 5.6395% 10/20/2037 (b)(c)(d)
|
28,887,000
|
28,908,463
|
|
Barings Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.2816%, 5.5634% 4/25/2034 (b)(c)(d)
|
28,623,000
|
28,665,047
|
|
Bbam US Clo I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 7.2561% 3/30/2038 (b)(c)(d)
|
177,000
|
173,764
|
|
Bbam US Clo IV Ltd Series 2024-4A Class D, CME Term SOFR 3 month Index + 6.25%, 10.5061% 7/15/2039 (b)(c)(d)
|
250,000
|
253,228
|
|
BCRED BSL Static Clo Ltd / LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5413% 7/24/2035 (b)(c)(d)
|
23,570,000
|
23,595,644
|
|
Beechwood Park Clo Ltd Series 2022-1A Class A1R, CME Term SOFR 3 month Index + 1.3%, 5.5798% 1/17/2035 (b)(c)(d)
|
33,368,000
|
33,445,814
|
|
Birch Grove Clo 12 Ltd Series 2025-12A Class D1, CME Term SOFR 3 month Index + 2.75%, 7.0928% 4/22/2038 (b)(c)(d)
|
540,000
|
540,249
|
|
Birch Grove Clo 5 LLC Series 2024-5A Class ER, CME Term SOFR 3 month Index + 6.75%, 11.0195% 10/20/2037 (b)(c)(d)
|
153,000
|
153,689
|
|
Capital Trust RE CDO Ltd Series 2005-1A Class E, CME Term SOFR 1 month Index + 2.2145%, 6.5132% 3/20/2050 (b)(c)(d)(e)
|
330,000
|
0
|
|
Carlyle US Clo 2025-2 Ltd Series 2025-2A Class E, CME Term SOFR 3 month Index + 6.75%, 6.75% 7/25/2038 (b)(c)(d)(g)
|
500,000
|
500,692
|
|
Carlyle US CLO Ltd Series 2024-10A Class A1R, CME Term SOFR 3 month Index + 1.31%, 5.5795% 1/20/2038 (b)(c)(d)
|
18,307,000
|
18,312,455
|
|
Carlyle US CLO Ltd Series 2024-11A Class A1R, CME Term SOFR 3 month Index + 1.41%, 5.6918% 7/25/2037 (b)(c)(d)
|
30,219,000
|
30,265,839
|
|
Carlyle US CLO Ltd Series 2024-2A Class E, CME Term SOFR 3 month Index + 6.85%, 11.1318% 4/25/2037 (b)(c)(d)
|
250,000
|
254,105
|
|
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)
|
181,000
|
183,190
|
|
Carval Clo Xi-C Ltd Series 2024-3A Class E, CME Term SOFR 3 month Index + 6.35%, 10.6195% 10/20/2037 (b)(c)(d)
|
150,000
|
152,937
|
|
Cedar Fdg Xii Clo Ltd / Cedar Fdg Xii Clo LLC Series 2025-12A Class ARR, CME Term SOFR 3 month Index + 1.2%, 5.4566% 1/25/2038 (b)(c)(d)
|
21,618,000
|
21,616,487
|
|
Cedar Fdg Xvii Clo Ltd Series 2023-17A Class A, CME Term SOFR 3 month Index + 1.85%, 6.1195% 7/20/2036 (b)(c)(d)
|
17,958,000
|
17,994,221
|
|
Cedar Funding Ltd Series 2024-10A Class AR2, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/20/2037 (b)(c)(d)
|
18,972,000
|
18,992,129
|
|
CEDF Series 2021-6A Class ARR, CME Term SOFR 3 month Index + 1.3116%, 5.5811% 4/20/2034 (b)(c)(d)
|
23,812,000
|
23,834,312
|
|
Cifc Fdg 2025-Iii Ltd Series 2025-3A Class E, CME Term SOFR 3 month Index + 7.25%, 11.579% 7/21/2038 (b)(c)(d)
|
392,000
|
391,919
|
|
CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 8.0205% 1/17/2038 (b)(c)(d)
|
160,000
|
159,186
|
|
Clover Clo Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1%, 5.3091% 4/18/2035 (b)(c)(d)
|
26,759,000
|
26,612,013
|
|
Columbia Cent Clo 29 Ltd / Columbia Cent Clo 29 Corp Series 2021-29A Class AR, CME Term SOFR 3 month Index + 1.4316%, 5.7011% 10/20/2034 (b)(c)(d)
|
23,751,000
|
23,727,178
|
|
CREST Ltd Series 2004-1A Class H1, 3 month U.S. LIBOR + 3.69%, 8.9627% (b)(c)(d)(e)(f)
|
407,341
|
0
|
|
Diameter Cap Clo 7 Ltd / Diameter Cap Clo 7 LLC Series 2024-7A Class D, CME Term SOFR 3 month Index + 6.1%, 10.3695% 7/20/2037 (b)(c)(d)
|
330,000
|
331,020
|
|
Dryden 86 Clo Ltd / Dryden 86 Clo LLC Series 2021-86A Class A1R, CME Term SOFR 3 month Index + 1.3616%, 5.6414% 7/17/2034 (b)(c)(d)
|
23,939,000
|
23,948,959
|
|
Dryden CLO Ltd Series 2022-98A Class A, CME Term SOFR 3 month Index + 1.3%, 5.5695% 4/20/2035 (b)(c)(d)
|
16,182,000
|
16,184,395
|
|
Dryden CLO Ltd Series 2024-83A Class AR, CME Term SOFR 3 month Index + 1.53%, 5.7995% 4/18/2037 (b)(c)(d)
|
24,322,000
|
24,382,805
|
|
Dryden CLO Ltd Series 2024-85A Class A1R2, CME Term SOFR 3 month Index + 1.38%, 5.6361% 7/15/2037 (b)(c)(d)
|
30,093,000
|
30,164,080
|
|
Dryden Senior Loan Fund Series 2021-90A Class A1A, CME Term SOFR 3 month Index + 1.3916%, 5.7136% 2/20/2035 (b)(c)(d)
|
12,306,000
|
12,313,433
|
|
Dryden Senior Loan Fund Series 2024-78A Class A1R, CME Term SOFR 3 month Index + 1.53%, 5.8098% 4/17/2037 (b)(c)(d)
|
30,702,000
|
30,778,509
|
|
Eaton Vance CLO Ltd Series 2021-1A Class A13R, CME Term SOFR 3 month Index + 1.5116%, 5.7677% 1/15/2034 (b)(c)(d)
|
6,600,000
|
6,606,052
|
|
Eaton Vance CLO Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.39%, 5.6461% 10/15/2037 (b)(c)(d)
|
27,944,000
|
27,970,072
|
|
Eaton Vance CLO Ltd Series 2024-2A Class AR2, CME Term SOFR 3 month Index + 1.38%, 5.6361% 10/15/2037 (b)(c)(d)
|
36,609,000
|
36,641,509
|
|
Flat Series 2025-30A Class A1, CME Term SOFR 3 month Index + 1.16%, 5.4434% 4/15/2038 (b)(c)(d)
|
23,472,000
|
23,474,089
|
|
Flat Series 2025-30A Class D2, CME Term SOFR 3 month Index + 4.1%, 8.3834% 4/15/2038 (b)(c)(d)
|
168,000
|
168,558
|
|
Flatiron Clo 20 Ltd / Flatiron Clo 20 LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.38%, 5.702% 5/20/2036 (b)(c)(d)
|
41,926,000
|
41,998,785
|
|
Flatiron Clo Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/19/2037 (b)(c)(d)
|
27,878,000
|
27,942,733
|
|
Flatiron Rr Clo 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 9.5334% 4/15/2038 (b)(c)(d)
|
538,000
|
543,204
|
|
Garnet CLO Ltd Series 2025-1A Class E, CME Term SOFR 3 month Index + 6.25%, 6.25% 7/20/2037 (b)(c)(d)(g)
|
200,000
|
200,279
|
|
Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (d)
|
3,082,960
|
2,978,103
|
|
Invesco Clo Ltd Series 2021-3A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.664% 10/22/2034 (b)(c)(d)
|
16,712,000
|
16,723,882
|
|
Invesco US CLO Series 2024-1RA Class AR, CME Term SOFR 3 month Index + 1.55%, 5.8061% 4/15/2037 (b)(c)(d)
|
21,493,000
|
21,541,101
|
|
Kkr Clo 41 Ltd Series 2022-41A Class A1, CME Term SOFR 3 month Index + 1.33%, 5.5861% 4/15/2035 (b)(c)(d)
|
11,893,000
|
11,904,025
|
|
Lakeside Pk Clo Ltd / Lakeside Pk Clo LLC Series 2025-1A Class A, CME Term SOFR 3 month Index + 1.15%, 5.4061% 4/15/2038 (b)(c)(d)
|
16,948,000
|
16,897,156
|
|
Madison Park Funding 2015 Series 2024-19A Class AR3, CME Term SOFR 3 month Index + 1.6%, 5.8724% 1/22/2037 (b)(c)(d)
|
12,766,000
|
12,793,447
|
|
Madison Park Funding LXXII Ltd Series 2025-72A Class D2, 8.345% 7/23/2038 (d)(g)
|
150,000
|
150,209
|
|
Madison Pk Fdg L Ltd / Madison Pk Fdg L LLC Series 2021-50A Class A, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 4/19/2034 (b)(c)(d)
|
33,250,000
|
33,267,955
|
|
Madison Pk Fdg Lii Ltd / Madison Pk Fdg Lii LLC Series 2021-52A Class A, CME Term SOFR 3 month Index + 1.3616%, 5.634% 1/22/2035 (b)(c)(d)
|
22,799,000
|
22,815,233
|
|
Madison Pk Fdg Lxvii Ltd / Madison Pk Fdg Lxvii LLC Series 2024-67A Class A1, CME Term SOFR 3 month Index + 1.51%, 5.7918% 4/25/2037 (b)(c)(d)
|
27,525,000
|
27,607,162
|
|
Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 5.3361% 7/15/2034 (b)(c)(d)
|
16,653,000
|
16,597,795
|
|
MAGNE AR Series 2021-27A Class AR, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 10/20/2034 (b)(c)(d)
|
5,653,000
|
5,656,957
|
|
Magnetite CLO LTD Series 2025-36A Class AR, CME Term SOFR 3 month Index + 1.32%, 1.32% 7/25/2038 (b)(c)(d)
|
23,298,000
|
23,298,000
|
|
Magnetite CLO Ltd Series 2023-36A Class A, CME Term SOFR 3 month Index + 1.8%, 6.0724% 4/22/2036 (b)(c)(d)
|
11,974,000
|
11,974,000
|
|
Magnetite CLO Ltd Series 2024-30A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6318% 10/25/2037 (b)(c)(d)
|
28,658,000
|
28,730,075
|
|
Magnetite Clo Ltd Series 2025-45A Class A1, CME Term SOFR 3 month Index + 1.15%, 5.435% 4/15/2038 (b)(c)(d)
|
16,401,000
|
16,418,401
|
|
Magnetite Xli Ltd Series 2024-41A Class A, CME Term SOFR 3 month Index + 1.29%, 5.603% 1/25/2038 (b)(c)(d)
|
14,906,000
|
14,934,769
|
|
Magnetite XXI Ltd Series 2021-21A Class AR, CME Term SOFR 3 month Index + 1.2816%, 5.5511% 4/20/2034 (b)(c)(d)
|
23,008,000
|
23,020,562
|
|
Magnetite Xxiii Ltd Series 2021-23A Class AR, CME Term SOFR 3 month Index + 1.3916%, 5.6734% 1/25/2035 (b)(c)(d)
|
19,791,000
|
19,816,986
|
|
Magnetite Xxix Ltd / Magnetite Xxix LLC Series 2024-29A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6061% 7/15/2037 (b)(c)(d)
|
29,129,000
|
29,186,122
|
|
Magnetite Xxix Ltd Series 2024-29A Class ER, CME Term SOFR 3 month Index + 6%, 10.2561% 7/15/2037 (b)(c)(d)
|
150,000
|
151,809
|
|
Magnetite Xxvi Ltd / Magnetite Xxvi LLC Series 2025-26A Class AR2, CME Term SOFR 3 month Index + 1.15%, 5.4163% 1/25/2038 (b)(c)(d)
|
21,992,000
|
21,926,024
|
|
Magnetite Xxviii Ltd Series 2025-28A Class A1RR, CME Term SOFR 3 month Index + 1.24%, 5.4961% 1/15/2038 (b)(c)(d)
|
29,999,000
|
29,934,292
|
|
Midocean Cr Clo Xix Series 2025-19A Class E, CME Term SOFR 3 month Index + 6.25%, 6.25% 7/20/2036 (b)(c)(d)(g)
|
370,000
|
370,516
|
|
Midocean Cr Clo Xvi Series 2024-16A Class E, CME Term SOFR 3 month Index + 6.25%, 10.5195% 10/20/2037 (b)(c)(d)
|
180,000
|
181,202
|
|
Milos CLO Ltd Series 2020-1A Class AR, CME Term SOFR 3 month Index + 1.3316%, 5.6011% 10/20/2030 (b)(c)(d)
|
8,852,983
|
8,859,286
|
|
Morgan Stanley Eaton Vance CLO Ltd / LLC Series 2025-21A Class A1, CME Term SOFR 3 month Index + 1.17%, 5.2849% 4/15/2038 (b)(c)(d)
|
27,967,000
|
27,902,592
|
|
Neuberger Berman Loan Advisers Clo 25 Ltd Series 2024-25A Class AR2, CME Term SOFR 3 month Index + 1.4%, 5.6695% 7/18/2038 (b)(c)(d)
|
22,806,000
|
22,857,199
|
|
Neuberger Berman Loan Advisers Lasalle Street Lending Clo II Ltd Series 2024-2A Class E, CME Term SOFR 3 month Index + 7.5%, 11.7695% 4/20/2038 (b)(c)(d)
|
613,000
|
627,477
|
|
Oak Hill Credit Partners Series 2024-13A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6195% 7/20/2037 (b)(c)(d)
|
38,437,000
|
38,518,180
|
|
OCP CLO Ltd Series 2024-11A Class ER2, CME Term SOFR 3 month Index + 6.82%, 11.1026% 4/26/2036 (b)(c)(d)
|
428,000
|
428,578
|
|
OCP CLO Ltd Series 2024-14A Class ER, CME Term SOFR 3 month Index + 6.55%, 10.8195% 7/20/2037 (b)(c)(d)
|
200,000
|
198,874
|
|
Oha Cr Fdg 4 Ltd / Oha Cr Fdg 4 LLC Series 2024-4A Class AR2, CME Term SOFR 3 month Index + 1.29%, 5.5624% 1/22/2038 (b)(c)(d)
|
27,221,000
|
27,205,402
|
|
Oha Credit Funding 14-R Ltd Series 2025-14RA Class A, CME Term SOFR 3 month Index + 1.23%, 5.6252% 4/20/2038 (b)(c)(d)
|
15,455,000
|
15,401,371
|
|
OHA Credit Funding 6 Ltd Series 2024-6A Class AR2, CME Term SOFR 3 month Index + 1.33%, 5.5995% 10/20/2037 (b)(c)(d)
|
22,652,000
|
22,639,428
|
|
OHA Credit Partners Ltd Series 2024-18A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.7695% 4/20/2037 (b)(c)(d)
|
31,144,000
|
31,228,992
|
|
OHA Credit Partners Ltd Series 2024-18A Class A2, CME Term SOFR 3 month Index + 1.65%, 5.9195% 4/20/2037 (b)(c)(d)
|
1,651,000
|
1,654,578
|
|
OHA Credit Partners Ltd Series 2024-18A Class D2, CME Term SOFR 3 month Index + 4.75%, 9.0195% 4/20/2037 (b)(c)(d)
|
253,000
|
254,015
|
|
Oha Credit Partners VII Ltd Series 2025-7A Class AR4, CME Term SOFR 3 month Index + 1.14%, 5.462% 2/20/2038 (b)(c)(d)
|
21,315,000
|
21,240,398
|
|
OHA Credit Partners XVII Ltd Series 2024-17A Class A, CME Term SOFR 3 month Index + 1.32%, 5.7215% 1/18/2038 (b)(c)(d)
|
9,378,000
|
9,395,687
|
|
Orchard Park Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.6%, 9.8695% 10/20/2037 (b)(c)(d)
|
285,000
|
287,665
|
|
Palmer Square Clo Ltd Series 2025-2A Class DR2, CME Term SOFR 3 month Index + 4.14%, 8.3961% 2/15/2038 (b)(c)(d)
|
243,000
|
242,477
|
|
Palmer Square CLO Series 2024-2A Class E, CME Term SOFR 3 month Index + 5.7%, 9.9695% 7/20/2037 (b)(c)(d)
|
500,000
|
504,644
|
|
Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 5.2561% 1/15/2033 (b)(c)(d)
|
13,269,236
|
13,271,372
|
|
Palmer Square Loan Funding Ltd Series 2024-2A Class D, CME Term SOFR 3 month Index + 4.7%, 8.9561% 1/15/2033 (b)(c)(d)
|
285,000
|
282,315
|
|
Palmer Square Loan Funding Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 0.8%, 5.1206% 2/15/2033 (b)(c)(d)
|
26,801,000
|
26,710,975
|
|
Palmer Square Loan Funding Series 2024-3A Class D, CME Term SOFR 3 month Index + 5.4%, 9.7073% 8/8/2032 (b)(c)(d)
|
800,000
|
792,953
|
|
Peace Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.6611% 10/20/2034 (b)(c)(d)
|
21,089,000
|
21,104,606
|
|
Pikes Peak Clo 1 Series 2025-12A Class D2R, CME Term SOFR 3 month Index + 3.8%, 8.0695% 4/20/2038 (b)(c)(d)
|
107,000
|
107,009
|
|
Project Silver Series 2019-1 Class A, 3.967% 7/15/2044 (d)
|
12,034,959
|
11,614,203
|
|
Rockland Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3816%, 5.6511% 4/20/2034 (b)(c)(d)
|
31,749,000
|
31,808,593
|
|
Rr 31 Ltd Series 2024-31A Class D, CME Term SOFR 3 month Index + 6%, 10.2561% 10/15/2039 (b)(c)(d)
|
150,000
|
152,467
|
|
Rr 34 Ltd Series 2024-34RA Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6061% 10/15/2039 (b)(c)(d)
|
11,991,000
|
12,043,389
|
|
Rr 7 Ltd Series 2022-7A Class A1AB, CME Term SOFR 3 month Index + 1.34%, 5.5961% 1/15/2037 (b)(c)(d)
|
31,230,000
|
31,260,324
|
|
Symphony Clo 43 Ltd Series 2024-43A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.7761% 4/15/2037 (b)(c)(d)
|
19,181,000
|
19,275,198
|
|
Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC Series 2021-26A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.6111% 4/20/2033 (b)(c)(d)
|
24,801,783
|
24,810,910
|
|
Taberna Preferred Funding VI Ltd Series 2006-6A Class F1, CME Term SOFR 3 month Index + 4.7616%, 9.0221% 12/5/2036 (b)(c)(d)(e)(f)
|
986,953
|
0
|
|
Thunderbolt Aircraft Lease Series 2018-A Class A, 4.147% 9/15/2038 (b)(d)
|
7,229,960
|
7,193,963
|
|
Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (d)
|
13,907,542
|
13,459,005
|
|
Trapeza Cdo Xii Ltd Series 2007-12A Class B, CME Term SOFR 3 month Index + 0.8216%, 5.1063% 4/6/2042 (b)(c)(d)
|
1,639,000
|
1,288,365
|
|
Voya CLO Ltd Series 2023-1A Class A1, CME Term SOFR 3 month Index + 1.8%, 6.0695% 1/20/2037 (b)(c)(d)
|
23,148,000
|
23,242,606
|
|
Voya Clo Ltd Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.7761% 4/15/2037 (b)(c)(d)
|
18,502,000
|
18,556,470
|
|
Voya CLO Ltd/Voya CLO LLC Series 2025-2A Class A1RR, CME Term SOFR 3 month Index + 1.31%, 5.5904% 1/20/2038 (b)(c)(d)
|
7,846,000
|
7,846,314
|
|
TOTAL GRAND CAYMAN (UK OVERSEAS TER)
|
1,811,977,487
|
||
IRELAND - 0.0%
|
|||
Volofin Finance Designated Activity Co Series 2024-1A Class A, 5.935% 6/15/2037 (d)
|
10,511,254
|
10,543,860
|
|
MULTI-NATIONAL - 0.2%
|
|||
Aimco Clo 21 Ltd / Aimco Clo 21 LLC Series 2024-21A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.7695% 4/18/2037 (b)(c)(d)
|
18,984,000
|
19,040,155
|
|
Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 5.4911% 4/20/2038 (b)(c)(d)
|
18,066,000
|
18,015,632
|
|
Ares Ln Fdg V Ltd / Ares Ln Fdg V LLC Series 2024-ALF5A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.7818% 7/27/2037 (b)(c)(d)
|
25,309,000
|
25,323,654
|
|
TOTAL MULTI-NATIONAL
|
62,379,441
|
||
UNITED STATES - 3.6%
|
|||
Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A1, 6.261% 5/16/2049 (d)
|
16,844,568
|
16,960,649
|
|
Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A2, 6.261% 5/16/2049 (d)
|
15,423,759
|
15,530,048
|
|
Aaset 2025-1 Ltd / Aaset 2025-1 LLC Series 2025-1A Class A, 5.943% 2/16/2050 (d)
|
14,360,502
|
14,384,764
|
|
AASET Trust Series 2019-2 Class A, 3.376% 10/16/2039 (d)
|
7,073,178
|
6,861,062
|
|
AASET Trust Series 2019-2 Class B, 4.458% 10/16/2039 (d)
|
1,043,092
|
975,330
|
|
AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (d)
|
11,673,405
|
10,982,749
|
|
AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (d)
|
29,653,007
|
27,261,231
|
|
Affirm Asset Securitization Trust Series 2024-A Class 1A, 5.61% 2/15/2029 (d)
|
5,500,000
|
5,522,702
|
|
Affirm Asset Securitization Trust Series 2024-X1 Class A, 6.27% 5/15/2029 (d)
|
1,031,410
|
1,032,543
|
|
Affirm Asset Securitization Trust Series 2025-X1 Class B, 5.19% 4/15/2030 (d)
|
1,600,000
|
1,599,172
|
|
Aimco Clo 17 Ltd / Aimco Clo 17 LLC Series 2024-17A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6224% 7/20/2037 (b)(c)(d)
|
26,319,958
|
26,322,222
|
|
Aimco Clo 19 Ltd / Aimco Clo 19 LLC Series 2024-19A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/20/2037 (b)(c)(d)
|
8,822,000
|
8,817,060
|
|
Altde Trust Series 2025-1A Class A, 5.9% 8/15/2050 (d)
|
19,524,895
|
19,489,604
|
|
American Homes 4 Rent Series 2015-SFR2 Class XS, 0% 10/17/2052 (b)(d)(e)(h)
|
724,992
|
7
|
|
Amur Equip Fin Receivables Xv LLC Series 2025-1A Class A2, 4.7% 9/22/2031 (d)
|
8,465,000
|
8,482,676
|
|
Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (d)
|
2,415,377
|
2,342,929
|
|
Apollo Aviation Securitization Equity Trust Series 2020-1A Class B, 4.335% 1/16/2040 (d)
|
487,174
|
448,214
|
|
Ari Fleet Lease Trust 2024-B Series 2024-B Class A2, 5.54% 4/15/2033 (d)
|
5,357,878
|
5,385,829
|
|
Ari Fleet Lease Trust Series 2025-A Class A2, 4.38% 1/17/2034 (d)
|
6,950,000
|
6,917,344
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-1A Class A, 4.8% 8/20/2029 (d)
|
2,220,000
|
2,222,340
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-2A Class A, 5.12% 8/20/2031 (d)
|
6,495,000
|
6,513,705
|
|
BETHP Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.6477% 1/15/2035 (b)(c)(d)
|
19,468,000
|
19,511,803
|
|
Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (d)
|
22,669,814
|
21,094,611
|
|
Blackbird Capital Aircraft Lease Securitization Ltd Series 2016-1A Class A, 4.213% 12/16/2041 (d)(i)
|
6,783,990
|
6,772,366
|
|
BMW Vehicle Owner Trust Series 2024-A Class A3, 5.18% 2/26/2029
|
1,703,000
|
1,717,235
|
|
BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029
|
2,600,000
|
2,613,464
|
|
BofA Auto Trust Series 2025-1A Class A3, 4.35% 11/20/2029 (d)
|
6,000,000
|
5,996,479
|
|
Carmax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029
|
3,100,000
|
3,119,299
|
|
Carmax Auto Owner Trust Series 2025-2 Class A2A, 4.59% 7/17/2028
|
15,600,000
|
15,606,830
|
|
Carmax Select Receivables Trust Series 2025-A Class A3, 4.77% 9/17/2029
|
17,440,000
|
17,510,554
|
|
Carvana Auto Receivables Trust Series 2025-P1 Class A2, 4.5% 6/12/2028
|
22,500,000
|
22,463,935
|
|
Castlelake Aircraft Securitization Series 2018-1 Class A, 4.125% 6/15/2043 (d)
|
2,652,303
|
2,578,288
|
|
Castlelake Aircraft Securitization Trust Series 2019-1A Class A, 3.967% 4/15/2039 (d)
|
8,661,771
|
8,207,065
|
|
Castlelake Aircraft Securitization Trust Series 2019-1A Class B, 5.095% 4/15/2039 (d)
|
7,616,545
|
6,321,780
|
|
Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/2046 (d)
|
1,419,567
|
1,384,256
|
|
Ccg Receivables Trust. Series 2025-1 Class A2, 4.48% 10/14/2032 (d)
|
6,455,000
|
6,454,453
|
|
Cedar Funding Ltd Series 2022-15A Class A, CME Term SOFR 3 month Index + 1.32%, 5.5924% 4/20/2035 (b)(c)(d)
|
28,708,000
|
28,707,713
|
|
CFMT LLC Series 2023-HB12 Class A, 4.25% 4/25/2033 (d)
|
3,712,850
|
3,674,191
|
|
Consolidated Communications LLC / Fidium Fiber Fin Holdco LLC Series 2025-1A Class C, 9.408% 5/20/2055 (d)
|
2,705,000
|
2,796,611
|
|
Croton Pk Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.55%, 9.8061% 10/15/2036 (b)(c)(d)
|
285,000
|
287,125
|
|
DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (d)
|
17,385,988
|
17,110,573
|
|
DB Master Finance LLC Series 2019-1A Class A23, 4.352% 5/20/2049 (d)
|
6,342,083
|
6,172,711
|
|
DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (d)
|
9,350,850
|
8,959,825
|
|
Dell Equip Fin Trust Series 2025-1 Class A3, 4.61% 2/24/2031 (d)
|
4,800,000
|
4,823,429
|
|
Dext Abs LLC Series 2025-1 Class A2, 4.59% 8/16/2027 (d)
|
22,785,000
|
22,745,766
|
|
Dext Abs LLC Series 2025-1 Class A3, 4.77% 8/15/2035 (d)
|
32,095,000
|
32,003,687
|
|
Diameter Capital Clo 1 Ltd Series 2024-1A Class DR, CME Term SOFR 3 month Index + 6.15%, 10.4061% 10/15/2037 (b)(c)(d)
|
500,000
|
506,704
|
|
Digitalbridge Issuer LLC / Digitalbridge Co-Issuer LLC Series 2021-1A Class A2, 3.933% 9/25/2051 (d)
|
994,000
|
965,969
|
|
DLLAA Series 2023-1A Class A2, 5.93% 7/20/2026 (d)
|
881,103
|
882,475
|
|
DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (d)
|
5,174,000
|
5,232,472
|
|
DLLAD Series 2023-1A Class A3, 4.79% 1/20/2028 (d)
|
6,153,152
|
6,162,299
|
|
Eaton Vance CLO Ltd Series 2024-1A Class AR2, CME Term SOFR 3 month Index + 1.51%, 5.7661% 7/15/2037 (b)(c)(d)
|
24,041,000
|
24,099,444
|
|
Enterprise Fleet Financing LLC Series 2022-3 Class A3, 4.29% 7/20/2029 (d)
|
16,860,000
|
16,791,557
|
|
Enterprise Fleet Financing LLC Series 2023-1 Class A2, 5.51% 1/22/2029 (d)
|
14,088,786
|
14,132,250
|
|
Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (d)
|
7,350,275
|
7,382,270
|
|
Exeter Automobile Receivables Trust Series 2025-2A Class A3, 4.74% 1/16/2029
|
17,135,000
|
17,149,549
|
|
Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028
|
3,630,000
|
3,626,899
|
|
Exeter Select Automobile Receivables Trust Series 2025-1 Class A3, 4.69% 4/15/2030
|
3,055,000
|
3,050,680
|
|
Firstkey Homes Trust Series 2020-SFR1 Class F2, 4.284% 8/17/2037 (d)
|
756,000
|
751,107
|
|
Flatiron Clo 26 Ltd / Flatiron Clo 26 LLC Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.33%, 5.5861% 1/15/2038 (b)(c)(d)
|
26,077,000
|
26,048,237
|
|
Ford Credit Auto Lease Trust Series 2024-B Class A3, 4.99% 12/15/2027
|
21,500,000
|
21,616,698
|
|
Ford Credit Auto Owner Trust Series 2020-2 Class A, 1.06% 4/15/2033 (d)
|
7,100,000
|
7,005,719
|
|
Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class A1, 4.92% 5/15/2028 (d)
|
69,640,000
|
69,859,700
|
|
Gilead Aviation LLC Series 2025-1A Class A, 5.789% 3/15/2050 (d)
|
32,975,607
|
32,675,367
|
|
GM Financial Consumer Automobile Receivables Trust Series 2023-3 Class A3, 5.45% 6/16/2028
|
10,270,082
|
10,333,387
|
|
GM Financial Consumer Automobile Receivables Trust Series 2024-1 Class A3, 4.85% 12/18/2028
|
5,813,000
|
5,839,809
|
|
GM Financial Leasing Trust Series 2023-3 Class A3, 5.38% 11/20/2026
|
3,736,542
|
3,743,976
|
|
GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (d)
|
18,730,000
|
18,840,689
|
|
GMF Floorplan Owner Revolving Trust Series 2025-1A Class A1, 4.59% 3/15/2029 (d)
|
12,650,000
|
12,666,856
|
|
GMF Floorplan Owner Revolving Trust Series 2025-1A Class B, 4.79% 3/15/2029 (d)
|
2,800,000
|
2,801,551
|
|
Goldentree Ln Mgmt US Clo 21 Ltd Series 2024-21A Class E, CME Term SOFR 3 month Index + 5.7%, 9.9695% 7/20/2037 (b)(c)(d)
|
588,000
|
590,845
|
|
Great America Leasing Receivables Funding LLC Series 2025-1 Series 2025-1 Class A3, 4.49% 4/16/2029 (d)
|
5,000,000
|
4,989,180
|
|
Green Lakes Park Clo LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.18%, 5.4688% 1/25/2038 (b)(c)(d)
|
22,967,000
|
22,951,612
|
|
Hamlin Pk Clo Ltd / Hamlin Pk Clo LLC Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.34%, 5.6095% 10/20/2037 (b)(c)(d)
|
26,860,000
|
26,776,600
|
|
Home Partners of America Trust Series 2019-2 Class F, 3.866% 10/19/2039 (d)
|
884,712
|
841,996
|
|
Home Partners of America Trust Series 2021-2 Class G, 4.505% 12/17/2026 (d)
|
3,986,531
|
3,840,627
|
|
Home Partners of America Trust Series 2021-3 Class F, 4.242% 1/17/2041 (d)
|
574,214
|
514,593
|
|
Honda Auto Receivables 2023-3 Owner Tr Series 2023-3 Class A3, 5.41% 2/18/2028
|
5,688,645
|
5,723,410
|
|
Honda Auto Receivables Owner Trust Series 2025-1 Class A2, 4.53% 8/23/2027
|
17,600,000
|
17,610,977
|
|
Horizon Aircraft Finance I Limited Series 2018-1 Class A, 4.458% 12/15/2038 (d)
|
7,981,856
|
7,622,566
|
|
Hyundai Auto Lease Securitization Trust Series 2024-C Class A3, 4.62% 4/17/2028 (d)
|
14,100,000
|
14,131,495
|
|
Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (d)
|
19,940,025
|
20,090,353
|
|
John Deere Owner Trust Series 2025-A Class A2A, 4.23% 3/15/2028
|
9,500,000
|
9,479,861
|
|
Merchants Fleet Funding LLC Series 2023-1A Class A, 7.21% 5/20/2036 (d)
|
6,559,554
|
6,616,144
|
|
Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (d)
|
13,119,742
|
13,199,860
|
|
Obra Homes Finance LLC Series 2024-1A Class E, CME Term SOFR 3 month Index + 6.75%, 11.1731% 1/20/2038 (b)(c)(d)
|
150,000
|
153,869
|
|
OneMain Financial Issuance Trust Series 2020-2A Class A, 1.75% 9/14/2035 (d)
|
23,937,000
|
23,282,067
|
|
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCH1 Class M4, CME Term SOFR 1 month Index + 1.3595%, 5.6842% 1/25/2036 (b)(c)
|
5,745
|
5,736
|
|
Peac Solutions Receivables Series 2025-1A Class A2, 4.94% 10/20/2028 (d)
|
13,385,000
|
13,401,556
|
|
Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (d)
|
4,588,281
|
4,623,531
|
|
Planet Fitness Master Issuer LLC Series 2019-1A Class A2, 3.858% 12/5/2049 (d)
|
16,899,610
|
15,970,963
|
|
Planet Fitness Master Issuer LLC Series 2022-1A Class A2I, 3.251% 12/5/2051 (d)
|
22,413,790
|
21,744,165
|
|
Planet Fitness Master Issuer LLC Series 2022-1A Class A2II, 4.008% 12/5/2051 (d)
|
16,253,320
|
14,811,140
|
|
Post Road Equipment Finance LLC Series 2025-1A Class A2, 4.9% 5/15/2031 (d)
|
7,120,000
|
7,141,553
|
|
PRMI Securitization Trust Series 2024-CMG1 Class A1, U.S. 30-Day Avg. SOFR Index + 1.3%, 5.8% 7/25/2054 (b)(c)(d)
|
8,239,154
|
8,189,434
|
|
Progress Residential Trust Series 2022-SFR3 Class F, 6.6% 4/17/2039 (d)
|
1,450,000
|
1,440,854
|
|
Progress Residential Trust Series 2022-SFR4 Class E1, 6.121% 5/17/2041 (d)
|
1,423,000
|
1,417,766
|
|
Progress Residential Trust Series 2022-SFR5 Class E2, 6.863% 6/17/2039 (d)
|
1,544,000
|
1,546,217
|
|
PRPM Trust Series 2023-RCF2 Class A1, 4% 11/25/2053 (d)
|
5,468,180
|
5,329,540
|
|
Retained Vantage Data Ctrs Issuer LLC / Vantage Data Ctrs CDA Qc4 Ltd Partnership Series 2024-1A Class B, 5.775% 9/15/2049 (d)
|
1,286,000
|
1,254,153
|
|
Santander Drive Auto Receivables Trust Series 2025-2 Class A3, 4.67% 8/15/2029
|
10,000,000
|
10,029,969
|
|
Santander Drive Auto Receivables Trust Series 2025-2 Class B, 4.87% 5/15/2031
|
3,800,000
|
3,825,434
|
|
SAPPHIRE AVIATION FINANCE Series 2020-1A Class A, 3.228% 3/15/2040 (d)
|
11,923,299
|
11,290,410
|
|
SAPPHIRE AVIATION FINANCE Series 2020-1A Class B, 4.335% 3/15/2040 (d)
|
1,110,150
|
1,009,514
|
|
SBA Tower Trust Series 2020, 1.884% 7/15/2050 (d)
|
9,101,000
|
8,912,493
|
|
SBA Tower Trust Series 2020, 2.328% 7/15/2052 (d)
|
6,959,000
|
6,472,071
|
|
SG Commercial Mortgage Securities Trust Series 2019-PREZ Class F, 3.4771% 9/15/2039 (b)(d)
|
1,360,000
|
1,096,816
|
|
SLAM Ltd Series 2025-1A Class A, 5.807% 5/15/2050 (d)
|
16,270,000
|
16,595,400
|
|
Starwood Mortgage Residential Trust Series 2022-SFR3 Class F, CME Term SOFR 1 month Index + 4.5%, 8.8287% 5/17/2039 (b)(c)(d)
|
2,884,000
|
2,884,001
|
|
Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA Class A2, 4.63% 7/20/2027 (d)
|
8,000,000
|
8,001,604
|
|
Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (d)
|
20,622,370
|
20,934,413
|
|
Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (d)
|
39,554,235
|
39,916,723
|
|
Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (d)
|
23,514,835
|
23,942,781
|
|
Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (d)
|
30,024,125
|
29,305,212
|
|
Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (d)
|
31,304,690
|
30,742,511
|
|
Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (d)
|
22,618,340
|
22,198,632
|
|
Switch Abs Issuer LLC Series 2024-2A Class C, 10.033% 6/25/2054 (d)
|
2,160,000
|
2,241,640
|
|
Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 5.2992% 9/25/2034 (b)(c)
|
12,034
|
12,354
|
|
Tesla Auto Lease Trust 23-A Series 2023-A Class A3, 5.89% 6/22/2026 (d)
|
3,572,943
|
3,577,734
|
|
Tesla Auto Lease Trust Series 2023-B Class A3, 6.13% 9/21/2026 (d)
|
8,652,899
|
8,686,611
|
|
Tesla Series 2024-A Class A2A, 5.37% 6/22/2026 (d)
|
1,151,754
|
1,152,653
|
|
TOWD Point Mortgage Trust Series 2018-1 Class A1, 3% 1/25/2058 (d)
|
383,302
|
377,712
|
|
Toyota Lease Owner Trust Series 2023-A Class A3, 4.93% 4/20/2026 (d)
|
1,296,661
|
1,296,933
|
|
Toyota Lease Owner Trust Series 2024-B Class A3, 4.21% 9/20/2027 (d)
|
16,830,000
|
16,786,543
|
|
Tricon American Homes Series 2019-SFR1 Class F, 3.745% 3/17/2038 (d)
|
924,000
|
907,870
|
|
Tricon Residential Trust Series 2021-SFR1 Class G, 4.133% 7/17/2038 (d)
|
315,000
|
305,814
|
|
Tricon Residential Trust Series 2022-SFR1 Class E1, 5.344% 4/17/2039 (d)
|
1,931,000
|
1,911,834
|
|
Tricon Residential Trust Series 2022-SFR1 Class E2, 5.739% 4/17/2039 (d)
|
2,399,000
|
2,383,310
|
|
Tricon Residential Trust Series 2023-SFR1 Class E, 7.977% 7/17/2040 (d)
|
476,000
|
488,692
|
|
Upgrade Receivables Trust Series 2024-1A Class A, 5.37% 2/18/2031 (d)
|
2,162,453
|
2,163,592
|
|
VB-S1 Issuer LLC Series 2024-1A Class D, 6.644% 5/15/2054 (d)
|
1,980,000
|
2,017,845
|
|
VB-S1 Issuer LLC Series 2024-1A Class F, 8.871% 5/15/2054 (d)
|
5,201,000
|
5,387,576
|
|
Verd Series 2025-1A Class A2, 4.85% 3/13/2028 (d)
|
10,275,000
|
10,283,943
|
|
Volvo Financial Equipment LLC Series 2025-1A Class A2, 4.41% 11/15/2027 (d)
|
4,950,000
|
4,942,493
|
|
Wheels Fleet Lease Funding 1 LLC Series 2023-1A Class A, 5.8% 4/18/2038 (d)
|
5,691,295
|
5,725,140
|
|
Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (d)
|
15,500,000
|
15,541,903
|
|
Wheels Fleet Lease Funding 1 LLC Series 2025-1A Class A1, 4.57% 1/18/2040 (d)
|
30,900,000
|
30,929,315
|
|
Willis Engine Structured Tr VII Series 2023-A Class A, 8% 10/15/2048 (d)
|
10,137,785
|
10,351,552
|
|
World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028
|
6,547,000
|
6,569,219
|
|
World Omni Automobile Lease Securitization Trust Series 2025-A Class A2A, 4.35% 12/15/2027
|
9,295,000
|
9,280,363
|
|
TOTAL UNITED STATES
|
1,424,625,181
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $3,492,977,292)
|
3,485,494,670
|
||
Bank Loan Obligations - 5.5%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
BRAZIL - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Patagonia Holdco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.0482% 8/1/2029 (b)(c)(j)
|
2,007,048
|
1,710,386
|
|
CANADA - 0.1%
|
|||
Consumer Discretionary - 0.1%
|
|||
Automobiles - 0.0%
|
|||
Bombardier Recreational Products Inc Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 12/13/2029 (b)(c)(j)
|
2,935,145
|
2,924,755
|
|
Bombardier Recreational Products Inc Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 1/22/2031 (b)(c)(j)
|
346,612
|
343,090
|
|
3,267,845
|
|||
Hotels, Restaurants & Leisure - 0.1%
|
|||
1011778 BC ULC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 9/20/2030 (b)(c)(j)
|
5,307,738
|
5,283,854
|
|
Four Seasons Hotels Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 11/30/2029 (b)(c)(j)
|
5,114,404
|
5,126,576
|
|
Ontario Gaming GTA LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 8/1/2030 (b)(c)(j)
|
2,992,125
|
2,941,259
|
|
13,351,689
|
|||
TOTAL CONSUMER DISCRETIONARY
|
16,619,534
|
||
Consumer Staples - 0.0%
|
|||
Household Products - 0.0%
|
|||
Kronos Acquisition Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 7/8/2031 (b)(c)(j)
|
1,557,175
|
1,324,704
|
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Rockpoint Gas Storage Partners LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 9/18/2031 (b)(c)(j)
|
4,329,150
|
4,329,150
|
|
Financials - 0.0%
|
|||
Insurance - 0.0%
|
|||
Jones Deslauriers Insurance Management Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0297% 3/15/2030 (b)(c)(j)
|
1,945,386
|
1,920,252
|
|
Health Care - 0.0%
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
VetStrategy Canada Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0492% 12/12/2028 (b)(c)(j)
|
4,162,418
|
4,179,317
|
|
Industrials - 0.0%
|
|||
Passenger Airlines - 0.0%
|
|||
Air Canada Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.3247% 3/21/2031 (b)(c)(j)
|
1,628,550
|
1,629,364
|
|
Information Technology - 0.0%
|
|||
Software - 0.0%
|
|||
DH Corporation/Societe DH 1LN, term loan CME Term SOFR 3 month Index + 7.25%, 11.428% 9/13/2029 (b)(c)(e)(j)
|
83,159
|
83,159
|
|
Open Text Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 1/31/2030 (b)(c)(j)
|
5,208,225
|
5,201,141
|
|
5,284,300
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Groupe Solmax Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.2555% 5/29/2028 (b)(c)(j)
|
2,193,866
|
1,850,614
|
|
TOTAL CANADA
|
37,137,235
|
||
FINLAND - 0.0%
|
|||
Materials - 0.0%
|
|||
Paper & Forest Products - 0.0%
|
|||
Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 5/22/2030 (b)(c)(j)(k)
|
3,040,000
|
3,002,000
|
|
Ahlstrom-Munksjo Oyj 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.3108% 2/4/2028 (b)(c)(j)
|
2,238,527
|
2,217,082
|
|
TOTAL FINLAND
|
5,219,082
|
||
FRANCE - 0.1%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Altice France SA Tranche B14 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.7561% 8/15/2028 (b)(c)(j)
|
30,382,891
|
27,909,420
|
|
Media - 0.0%
|
|||
Numericable US LLC Tranche B-13 1LN, term loan CME Term SOFR 6 month Index + 4%, 10.5% 8/14/2026 (b)(c)(j)
|
468,801
|
417,378
|
|
TOTAL FRANCE
|
28,326,798
|
||
GERMANY - 0.0%
|
|||
Industrials - 0.0%
|
|||
Machinery - 0.0%
|
|||
TK Elevator US Newco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.2368% 4/30/2030 (b)(c)(j)
|
3,693,849
|
3,699,723
|
|
Professional Services - 0.0%
|
|||
Stepstone Group MidCo 2 GmbH/The Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.6077% 12/19/2031 (b)(c)(j)
|
1,490,000
|
1,456,475
|
|
TOTAL GERMANY
|
5,156,198
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 0.0%
|
|||
Industrials - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
Azorra Soar Tlb Finance Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.7993% 10/18/2029 (b)(c)(j)
|
2,029,800
|
2,023,873
|
|
HONG KONG - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Diversified Consumer Services - 0.0%
|
|||
Fugue Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5827% 1/9/2032 (b)(c)(j)
|
2,533,924
|
2,539,195
|
|
INDIA - 0.0%
|
|||
Information Technology - 0.0%
|
|||
Software - 0.0%
|
|||
BYJU's Alpha Inc Tranche B 1LN, term loan 3 month U.S. LIBOR + 8%, 0% 11/24/2026 (b)(c)(f)(j)(k)
|
3,386,224
|
217,294
|
|
BYJU's Alpha Inc Tranche BRIDGE TERM LOAN, term loan CME Term SOFR 3 month Index + 8%, 12.3249% 4/9/2026 (b)(c)(e)(j)
|
18,305
|
18,122
|
|
BYJU's Alpha Inc Tranche DIP TERM 1LN, term loan CME Term SOFR 1 month Index + 8%, 6.3297% 4/9/2026 (b)(c)(e)(j)(l)
|
59,552
|
58,956
|
|
BYJU's Alpha Inc Tranche PREPETITION REIMBURSEMENT TL , term loan CME Term SOFR 3 month Index + 8%, 12.3249% 4/9/2026 (b)(c)(e)(j)
|
84,503
|
83,658
|
|
TOTAL INDIA
|
378,030
|
||
IRELAND - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Flutter Financing BV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 5/22/2032 (b)(c)(j)(k)
|
1,300,000
|
1,295,125
|
|
LUXEMBOURG - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Altice Financing SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.2561% 10/31/2027 (b)(c)(j)
|
1,678,852
|
1,391,348
|
|
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Travelport Finance Luxembourg Sarl 1LN, term loan CME Term SOFR 3 month Index + 2.48%, 12.1842% 9/29/2028 (b)(c)(j)
|
3,466,083
|
2,779,382
|
|
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
SK Neptune Husky Finance Sarl Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 0% 1/3/2029 (b)(c)(f)(j)(k)
|
1,442,974
|
44,011
|
|
Materials - 0.0%
|
|||
Containers & Packaging - 0.0%
|
|||
Klockner Pentaplast of America Inc Tranche B 1LN, term loan CME Term SOFR 6 month Index + 4.725%, 9.2266% 2/12/2026 (b)(c)(j)
|
3,182,596
|
2,885,564
|
|
TOTAL LUXEMBOURG
|
7,100,305
|
||
NETHERLANDS - 0.1%
|
|||
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 + 3.75%, 8.2762% 1/3/2028 (b)(c)(j)
|
3,376,288
|
3,366,429
|
|
Industrials - 0.1%
|
|||
Building Products - 0.1%
|
|||
Hunter Douglas Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5492% 1/17/2032 (b)(c)(j)
|
14,780,611
|
14,540,427
|
|
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Nouryon Finance BV Tranche B-1 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5097% 4/3/2028 (b)(c)(j)
|
3,330,088
|
3,335,649
|
|
Nouryon Finance BV Tranche B-2 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5503% 4/3/2028 (b)(c)(j)
|
1,629,447
|
1,631,484
|
|
4,967,133
|
|||
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 + 5%, 9.5608% 8/30/2028 (b)(c)(j)
|
6,402,165
|
4,705,591
|
|
TOTAL NETHERLANDS
|
27,579,580
|
||
PUERTO RICO - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Coral-US Co-Borrower LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.4432% 10/15/2029 (b)(c)(j)
|
1,415,000
|
1,409,439
|
|
Coral-US Co-Borrower LLC Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5061% 2/2/2032 (b)(c)(j)
|
6,532,000
|
6,454,465
|
|
LCPR Loan Financing LLC 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1932% 10/16/2028 (b)(c)(j)
|
1,930,000
|
1,411,313
|
|
TOTAL PUERTO RICO
|
9,275,217
|
||
SWEDEN - 0.0%
|
|||
Industrials - 0.0%
|
|||
Commercial Services & Supplies - 0.0%
|
|||
Anticimex Global AB Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 3.4%, 7.66% 11/16/2028 (b)(c)(j)
|
4,111,776
|
4,098,413
|
|
Anticimex Global AB Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.66% 11/16/2028 (b)(c)(j)
|
1,459,701
|
1,459,701
|
|
TOTAL SWEDEN
|
5,558,114
|
||
SWITZERLAND - 0.0%
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.8327% 11/15/2030 (b)(c)(j)
|
4,385,700
|
4,080,894
|
|
UNITED KINGDOM - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Connect US FinCo LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 12/12/2026 (b)(c)(j)
|
73,456
|
73,043
|
|
Entertainment - 0.0%
|
|||
Crown Finance US Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.5785% 12/2/2031 (b)(c)(j)
|
11,926,575
|
11,930,869
|
|
TOTAL COMMUNICATION SERVICES
|
12,003,912
|
||
Consumer Discretionary - 0.1%
|
|||
Hotels, Restaurants & Leisure - 0.1%
|
|||
City Football Group Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 8.0413% 7/21/2030 (b)(c)(j)
|
9,579,299
|
9,435,610
|
|
Entain Holdings Gibraltar Ltd Tranche B4 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.9027% 3/29/2027 (b)(c)(j)
|
1,828,750
|
1,831,895
|
|
Entain PLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0527% 10/31/2029 (b)(c)(j)
|
3,074,737
|
3,083,377
|
|
Flutter Entertainment PLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 6.0492% 11/30/2030 (b)(c)(j)
|
6,725,863
|
6,698,556
|
|
21,049,438
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
EG America LLC Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5827% 2/7/2028 (b)(c)(j)
|
6,940,081
|
6,955,279
|
|
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
Loire Finco Luxembourg Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 1/21/2030 (b)(c)(j)
|
1,435,000
|
1,431,412
|
|
Industrials - 0.0%
|
|||
Construction & Engineering - 0.0%
|
|||
Red SPV LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5752% 3/15/2032 (b)(c)(j)
|
6,210,000
|
6,202,238
|
|
TOTAL UNITED KINGDOM
|
47,642,279
|
||
UNITED STATES - 5.1%
|
|||
Communication Services - 0.3%
|
|||
Diversified Telecommunication Services - 0.2%
|
|||
Aventiv Technologies LLC 1LN, term loan CME Term SOFR 3 month Index + 5.09%, 9.6508% 7/31/2025 (b)(c)(j)
|
6,677,434
|
3,927,199
|
|
Aventiv Technologies LLC 2LN, term loan CME Term SOFR 3 month Index + 8.65%, 13.6108% 3/25/2026 (b)(c)(j)
|
4,161,004
|
31,207
|
|
Aventiv Technologies LLC Tranche DEC FLSO 1LN, term loan CME Term SOFR 3 month Index + 10%, 14.5645% 12/24/2025 (b)(c)(j)
|
302,290
|
311,359
|
|
Aventiv Technologies LLC Tranche FLSO 1LN, term loan 14.5222% 3/25/2026 (b)(j)
|
2,912,292
|
2,999,661
|
|
Aventiv Technologies LLC Tranche FLSO 1LN, term loan CME Term SOFR 3 month Index + 7.5%, 12.0608% 7/31/2025 (b)(c)(j)
|
174,974
|
167,100
|
|
Connect Holding II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 10.0451% 10/3/2031 (b)(c)(j)
|
592,602
|
448,896
|
|
Connect Holding II LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 4/3/2031 (b)(c)(j)(k)
|
2,812,720
|
2,586,831
|
|
Connect Holding II LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 4/3/2031 (b)(c)(j)(k)
|
2,207,280
|
2,030,013
|
|
Frontier Communications Holdings LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 2.5%, 6.7923% 7/1/2031 (b)(c)(j)
|
4,829,500
|
4,823,463
|
|
Level 3 Financing Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 3/27/2032 (b)(c)(j)(k)
|
7,825,000
|
7,864,125
|
|
Lumen Technologies Inc Tranche A 1LN, term loan CME Term SOFR 1 month Index + 6%, 10.3285% 6/1/2028 (b)(c)(j)
|
2,443,113
|
2,494,003
|
|
Lumen Technologies Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.7913% 4/16/2029 (b)(c)(j)
|
4,750,846
|
4,700,059
|
|
Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.7913% 4/15/2030 (b)(c)(j)
|
16,591,957
|
16,409,943
|
|
Zayo Group Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.4413% 3/9/2027 (b)(c)(j)
|
3,494,224
|
3,329,925
|
|
Zayo Group Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 3/9/2027 (b)(c)(j)
|
1,042,750
|
996,421
|
|
53,120,205
|
|||
Entertainment - 0.0%
|
|||
Allen Media LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.9492% 2/10/2027 (b)(c)(j)
|
8,008,898
|
4,925,473
|
|
AP Core Holdings II LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.9361% 9/1/2027 (b)(c)(j)
|
4,654,137
|
4,202,313
|
|
AP Core Holdings II LLC Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.9413% 9/1/2027 (b)(c)(j)
|
4,085,000
|
3,676,500
|
|
ECL Entertainment LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 8/30/2030 (b)(c)(j)
|
1,377,615
|
1,371,870
|
|
Sweetwater Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6913% 8/7/2028 (b)(c)(j)
|
2,877,962
|
2,841,987
|
|
17,018,143
|
|||
Interactive Media & Services - 0.0%
|
|||
TripAdvisor Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 7/8/2031 (b)(c)(j)
|
1,852,159
|
1,829,007
|
|
Media - 0.1%
|
|||
Advantage Sales & Marketing Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.789% 10/28/2027 (b)(c)(j)
|
3,375,117
|
2,804,317
|
|
Charter Comm Operating LLC Tranche B5 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5476% 12/15/2031 (b)(c)(j)
|
16,375,790
|
16,361,543
|
|
CSC Holdings LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.8287% 1/18/2028 (b)(c)(j)
|
1,192,117
|
1,175,726
|
|
Dotdash Meredith Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8242% 12/1/2028 (b)(c)(j)
|
7,377,507
|
7,363,712
|
|
Nexstar Media Inc Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9413% 9/18/2026 (b)(c)(j)
|
2,125,844
|
2,125,100
|
|
Townsquare Media Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.3244% 2/13/2030 (b)(c)(j)
|
1,085,000
|
981,925
|
|
Univision Communications Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 6/24/2029 (b)(c)(j)
|
2,823,723
|
2,795,486
|
|
Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 1/31/2029 (b)(c)(j)
|
4,691,135
|
4,562,129
|
|
Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9413% 1/31/2029 (b)(c)(j)
|
1,647,550
|
1,595,372
|
|
Virgin Media Bristol LLC Tranche Y 1LN, term loan CME Term SOFR 6 month Index + 3.175%, 7.373% 3/31/2031 (b)(c)(j)
|
5,971,000
|
5,873,314
|
|
45,638,624
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
Crown Subsea Communications Holding Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3242% 1/30/2031 (b)(c)(j)
|
8,627,975
|
8,657,655
|
|
SBA Senior Finance II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.08% 1/25/2031 (b)(c)(j)
|
898,174
|
898,785
|
|
9,556,440
|
|||
TOTAL COMMUNICATION SERVICES
|
127,162,419
|
||
Consumer Discretionary - 1.2%
|
|||
Automobile Components - 0.1%
|
|||
American Trailer World Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 3/3/2028 (b)(c)(j)
|
4,115,623
|
3,379,379
|
|
Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 5/6/2030 (b)(c)(j)
|
4,661,604
|
4,631,304
|
|
Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 1/28/2032 (b)(c)(j)
|
7,830,000
|
7,803,066
|
|
Lippert Components Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 3/25/2032 (b)(c)(j)
|
2,190,000
|
2,190,000
|
|
Novae LLC 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.4528% 12/22/2028 (b)(c)(j)
|
1,947,045
|
1,776,678
|
|
Power Stop LLC 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.1297% 1/26/2029 (b)(c)(j)
|
2,918,163
|
2,166,736
|
|
21,947,163
|
|||
Automobiles - 0.0%
|
|||
CWGS Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9413% 6/3/2028 (b)(c)(j)
|
5,096,087
|
4,874,509
|
|
HarbourVest Partners LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 4/18/2030 (b)(c)(j)
|
3,666,481
|
3,648,148
|
|
8,522,657
|
|||
Broadline Retail - 0.2%
|
|||
CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.8992% 6/18/2029 (b)(c)(j)
|
14,133,144
|
13,391,154
|
|
CNT Holdings I Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7797% 11/8/2032 (b)(c)(j)
|
4,348,842
|
4,341,710
|
|
Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 1/23/2032 (b)(c)(j)
|
60,000,597
|
59,430,592
|
|
77,163,456
|
|||
Distributors - 0.0%
|
|||
BCPE Empire Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 12/11/2030 (b)(c)(j)
|
7,126,260
|
7,055,924
|
|
Gloves Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3274% 1/17/2032 (b)(c)(j)
|
4,340,000
|
4,196,780
|
|
Windsor Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0747% 8/1/2030 (b)(c)(j)
|
4,467,173
|
4,447,652
|
|
15,700,356
|
|||
Diversified Consumer Services - 0.1%
|
|||
AI Aqua Merger Sub Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3231% 7/31/2028 (b)(c)(j)
|
9,283,275
|
9,224,326
|
|
KUEHG Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5492% 6/12/2030 (b)(c)(j)
|
4,303,395
|
4,316,563
|
|
Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5618% 3/4/2028 (b)(c)(j)
|
28,257,932
|
24,060,499
|
|
TKC Holdings Inc 1LN, term loan 13.5% 2/15/2027 (b)(j)
|
3,423,193
|
3,145,059
|
|
40,746,447
|
|||
Hotels, Restaurants & Leisure - 0.6%
|
|||
19th Holdings Golf LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6815% 2/7/2029 (b)(c)(j)
|
5,321,667
|
5,155,365
|
|
Aramark Services Inc Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 6/22/2030 (b)(c)(j)
|
2,232,055
|
2,232,524
|
|
Arcis Golf LLC 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0716% 11/24/2028 (b)(c)(j)
|
3,095,652
|
3,085,994
|
|
Arcis Golf LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 1% 11/24/2028 (b)(c)(j)(l)
|
205,875
|
205,232
|
|
Caesars Entertainment Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5768% 2/6/2030 (b)(c)(j)
|
14,870,000
|
14,818,847
|
|
Caesars Entertainment Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5768% 2/6/2031 (b)(c)(j)
|
4,811,400
|
4,788,835
|
|
Carnival Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3252% 10/18/2028 (b)(c)(j)
|
4,453,823
|
4,447,142
|
|
Carnival Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3252% 8/8/2027 (b)(c)(j)
|
1,974,388
|
1,972,532
|
|
ClubCorp Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.5608% 9/18/2026 (b)(c)(j)
|
6,517,677
|
6,516,308
|
|
Dave & Buster's Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5625% 11/1/2031 (b)(c)(j)
|
2,666,600
|
2,512,977
|
|
Dave & Buster's Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5625% 6/29/2029 (b)(c)(j)
|
2,299,925
|
2,179,432
|
|
Eagle Parent Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 4/2/2029 (b)(c)(j)
|
7,377,046
|
7,164,956
|
|
Fertitta Entertainment LLC/NV 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 1/27/2029 (b)(c)(j)
|
31,124,534
|
30,923,470
|
|
Fitness International LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.5768% 2/12/2029 (b)(c)(j)
|
1,732,500
|
1,731,426
|
|
Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 1/28/2032 (b)(c)(j)
|
5,765,000
|
5,713,115
|
|
Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6913% 12/1/2028 (b)(c)(j)
|
1,472,656
|
1,471,124
|
|
Golden Entertainment Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 5/26/2030 (b)(c)(j)
|
4,377,038
|
4,377,038
|
|
Golden State Foods LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5925% 12/4/2031 (b)(c)(j)
|
1,980,100
|
1,989,386
|
|
Herschend Entertainment Co LLC 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/17/2032 (b)(c)(j)(k)
|
1,615,000
|
1,618,697
|
|
Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 1/17/2031 (b)(c)(j)
|
2,588,850
|
2,562,237
|
|
Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 8/2/2028 (b)(c)(j)
|
9,243,754
|
9,189,862
|
|
Hilton Worldwide Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0747% 11/8/2030 (b)(c)(j)
|
2,008,852
|
2,014,838
|
|
Horizon US Finco LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0297% 10/31/2031 (b)(c)(j)
|
6,496,419
|
6,017,308
|
|
J&J Ventures Gaming LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 4/26/2030 (b)(c)(j)
|
3,078,989
|
3,007,803
|
|
Life Time Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7847% 11/5/2031 (b)(c)(j)
|
3,955,088
|
3,949,313
|
|
Light & Wonder International Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5727% 4/16/2029 (b)(c)(j)
|
3,334,904
|
3,323,232
|
|
MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5608% 6/1/2028 (b)(c)(j)
|
3,048,912
|
2,963,177
|
|
Marriott Ownership Resorts Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 4/1/2031 (b)(c)(j)
|
3,195,850
|
3,173,895
|
|
PCI Gaming Authority Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 7/18/2031 (b)(c)(j)
|
2,238,899
|
2,233,660
|
|
Raising Cane's Restaurants LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 9/18/2031 (b)(c)(j)
|
666,650
|
668,316
|
|
Station Casinos LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 3/14/2031 (b)(c)(j)
|
6,899,550
|
6,896,445
|
|
United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5413% 12/30/2026 (b)(c)(j)
|
16,316,752
|
15,672,241
|
|
United PF Holdings LLC 2LN, term loan CME Term SOFR 3 month Index + 8.5%, 13.0413% 12/30/2027 (b)(c)(j)
|
500,000
|
402,915
|
|
United PF Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 8.5%, 13.0413% 12/30/2026 (b)(c)(j)
|
2,203,308
|
2,131,700
|
|
Whatabrands LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 8/3/2028 (b)(c)(j)
|
6,762,161
|
6,741,604
|
|
Wok Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 6.25%, 10.5298% 9/3/2029 (b)(c)(j)
|
2,213,644
|
2,102,962
|
|
175,955,908
|
|||
Household Durables - 0.1%
|
|||
Madison Safety & Flow LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 9/26/2031 (b)(c)(j)
|
955,200
|
955,802
|
|
Somnigroup International Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.76% 10/24/2031 (b)(c)(j)
|
5,675,775
|
5,695,640
|
|
TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6768% 6/29/2028 (b)(c)(j)
|
4,756,455
|
4,182,970
|
|
Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 10/30/2027 (b)(c)(j)
|
9,679,094
|
9,586,853
|
|
Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6768% 10/30/2027 (b)(c)(j)
|
1,218,539
|
1,211,434
|
|
21,632,699
|
|||
Leisure Products - 0.0%
|
|||
Topgolf Callaway Brands Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 3/15/2030 (b)(c)(j)
|
1,659,764
|
1,617,854
|
|
Specialty Retail - 0.1%
|
|||
Academy Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1887% 11/5/2027 (b)(c)(j)
|
1,421,882
|
1,415,953
|
|
At Home Group Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6913% 7/24/2028 (b)(c)(j)
|
1,737,000
|
347,400
|
|
Belron Finance 2019 LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0487% 10/16/2031 (b)(c)(j)
|
6,064,050
|
6,083,758
|
|
Johnstone Supply LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8227% 6/9/2031 (b)(c)(j)
|
2,855,650
|
2,848,054
|
|
Kodiak BP LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0347% 12/4/2031 (b)(c)(j)
|
4,685,000
|
4,440,724
|
|
LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1752% 6/6/2031 (b)(c)(j)
|
7,210,330
|
6,455,841
|
|
Needle Holdings LLC Tranche EXIT 1LN, term loan CME Term SOFR 3 month Index + 9.5%, 0% 4/28/2028 (b)(c)(e)(f)(j)(k)
|
513,380
|
123,211
|
|
Restoration Hardware Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9413% 10/20/2028 (b)(c)(j)
|
4,394,341
|
4,175,723
|
|
RVR Dealership Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 2/8/2028 (b)(c)(j)
|
3,240,487
|
2,981,248
|
|
Staples Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.0259% 9/4/2029 (b)(c)(j)
|
11,090,981
|
9,900,698
|
|
Tory Burch LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 4/16/2028 (b)(c)(j)
|
3,908,036
|
3,835,463
|
|
Wand NewCo 3 Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 1/30/2031 (b)(c)(j)
|
3,391,894
|
3,357,602
|
|
Woof Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.3108% 12/21/2027 (b)(c)(j)
|
2,679,758
|
1,741,842
|
|
47,707,517
|
|||
Textiles, Apparel & Luxury Goods - 0.0%
|
|||
Crocs Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 2/19/2029 (b)(c)(j)
|
2,691,182
|
2,699,041
|
|
Fanatics Commerce Intermediate Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 11/24/2028 (b)(c)(j)
|
445,802
|
444,686
|
|
Varsity Brands Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.8298% 8/26/2031 (b)(c)(j)
|
5,285,000
|
5,245,363
|
|
8,389,090
|
|||
TOTAL CONSUMER DISCRETIONARY
|
419,383,147
|
||
Consumer Staples - 0.1%
|
|||
Beverages - 0.1%
|
|||
Celsius Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5476% 4/1/2032 (b)(c)(j)
|
2,730,000
|
2,741,084
|
|
Naked Juice LLC Tranche EXCH FLSO FL20 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5576% 1/24/2029 (b)(c)(j)
|
3,996,092
|
2,831,511
|
|
Naked Juice LLC Tranche EXCH FLTO FL30 PIK 1LN, term loan CME Term SOFR 1 month Index + 6%, 10.3076% 1/24/2030 (b)(c)(j)
|
1,085,625
|
379,969
|
|
Naked Juice LLC Tranche NEW $$ FLFO 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.7076% 1/24/2029 (b)(c)(j)
|
3,169,230
|
3,119,726
|
|
Primo Brands Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 3/31/2028 (b)(c)(j)
|
12,276,117
|
12,273,048
|
|
21,345,338
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
BJ's Wholesale Club Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0925% 2/5/2029 (b)(c)(j)
|
1,895,078
|
1,900,213
|
|
Heritage Grocers Group LLC 1LN, term loan CME Term SOFR 3 month Index + 6.75%, 11.1492% 8/1/2029 (b)(c)(j)
|
5,584,771
|
5,098,114
|
|
JP Intermediate B LLC 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 0% 11/20/2027 (b)(c)(f)(j)(k)
|
3,757,762
|
112,733
|
|
Primary Products Finance LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5347% 4/1/2029 (b)(c)(j)
|
3,011,283
|
2,993,215
|
|
10,104,275
|
|||
Food Products - 0.0%
|
|||
Aspire Bakeries Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 12/23/2030 (b)(c)(j)
|
2,562,210
|
2,564,336
|
|
Chobani LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 10/25/2027 (b)(c)(j)
|
4,466,142
|
4,476,370
|
|
Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.7158% 8/2/2028 (b)(c)(j)
|
6,726,537
|
3,867,760
|
|
Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 15.4685% 8/2/2028 (b)(c)(j)
|
3,859,918
|
3,570,424
|
|
Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 12.409% 8/2/2028 (b)(c)(j)
|
3,463,412
|
3,203,656
|
|
Fiesta Purchaser Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 2/12/2031 (b)(c)(j)
|
3,324,917
|
3,322,988
|
|
21,005,534
|
|||
Personal Care Products - 0.0%
|
|||
Conair Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1913% 5/17/2028 (b)(c)(j)
|
3,705,600
|
2,603,184
|
|
Olaplex Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9327% 2/23/2029 (b)(c)(j)
|
544,146
|
519,354
|
|
3,122,538
|
|||
TOTAL CONSUMER STAPLES
|
55,577,685
|
||
Energy - 0.1%
|
|||
Energy Equipment & Services - 0.0%
|
|||
WaterBridge Midstream Operating LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0528% 6/27/2029 (b)(c)(j)
|
5,702,100
|
5,474,016
|
|
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Apro LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0488% 7/9/2031 (b)(c)(j)
|
3,124,300
|
3,106,085
|
|
BCP Renaissance Parent LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.2992% 10/31/2028 (b)(c)(j)
|
1,806,334
|
1,805,882
|
|
CQP Holdco LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2992% 12/31/2030 (b)(c)(j)
|
11,726,555
|
11,709,434
|
|
CVR CHC LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 12/30/2027 (b)(c)(j)
|
1,920,188
|
1,911,393
|
|
Delek US Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9268% 11/19/2029 (b)(c)(j)
|
3,245,709
|
3,156,452
|
|
EMG Utica Midstream Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 4/1/2030 (b)(c)(j)
|
2,015,000
|
2,015,000
|
|
EPIC Crude Services LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2561% 10/15/2031 (b)(c)(j)
|
2,797,988
|
2,804,115
|
|
GIP II Blue Holding LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 9/29/2028 (b)(c)(j)
|
2,483,720
|
2,485,782
|
|
Hamilton Projects Acquiror LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 5/30/2031 (b)(c)(j)
|
1,221,740
|
1,226,016
|
|
Hilcorp Energy I LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3327% 2/11/2030 (b)(c)(j)
|
2,225,000
|
2,218,503
|
|
Mesquite Energy Inc 1LN, term loan 0% (b)(e)(f)(j)(k)
|
907,000
|
0
|
|
Mesquite Energy Inc 1LN, term loan 3 month U.S. LIBOR + 8%, 0% (b)(c)(e)(f)(j)(k)
|
2,102,309
|
0
|
|
New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.7948% 10/30/2028 (b)(c)(j)
|
29,580,500
|
16,006,305
|
|
Par Petroleum LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.009% 2/28/2030 (b)(c)(j)
|
1,858,227
|
1,802,871
|
|
Prairie Acquiror LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 8/1/2029 (b)(c)(j)
|
1,415,736
|
1,420,167
|
|
51,668,005
|
|||
TOTAL ENERGY
|
57,142,021
|
||
Financials - 0.6%
|
|||
Capital Markets - 0.1%
|
|||
BroadStreet Partners Inc Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 6/13/2031 (b)(c)(j)
|
5,370,386
|
5,374,252
|
|
Citadel Securities Global Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 10/31/2031 (b)(c)(j)
|
8,482,667
|
8,508,115
|
|
CPI Holdco B LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 5/17/2031 (b)(c)(j)
|
3,104,400
|
3,097,601
|
|
Focus Financial Partners LLC Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.8268% 9/15/2031 (b)(c)(j)
|
5,143,375
|
5,112,052
|
|
GTCR Everest Borrower LLC 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 9/5/2031 (b)(c)(j)
|
4,234,388
|
4,227,909
|
|
Hightower Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2597% 2/3/2032 (b)(c)(j)
|
4,504,181
|
4,492,921
|
|
Jane Street Group LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.3327% 12/15/2031 (b)(c)(j)
|
8,732,887
|
8,707,562
|
|
PEX Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.9666% 11/26/2031 (b)(c)(j)
|
2,730,000
|
2,716,350
|
|
Superannuation & Investments US LLC 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1913% 12/1/2028 (b)(c)(j)
|
2,033,329
|
2,040,100
|
|
44,276,862
|
|||
Financial Services - 0.2%
|
|||
ACNR Holdings Inc term loan 13% (b)(e)(j)(m)
|
564,772
|
562,682
|
|
Agellan Portfolio 9% 8/7/2025 (e)(j)
|
424,000
|
424,000
|
|
Boost Newco Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2992% 1/31/2031 (b)(c)(j)
|
15,027,338
|
15,036,805
|
|
CFC USA 2025 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 0% 5/30/2032 (b)(c)(j)(k)
|
4,819,000
|
4,770,810
|
|
Dragon Buyer Inc 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 9/30/2031 (b)(c)(j)
|
2,239,388
|
2,245,456
|
|
Empire Today LP, LLC Tranche EXCH 1ST OUT TLB 1LN, term loan 10.0413% 8/3/2029 (b)(j)
|
173,715
|
156,343
|
|
Empire Today LP, LLC Tranche EXCH FLSO TL 1LN, term loan 9.5413% 8/3/2029 (b)(j)
|
1,056,764
|
443,841
|
|
Empire Today LP, LLC Tranche NEW $ 1ST OUT TLA 1LN, term loan 10.0413% 8/3/2029 (b)(j)
|
329,660
|
296,694
|
|
Epic Creations Inc Tranche DD DIP TL 1LN, term loan 14.3216% 7/31/2025 (b)(e)(j)
|
28,533
|
28,533
|
|
Heubach Holding USA LLC Tranche TL, term loan CME Term SOFR 1 month Index + 10%, 0% (b)(c)(e)(f)(j)(k)
|
357,500
|
0
|
|
MHP Commercial Mortgage Trust U.S. SOFR Index + 5%, 9.3287% 1/9/2026 (b)(c)(e)(j)
|
4,708,527
|
4,543,729
|
|
NCR Atleos Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0297% 4/16/2029 (b)(c)(j)
|
1,946,535
|
1,955,061
|
|
Neon Maple US Debt Mergersub Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 11/17/2031 (b)(c)(j)
|
6,780,000
|
6,766,372
|
|
Nexus Buyer LLC 2LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.6768% 11/5/2029 (b)(c)(j)
|
1,555,000
|
1,540,834
|
|
Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 7/31/2031 (b)(c)(j)
|
8,622,265
|
8,625,541
|
|
Orion US Finco Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 0% 5/20/2032 (b)(c)(j)(k)
|
2,020,000
|
2,020,626
|
|
Priority Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0768% 5/16/2031 (b)(c)(j)
|
1,798,805
|
1,805,550
|
|
Recess Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0252% 2/20/2030 (b)(c)(j)
|
2,326,544
|
2,324,799
|
|
Shift4 Payments LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 0% 5/12/2032 (b)(c)(j)(k)
|
685,000
|
688,994
|
|
STG DISTRIBUTION LLC Tranche EXCHANGE FLFO 1LN, term loan CME Term SOFR 1 month Index + 8.35%, 12.6785% 10/3/2029 (b)(c)(e)(j)
|
774,090
|
764,801
|
|
STG DISTRIBUTION LLC Tranche EXCHANGE FLSO 1LN, term loan CME Term SOFR 1 month Index + 7.6%, 11.9285% 10/3/2029 (b)(c)(e)(j)
|
1,653,583
|
955,771
|
|
Trans Union LLC Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 6/24/2031 (b)(c)(j)
|
2,817,798
|
2,816,052
|
|
Trans Union LLC Tranche B9 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 6/24/2031 (b)(c)(j)
|
1,839,352
|
1,837,310
|
|
UFC Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5715% 11/21/2031 (b)(c)(j)
|
1,965,075
|
1,969,241
|
|
WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.072% 2/20/2032 (b)(c)(j)
|
16,135,000
|
15,978,652
|
|
78,558,497
|
|||
Insurance - 0.3%
|
|||
Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 11/6/2030 (b)(c)(j)
|
27,752,070
|
27,549,758
|
|
Alera Group Inc 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/21/2032 (b)(c)(j)(k)
|
5,800,000
|
5,803,248
|
|
Alera Group Inc 2LN, term loan CME Term SOFR 1 month Index + 5.5%, 0% 5/23/2033 (b)(c)(j)(k)
|
2,600,000
|
2,613,000
|
|
AmWINS Group Inc 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 1/30/2032 (b)(c)(j)
|
6,064,800
|
6,055,885
|
|
Amynta Agency Borrower Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3268% 12/29/2031 (b)(c)(j)
|
2,602,210
|
2,591,905
|
|
Asurion LLC Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 8/19/2028 (b)(c)(j)
|
4,320,244
|
4,295,057
|
|
Asurion LLC Tranche B11 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6768% 8/19/2028 (b)(c)(j)
|
6,065,955
|
6,043,207
|
|
Asurion LLC Tranche B12 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 9/19/2030 (b)(c)(j)
|
20,022,178
|
19,775,104
|
|
Asurion LLC Tranche B3 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.6913% 1/31/2028 (b)(c)(j)
|
12,190,000
|
11,748,113
|
|
Asurion LLC Tranche B4 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.6913% 1/20/2029 (b)(c)(j)
|
8,894,000
|
8,410,433
|
|
Asurion LLC Tranche B9 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 7/31/2027 (b)(c)(j)
|
3,636,898
|
3,612,640
|
|
HUB International Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7695% 6/20/2030 (b)(c)(j)
|
15,099,446
|
15,093,859
|
|
Ryan Specialty LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 9/15/2031 (b)(c)(j)
|
3,607,693
|
3,594,164
|
|
TIH Insurance Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 5/6/2031 (b)(c)(j)
|
4,136,371
|
4,124,293
|
|
USI Inc/NY Tranche C 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 9/29/2030 (b)(c)(j)
|
1,379,105
|
1,372,044
|
|
USI Inc/NY Tranche D 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 11/21/2029 (b)(c)(j)
|
6,823,053
|
6,798,558
|
|
129,481,268
|
|||
TOTAL FINANCIALS
|
252,316,627
|
||
Health Care - 0.4%
|
|||
Health Care Equipment & Supplies - 0.1%
|
|||
Avantor Funding Inc Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.4268% 11/8/2027 (b)(c)(j)
|
158,155
|
158,438
|
|
Embecta Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 3/30/2029 (b)(c)(j)
|
3,438,667
|
3,425,428
|
|
Insulet Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 8/4/2031 (b)(c)(j)
|
7,898,454
|
7,922,465
|
|
Medline Borrower LP 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 10/23/2028 (b)(c)(j)
|
18,819,436
|
18,797,606
|
|
Sotera Health Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5492% 5/30/2031 (b)(c)(j)
|
2,159,150
|
2,160,510
|
|
Viant Medical Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 10/29/2031 (b)(c)(j)
|
870,938
|
864,623
|
|
33,329,070
|
|||
Health Care Providers & Services - 0.1%
|
|||
Accelerated Health Systems LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.6992% 2/15/2029 (b)(c)(j)
|
2,489,402
|
1,533,048
|
|
Cano Health LLC 1LN, term loan CME Term SOFR 3 month Index + 1%, 13.7992% 6/28/2029 (b)(c)(j)
|
1,231,180
|
1,089,594
|
|
Charlotte Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5827% 2/11/2028 (b)(c)(j)
|
3,425,226
|
3,421,561
|
|
DaVita Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 5/9/2031 (b)(c)(j)
|
3,552,150
|
3,551,475
|
|
Examworks Bidco Inc Tranche B 1LN, term loan 7.0768% 11/1/2028 (b)(j)
|
2,135,000
|
2,136,943
|
|
Gainwell Acquisition Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3992% 10/1/2027 (b)(c)(j)
|
1,769,482
|
1,691,625
|
|
HAH Group Holding Co LLC 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.3268% 9/24/2031 (b)(c)(j)
|
7,851,588
|
7,683,486
|
|
Hanger Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 10/23/2031 (b)(c)(j)
|
1,731,996
|
1,725,935
|
|
Hanger Inc Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 4.149% 10/23/2031 (b)(c)(j)(l)
|
223,004
|
222,223
|
|
ICON Luxembourg Sarl Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2992% 7/3/2028 (b)(c)(j)
|
1,787,695
|
1,792,611
|
|
ICON Luxembourg Sarl Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2992% 7/3/2028 (b)(c)(j)
|
445,405
|
446,630
|
|
MED ParentCo LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 4/15/2031 (b)(c)(j)
|
3,460,534
|
3,467,836
|
|
ModivCare Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0492% 7/1/2031 (b)(c)(j)
|
1,975,099
|
1,325,508
|
|
Owens & Minor Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 0% 4/2/2030 (b)(c)(j)(k)
|
2,840,000
|
2,818,700
|
|
Phoenix Guarantor Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 2/21/2031 (b)(c)(j)
|
2,628,516
|
2,629,121
|
|
Phoenix Newco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 11/15/2028 (b)(c)(j)
|
6,248,480
|
6,247,043
|
|
Radiology Partners Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.0914% 1/31/2029 (b)(c)(j)
|
2,389,780
|
2,367,221
|
|
Southern Veterinary Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5273% 12/4/2031 (b)(c)(j)
|
7,165,000
|
7,166,218
|
|
US Anesthesia Partners Inc 2LN, term loan CME Term SOFR 1 month Index + 7.5%, 11.9387% 10/1/2029 (b)(c)(j)
|
280,000
|
254,800
|
|
US Fertility Enterprises LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 4.5%, 8.7849% 10/11/2031 (b)(c)(j)
|
1,579,086
|
1,579,086
|
|
US Fertility Enterprises LLC Tranche DD 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 5.8695% 10/11/2031 (b)(c)(j)(l)
|
71,957
|
71,956
|
|
US Radiology Specialists Inc 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0492% 12/15/2027 (b)(c)(j)
|
1,149,225
|
1,150,949
|
|
54,373,569
|
|||
Health Care Technology - 0.1%
|
|||
athenahealth Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 2/15/2029 (b)(c)(j)
|
12,782,155
|
12,720,545
|
|
Cotiviti Inc 1LN, term loan 7.625% 5/1/2031 (j)
|
1,300,000
|
1,301,222
|
|
Cotiviti Inc 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0742% 3/26/2032 (b)(c)(j)
|
1,940,000
|
1,924,635
|
|
Cotiviti Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0742% 5/1/2031 (b)(c)(j)
|
7,702,395
|
7,659,107
|
|
Zelis Payments Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 9/28/2029 (b)(c)(j)
|
4,024,350
|
3,989,136
|
|
Zelis Payments Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 11/26/2031 (b)(c)(j)
|
4,992,488
|
4,977,660
|
|
32,572,305
|
|||
Pharmaceuticals - 0.1%
|
|||
1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.5869% 10/8/2030 (b)(c)(j)
|
16,320,000
|
15,465,485
|
|
Elanco Animal Health Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.1742% 8/1/2027 (b)(c)(j)
|
3,172,471
|
3,167,173
|
|
Endo Finance Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 4/23/2031 (b)(c)(j)
|
4,751,125
|
4,635,340
|
|
Jazz Financing Lux Sarl Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 5/5/2028 (b)(c)(j)
|
5,934,335
|
5,928,757
|
|
Organon & Co Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5727% 5/19/2031 (b)(c)(j)
|
4,085,137
|
3,972,796
|
|
33,169,551
|
|||
TOTAL HEALTH CARE
|
153,444,495
|
||
Industrials - 0.8%
|
|||
Aerospace & Defense - 0.1%
|
|||
Bleriot US Bidco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 10/31/2030 (b)(c)(j)
|
1,647,832
|
1,649,002
|
|
Goat Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3285% 1/27/2032 (b)(c)(j)
|
2,340,000
|
2,329,774
|
|
Kaman Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0539% 2/26/2032 (b)(c)(j)
|
7,287,500
|
7,234,010
|
|
Kaman Corp Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 0% 2/26/2032 (b)(c)(j)(k)(l)
|
687,500
|
682,454
|
|
Signia Aerospace LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3003% 12/11/2031 (b)(c)(j)
|
3,438,462
|
3,425,567
|
|
Signia Aerospace LLC Tranche DD 1LN, term loan CME Term SOFR 3 month Index + 3%, 1% 12/11/2031 (b)(c)(j)(l)
|
286,538
|
285,464
|
|
TransDigm Inc Tranche I 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 8/24/2028 (b)(c)(j)
|
13,719,969
|
13,755,367
|
|
TransDigm Inc Tranche K 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 3/22/2030 (b)(c)(j)
|
2,368,057
|
2,373,479
|
|
TransDigm Inc Tranche L 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7992% 1/19/2032 (b)(c)(j)
|
3,064,600
|
3,062,547
|
|
34,797,664
|
|||
Air Freight & Logistics - 0.0%
|
|||
Dynasty Acquisition Co Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 10/31/2031 (b)(c)(j)
|
3,027,834
|
3,025,502
|
|
Dynasty Acquisition Co Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 10/31/2031 (b)(c)(j)
|
1,151,691
|
1,150,805
|
|
Echo Global Logistics Inc 2LN, term loan CME Term SOFR 3 month Index + 7.25%, 11.6768% 11/23/2029 (b)(c)(e)(j)
|
1,525,000
|
1,464,000
|
|
Rand Parent LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 3/17/2030 (b)(c)(j)
|
1,044,095
|
1,019,558
|
|
6,659,865
|
|||
Building Products - 0.1%
|
|||
ACProducts Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.8108% 5/17/2028 (b)(c)(j)
|
5,008,769
|
3,677,288
|
|
APi Group DE Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 1/3/2029 (b)(c)(j)
|
4,029,370
|
4,032,433
|
|
AZZ Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 5/13/2029 (b)(c)(j)
|
303,583
|
304,417
|
|
Chariot Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6768% 11/3/2028 (b)(c)(j)
|
2,420,086
|
2,408,809
|
|
Emrld Borrower LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7992% 8/4/2031 (b)(c)(j)
|
1,905,425
|
1,894,716
|
|
Griffon Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5716% 1/24/2029 (b)(c)(j)
|
3,057,331
|
3,050,635
|
|
HP PHRG Borrower LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 4%, 8.3327% 2/20/2032 (b)(c)(j)
|
3,760,000
|
3,584,521
|
|
Oscar Acquisitionco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 4/29/2029 (b)(c)(j)
|
7,533,202
|
6,777,999
|
|
25,730,818
|
|||
Commercial Services & Supplies - 0.4%
|
|||
ABG Intermediate Holdings 2 LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 12/21/2028 (b)(c)(j)
|
18,094,709
|
17,961,351
|
|
Allied Universal Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 5/12/2028 (b)(c)(j)
|
15,084,452
|
15,098,631
|
|
ArchKey Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0329% 11/1/2031 (b)(c)(j)
|
2,698,621
|
2,700,861
|
|
ArchKey Holdings Inc Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 4.75% 11/1/2031 (b)(c)(j)(l)
|
311,379
|
311,637
|
|
Artera Services LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7992% 2/15/2031 (b)(c)(j)
|
4,764,089
|
4,132,847
|
|
Bifm CA Buyer Inc 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 5/31/2028 (b)(c)(j)
|
2,831,553
|
2,831,553
|
|
Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7759% 8/1/2030 (b)(c)(j)
|
15,267,238
|
12,690,892
|
|
Brock Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 6%, 10.2992% 5/2/2030 (b)(c)(j)
|
1,243,750
|
1,178,453
|
|
Congruex Group LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.9297% 5/3/2029 (b)(c)(j)
|
3,852,781
|
3,398,153
|
|
Core & Main LP Tranche E 1LN, term loan CME Term SOFR 6 month Index + 2%, 6.2704% 2/9/2031 (b)(c)(j)
|
1,189,983
|
1,188,995
|
|
Ensemble RCM LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2797% 8/1/2029 (b)(c)(j)
|
7,230,191
|
7,239,663
|
|
Filtration Group Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 10/21/2028 (b)(c)(j)
|
3,603,258
|
3,612,771
|
|
GEO Group Inc/The Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.5768% 4/13/2029 (b)(c)(j)
|
1,695,438
|
1,711,680
|
|
GFL Environmental Services Inc/ON Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.8185% 3/3/2032 (b)(c)(j)
|
5,460,000
|
5,431,007
|
|
Madison IAQ LLC 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5105% 5/6/2032 (b)(c)(j)
|
3,970,000
|
3,969,444
|
|
Madison IAQ LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 2.5%, 6.7622% 6/21/2028 (b)(c)(j)
|
5,041,895
|
5,035,089
|
|
Neptune Bidco US Inc Tranche A 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0797% 10/11/2028 (b)(c)(j)
|
984,888
|
917,708
|
|
Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.3297% 4/11/2029 (b)(c)(j)
|
20,103,621
|
18,765,524
|
|
OMNIA Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0326% 7/25/2030 (b)(c)(j)
|
4,771,570
|
4,776,675
|
|
Pitney Bowes Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 3/19/2032 (b)(c)(j)
|
2,020,000
|
2,014,102
|
|
Reworld Holding Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5752% 11/30/2028 (b)(c)(j)
|
1,854,468
|
1,855,637
|
|
Reworld Holding Corp Tranche C 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5752% 11/30/2028 (b)(c)(j)
|
142,830
|
142,920
|
|
Sabert Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.443% 12/10/2026 (b)(c)(j)
|
2,092,621
|
2,097,853
|
|
Tidal Waste & Recycling Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.7992% 10/24/2031 (b)(c)(j)
|
1,385,000
|
1,388,463
|
|
Wellful Inc Tranche BOOTSTRAP FLSO TL 1LN, term loan CME Term SOFR 3 month Index + 6.25%, 11.4413% 10/19/2030 (b)(c)(j)
|
1,845,719
|
1,474,268
|
|
Wellful Inc Tranche PRIMING TL 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.4413% 4/19/2030 (b)(c)(j)
|
1,921,215
|
1,892,397
|
|
WMB Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 11/2/2029 (b)(c)(j)
|
5,449,366
|
5,439,176
|
|
129,257,750
|
|||
Construction & Engineering - 0.0%
|
|||
Chromalloy Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0379% 3/27/2031 (b)(c)(j)
|
2,184,607
|
2,174,077
|
|
Construction Partners Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8285% 11/3/2031 (b)(c)(j)
|
2,797,988
|
2,797,121
|
|
Traverse Midstream Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2797% 2/16/2028 (b)(c)(j)
|
1,345,896
|
1,348,143
|
|
6,319,341
|
|||
Electrical Equipment - 0.0%
|
|||
Array Technologies Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.693% 10/14/2027 (b)(c)(j)
|
1,797,237
|
1,788,251
|
|
Vertiv Group Corp Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0731% 3/2/2027 (b)(c)(j)
|
5,339,309
|
5,332,475
|
|
7,120,726
|
|||
Ground Transportation - 0.0%
|
|||
Genesee & Wyoming Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 6.0492% 4/10/2031 (b)(c)(j)
|
3,800,900
|
3,781,172
|
|
Machinery - 0.0%
|
|||
Ali Group North America Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.4413% 7/30/2029 (b)(c)(j)
|
2,083,967
|
2,095,220
|
|
Chart Industries Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7879% 3/15/2030 (b)(c)(j)
|
4,190,487
|
4,193,127
|
|
CPM Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.8242% 9/28/2028 (b)(c)(j)
|
2,341,288
|
2,314,105
|
|
Crown Equipment Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5742% 10/10/2031 (b)(c)(j)
|
1,941,675
|
1,933,578
|
|
JBT Marel Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.4268% 1/2/2032 (b)(c)(j)
|
1,190,000
|
1,191,785
|
|
STS Operating Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 3/25/2031 (b)(c)(j)
|
4,836,150
|
4,714,232
|
|
TNT Crane & Rigging Inc 2LN, term loan CME Term SOFR 1 month Index + 8.75%, 13.3092% 12/3/2026 (b)(c)(e)(j)
|
1,037,872
|
921,008
|
|
17,363,055
|
|||
Passenger Airlines - 0.0%
|
|||
AAdvantage Loyalty IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5224% 4/20/2028 (b)(c)(j)
|
5,716,100
|
5,650,365
|
|
AAdvantage Loyalty IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 0% 5/7/2032 (b)(c)(j)(k)
|
1,990,000
|
1,997,045
|
|
American Airlines 2016-3 Class A Pass Through Trust Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5068% 6/4/2029 (b)(c)(j)
|
2,173,050
|
2,142,258
|
|
SkyMiles IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0224% 10/20/2027 (b)(c)(j)
|
1,476,401
|
1,483,694
|
|
United Airlines Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2752% 2/22/2031 (b)(c)(j)
|
3,526,763
|
3,532,935
|
|
Vista Management Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0476% 4/1/2031 (b)(c)(j)
|
1,420,000
|
1,418,821
|
|
16,225,118
|
|||
Professional Services - 0.2%
|
|||
AlixPartners LLP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9413% 2/4/2028 (b)(c)(j)
|
4,455,362
|
4,459,282
|
|
Amentum Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 9/29/2031 (b)(c)(j)
|
9,236,850
|
9,184,940
|
|
CACI International Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0744% 10/30/2031 (b)(c)(j)
|
1,975,050
|
1,976,294
|
|
Cast & Crew LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 12/29/2028 (b)(c)(j)
|
9,584,350
|
8,853,544
|
|
CHG Healthcare Services Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3327% 9/29/2028 (b)(c)(j)
|
3,101,395
|
3,105,923
|
|
Dayforce Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2797% 3/1/2031 (b)(c)(j)
|
1,761,710
|
1,763,912
|
|
EAB Global Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 8/16/2030 (b)(c)(j)
|
2,851,465
|
2,788,732
|
|
Galaxy US Opco Inc 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.2797% 7/31/2030 (b)(c)(j)
|
1,415,598
|
1,209,983
|
|
Maximus Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 5/30/2031 (b)(c)(j)
|
1,111,600
|
1,101,184
|
|
Sedgwick Claims Management Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3268% 7/31/2031 (b)(c)(j)
|
6,537,238
|
6,541,748
|
|
40,985,542
|
|||
Trading Companies & Distributors - 0.0%
|
|||
Foundation Building Materials Inc 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.791% 1/31/2028 (b)(c)(j)
|
1,208,161
|
1,168,799
|
|
Foundation Building Materials Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2798% 1/29/2031 (b)(c)(j)
|
6,505,053
|
6,097,577
|
|
7,266,376
|
|||
Transportation Infrastructure - 0.0%
|
|||
AIT Worldwide Logistics Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2605% 4/8/2030 (b)(c)(j)
|
4,307,338
|
4,286,878
|
|
Lasership Inc Tranche A 1LN, term loan CME Term SOFR 3 month Index + 6.25%, 10.5492% 1/2/2029 (b)(c)(j)
|
843,178
|
829,477
|
|
Lasership Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 10.0608% 8/10/2029 (b)(c)(j)
|
2,107,828
|
1,298,949
|
|
Lasership Inc Tranche C 1LN, term loan CME Term SOFR 1 month Index + 7%, 8.2992% 1/2/2029 (b)(c)(j)
|
190,313
|
120,373
|
|
Lasership Inc Tranche E 1LN, term loan CME Term SOFR 1 month Index + 7.5%, 6.0608% 8/10/2029 (b)(c)(j)
|
368,414
|
114,207
|
|
WWEX Uni Topco Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 7/26/2028 (b)(c)(j)
|
3,571,225
|
3,558,583
|
|
10,208,467
|
|||
TOTAL INDUSTRIALS
|
305,715,894
|
||
Information Technology - 1.1%
|
|||
Communications Equipment - 0.0%
|
|||
Ciena Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0744% 10/24/2030 (b)(c)(j)
|
1,097,741
|
1,099,805
|
|
CommScope LLC 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.5768% 12/17/2029 (b)(c)(j)
|
11,880,000
|
11,982,287
|
|
13,082,092
|
|||
Electronic Equipment, Instruments & Components - 0.1%
|
|||
Coherent Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 7/2/2029 (b)(c)(j)
|
5,135,540
|
5,141,959
|
|
DG Investment Intermediate Holdings Inc 2LN, term loan CME Term SOFR 1 month Index + 6.75%, 11.1913% 3/30/2029 (b)(c)(j)
|
600,000
|
595,500
|
|
DG Investment Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9413% 3/31/2028 (b)(c)(j)
|
3,967,978
|
3,964,010
|
|
DG Investment Intermediate Holdings Inc Tranche DD 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 3.5% 3/31/2028 (b)(c)(j)(l)
|
116,071
|
113,460
|
|
Go Daddy Operating Co LLC Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 5/30/2031 (b)(c)(j)
|
5,427,114
|
5,422,665
|
|
Go Daddy Operating Co LLC Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 11/9/2029 (b)(c)(j)
|
2,415,331
|
2,414,147
|
|
Lightning Power LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 8/18/2031 (b)(c)(j)
|
4,651,625
|
4,654,881
|
|
MX Holdings US Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 3/17/2032 (b)(c)(j)
|
2,060,000
|
2,060,000
|
|
TCP Sunbelt Acquisition Co Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5798% 10/24/2031 (b)(c)(j)
|
2,598,488
|
2,593,628
|
|
TTM Technologies Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5742% 5/30/2030 (b)(c)(j)
|
1,808,547
|
1,804,025
|
|
28,764,275
|
|||
IT Services - 0.3%
|
|||
Ahead DB Holdings LLC Tranche B3 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 2/3/2031 (b)(c)(j)
|
2,464,171
|
2,464,516
|
|
Constant Contact Inc 2LN, term loan CME Term SOFR 3 month Index + 7.5%, 12.0177% 2/12/2029 (b)(c)(j)
|
290,000
|
233,813
|
|
Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5177% 2/10/2028 (b)(c)(j)
|
9,723,273
|
9,109,540
|
|
GTT Communications Inc Tranche NEW $ HOLDCO 1LN, term loan 14% 7/15/2031 (b)(j)
|
854,310
|
675,973
|
|
Indy US Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 3/6/2028 (b)(c)(j)
|
2,095,000
|
2,088,883
|
|
Kaseya Inc 2LN, term loan CME Term SOFR 1 month Index + 5%, 9.3268% 3/20/2033 (b)(c)(j)
|
2,460,000
|
2,451,538
|
|
Kaseya Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 3/20/2032 (b)(c)(j)
|
9,660,000
|
9,653,141
|
|
Mitchell International Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 6/17/2031 (b)(c)(j)
|
6,159,050
|
6,134,660
|
|
Peraton Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 2/1/2028 (b)(c)(j)
|
16,340,111
|
14,128,314
|
|
VFH Parent LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 6/21/2031 (b)(c)(j)
|
4,000,000
|
4,000,000
|
|
X Corp 1LN, term loan 9.5% 10/26/2029 (j)
|
15,980,000
|
15,897,543
|
|
X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.9492% 10/26/2029 (b)(c)(j)
|
9,463,151
|
9,367,194
|
|
76,205,115
|
|||
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
MKS Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3247% 8/17/2029 (b)(c)(j)
|
3,559,063
|
3,560,842
|
|
Software - 0.7%
|
|||
Applied Systems Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7992% 2/24/2031 (b)(c)(j)
|
5,791,832
|
5,809,960
|
|
Ascend Learning LLC 2LN, term loan CME Term SOFR 1 month Index + 5.75%, 10.1768% 12/10/2029 (b)(c)(j)
|
1,457,616
|
1,445,314
|
|
Ascend Learning LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 12/11/2028 (b)(c)(j)
|
10,134,000
|
10,081,202
|
|
Cloud Software Group Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0492% 3/21/2031 (b)(c)(j)
|
7,452,550
|
7,430,416
|
|
Cloud Software Group Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.7992% 3/29/2029 (b)(c)(j)
|
10,455,404
|
10,422,783
|
|
ConnectWise LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 8.0608% 9/29/2028 (b)(c)(j)
|
3,213,699
|
3,217,716
|
|
Dcert Buyer Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 10/16/2026 (b)(c)(j)
|
25,158,585
|
24,800,831
|
|
Dcert Buyer Inc Tranche B 2LN, term loan CME Term SOFR 1 month Index + 7%, 11.3268% 2/19/2029 (b)(c)(j)
|
3,918,409
|
3,379,628
|
|
Eagle Parent Canada Inc Tranche INCR B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 4/2/2029 (b)(c)(e)(j)
|
5,346,600
|
5,034,770
|
|
Ellucian Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 10/9/2029 (b)(c)(j)
|
5,461,269
|
5,465,146
|
|
Epicor Software Corp 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 5/30/2031 (b)(c)(j)
|
4,866,752
|
4,875,366
|
|
Finastra USA Inc 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.428% 9/13/2029 (b)(c)(e)(j)
|
3,560,716
|
3,560,716
|
|
Flexera Software LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.2993% 3/3/2028 (b)(c)(j)
|
4,009,590
|
4,004,578
|
|
Gen Digital Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 9/12/2029 (b)(c)(j)
|
7,674,537
|
7,663,025
|
|
Genesys Cloud Services Holdings II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 1/30/2032 (b)(c)(j)
|
1,810,463
|
1,803,999
|
|
Leia Finco US LLC 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.4576% 10/9/2031 (b)(c)(j)
|
5,725,000
|
5,720,420
|
|
Leia Finco US LLC 2LN, term loan CME Term SOFR 3 month Index + 5.25%, 9.4576% 10/9/2032 (b)(c)(j)
|
2,465,000
|
2,402,143
|
|
MH Sub I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 12/31/2031 (b)(c)(j)
|
9,258,360
|
8,418,164
|
|
MH Sub I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 5/3/2028 (b)(c)(j)
|
11,101,451
|
10,648,734
|
|
MH Sub I LLC Tranche B 2LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.5768% 2/23/2029 (b)(c)(j)
|
2,065,000
|
1,861,949
|
|
Modena Buyer LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7797% 7/1/2031 (b)(c)(j)
|
9,576,875
|
9,277,598
|
|
Optiv Parent Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.25%, 9.5326% 7/31/2026 (b)(c)(j)
|
3,493,483
|
2,847,189
|
|
Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.2913% 6/2/2028 (b)(c)(j)
|
26,252,322
|
25,405,161
|
|
Polaris Newco LLC Tranche PIK TERM 2LN, term loan CME Term SOFR 1 month Index + 2%, 13.4327% 6/4/2029 (b)(c)(j)
|
2,110,000
|
2,027,583
|
|
Project Alpha Intermediate Holding Inc 2LN, term loan CME Term SOFR 1 month Index + 5%, 9.3073% 5/8/2033 (b)(c)(j)
|
2,785,000
|
2,743,225
|
|
Project Alpha Intermediate Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5519% 10/26/2030 (b)(c)(j)
|
7,578,130
|
7,597,075
|
|
Project Boost Purchaser LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 7/16/2031 (b)(c)(j)
|
1,815,450
|
1,812,146
|
|
Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 8/31/2028 (b)(c)(j)
|
8,560,482
|
8,552,178
|
|
Rackspace Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.1972% 5/15/2028 (b)(c)(j)
|
6,025,291
|
2,687,942
|
|
Rackspace Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.6972% 5/15/2028 (b)(c)(j)
|
1,403,639
|
1,399,133
|
|
RealPage Inc 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0492% 4/24/2028 (b)(c)(j)
|
1,510,000
|
1,508,580
|
|
RealPage Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.5608% 4/24/2028 (b)(c)(j)
|
6,131,097
|
6,078,860
|
|
Red Planet Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 8.1768% 10/2/2028 (b)(c)(j)
|
5,069,538
|
5,023,354
|
|
Renaissance Holdings Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.2797% 4/5/2030 (b)(c)(j)
|
7,890,879
|
7,262,054
|
|
Roper Industrial Products Investment Co 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 11/22/2029 (b)(c)(j)
|
2,895,464
|
2,880,987
|
|
Sovos Compliance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 8/13/2029 (b)(c)(j)
|
1,336,301
|
1,335,632
|
|
SS&C Technologies Inc Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 5/9/2031 (b)(c)(j)
|
5,399,746
|
5,417,295
|
|
UKG Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3285% 2/10/2031 (b)(c)(j)
|
18,682,606
|
18,712,498
|
|
VS Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0195% 4/12/2031 (b)(c)(j)
|
4,304,429
|
4,304,429
|
|
244,919,779
|
|||
Technology Hardware, Storage & Peripherals - 0.0%
|
|||
Sandisk Corp/DE Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3215% 2/20/2032 (b)(c)(j)
|
12,770,000
|
12,578,450
|
|
TOTAL INFORMATION TECHNOLOGY
|
379,110,553
|
||
Materials - 0.4%
|
|||
Chemicals - 0.3%
|
|||
A-Gas FinCo Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.25%, 9.5492% 12/14/2029 (b)(c)(j)
|
3,583,775
|
3,259,730
|
|
Advancion Holdings LLC 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0768% 11/24/2027 (b)(c)(j)
|
1,759,500
|
1,711,114
|
|
Advancion Holdings LLC 2LN, term loan CME Term SOFR 1 month Index + 7.75%, 12.1768% 11/24/2028 (b)(c)(j)
|
935,000
|
869,942
|
|
Advancion Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 11/24/2027 (b)(c)(j)
|
3,076,411
|
2,991,041
|
|
American Rock Salt Co LLC 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.5943% 6/9/2028 (b)(c)(j)
|
745,321
|
610,544
|
|
American Rock Salt Co LLC Tranche 1ST OUT DD TL 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 2% 6/9/2028 (b)(c)(j)(l)
|
176,059
|
176,059
|
|
American Rock Salt Co LLC Tranche 1ST OUT TL B 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 11.5943% 6/9/2028 (b)(c)(j)
|
277,513
|
277,513
|
|
Arc Falcon I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9268% 9/30/2028 (b)(c)(j)
|
7,248,817
|
7,245,411
|
|
Arc Falcon I Inc Tranche B 2LN, term loan CME Term SOFR 1 month Index + 7%, 11.4268% 9/30/2029 (b)(c)(j)
|
675,000
|
649,127
|
|
Avient Corp Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.9576% 8/29/2029 (b)(c)(j)
|
946,318
|
946,716
|
|
Axalta Coating Systems US Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 6.0492% 12/20/2029 (b)(c)(j)
|
1,005,971
|
1,007,651
|
|
Bakelite US Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0492% 12/23/2031 (b)(c)(j)
|
3,880,275
|
3,805,114
|
|
Chemours Co/The Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 8/18/2028 (b)(c)(j)
|
7,352,463
|
7,211,516
|
|
Derby Buyer LLC 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3425% 11/1/2030 (b)(c)(j)
|
2,890,873
|
2,848,955
|
|
Discovery Purchaser Corp 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0224% 10/4/2029 (b)(c)(j)
|
8,700,608
|
8,677,030
|
|
Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 8.3242% 7/3/2028 (b)(c)(j)
|
7,468,958
|
7,085,352
|
|
Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3252% 3/15/2029 (b)(c)(j)
|
14,476,281
|
14,370,315
|
|
Hexion Inc 2LN, term loan CME Term SOFR 1 month Index + 7.4375%, 11.8643% 3/15/2030 (b)(c)(j)
|
1,281,176
|
1,230,327
|
|
INEOS US Petrochem LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 3/14/2030 (b)(c)(j)
|
1,277,250
|
1,130,366
|
|
INEOS US Petrochem LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6768% 4/2/2029 (b)(c)(j)
|
4,897,411
|
4,468,888
|
|
M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0326% 8/25/2031 (b)(c)(j)
|
10,292,080
|
9,841,802
|
|
Manchester Acquisition Sub LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.2185% 12/1/2026 (b)(c)(j)
|
1,973,385
|
1,850,660
|
|
Scih Salt Hldgs Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2797% 1/31/2029 (b)(c)(j)
|
3,163,942
|
3,154,071
|
|
TPC Group Inc 1LN, term loan CME Term SOFR 1 month Index + 5.75%, 9.9524% 12/16/2031 (b)(c)(j)
|
4,805,000
|
4,604,776
|
|
USALCO LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 9/30/2031 (b)(c)(j)
|
1,813,175
|
1,818,271
|
|
USALCO LLC Tranche DD 1LN, term loan CME Term SOFR 3 month Index + 4%, 1% 9/30/2031 (b)(c)(j)(l)
|
187,280
|
187,806
|
|
WR Grace Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5492% 9/22/2028 (b)(c)(j)
|
1,770,113
|
1,763,032
|
|
93,793,129
|
|||
Construction Materials - 0.0%
|
|||
Eco Material Technologies Inc 1LN, term loan CME Term SOFR 6 month Index + 3.25%, 7.4666% 2/12/2032 (b)(c)(j)
|
2,340,000
|
2,337,075
|
|
Quikrete Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 2/10/2032 (b)(c)(j)
|
8,585,000
|
8,542,076
|
|
Smyrna Ready Mix Concrete LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3247% 4/2/2029 (b)(c)(j)
|
1,631,281
|
1,630,269
|
|
VM Consolidated Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 3/24/2028 (b)(c)(j)
|
3,277,435
|
3,291,790
|
|
White Cap Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 10/19/2029 (b)(c)(j)
|
1,394,730
|
1,379,151
|
|
17,180,361
|
|||
Containers & Packaging - 0.1%
|
|||
AOT Packaging Products Acquisition Co LLC 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 3/3/2028 (b)(c)(j)
|
5,525,101
|
5,495,155
|
|
Berlin Packaging LLC Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8215% 6/7/2031 (b)(c)(j)
|
8,570,320
|
8,583,689
|
|
Charter Next Generation Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0925% 11/29/2030 (b)(c)(j)
|
4,460,846
|
4,467,448
|
|
Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 7.5018% 4/13/2029 (b)(c)(j)
|
16,412,355
|
16,335,873
|
|
Clydesdale Acquisition Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5476% 4/1/2032 (b)(c)(j)
|
8,064,021
|
7,997,251
|
|
Clydesdale Acquisition Holdings Inc Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 1.1944% 4/1/2032 (b)(c)(j)(l)
|
140,979
|
139,812
|
|
Graham Packaging Co Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 8/4/2027 (b)(c)(j)
|
3,687,720
|
3,686,725
|
|
LC Ahab US Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 5/1/2031 (b)(c)(j)
|
2,749,903
|
2,708,655
|
|
Pregis TopCo LLC 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 2/1/2029 (b)(c)(j)
|
1,080,742
|
1,081,077
|
|
SupplyOne Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 4/19/2031 (b)(c)(j)
|
945,450
|
947,614
|
|
51,443,299
|
|||
Metals & Mining - 0.0%
|
|||
Vibrantz Technologies Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 0% 4/23/2029 (b)(c)(j)(k)
|
2,585,000
|
2,269,966
|
|
Paper & Forest Products - 0.0%
|
|||
Asplundh Tree Expert LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 5/23/2031 (b)(c)(j)
|
2,563,028
|
2,566,231
|
|
TOTAL MATERIALS
|
167,252,986
|
||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Greystar Real Estate Partners LLC 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0785% 8/21/2030 (b)(c)(j)
|
2,390,520
|
2,384,543
|
|
Utilities - 0.1%
|
|||
Electric Utilities - 0.0%
|
|||
NRG Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 6.0305% 4/16/2031 (b)(c)(j)
|
3,129,196
|
3,128,883
|
|
Vistra Operations Co LLC Tranche B-3 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 12/20/2030 (b)(c)(j)
|
4,964,462
|
4,968,036
|
|
WEC US Holdings Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5742% 1/27/2031 (b)(c)(j)
|
8,375,829
|
8,356,146
|
|
16,453,065
|
|||
Independent Power and Renewable Electricity Producers - 0.1%
|
|||
Alpha Generation LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 9/30/2031 (b)(c)(j)
|
3,174,050
|
3,184,969
|
|
Calpine Construction Finance Co LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 7/31/2030 (b)(c)(j)
|
2,115,000
|
2,112,631
|
|
Cogentrix Finance Holdco I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 2/26/2032 (b)(c)(j)
|
2,460,000
|
2,465,535
|
|
MRP Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/24/2032 (b)(c)(j)(k)
|
1,720,968
|
1,696,582
|
|
MRP Buyer LLC Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/4/2032 (b)(c)(j)(k)
|
219,032
|
215,928
|
|
Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.7992% 3/29/2030 (b)(c)(j)
|
8,231,345
|
8,128,453
|
|
Talen Energy Supply LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.8077% 12/13/2031 (b)(c)(j)
|
1,376,550
|
1,376,330
|
|
Win Waste Innovations Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.1913% 3/24/2028 (b)(c)(j)
|
8,729,179
|
8,655,505
|
|
Win Waste Innovations Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1913% 3/27/2028 (b)(c)(j)
|
2,490,000
|
2,496,225
|
|
30,332,158
|
|||
Multi-Utilities - 0.0%
|
|||
Osmose Utilities Services Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 6/23/2028 (b)(c)(j)
|
175,013
|
174,663
|
|
TOTAL UTILITIES
|
46,959,886
|
||
TOTAL UNITED STATES
|
1,966,450,256
|
||
|
TOTAL BANK LOAN OBLIGATIONS
(Cost $2,210,722,873)
|
2,151,472,567
|
||
Bank Notes - 0.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Capital One NA USD SOFR Spread-Adj ICE Swap Rate 5Y + 1.73%, 5.974% 8/9/2028 (b)(c)
|
8,844,000
|
9,018,436
|
|
KeyBank NA/Cleveland OH 6.95% 2/1/2028
|
1,259,000
|
1,321,559
|
|
Regions Bank/Birmingham AL 6.45% 6/26/2037
|
15,683,000
|
15,938,986
|
|
|
TOTAL BANK NOTES
(Cost $25,774,154)
|
26,278,981
|
||
Collateralized Mortgage Obligations - 2.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 2.4%
|
|||
Ajax Mortgage Loan Trust Series 2021-E Class A1, 1.74% 12/25/2060 (d)
|
9,640,824
|
8,316,774
|
|
Bravo Residential Fdg Tr 2025-Nqm5 Series 2025-NQM5 Class A1, 5.496% 2/25/2065 (d)(i)
|
6,700,000
|
6,703,378
|
|
Bravo Residential Funding Trust Series 2023-RPL1 Class A1, 5% 5/25/2063 (d)
|
11,475,434
|
11,335,970
|
|
CFMT LLC Series 2022-HB10 Class A, 3.25% 11/25/2035 (d)
|
5,987,181
|
5,939,396
|
|
CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(d)
|
8,236,897
|
8,076,953
|
|
CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (b)(d)
|
4,399,248
|
4,352,365
|
|
CFMT Series 2025-HB16 Class A, 3% 3/25/2035 (b)(d)
|
5,477,565
|
5,340,616
|
|
CIM Trust Series 2025-NR1 Class A1, 5% 6/25/2064 (d)
|
14,822,417
|
14,292,872
|
|
CIM Trust Series 2025-R1 Class A1, 5% 2/25/2099 (d)
|
20,330,807
|
19,955,159
|
|
CSMC Trust Series 2014-3R Class 2A1, CME Term SOFR 1 month Index + 0.8145%, 0% 5/27/2037 (b)(c)(d)(e)
|
153,098
|
15
|
|
CSMC Trust Series 2015-1R Class 6A1, CME Term SOFR 1 month Index + 0.3945%, 4.3314% 5/27/2037 (b)(c)(d)
|
337,425
|
334,211
|
|
CSMC Trust Series 2021-RPL7 Class A1, 4.1993% 7/27/2061 (b)(d)
|
4,426,389
|
4,420,938
|
|
Fannie Mae Guaranteed REMIC Series 1999-17 Class PG, 6% 4/25/2029
|
19,665
|
19,941
|
|
Fannie Mae Guaranteed REMIC Series 1999-25 Class Z, 6% 6/25/2029
|
22,840
|
22,941
|
|
Fannie Mae Guaranteed REMIC Series 1999-32 Class PL, 6% 7/25/2029
|
28,812
|
29,309
|
|
Fannie Mae Guaranteed REMIC Series 1999-33 Class PK, 6% 7/25/2029
|
20,855
|
21,195
|
|
Fannie Mae Guaranteed REMIC Series 2001-20 Class Z, 6% 5/25/2031
|
28,411
|
28,810
|
|
Fannie Mae Guaranteed REMIC Series 2001-31 Class ZC, 6.5% 7/25/2031
|
11,854
|
11,999
|
|
Fannie Mae Guaranteed REMIC Series 2001-52 Class YZ, 6.5% 10/25/2031
|
4,294
|
4,425
|
|
Fannie Mae Guaranteed REMIC Series 2002-16 Class ZD, 6.5% 4/25/2032
|
14,002
|
14,399
|
|
Fannie Mae Guaranteed REMIC Series 2002-18 Class FD, U.S. 30-Day Avg. SOFR Index + 0.9145%, 5.2365% 2/25/2032 (b)(c)
|
2,940
|
2,945
|
|
Fannie Mae Guaranteed REMIC Series 2002-39 Class FD, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4444% 3/18/2032 (b)(c)
|
5,356
|
5,401
|
|
Fannie Mae Guaranteed REMIC Series 2002-60 Class FV, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4365% 4/25/2032 (b)(c)
|
5,659
|
5,696
|
|
Fannie Mae Guaranteed REMIC Series 2002-63 Class FN, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4365% 10/25/2032 (b)(c)
|
6,684
|
6,728
|
|
Fannie Mae Guaranteed REMIC Series 2002-7 Class FC, U.S. 30-Day Avg. SOFR Index + 0.8645%, 5.1865% 1/25/2032 (b)(c)
|
2,767
|
2,769
|
|
Fannie Mae Guaranteed REMIC Series 2002-74 Class SV, 7.4355% - U.S. 30-Day Avg. SOFR Index 3.1136% 11/25/2032 (b)(h)
|
6,830
|
179
|
|
Fannie Mae Guaranteed REMIC Series 2003-118 Class S, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6636% 12/25/2033 (b)(h)
|
111,917
|
12,917
|
|
Fannie Mae Guaranteed REMIC Series 2003-21 Class SK, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6636% 3/25/2033 (b)(h)
|
6,034
|
622
|
|
Fannie Mae Guaranteed REMIC Series 2005-102 Class CO, 0% 11/25/2035 (n)
|
15,424
|
13,301
|
|
Fannie Mae Guaranteed REMIC Series 2005-47 Class SW, 6.6055% - U.S. 30-Day Avg. SOFR Index 2.2836% 6/25/2035 (b)(h)
|
141,351
|
10,450
|
|
Fannie Mae Guaranteed REMIC Series 2005-72 Class ZC, 5.5% 8/25/2035
|
433,762
|
446,729
|
|
Fannie Mae Guaranteed REMIC Series 2005-73 Class SA, U.S. 30-Day Avg. SOFR Index + 17.2524%, 6.0152% 8/25/2035 (b)(c)
|
2,883
|
2,994
|
|
Fannie Mae Guaranteed REMIC Series 2005-79 Class ZC, 5.9% 9/25/2035
|
373,631
|
366,877
|
|
Fannie Mae Guaranteed REMIC Series 2005-81 Class PC, 5.5% 9/25/2035
|
55,827
|
56,996
|
|
Fannie Mae Guaranteed REMIC Series 2006-104 Class GI, 6.5655% - U.S. 30-Day Avg. SOFR Index 2.2436% 11/25/2036 (b)(h)
|
84,660
|
8,154
|
|
Fannie Mae Guaranteed REMIC Series 2006-116 Class SG, 6.5255% - U.S. 30-Day Avg. SOFR Index 2.2036% 12/25/2036 (b)(h)
|
50,725
|
5,064
|
|
Fannie Mae Guaranteed REMIC Series 2006-12 Class BO, 0% 10/25/2035 (n)
|
67,998
|
60,523
|
|
Fannie Mae Guaranteed REMIC Series 2006-15 Class OP, 0% 3/25/2036 (n)
|
110,383
|
93,863
|
|
Fannie Mae Guaranteed REMIC Series 2006-37 Class OW, 0% 5/25/2036 (n)
|
11,842
|
9,647
|
|
Fannie Mae Guaranteed REMIC Series 2007-40 Class SE, 6.3255% - U.S. 30-Day Avg. SOFR Index 2.0036% 5/25/2037 (b)(h)
|
28,429
|
3,115
|
|
Fannie Mae Guaranteed REMIC Series 2007-57 Class SA, U.S. 30-Day Avg. SOFR Index + 39.9331%, 14.0013% 6/25/2037 (b)(c)
|
22,546
|
27,847
|
|
Fannie Mae Guaranteed REMIC Series 2007-66 Class SA, U.S. 30-Day Avg. SOFR Index + 38.9131%, 12.9813% 7/25/2037 (b)(c)
|
34,004
|
42,300
|
|
Fannie Mae Guaranteed REMIC Series 2007-66 Class SB, U.S. 30-Day Avg. SOFR Index + 38.9131%, 12.9813% 7/25/2037 (b)(c)
|
6,464
|
7,164
|
|
Fannie Mae Guaranteed REMIC Series 2010-135 Class ZA, 4.5% 12/25/2040
|
969,902
|
927,164
|
|
Fannie Mae Guaranteed REMIC Series 2010-150 Class ZC, 4.75% 1/25/2041
|
1,424,433
|
1,400,239
|
|
Fannie Mae Guaranteed REMIC Series 2011-39 Class ZA, 6% 11/25/2032
|
126,941
|
129,931
|
|
Fannie Mae Guaranteed REMIC Series 2011-4 Class PZ, 5% 2/25/2041
|
577,591
|
572,053
|
|
Fannie Mae Guaranteed REMIC Series 2011-67 Class AI, 4% 7/25/2026 (h)
|
1,120
|
5
|
|
Fannie Mae Guaranteed REMIC Series 2012-100 Class WI, 3% 9/25/2027 (h)
|
263,144
|
5,839
|
|
Fannie Mae Guaranteed REMIC Series 2012-134 Class MX, 3.5% 5/25/2042
|
476,106
|
464,844
|
|
Fannie Mae Guaranteed REMIC Series 2012-149 Class DA, 1.75% 1/25/2043
|
892,276
|
826,251
|
|
Fannie Mae Guaranteed REMIC Series 2012-149 Class GA, 1.75% 6/25/2042
|
1,154,315
|
1,066,803
|
|
Fannie Mae Guaranteed REMIC Series 2012-67 Class AI, 4.5% 7/25/2027 (h)
|
2,255
|
31
|
|
Fannie Mae Guaranteed REMIC Series 2012-9 Class SH, 6.4355% - U.S. 30-Day Avg. SOFR Index 2.1136% 6/25/2041 (b)(h)
|
3,332
|
7
|
|
Fannie Mae Guaranteed REMIC Series 2013-133 Class IB, 3% 4/25/2032 (h)
|
13,015
|
43
|
|
Fannie Mae Guaranteed REMIC Series 2013-134 Class SA, 5.9355% - U.S. 30-Day Avg. SOFR Index 1.6136% 1/25/2044 (b)(h)
|
199,021
|
21,581
|
|
Fannie Mae Guaranteed REMIC Series 2015-42 Class IL, 6% 6/25/2045 (h)
|
995,579
|
144,784
|
|
Fannie Mae Guaranteed REMIC Series 2015-70 Class JC, 3% 10/25/2045
|
930,377
|
878,770
|
|
Fannie Mae Guaranteed REMIC Series 2016-104 Class B, 4% 12/25/2044
|
768,764
|
761,576
|
|
Fannie Mae Guaranteed REMIC Series 2016-3 Class PL, 2.5% 2/25/2046
|
8,765,015
|
7,464,075
|
|
Fannie Mae Guaranteed REMIC Series 2016-99 Class KA, 4% 11/25/2042
|
997,465
|
984,595
|
|
Fannie Mae Guaranteed REMIC Series 2017-22 Class ED, 3.5% 6/25/2044
|
316,328
|
312,903
|
|
Fannie Mae Guaranteed REMIC Series 2017-30 Class AI, 5.5% 5/25/2047 (h)
|
609,406
|
87,318
|
|
Fannie Mae Guaranteed REMIC Series 2020-45 Class JC, 1.5% 7/25/2040
|
13,308,087
|
10,979,310
|
|
Fannie Mae Guaranteed REMIC Series 2020-51 Class BA, 2% 6/25/2046
|
7,219,082
|
6,297,108
|
|
Fannie Mae Guaranteed REMIC Series 2021-21 Class HG, 2% 11/25/2047
|
3,238,636
|
2,862,514
|
|
Fannie Mae Guaranteed REMIC Series 2021-45 Class DA, 3% 7/25/2051
|
4,439,840
|
3,851,690
|
|
Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048
|
2,741,621
|
2,242,212
|
|
Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048
|
2,913,558
|
2,382,829
|
|
Fannie Mae Guaranteed REMIC Series 2021-69 Class JK, 1.5% 10/25/2051
|
2,491,627
|
2,096,376
|
|
Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048
|
2,365,489
|
2,048,070
|
|
Fannie Mae Guaranteed REMIC Series 2021-95 Class BA, 2.5% 6/25/2049
|
10,885,650
|
9,329,586
|
|
Fannie Mae Guaranteed REMIC Series 2021-95, 2.5% 9/25/2048
|
7,303,273
|
6,339,771
|
|
Fannie Mae Guaranteed REMIC Series 2021-96 Class AH, 2.5% 3/25/2049
|
26,060,347
|
22,401,368
|
|
Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050
|
3,791,720
|
3,230,877
|
|
Fannie Mae Guaranteed REMIC Series 2022-1 Class KA, 3% 5/25/2048
|
2,307,944
|
2,095,666
|
|
Fannie Mae Guaranteed REMIC Series 2022-11 Class B, 3% 6/25/2049
|
3,109,430
|
2,848,623
|
|
Fannie Mae Guaranteed REMIC Series 2022-12 Class GD, 2.25% 3/25/2052
|
2,880,124
|
2,590,211
|
|
Fannie Mae Guaranteed REMIC Series 2022-13 Class HA, 3% 8/25/2046
|
2,503,514
|
2,323,147
|
|
Fannie Mae Guaranteed REMIC Series 2022-13 Class JA, 3% 5/25/2048
|
4,444,797
|
4,038,194
|
|
Fannie Mae Guaranteed REMIC Series 2022-15 Class GC, 3% 1/25/2047
|
3,700,557
|
3,426,149
|
|
Fannie Mae Guaranteed REMIC Series 2022-17 Class BH, 3% 5/25/2047
|
4,012,461
|
3,770,751
|
|
Fannie Mae Guaranteed REMIC Series 2022-2 Class TH, 2.5% 2/25/2052
|
1,421,910
|
1,288,886
|
|
Fannie Mae Guaranteed REMIC Series 2022-25 Class AB, 4% 9/25/2047
|
3,966,829
|
3,868,010
|
|
Fannie Mae Guaranteed REMIC Series 2022-3 Class D, 2% 2/25/2048
|
10,560,446
|
9,232,893
|
|
Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047
|
26,936,556
|
23,267,756
|
|
Fannie Mae Guaranteed REMIC Series 2022-35 Class CK, 4% 3/25/2047
|
8,409,962
|
8,070,794
|
|
Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049
|
2,785,029
|
2,390,960
|
|
Fannie Mae Guaranteed REMIC Series 2022-4 Class YT, 2% 2/25/2052
|
3,163,208
|
2,805,075
|
|
Fannie Mae Guaranteed REMIC Series 2022-49 Class TC, 4% 12/25/2048
|
1,822,984
|
1,769,468
|
|
Fannie Mae Guaranteed REMIC Series 2022-5 Class BA, 2.5% 12/25/2049
|
3,561,223
|
3,007,293
|
|
Fannie Mae Guaranteed REMIC Series 2022-5 Class DA, 2.25% 11/25/2047
|
9,047,751
|
7,911,217
|
|
Fannie Mae Guaranteed REMIC Series 2022-53 Class FG, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 8/25/2052 (b)(c)
|
10,231,838
|
9,921,104
|
|
Fannie Mae Guaranteed REMIC Series 2022-56 Class FJ, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 9/25/2052 (b)(c)
|
21,712,648
|
21,053,250
|
|
Fannie Mae Guaranteed REMIC Series 2022-64 Class GF, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 10/25/2052 (b)(c)
|
7,244,590
|
7,099,683
|
|
Fannie Mae Guaranteed REMIC Series 2022-67 Class FA, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 10/25/2052 (b)(c)
|
25,443,863
|
24,683,176
|
|
Fannie Mae Guaranteed REMIC Series 2022-69 Class AB, 4.5% 1/25/2044
|
7,226,795
|
7,082,732
|
|
Fannie Mae Guaranteed REMIC Series 2022-7 Class A, 3% 5/25/2048
|
3,270,307
|
2,970,462
|
|
Fannie Mae Guaranteed REMIC Series 2022-7 Class E, 2.5% 11/25/2047
|
10,527,215
|
9,317,743
|
|
Fannie Mae Guaranteed REMIC Series 2023-13 Class CK, 1.5% 11/25/2050
|
7,896,159
|
6,251,665
|
|
Fannie Mae Guaranteed REMIC Series 2023-53 Class FD, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.822% 11/25/2053 (b)(c)
|
8,275,624
|
8,330,947
|
|
Fannie Mae Guaranteed REMIC Series 2023-54 Class FD, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.772% 11/25/2053 (b)(c)
|
20,545,107
|
20,691,121
|
|
Fannie Mae Guaranteed REMIC Series 2023-56 Class FC, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.822% 11/25/2053 (b)(c)
|
3,468,035
|
3,491,432
|
|
Fannie Mae Guaranteed REMIC Series 2024-41 Class FB, U.S. 30-Day Avg. SOFR Index + 1.53%, 5.852% 7/25/2054 (b)(c)
|
4,289,325
|
4,290,136
|
|
Fannie Mae Guaranteed REMIC Series 2024-90 Class FD, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 12/25/2054 (b)(c)
|
23,730,140
|
23,662,263
|
|
Fannie Mae Guaranteed REMIC Series 2024-93 Class FG, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.422% 12/25/2054 (b)(c)
|
7,462,807
|
7,453,533
|
|
Fannie Mae Mortgage pass-thru certificates Series 1997-41 Class J, 7.5% 6/18/2027
|
2,513
|
2,562
|
|
Fannie Mae Mortgage pass-thru certificates Series 2006-45 Class OP, 0% 6/25/2036 (n)
|
35,441
|
29,577
|
|
Fannie Mae Mortgage pass-thru certificates Series 2006-62 Class KP, 0% 4/25/2036 (n)
|
55,854
|
46,768
|
|
Fannie Mae Mortgage pass-thru certificates Series 2013-51 Class GI, 3% 10/25/2032 (h)
|
528,930
|
21,042
|
|
Fannie Mae Mortgage pass-thru certificates Series 2020-55 Class A, 2% 5/25/2043
|
4,392,841
|
4,000,478
|
|
Fannie Mae Mortgage pass-thru certificates Series 2020-63 Class DA, 2% 9/25/2045
|
2,232,338
|
1,996,269
|
|
Fannie Mae Mortgage pass-thru certificates Series 2024-100 Class EF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 6/25/2054 (b)(c)
|
12,365,924
|
12,314,175
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-12 Class CF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 3/25/2055 (b)(c)
|
16,632,552
|
16,615,350
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 9/25/2054 (b)(c)
|
6,029,526
|
6,010,876
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 2/25/2055 (b)(c)
|
9,830,631
|
9,809,835
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 9/25/2054 (b)(c)
|
9,957,538
|
9,926,933
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (b)(c)
|
12,476,553
|
12,439,035
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (b)(c)
|
5,350,152
|
5,335,650
|
|
Fannie Mae Series 2010-95 Class ZC, 5% 9/25/2040
|
3,014,379
|
2,842,175
|
|
Fannie Mae Series 2022-28 Class A, 2.5% 2/25/2052
|
7,551,044
|
7,088,905
|
|
Fannie Mae Series 2022-30 Class E, 4.5% 7/25/2048
|
5,873,582
|
5,772,819
|
|
Fannie Mae Series 2022-9 Class BA, 3% 5/25/2048
|
3,393,546
|
3,081,781
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-339 Class 5, 5.5% 7/25/2033 (h)
|
28,470
|
4,050
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-343 Class 16, 5.5% 5/25/2034 (h)
|
26,034
|
3,827
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-348 Class 14, 6.5% 8/25/2034 (b)(h)
|
17,606
|
3,159
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 12, 5.5% 4/25/2034 (b)(h)
|
10,735
|
1,640
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 13, 6% 3/25/2034 (h)
|
16,337
|
2,763
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2005-359 Class 19, 6% 7/25/2035 (b)(h)
|
9,577
|
1,690
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2007-384 Class 6, 5% 7/25/2037 (h)
|
111,589
|
17,945
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2043 Class ZH, 6% 4/15/2028
|
7,267
|
7,371
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2056 Class Z, 6% 5/15/2028
|
21,299
|
21,635
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2014-4386 Class AZ, 4.5% 11/15/2040
|
1,374,293
|
1,337,394
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class EA, 2.5% 8/25/2048
|
2,324,649
|
2,012,961
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047
|
2,204,382
|
1,896,892
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5164 Class M, 2.5% 7/25/2048
|
2,374,507
|
2,058,924
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5165 Class PC, 1.5% 11/25/2051
|
3,142,085
|
2,642,146
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2121 Class MG, 6% 2/15/2029
|
10,562
|
10,767
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2131 Class BG, 6% 3/15/2029
|
80,020
|
81,610
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2135 Class JE, 6% 3/15/2029
|
4,677
|
4,776
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2137 Class PG, 6% 3/15/2029
|
12,287
|
12,512
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2154 Class PT, 6% 5/15/2029
|
22,344
|
22,779
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2000-2218 Class ZB, 6% 3/15/2030
|
13,856
|
14,127
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2274 Class ZM, 6.5% 1/15/2031
|
7,645
|
7,736
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2303 Class ZV, 6% 4/15/2031
|
7,607
|
7,789
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2357 Class ZB, 6.5% 9/15/2031
|
79,945
|
81,931
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2412 Class FK, U.S. 30-Day Avg. SOFR Index + 0.9145%, 5.2468% 1/15/2032 (b)(c)
|
2,189
|
2,193
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2423 Class FA, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 3/15/2032 (b)(c)
|
3,083
|
3,096
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2424 Class FM, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4468% 3/15/2032 (b)(c)
|
2,970
|
2,988
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FE, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 6/15/2031 (b)(c)
|
4,794
|
4,810
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FG, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 3/15/2032 (b)(c)
|
1,681
|
1,687
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2502 Class ZC, 6% 9/15/2032
|
20,737
|
21,222
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2519 Class ZD, 5.5% 11/15/2032
|
28,942
|
29,234
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2520 Class BE, 6% 11/15/2032
|
55,430
|
56,938
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2693 Class MD, 5.5% 10/15/2033
|
525,970
|
532,957
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2802 Class OB, 6% 5/15/2034
|
28,952
|
29,510
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2933 Class ZM, 5.75% 2/15/2035
|
736,239
|
728,829
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2947 Class XZ, 6% 3/15/2035
|
233,984
|
239,527
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class ZD, 5.5% 6/15/2035
|
469,533
|
462,698
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2998 Class LY, 5.5% 7/15/2025
|
106
|
106
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-3002 Class NE, 5% 7/15/2035
|
124,295
|
126,621
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3110 Class OP, 0% 9/15/2035 (n)
|
6,552
|
6,458
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3115 Class SM, 6.4855% - U.S. 30-Day Avg. SOFR Index 2.1532% 2/15/2036 (b)(h)
|
38,619
|
3,477
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3119 Class PO, 0% 2/15/2036 (n)
|
133,064
|
108,965
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3121 Class KO, 0% 3/15/2036 (n)
|
19,514
|
16,974
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3123 Class LO, 0% 3/15/2036 (n)
|
72,087
|
59,745
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3145 Class GO, 0% 4/15/2036 (n)
|
80,130
|
66,776
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3189 Class PD, 6% 7/15/2036
|
125,216
|
129,681
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3237 Class C, 5.5% 11/15/2036
|
598,116
|
611,100
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3244 Class SG, 6.5455% - U.S. 30-Day Avg. SOFR Index 2.2132% 11/15/2036 (b)(h)
|
179,449
|
15,738
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3258 Class PM, 5.5% 12/15/2036
|
38,306
|
39,240
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3336 Class LI, 6.4655% - U.S. 30-Day Avg. SOFR Index 2.1332% 6/15/2037 (b)(h)
|
119,672
|
13,338
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3366 Class FD, U.S. 30-Day Avg. SOFR Index + 0.3645%, 4.6968% 5/15/2037 (b)(c)
|
139,808
|
138,049
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2008-3415 Class PC, 5% 12/15/2037
|
57,350
|
57,599
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3832 Class PE, 5% 3/15/2041
|
584,155
|
585,486
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034
|
88,275
|
87,079
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4026 Class MQ, 4% 4/15/2042
|
108,136
|
104,191
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4135 Class AB, 1.75% 6/15/2042
|
869,102
|
808,121
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4149 Class IO, 3% 1/15/2033 (h)
|
310,533
|
20,470
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4281 Class AI, 4% 12/15/2028 (h)
|
74
|
0
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2014-4314 Class AI, 5% 3/15/2034 (h)
|
552
|
3
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4427 Class LI, 3.5% 2/15/2034 (h)
|
375,179
|
13,517
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4471 Class PA, 4% 12/15/2040
|
260,457
|
257,228
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4516 Class A, 4% 8/15/2041
|
207,880
|
206,983
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4646 Class LA, 4% 9/15/2045
|
545,917
|
542,028
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4661 Class AC, 4% 4/15/2043
|
79,524
|
79,295
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4676 Class VD, 4% 8/15/2037
|
16,925
|
16,893
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4683 Class LM, 3% 5/15/2047
|
1,355,986
|
1,292,743
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4692 Class KB, 4% 10/15/2046
|
2,031,773
|
1,972,110
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4744 Class JA, 3% 9/15/2047
|
919,663
|
830,229
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4746 Class PA, 4% 2/15/2047
|
978,228
|
956,894
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-4954 Class KE, 1.5% 2/25/2050
|
2,678,269
|
2,139,966
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5001 Class A, 2% 1/25/2045
|
2,365,042
|
2,154,563
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5018 Class LC, 3% 10/25/2040
|
1,503,746
|
1,340,034
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5050 Class KP, 1% 12/25/2050
|
1,651,300
|
1,365,388
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5058 Class BE, 3% 11/25/2050
|
5,512,857
|
4,630,697
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5066 Class A, 1.5% 11/25/2044
|
1,760,959
|
1,507,022
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5083 Class VA, 1% 8/15/2038
|
3,827,612
|
3,620,178
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5115 Class A, 2% 3/25/2040
|
6,269,424
|
5,527,158
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5139 Class JC, 2% 8/25/2040
|
6,036,485
|
5,219,096
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5141 Class JM, 1.5% 4/25/2051
|
1,877,877
|
1,555,323
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5147 Class WN, 2% 1/25/2040
|
6,393,106
|
5,590,674
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class AD, 1.5% 10/25/2051
|
2,474,874
|
2,076,440
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class PC, 1.5% 10/25/2051
|
2,443,703
|
2,027,191
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class BA, 2.5% 5/25/2049
|
6,276,023
|
5,380,490
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class TP, 2.5% 6/25/2049
|
2,358,803
|
2,016,797
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050
|
13,904,068
|
11,913,436
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5178 Class CT, 2% 11/25/2040
|
6,552,924
|
5,636,866
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5178 Class TP, 2.5% 4/25/2049
|
5,479,394
|
4,700,193
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047
|
2,753,339
|
2,427,359
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5182 Class A, 2.5% 10/25/2048
|
18,363,465
|
15,939,893
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049
|
1,823,635
|
1,562,981
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class TP, 2.5% 5/25/2049
|
3,788,328
|
3,246,385
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047
|
1,728,193
|
1,522,343
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class CA, 2.5% 5/25/2049
|
3,174,510
|
2,719,615
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050
|
3,240,309
|
2,732,281
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class A, 2.5% 6/25/2049
|
3,174,523
|
2,719,616
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047
|
1,311,261
|
1,156,305
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047
|
5,661,190
|
5,026,231
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5199 Class PH, 2.25% 3/25/2052
|
2,316,601
|
2,002,023
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5200 Class C, 3% 5/25/2048
|
7,569,304
|
7,004,102
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class AG, 3% 1/25/2049
|
1,740,249
|
1,572,501
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class BC, 3% 5/25/2048
|
7,194,171
|
6,533,316
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class LB, 2.5% 10/25/2047
|
1,405,557
|
1,241,312
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class UA, 3% 4/25/2050
|
2,579,093
|
2,275,772
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class AB, 3% 1/25/2042
|
4,048,403
|
3,754,549
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class TA, 3.5% 11/25/2046
|
2,465,254
|
2,306,992
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5213 Class AH, 2.25% 4/25/2037
|
5,768,297
|
5,396,719
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5214 Class CG, 3.5% 4/25/2052
|
3,405,893
|
3,209,790
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5220 Class PK, 3.5% 1/25/2051
|
4,823,508
|
4,539,094
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class P, 5% 4/25/2048
|
2,618,664
|
2,616,241
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5248 Class A, 4% 4/15/2048
|
6,867,201
|
6,755,390
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5266 Class CD, 4.5% 10/25/2044
|
6,052,883
|
5,979,273
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5354 Class FC, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.772% 10/25/2053 (b)(c)
|
9,430,952
|
9,488,139
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5459 Class FD, U.S. 30-Day Avg. SOFR Index + 1%, 5.322% 10/25/2054 (b)(c)
|
5,295,855
|
5,265,486
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class NF, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (b)(c)
|
17,415,158
|
17,339,817
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (b)(c)
|
5,118,876
|
5,074,943
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 5.572% 10/25/2054 (b)(c)
|
9,339,673
|
9,322,167
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5509 Class FB, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (b)(c)
|
22,383,614
|
22,318,686
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5517 Class HF, U.S. 30-Day Avg. SOFR Index + 1.35%, 5.672% 3/25/2055 (b)(c)
|
17,843,475
|
17,779,542
|
|
Freddie Mac Non Gold Pool Series 1998-2095 Class PE, 6% 11/15/2028
|
25,885
|
26,353
|
|
Freddie Mac Non Gold Pool Series 1998-2101 Class PD, 6% 11/15/2028
|
2,481
|
2,522
|
|
Freddie Mac Non Gold Pool Series 1999-2162 Class PH, 6% 6/15/2029
|
3,864
|
3,924
|
|
Freddie Mac Non Gold Pool Series 2006-3225 Class EO, 0% 10/15/2036 (n)
|
40,990
|
33,591
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H10 Class FA, CME Term SOFR 1 month Index + 0.4445%, 4.7663% 5/20/2060 (b)(c)(o)
|
215,097
|
215,320
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H19 Class FG, CME Term SOFR 1 month Index + 0.4145%, 4.7334% 8/20/2060 (b)(c)(o)
|
50,068
|
50,117
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H27 Class FA, CME Term SOFR 1 month Index + 0.38%, 4.8134% 12/20/2060 (b)(c)(o)
|
137,956
|
138,272
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H05 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 12/20/2060 (b)(c)(o)
|
124,922
|
125,370
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H07 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 2/20/2061 (b)(c)(o)
|
123,160
|
123,667
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H12 Class FA, CME Term SOFR 1 month Index + 0.6045%, 4.9234% 2/20/2061 (b)(c)(o)
|
152,199
|
152,807
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H13 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 4/20/2061 (b)(c)(o)
|
135,707
|
136,182
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FB, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 5/20/2061 (b)(c)(o)
|
122,781
|
123,317
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FC, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 5/20/2061 (b)(c)(o)
|
124,257
|
124,732
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H17 Class FA, CME Term SOFR 1 month Index + 0.6445%, 4.9634% 6/20/2061 (b)(c)(o)
|
130,523
|
131,062
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H21 Class FA, CME Term SOFR 1 month Index + 0.7145%, 5.0334% 10/20/2061 (b)(c)(o)
|
276,981
|
278,419
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H01 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.1334% 11/20/2061 (b)(c)(o)
|
175,178
|
176,227
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H03 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.1334% 1/20/2062 (b)(c)(o)
|
94,907
|
95,474
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H06 Class FA, CME Term SOFR 1 month Index + 0.7445%, 5.0634% 1/20/2062 (b)(c)(o)
|
186,215
|
187,308
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H07 Class FA, CME Term SOFR 1 month Index + 0.7445%, 5.0634% 3/20/2062 (b)(c)(o)
|
96,658
|
97,162
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H21 Class DF, CME Term SOFR 1 month Index + 0.7645%, 5.0834% 5/20/2061 (b)(c)(o)
|
11,372
|
11,373
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H23 Class WA, CME Term SOFR 1 month Index + 0.6345%, 4.9534% 10/20/2062 (b)(c)(o)
|
76,481
|
76,821
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2013-H07 Class BA, CME Term SOFR 1 month Index + 0.36%, 4.7934% 3/20/2063 (b)(c)(o)
|
149,548
|
149,818
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H03 Class FA, CME Term SOFR 1 month Index + 0.7145%, 5.0334% 1/20/2064 (b)(c)(o)
|
78,148
|
78,575
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H05 Class FB, CME Term SOFR 1 month Index + 0.7145%, 5.0334% 12/20/2063 (b)(c)(o)
|
155,755
|
156,622
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H11 Class BA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 6/20/2064 (b)(c)(o)
|
568,677
|
570,666
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H20 Class BF, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 9/20/2064 (b)(c)(o)
|
1,975,721
|
1,983,340
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class HA, 2.5% 8/20/2064 (o)
|
4,359
|
4,100
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2016-H20 Class FM, CME Term SOFR 1 month Index + 0.5145%, 4.8334% 12/20/2062 (b)(c)(o)
|
23,993
|
23,865
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-134 Class BA, 2.5% 11/20/2046
|
1,341,924
|
1,208,177
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-H06 Class FA, 1 year U.S. Treasury Index + 0.35%, 4.44% 8/20/2066 (b)(c)(o)
|
545,479
|
542,778
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-24 Class ZM, 5% 4/20/2034
|
192,411
|
190,851
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-32 Class GS, 6.3855% - CME Term SOFR 1 month Index 2.0569% 5/16/2034 (b)(h)
|
38,856
|
2,521
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-73 Class AL, 7.0855% - CME Term SOFR 1 month Index 2.7569% 8/17/2034 (b)(h)
|
38,981
|
3,387
|
|
Ginnie Mae REMIC pass-thru certificates Series 2007-35 Class SC, CME Term SOFR 1 month Index + 39.5131%, 13.5411% 6/16/2037 (b)(c)
|
2,080
|
2,379
|
|
Ginnie Mae REMIC pass-thru certificates Series 2007-37 Class TS, 6.5755% - CME Term SOFR 1 month Index 2.2469% 6/16/2037 (b)(h)
|
72,811
|
7,128
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-116 Class QB, 4% 9/16/2040
|
5,024,930
|
4,759,805
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-160 Class DY, 4% 12/20/2040
|
2,262,714
|
2,190,618
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-170 Class B, 4% 12/20/2040
|
500,240
|
483,830
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-H03 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.9863% 3/20/2060 (b)(c)(o)
|
250,758
|
252,008
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-136 Class WI, 4.5% 5/20/2040 (h)
|
16,667
|
717
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-94 Class SA, 5.9855% - CME Term SOFR 1 month Index 1.6611% 7/20/2041 (b)(h)
|
193,010
|
18,360
|
|
Ginnie Mae REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/2040
|
918,148
|
900,152
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-2 Class BA, 3% 1/20/2044
|
2,753,629
|
2,467,422
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-21 Class HA, 3% 2/20/2044
|
1,037,408
|
954,382
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-25 Class HC, 3% 2/20/2044
|
1,761,808
|
1,567,201
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-5 Class A, 3% 1/20/2044
|
1,405,268
|
1,261,604
|
|
Ginnie Mae REMIC pass-thru certificates Series 2016-69 Class WA, 3% 2/20/2046
|
907,960
|
827,454
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class BA, 3% 9/20/2047
|
4,379,956
|
3,850,133
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-186 Class HK, 3% 11/16/2045
|
2,530,193
|
2,326,872
|
|
Ginnie Mae REMIC pass-thru certificates Series 2019-11 Class F, CME Term SOFR 1 month Index + 0.5145%, 4.8389% 1/20/2049 (b)(c)
|
3,015,215
|
2,994,383
|
|
Ginnie Mae REMIC pass-thru certificates Series 2019-128 Class FH, CME Term SOFR 1 month Index + 0.6145%, 4.9389% 10/20/2049 (b)(c)
|
985,011
|
963,628
|
|
Ginnie Mae REMIC pass-thru certificates Series 2019-23 Class NF, CME Term SOFR 1 month Index + 0.5645%, 4.8889% 2/20/2049 (b)(c)
|
1,967,241
|
1,931,428
|
|
GS Mortgage-Backed Securities Trust Series 2024-RPL2 Class A1, 3.75% 7/25/2061 (d)
|
8,013,376
|
7,764,199
|
|
JPMorgan Mortgage Trust Series 2025-NQM2 Class A1, 5.567% 9/25/2065 (b)(d)
|
6,200,000
|
6,206,955
|
|
MFA Trust Series 2022-RPL1 Class A1, 3.3% 8/25/2061 (d)
|
6,304,274
|
5,851,948
|
|
MFRA Trust Series 2024-RPL1 Class A1, 4.25% 2/25/2066 (b)(d)
|
4,135,120
|
3,827,503
|
|
Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3 Series 2025-NQM3 Class A1, 5.53% 5/25/2070 (b)(d)
|
13,160,000
|
13,173,811
|
|
NYMT Loan Trust Series 2021-CP1 Class A1, 2.0424% 7/25/2061 (d)
|
2,391,895
|
2,208,357
|
|
NYMT Loan Trust Series 2024-CP1 Class A1, 3.75% 2/25/2068 (d)
|
4,655,488
|
4,287,015
|
|
Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (d)
|
1,088,617
|
1,074,331
|
|
Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (d)
|
1,231,650
|
1,197,895
|
|
Onity Loan Investment Trust 2024-Hb2 Series 2024-HB2 Class A, 5% 8/25/2037 (d)
|
3,201,171
|
3,188,773
|
|
PRET Trust Series 2024-RPL1 Class A1, 3.9% 10/25/2063 (d)
|
7,760,610
|
7,278,944
|
|
PRET Trust Series 2025-RPL2 Class A1, 4% 8/25/2064 (d)
|
20,852,908
|
19,962,926
|
|
PRPM LLC Series 2024-RCF3 Class A1, 4% 5/25/2054 (d)
|
9,091,192
|
8,844,990
|
|
PRPM LLC Series 2024-RCF4 Class A1, 4% 7/25/2054 (d)
|
2,718,179
|
2,651,441
|
|
PRPM LLC Series 2024-RCF6 Class A1, 4% 10/25/2054 (b)(d)
|
1,451,313
|
1,403,291
|
|
PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (b)(d)
|
9,899,700
|
9,536,106
|
|
RMF Buyout Issuance Trust Series 2020-HB1 Class A1, 1.7188% 10/25/2050 (d)
|
2,173,615
|
2,006,832
|
|
RMF Buyout Issuance Trust Series 2021-HB1 Class A, 1.2586% 11/25/2031 (d)
|
227,743
|
226,937
|
|
Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.5914% 7/20/2034 (b)(c)
|
2,040
|
1,881
|
|
Thornburg Mortgage Securities Trust Series 2003-4 Class A1, CME Term SOFR 1 month Index + 0.7545%, 5.0792% 9/25/2043 (b)(c)
|
861,534
|
830,662
|
|
TOWD Point Mortgage Trust Series 2018-1 Class A2, 3.25% 1/25/2058 (d)
|
7,000,000
|
6,715,478
|
|
Towd Point Mortgage Trust Series 2022-1 Class A1, 3.75% 7/25/2062 (d)
|
6,291,255
|
5,926,118
|
|
TOTAL UNITED STATES
|
938,783,282
|
||
|
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $940,917,654)
|
938,783,282
|
||
Commercial Mortgage Securities - 5.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 0.0%
|
|||
Prima Capital CRE Securitization Ltd/Llc Series 2019-RK1 Class BT, 4.45% 4/15/2038 (d)
|
2,000,000
|
1,918,170
|
|
UNITED STATES - 5.2%
|
|||
ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.0426% 6/15/2030 (b)(c)(d)
|
19,850,000
|
19,933,136
|
|
Ares Tr 2 Series 2025-IND3 Class E, CME Term SOFR 1 month Index + 3.55%, 7.8787% 4/15/2042 (b)(c)(d)
|
1,556,000
|
1,547,175
|
|
Ares Trust Series 2024-IND2 Class F, CME Term SOFR 1 month Index + 4.039%, 8.3677% 10/15/2034 (b)(c)(d)
|
2,069,000
|
2,070,138
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (d)
|
11,081,323
|
10,550,000
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class BNM, 3.465% 11/5/2032 (d)
|
2,422,000
|
2,243,110
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class CNM, 3.7186% 11/5/2032 (b)(d)
|
1,322,000
|
1,178,442
|
|
BAMLL Commercial Mortgage Securities Trust Series 2021-JACX Class E, CME Term SOFR 1 month Index + 3.8645%, 8.1935% 9/15/2038 (b)(c)(d)
|
1,120,000
|
974,819
|
|
BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class A, CME Term SOFR 1 month Index + 1.15%, 5.479% 1/15/2039 (b)(c)(d)
|
15,270,484
|
15,213,220
|
|
BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class B, CME Term SOFR 1 month Index + 1.55%, 5.879% 1/15/2039 (b)(c)(d)
|
2,884,868
|
2,861,429
|
|
BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class C, CME Term SOFR 1 month Index + 2.15%, 6.479% 1/15/2039 (b)(c)(d)
|
2,059,584
|
2,039,631
|
|
Bank of America Merrill Lynch Commercial Mortgage Trust Series 2016-UB10 Class C, 4.8227% 7/15/2049 (b)
|
845,000
|
808,457
|
|
Bank of America Merrill Lynch Commercial Mortgage Trust Series 2016-UB10 Class D, 3% 7/15/2049 (d)
|
2,108,000
|
1,847,777
|
|
Bank of America Merrill Lynch Commercial Mortgage Trust Series 2016-UB10 Class XA, 1.7203% 7/15/2049 (b)(h)
|
14,603,082
|
81,073
|
|
Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 Class C, 4.352% 2/15/2050 (b)
|
610,000
|
582,122
|
|
BANK Series 2017-BNK4 Class D, 3.357% 5/15/2050 (d)
|
1,426,000
|
1,078,038
|
|
BANK Series 2017-BNK6 Class ASB, 3.289% 7/15/2060
|
902,933
|
893,581
|
|
BANK Series 2017-BNK8 Class D, 2.6% 11/15/2050 (d)
|
1,738,000
|
900,027
|
|
BANK Series 2017-BNK8 Class E, 2.8% 11/15/2050 (d)
|
1,092,000
|
487,416
|
|
BANK Series 2018-BN10 Class ASB, 3.641% 2/15/2061
|
2,287,862
|
2,260,305
|
|
BANK Series 2018-BN10 Class C, 4.163% 2/15/2061 (b)
|
2,308,000
|
2,128,790
|
|
BANK Series 2018-BN15 Class D, 3% 11/15/2061 (d)
|
735,000
|
598,860
|
|
BANK Series 2018-BN15 Class E, 3% 11/15/2061 (d)
|
735,000
|
550,804
|
|
BANK Series 2019-BN20 Class ASB, 2.933% 9/15/2062
|
607,732
|
584,750
|
|
BANK Series 2019-BN21 Class A5, 2.851% 10/17/2052
|
2,606,000
|
2,377,551
|
|
BANK Series 2019-BN23 Class ASB, 2.846% 12/15/2052
|
1,645,673
|
1,578,760
|
|
BANK Series 2020-BN25 Class C, 3.3494% 1/15/2063 (b)
|
1,375,000
|
1,179,385
|
|
BANK Series 2020-BN27 Class D, 2.5% 4/15/2063 (d)
|
430,000
|
317,437
|
|
BANK Series 2020-BN28 Class A4, 1.844% 3/15/2063
|
1,473,000
|
1,264,740
|
|
BANK Series 2020-BN28 Class AS, 2.14% 3/15/2063
|
639,000
|
543,859
|
|
BANK Series 2020-BN28 Class E, 2.5% 3/15/2063 (d)
|
441,000
|
312,740
|
|
BANK Series 2020-BN30 Class MCDG, 2.9182% 12/15/2053 (b)
|
3,731,000
|
1,756,709
|
|
BANK Series 2021-BN32 Class A5, 2.643% 4/15/2054
|
630,000
|
555,985
|
|
BANK Series 2021-BN33 Class A5, 2.556% 5/15/2064
|
1,238,000
|
1,084,558
|
|
BANK Series 2021-BN33 Class B, 2.893% 5/15/2064
|
1,016,000
|
856,835
|
|
BANK Series 2021-BN33 Class XA, 1.0438% 5/15/2064 (b)(h)
|
10,180,844
|
430,118
|
|
BANK Series 2021-BN35 Class A5, 2.285% 6/15/2064
|
1,860,000
|
1,591,036
|
|
BANK Series 2021-BN38 Class C, 3.2179% 12/15/2064 (b)
|
260,000
|
210,965
|
|
BANK Series 2022-BNK39 Class A4, 2.928% 2/15/2055
|
1,626,000
|
1,427,537
|
|
BANK Series 2022-BNK40 Class A4, 3.3909% 3/15/2064 (b)
|
522,000
|
471,963
|
|
BANK Series 2022-BNK42 Class A5, 4.493% 6/15/2055 (b)
|
1,746,000
|
1,667,436
|
|
BANK Series 2022-BNK42 Class D, 2.5% 6/15/2055 (d)
|
943,000
|
686,147
|
|
BANK Series 2022-BNK42 Class E, 2.5% 6/15/2055 (d)(e)
|
738,000
|
500,741
|
|
BANK Series 2022-BNK43 Class D, 3% 8/15/2055 (d)
|
1,759,000
|
1,217,282
|
|
BANK Series 2022-BNK44 Class AS, 5.7439% 11/15/2055 (b)
|
1,097,000
|
1,116,492
|
|
BANK Series 2022-BNK44 Class C, 5.7439% 11/15/2055 (b)
|
2,063,000
|
1,987,221
|
|
BANK Series 2023-BNK45 Class A5, 5.203% 2/15/2056 (b)
|
4,700,000
|
4,698,234
|
|
BANK Series 2023-BNK45 Class B, 6.148% 2/15/2056 (b)
|
1,465,000
|
1,498,794
|
|
BANK Series 2023-BNK46 Class A4, 5.745% 8/15/2056
|
2,191,000
|
2,267,349
|
|
BANK Series 2023-BNK46 Class B, 6.774% 8/15/2056 (b)
|
1,491,000
|
1,568,405
|
|
BANK5 Series 2024-5YR12 Class C, 6.3026% 12/15/2057 (b)
|
1,461,000
|
1,471,543
|
|
BBCMS Mortgage Trust Series 2016-ETC Class D, 3.6089% 8/14/2036 (b)(d)
|
868,000
|
790,362
|
|
BBCMS Mortgage Trust Series 2016-ETC Class E, 3.6089% 8/14/2036 (b)(d)
|
637,000
|
567,984
|
|
BBCMS Mortgage Trust Series 2019-C3 Class C, 4.178% 5/15/2052
|
477,000
|
416,101
|
|
BBCMS Mortgage Trust Series 2019-C5 Class D, 2.5% 11/15/2052 (d)
|
333,000
|
267,588
|
|
BBCMS Mortgage Trust Series 2020-C7 Class B, 3.152% 4/15/2053
|
851,000
|
739,230
|
|
BBCMS Mortgage Trust Series 2020-C7 Class C, 3.5874% 4/15/2053 (b)
|
817,000
|
688,460
|
|
BBCMS Mortgage Trust Series 2020-C8 Class E, 2.25% 10/15/2053 (d)
|
1,476,000
|
937,792
|
|
BBCMS Mortgage Trust Series 2021-C12 Class A5, 2.689% 11/15/2054
|
501,000
|
435,690
|
|
BBCMS Mortgage Trust Series 2022-C14 Class A5, 2.946% 2/15/2055 (b)
|
2,455,000
|
2,145,968
|
|
BBCMS Mortgage Trust Series 2022-C15 Class A5, 3.662% 4/15/2055
|
2,126,000
|
1,924,916
|
|
BBCMS Mortgage Trust Series 2022-C16 Class A5, 4.6% 6/15/2055
|
3,210,000
|
3,127,074
|
|
BBCMS Mortgage Trust Series 2022-C16 Class B, 4.6% 6/15/2055
|
791,000
|
733,437
|
|
BBCMS Mortgage Trust Series 2022-C17 Class A5, 4.441% 9/15/2055
|
2,520,000
|
2,409,256
|
|
BBCMS Mortgage Trust Series 2022-C17 Class B, 4.889% 9/15/2055
|
1,050,000
|
990,873
|
|
BBCMS Mortgage Trust Series 2022-C17 Class D, 2.5% 9/15/2055 (d)
|
3,429,000
|
2,462,085
|
|
BBCMS Mortgage Trust Series 2022-C18 Class A5, 5.71% 12/15/2055
|
2,816,000
|
2,902,272
|
|
BBCMS Mortgage Trust Series 2022-C18 Class B, 6.1512% 12/15/2055 (b)
|
1,323,000
|
1,356,723
|
|
BBCMS Mortgage Trust Series 2023-C19 Class A5, 5.451% 4/15/2056
|
1,796,000
|
1,826,140
|
|
BBCMS Mortgage Trust Series 2023-C20 Class A5, 5.576% 7/15/2056
|
1,566,000
|
1,605,336
|
|
BBCMS Mortgage Trust Series 2023-C21 Class AS, 6.2958% 9/15/2056 (b)
|
1,105,000
|
1,157,298
|
|
BBCMS Mortgage Trust Series 2023-C21 Class C, 6.2958% 9/15/2056 (b)
|
1,661,000
|
1,651,398
|
|
BBCMS Mortgage Trust Series 2023-C22 Class C, 7.13% 11/15/2056 (b)
|
1,757,000
|
1,768,166
|
|
BBCMS Mortgage Trust Series 2024-C24 Class B, 5.718% 2/15/2057
|
790,000
|
781,673
|
|
BBCMS Mortgage Trust Series 2024-C26 Class C, 6% 5/15/2057
|
520,000
|
511,410
|
|
BBCMS Mortgage Trust Series 2024-C30 Class C, 5.98% 11/15/2057
|
1,264,000
|
1,235,576
|
|
BBCMS Mortgage Trust Series 2025-5C33 Class C, 5.981% 3/15/2058
|
948,000
|
945,305
|
|
BBCMS Mortgage Trust Series 2025-5C33 Class D, 6.8473% 3/15/2058 (b)(d)
|
1,385,000
|
1,316,403
|
|
BBCMS Mortgage Trust Series 2025-C32 Class C, 6.125% 2/15/2062 (b)
|
1,183,000
|
1,166,536
|
|
BBCMS Mortgage Trust Series 2025-C32 Class D, 4.5% 2/15/2062 (d)
|
713,000
|
538,617
|
|
Benchmark Mortgage Trust Series 2018-B4 Class A5, 4.121% 7/15/2051
|
2,953,000
|
2,886,666
|
|
Benchmark Mortgage Trust Series 2018-B6 Class D, 3.0873% 10/10/2051 (b)(d)
|
1,089,000
|
835,237
|
|
Benchmark Mortgage Trust Series 2018-B7 Class A4, 4.51% 5/15/2053
|
2,200,000
|
2,166,982
|
|
Benchmark Mortgage Trust Series 2018-B7 Class D, 3% 5/15/2053 (b)(d)
|
614,000
|
476,148
|
|
Benchmark Mortgage Trust Series 2019-B12 Class B, 3.5702% 8/15/2052
|
840,000
|
756,506
|
|
Benchmark Mortgage Trust Series 2019-B13 Class D, 2.5% 8/15/2057 (d)(e)
|
1,197,000
|
662,652
|
|
Benchmark Mortgage Trust Series 2019-B14 Class 225D, 3.2943% 12/15/2062 (b)(d)
|
719,000
|
17,537
|
|
Benchmark Mortgage Trust Series 2019-B14 Class 225E, 3.2943% 12/15/2062 (b)(d)
|
485,000
|
3,871
|
|
Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.75% 12/15/2062 (b)(h)
|
30,514,320
|
651,402
|
|
Benchmark Mortgage Trust Series 2020-B18 Class AGNG, 4.3885% 7/15/2053 (b)(d)
|
1,995,000
|
1,950,336
|
|
Benchmark Mortgage Trust Series 2020-B18 Class D, 2.25% 7/15/2053 (d)(e)
|
1,365,000
|
780,317
|
|
Benchmark Mortgage Trust Series 2020-B20 Class E, 2% 10/15/2053 (d)
|
1,029,000
|
588,837
|
|
Benchmark Mortgage Trust Series 2020-B21 Class A5, 1.9775% 12/17/2053
|
1,502,000
|
1,282,230
|
|
Benchmark Mortgage Trust Series 2020-B21 Class AS, 2.2543% 12/17/2053
|
592,000
|
502,811
|
|
Benchmark Mortgage Trust Series 2020-B21 Class D, 2% 12/17/2053 (d)(e)
|
798,000
|
538,394
|
|
Benchmark Mortgage Trust Series 2020-B22 Class A5, 1.973% 1/15/2054
|
1,043,000
|
883,051
|
|
Benchmark Mortgage Trust Series 2020-IG2 Class C, 3.2524% 9/15/2048 (b)(d)
|
546,000
|
283,907
|
|
Benchmark Mortgage Trust Series 2020-IG2 Class D, 3.2524% 9/15/2048 (b)(d)(e)
|
2,679,000
|
1,152,823
|
|
Benchmark Mortgage Trust Series 2020-IG3 Class 825C, 3.0763% 9/15/2048 (b)(d)
|
1,570,000
|
1,439,888
|
|
Benchmark Mortgage Trust Series 2020-IG3 Class 825D, 3.0763% 9/15/2048 (b)(d)
|
1,720,000
|
1,556,472
|
|
Benchmark Mortgage Trust Series 2020-IG3 Class 825E, 3.0763% 9/15/2048 (b)(d)(e)
|
1,400,000
|
1,250,108
|
|
Benchmark Mortgage Trust Series 2021-B25 Class 300D, 2.9942% 4/15/2054 (b)(d)(e)
|
1,520,000
|
782,915
|
|
Benchmark Mortgage Trust Series 2021-B25 Class 300E, 2.9942% 4/15/2054 (b)(d)(e)
|
504,000
|
199,316
|
|
Benchmark Mortgage Trust Series 2021-B29 Class A5, 2.3879% 9/15/2054
|
3,032,000
|
2,609,552
|
|
Benchmark Mortgage Trust Series 2021-B31 Class A5, 2.669% 12/15/2054
|
1,900,000
|
1,640,936
|
|
Benchmark Mortgage Trust Series 2022-B34 Class A5, 3.786% 4/15/2055
|
942,000
|
853,186
|
|
Benchmark Mortgage Trust Series 2022-B35 Class D, 2.5% 5/15/2055 (d)
|
1,701,000
|
1,121,079
|
|
Benchmark Mortgage Trust Series 2022-B36 Class A5, 4.4699% 7/15/2055
|
1,094,000
|
1,047,563
|
|
Benchmark Mortgage Trust Series 2022-B36 Class AS, 4.9505% 7/15/2055
|
1,092,000
|
1,055,501
|
|
Benchmark Mortgage Trust Series 2022-B36 Class D, 2.5% 7/15/2055 (d)
|
1,259,000
|
861,805
|
|
Benchmark Mortgage Trust Series 2022-B37 Class A5, 5.7499% 11/15/2055 (b)
|
1,270,000
|
1,324,218
|
|
Benchmark Mortgage Trust Series 2022-B37 Class B, 5.7499% 11/15/2055 (b)
|
767,000
|
754,811
|
|
Benchmark Mortgage Trust Series 2022-B37 Class C, 5.7499% 11/15/2055 (b)
|
1,456,000
|
1,389,396
|
|
Benchmark Mortgage Trust Series 2023-B38 Class A4, 5.5246% 4/15/2056
|
1,084,000
|
1,112,035
|
|
Benchmark Mortgage Trust Series 2023-B38 Class B, 6.2445% 4/15/2056 (b)
|
1,058,000
|
1,087,413
|
|
Benchmark Mortgage Trust Series 2023-B38 Class C, 6.2445% 4/15/2056 (b)
|
1,415,000
|
1,393,083
|
|
Benchmark Mortgage Trust Series 2023-B39 Class A5, 5.7536% 7/15/2056
|
2,406,000
|
2,502,041
|
|
Benchmark Mortgage Trust Series 2023-B39 Class C, 6.5734% 7/15/2056 (b)
|
1,638,000
|
1,656,095
|
|
BFLD Commercial Mortgage Trust Series 2024-UNIV Class E, CME Term SOFR 1 month Index + 3.6395%, 7.9682% 11/15/2041 (b)(c)(d)
|
2,385,000
|
2,379,513
|
|
BFLD Trust Series 2024-WRHS Class E, CME Term SOFR 1 month Index + 3.6889%, 8.0176% 8/15/2026 (b)(c)(d)
|
1,878,096
|
1,876,020
|
|
BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.6709% 3/15/2041 (b)(c)(d)
|
12,003,615
|
12,011,117
|
|
BMO Mortgage Trust Series 2022-C1 Class 360D, 3.9387% 2/17/2055 (b)(d)(e)
|
798,000
|
624,976
|
|
BMO Mortgage Trust Series 2022-C1 Class 360E, 3.9387% 2/17/2055 (b)(d)(e)
|
966,000
|
715,937
|
|
BMO Mortgage Trust Series 2022-C1 Class A5, 3.374% 2/15/2055
|
2,917,000
|
2,628,557
|
|
BMO Mortgage Trust Series 2022-C3 Class D, 2.5% 9/15/2054 (d)
|
639,000
|
394,926
|
|
BMO Mortgage Trust Series 2023-C4 Class B, 5.3955% 2/15/2056 (b)
|
835,000
|
832,598
|
|
BMO Mortgage Trust Series 2023-C4 Class C, 5.8627% 2/15/2056 (b)
|
2,333,000
|
2,312,349
|
|
BMO Mortgage Trust Series 2023-C4 Class D, 5.8627% 2/15/2056 (b)(d)
|
520,000
|
465,182
|
|
BMO Mortgage Trust Series 2023-C5 Class A5, 5.7653% 6/15/2056
|
1,355,000
|
1,397,080
|
|
BMO Mortgage Trust Series 2023-C6 Class A5, 5.9562% 9/15/2056
|
1,107,000
|
1,154,810
|
|
BMO Mortgage Trust Series 2023-C7 Class B, 6.6738% 12/15/2056 (b)
|
2,200,000
|
2,304,857
|
|
BMO Mortgage Trust Series 2024-C10 Class C, 5.979% 11/15/2057 (b)
|
1,000,000
|
978,127
|
|
BMO Mortgage Trust Series 2025-5C10 Class A3, 5.5784% 5/15/2058
|
7,770,000
|
8,005,503
|
|
BMO Mortgage Trust Series 2025-5C10 Class C, 6.485% 5/15/2058 (b)
|
262,000
|
264,012
|
|
BMO Mortgage Trust Series 2025-5C9 Class XA, 0.7075% 4/15/2058 (b)(h)
|
39,531,991
|
1,201,761
|
|
BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.7007% 6/15/2041 (b)(c)(d)
|
17,666,000
|
17,677,042
|
|
BMP Series 2024-MF23 Class B, CME Term SOFR 1 month Index + 1.6416%, 5.9703% 6/15/2041 (b)(c)(d)
|
8,722,000
|
8,727,451
|
|
BMP Series 2024-MF23 Class C, CME Term SOFR 1 month Index + 1.8413%, 6.17% 6/15/2041 (b)(c)(d)
|
6,167,000
|
6,170,854
|
|
BPR Commercial Mortgage Trust Series 2024-PARK Class C, 6.1833% 11/5/2039 (b)(d)
|
1,704,000
|
1,719,460
|
|
BPR Commercial Mortgage Trust Series 2024-PARK Class D, 7.001% 11/5/2039 (b)(d)
|
2,332,000
|
2,365,826
|
|
BPR Trust Series 2022-OANA Class A, CME Term SOFR 1 month Index + 1.898%, 6.2267% 4/15/2037 (b)(c)(d)
|
45,757,000
|
45,742,701
|
|
BPR Trust Series 2022-OANA Class B, CME Term SOFR 1 month Index + 2.447%, 6.7757% 4/15/2037 (b)(c)(d)
|
17,226,000
|
17,215,235
|
|
BPR Trust Series 2023-BRK2 Class C, 8.335% 10/5/2038 (b)(d)
|
1,624,000
|
1,701,637
|
|
BPR Trust Series 2024-PMDW Class B, 5.85% 11/5/2041 (b)(d)
|
1,264,000
|
1,271,427
|
|
BPR Trust Series 2024-PMDW Class E, 5.85% 11/5/2041 (b)(d)
|
738,000
|
679,349
|
|
Bway Trust Series 2025-1535 Class B, 7.4615% 5/5/2042 (b)(d)
|
1,882,000
|
1,945,974
|
|
BX Commercial Mortgage Trust 2020-VIVA Series 2020-VIVA Class D, 3.5488% 3/11/2044 (b)(d)
|
5,861,000
|
5,274,963
|
|
BX Commercial Mortgage Trust 2020-VIVA Series 2020-VIVA Class E, 3.5488% 3/11/2044 (b)(d)
|
5,065,000
|
4,438,591
|
|
BX Commercial Mortgage Trust 2022-LP2 Series 2022-LP2 Class G, CME Term SOFR 1 month Index + 4.1058%, 8.4345% 2/15/2039 (b)(c)(d)
|
3,502,800
|
3,477,071
|
|
BX Commercial Mortgage Trust 2024-KING Series 2024-KING Class E, CME Term SOFR 1 month Index + 3.688%, 8.0167% 5/15/2034 (b)(c)(d)
|
6,108,582
|
6,085,675
|
|
BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class A, 5.4104% 11/13/2046 (b)(d)
|
2,095,000
|
2,075,507
|
|
BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class B, 5.8015% 11/13/2046 (b)(d)
|
513,000
|
509,635
|
|
BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class C, 6.192% 11/13/2046 (b)(d)
|
1,935,000
|
1,929,760
|
|
BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class E, 7.8715% 11/13/2046 (b)(d)
|
6,680,000
|
6,946,549
|
|
BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class A, CME Term SOFR 1 month Index + 1.3917%, 5.7204% 3/15/2041 (b)(c)(d)
|
59,264,573
|
59,301,614
|
|
BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class E, CME Term SOFR 1 month Index + 3.6884%, 8.0171% 3/15/2041 (b)(c)(d)
|
5,152,530
|
5,123,047
|
|
BX Commercial Mortgage Trust 21-SOAR Series 2021-SOAR Class G, CME Term SOFR 1 month Index + 2.9145%, 7.2435% 6/15/2038 (b)(c)(d)
|
2,051,566
|
2,047,079
|
|
BX Commercial Mortgage Trust 21-SOAR Series 2021-SOAR Class J, CME Term SOFR 1 month Index + 3.8645%, 8.1935% 6/15/2038 (b)(c)(d)
|
2,618,816
|
2,603,875
|
|
BX Commercial Mortgage Trust 21-SOAR Series 2022-IND Class A, CME Term SOFR 1 month Index + 1.491%, 5.8197% 4/15/2037 (b)(c)(d)
|
16,810,102
|
16,810,102
|
|
BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.97% 5/15/2041 (b)(d)
|
32,357,950
|
32,398,398
|
|
BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class E, CME Term SOFR 1 month Index + 3.6883%, 8.017% 5/15/2041 (b)(c)(d)
|
2,736,528
|
2,727,421
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 5.3753% 4/15/2034 (b)(c)(d)
|
10,114,868
|
10,020,041
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class B, CME Term SOFR 1 month Index + 1.3463%, 5.6753% 4/15/2034 (b)(c)(d)
|
11,328,000
|
11,143,920
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class C, CME Term SOFR 1 month Index + 1.6463%, 5.9753% 4/15/2034 (b)(c)(d)
|
7,490,000
|
7,358,925
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class D, CME Term SOFR 1 month Index + 1.9463%, 6.2753% 4/15/2034 (b)(c)(d)
|
7,862,000
|
7,714,588
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class G, CME Term SOFR 1 month Index + 3.6463%, 7.9753% 4/15/2034 (b)(c)(d)
|
1,533,000
|
1,469,606
|
|
BX Commercial Mortgage Trust Series 2021-MC Class G, CME Term SOFR 1 month Index + 3.2013%, 7.5303% 4/15/2034 (b)(c)(d)
|
709,000
|
650,496
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 5.1326% 10/15/2036 (b)(c)(d)
|
37,565,000
|
37,400,909
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class B, CME Term SOFR 1 month Index + 1.0133%, 5.3423% 10/15/2036 (b)(c)(d)
|
4,838,000
|
4,810,786
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class C, CME Term SOFR 1 month Index + 1.2131%, 5.5421% 10/15/2036 (b)(c)(d)
|
6,475,000
|
6,430,484
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class D, CME Term SOFR 1 month Index + 1.4128%, 5.7418% 10/15/2036 (b)(c)(d)
|
6,286,000
|
6,230,998
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class E, CME Term SOFR 1 month Index + 2.062%, 6.391% 10/15/2036 (b)(c)(d)
|
21,856,000
|
21,705,740
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class G, CME Term SOFR 1 month Index + 3.0606%, 7.3896% 10/15/2036 (b)(c)(d)
|
1,428,000
|
1,412,827
|
|
BX Commercial Mortgage Trust Series 2021-VINO Class F, CME Term SOFR 1 month Index + 2.9168%, 7.2458% 5/15/2038 (b)(c)(d)
|
1,400,000
|
1,395,187
|
|
BX Commercial Mortgage Trust Series 2021-VINO Class G, CME Term SOFR 1 month Index + 4.0668%, 8.3958% 5/15/2038 (b)(c)(d)
|
2,471,700
|
2,445,911
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 5.3416% 2/15/2039 (b)(c)(d)
|
22,582,691
|
22,540,349
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class B, CME Term SOFR 1 month Index + 1.3123%, 5.641% 2/15/2039 (b)(c)(d)
|
10,531,500
|
10,498,589
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class C, CME Term SOFR 1 month Index + 1.5617%, 5.8904% 2/15/2039 (b)(c)(d)
|
8,991,500
|
8,952,162
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class D, CME Term SOFR 1 month Index + 1.9608%, 6.2895% 2/15/2039 (b)(c)(d)
|
8,991,500
|
8,946,542
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 6.0901% 12/9/2040 (b)(c)(d)
|
13,154,514
|
13,208,040
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class B, CME Term SOFR 1 month Index + 2.1908%, 6.5195% 12/9/2040 (b)(c)(d)
|
2,908,428
|
2,916,608
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class C, CME Term SOFR 1 month Index + 2.6402%, 6.9689% 12/9/2040 (b)(c)(d)
|
1,575,219
|
1,579,649
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class D, CME Term SOFR 1 month Index + 3.5888%, 7.9175% 12/9/2040 (b)(c)(d)
|
1,967,592
|
1,973,126
|
|
BX Commercial Mortgage Trust Series 2024-GPA2 Class E, CME Term SOFR 1 month Index + 3.5395%, 7.8682% 11/15/2041 (b)(c)(d)
|
1,801,000
|
1,794,927
|
|
BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6215% 12/15/2039 (b)(c)(d)
|
8,403,793
|
8,403,793
|
|
BX Commercial Mortgage Trust Series 2024-MF Class E, CME Term SOFR 1 month Index + 3.7383%, 8.067% 2/15/2039 (b)(c)(d)
|
1,869,195
|
1,870,551
|
|
BX Commercial Mortgage Trust Series 2024-WPT Class E, CME Term SOFR 1 month Index + 3.5884%, 7.9171% 3/15/2034 (b)(c)(d)
|
1,930,000
|
1,921,768
|
|
BX Commercial Mortgage Trust Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.7721% 4/15/2040 (b)(c)(d)
|
51,375,000
|
51,380,975
|
|
BX Commercial Mortgage Trust Series 2025-SPOT Class B, CME Term SOFR 1 month Index + 1.743%, 6.0717% 4/15/2040 (b)(c)(d)
|
18,440,000
|
18,336,707
|
|
BX Commercial Mortgage Trust Series 2025-SPOT Class E, CME Term SOFR 1 month Index + 3.6902%, 8.0189% 4/15/2040 (b)(c)(d)
|
5,847,000
|
5,799,561
|
|
Bx Tr 2025-Tail Series 2025-TAIL Class A, CME Term SOFR 1 month Index + 1.4%, 5.7% 6/15/2035 (b)(c)(d)
|
9,063,000
|
9,075,227
|
|
Bx Tr 2025-Tail Series 2025-TAIL Class E, CME Term SOFR 1 month Index + 3.3%, 7.6% 6/15/2035 (b)(c)(d)
|
1,734,000
|
1,734,000
|
|
BX Trust 2019-OC11 Series 2019-OC11 Class A, 3.202% 12/9/2041 (d)
|
3,131,000
|
2,893,722
|
|
BX Trust 2019-OC11 Series 2019-OC11 Class D, 3.944% 12/9/2041 (b)(d)
|
168,000
|
155,326
|
|
BX Trust 2019-OC11 Series 2019-OC11 Class E, 3.944% 12/9/2041 (b)(d)
|
10,841,000
|
9,824,451
|
|
BX Trust 2021-VOL Series 2021-VOLT Class F, CME Term SOFR 1 month Index + 2.5145%, 6.8432% 9/15/2036 (b)(c)(d)
|
4,693,000
|
4,654,869
|
|
BX Trust 2021-VOL Series 2021-VOLT Class G, CME Term SOFR 1 month Index + 2.9645%, 7.2932% 9/15/2036 (b)(c)(d)
|
6,499,000
|
6,414,719
|
|
BX Trust 2024 VLT4 Series 2024-VLT4 Class E, CME Term SOFR 1 month Index + 2.8894%, 7.2181% 7/15/2029 (b)(c)(d)
|
1,227,000
|
1,210,129
|
|
BX Trust 2024 VLT4 Series 2024-VLT4 Class F, CME Term SOFR 1 month Index + 3.9379%, 8.2666% 7/15/2029 (b)(c)(d)
|
6,050,000
|
5,980,777
|
|
BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.7706% 4/15/2041 (b)(c)(d)
|
38,068,938
|
38,116,525
|
|
BX Trust 2024-CNY Series 2024-CNYN Class B, CME Term SOFR 1 month Index + 1.6915%, 6.0202% 4/15/2041 (b)(c)(d)
|
6,067,733
|
6,075,317
|
|
BX Trust 2024-CNY Series 2024-CNYN Class C, CME Term SOFR 1 month Index + 1.9412%, 6.2699% 4/15/2041 (b)(c)(d)
|
5,037,141
|
5,043,438
|
|
BX Trust 2024-CNY Series 2024-CNYN Class E, CME Term SOFR 1 month Index + 3.6886%, 8.0174% 4/15/2041 (b)(c)(d)
|
4,327,980
|
4,313,591
|
|
BX Trust 2024-FNX Series 2024-FNX Class D, CME Term SOFR 1 month Index + 2.9402%, 7.2689% 11/15/2041 (b)(c)(d)
|
961,684
|
962,285
|
|
BX Trust 2024-FNX Series 2024-FNX Class E, CME Term SOFR 1 month Index + 3.9387%, 8.2675% 11/15/2041 (b)(c)(d)
|
4,615,161
|
4,590,649
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.4725% 3/15/2030 (b)(c)(d)
|
82,441,000
|
81,822,693
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class B, CME Term SOFR 1 month Index + 1.3935%, 5.7222% 3/15/2030 (b)(c)(d)
|
9,826,000
|
9,727,740
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class C, CME Term SOFR 1 month Index + 1.69%, 5.872% 3/15/2030 (b)(c)(d)
|
13,843,000
|
13,600,748
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class E, CME Term SOFR 1 month Index + 2.9413%, 7.27% 3/15/2030 (b)(c)(d)
|
4,768,000
|
4,648,947
|
|
BX Trust Series 2021-ACNT Class G, CME Term SOFR 1 month Index + 3.4095%, 7.7385% 11/15/2038 (b)(c)(d)
|
1,388,768
|
1,372,276
|
|
BX Trust Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 5.2435% 2/15/2036 (b)(c)(d)
|
5,800,000
|
5,796,375
|
|
BX Trust Series 2021-LBA Class FJV, CME Term SOFR 1 month Index + 2.5145%, 6.8435% 2/15/2036 (b)(c)(d)
|
947,000
|
935,163
|
|
BX Trust Series 2021-LBA Class FV, CME Term SOFR 1 month Index + 2.5145%, 6.8435% 2/15/2036 (b)(c)(d)
|
270,457
|
267,075
|
|
BX Trust Series 2021-LBA Class GJV, CME Term SOFR 1 month Index + 3.1145%, 7.4435% 2/15/2036 (b)(c)(d)
|
2,779,000
|
2,723,420
|
|
BX Trust Series 2021-LBA Class GV, CME Term SOFR 1 month Index + 3.1145%, 7.4435% 2/15/2036 (b)(c)(d)
|
1,144,302
|
1,121,416
|
|
BX Trust Series 2021-MFM1 Class F, CME Term SOFR 1 month Index + 3.1145%, 7.4435% 1/15/2034 (b)(c)(d)
|
2,640,400
|
2,629,372
|
|
BX Trust Series 2021-MFM1 Class G, CME Term SOFR 1 month Index + 4.0145%, 8.3435% 1/15/2034 (b)(c)(d)
|
142,800
|
141,717
|
|
Bx Trust Series 2021-SDMF Class F, CME Term SOFR 1 month Index + 2.0515%, 6.3805% 9/15/2034 (b)(c)(d)
|
1,275,360
|
1,259,418
|
|
BX Trust Series 2021-SOAR Class A, CME Term SOFR 1 month Index + 0.7845%, 5.1135% 6/15/2038 (b)(c)(d)
|
14,324,142
|
14,315,190
|
|
BX Trust Series 2021-XL2 Class A, CME Term SOFR 1 month Index + 0.803%, 5.132% 10/15/2038 (b)(c)(d)
|
831,050
|
830,531
|
|
BX Trust Series 2022-IND Class B, CME Term SOFR 1 month Index + 1.94%, 6.2687% 4/15/2037 (b)(c)(d)
|
11,697,700
|
11,697,700
|
|
BX Trust Series 2022-IND Class C, CME Term SOFR 1 month Index + 2.29%, 6.6187% 4/15/2037 (b)(c)(d)
|
2,324,000
|
2,324,000
|
|
BX Trust Series 2022-IND Class D, CME Term SOFR 1 month Index + 2.839%, 7.1677% 4/15/2037 (b)(c)(d)
|
1,945,300
|
1,945,300
|
|
BX Trust Series 2022-IND Class F, CME Term SOFR 1 month Index + 4.786%, 9.1147% 4/15/2037 (b)(c)(d)
|
2,916,200
|
2,929,682
|
|
BX Trust Series 2022-LBA6 Class E, CME Term SOFR 1 month Index + 2.7%, 7.0287% 1/15/2039 (b)(c)(d)
|
2,075,000
|
2,062,032
|
|
BX Trust Series 2022-LBA6 Class F, CME Term SOFR 1 month Index + 3.35%, 7.6787% 1/15/2039 (b)(c)(d)
|
2,072,000
|
2,048,690
|
|
BX Trust Series 2022-LBA6 Class G, CME Term SOFR 1 month Index + 4.2%, 8.5287% 1/15/2039 (b)(c)(d)
|
651,000
|
644,194
|
|
BX Trust Series 2022-VAMF Class F, CME Term SOFR 1 month Index + 3.299%, 7.6277% 1/15/2039 (b)(c)(d)
|
783,000
|
772,924
|
|
BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.7707% 2/15/2039 (b)(c)(d)
|
36,451,698
|
36,497,219
|
|
BX Trust Series 2024-XL4 Class B, CME Term SOFR 1 month Index + 1.7915%, 6.1203% 2/15/2039 (b)(c)(d)
|
3,449,810
|
3,453,044
|
|
BX Trust Series 2024-XL4 Class E, CME Term SOFR 1 month Index + 4.1881%, 8.5168% 2/15/2039 (b)(c)(d)
|
3,305,871
|
3,304,175
|
|
BX Trust Series 2024-XL5 Class B, CME Term SOFR 1 month Index + 1.6912%, 6.0199% 3/15/2041 (b)(c)(d)
|
10,124,843
|
10,131,171
|
|
BX Trust Series 2024-XL5 Class C, CME Term SOFR 1 month Index + 1.9409%, 6.2696% 3/15/2041 (b)(c)(d)
|
13,441,674
|
13,450,075
|
|
BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.4787% 2/15/2035 (b)(c)(d)
|
26,766,000
|
26,665,628
|
|
BX Trust Series 2025-DIME Class E, 7.3287% 2/15/2035 (d)
|
2,846,000
|
2,823,927
|
|
Bx Trust Series 2025-LUNR Class E, CME Term SOFR 1 month Index + 3.95%, 8.28% 6/15/2040 (b)(c)(d)
|
641,000
|
641,000
|
|
BX Trust Series 2025-VLT6 Class E, CME Term SOFR 1 month Index + 3.1907%, 7.5194% 3/15/2042 (b)(c)(d)
|
2,906,000
|
2,884,205
|
|
BX Trust Series 2025-VLT6 Class F, CME Term SOFR 1 month Index + 3.9397%, 8.2684% 3/15/2042 (b)(c)(d)
|
3,043,000
|
2,977,915
|
|
BXP Trust Series 2021-601L Class E, 2.7755% 1/15/2044 (b)(d)
|
336,000
|
240,529
|
|
BXSC Commercial Mortgage Trust Series 2022-WSS Class F, 9.658% 3/15/2035 (b)(d)
|
2,721,000
|
2,714,221
|
|
CALI Mortgage Trust Series 2019-101C Class F, 4.3244% 3/10/2039 (b)(d)
|
1,743,000
|
1,092,265
|
|
CAMB Commercial Mortgage Trust Series 2019-LIFE Class A, CME Term SOFR 1 month Index + 1.367%, 5.696% 12/15/2037 (b)(c)(d)
|
1,538,000
|
1,537,038
|
|
CAMB Commercial Mortgage Trust Series 2019-LIFE Class E, CME Term SOFR 1 month Index + 2.447%, 6.776% 12/15/2037 (b)(c)(d)
|
4,468,000
|
4,465,208
|
|
CAMB Commercial Mortgage Trust Series 2019-LIFE Class G, CME Term SOFR 1 month Index + 3.547%, 7.876% 12/15/2037 (b)(c)(d)
|
3,325,000
|
3,297,935
|
|
CD Mortgage Trust Series 2017-CD3 Class C, 4.5309% 2/10/2050 (b)
|
1,482,000
|
675,755
|
|
CD Mortgage Trust Series 2017-CD3 Class D, 3.25% 2/10/2050 (d)(e)
|
1,340,000
|
279,698
|
|
CEDR Commercial Mortgage Trust Series 2022-SNAI Class F, CME Term SOFR 1 month Index + 3.6135%, 7.9422% 2/15/2039 (b)(c)(d)
|
3,948,000
|
3,513,774
|
|
CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (d)
|
36,435,022
|
35,079,060
|
|
CFCRE Commercial Mortgage Trust Series 2016-C7 Class A2, 3.5853% 12/10/2054
|
4,691,805
|
4,606,698
|
|
CGMS Commercial Mortgage Trust Series 2017-B1 Class A3, 3.197% 8/15/2050
|
3,163,680
|
3,065,995
|
|
CGMS Commercial Mortgage Trust Series 2017-B1 Class A4, 3.458% 8/15/2050
|
1,400,000
|
1,360,612
|
|
Citigroup Commercial Mortgage Trust Series 2015-GC33 Class XA, 0.8231% 9/10/2058 (b)(h)
|
33,925,570
|
17,014
|
|
Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049
|
3,539,305
|
3,481,532
|
|
Citigroup Commercial Mortgage Trust Series 2016-P4 Class D, 3.9363% 7/10/2049 (b)(d)
|
1,707,000
|
1,363,660
|
|
Citigroup Commercial Mortgage Trust Series 2016-P6 Class XA, 0.5476% 12/10/2049 (b)(h)
|
35,912,276
|
215,115
|
|
Citigroup Commercial Mortgage Trust Series 2019-GC41 Class D, 3% 8/10/2056 (d)
|
378,000
|
292,945
|
|
Citigroup Commercial Mortgage Trust Series 2020-420K Class D, 3.3118% 11/10/2042 (b)(d)
|
496,000
|
430,131
|
|
Citigroup Commercial Mortgage Trust Series 2020-420K Class E, 3.3118% 11/10/2042 (b)(d)
|
2,374,000
|
1,986,256
|
|
Citigroup Commercial Mortgage Trust Series 2022-GC48 Class D, 2.5% 6/15/2055 (d)
|
1,806,000
|
1,215,575
|
|
Citigroup Commercial Mortgage Trust Series 2023-PRM3 Class C, 6.3597% 7/10/2028 (b)(d)
|
1,225,000
|
1,250,347
|
|
Citigroup Commercial Mortgage Trust Series 2023-PRM3 Class D, 6.3597% 7/10/2028 (b)(d)
|
1,195,000
|
1,196,468
|
|
Citigroup Commercial Mortgage Trust Series 2023-SMRT Class D, 5.8524% 10/12/2040 (b)(d)
|
2,143,000
|
2,119,813
|
|
COMM Mortgage Trust Series 2012-CR1 Class D, 5.1034% 5/15/2045 (b)(d)
|
1,215,552
|
1,100,722
|
|
COMM Mortgage Trust Series 2012-LC4 Class C, 5.5066% 12/10/2044 (b)
|
38,396
|
35,804
|
|
COMM Mortgage Trust Series 2013-LC6 Class D, 3.7356% 1/10/2046 (b)(d)
|
156,712
|
150,444
|
|
COMM Mortgage Trust Series 2013-LC6 Class E, 3.5% 1/10/2046 (d)
|
959,000
|
882,280
|
|
COMM Mortgage Trust Series 2014-CR15 Class D, 3.967% 2/10/2047 (b)(d)
|
298,000
|
271,705
|
|
COMM Mortgage Trust Series 2014-CR17 Class E, 4.8431% 5/10/2047 (b)(d)
|
255,000
|
194,652
|
|
COMM Mortgage Trust Series 2014-CR20 Class C, 4.6707% 11/10/2047 (b)(e)
|
511,509
|
493,402
|
|
COMM Mortgage Trust Series 2014-UBS2 Class D, 4.7528% 3/10/2047 (b)(d)
|
577,621
|
405,369
|
|
COMM Mortgage Trust Series 2015-DC1 Class B, 4.035% 2/10/2048 (b)
|
2,526,000
|
2,440,596
|
|
COMM Mortgage Trust Series 2015-DC1 Class C, 4.2871% 2/10/2048 (b)
|
3,558,000
|
3,218,531
|
|
COMM Mortgage Trust Series 2015-LC19 Class B, 3.829% 2/10/2048
|
177,000
|
174,297
|
|
COMM Mortgage Trust Series 2015-LC19 Class C, 4.1051% 2/10/2048 (b)(e)
|
2,097,600
|
2,021,947
|
|
COMM Mortgage Trust Series 2017-CD4 Class C, 4.3497% 5/10/2050 (b)
|
1,316,000
|
1,204,390
|
|
COMM Mortgage Trust Series 2017-CD4 Class D, 3.3% 5/10/2050 (d)
|
312,000
|
256,858
|
|
COMM Mortgage Trust Series 2017-COR2 Class C, 4.5872% 9/10/2050 (b)
|
1,148,000
|
1,081,714
|
|
COMM Mortgage Trust Series 2017-COR2 Class D, 3% 9/10/2050 (d)
|
368,000
|
319,105
|
|
COMM Mortgage Trust Series 2018-HCLV Class F, CME Term SOFR 1 month Index + 3.346%, 7.675% 9/15/2033 (b)(c)(d)
|
468,000
|
26,672
|
|
COMM Mortgage Trust Series 2018-HCLV Class G, CME Term SOFR 1 month Index + 5.3523%, 9.6813% 9/15/2033 (b)(c)(d)(e)
|
544,000
|
9,128
|
|
Commercial Mortgage Trust Series 2016-CD2 Class C, 3.9747% 11/10/2049 (b)
|
619,000
|
363,542
|
|
Commercial Mortgage Trust Series 2016-CD2 Class D, 2.7247% 11/10/2049 (b)(e)
|
546,000
|
132,844
|
|
Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052
|
6,748,000
|
6,650,628
|
|
Computershare Corporate Trust Series 2020-C58 Class A4, 2.092% 7/15/2053
|
2,055,000
|
1,772,291
|
|
Cone Trust Series 2024-DFW1 Class E, CME Term SOFR 1 month Index + 3.8885%, 8.2172% 8/15/2041 (b)(c)(d)
|
3,053,000
|
3,029,471
|
|
CPT Mortgage Trust Series 2019-CPT Class E, 2.9968% 11/13/2039 (b)(d)
|
1,687,000
|
1,361,560
|
|
CPT Mortgage Trust Series 2019-CPT Class F, 2.9968% 11/13/2039 (b)(d)
|
1,196,000
|
890,372
|
|
Credit Suisse Commercial Mortgage Trust Series 2021-SOP2 Class F, CME Term SOFR 1 month Index + 4.4314%, 8.7601% 6/15/2034 (c)(d)(e)
|
1,135,200
|
497,141
|
|
Credit Suisse Mortgage Trust Series 2021-BRIT Class A, CME Term SOFR 1 month Index + 3.5737%, 7.9027% 5/9/2026 (b)(c)(d)
|
1,351,203
|
1,318,722
|
|
CSAIL Commercial Mortgage Trust Series 2017-C8 Class C, 4.2578% 6/15/2050 (b)
|
2,305,000
|
1,979,883
|
|
CSAIL Commercial Mortgage Trust Series 2018-CX11 Class C, 4.7798% 4/15/2051 (b)
|
495,000
|
461,457
|
|
CSAIL Commercial Mortgage Trust Series 2018-CX12 Class A3, 3.9585% 8/15/2051
|
3,580,000
|
3,477,706
|
|
CSAIL Commercial Mortgage Trust Series 2019-C16 Class C, 4.2371% 6/15/2052 (b)
|
1,113,000
|
1,041,807
|
|
CSMC Trust Series 2019-UVIL Class E, 3.2833% 12/15/2041 (b)(d)
|
4,421,000
|
3,687,253
|
|
CSMC Trust Series 2020-NET Class A, 2.2569% 8/15/2037 (d)
|
2,871,392
|
2,838,646
|
|
DBGS Mortgage Trust Series 2018-C1 Class C, 4.6372% 10/15/2051 (b)
|
355,000
|
309,113
|
|
DBGS Mortgage Trust Series 2019-1735 Class F, 4.1946% 4/10/2037 (b)(d)
|
1,188,000
|
764,026
|
|
DBJPM Mortgage Trust Series 2020-C9 Class AM, 2.34% 8/15/2053
|
639,000
|
548,199
|
|
DBJPM Mortgage Trust Series 2020-C9 Class D, 2.25% 9/15/2053 (d)
|
377,000
|
265,748
|
|
DBUBS Mortgage Trust Series 2011-LC3A Class D, 5.3519% 8/10/2044 (b)(d)
|
668,615
|
640,199
|
|
DC Commercial Mortgage Trust Series 2023-DC Class D, 7.1405% 9/12/2040 (b)(d)
|
2,017,000
|
2,017,138
|
|
DC Office Trust Series 2019-MTC Class E, 3.072% 9/15/2045 (b)(d)
|
449,000
|
340,915
|
|
Deutsche Bank Commercial Mortgage Trust Series 2016-C3 Class C, 3.476% 8/10/2049 (b)
|
382,000
|
330,481
|
|
DK Trust Series 2024-SPBX Class E, CME Term SOFR 1 month Index + 4%, 8.3287% 3/15/2034 (b)(c)(d)
|
2,848,000
|
2,852,150
|
|
DTP Commercial Mortgage Trust Series 2023-STE2 Class A, 5.8433% 1/15/2041 (b)(d)
|
5,523,000
|
5,639,508
|
|
DTP Commercial Mortgage Trust Series 2023-STE2 Class C, 6.4734% 1/15/2041 (b)(d)
|
621,000
|
628,896
|
|
DTP Commercial Mortgage Trust Series 2023-STE2 Class D, 6.7308% 1/15/2041 (b)(d)
|
5,078,000
|
5,072,733
|
|
DTP Commercial Mortgage Trust Series 2023-STE2 Class E, 5.7759% 1/15/2041 (b)(d)
|
810,000
|
771,990
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class A, CME Term SOFR 1 month Index + 0.8155%, 5.1445% 11/15/2038 (b)(c)(d)
|
57,379,211
|
57,235,763
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class F, CME Term SOFR 1 month Index + 2.7815%, 7.1105% 11/15/2038 (b)(c)(d)
|
3,025,478
|
3,008,460
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class G, CME Term SOFR 1 month Index + 3.2305%, 7.5595% 11/15/2038 (b)(c)(d)
|
1,967,710
|
1,955,411
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class J, CME Term SOFR 1 month Index + 3.7294%, 8.0584% 11/15/2038 (b)(c)(d)
|
4,948,240
|
4,893,659
|
|
EQT Trust Series 2024-EXTR Class B, 1 month U.S. LIBOR + 0%, 5.6546% 7/5/2041 (b)(c)(d)
|
1,911,000
|
1,926,064
|
|
EQT Trust Series 2024-EXTR Class C, 6.0464% 7/5/2041 (b)(d)
|
1,614,000
|
1,629,539
|
|
EQT Trust Series 2024-EXTR Class D, 6.6819% 7/5/2041 (b)(d)
|
341,000
|
344,236
|
|
Extended Stay America Trust Series 2021-ESH Class A, CME Term SOFR 1 month Index + 1.1945%, 5.5235% 7/15/2038 (b)(c)(d)
|
14,705,742
|
14,705,742
|
|
Extended Stay America Trust Series 2021-ESH Class B, CME Term SOFR 1 month Index + 1.4945%, 5.8235% 7/15/2038 (b)(c)(d)
|
17,459,048
|
17,459,049
|
|
Extended Stay America Trust Series 2021-ESH Class C, CME Term SOFR 1 month Index + 1.8145%, 6.1435% 7/15/2038 (b)(c)(d)
|
5,239,001
|
5,239,001
|
|
Extended Stay America Trust Series 2021-ESH Class D, CME Term SOFR 1 month Index + 2.3645%, 6.6935% 7/15/2038 (b)(c)(d)
|
10,584,360
|
10,584,360
|
|
Extended Stay America Trust Series 2021-ESH Class F, CME Term SOFR 1 month Index + 3.8145%, 8.1435% 7/15/2038 (b)(c)(d)
|
5,275,026
|
5,275,025
|
|
Fontainebleau Miami Beach Beach Mtg Tr Series 2024-FBLU Class G, CME Term SOFR 1 month Index + 5.65%, 9.9787% 12/15/2039 (b)(c)(d)
|
2,997,000
|
2,994,704
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-K049 Class A2, 3.01% 7/25/2025
|
1,044,522
|
1,041,333
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K074 Class A2, 3.6% 1/25/2028
|
8,700,000
|
8,556,635
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K735 Class A2, 2.862% 5/25/2026
|
2,872,142
|
2,830,005
|
|
GS Mortgage Securities Trust Series 2010-C1 Class X, 0.4253% 8/10/2043 (b)(d)(h)
|
377,933
|
22
|
|
GS Mortgage Securities Trust Series 2011-GC5 Class C, 5.148% 8/10/2044 (b)(d)
|
908,923
|
800,150
|
|
GS Mortgage Securities Trust Series 2011-GC5 Class D, 5.148% 8/10/2044 (b)(d)
|
623,936
|
466,596
|
|
GS Mortgage Securities Trust Series 2011-GC5 Class E, 5.148% 8/10/2044 (b)(d)(e)
|
773,957
|
232,904
|
|
GS Mortgage Securities Trust Series 2011-GC5 Class F, 4.5% 8/10/2044 (d)(e)
|
1,339,218
|
4,018
|
|
GS Mortgage Securities Trust Series 2012-GCJ9 Class D, 4.5879% 11/10/2045 (b)(d)
|
917,587
|
880,883
|
|
GS Mortgage Securities Trust Series 2012-GCJ9 Class E, 4.5879% 11/10/2045 (b)(d)
|
896,000
|
748,160
|
|
GS Mortgage Securities Trust Series 2015-GC34 Class A3, 3.244% 10/10/2048
|
1,063,938
|
1,061,395
|
|
GS Mortgage Securities Trust Series 2015-GC34 Class XA, 1.1862% 10/10/2048 (b)(h)
|
14,199,705
|
903
|
|
GS Mortgage Securities Trust Series 2016-GS2 Class D, 2.753% 5/10/2049 (d)
|
703,000
|
649,100
|
|
GS Mortgage Securities Trust Series 2016-GS4 Class C, 3.9485% 11/10/2049 (b)
|
464,000
|
409,356
|
|
GS Mortgage Securities Trust Series 2017-GS5 Class C, 4.299% 3/10/2050 (b)
|
1,155,000
|
650,737
|
|
GS Mortgage Securities Trust Series 2017-GS6 Class A2, 3.164% 5/10/2050
|
1,755,354
|
1,701,262
|
|
GS Mortgage Securities Trust Series 2018-GS9 Class D, 3% 3/10/2051 (d)
|
835,000
|
662,328
|
|
GS Mortgage Securities Trust Series 2019-GC38 Class D, 3% 2/10/2052 (d)
|
1,000,000
|
807,801
|
|
GS Mortgage Securities Trust Series 2019-GC39 Class D, 3% 5/10/2052 (d)
|
1,176,000
|
868,874
|
|
GS Mortgage Securities Trust Series 2019-GC42 Class C, 3.6973% 9/10/2052 (b)
|
3,532,000
|
3,022,772
|
|
GS Mortgage Securities Trust Series 2019-GC42 Class D, 2.8% 9/10/2052 (d)
|
408,000
|
286,344
|
|
GS Mortgage Securities Trust Series 2020-GC45 Class D, 2.85% 2/13/2053 (d)
|
952,000
|
728,343
|
|
GS Mortgage Securities Trust Series 2020-GC45 Class SWD, 3.2185% 12/13/2039 (b)(d)
|
735,000
|
556,382
|
|
GS Mortgage Securities Trust Series 2020-GC47 Class D, 3.4522% 5/12/2053 (b)(d)
|
336,000
|
247,560
|
|
GS Mortgage Securities Trust Series 2021-IP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.3935% 10/15/2036 (b)(c)(d)
|
18,953,000
|
18,834,544
|
|
GS Mortgage Securities Trust Series 2021-IP Class B, CME Term SOFR 1 month Index + 1.2645%, 5.5935% 10/15/2036 (b)(c)(d)
|
2,930,000
|
2,908,025
|
|
GS Mortgage Securities Trust Series 2021-IP Class C, CME Term SOFR 1 month Index + 1.6645%, 5.9935% 10/15/2036 (b)(c)(d)
|
2,414,000
|
2,395,895
|
|
GS Mortgage Securities Trust Series 2023-SHIP Class E, 7.4336% 9/10/2038 (b)(d)
|
4,514,000
|
4,543,838
|
|
GS Mortgage Securities Trust Series 2024-RVR Class B, 5.538% 8/10/2041 (b)(d)
|
989,000
|
985,145
|
|
GS Mortgage Securities Trust Series 2025-800D Class B, CME Term SOFR 1 month Index + 3.45%, 7.7767% 11/25/2041 (b)(c)(d)
|
1,168,000
|
1,168,068
|
|
Hilton USA Trust Series 2016-HHV Class E, 4.1935% 11/5/2038 (b)(d)
|
5,051,000
|
4,881,816
|
|
Hilton USA Trust Series 2016-HHV Class F, 4.1935% 11/5/2038 (b)(d)
|
3,760,000
|
3,604,901
|
|
Home Partners of America Trust Series 2019-1 Class E, 3.604% 9/17/2039 (d)
|
543,435
|
512,741
|
|
Home Partners of America Trust Series 2019-1 Class F, 4.101% 9/17/2039 (d)
|
88,413
|
82,390
|
|
Hudson Yards Mortgage Trust Series 2019-30HY Class E, 3.4431% 7/10/2039 (b)(d)
|
861,000
|
764,749
|
|
Independence Plaza Trust Series 2018-INDP Class E, 4.996% 7/10/2035 (d)
|
1,866,000
|
1,828,224
|
|
Intown Mortgage Trust Series 2025-STAY Class E, CME Term SOFR 1 month Index + 3.85%, 8.179% 3/15/2042 (b)(c)(d)
|
1,417,000
|
1,409,026
|
|
Ip 2025-Ip Mtg Tr Series 2025-IP, 7.851% 6/10/2042 (b)(d)
|
1,260,000
|
1,260,000
|
|
JPMBB Commercial Mortgage Securities Trust Series 2014-C23 Class A5, 3.9342% 9/15/2047
|
55,246
|
54,776
|
|
JPMBB Commercial Mortgage Securities Trust Series 2014-C23 Class UH5, 4.7094% 9/15/2047 (d)
|
194,000
|
188,787
|
|
JPMBB Commercial Mortgage Securities Trust Series 2014-C26 Class D, 3.671% 1/15/2048 (b)(d)
|
3,811,000
|
3,163,092
|
|
JPMBB Commercial Mortgage Securities Trust Series 2015-C30 Class XA, 0.3398% 7/15/2048 (b)(h)
|
28,317,961
|
344
|
|
JPMBB Commercial Mortgage Securities Trust Series 2015-C32 Class C, 4.6544% 11/15/2048 (b)(e)
|
1,942,000
|
824,901
|
|
JPMCC Commercial Mortgage Securities Trust Series 2016-JP4 Class D, 3.3752% 12/15/2049 (b)(d)
|
1,251,000
|
925,254
|
|
JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class A2, 2.8822% 12/15/2049
|
3,040,167
|
2,977,184
|
|
JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class ASB, 2.9941% 12/15/2049
|
327,415
|
323,083
|
|
JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class C, 3.0373% 12/15/2049 (b)
|
603,000
|
510,027
|
|
JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class D, 3.0373% 12/15/2049 (b)(d)
|
1,242,000
|
951,347
|
|
JPMDB Commercial Mortgage Securities Trust Series 2018-C8 Class D, 3.2565% 6/15/2051 (b)(d)
|
406,000
|
309,024
|
|
JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 Class D, 2.5% 11/13/2052 (d)
|
567,000
|
272,893
|
|
JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class A5, 2.1798% 5/13/2053
|
1,000,000
|
820,323
|
|
JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class D, 1.75% 5/13/2053 (d)(e)
|
714,000
|
366,573
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2011-C3 Class E, 5.525% 2/15/2046 (b)(d)
|
933,000
|
613,115
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2011-C3 Class G, 4.409% 2/15/2046 (b)(d)
|
368,000
|
48,702
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2011-C3 Class H, 4.409% 2/15/2046 (b)(d)
|
828,000
|
57,244
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2011-C3 Class J, 4.409% 2/15/2046 (b)(d)(e)
|
106,000
|
322
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2012-CBX Class E, 4.6896% 6/15/2045 (b)(d)(e)
|
1,251,110
|
1,132,674
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2012-CBX Class F, 4% 6/15/2045 (d)(e)
|
1,124,000
|
930,438
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2012-CBX Class G, 4% 6/15/2045 (d)(e)
|
1,233,000
|
686,975
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 Class C, 3.9582% 4/15/2046 (b)
|
1,025,000
|
614,365
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 Class D, 4.1572% 4/15/2046 (b)(e)
|
1,638,000
|
383,751
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 Class F, 3.25% 4/15/2046 (b)(d)
|
1,851,000
|
3,146
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2014-DSTY Class D, 3.8046% 6/10/2027 (b)(d)(e)
|
945,000
|
2,377
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2014-DSTY Class E, 3.8046% 6/10/2027 (b)(d)
|
1,519,000
|
3,800
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-AON Class F, 4.6132% 7/5/2031 (b)(d)
|
743,000
|
130,331
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class AFX, 4.2475% 7/5/2033 (d)
|
8,593,000
|
8,143,454
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class CFX, 4.9498% 7/5/2033 (d)
|
2,322,000
|
1,771,029
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class DFX, 5.3503% 7/5/2033 (d)
|
4,241,000
|
2,704,730
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class XAFX, 1.116% 7/5/2033 (b)(d)(h)
|
35,039,000
|
425,446
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-OSB Class A, 3.3973% 6/5/2039 (d)
|
1,569,000
|
1,456,895
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-OSB Class D, 3.7828% 6/5/2039 (b)(d)
|
876,000
|
785,184
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-OSB Class E, 3.7828% 6/5/2039 (b)(d)
|
1,690,000
|
1,479,990
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2020-NNN Class EFX, 3.972% 1/16/2037 (d)(e)
|
723,000
|
216,170
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2020-NNN Class FFX, 4.6254% 1/16/2037 (d)(e)
|
1,145,000
|
217,997
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2020-NNN Class GFX, 4.8445% 1/16/2037 (b)(d)
|
441,000
|
42,992
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2024-OMNI Class E, 5.7972% 10/5/2039 (b)(d)
|
3,083,000
|
2,982,377
|
|
KNDR Trust Series 2021-KIND Class C, CME Term SOFR 1 month Index + 1.8645%, 6.2% 8/15/2038 (b)(c)(d)
|
512,789
|
504,456
|
|
KNDR Trust Series 2021-KIND Class D, CME Term SOFR 1 month Index + 2.4145%, 6.75% 8/15/2038 (b)(c)(d)
|
2,729,584
|
2,678,405
|
|
KNDR Trust Series 2021-KIND Class F, CME Term SOFR 1 month Index + 4.0645%, 8.4% 8/15/2038 (b)(c)(d)
|
1,968,832
|
1,916,411
|
|
KRE COML Mortgage Trust Series 2025-AIP4 Class E, CME Term SOFR 1 month Index + 3%, 7.3287% 3/15/2042 (b)(c)(d)
|
2,226,000
|
2,207,029
|
|
LBA Trust Series 2024-BOLT Class E, CME Term SOFR 1 month Index + 3.6881%, 8.0168% 6/15/2039 (b)(c)(d)
|
860,000
|
858,925
|
|
LBA Trust Series 2024-BOLT Class F, CME Term SOFR 1 month Index + 4.437%, 8.7657% 6/15/2039 (b)(c)(d)
|
1,570,000
|
1,563,520
|
|
LCCM Mortgage Trust Series 2017-LC26 Class A3, 3.289% 7/12/2050 (d)
|
2,795,563
|
2,708,664
|
|
Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.624% 5/15/2039 (b)(c)(d)
|
41,422,000
|
40,179,340
|
|
Life Financial Services Trust Series 2022-BMR2 Class B, CME Term SOFR 1 month Index + 1.7939%, 6.1226% 5/15/2039 (b)(c)(d)
|
24,765,000
|
22,536,150
|
|
Life Financial Services Trust Series 2022-BMR2 Class C, CME Term SOFR 1 month Index + 2.0931%, 6.4218% 5/15/2039 (b)(c)(d)
|
13,877,000
|
12,489,300
|
|
Life Financial Services Trust Series 2022-BMR2 Class D, CME Term SOFR 1 month Index + 2.5419%, 6.8706% 5/15/2039 (b)(c)(d)
|
12,332,000
|
11,036,152
|
|
LIFE Mortgage Trust Series 2021-BMR Class C, CME Term SOFR 1 month Index + 1.2145%, 5.5435% 3/15/2038 (b)(c)(d)
|
451,123
|
448,021
|
|
LIFE Mortgage Trust Series 2021-BMR Class D, CME Term SOFR 1 month Index + 1.5145%, 5.8435% 3/15/2038 (b)(c)(d)
|
4,112,500
|
4,076,516
|
|
LIFE Mortgage Trust Series 2021-BMR Class E, CME Term SOFR 1 month Index + 1.8645%, 6.1935% 3/15/2038 (b)(c)(d)
|
3,593,100
|
3,548,186
|
|
LV Trust Series 2024-SHOW Class C, 6.0739% 10/10/2041 (b)(d)
|
1,563,000
|
1,561,075
|
|
Market Mortgage Trust Series 2020-525M Class F, 2.9406% 2/12/2040 (b)(d)
|
819,000
|
552,909
|
|
Mft Trust Series 2020-B6 Class C, 3.2828% 8/10/2040 (b)(d)(e)
|
707,000
|
448,301
|
|
MHC Commercial Mortgage Trust Series 2021-MHC Class F, CME Term SOFR 1 month Index + 2.7154%, 7.0444% 4/15/2038 (b)(c)(d)
|
1,937,600
|
1,936,389
|
|
MHC Commercial Mortgage Trust Series 2021-MHC Class G, CME Term SOFR 1 month Index + 3.3154%, 7.6444% 4/15/2038 (b)(c)(d)
|
5,853,600
|
5,849,942
|
|
MHC Trust Series 2021-MHC2 Class F, CME Term SOFR 1 month Index + 2.5145%, 6.8435% 5/15/2038 (b)(c)(d)
|
724,800
|
722,082
|
|
MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 5.1435% 7/15/2038 (b)(c)(d)
|
3,100,000
|
3,096,125
|
|
MHP Commercial Mortgage Trust Series 2021-STOR Class G, CME Term SOFR 1 month Index + 2.8645%, 7.1935% 7/15/2038 (b)(c)(d)
|
1,752,000
|
1,748,715
|
|
MHP Commercial Mortgage Trust Series 2021-STOR Class J, CME Term SOFR 1 month Index + 4.0645%, 8.3935% 7/15/2038 (b)(c)(d)
|
1,281,000
|
1,275,770
|
|
MHP Commercial Mortgage Trust Series 2022-MHIL Class F, CME Term SOFR 1 month Index + 3.2592%, 7.5879% 1/15/2039 (b)(c)(d)
|
304,000
|
301,720
|
|
MHP Commercial Mortgage Trust Series 2022-MHIL Class G, CME Term SOFR 1 month Index + 3.9575%, 8.2862% 1/15/2027 (b)(c)(d)
|
907,200
|
905,620
|
|
MIRA Trust Series 2023-MILE Class B, 7.2026% 6/10/2038 (d)
|
867,000
|
879,985
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6 Class D, 4.3446% 11/15/2045 (b)(d)(e)
|
1,469,000
|
1,189,905
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6 Class F, 4.3446% 11/15/2045 (b)(d)
|
693,000
|
94,255
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013 Class C, 4.0426% 2/15/2046 (b)
|
39,382
|
37,621
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 Class D, 4.7048% 10/15/2046 (b)(d)
|
1,299,000
|
1,181,505
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 Class C, 3.7138% 5/15/2046 (b)
|
920,000
|
844,566
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 Class D, 3.8018% 5/15/2046 (b)(d)
|
2,660,000
|
2,417,201
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 Class XA, 0.9793% 10/15/2048 (b)(h)
|
13,524,782
|
7,693
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 Class C, 4.033% 9/15/2049 (b)
|
266,000
|
231,896
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 Class C, 4.254% 11/15/2049 (b)
|
603,000
|
524,706
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 Class C, 4.2632% 12/15/2049 (b)
|
415,000
|
385,157
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 Class D, 3.356% 5/15/2050 (d)
|
947,000
|
827,890
|
|
Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class C, 3.536% 2/15/2053
|
205,000
|
179,934
|
|
Morgan Stanley Capital I Trust Series 2011-C2 Class D, 5.2113% 6/15/2044 (b)(d)
|
648,345
|
641,862
|
|
Morgan Stanley Capital I Trust Series 2011-C2 Class F, 5.2113% 6/15/2044 (b)(d)
|
499,000
|
344,310
|
|
Morgan Stanley Capital I Trust Series 2011-C2 Class XB, 0.4803% 6/15/2044 (b)(d)(h)
|
2,404,526
|
8,584
|
|
Morgan Stanley Capital I Trust Series 2011-C3 Class E, 4.9414% 7/15/2049 (b)(d)
|
329,684
|
319,979
|
|
Morgan Stanley Capital I Trust Series 2011-C3 Class F, 4.9414% 7/15/2049 (b)(d)
|
332,000
|
308,791
|
|
Morgan Stanley Capital I Trust Series 2011-C3 Class G, 4.9414% 7/15/2049 (b)(d)
|
1,123,200
|
1,023,615
|
|
Morgan Stanley Capital I Trust Series 2014-150E Class C, 4.295% 9/9/2032 (b)(d)(e)
|
418,000
|
311,818
|
|
Morgan Stanley Capital I Trust Series 2014-150E Class F, 4.295% 9/9/2032 (b)(d)
|
734,000
|
402,582
|
|
Morgan Stanley Capital I Trust Series 2015-MS1 Class B, 4.0115% 5/15/2048 (b)
|
467,000
|
447,560
|
|
Morgan Stanley Capital I Trust Series 2015-MS1 Class C, 4.0115% 5/15/2048 (b)
|
1,173,000
|
1,062,354
|
|
Morgan Stanley Capital I Trust Series 2015-MS1 Class D, 4.0115% 5/15/2048 (b)(d)
|
983,000
|
786,412
|
|
Morgan Stanley Capital I Trust Series 2016-BNK2 Class C, 3.8758% 11/15/2049 (b)
|
603,000
|
510,992
|
|
Morgan Stanley Capital I Trust Series 2016-BNK2 Class D, 3% 11/15/2049 (d)
|
1,456,000
|
932,163
|
|
Morgan Stanley Capital I Trust Series 2017-H1 Class AS, 3.773% 6/15/2050
|
1,125,000
|
1,091,790
|
|
Morgan Stanley Capital I Trust Series 2017-H1 Class C, 4.281% 6/15/2050
|
1,985,000
|
1,851,369
|
|
Morgan Stanley Capital I Trust Series 2017-H1 Class D, 2.546% 6/15/2050 (d)
|
3,406,000
|
2,739,622
|
|
Morgan Stanley Capital I Trust Series 2017-HR2 Class D, 2.73% 12/15/2050
|
2,054,000
|
1,807,191
|
|
Morgan Stanley Capital I Trust Series 2018-H4 Class A4, 4.31% 12/15/2051
|
7,706,000
|
7,573,258
|
|
Morgan Stanley Capital I Trust Series 2018-MP Class E, 4.276% 7/11/2040 (b)(d)
|
1,711,000
|
1,161,878
|
|
Morgan Stanley Capital I Trust Series 2020-CNP Class D, 2.4276% 4/5/2042 (b)(d)
|
462,000
|
351,842
|
|
Morgan Stanley Capital I Trust Series 2020-HR8 Class D, 2.5% 7/15/2053 (d)
|
756,000
|
574,039
|
|
Morgan Stanley Capital I Trust Series 2021-L5 Class A4, 2.728% 5/15/2054
|
3,345,000
|
2,957,031
|
|
Morgan Stanley Capital I Trust Series 2021-L6 Class XA, 1.1728% 6/15/2054 (b)(h)
|
25,723,170
|
1,131,359
|
|
Morgan Stanley Capital I Trust Series 2024-BPR2 Class A, 7.291% 5/5/2029 (d)
|
1,462,928
|
1,516,495
|
|
Morgan Stanley Capital I Trust Series 2024-BPR2 Class X, 0.865% 5/5/2029 (b)(d)(h)
|
65,612,368
|
2,030,467
|
|
Morgan Stanley Capital I Trust Series 2024-NSTB Class B, 3.9% 9/24/2057 (b)(d)
|
1,713,000
|
1,600,668
|
|
Morgan Stanley Capital I Trust Series 2024-NSTB Class C, 4.0803% 9/24/2057 (b)(d)
|
1,849,000
|
1,735,036
|
|
MSJP Series 2015-HAUL Class E, 4.851% 9/5/2047 (b)(d)
|
311,000
|
263,024
|
|
MSWF Commercial Mortgage Trust Series 2023-1 Class A5, 5.752% 5/15/2056
|
1,625,000
|
1,679,342
|
|
MSWF Commercial Mortgage Trust Series 2023-1 Class C, 6.6829% 5/15/2056 (b)
|
1,083,000
|
1,084,547
|
|
MSWF Commercial Mortgage Trust Series 2023-2 Class B, 6.8761% 12/15/2056 (b)
|
1,126,000
|
1,190,666
|
|
MSWF Commercial Mortgage Trust Series 2023-2 Class C, 7.0181% 12/15/2056 (b)
|
878,000
|
890,927
|
|
MSWF Commercial Mortgage Trust Series 2023-2 Class D, 4% 12/15/2056 (d)
|
369,000
|
278,764
|
|
Natixis Commercial Mortgage Securities Trust Series 2019-10K Class E, 4.1346% 5/15/2039 (b)(d)
|
1,321,000
|
1,175,440
|
|
Natixis Commercial Mortgage Securities Trust Series 2019-10K Class F, 4.1346% 5/15/2039 (b)(d)
|
1,374,000
|
1,172,425
|
|
NXPT Commercial Mortgage Trust Series 2024-STOR Class E, 6.7033% 11/5/2041 (b)(d)
|
7,107,000
|
7,208,159
|
|
NYT Mortgage Trust Series 2019-NYT Class F, CME Term SOFR 1 month Index + 3.297%, 7.626% 12/15/2035 (b)(c)(d)
|
1,385,000
|
1,191,819
|
|
OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.4178% 11/15/2040 (b)(c)(d)
|
4,167,519
|
4,179,080
|
|
OPEN Trust Series 2023-AIR Class B, CME Term SOFR 1 month Index + 3.838%, 8.1667% 11/15/2040 (b)(c)(d)
|
7,805,600
|
7,805,601
|
|
OPEN Trust Series 2023-AIR Class C, CME Term SOFR 1 month Index + 5.2359%, 9.5646% 11/15/2040 (b)(c)(d)
|
1,050,400
|
1,050,400
|
|
OPEN Trust Series 2023-AIR Class D, CME Term SOFR 1 month Index + 6.6838%, 11.0125% 11/15/2040 (b)(c)(d)
|
3,298,400
|
3,298,400
|
|
OPEN Trust Series 2023-AIR Class E, CME Term SOFR 1 month Index + 9.4295%, 13.7582% 11/15/2040 (b)(c)(d)
|
1,400,800
|
1,399,048
|
|
PKHL Commercial Mortgage Trust Series 2021-MF Class F, CME Term SOFR 1 month Index + 3.4645%, 7.7935% 7/15/2038 (b)(c)(d)(e)
|
986,000
|
489,066
|
|
PKHL Commercial Mortgage Trust Series 2021-MF Class NR, CME Term SOFR 1 month Index + 6.1145%, 10.4435% 7/15/2038 (b)(c)(d)(e)
|
280,000
|
103,258
|
|
Prima Capital CRE Securitization Ltd Series 2020-8A Class C, 3% 12/26/2070 (d)
|
6,499,000
|
5,363,625
|
|
PRM5 Trust Series 2025-PRM5 Class E, 6.8678% 3/10/2033 (b)(d)
|
3,907,000
|
3,891,762
|
|
Providence Place Group LP Series 2000-C1 Class A2, 7.75% 7/20/2028 (d)
|
589,863
|
599,987
|
|
ROCK Trust Series 2024-CNTR Class E, 8.8191% 11/13/2041 (d)
|
3,425,500
|
3,575,248
|
|
SELF Commercial Mortgage Trust Series 2024-STRG Class E, CME Term SOFR 1 month Index + 4.1885%, 8.5172% 11/15/2034 (b)(c)(d)
|
2,529,000
|
2,522,098
|
|
SELF Commercial Mortgage Trust Series 2024-STRG Class F, CME Term SOFR 1 month Index + 5.187%, 9.5157% 11/15/2034 (b)(c)(d)
|
2,107,000
|
2,095,003
|
|
SG Commercial Mortgage Securities Trust Series 2020-COVE Class F, 3.7276% 3/15/2037 (b)(d)
|
2,364,000
|
1,844,778
|
|
SHR Trust Series 2024-LXRY Class D, CME Term SOFR 1 month Index + 3.6%, 7.9287% 10/15/2041 (b)(c)(d)
|
3,314,000
|
3,311,927
|
|
SHR Trust Series 2024-LXRY Class E, CME Term SOFR 1 month Index + 4.45%, 8.7787% 10/15/2041 (b)(c)(d)
|
1,166,000
|
1,155,061
|
|
SMRT Trust Series 2022-MINI Class E, CME Term SOFR 1 month Index + 2.7%, 7.029% 1/15/2039 (b)(c)(d)
|
2,039,000
|
1,982,992
|
|
SMRT Trust Series 2022-MINI Class F, CME Term SOFR 1 month Index + 3.35%, 7.679% 1/15/2039 (b)(c)(d)
|
800,000
|
777,603
|
|
SOHO Trust Series 2021-SOHO Class D, 2.7865% 8/10/2038 (b)(d)(e)
|
1,113,000
|
667,245
|
|
SPGN Mortgage Trust Series 2022-TFLM Class B, CME Term SOFR 1 month Index + 2%, 6.3287% 2/15/2039 (b)(c)(d)
|
7,618,000
|
7,466,262
|
|
SPGN Mortgage Trust Series 2022-TFLM Class C, CME Term SOFR 1 month Index + 2.65%, 6.9787% 2/15/2039 (b)(c)(d)
|
3,962,000
|
3,843,620
|
|
SREIT Trust Series 2021-FLWR Class A, CME Term SOFR 1 month Index + 0.691%, 5.02% 7/15/2036 (b)(c)(d)
|
3,306,668
|
3,304,601
|
|
SREIT Trust Series 2021-IND Class G, CME Term SOFR 1 month Index + 3.3803%, 7.7093% 10/15/2038 (b)(c)(d)
|
1,487,000
|
1,465,129
|
|
SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.174% 11/15/2038 (b)(c)(d)
|
28,188,430
|
28,153,195
|
|
SREIT Trust Series 2021-MFP Class B, CME Term SOFR 1 month Index + 1.1943%, 5.523% 11/15/2038 (b)(c)(d)
|
14,313,152
|
14,268,424
|
|
SREIT Trust Series 2021-MFP Class C, CME Term SOFR 1 month Index + 1.4435%, 5.7722% 11/15/2038 (b)(c)(d)
|
8,889,204
|
8,855,869
|
|
SREIT Trust Series 2021-MFP Class D, CME Term SOFR 1 month Index + 1.6927%, 6.0214% 11/15/2038 (b)(c)(d)
|
5,841,693
|
5,819,787
|
|
SREIT Trust Series 2021-MFP Class G, CME Term SOFR 1 month Index + 3.0883%, 7.417% 11/15/2038 (b)(c)(d)
|
4,791,463
|
4,772,505
|
|
SREIT Trust Series 2021-MFP2 Class G, CME Term SOFR 1 month Index + 3.082%, 7.411% 11/15/2036 (b)(c)(d)
|
1,090,000
|
1,080,463
|
|
SREIT Trust Series 2021-MFP2 Class J, CME Term SOFR 1 month Index + 4.03%, 8.359% 11/15/2036 (b)(c)(d)
|
3,205,000
|
3,169,412
|
|
SREIT Trust Series 2021-PALM Class G, CME Term SOFR 1 month Index + 3.7306%, 8.0596% 10/15/2034 (b)(c)(d)
|
2,033,000
|
2,024,529
|
|
STWD Trust Series 2021-LIH Class E, CME Term SOFR 1 month Index + 3.0175%, 7.346% 11/15/2036 (b)(c)(d)
|
2,268,000
|
2,240,814
|
|
STWD Trust Series 2021-LIH Class F, CME Term SOFR 1 month Index + 3.6655%, 7.994% 11/15/2036 (b)(c)(d)
|
2,492,000
|
2,455,334
|
|
STWD Trust Series 2021-LIH Class G, CME Term SOFR 1 month Index + 4.3145%, 8.643% 11/15/2036 (b)(c)(d)
|
525,000
|
516,228
|
|
SUMIT Mortgage Trust Series 2022-BVUE Class F, 2.8925% 2/12/2041 (b)(d)
|
185,000
|
127,574
|
|
SWCH Commercial Mortgage Trust Series 2025-DATA Class F, CME Term SOFR 1 month Index + 4.2389%, 8.5676% 2/15/2042 (b)(c)(d)
|
6,936,000
|
6,858,926
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.5716% 12/15/2039 (b)(c)(d)
|
27,997,000
|
27,988,209
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.9211% 12/15/2039 (b)(c)(d)
|
6,820,000
|
6,794,407
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class C, CME Term SOFR 1 month Index + 1.9919%, 6.3206% 12/15/2039 (b)(c)(d)
|
5,027,000
|
4,995,351
|
|
Tricon Residential Trust Series 2022-SFR2 Class E, 7.507% 7/17/2040 (d)
|
2,499,000
|
2,525,964
|
|
UBS Commercial Mortgage Trust Series 2012-C1 Class E, 5% 5/10/2045 (b)(d)
|
446,067
|
403,691
|
|
UBS Commercial Mortgage Trust Series 2012-C1 Class F, 5% 5/10/2045 (b)(d)(e)
|
762,700
|
243,556
|
|
UBS Commercial Mortgage Trust Series 2017-C7 Class XA, 0.9712% 12/15/2050 (b)(h)
|
40,525,305
|
849,419
|
|
UBS Commercial Mortgage Trust Series 2018-C8 Class C, 4.6825% 2/15/2051 (b)
|
336,000
|
289,221
|
|
UBS Commercial Mortgage Trust Series 2018-C9 Class A4, 4.117% 3/15/2051
|
2,000,000
|
1,953,635
|
|
VASA Trust Series 2021-VASA Class B, CME Term SOFR 1 month Index + 1.3645%, 5.6935% 7/15/2039 (b)(c)(d)
|
1,019,000
|
955,238
|
|
VASA Trust Series 2021-VASA Class F, CME Term SOFR 1 month Index + 4.0145%, 8.3435% 7/15/2039 (b)(c)(d)
|
1,383,000
|
1,055,128
|
|
VASA Trust Series 2021-VASA Class G, CME Term SOFR 1 month Index + 5.1145%, 9.4435% 7/15/2039 (b)(c)(d)(e)
|
315,000
|
213,468
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (d)
|
25,554,000
|
21,179,661
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class B, 2.453% 10/10/2042 (d)
|
1,600,000
|
1,276,785
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class X, 0.4294% 10/10/2042 (b)(d)
|
35,000,000
|
675,633
|
|
Wells Fargo Commercial Mortgage Trust Series 2015-C31 Class XA, 0.9346% 11/15/2048 (b)(h)
|
15,646,464
|
5,432
|
|
Wells Fargo Commercial Mortgage Trust Series 2015-NXS4 Class D, 3.6704% 12/15/2048 (b)
|
861,000
|
817,243
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 Class C, 3.071% 8/15/2049 (e)
|
446,000
|
330,332
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 Class D, 3% 8/15/2049 (d)
|
487,000
|
289,258
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-C34 Class XA, 2.0334% 6/15/2049 (b)(h)
|
15,185,534
|
134,477
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-LC25 Class C, 4.328% 12/15/2059 (b)
|
575,000
|
536,758
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 Class C, 4.3944% 11/15/2049 (b)
|
1,323,000
|
1,256,859
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 Class D, 3.059% 11/15/2049 (d)
|
1,337,000
|
1,167,709
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C43 Class C, 4.514% 3/15/2051
|
401,000
|
368,839
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C44 Class D, 3% 5/15/2051 (d)
|
2,676,000
|
2,044,969
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C46 Class XA, 0.9005% 8/15/2051 (b)(h)
|
40,235,856
|
776,065
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C49 Class C, 4.866% 3/15/2052 (b)
|
2,887,000
|
2,755,675
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C51 Class ASB, 3.16% 6/15/2052
|
2,010,856
|
1,944,938
|
|
Wells Fargo Commercial Mortgage Trust Series 2019-C53 Class B, 3.514% 10/15/2052
|
1,142,000
|
1,042,749
|
|
Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class ASB, 2.651% 2/15/2053
|
3,768,175
|
3,613,660
|
|
Wells Fargo Commercial Mortgage Trust Series 2020-C57 Class D, 2.5% 8/15/2053 (d)
|
1,034,000
|
788,780
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-C60 Class A4, 2.342% 8/15/2054
|
2,113,000
|
1,818,861
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-C60 Class D, 2.5% 8/15/2054 (d)
|
880,000
|
649,978
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-C61 Class A4, 2.658% 11/15/2054
|
1,095,000
|
949,387
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-FCMT Class A, CME Term SOFR 1 month Index + 1.3145%, 5.6435% 5/15/2031 (b)(c)(d)
|
17,572,000
|
17,441,266
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-SAVE Class D, CME Term SOFR 1 month Index + 2.7145%, 7.0435% 2/15/2040 (b)(c)(d)
|
310,400
|
310,217
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-SAVE Class E, CME Term SOFR 1 month Index + 3.8645%, 8.1935% 2/15/2040 (b)(c)(d)
|
220,800
|
220,670
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-1CHI Class E, 7.8268% 7/15/2035 (b)(d)
|
2,784,000
|
2,817,753
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-5C2 Class C, 6.3334% 11/15/2057 (b)
|
728,000
|
733,285
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 6.12% 10/15/2041 (b)(c)(d)
|
24,500,000
|
24,583,329
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A11, CME Term SOFR 1 month Index + 1.9907%, 6.3194% 8/15/2041 (b)(c)(d)
|
5,200,000
|
5,187,309
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A12, CME Term SOFR 1 month Index + 1.6912%, 6.0199% 8/15/2041 (b)(c)(d)
|
12,400,000
|
12,337,963
|
|
Wells Fargo Commerical Mortgage Trust Series 2025-VTT Class A, 5.1004% 3/15/2038 (b)(d)
|
18,363,000
|
18,308,394
|
|
WF-RBS Commercial Mortgage Trust Series 2011-C3 Class D, 5.8545% 3/15/2044 (b)(d)
|
439,833
|
142,946
|
|
WF-RBS Commercial Mortgage Trust Series 2011-C4 Class D, 4.9829% 6/15/2044 (b)(d)
|
336,810
|
322,496
|
|
WF-RBS Commercial Mortgage Trust Series 2011-C4 Class E, 4.9829% 6/15/2044 (b)(d)
|
335,432
|
312,958
|
|
WF-RBS Commercial Mortgage Trust Series 2011-C4I Class G, 5% 6/15/2044 (b)(e)
|
372,000
|
118,406
|
|
WF-RBS Commercial Mortgage Trust Series 2013-C11 Class D, 4.0652% 3/15/2045 (b)(d)
|
801,251
|
676,184
|
|
WF-RBS Commercial Mortgage Trust Series 2013-C11 Class E, 4.0652% 3/15/2045 (b)(d)
|
1,774,872
|
1,206,755
|
|
WF-RBS Commercial Mortgage Trust Series 2013-C13 Class D, 3.955% 5/15/2045 (b)(d)
|
460,667
|
422,704
|
|
WF-RBS Commercial Mortgage Trust Series 2013-C16 Class D, 4.615% 9/15/2046 (b)(d)
|
84,080
|
79,909
|
|
WFCM Series 2022-C62 Class A4, 4% 4/15/2055
|
1,461,000
|
1,361,107
|
|
WFCM Series 2022-C62 Class C, 4.3483% 4/15/2055 (b)
|
1,923,000
|
1,629,660
|
|
WFCM Series 2022-C62 Class D, 2.5% 4/15/2055 (d)
|
1,365,000
|
909,316
|
|
Worldwide Plaza Trust Series 2017-WWP Class E, 3.5955% 11/10/2036 (b)(d)
|
348,000
|
31,438
|
|
Worldwide Plaza Trust Series 2017-WWP Class F, 3.5955% 11/10/2036 (b)(d)
|
1,960,000
|
98,000
|
|
WP Glimcher Mall Trust Series 2015-WPG Class PR1, 3.516% 6/5/2035 (b)(d)
|
528,000
|
492,360
|
|
WP Glimcher Mall Trust Series 2015-WPG Class PR2, 3.516% 6/5/2035 (b)(d)(e)
|
1,378,000
|
1,198,447
|
|
TOTAL UNITED STATES
|
2,018,941,338
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $2,062,441,871)
|
2,020,859,508
|
||
Common Stocks - 0.1%
|
|||
Shares
|
Value ($)
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Entertainment - 0.0%
|
|||
New Cineworld Ltd (e)(p)
|
137,267
|
2,993,793
|
|
UNITED STATES - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Main Street Sports Group (e)
|
10,054
|
142,847
|
|
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Old Claimco LLC (e)(p)
|
65,301
|
690,232
|
|
Specialty Retail - 0.0%
|
|||
Joann Inc (e)(p)
|
945,558
|
9
|
|
TOTAL CONSUMER DISCRETIONARY
|
690,241
|
||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
California Resources Corp
|
112,202
|
4,955,962
|
|
EP Energy Corp (e)(p)
|
6,556
|
8,851
|
|
Expand Energy Corp
|
91,908
|
10,673,277
|
|
Expand Energy Corp (q)
|
619
|
71,884
|
|
Exxon Mobil Corp
|
22,714
|
2,323,642
|
|
Mesquite Energy Inc (e)(p)
|
113,725
|
9,948,674
|
|
New Fortress Energy Inc
|
155,112
|
386,229
|
|
28,368,519
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
ACNR Holdings Inc (e)(p)
|
30,405
|
2,870,536
|
|
Carnelian Point Holdings LP warrants 6/30/2027 (e)(p)
|
1,766
|
5,157
|
|
Limetree Bay Cayman Ltd (e)(p)
|
809
|
0
|
|
2,875,693
|
|||
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
Cano Health LLC (e)(p)
|
196,812
|
2,485,736
|
|
Cano Health LLC warrants (e)(p)
|
10,520
|
47,129
|
|
2,532,865
|
|||
Industrials - 0.0%
|
|||
Machinery - 0.0%
|
|||
Tnt Crane & Rigging LLC (e)(p)
|
83,132
|
1
|
|
Tnt Crane & Rigging LLC warrants 10/31/2025 (e)(p)
|
3,648
|
0
|
|
1
|
|||
Passenger Airlines - 0.0%
|
|||
Spirit Aviation Holdings Inc
|
21,525
|
128,935
|
|
Spirit Aviation Holdings Inc
|
18,884
|
113,115
|
|
242,050
|
|||
TOTAL INDUSTRIALS
|
242,051
|
||
Information Technology - 0.0%
|
|||
IT Services - 0.0%
|
|||
GTT Communications Inc (e)(p)
|
80,353
|
3,685,792
|
|
TOTAL UNITED STATES
|
38,538,008
|
||
|
TOTAL COMMON STOCKS
(Cost $24,154,547)
|
41,531,801
|
||
Convertible Corporate Bonds - 0.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
EchoStar Corp 3.875% 11/30/2030 pay-in-kind
|
7,420,293
|
7,121,796
|
|
Information Technology - 0.0%
|
|||
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
MKS Inc 1.25% 6/1/2030
|
2,571,000
|
2,350,132
|
|
ON Semiconductor Corp 0% 5/1/2027 (r)
|
2,122,000
|
2,289,214
|
|
Wolfspeed Inc 1.875% 12/1/2029
|
10,858,000
|
1,954,440
|
|
6,593,786
|
|||
Software - 0.0%
|
|||
Core Scientific Inc 0% 6/15/2031 (d)(r)
|
4,542,000
|
4,224,060
|
|
Core Scientific Inc 3% 9/1/2029 (d)
|
373,000
|
475,575
|
|
4,699,635
|
|||
TOTAL INFORMATION TECHNOLOGY
|
11,293,421
|
||
Real Estate - 0.1%
|
|||
Real Estate Management & Development - 0.1%
|
|||
Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 0.25% 6/15/2026
|
4,681,000
|
4,421,204
|
|
Redfin Corp 0.5% 4/1/2027
|
7,897,000
|
7,018,854
|
|
11,440,058
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
PG&E Corp 4.25% 12/1/2027
|
2,159,000
|
2,239,963
|
|
TOTAL UNITED STATES
|
32,095,238
|
||
|
TOTAL CONVERTIBLE CORPORATE BONDS
(Cost $35,748,794)
|
32,095,238
|
||
Convertible Preferred Stocks - 0.0%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Acrisure Holdings Inc Series A-2 (e)
|
157,072
|
3,782,294
|
|
Mortgage Real Estate Investment Trusts (REITs) - 0.0%
|
|||
AGNC Investment Corp CME Term SOFR 3 month Index + 4.993%, 0% (b)(c)
|
66,700
|
1,694,180
|
|
Dynex Capital Inc Series C, CME Term SOFR 3 month Index + 5.7226%, 9.9787% (b)(c)
|
20,200
|
514,999
|
|
2,209,179
|
|||
TOTAL FINANCIALS
|
5,991,473
|
||
Real Estate - 0.0%
|
|||
Hotel & Resort REITs - 0.0%
|
|||
RLJ Lodging Trust Series A,1.95%
|
20,725
|
513,358
|
|
TOTAL UNITED STATES
|
6,504,831
|
||
|
TOTAL CONVERTIBLE PREFERRED STOCKS
(Cost $6,292,856)
|
6,504,831
|
||
Foreign Government and Government Agency Obligations - 1.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
ANGOLA - 0.0%
|
|||
Angola Republic 8.25% 5/9/2028 (d)
|
2,170,000
|
1,951,373
|
|
Angola Republic 8.75% 4/14/2032 (d)
|
795,000
|
654,134
|
|
Angola Republic 9.375% 5/8/2048 (d)
|
1,610,000
|
1,180,935
|
|
Angola Republic 9.5% 11/12/2025 (d)
|
2,245,000
|
2,242,895
|
|
TOTAL ANGOLA
|
6,029,337
|
||
ARGENTINA - 0.2%
|
|||
Argentine Republic 0.75% 7/9/2030 (i)
|
19,281,404
|
15,099,749
|
|
Argentine Republic 1% 7/9/2029
|
1,754,099
|
1,443,624
|
|
Argentine Republic 3.5% 7/9/2041 (i)
|
3,950,000
|
2,454,466
|
|
Argentine Republic 4.125% 7/9/2035 (i)
|
14,503,323
|
9,757,111
|
|
Argentine Republic 5% 1/9/2038 (i)
|
6,812,281
|
4,851,025
|
|
Bonos Para La Reconstruccion De Una Argentina Libre 0% 6/30/2025 (r)
|
216,365
|
36,261
|
|
Provincia de Cordoba 6.99% 6/1/2027 (d)(i)
|
1,310,721
|
1,279,355
|
|
TOTAL ARGENTINA
|
34,921,591
|
||
ARMENIA - 0.0%
|
|||
Republic of Armenia 3.6% 2/2/2031 (d)
|
1,030,000
|
873,893
|
|
Republic of Armenia 6.75% 3/12/2035 (d)
|
1,730,000
|
1,647,663
|
|
TOTAL ARMENIA
|
2,521,556
|
||
BAHAMAS (NASSAU) - 0.0%
|
|||
Bahamas Government International Bond 6% 11/21/2028 (d)
|
1,035,000
|
1,000,844
|
|
BAHRAIN - 0.0%
|
|||
Bahrain Kingdom 5.625% 5/18/2034 (d)
|
790,000
|
717,170
|
|
Bahrain Kingdom 7.5% 2/12/2036 (d)
|
580,000
|
590,150
|
|
TOTAL BAHRAIN
|
1,307,320
|
||
BARBADOS - 0.0%
|
|||
Barbados Government 6.5% 10/1/2029 (d)
|
1,692,000
|
1,610,784
|
|
BENIN - 0.0%
|
|||
Republic of Benin 7.96% 2/13/2038 (d)
|
2,355,000
|
2,145,994
|
|
Republic of Benin 8.375% 1/23/2041 (d)
|
430,000
|
398,218
|
|
TOTAL BENIN
|
2,544,212
|
||
BERMUDA - 0.0%
|
|||
Bermuda 2.375% 8/20/2030 (d)
|
385,000
|
335,342
|
|
Bermuda 3.375% 8/20/2050 (d)
|
630,000
|
402,215
|
|
Bermuda 3.717% 1/25/2027 (d)
|
2,220,000
|
2,182,538
|
|
Bermuda 4.75% 2/15/2029 (d)
|
965,000
|
960,175
|
|
Bermuda 5% 7/15/2032 (d)
|
490,000
|
474,933
|
|
TOTAL BERMUDA
|
4,355,203
|
||
BRAZIL - 0.0%
|
|||
Federative Republic of Brazil 3.875% 6/12/2030
|
2,310,000
|
2,149,455
|
|
Federative Republic of Brazil 6% 10/20/2033
|
1,900,000
|
1,864,375
|
|
Federative Republic of Brazil 7.125% 1/20/2037
|
2,250,000
|
2,323,688
|
|
Federative Republic of Brazil 7.125% 5/13/2054
|
1,435,000
|
1,328,810
|
|
Federative Republic of Brazil 8.25% 1/20/2034
|
2,809,000
|
3,154,507
|
|
TOTAL BRAZIL
|
10,820,835
|
||
CANADA - 0.0%
|
|||
Canadian Government 1.5% 12/1/2031
|
CAD
|
1,600,000
|
1,064,786
|
Canadian Government 2.75% 6/1/2033
|
CAD
|
2,150,000
|
1,527,414
|
Canadian Government 3% 6/1/2034
|
CAD
|
700,000
|
503,382
|
TOTAL CANADA
|
3,095,582
|
||
CHILE - 0.0%
|
|||
Chilean Republic 2.45% 1/31/2031
|
4,855,000
|
4,279,683
|
|
Chilean Republic 2.75% 1/31/2027
|
790,000
|
766,300
|
|
Chilean Republic 3.1% 1/22/2061
|
3,325,000
|
1,945,125
|
|
Chilean Republic 3.5% 1/31/2034
|
520,000
|
460,720
|
|
Chilean Republic 4% 1/31/2052
|
455,000
|
340,101
|
|
Chilean Republic 4.34% 3/7/2042
|
915,000
|
774,090
|
|
Chilean Republic 5.33% 1/5/2054
|
1,440,000
|
1,321,920
|
|
TOTAL CHILE
|
9,887,939
|
||
COLOMBIA - 0.2%
|
|||
Colombian Republic 3% 1/30/2030
|
2,720,000
|
2,329,680
|
|
Colombian Republic 3.125% 4/15/2031
|
1,455,000
|
1,190,772
|
|
Colombian Republic 3.25% 4/22/2032
|
1,245,000
|
976,703
|
|
Colombian Republic 4.125% 5/15/2051
|
600,000
|
336,000
|
|
Colombian Republic 5% 6/15/2045
|
5,260,000
|
3,492,640
|
|
Colombian Republic 5.2% 5/15/2049
|
1,660,000
|
1,092,280
|
|
Colombian Republic 6.125% 1/18/2041
|
105,000
|
84,629
|
|
Colombian Republic 7.375% 4/25/2030
|
935,000
|
962,957
|
|
Colombian Republic 7.375% 9/18/2037
|
630,000
|
596,534
|
|
Colombian Republic 7.5% 2/2/2034
|
630,000
|
624,960
|
|
Colombian Republic 8% 11/14/2035
|
8,500,000
|
8,508,500
|
|
Colombian Republic 8% 4/20/2033
|
1,040,000
|
1,066,260
|
|
Colombian Republic 8.5% 4/25/2035
|
1,050,000
|
1,083,495
|
|
Colombian Republic 8.75% 11/14/2053
|
11,670,000
|
11,384,085
|
|
TOTAL COLOMBIA
|
33,729,495
|
||
COSTA RICA - 0.0%
|
|||
Costa Rica Government International Bond 5.625% 4/30/2043 (d)
|
785,000
|
697,080
|
|
Costa Rica Government International Bond 7.3% 11/13/2054 (d)
|
1,245,000
|
1,272,390
|
|
TOTAL COSTA RICA
|
1,969,470
|
||
COTE D'IVOIRE - 0.0%
|
|||
Ivory Coast Government International Bond 6.125% 6/15/2033 (d)
|
2,490,000
|
2,209,098
|
|
Ivory Coast Government International Bond 6.375% 3/3/2028 (d)
|
1,772,000
|
1,759,445
|
|
Ivory Coast Government International Bond 8.075% 4/1/2036 (d)
|
1,060,000
|
999,108
|
|
TOTAL COTE D'IVOIRE
|
4,967,651
|
||
DOMINICAN REPUBLIC - 0.0%
|
|||
Dominican Republic Bond 4.5% 1/30/2030 (d)
|
1,125,000
|
1,057,500
|
|
Dominican Republic Bond 4.875% 9/23/2032 (d)
|
5,535,000
|
5,047,920
|
|
Dominican Republic Bond 5.95% 1/25/2027 (d)
|
1,881,000
|
1,891,346
|
|
Dominican Republic Bond 6% 7/19/2028 (d)
|
1,011,000
|
1,021,110
|
|
Dominican Republic Bond 6.5% 2/15/2048 (d)
|
635,000
|
589,914
|
|
Dominican Republic Bond 6.6% 6/1/2036 (d)
|
816,000
|
811,920
|
|
Dominican Republic Bond 6.85% 1/27/2045 (d)
|
1,143,000
|
1,104,481
|
|
Dominican Republic Bond 7.05% 2/3/2031 (d)
|
1,295,000
|
1,343,692
|
|
Dominican Republic Bond 7.15% 2/24/2055 (d)
|
1,395,000
|
1,369,890
|
|
Dominican Republic Bond 7.45% 4/30/2044 (d)
|
794,000
|
816,232
|
|
TOTAL DOMINICAN REPUBLIC
|
15,054,005
|
||
ECUADOR - 0.0%
|
|||
Republic of Ecuador 5.5% 7/31/2035 (d)(i)
|
3,915,000
|
2,431,215
|
|
Republic of Ecuador 6.9% 7/31/2030 (d)(i)
|
4,136,055
|
3,206,477
|
|
TOTAL ECUADOR
|
5,637,692
|
||
EGYPT - 0.0%
|
|||
Arab Republic of Egypt 7.0529% 1/15/2032 (d)
|
45,000
|
39,334
|
|
Arab Republic of Egypt 7.5% 1/31/2027 (d)
|
2,427,000
|
2,447,787
|
|
Arab Republic of Egypt 7.5% 2/16/2061 (d)
|
3,225,000
|
2,205,062
|
|
Arab Republic of Egypt 7.6003% 3/1/2029 (d)
|
1,765,000
|
1,730,733
|
|
Arab Republic of Egypt 7.625% 5/29/2032 (d)
|
1,110,000
|
996,572
|
|
Arab Republic of Egypt 7.903% 2/21/2048 (d)
|
1,891,000
|
1,368,895
|
|
Arab Republic of Egypt 8.5% 1/31/2047 (d)
|
1,586,000
|
1,212,925
|
|
Arab Republic of Egypt 8.7002% 3/1/2049 (d)
|
1,420,000
|
1,102,275
|
|
TOTAL EGYPT
|
11,103,583
|
||
EL SALVADOR - 0.0%
|
|||
El Salvador Republic 0.25% 4/17/2030 (d)
|
1,055,000
|
18,990
|
|
El Salvador Republic 7.1246% 1/20/2050 (d)
|
1,000,000
|
811,500
|
|
El Salvador Republic 7.625% 2/1/2041 (d)
|
230,000
|
206,540
|
|
El Salvador Republic 7.65% 6/15/2035 (d)
|
855,000
|
808,830
|
|
El Salvador Republic 9.25% 4/17/2030 (d)
|
1,055,000
|
1,102,541
|
|
El Salvador Republic 9.65% 11/21/2054 (d)
|
640,000
|
638,400
|
|
TOTAL EL SALVADOR
|
3,586,801
|
||
GABON - 0.0%
|
|||
Gabonese Republic 6.625% 2/6/2031 (d)
|
1,880,000
|
1,402,950
|
|
Gabonese Republic 7% 11/24/2031 (d)
|
1,245,000
|
926,068
|
|
TOTAL GABON
|
2,329,018
|
||
GEORGIA - 0.0%
|
|||
Georgia Republic 2.75% 4/22/2026 (d)
|
1,580,000
|
1,515,230
|
|
GERMANY - 0.0%
|
|||
German Federal Republic 3.25% 7/4/2042 (s)
|
EUR
|
3,760,000
|
4,487,666
|
GHANA - 0.0%
|
|||
Ghana Republic 0% 1/3/2030 (d)(r)
|
98,997
|
80,434
|
|
Ghana Republic 0% 7/3/2026 (d)(r)
|
87,000
|
84,173
|
|
Ghana Republic 5% 7/3/2029 (d)(i)
|
1,002,250
|
912,048
|
|
Ghana Republic 5% 7/3/2035 (d)(i)
|
1,136,500
|
838,169
|
|
TOTAL GHANA
|
1,914,824
|
||
GUATEMALA - 0.0%
|
|||
Guatemala Government Bond 4.875% 2/13/2028 (d)
|
305,000
|
300,196
|
|
Guatemala Government Bond 4.9% 6/1/2030 (d)
|
890,000
|
865,614
|
|
Guatemala Government Bond 6.125% 6/1/2050 (d)
|
1,335,000
|
1,185,480
|
|
Guatemala Government Bond 6.6% 6/13/2036 (d)
|
835,000
|
836,670
|
|
TOTAL GUATEMALA
|
3,187,960
|
||
HUNGARY - 0.0%
|
|||
Hungary Government 2.125% 9/22/2031 (d)
|
880,000
|
720,408
|
|
Hungary Government 3.125% 9/21/2051 (d)
|
1,660,000
|
964,228
|
|
Hungary Government 5.25% 6/16/2029 (d)
|
1,305,000
|
1,309,894
|
|
Hungary Government 5.5% 6/16/2034 (d)
|
1,745,000
|
1,689,928
|
|
Hungary Government 6.125% 5/22/2028 (d)
|
610,000
|
626,927
|
|
Hungary Government 6.25% 9/22/2032 (d)
|
615,000
|
636,143
|
|
Hungary Government 6.75% 9/25/2052 (d)
|
430,000
|
429,677
|
|
TOTAL HUNGARY
|
6,377,205
|
||
INDONESIA - 0.2%
|
|||
Indonesia Government 3.2% 9/23/2061
|
1,380,000
|
845,250
|
|
Indonesia Government 3.5% 2/14/2050
|
1,165,000
|
821,325
|
|
Indonesia Government 3.85% 10/15/2030
|
855,000
|
824,135
|
|
Indonesia Government 4.1% 4/24/2028
|
1,955,000
|
1,943,270
|
|
Indonesia Government 4.2% 10/15/2050
|
44,910,000
|
35,478,900
|
|
Indonesia Government 4.35% 1/11/2048
|
1,225,000
|
1,003,275
|
|
Indonesia Government 5.125% 1/15/2045 (d)
|
4,090,000
|
3,826,604
|
|
Indonesia Government 5.25% 1/17/2042 (d)
|
660,000
|
636,239
|
|
Indonesia Government 5.95% 1/8/2046 (d)
|
985,000
|
1,007,606
|
|
Indonesia Government 6.75% 1/15/2044 (d)
|
690,000
|
760,380
|
|
Indonesia Government 7.75% 1/17/2038 (d)
|
2,648,000
|
3,172,304
|
|
Indonesia Government 8.5% 10/12/2035 (d)
|
4,030,000
|
5,029,440
|
|
TOTAL INDONESIA
|
55,348,728
|
||
ISRAEL - 0.0%
|
|||
Israel Government 3.375% 1/15/2050
|
2,760,000
|
1,708,992
|
|
Israel Government 5.75% 3/12/2054
|
955,000
|
846,818
|
|
TOTAL ISRAEL
|
2,555,810
|
||
JAMAICA - 0.0%
|
|||
Jamaican Government 6.75% 4/28/2028
|
745,000
|
768,281
|
|
Jamaican Government 7.875% 7/28/2045
|
430,000
|
492,028
|
|
TOTAL JAMAICA
|
1,260,309
|
||
JAPAN - 0.0%
|
|||
Japan Government 0.9% 9/20/2034
|
JPY
|
555,000,000
|
3,676,048
|
JORDAN - 0.0%
|
|||
Jordan Government 7.375% 10/10/2047 (d)
|
640,000
|
551,360
|
|
Jordan Government 7.5% 1/13/2029 (d)
|
755,000
|
762,316
|
|
Jordan Government 7.75% 1/15/2028 (d)
|
825,000
|
846,145
|
|
TOTAL JORDAN
|
2,159,821
|
||
KENYA - 0.0%
|
|||
Republic of Kenya Government Bond 6.3% 1/23/2034 (d)
|
605,000
|
481,919
|
|
Republic of Kenya Government Bond 7.25% 2/28/2028 (d)
|
640,000
|
619,053
|
|
Republic of Kenya Government Bond 9.5% 3/5/2036 (d)
|
305,000
|
278,159
|
|
Republic of Kenya Government Bond 9.75% 2/16/2031 (d)
|
1,485,000
|
1,481,748
|
|
TOTAL KENYA
|
2,860,879
|
||
LEBANON - 0.0%
|
|||
Lebanon Republic 5.8% (f)(s)
|
1,814,000
|
313,821
|
|
Lebanon Republic 6.375% (f)(s)
|
1,956,000
|
338,388
|
|
TOTAL LEBANON
|
652,209
|
||
MEXICO - 0.2%
|
|||
United Mexican States 2.659% 5/24/2031
|
1,235,000
|
1,052,220
|
|
United Mexican States 3.25% 4/16/2030
|
2,460,000
|
2,243,520
|
|
United Mexican States 3.5% 2/12/2034
|
2,315,000
|
1,901,773
|
|
United Mexican States 3.75% 1/11/2028
|
2,265,000
|
2,214,321
|
|
United Mexican States 3.75% 4/19/2071
|
3,325,000
|
1,795,084
|
|
United Mexican States 3.771% 5/24/2061
|
800,000
|
447,999
|
|
United Mexican States 4.5% 4/22/2029
|
905,000
|
885,090
|
|
United Mexican States 4.875% 5/19/2033
|
895,000
|
826,756
|
|
United Mexican States 5.75% 10/12/2110
|
1,615,000
|
1,219,527
|
|
United Mexican States 6% 5/7/2036
|
2,400,000
|
2,298,000
|
|
United Mexican States 6.05% 1/11/2040
|
1,810,000
|
1,680,133
|
|
United Mexican States 6.338% 5/4/2053
|
1,260,000
|
1,106,280
|
|
United Mexican States 6.35% 2/9/2035
|
1,240,000
|
1,235,660
|
|
United Mexican States 6.875% 5/13/2037
|
910,000
|
920,920
|
|
United Mexican States 7.375% 5/13/2055
|
1,675,000
|
1,655,738
|
|
TOTAL MEXICO
|
21,483,021
|
||
MONGOLIA - 0.0%
|
|||
Mongolia Government 6.625% 2/25/2030 (d)
|
1,405,000
|
1,366,363
|
|
Mongolia Government 7.875% 6/5/2029 (d)
|
245,000
|
248,981
|
|
TOTAL MONGOLIA
|
1,615,344
|
||
MONTENEGRO - 0.0%
|
|||
Republic of Montenegro 7.25% 3/12/2031 (d)
|
2,830,000
|
2,901,458
|
|
MOROCCO - 0.0%
|
|||
Moroccan Kingdom 6.5% 9/8/2033 (d)
|
1,735,000
|
1,794,927
|
|
MULTI-NATIONAL - 0.0%
|
|||
European Union 4% 4/4/2044 (s)
|
EUR
|
6,405,000
|
7,665,035
|
NIGERIA - 0.0%
|
|||
Republic of Nigeria 6.125% 9/28/2028 (d)
|
4,410,000
|
4,088,908
|
|
Republic of Nigeria 6.5% 11/28/2027 (d)
|
600,000
|
581,064
|
|
Republic of Nigeria 7.143% 2/23/2030 (d)
|
1,650,000
|
1,518,000
|
|
Republic of Nigeria 7.625% 11/21/2025 (d)
|
1,505,000
|
1,511,110
|
|
Republic of Nigeria 7.696% 2/23/2038 (d)
|
1,110,000
|
906,038
|
|
Republic of Nigeria 7.875% 2/16/2032 (d)
|
1,840,000
|
1,664,740
|
|
TOTAL NIGERIA
|
10,269,860
|
||
OMAN - 0.0%
|
|||
Oman Sultanate 5.625% 1/17/2028 (d)
|
4,775,000
|
4,817,678
|
|
Oman Sultanate 6% 8/1/2029 (d)
|
1,185,000
|
1,221,071
|
|
Oman Sultanate 6.25% 1/25/2031 (d)
|
895,000
|
935,391
|
|
Oman Sultanate 6.5% 3/8/2047 (d)
|
325,000
|
317,389
|
|
Oman Sultanate 6.75% 1/17/2048 (d)
|
2,034,000
|
2,042,522
|
|
Oman Sultanate 7% 1/25/2051 (d)
|
185,000
|
190,435
|
|
TOTAL OMAN
|
9,524,486
|
||
PAKISTAN - 0.0%
|
|||
Islamic Republic of Pakistan 6% 4/8/2026 (d)
|
2,270,000
|
2,211,548
|
|
Islamic Republic of Pakistan 6.875% 12/5/2027 (d)
|
1,525,000
|
1,414,941
|
|
Islamic Republic of Pakistan 7.375% 4/8/2031 (d)
|
2,260,000
|
1,924,367
|
|
TOTAL PAKISTAN
|
5,550,856
|
||
PANAMA - 0.0%
|
|||
Panamanian Republic 3.298% 1/19/2033
|
1,135,000
|
894,522
|
|
Panamanian Republic 3.87% 7/23/2060
|
2,230,000
|
1,198,101
|
|
Panamanian Republic 4.5% 4/16/2050
|
2,915,000
|
1,853,940
|
|
Panamanian Republic 6.4% 2/14/2035
|
1,005,000
|
947,966
|
|
Panamanian Republic 7.875% 3/1/2057
|
865,000
|
841,645
|
|
Panamanian Republic 8% 3/1/2038
|
915,000
|
947,483
|
|
TOTAL PANAMA
|
6,683,657
|
||
PARAGUAY - 0.0%
|
|||
Republic of Paraguay 2.739% 1/29/2033 (d)
|
1,045,000
|
874,247
|
|
Republic of Paraguay 4.95% 4/28/2031 (d)
|
1,525,000
|
1,495,930
|
|
Republic of Paraguay 5.4% 3/30/2050 (d)
|
930,000
|
781,242
|
|
Republic of Paraguay 6% 2/9/2036 (d)
|
560,000
|
560,691
|
|
Republic of Paraguay 6.65% 3/4/2055 (d)
|
650,000
|
633,425
|
|
TOTAL PARAGUAY
|
4,345,535
|
||
PERU - 0.0%
|
|||
Peruvian Republic 2.783% 1/23/2031
|
2,035,000
|
1,795,888
|
|
Peruvian Republic 3% 1/15/2034
|
1,130,000
|
938,465
|
|
Peruvian Republic 3.3% 3/11/2041
|
1,735,000
|
1,261,345
|
|
TOTAL PERU
|
3,995,698
|
||
PHILIPPINES - 0.0%
|
|||
Philippine Republic 2.65% 12/10/2045
|
1,655,000
|
1,047,781
|
|
Philippine Republic 2.95% 5/5/2045
|
430,000
|
287,562
|
|
Philippine Republic 5% 7/17/2033
|
920,000
|
920,460
|
|
Philippine Republic 5.5% 1/17/2048
|
805,000
|
771,906
|
|
Philippine Republic 5.6% 5/14/2049
|
1,075,000
|
1,035,354
|
|
Philippine Republic 5.609% 4/13/2033
|
825,000
|
856,748
|
|
Philippine Republic 5.95% 10/13/2047
|
1,320,000
|
1,334,850
|
|
TOTAL PHILIPPINES
|
6,254,661
|
||
POLAND - 0.0%
|
|||
Bank Gospodarstwa Krajowego 5.375% 5/22/2033 (d)
|
780,000
|
773,830
|
|
Bank Gospodarstwa Krajowego 6.25% 10/31/2028 (d)
|
500,000
|
522,562
|
|
Bank Gospodarstwa Krajowego 6.25% 7/9/2054 (d)
|
1,805,000
|
1,742,385
|
|
Republic of Poland 5.5% 3/18/2054
|
1,110,000
|
1,004,134
|
|
Republic of Poland 5.5% 4/4/2053
|
585,000
|
531,911
|
|
Republic of Poland 5.75% 11/16/2032
|
1,500,000
|
1,563,825
|
|
TOTAL POLAND
|
6,138,647
|
||
QATAR - 0.0%
|
|||
State of Qatar 4.4% 4/16/2050 (d)
|
2,090,000
|
1,744,105
|
|
State of Qatar 4.625% 6/2/2046 (d)
|
3,535,000
|
3,118,842
|
|
State of Qatar 4.817% 3/14/2049 (d)
|
3,480,000
|
3,090,240
|
|
State of Qatar 5.103% 4/23/2048 (d)
|
3,255,000
|
3,023,895
|
|
State of Qatar 9.75% 6/15/2030 (d)
|
722,000
|
896,183
|
|
TOTAL QATAR
|
11,873,265
|
||
ROMANIA - 0.0%
|
|||
Romanian Republic 3% 2/27/2027 (d)
|
1,076,000
|
1,028,925
|
|
Romanian Republic 3.625% 3/27/2032 (d)
|
1,206,000
|
1,009,277
|
|
Romanian Republic 4% 2/14/2051 (d)
|
1,365,000
|
818,242
|
|
Romanian Republic 6.625% 2/17/2028 (d)
|
610,000
|
623,054
|
|
Romanian Republic 7.125% 1/17/2033 (d)
|
350,000
|
355,075
|
|
Romanian Republic 7.5% 2/10/2037 (d)
|
2,112,000
|
2,120,554
|
|
TOTAL ROMANIA
|
5,955,127
|
||
RWANDA - 0.0%
|
|||
Rwanda Republic 5.5% 8/9/2031 (d)
|
1,800,000
|
1,514,250
|
|
SAUDI ARABIA - 0.2%
|
|||
Kingdom of Saudi Arabia 2.25% 2/2/2033 (d)
|
2,285,000
|
1,883,034
|
|
Kingdom of Saudi Arabia 3.25% 10/22/2030 (d)
|
10,790,000
|
10,044,843
|
|
Kingdom of Saudi Arabia 3.45% 2/2/2061 (d)
|
4,585,000
|
2,738,575
|
|
Kingdom of Saudi Arabia 3.75% 1/21/2055 (d)
|
1,250,000
|
828,124
|
|
Kingdom of Saudi Arabia 4.5% 10/26/2046 (d)
|
2,465,000
|
1,974,465
|
|
Kingdom of Saudi Arabia 4.5% 4/22/2060 (d)
|
7,675,000
|
5,799,460
|
|
Kingdom of Saudi Arabia 4.625% 10/4/2047 (d)
|
1,355,000
|
1,101,778
|
|
Kingdom of Saudi Arabia 5% 1/18/2053 (d)
|
1,010,000
|
839,875
|
|
Kingdom of Saudi Arabia 5.75% 1/16/2054 (d)
|
950,000
|
883,795
|
|
TOTAL SAUDI ARABIA
|
26,093,949
|
||
SENEGAL - 0.0%
|
|||
Republic of Senegal 6.25% 5/23/2033 (d)
|
4,120,000
|
2,953,546
|
|
Republic of Senegal 6.75% 3/13/2048 (d)
|
735,000
|
459,375
|
|
TOTAL SENEGAL
|
3,412,921
|
||
SERBIA - 0.0%
|
|||
Republic of Serbia 2.125% 12/1/2030 (d)
|
2,015,000
|
1,675,473
|
|
Republic of Serbia 6% 6/12/2034 (d)
|
750,000
|
742,972
|
|
Republic of Serbia 6.5% 9/26/2033 (d)
|
1,650,000
|
1,702,800
|
|
TOTAL SERBIA
|
4,121,245
|
||
SOUTH AFRICA - 0.0%
|
|||
South African Republic 4.85% 9/27/2027
|
1,010,000
|
999,880
|
|
South African Republic 4.85% 9/30/2029
|
620,000
|
590,394
|
|
South African Republic 5% 10/12/2046
|
1,415,000
|
951,588
|
|
South African Republic 5.65% 9/27/2047
|
760,000
|
550,999
|
|
South African Republic 5.75% 9/30/2049
|
2,045,000
|
1,477,513
|
|
South African Republic 5.875% 4/20/2032
|
1,415,000
|
1,357,162
|
|
South African Republic 7.1% 11/19/2036 (d)
|
1,755,000
|
1,698,893
|
|
TOTAL SOUTH AFRICA
|
7,626,429
|
||
SRI LANKA - 0.0%
|
|||
Democratic Socialist Republic of Sri Lanka 3.1% 1/15/2030 (d)(i)
|
822,214
|
713,542
|
|
Democratic Socialist Republic of Sri Lanka 3.35% 3/15/2033 (d)(i)
|
2,460,850
|
1,910,236
|
|
Democratic Socialist Republic of Sri Lanka 3.6% 2/15/2038 (d)(i)
|
1,125,971
|
878,257
|
|
Democratic Socialist Republic of Sri Lanka 3.6% 5/15/2036 (d)(i)
|
562,748
|
436,833
|
|
Democratic Socialist Republic of Sri Lanka 3.6% 6/15/2035 (d)(i)
|
310,852
|
210,194
|
|
Democratic Socialist Republic of Sri Lanka 4% 4/15/2028 (d)
|
592,955
|
552,189
|
|
TOTAL SRI LANKA
|
4,701,251
|
||
TURKEY - 0.2%
|
|||
Turkish Republic 4.25% 4/14/2026
|
2,035,000
|
2,009,115
|
|
Turkish Republic 4.75% 1/26/2026
|
2,780,000
|
2,771,799
|
|
Turkish Republic 4.875% 10/9/2026
|
3,940,000
|
3,898,827
|
|
Turkish Republic 4.875% 4/16/2043
|
2,105,000
|
1,423,506
|
|
Turkish Republic 5.125% 2/17/2028
|
1,445,000
|
1,400,718
|
|
Turkish Republic 5.25% 3/13/2030
|
1,055,000
|
982,205
|
|
Turkish Republic 5.75% 5/11/2047
|
3,093,000
|
2,213,042
|
|
Turkish Republic 5.875% 6/26/2031
|
1,330,000
|
1,236,568
|
|
Turkish Republic 6% 1/14/2041
|
3,615,000
|
2,868,141
|
|
Turkish Republic 6% 3/25/2027
|
440,000
|
441,099
|
|
Turkish Republic 6.625% 2/17/2045
|
1,020,000
|
829,449
|
|
Turkish Republic 7.125% 7/17/2032
|
880,000
|
861,300
|
|
Turkish Republic 7.25% 5/29/2032
|
815,000
|
800,777
|
|
Turkish Republic 7.625% 5/15/2034
|
990,000
|
988,763
|
|
Turkish Republic 9.125% 7/13/2030
|
1,120,000
|
1,217,093
|
|
Turkish Republic 9.375% 1/19/2033
|
3,315,000
|
3,653,760
|
|
Turkish Republic 9.375% 3/14/2029
|
2,840,000
|
3,074,769
|
|
Turkish Republic 9.875% 1/15/2028
|
3,115,000
|
3,376,847
|
|
TOTAL TURKEY
|
34,047,778
|
||
UKRAINE - 0.0%
|
|||
Ukraine Government 0% 2/1/2030 (d)(i)
|
425,061
|
205,092
|
|
Ukraine Government 0% 2/1/2034 (d)(i)
|
1,588,395
|
591,677
|
|
Ukraine Government 0% 2/1/2035 (d)(i)
|
1,822,305
|
879,262
|
|
Ukraine Government 0% 2/1/2036 (d)(i)
|
1,118,587
|
538,600
|
|
Ukraine Government 0% 8/1/2041 (b)(d)
|
975,000
|
704,438
|
|
Ukraine Government 1.75% 2/1/2029 (d)(i)
|
2,180,999
|
1,330,410
|
|
Ukraine Government 1.75% 2/1/2034 (d)(i)
|
2,515,444
|
1,226,279
|
|
Ukraine Government 1.75% 2/1/2035 (d)(i)
|
1,408,878
|
676,261
|
|
Ukraine Government 1.75% 2/1/2036 (d)(i)
|
946,169
|
444,699
|
|
TOTAL UKRAINE
|
6,596,718
|
||
UNITED ARAB EMIRATES - 0.0%
|
|||
Emirate of Abu Dhabi 3% 9/15/2051 (d)
|
3,520,000
|
2,233,686
|
|
Emirate of Abu Dhabi 3.125% 9/30/2049 (d)
|
5,230,000
|
3,464,875
|
|
Emirate of Abu Dhabi 3.875% 4/16/2050 (d)
|
2,400,000
|
1,805,712
|
|
Emirate of Abu Dhabi 5.5% 4/30/2054 (d)
|
1,425,000
|
1,379,500
|
|
Emirate of Dubai 3.9% 9/9/2050 (s)
|
3,300,000
|
2,309,835
|
|
Emirate of Dubai 5.25% 1/30/2043 (s)
|
890,000
|
828,902
|
|
TOTAL UNITED ARAB EMIRATES
|
12,022,510
|
||
URUGUAY - 0.0%
|
|||
Uruguay Republic 5.1% 6/18/2050
|
2,260,000
|
2,030,158
|
|
Uruguay Republic 5.75% 10/28/2034
|
1,080,000
|
1,124,114
|
|
TOTAL URUGUAY
|
3,154,272
|
||
UZBEKISTAN - 0.0%
|
|||
Republic of Uzbekistan 3.7% 11/25/2030 (d)
|
725,000
|
619,875
|
|
Republic of Uzbekistan 3.9% 10/19/2031 (d)
|
495,000
|
416,294
|
|
TOTAL UZBEKISTAN
|
1,036,169
|
||
VENEZUELA - 0.0%
|
|||
Venezuela Republic 11.95% (f)(s)
|
1,641,700
|
291,566
|
|
Venezuela Republic 12.75% (f)(s)
|
450,400
|
79,027
|
|
Venezuela Republic 9.25% (f)
|
10,096,000
|
1,918,240
|
|
TOTAL VENEZUELA
|
2,288,833
|
||
ZAMBIA - 0.0%
|
|||
Republic of Zambia 0.5% 12/31/2053 (d)
|
2,612,927
|
1,587,353
|
|
Republic of Zambia 5.75% 6/30/2033 (d)(i)
|
174,080
|
156,194
|
|
TOTAL ZAMBIA
|
1,743,547
|
||
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $486,948,237)
|
456,881,056
|
||
Non-Convertible Corporate Bonds - 27.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
ANGOLA - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Azule Energy Finance Plc 8.125% 1/23/2030 (d)
|
235,000
|
228,813
|
|
ARGENTINA - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Tecpetrol SA 7.625% 1/22/2033 (d)
|
945,000
|
940,275
|
|
YPF SA 8.25% 1/17/2034 (d)
|
945,000
|
929,795
|
|
TOTAL ARGENTINA
|
1,870,070
|
||
AUSTRALIA - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Commonwealth Bank of Australia 2.688% 3/11/2031 (d)
|
4,591,000
|
4,023,810
|
|
Commonwealth Bank of Australia 3.61% 9/12/2034 (b)(d)
|
9,644,000
|
9,043,583
|
|
Westpac Banking Corp 4.11% 7/24/2034 (b)
|
13,519,000
|
12,944,754
|
|
26,012,147
|
|||
Financial Services - 0.0%
|
|||
Cimic Finance Ltd 1.5% 5/28/2029 (s)
|
EUR
|
3,350,000
|
3,522,607
|
Insurance - 0.0%
|
|||
QBE Insurance Group Ltd 2.5% 9/13/2038 (b)(s)
|
GBP
|
4,350,000
|
5,337,459
|
TOTAL FINANCIALS
|
34,872,213
|
||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
FMG Resources August 2006 Pty Ltd 4.375% 4/1/2031 (d)
|
950,000
|
872,133
|
|
Mineral Resources Ltd 8% 11/1/2027 (d)
|
3,912,000
|
3,908,270
|
|
Mineral Resources Ltd 8.125% 5/1/2027 (d)
|
3,787,000
|
3,789,897
|
|
Mineral Resources Ltd 8.5% 5/1/2030 (d)
|
3,100,000
|
3,070,546
|
|
Mineral Resources Ltd 9.25% 10/1/2028 (d)
|
1,880,000
|
1,918,146
|
|
13,558,992
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
AusNet Services Holdings Pty Ltd 6.134% 5/31/2033
|
AUD
|
3,530,000
|
2,399,176
|
TOTAL AUSTRALIA
|
50,830,381
|
||
AZERBAIJAN - 0.0%
|
|||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Southern Gas Corridor CJSC 6.875% 3/24/2026 (d)
|
3,096,000
|
3,122,254
|
|
State Oil Co of the Azerbaijan Republic 6.95% 3/18/2030 (s)
|
950,000
|
986,575
|
|
TOTAL AZERBAIJAN
|
4,108,829
|
||
BAHRAIN - 0.0%
|
|||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Bapco Energies BSC Closed 7.5% 10/25/2027 (d)
|
2,177,000
|
2,220,714
|
|
Bapco Energies BSC Closed 8.375% 11/7/2028 (d)
|
485,000
|
512,039
|
|
TOTAL BAHRAIN
|
2,732,753
|
||
BAILIWICK OF JERSEY - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobiles - 0.0%
|
|||
Aston Martin Capital Holdings Ltd 10% 3/31/2029 (d)
|
3,013,000
|
2,823,696
|
|
BELGIUM - 0.3%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Telenet Finance Luxembourg Notes Sarl 5.5% 3/1/2028 (d)
|
1,800,000
|
1,773,000
|
|
Consumer Staples - 0.3%
|
|||
Beverages - 0.3%
|
|||
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 2/1/2046
|
9,257,000
|
8,345,393
|
|
Anheuser-Busch InBev Worldwide Inc 5.45% 1/23/2039
|
18,170,000
|
18,218,006
|
|
Anheuser-Busch InBev Worldwide Inc 5.55% 1/23/2049
|
34,229,000
|
33,590,500
|
|
Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059
|
36,395,000
|
36,356,178
|
|
96,510,077
|
|||
Food Products - 0.0%
|
|||
Barry Callebaut Services NV 4.25% 8/19/2031 (s)
|
EUR
|
4,400,000
|
5,031,591
|
TOTAL CONSUMER STAPLES
|
101,541,668
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Fluxys SA 4% 11/28/2030 (s)
|
EUR
|
3,600,000
|
4,129,285
|
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
KBC Group NV 3.5% 1/21/2032 (b)(s)
|
EUR
|
4,400,000
|
5,053,858
|
KBC Group NV 6.324% 9/21/2034 (b)(d)
|
2,445,000
|
2,582,413
|
|
7,636,271
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Shurgard Luxembourg Sarl 4% 5/27/2035 (s)
|
EUR
|
4,000,000
|
4,564,014
|
TOTAL BELGIUM
|
119,644,238
|
||
BRAZIL - 0.1%
|
|||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Minerva Luxembourg SA 8.875% 9/13/2033 (d)
|
1,210,000
|
1,298,916
|
|
NBM US Holdings Inc 6.625% 8/6/2029 (d)
|
2,015,000
|
2,018,778
|
|
3,317,694
|
|||
Food Products - 0.0%
|
|||
Marb Bondco PLC 3.95% 1/29/2031 (d)
|
1,235,000
|
1,077,537
|
|
TOTAL CONSUMER STAPLES
|
4,395,231
|
||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Guara Norte Sarl 5.198% 6/15/2034 (d)
|
1,337,739
|
1,247,776
|
|
Yinson Boronia Production BV 8.947% 7/31/2042 (d)
|
3,669,348
|
3,819,865
|
|
5,067,641
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
MC Brazil Downstream Trading SARL 7.25% 6/30/2031 (d)
|
3,461,629
|
2,717,379
|
|
Petrorio Luxembourg Holding Sarl 6.125% 6/9/2026 (d)
|
1,115,000
|
1,120,296
|
|
3,837,675
|
|||
TOTAL ENERGY
|
8,905,316
|
||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Cosan Luxembourg SA 7.25% 6/27/2031 (d)
|
1,655,000
|
1,706,719
|
|
Industrials - 0.0%
|
|||
Passenger Airlines - 0.0%
|
|||
Azul Secured Finance LLP 11.5% 8/28/2029 (f)
|
1,271,516
|
25,430
|
|
Azul Secured Finance LLP 11.93% 8/28/2028 (f)
|
2,436,847
|
657,949
|
|
Azul Secured Finance LLP U.S. SOFR Averages Index + 8.25%, 4.2808% 1/28/2030 pay-in-kind (b)(c)(d)(f)
|
696,102
|
859,686
|
|
1,543,065
|
|||
Materials - 0.1%
|
|||
Chemicals - 0.0%
|
|||
Braskem Netherlands Finance BV 5.875% 1/31/2050 (d)
|
895,000
|
590,699
|
|
Braskem Netherlands Finance BV 7.25% 2/13/2033 (d)
|
2,545,000
|
2,215,423
|
|
Braskem Netherlands Finance BV 8% 10/15/2034 (d)
|
815,000
|
727,388
|
|
Braskem Netherlands Finance BV 8.5% 1/12/2031 (d)
|
1,285,000
|
1,230,516
|
|
4,764,026
|
|||
Metals & Mining - 0.1%
|
|||
CSN Inova Ventures 6.75% 1/28/2028 (d)
|
1,630,000
|
1,541,165
|
|
CSN Resources SA 5.875% 4/8/2032 (d)
|
1,050,000
|
857,325
|
|
CSN Resources SA 8.875% 12/5/2030 (d)
|
1,185,000
|
1,157,875
|
|
ERO Copper Corp 6.5% 2/15/2030 (d)
|
5,821,000
|
5,726,409
|
|
Nexa Resources SA 6.6% 4/8/2037 (d)
|
865,000
|
857,962
|
|
Nexa Resources SA 6.75% 4/9/2034 (d)
|
885,000
|
902,258
|
|
Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (b)(d)
|
8,269,702
|
8,011,275
|
|
Usiminas International Sarl 7.5% 1/27/2032 (d)
|
2,120,000
|
2,135,767
|
|
Vale Overseas Ltd 6.4% 6/28/2054
|
1,870,000
|
1,780,764
|
|
22,970,800
|
|||
Paper & Forest Products - 0.0%
|
|||
LD Celulose International GmbH 7.95% 1/26/2032 (d)
|
1,185,000
|
1,221,586
|
|
Suzano Austria GmbH 3.75% 1/15/2031
|
930,000
|
841,255
|
|
Suzano Austria GmbH 5% 1/15/2030
|
2,685,000
|
2,610,220
|
|
4,673,061
|
|||
TOTAL MATERIALS
|
32,407,887
|
||
Utilities - 0.0%
|
|||
Water Utilities - 0.0%
|
|||
Aegea Finance Sarl 9% 1/20/2031 (d)
|
530,000
|
557,162
|
|
TOTAL BRAZIL
|
49,515,380
|
||
CAMEROON - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Golar LNG Ltd 7% 10/20/2025 (d)
|
4,431,000
|
4,433,526
|
|
Golar LNG Ltd 7.75% 9/19/2029 (d)(s)
|
3,600,000
|
3,600,000
|
|
TOTAL CAMEROON
|
8,033,526
|
||
CANADA - 0.5%
|
|||
Communication Services - 0.0%
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
Rogers Communications Inc 7% 4/15/2055 (b)
|
1,162,000
|
1,171,096
|
|
Rogers Communications Inc 7.125% 4/15/2055 (b)
|
1,162,000
|
1,163,685
|
|
2,334,781
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobiles - 0.0%
|
|||
New Flyer Holdings Inc 0% 7/1/2030 (d)(g)
|
1,240,000
|
1,240,000
|
|
Hotels, Restaurants & Leisure - 0.0%
|
|||
1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (d)
|
2,910,000
|
2,676,232
|
|
1011778 BC ULC / New Red Finance Inc 4.375% 1/15/2028 (d)
|
4,380,000
|
4,268,822
|
|
1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (d)
|
4,420,000
|
4,445,508
|
|
1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (d)
|
2,285,000
|
2,330,309
|
|
Ontario Gaming GTA LP/OTG Co-Issuer Inc 8% 8/1/2030 (d)
|
97,000
|
95,884
|
|
13,816,755
|
|||
TOTAL CONSUMER DISCRETIONARY
|
15,056,755
|
||
Consumer Staples - 0.0%
|
|||
Household Products - 0.0%
|
|||
Kronos Acquisition Holdings Inc 10.75% 6/30/2032 (d)
|
830,000
|
554,107
|
|
Kronos Acquisition Holdings Inc 8.25% 6/30/2031 (d)
|
1,170,000
|
1,023,363
|
|
1,577,470
|
|||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Baytex Energy Corp 7.375% 3/15/2032 (d)
|
2,370,000
|
2,151,386
|
|
Canadian Natural Resources Ltd 2.95% 7/15/2030
|
23,000,000
|
20,845,297
|
|
Canadian Natural Resources Ltd 5.85% 2/1/2035
|
6,942,000
|
6,904,272
|
|
Cenovus Energy Inc 3.75% 2/15/2052
|
3,670,000
|
2,393,534
|
|
Cenovus Energy Inc 5.25% 6/15/2037
|
9,640,000
|
8,925,192
|
|
Cenovus Energy Inc 5.4% 6/15/2047
|
2,422,000
|
2,084,138
|
|
Cenovus Energy Inc 6.75% 11/15/2039
|
969,000
|
1,020,645
|
|
Parkland Corp 4.5% 10/1/2029 (d)
|
1,115,000
|
1,052,914
|
|
Parkland Corp 4.625% 5/1/2030 (d)
|
5,315,000
|
4,993,886
|
|
Parkland Corp 6.625% 8/15/2032 (d)
|
1,735,000
|
1,738,850
|
|
South Bow Canadian Infrastructure Holdings Ltd 7.5% 3/1/2055 (b)(d)
|
2,650,000
|
2,642,504
|
|
South Bow Canadian Infrastructure Holdings Ltd 7.625% 3/1/2055 (b)(d)
|
349,000
|
352,267
|
|
55,104,885
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Bank of Nova Scotia/The 3.375% 3/5/2033 (b)(s)
|
EUR
|
11,300,000
|
12,735,536
|
Insurance - 0.0%
|
|||
Sagicor Financial Co Ltd 5.3% 5/13/2028 (d)
|
1,590,000
|
1,566,659
|
|
TOTAL FINANCIALS
|
14,302,195
|
||
Industrials - 0.1%
|
|||
Aerospace & Defense - 0.1%
|
|||
Bombardier Inc 6.75% 6/15/2033 (d)
|
2,115,000
|
2,144,633
|
|
Bombardier Inc 7% 6/1/2032 (d)
|
595,000
|
608,515
|
|
Bombardier Inc 7.25% 7/1/2031 (d)
|
2,985,000
|
3,078,285
|
|
Bombardier Inc 7.875% 4/15/2027 (d)
|
1,940,000
|
1,948,916
|
|
Bombardier Inc 8.75% 11/15/2030 (d)
|
2,955,000
|
3,171,626
|
|
10,951,975
|
|||
Commercial Services & Supplies - 0.0%
|
|||
Wrangler Holdco Corp 6.625% 4/1/2032 (d)
|
3,855,000
|
3,975,970
|
|
Passenger Airlines - 0.0%
|
|||
Air Canada 3.875% 8/15/2026 (d)
|
180,000
|
177,729
|
|
TOTAL INDUSTRIALS
|
15,105,674
|
||
Information Technology - 0.0%
|
|||
Software - 0.0%
|
|||
Open Text Corp 3.875% 12/1/2029 (d)
|
2,900,000
|
2,699,040
|
|
Open Text Corp 3.875% 2/15/2028 (d)
|
2,780,000
|
2,662,982
|
|
Open Text Holdings Inc 4.125% 12/1/2031 (d)
|
3,045,000
|
2,758,918
|
|
Open Text Holdings Inc 4.125% 2/15/2030 (d)(t)
|
2,625,000
|
2,450,570
|
|
10,571,510
|
|||
Materials - 0.2%
|
|||
Chemicals - 0.1%
|
|||
Methanex Corp 5.125% 10/15/2027
|
6,667,000
|
6,610,318
|
|
Methanex Corp 5.25% 12/15/2029
|
510,000
|
494,655
|
|
Methanex Corp 5.65% 12/1/2044
|
4,732,000
|
3,631,246
|
|
NOVA Chemicals Corp 4.25% 5/15/2029 (d)
|
3,875,000
|
3,704,634
|
|
NOVA Chemicals Corp 7% 12/1/2031 (d)
|
2,000,000
|
2,091,660
|
|
NOVA Chemicals Corp 9% 2/15/2030 (d)
|
1,235,000
|
1,329,630
|
|
17,862,143
|
|||
Containers & Packaging - 0.1%
|
|||
Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC 9.5% 5/15/2030 (d)
|
4,645,000
|
4,618,693
|
|
Metals & Mining - 0.0%
|
|||
Capstone Copper Corp 6.75% 3/31/2033 (d)
|
2,830,000
|
2,829,480
|
|
Hudbay Minerals Inc 4.5% 4/1/2026 (d)
|
1,780,000
|
1,764,186
|
|
4,593,666
|
|||
TOTAL MATERIALS
|
27,074,502
|
||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Emera US Finance LP 3.55% 6/15/2026
|
5,152,000
|
5,083,543
|
|
TOTAL CANADA
|
146,211,315
|
||
CHILE - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
VTR Finance NV 6.375% 7/15/2028 (d)
|
5,035,000
|
4,800,558
|
|
Wireless Telecommunication Services - 0.0%
|
|||
VTR Comunicaciones SpA 4.375% 4/15/2029 (d)
|
565,000
|
500,025
|
|
VTR Comunicaciones SpA 5.125% 1/15/2028 (d)
|
1,768,000
|
1,661,920
|
|
2,161,945
|
|||
TOTAL COMMUNICATION SERVICES
|
6,962,503
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Empresa Nacional del Petroleo 5.95% 7/30/2034 (d)
|
730,000
|
730,456
|
|
Empresa Nacional del Petroleo 6.15% 5/10/2033 (d)
|
1,065,000
|
1,074,990
|
|
1,805,446
|
|||
Industrials - 0.0%
|
|||
Construction & Engineering - 0.0%
|
|||
ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C 7.875% 2/3/2030 (d)
|
2,325,000
|
2,326,659
|
|
Materials - 0.1%
|
|||
Metals & Mining - 0.1%
|
|||
Antofagasta PLC 2.375% 10/14/2030 (d)
|
2,510,000
|
2,154,609
|
|
Antofagasta PLC 5.625% 5/13/2032 (d)
|
665,000
|
667,494
|
|
Corp Nacional del Cobre de Chile 3% 9/30/2029 (d)
|
290,000
|
264,624
|
|
Corp Nacional del Cobre de Chile 3.15% 1/14/2030 (d)
|
1,100,000
|
1,003,838
|
|
Corp Nacional del Cobre de Chile 3.7% 1/30/2050 (d)
|
3,820,000
|
2,505,920
|
|
Corp Nacional del Cobre de Chile 5.125% 2/2/2033 (d)
|
790,000
|
755,833
|
|
Corp Nacional del Cobre de Chile 5.95% 1/8/2034 (d)
|
900,000
|
901,990
|
|
Corp Nacional del Cobre de Chile 6.3% 9/8/2053 (d)
|
865,000
|
828,047
|
|
Corp Nacional del Cobre de Chile 6.44% 1/26/2036 (d)
|
930,000
|
950,344
|
|
Corp Nacional del Cobre de Chile 6.78% 1/13/2055 (d)
|
865,000
|
859,594
|
|
10,892,293
|
|||
Paper & Forest Products - 0.0%
|
|||
Celulosa Arauco y Constitucion SA 6.18% 5/5/2032 (d)
|
835,000
|
836,403
|
|
Inversiones CMPC SA 3% 4/6/2031 (d)
|
1,080,000
|
929,556
|
|
Inversiones CMPC SA 6.125% 2/26/2034 (d)
|
700,000
|
694,715
|
|
2,460,674
|
|||
TOTAL MATERIALS
|
13,352,967
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Chile Electricity Lux Mpc II Sarl 5.58% 10/20/2035 (d)
|
664,703
|
659,758
|
|
Chile Electricity Lux MPC Sarl 6.01% 1/20/2033 (d)
|
674,250
|
692,033
|
|
1,351,791
|
|||
TOTAL CHILE
|
25,799,366
|
||
CHINA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Interactive Media & Services - 0.0%
|
|||
Tencent Holdings Ltd 1.81% 1/26/2026 (d)
|
845,000
|
829,249
|
|
Tencent Holdings Ltd 2.39% 6/3/2030 (d)
|
1,765,000
|
1,601,526
|
|
Tencent Holdings Ltd 3.975% 4/11/2029 (d)
|
480,000
|
471,677
|
|
2,902,452
|
|||
Consumer Discretionary - 0.0%
|
|||
Broadline Retail - 0.0%
|
|||
JD.com Inc 3.375% 1/14/2030
|
1,190,000
|
1,126,930
|
|
Prosus NV 3.061% 7/13/2031 (d)
|
1,585,000
|
1,364,612
|
|
Prosus NV 3.68% 1/21/2030 (d)
|
1,370,000
|
1,265,113
|
|
Prosus NV 4.027% 8/3/2050 (d)
|
2,355,000
|
1,511,627
|
|
Prosus NV 4.193% 1/19/2032 (d)
|
720,000
|
654,412
|
|
5,922,694
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Meituan 4.625% 10/2/2029 (d)
|
1,020,000
|
1,014,495
|
|
TOTAL CONSUMER DISCRETIONARY
|
6,937,189
|
||
Utilities - 0.0%
|
|||
Gas Utilities - 0.0%
|
|||
ENN Energy Holdings Ltd 4.625% 5/17/2027 (d)
|
2,045,000
|
2,039,345
|
|
TOTAL CHINA
|
11,878,986
|
||
COLOMBIA - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Colombia Telecomunicaciones SA ESP 4.95% 7/17/2030 (d)
|
2,765,000
|
2,415,919
|
|
Energy - 0.1%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Oleoducto Central SA 4% 7/14/2027 (d)
|
1,503,000
|
1,455,565
|
|
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Canacol Energy Ltd 5.75% 11/24/2028 (d)
|
8,274,000
|
3,789,492
|
|
Ecopetrol SA 4.625% 11/2/2031
|
950,000
|
785,840
|
|
Ecopetrol SA 8.375% 1/19/2036
|
870,000
|
827,405
|
|
Ecopetrol SA 8.875% 1/13/2033
|
4,950,000
|
5,037,615
|
|
Geopark Ltd 5.5% 1/17/2027 (d)
|
1,720,000
|
1,631,850
|
|
Geopark Ltd 8.75% 1/31/2030 (d)
|
1,590,000
|
1,266,038
|
|
Gran Tierra Energy Inc 9.5% 10/15/2029 (d)
|
5,851,000
|
4,095,700
|
|
17,433,940
|
|||
TOTAL ENERGY
|
18,889,505
|
||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Bancolombia SA 8.625% 12/24/2034 (b)
|
1,080,000
|
1,131,165
|
|
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Aris Mining Corp 8% 10/31/2029 (d)
|
1,730,000
|
1,752,610
|
|
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Enfragen Energia Sur SA 5.375% 12/30/2030 (d)
|
7,931,000
|
6,858,332
|
|
Termocandelaria Power SA 7.75% 9/17/2031 (d)
|
1,490,000
|
1,482,550
|
|
8,340,882
|
|||
TOTAL COLOMBIA
|
32,530,081
|
||
CONGO DEMOCRATIC REPUBLIC OF - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Ivanhoe Mine Ltd 7.875% 1/23/2030 (d)
|
4,337,000
|
4,222,620
|
|
COSTA RICA - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Liberty Costa Rica Senior Secured Finance 10.875% 1/15/2031 (d)
|
1,395,000
|
1,481,030
|
|
COTE D'IVOIRE - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Endeavour Mining PLC 7% 5/28/2030 (d)
|
1,680,000
|
1,670,794
|
|
CZECH REPUBLIC - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
CPI Property Group SA 1.5% 1/27/2031 (s)
|
EUR
|
1,600,000
|
1,458,644
|
DENMARK - 0.1%
|
|||
Consumer Staples - 0.0%
|
|||
Beverages - 0.0%
|
|||
Carlsberg Breweries A/S 3.25% 2/28/2032 (s)
|
EUR
|
2,900,000
|
3,288,179
|
Tobacco - 0.0%
|
|||
Scandinavian Tobacco Group A/S 4.875% 9/12/2029 (s)
|
EUR
|
1,325,000
|
1,553,328
|
TOTAL CONSUMER STAPLES
|
4,841,507
|
||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Danske Bank A/S 3.875% 1/9/2032 (b)(s)
|
EUR
|
8,780,000
|
10,272,316
|
Jyske Bank A/S 3.625% 4/29/2031 (b)(s)
|
EUR
|
2,335,000
|
2,683,571
|
Jyske Bank A/S 5.125% 5/1/2035 (b)(s)
|
EUR
|
2,128,000
|
2,543,465
|
15,499,352
|
|||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Novo Nordisk Finance Netherlands BV 3.625% 5/27/2037 (s)
|
EUR
|
6,225,000
|
7,101,962
|
TOTAL DENMARK
|
27,442,821
|
||
DOMINICAN REPUBLIC - 0.0%
|
|||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Aeropuertos Dominicanos Siglo XXI SA 7% 6/30/2034 (d)
|
1,095,000
|
1,108,600
|
|
FINLAND - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Leisure Products - 0.0%
|
|||
Amer Sports Co 6.75% 2/16/2031 (d)(t)
|
4,735,000
|
4,923,052
|
|
Materials - 0.0%
|
|||
Paper & Forest Products - 0.0%
|
|||
Ahlstrom Holding 3 Oy 4.875% 2/4/2028 (d)
|
1,880,000
|
1,771,331
|
|
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Citycon Treasury BV 5% 3/11/2030 (s)
|
EUR
|
800,000
|
922,594
|
Citycon Treasury BV 5.375% 7/8/2031 (s)
|
EUR
|
1,000,000
|
1,156,172
|
2,078,766
|
|||
TOTAL FINLAND
|
8,773,149
|
||
FRANCE - 0.6%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Altice France SA 5.125% 1/15/2029 (d)
|
6,475,000
|
5,442,444
|
|
Altice France SA 5.125% 7/15/2029 (d)
|
13,538,000
|
11,423,544
|
|
Altice France SA 5.5% 1/15/2028 (d)
|
4,686,000
|
4,033,770
|
|
Altice France SA 5.5% 10/15/2029 (d)
|
1,335,000
|
1,134,204
|
|
Iliad Holding SASU 7% 4/15/2032 (d)
|
2,975,000
|
2,994,125
|
|
Iliad Holding SASU 8.5% 4/15/2031 (d)
|
3,605,000
|
3,797,197
|
|
28,825,284
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobiles - 0.0%
|
|||
RCI Banque SA 4.75% 3/24/2037 (b)(s)
|
EUR
|
1,300,000
|
1,479,696
|
RCI Banque SA 5.5% 10/9/2034 (b)(s)
|
EUR
|
1,900,000
|
2,266,146
|
3,745,842
|
|||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Vallourec SACA 7.5% 4/15/2032 (d)
|
5,780,000
|
6,030,326
|
|
Viridien 10% 10/15/2030 (d)
|
2,700,000
|
2,547,912
|
|
8,578,238
|
|||
Financials - 0.5%
|
|||
Banks - 0.5%
|
|||
BNP Paribas SA 2.159% 9/15/2029 (b)(d)
|
10,072,000
|
9,243,769
|
|
BNP Paribas SA 2.219% 6/9/2026 (b)(d)
|
27,762,000
|
27,747,790
|
|
BNP Paribas SA 3.945% 2/18/2037 (b)(s)
|
EUR
|
8,000,000
|
9,025,011
|
BNP Paribas SA 5.786% 1/13/2033 (b)(d)
|
32,823,000
|
33,620,312
|
|
BPCE SA 4.25% 7/16/2035 (b)(s)
|
EUR
|
1,100,000
|
1,274,109
|
BPCE SA 5.716% 1/18/2030 (b)(d)
|
2,250,000
|
2,299,236
|
|
BPCE SA 7.003% 10/19/2034 (b)(d)
|
1,959,000
|
2,122,010
|
|
Societe Generale SA 1.488% 12/14/2026 (b)(d)
|
37,622,000
|
36,916,087
|
|
Societe Generale SA 5.5% 4/13/2029 (b)(d)
|
22,413,000
|
22,684,043
|
|
Societe Generale SA 6.691% 1/10/2034 (b)(d)
|
1,700,000
|
1,790,884
|
|
146,723,251
|
|||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Holding d'Infrastructures des Metiers de l'Environnement 0.625% 9/16/2028 (s)
|
EUR
|
1,900,000
|
1,960,654
|
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Electricite de France SA 4.75% 10/12/2034 (s)
|
EUR
|
3,100,000
|
3,816,517
|
Electricite de France SA 5.5% 1/25/2035 (s)
|
GBP
|
1,700,000
|
2,193,870
|
6,010,387
|
|||
Multi-Utilities - 0.0%
|
|||
Engie SA 3.875% 3/6/2036 (s)
|
EUR
|
2,600,000
|
3,004,928
|
Engie SA 4.25% 9/6/2034 (s)
|
EUR
|
2,000,000
|
2,382,292
|
5,387,220
|
|||
TOTAL UTILITIES
|
11,397,607
|
||
TOTAL FRANCE
|
201,230,876
|
||
GEORGIA - 0.0%
|
|||
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
Georgian Railway JSC 4% 6/17/2028 (d)
|
520,000
|
463,369
|
|
GERMANY - 0.6%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobile Components - 0.0%
|
|||
Robert Bosch GmbH 4.375% 6/2/2043 (s)
|
EUR
|
1,500,000
|
1,737,150
|
Schaeffler AG 4.75% 8/14/2029 (s)
|
EUR
|
3,000,000
|
3,440,277
|
Schaeffler AG 5.375% 4/1/2031 (s)
|
EUR
|
1,200,000
|
1,382,978
|
ZF Europe Finance BV 4.75% 1/31/2029 (s)
|
EUR
|
4,600,000
|
4,983,827
|
ZF North America Capital Inc 6.75% 4/23/2030 (d)
|
2,900,000
|
2,754,214
|
|
ZF North America Capital Inc 6.875% 4/14/2028 (d)
|
1,040,000
|
1,030,712
|
|
ZF North America Capital Inc 6.875% 4/23/2032 (d)
|
1,760,000
|
1,612,337
|
|
ZF North America Capital Inc 7.125% 4/14/2030 (d)
|
1,040,000
|
1,002,657
|
|
17,944,152
|
|||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
METRO AG 4% 3/5/2030 (s)
|
EUR
|
2,075,000
|
2,383,860
|
Financials - 0.4%
|
|||
Banks - 0.0%
|
|||
Commerzbank AG 3.625% 1/14/2032 (b)(s)
|
EUR
|
2,400,000
|
2,744,036
|
Commerzbank AG 4.875% 10/16/2034 (b)(s)
|
EUR
|
2,600,000
|
3,071,520
|
Commerzbank AG 8.625% 2/28/2033 (b)(s)
|
GBP
|
700,000
|
1,006,556
|
6,822,112
|
|||
Capital Markets - 0.3%
|
|||
Deutsche Bank AG 4.1% 1/13/2026
|
5,495,000
|
5,473,595
|
|
Deutsche Bank AG 6.125% 12/12/2030 (b)(s)
|
GBP
|
6,100,000
|
8,437,390
|
Deutsche Bank AG/New York NY 3.729% 1/14/2032 (b)
|
60,841,000
|
54,801,667
|
|
Deutsche Bank AG/New York NY 5.882% 7/8/2031 (b)
|
10,000,000
|
10,138,335
|
|
Deutsche Bank AG/New York NY 6.72% 1/18/2029 (b)
|
1,700,000
|
1,774,129
|
|
80,625,116
|
|||
Financial Services - 0.1%
|
|||
KfW 1.125% 6/15/2037 (s)
|
EUR
|
3,280,000
|
3,023,591
|
KfW 2.75% 1/17/2035 (s)
|
EUR
|
9,550,000
|
10,776,209
|
13,799,800
|
|||
TOTAL FINANCIALS
|
101,247,028
|
||
Health Care - 0.1%
|
|||
Pharmaceuticals - 0.1%
|
|||
Bayer AG 4.625% 5/26/2033 (s)
|
EUR
|
2,550,000
|
3,049,693
|
Bayer US Finance II LLC 4.25% 12/15/2025 (d)
|
13,965,000
|
13,913,073
|
|
Bayer US Finance LLC 6.375% 11/21/2030 (d)
|
4,640,000
|
4,883,697
|
|
Bayer US Finance LLC 6.5% 11/21/2033 (d)
|
4,350,000
|
4,529,263
|
|
26,375,726
|
|||
Industrials - 0.0%
|
|||
Air Freight & Logistics - 0.0%
|
|||
Deutsche Post AG 3.125% 6/5/2032 (s)
|
EUR
|
4,825,000
|
5,479,204
|
Machinery - 0.0%
|
|||
TK Elevator US Newco Inc 5.25% 7/15/2027 (d)
|
6,660,000
|
6,596,944
|
|
TOTAL INDUSTRIALS
|
12,076,148
|
||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
ACCENTRO 2 Wohneigentum GmbH 20% 6/30/2025 (e)
|
EUR
|
400,000
|
454,180
|
ACCENTRO 2 Wohneigentum GmbH 20% 6/30/2025 (e)
|
EUR
|
300,000
|
340,635
|
Accentro Real Estate AG 5.625% 2/13/2026 (i)(s)
|
EUR
|
4,086,000
|
1,716,596
|
LEG Immobilien SE 3.875% 1/20/2035 (s)
|
EUR
|
1,600,000
|
1,777,642
|
Sirius Real Estate Ltd 4% 1/22/2032 (s)
|
EUR
|
2,500,000
|
2,800,071
|
7,089,124
|
|||
Utilities - 0.1%
|
|||
Electric Utilities - 0.1%
|
|||
Amprion GmbH 3.125% 8/27/2030 (s)
|
EUR
|
4,400,000
|
5,007,069
|
Amprion GmbH 3.625% 5/21/2031 (s)
|
EUR
|
1,000,000
|
1,160,651
|
Amprion GmbH 3.875% 6/5/2036 (s)
|
EUR
|
2,700,000
|
3,072,613
|
EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (b)(s)
|
EUR
|
3,700,000
|
3,900,764
|
EnBW International Finance BV 3.5% 7/22/2031 (s)
|
EUR
|
2,200,000
|
2,554,225
|
EnBW International Finance BV 3.75% 11/20/2035 (s)
|
EUR
|
7,050,000
|
8,021,927
|
23,717,249
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
RWE Finance US LLC 5.875% 4/16/2034 (d)
|
6,901,000
|
7,007,625
|
|
Multi-Utilities - 0.0%
|
|||
E.ON SE 3.5% 4/16/2033 (s)
|
EUR
|
4,700,000
|
5,379,970
|
TOTAL UTILITIES
|
36,104,844
|
||
TOTAL GERMANY
|
203,220,882
|
||
GHANA - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Kosmos Energy Ltd 7.125% 4/4/2026 (d)
|
3,855,000
|
3,704,655
|
|
Kosmos Energy Ltd 7.5% 3/1/2028 (d)
|
1,740,000
|
1,420,814
|
|
Kosmos Energy Ltd 7.75% 5/1/2027 (d)
|
568,000
|
493,353
|
|
Kosmos Energy Ltd 8.75% 10/1/2031 (d)
|
5,680,000
|
4,317,994
|
|
Tullow Oil PLC 10.25% 5/15/2026 (d)
|
7,748,000
|
6,702,794
|
|
TOTAL GHANA
|
16,639,610
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (d)
|
3,465,000
|
3,503,930
|
|
GUATEMALA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
CT Trust 5.125% 2/3/2032 (d)
|
2,520,000
|
2,305,800
|
|
Millicom International Cellular SA 4.5% 4/27/2031 (d)
|
3,335,000
|
2,968,150
|
|
Millicom International Cellular SA 5.125% 1/15/2028 (d)
|
549,000
|
537,334
|
|
Millicom International Cellular SA 7.375% 4/2/2032 (d)
|
2,850,000
|
2,880,994
|
|
8,692,278
|
|||
Consumer Staples - 0.0%
|
|||
Beverages - 0.0%
|
|||
Cntl Amr Bottling Corp 5.25% 4/27/2029 (d)
|
2,520,000
|
2,421,720
|
|
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Investment Energy Resources Ltd 6.25% 4/26/2029 (d)
|
1,600,000
|
1,531,200
|
|
TOTAL GUATEMALA
|
12,645,198
|
||
HONG KONG - 0.0%
|
|||
Financials - 0.0%
|
|||
Insurance - 0.0%
|
|||
AIA Group Ltd 0.88% 9/9/2033 (b)(s)
|
EUR
|
2,000,000
|
2,092,326
|
Prudential Funding Asia PLC 2.95% 11/3/2033 (b)(s)
|
11,200,000
|
10,345,518
|
|
12,437,844
|
|||
Industrials - 0.0%
|
|||
Marine Transportation - 0.0%
|
|||
Seaspan Corp 5.5% 8/1/2029 (d)
|
2,405,000
|
2,218,072
|
|
TOTAL HONG KONG
|
14,655,916
|
||
HUNGARY - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Magyar Export-Import Bank Zrt 6.125% 12/4/2027 (d)
|
540,000
|
548,370
|
|
OTP Bank Nyrt 8.75% 5/15/2033 (b)(s)
|
650,000
|
689,813
|
|
1,238,183
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
MVM Energetika Zrt 6.5% 3/13/2031 (s)
|
520,000
|
529,831
|
|
TOTAL HUNGARY
|
1,768,014
|
||
INDIA - 0.0%
|
|||
Financials - 0.0%
|
|||
Consumer Finance - 0.0%
|
|||
Shriram Finance Ltd 4.15% 7/18/2025 (d)
|
1,640,000
|
1,634,260
|
|
Shriram Finance Ltd 6.625% 4/22/2027 (d)
|
1,235,000
|
1,236,544
|
|
2,870,804
|
|||
Health Care - 0.0%
|
|||
Biotechnology - 0.0%
|
|||
Biocon Biologics Global PLC 6.67% 10/9/2029 (d)
|
1,460,000
|
1,357,623
|
|
Information Technology - 0.0%
|
|||
IT Services - 0.0%
|
|||
CA Magnum Holdings 5.375% 10/31/2026 (d)
|
1,985,000
|
1,960,188
|
|
TOTAL INDIA
|
6,188,615
|
||
INDONESIA - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Medco Laurel Tree Pte Ltd 6.95% 11/12/2028 (d)
|
2,195,000
|
2,155,358
|
|
Medco Maple Tree Pte Ltd 8.96% 4/27/2029 (d)
|
1,995,000
|
2,064,825
|
|
Medco Oak Tree Pte Ltd 7.375% 5/14/2026 (d)
|
288,000
|
291,600
|
|
Pertamina Persero PT 4.175% 1/21/2050 (d)
|
1,425,000
|
1,030,104
|
|
5,541,887
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Freeport Indonesia PT 4.763% 4/14/2027 (d)
|
580,000
|
577,755
|
|
Freeport Indonesia PT 5.315% 4/14/2032 (d)
|
2,305,000
|
2,272,154
|
|
Freeport Indonesia PT 6.2% 4/14/2052 (d)
|
670,000
|
641,240
|
|
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT 5.45% 5/15/2030 (d)
|
3,310,000
|
3,327,626
|
|
6,818,775
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Pertamina Geothermal Energy PT 5.15% 4/27/2028 (d)
|
775,000
|
779,844
|
|
TOTAL INDONESIA
|
13,140,506
|
||
IRELAND - 0.7%
|
|||
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Flutter Treasury DAC 5.875% 6/4/2031 (d)(g)
|
4,995,000
|
5,019,974
|
|
Financials - 0.5%
|
|||
Consumer Finance - 0.4%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026
|
15,103,000
|
14,637,744
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028
|
15,819,000
|
14,932,600
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032
|
26,922,000
|
23,905,607
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 4/3/2026
|
10,546,000
|
10,512,365
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027
|
49,188,000
|
50,617,503
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 1/31/2056 (b)
|
2,881,000
|
2,839,743
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 7/15/2025
|
13,367,000
|
13,372,751
|
|
130,818,313
|
|||
Financial Services - 0.1%
|
|||
GGAM Finance Ltd 5.875% 3/15/2030 (d)
|
3,120,000
|
3,101,436
|
|
GGAM Finance Ltd 6.875% 4/15/2029 (d)
|
765,000
|
779,297
|
|
GGAM Finance Ltd 7.75% 5/15/2026 (d)
|
1,905,000
|
1,923,311
|
|
GGAM Finance Ltd 8% 2/15/2027 (d)
|
4,725,000
|
4,861,959
|
|
GGAM Finance Ltd 8% 6/15/2028 (d)
|
5,914,000
|
6,212,758
|
|
TrueNoord Capital DAC 8.75% 3/1/2030 (d)
|
2,705,000
|
2,805,188
|
|
19,683,949
|
|||
TOTAL FINANCIALS
|
150,502,262
|
||
Industrials - 0.2%
|
|||
Air Freight & Logistics - 0.0%
|
|||
AerCap Global Aviation Trust 6.5% 6/15/2045 (b)(d)
|
1,856,000
|
1,857,941
|
|
Transportation Infrastructure - 0.2%
|
|||
Avolon Holdings Funding Ltd 4.25% 4/15/2026 (d)
|
5,430,000
|
5,390,333
|
|
Avolon Holdings Funding Ltd 4.375% 5/1/2026 (d)
|
16,881,000
|
16,767,260
|
|
Avolon Holdings Funding Ltd 5.15% 1/15/2030 (d)
|
2,440,000
|
2,431,295
|
|
Avolon Holdings Funding Ltd 5.375% 5/30/2030 (d)
|
13,121,000
|
13,123,362
|
|
Avolon Holdings Funding Ltd 5.5% 1/15/2026 (d)
|
14,454,000
|
14,472,313
|
|
Avolon Holdings Funding Ltd 6.375% 5/4/2028 (d)
|
26,728,000
|
27,668,487
|
|
79,853,050
|
|||
TOTAL INDUSTRIALS
|
81,710,991
|
||
TOTAL IRELAND
|
237,233,227
|
||
ISRAEL - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Energean Israel Finance Ltd 4.875% 3/30/2026 (d)(s)
|
3,528,000
|
3,477,652
|
|
Energean Israel Finance Ltd 5.375% 3/30/2028 (d)(s)
|
2,565,000
|
2,434,170
|
|
Energean Israel Finance Ltd 5.875% 3/30/2031 (d)(s)
|
1,010,000
|
927,180
|
|
Energean Israel Finance Ltd 8.5% 9/30/2033 (d)(s)
|
800,000
|
814,611
|
|
Energean PLC 6.5% 4/30/2027 (d)
|
5,594,000
|
5,468,135
|
|
Leviathan Bond Ltd 6.125% 6/30/2025 (d)(s)
|
686,005
|
684,839
|
|
Leviathan Bond Ltd 6.5% 6/30/2027 (d)(s)
|
510,000
|
503,616
|
|
Leviathan Bond Ltd 6.75% 6/30/2030 (d)(s)
|
480,000
|
471,000
|
|
14,781,203
|
|||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026
|
2,295,000
|
2,244,163
|
|
Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027
|
1,320,000
|
1,307,710
|
|
Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032
|
2,755,000
|
2,779,641
|
|
Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029
|
1,535,000
|
1,656,148
|
|
Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030
|
2,930,000
|
2,959,146
|
|
10,946,808
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Israel Electric Corp Ltd 3.75% 2/22/2032 (d)(s)
|
925,000
|
819,439
|
|
TOTAL ISRAEL
|
26,547,450
|
||
ITALY - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Intesa Sanpaolo SpA 3.875% 7/14/2027 (d)
|
5,666,000
|
5,567,485
|
|
Intesa Sanpaolo SpA 4.198% 6/1/2032 (b)(d)
|
4,469,000
|
4,026,444
|
|
Intesa Sanpaolo SpA 5.71% 1/15/2026 (d)
|
65,914,000
|
66,064,191
|
|
Intesa Sanpaolo SpA 6.625% 6/20/2033 (d)
|
2,500,000
|
2,662,402
|
|
UniCredit SpA 5.459% 6/30/2035 (b)(d)
|
3,269,000
|
3,197,450
|
|
81,517,972
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Enel Finance International NV 5.5% 6/26/2034 (d)
|
2,800,000
|
2,803,698
|
|
Enel Finance International NV 7.5% 10/14/2032 (d)
|
992,000
|
1,116,304
|
|
Enel SpA 3.375% (b)(m)(s)
|
EUR
|
2,091,000
|
2,374,104
|
6,294,106
|
|||
Gas Utilities - 0.0%
|
|||
Snam SpA 5.75% 5/28/2035 (d)
|
3,019,000
|
3,022,008
|
|
TOTAL UTILITIES
|
9,316,114
|
||
TOTAL ITALY
|
90,834,086
|
||
JAMAICA - 0.0%
|
|||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Kingston Airport Revenue Finance Ltd 6.75% 12/15/2036 (d)
|
785,000
|
775,431
|
|
JAPAN - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Tobacco - 0.0%
|
|||
Japan Tobacco Inc 5.856% 6/15/2035 (d)
|
2,970,000
|
3,062,254
|
|
KAZAKHSTAN - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
KazMunayGas National Co JSC 3.5% 4/14/2033 (d)
|
1,415,000
|
1,188,161
|
|
KazMunayGas National Co JSC 5.375% 4/24/2030 (d)
|
520,000
|
513,159
|
|
KazMunayGas National Co JSC 5.75% 4/19/2047 (d)
|
460,000
|
385,940
|
|
Tengizchevroil Finance Co International Ltd 3.25% 8/15/2030 (d)
|
1,507,000
|
1,318,625
|
|
TOTAL KAZAKHSTAN
|
3,405,885
|
||
KOREA (SOUTH) - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
POSCO 5.75% 1/17/2028 (d)
|
1,535,000
|
1,569,962
|
|
POSCO 5.875% 1/17/2033 (d)
|
490,000
|
497,818
|
|
TOTAL KOREA (SOUTH)
|
2,067,780
|
||
KUWAIT - 0.0%
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
MEGlobal BV 2.625% 4/28/2028 (d)
|
1,085,000
|
1,017,524
|
|
LUXEMBOURG - 0.2%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Altice Financing SA 5.75% 8/15/2029 (d)
|
10,779,000
|
8,238,850
|
|
Altice France Holding SA 6% 2/15/2028 (d)
|
4,500,000
|
1,638,791
|
|
9,877,641
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
Intelsat Jackson Holdings SA 6.5% 3/15/2030 (d)
|
2,503,000
|
2,461,422
|
|
TOTAL COMMUNICATION SERVICES
|
12,339,063
|
||
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 (s)
|
EUR
|
1,450,000
|
1,721,517
|
Titanium 2l Bondco Sarl 6.25% 1/14/2031 pay-in-kind
|
EUR
|
19,337,400
|
6,460,745
|
8,182,262
|
|||
Industrials - 0.0%
|
|||
Electrical Equipment - 0.0%
|
|||
Albion Financing 1 SARL / Aggreko Holdings Inc 7% 5/21/2030 (d)
|
3,510,000
|
3,565,641
|
|
Ground Transportation - 0.0%
|
|||
Alpha Trains Finance SA 2.064% 6/30/2030 (s)
|
EUR
|
4,151,000
|
4,708,724
|
TOTAL INDUSTRIALS
|
8,274,365
|
||
Information Technology - 0.0%
|
|||
Software - 0.0%
|
|||
ION Trading Technologies Sarl 5.75% 5/15/2028 (d)
|
3,043,000
|
2,941,290
|
|
ION Trading Technologies Sarl 9.5% 5/30/2029 (d)
|
840,000
|
866,057
|
|
3,807,347
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Herens Holdco Sarl 4.75% 5/15/2028 (d)
|
1,955,000
|
1,712,650
|
|
Real Estate - 0.2%
|
|||
Industrial REITs - 0.0%
|
|||
Prologis International Funding II SA 4.375% 7/1/2036 (s)
|
EUR
|
1,300,000
|
1,524,741
|
Real Estate Management & Development - 0.2%
|
|||
Blackstone Property Partners Europe Holdings Sarl 1% 5/4/2028 (s)
|
EUR
|
6,912,000
|
7,378,121
|
Blackstone Property Partners Europe Holdings Sarl 1.75% 3/12/2029 (s)
|
EUR
|
4,975,000
|
5,281,976
|
Blackstone Property Partners Europe Holdings Sarl 2.625% 10/20/2028 (s)
|
GBP
|
1,900,000
|
2,347,475
|
Logicor Financing Sarl 0.875% 1/14/2031 (s)
|
EUR
|
2,100,000
|
2,044,459
|
Logicor Financing Sarl 4.25% 7/18/2029 (s)
|
EUR
|
3,700,000
|
4,318,840
|
P3 Group Sarl 4% 4/19/2032 (s)
|
EUR
|
2,400,000
|
2,737,926
|
24,108,797
|
|||
TOTAL REAL ESTATE
|
25,633,538
|
||
TOTAL LUXEMBOURG
|
59,949,225
|
||
MALAYSIA - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
GENM Capital Labuan Ltd 3.882% 4/19/2031 (d)
|
1,985,000
|
1,746,800
|
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Petronas Capital Ltd 3.404% 4/28/2061 (d)
|
2,425,000
|
1,521,445
|
|
Petronas Capital Ltd 3.5% 4/21/2030 (d)
|
625,000
|
592,875
|
|
2,114,320
|
|||
Industrials - 0.0%
|
|||
Marine Transportation - 0.0%
|
|||
MISC Capital Two Labuan Ltd 3.75% 4/6/2027 (d)
|
2,601,000
|
2,556,263
|
|
TOTAL MALAYSIA
|
6,417,383
|
||
MAURITIUS - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
Axian Telecom 7.375% 2/16/2027 (d)
|
3,040,000
|
3,052,342
|
|
MEXICO - 1.2%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
TV Azteca SAB de CV 8.25% (f)(s)
|
4,321,000
|
1,555,560
|
|
Consumer Discretionary - 0.0%
|
|||
Automobile Components - 0.0%
|
|||
Metalsa Sapi De Cv 3.75% 5/4/2031 (d)
|
1,525,000
|
1,233,343
|
|
Consumer Staples - 0.0%
|
|||
Food Products - 0.0%
|
|||
Gruma SAB de CV 5.761% 12/9/2054 (d)
|
1,750,000
|
1,611,120
|
|
Energy - 1.2%
|
|||
Oil, Gas & Consumable Fuels - 1.2%
|
|||
FEL Energy VI SARL 5.75% 12/1/2040 (d)
|
1,287,896
|
1,192,463
|
|
Petroleos Mexicanos 4.5% 1/23/2026
|
22,915,000
|
22,442,034
|
|
Petroleos Mexicanos 5.35% 2/12/2028
|
650,000
|
613,600
|
|
Petroleos Mexicanos 5.95% 1/28/2031
|
123,292,000
|
106,573,606
|
|
Petroleos Mexicanos 6.35% 2/12/2048
|
43,373,000
|
28,235,823
|
|
Petroleos Mexicanos 6.49% 1/23/2027
|
36,590,000
|
35,949,675
|
|
Petroleos Mexicanos 6.5% 3/13/2027
|
62,806,000
|
61,648,485
|
|
Petroleos Mexicanos 6.5% 6/2/2041
|
380,000
|
267,364
|
|
Petroleos Mexicanos 6.625% 6/15/2035
|
6,753,000
|
5,387,206
|
|
Petroleos Mexicanos 6.7% 2/16/2032
|
64,277,000
|
57,392,933
|
|
Petroleos Mexicanos 6.75% 9/21/2047
|
33,853,000
|
22,898,169
|
|
Petroleos Mexicanos 6.84% 1/23/2030
|
17,201,000
|
16,082,075
|
|
Petroleos Mexicanos 6.875% 10/16/2025
|
1,060,000
|
1,053,375
|
|
Petroleos Mexicanos 6.875% 8/4/2026
|
1,895,000
|
1,877,756
|
|
Petroleos Mexicanos 6.95% 1/28/2060
|
24,897,000
|
16,822,903
|
|
Petroleos Mexicanos 7.69% 1/23/2050
|
57,080,000
|
42,033,712
|
|
420,471,179
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.25% 9/10/2029 (d)
|
1,605,000
|
1,609,013
|
|
Industrials - 0.0%
|
|||
Industrial Conglomerates - 0.0%
|
|||
KUO SAB De CV 5.75% 7/7/2027 (d)
|
2,130,000
|
2,083,140
|
|
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Braskem Idesa SAPI 7.45% 11/15/2029 (d)
|
1,665,000
|
1,332,000
|
|
Orbia Advance Corp SAB de CV 2.875% 5/11/2031 (d)
|
1,525,000
|
1,256,005
|
|
Orbia Advance Corp SAB de CV 6.8% 5/13/2030 (d)
|
2,500,000
|
2,514,250
|
|
5,102,255
|
|||
Metals & Mining - 0.0%
|
|||
Fresnillo PLC 4.25% 10/2/2050 (d)
|
1,545,000
|
1,077,638
|
|
TOTAL MATERIALS
|
6,179,893
|
||
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)
|
1,850,000
|
1,859,250
|
|
Saavi Energia Sarl 8.875% 2/10/2035 (d)
|
2,735,000
|
2,784,230
|
|
4,643,480
|
|||
TOTAL MEXICO
|
439,386,728
|
||
MOROCCO - 0.0%
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
OCP SA 3.75% 6/23/2031 (d)
|
1,405,000
|
1,239,168
|
|
OCP SA 5.125% 6/23/2051 (d)
|
880,000
|
644,325
|
|
OCP SA 6.1% 4/30/2030 (d)
|
1,045,000
|
1,044,791
|
|
OCP SA 6.75% 5/2/2034 (d)
|
935,000
|
945,285
|
|
OCP SA 6.875% 4/25/2044 (d)
|
1,515,000
|
1,415,813
|
|
OCP SA 7.5% 5/2/2054 (d)
|
710,000
|
691,994
|
|
TOTAL MOROCCO
|
5,981,376
|
||
MULTI-NATIONAL - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
European Investment Bank 3% 11/15/2028 (s)
|
EUR
|
1,410,000
|
1,644,689
|
NETHERLANDS - 0.1%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Koninklijke KPN NV 3.875% 2/16/2036 (s)
|
EUR
|
900,000
|
1,032,327
|
Media - 0.0%
|
|||
Ziggo BV 4.875% 1/15/2030 (d)
|
1,260,000
|
1,149,928
|
|
TOTAL COMMUNICATION SERVICES
|
2,182,255
|
||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
REWE International Finance BV 4.875% 9/13/2030 (s)
|
EUR
|
1,100,000
|
1,340,369
|
Sigma Holdco BV 7.875% 5/15/2026 (d)
|
1,636,000
|
1,626,142
|
|
2,966,511
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
ABN AMRO Bank NV 3.875% 1/15/2032 (s)
|
EUR
|
3,400,000
|
3,966,579
|
Cooperatieve Rabobank UA 1.125% 5/7/2031 (s)
|
EUR
|
5,300,000
|
5,369,187
|
Cooperatieve Rabobank UA 4.375% 8/4/2025
|
16,524,000
|
16,502,548
|
|
ING Groep NV 3% 8/17/2031 (b)(s)
|
EUR
|
14,400,000
|
16,158,722
|
ING Groep NV 4.5% 5/23/2029 (b)(s)
|
EUR
|
2,300,000
|
2,736,209
|
44,733,245
|
|||
TOTAL NETHERLANDS
|
49,882,011
|
||
NIGERIA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
IHS Holding Ltd 5.625% 11/29/2026 (d)
|
1,940,000
|
1,896,350
|
|
IHS Holding Ltd 6.25% 11/29/2028 (d)
|
730,000
|
704,906
|
|
IHS Holding Ltd 7.875% 5/29/2030 (d)
|
3,545,000
|
3,496,256
|
|
IHS Holding Ltd 8.25% 11/29/2031 (d)
|
2,575,000
|
2,559,705
|
|
8,657,217
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
SEPLAT Energy PLC 9.125% 3/21/2030 (d)
|
1,030,000
|
976,698
|
|
Information Technology - 0.0%
|
|||
Communications Equipment - 0.0%
|
|||
IHS Netherlands Holdco BV 8% 9/18/2027 (d)
|
546,543
|
547,909
|
|
TOTAL NIGERIA
|
10,181,824
|
||
NORWAY - 0.0%
|
|||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Seadrill Finance Ltd 8.375% 8/1/2030 (d)
|
925,000
|
906,258
|
|
TGS ASA 8.5% 1/15/2030 (d)
|
2,350,000
|
2,391,125
|
|
3,297,383
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
DNB Bank ASA 0.25% 2/23/2029 (b)(s)
|
EUR
|
1,600,000
|
1,698,342
|
DNB Bank ASA 3% 11/29/2030 (b)(s)
|
EUR
|
2,175,000
|
2,471,696
|
4,170,038
|
|||
TOTAL NORWAY
|
7,467,421
|
||
PANAMA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Sable International Finance Ltd 7.125% 10/15/2032 (d)
|
6,610,000
|
6,479,866
|
|
Media - 0.0%
|
|||
Telecomunicaciones Digitales SA 4.5% 1/30/2030 (d)
|
3,155,000
|
2,892,425
|
|
Wireless Telecommunication Services - 0.0%
|
|||
C&W Senior Finance Ltd 9% 1/15/2033 (d)
|
8,720,000
|
8,677,950
|
|
TOTAL COMMUNICATION SERVICES
|
18,050,241
|
||
Industrials - 0.0%
|
|||
Air Freight & Logistics - 0.0%
|
|||
Aeropuerto Internacional de Tocumen SA 5.125% 8/11/2061 (d)
|
545,000
|
367,570
|
|
TOTAL PANAMA
|
18,417,811
|
||
PARAGUAY - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Telefonica Celular del Paraguay SA 5.875% 4/15/2027 (d)
|
959,000
|
954,205
|
|
PERU - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Food Products - 0.0%
|
|||
Camposol SA 6% 2/3/2027 (d)
|
1,395,000
|
1,337,024
|
|
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco de Credito del Peru S.A. 5.8% 3/10/2035 (b)(d)
|
1,760,000
|
1,728,760
|
|
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
Auna SA 10% 12/18/2029 (d)
|
2,442,200
|
2,606,340
|
|
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Cia de Minas Buenaventura SAA 5.5% 7/23/2026 (d)
|
1,420,000
|
1,409,776
|
|
Cia de Minas Buenaventura SAA 6.8% 2/4/2032 (d)
|
1,360,000
|
1,369,832
|
|
Volcan Cia Minera SAA 8.75% 1/24/2030 (d)
|
5,597,000
|
5,433,568
|
|
8,213,176
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Niagara Energy SAC 5.746% 10/3/2034 (d)
|
1,805,000
|
1,763,305
|
|
TOTAL PERU
|
15,648,605
|
||
POLAND - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
ORLEN SA 6% 1/30/2035 (d)
|
1,740,000
|
1,758,512
|
|
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
GTC Aurora Luxembourg SA 2.25% 6/23/2026 (s)
|
EUR
|
4,150,000
|
4,279,215
|
TOTAL POLAND
|
6,037,727
|
||
PORTUGAL - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco Espirito Santo SA 4% (e)(f)(s)
|
EUR
|
1,300,000
|
309,978
|
Insurance - 0.0%
|
|||
Fidelidade - Co De Seguros SA/Portugal 4.25% 9/4/2031 (b)(s)
|
EUR
|
2,400,000
|
2,733,980
|
TOTAL PORTUGAL
|
3,043,958
|
||
PUERTO RICO - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Lcpr Senior Secured Financing Dac 5.125% 7/15/2029 (d)
|
4,407,000
|
2,845,619
|
|
Lcpr Senior Secured Financing Dac 6.75% 10/15/2027 (d)
|
4,046,000
|
2,933,257
|
|
TOTAL PUERTO RICO
|
5,778,876
|
||
QATAR - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Ooredoo International Finance Ltd 2.625% 4/8/2031 (d)
|
1,280,000
|
1,135,270
|
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
QatarEnergy 1.375% 9/12/2026 (d)
|
2,965,000
|
2,847,141
|
|
QatarEnergy 2.25% 7/12/2031 (d)
|
4,935,000
|
4,300,803
|
|
QatarEnergy 3.125% 7/12/2041 (d)
|
3,545,000
|
2,567,799
|
|
QatarEnergy 3.3% 7/12/2051 (d)
|
5,580,000
|
3,657,690
|
|
13,373,433
|
|||
Utilities - 0.0%
|
|||
Gas Utilities - 0.0%
|
|||
Nakilat Inc 6.067% 12/31/2033 (d)
|
968,572
|
1,007,877
|
|
TOTAL QATAR
|
15,516,580
|
||
RUSSIA - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
TMK OAO Via TMK Capital SA loan participation 4.3% (e)(f)(s)
|
990,000
|
148,500
|
|
SAUDI ARABIA - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
EIG Pearl Holdings Sarl 3.545% 8/31/2036 (d)
|
5,032,700
|
4,425,631
|
|
SA Global Sukuk Ltd 1.602% 6/17/2026 (d)
|
2,520,000
|
2,438,842
|
|
Saudi Arabian Oil Co 2.25% 11/24/2030 (d)
|
5,210,000
|
4,582,196
|
|
Saudi Arabian Oil Co 3.25% 11/24/2050 (d)
|
2,170,000
|
1,338,890
|
|
Saudi Arabian Oil Co 3.5% 11/24/2070 (d)
|
1,580,000
|
926,275
|
|
Saudi Arabian Oil Co 3.5% 4/16/2029 (d)
|
3,740,000
|
3,573,383
|
|
Saudi Arabian Oil Co 4.25% 4/16/2039 (d)
|
4,395,000
|
3,724,806
|
|
Saudi Arabian Oil Co 4.375% 4/16/2049 (d)
|
640,000
|
491,302
|
|
Saudi Arabian Oil Co 5.875% 7/17/2064 (d)
|
615,000
|
550,616
|
|
22,051,941
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Gaci First Investment Co 5.25% 10/13/2032 (s)
|
785,000
|
788,458
|
|
Industrials - 0.0%
|
|||
Construction & Engineering - 0.0%
|
|||
Greensaif Pipelines Bidco Sarl 5.8528% 2/23/2036 (d)
|
1,860,000
|
1,859,144
|
|
Greensaif Pipelines Bidco Sarl 6.1027% 8/23/2042 (d)
|
1,390,000
|
1,361,853
|
|
Greensaif Pipelines Bidco Sarl 6.129% 2/23/2038 (d)
|
4,065,000
|
4,120,325
|
|
Greensaif Pipelines Bidco Sarl 6.51% 2/23/2042 (d)
|
850,000
|
863,281
|
|
8,204,603
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Ma'aden Sukuk Ltd 5.25% 2/13/2030 (d)
|
2,155,000
|
2,177,854
|
|
TOTAL SAUDI ARABIA
|
33,222,856
|
||
SERBIA - 0.0%
|
|||
Consumer Discretionary - 0.0%
|
|||
Distributors - 0.0%
|
|||
Telecommunications co Telekom Srbija AD Belgrade 7% 10/28/2029 (d)
|
1,710,000
|
1,694,465
|
|
SOUTH AFRICA - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (d)
|
8,965,000
|
7,578,205
|
|
Wireless Telecommunication Services - 0.0%
|
|||
MTN Mauritius Investments Ltd 6.5% 10/13/2026 (d)
|
1,019,000
|
1,024,095
|
|
TOTAL COMMUNICATION SERVICES
|
8,602,300
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Sasol Financing USA LLC 4.375% 9/18/2026
|
2,840,000
|
2,769,000
|
|
Sasol Financing USA LLC 5.5% 3/18/2031
|
690,000
|
565,564
|
|
Sasol Financing USA LLC 6.5% 9/27/2028
|
535,000
|
504,773
|
|
Sasol Financing USA LLC 8.75% 5/3/2029 (d)
|
295,000
|
290,070
|
|
4,129,407
|
|||
Metals & Mining - 0.0%
|
|||
Windfall Mining Group Inc / Groupe Minier Windfall Inc 5.854% 5/13/2032 (d)
|
1,240,000
|
1,238,113
|
|
TOTAL MATERIALS
|
5,367,520
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Eskom Holdings SOC Ltd 6.35% 8/10/2028 (d)
|
2,630,000
|
2,626,713
|
|
Eskom Holdings SOC Ltd 8.45% 8/10/2028 (d)
|
1,470,000
|
1,518,693
|
|
4,145,406
|
|||
TOTAL SOUTH AFRICA
|
18,115,226
|
||
SPAIN - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco Bilbao Vizcaya Argentaria SA 6.033% 3/13/2035 (b)
|
4,800,000
|
4,906,155
|
|
CaixaBank SA 3.625% 9/19/2032 (b)(s)
|
EUR
|
5,000,000
|
5,731,638
|
CaixaBank SA 5.673% 3/15/2030 (b)(d)
|
2,450,000
|
2,516,264
|
|
13,154,057
|
|||
Health Care - 0.0%
|
|||
Biotechnology - 0.0%
|
|||
Grifols SA 4.75% 10/15/2028 (d)
|
1,089,000
|
1,035,922
|
|
Health Care Equipment & Supplies - 0.0%
|
|||
Werfen SA/Spain 4.625% 6/6/2028 (s)
|
EUR
|
2,300,000
|
2,730,611
|
TOTAL HEALTH CARE
|
3,766,533
|
||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (d)
|
485,000
|
464,261
|
|
TOTAL SPAIN
|
17,384,851
|
||
SWEDEN - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Heimstaden AB 4.375% 3/6/2027 (s)
|
EUR
|
4,100,000
|
4,472,521
|
Samhallsbyggnadsbolaget I Norden Holding AB 2.25% 7/12/2027 (s)
|
EUR
|
2,000,000
|
2,026,778
|
TOTAL SWEDEN
|
6,499,299
|
||
SWITZERLAND - 0.6%
|
|||
Financials - 0.6%
|
|||
Capital Markets - 0.5%
|
|||
UBS Group AG 1.494% 8/10/2027 (b)(d)
|
21,621,000
|
20,801,560
|
|
UBS Group AG 2.125% 11/15/2029 (b)(s)
|
GBP
|
3,900,000
|
4,784,346
|
UBS Group AG 3.869% 1/12/2029 (b)(d)
|
11,793,000
|
11,543,504
|
|
UBS Group AG 4.125% 6/9/2033 (b)(s)
|
EUR
|
3,230,000
|
3,807,052
|
UBS Group AG 4.125% 9/24/2025 (d)
|
12,029,000
|
12,001,286
|
|
UBS Group AG 4.194% 4/1/2031 (b)(d)
|
36,361,000
|
35,237,300
|
|
UBS Group AG 4.75% 3/17/2032 (b)(s)
|
EUR
|
9,810,000
|
11,978,039
|
UBS Group AG 5.428% 2/8/2030 (b)(d)
|
65,000,000
|
66,299,028
|
|
166,452,115
|
|||
Insurance - 0.1%
|
|||
Argentum Netherlands BV for Swiss Re Ltd 5.625% 8/15/2052 (b)(s)
|
6,561,000
|
6,536,396
|
|
Argentum Netherlands BV for Swiss Re Ltd 5.75% 8/15/2050 (b)(s)
|
14,850,000
|
14,818,340
|
|
Swiss Re Finance Luxembourg SA 5% 4/2/2049 (b)(d)
|
2,600,000
|
2,564,497
|
|
Zurich Finance Ireland Designated Activity Co 3.5% 5/2/2052 (b)(s)
|
4,950,000
|
4,293,630
|
|
28,212,863
|
|||
TOTAL FINANCIALS
|
194,664,978
|
||
Industrials - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
VistaJet Malta Finance PLC / Vista Management Holding Inc 6.375% 2/1/2030 (d)
|
6,465,000
|
5,804,957
|
|
VistaJet Malta Finance PLC / Vista Management Holding Inc 7.875% 5/1/2027 (d)
|
3,182,000
|
3,114,760
|
|
VistaJet Malta Finance PLC / Vista Management Holding Inc 9.5% 6/1/2028 (d)
|
1,969,000
|
1,939,665
|
|
10,859,382
|
|||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Consolidated Energy Finance SA 12% 2/15/2031 (d)
|
3,414,000
|
3,127,580
|
|
Consolidated Energy Finance SA 5.625% 10/15/2028 (d)
|
740,000
|
597,434
|
|
3,725,014
|
|||
Containers & Packaging - 0.0%
|
|||
SIG Combibloc PurchaseCo Sarl 3.75% 3/19/2030 (s)
|
EUR
|
1,100,000
|
1,267,157
|
TOTAL MATERIALS
|
4,992,171
|
||
TOTAL SWITZERLAND
|
210,516,531
|
||
TANZANIA - 0.0%
|
|||
Information Technology - 0.0%
|
|||
Communications Equipment - 0.0%
|
|||
HTA Group Ltd/Mauritius 7.5% 6/4/2029 (d)
|
9,105,000
|
9,255,506
|
|
THAILAND - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
PTT Treasury Center Co Ltd 3.7% 7/16/2070 (d)
|
1,375,000
|
877,896
|
|
TURKEY - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Turkiye Ihracat Kredi Bankasi AS 9% 1/28/2027 (d)
|
1,080,000
|
1,127,587
|
|
Industrials - 0.0%
|
|||
Building Products - 0.0%
|
|||
Sisecam UK PLC 8.625% 5/2/2032 (d)
|
1,370,000
|
1,370,000
|
|
Transportation Infrastructure - 0.0%
|
|||
TAV Havalimanlari Holding AS 8.5% 12/7/2028 (d)
|
700,000
|
720,125
|
|
TOTAL INDUSTRIALS
|
2,090,125
|
||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Aydem Yenilenebilir Enerji AS 7.75% 2/2/2027 (d)
|
1,161,000
|
1,153,744
|
|
TOTAL TURKEY
|
4,371,456
|
||
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)
|
1,360,207
|
1,071,163
|
|
NAK Naftogaz Ukraine via Kondor Finance PLC loan participation 7.65% 7/19/2025 pay-in-kind (s)
|
792,803
|
761,091
|
|
TOTAL UKRAINE
|
1,832,254
|
||
UNITED ARAB EMIRATES - 0.1%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Adnoc Murban Rsc Ltd 5.125% 9/11/2054 (d)
|
1,370,000
|
1,215,532
|
|
Galaxy Pipeline Assets Bidco Ltd 2.16% 3/31/2034 (d)
|
1,312,127
|
1,150,735
|
|
Galaxy Pipeline Assets Bidco Ltd 2.625% 3/31/2036 (d)
|
5,030,000
|
4,208,853
|
|
6,575,120
|
|||
Financials - 0.1%
|
|||
Financial Services - 0.1%
|
|||
Abu Dhabi Developmental Holding Co PJSC 5.25% 10/2/2054 (d)
|
1,720,000
|
1,543,700
|
|
Abu Dhabi Developmental Holding Co PJSC 5.5% 5/8/2034 (d)
|
835,000
|
857,328
|
|
MDGH GMTN RSC Ltd 2.875% 11/7/2029 (d)
|
1,925,000
|
1,786,381
|
|
MDGH GMTN RSC Ltd 4.375% 11/22/2033 (d)
|
870,000
|
821,976
|
|
MDGH GMTN RSC Ltd 5.084% 5/22/2053 (d)
|
2,140,000
|
1,921,999
|
|
MDGH GMTN RSC Ltd Series 1, 5.5% 4/28/2033 (d)
|
810,000
|
831,165
|
|
Sobha Sukuk Ltd 8.75% 7/17/2028 (s)
|
865,000
|
893,139
|
|
8,655,688
|
|||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
DP World Crescent Ltd 3.7495% 1/30/2030 (d)
|
2,070,000
|
1,950,458
|
|
DP World Ltd/United Arab Emirates 5.625% 9/25/2048 (d)
|
1,480,000
|
1,350,500
|
|
3,300,958
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Aldar Properties PJSC 6.6227% 4/15/2055 (b)(s)
|
1,310,000
|
1,314,380
|
|
Alpha Star Holding IX Ltd 7% 8/26/2028 (s)
|
420,000
|
423,504
|
|
Alpha Star Holding VIII Ltd 8.375% 4/12/2027 (s)
|
900,000
|
929,547
|
|
2,667,431
|
|||
Utilities - 0.0%
|
|||
Multi-Utilities - 0.0%
|
|||
Abu Dhabi National Energy Co PJSC 4% 10/3/2049 (d)
|
1,960,000
|
1,468,785
|
|
Abu Dhabi National Energy Co PJSC 4.375% 1/24/2029 (d)
|
880,000
|
871,904
|
|
Abu Dhabi National Energy Co PJSC 4.696% 4/24/2033 (d)
|
985,000
|
959,232
|
|
Abu Dhabi National Energy Co PJSC 4.75% 3/9/2037 (d)
|
1,720,000
|
1,622,717
|
|
Abu Dhabi National Energy Co PJSC 4.875% 4/23/2030 (d)
|
520,000
|
525,008
|
|
5,447,646
|
|||
TOTAL UNITED ARAB EMIRATES
|
26,646,843
|
||
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)
|
1,515,000
|
1,443,789
|
|
Virgin Media Finance PLC 5% 7/15/2030 (d)
|
805,000
|
729,991
|
|
2,173,780
|
|||
Media - 0.0%
|
|||
Virgin Media Secured Finance PLC 4.5% 8/15/2030 (d)
|
4,925,000
|
4,547,775
|
|
Wireless Telecommunication Services - 0.0%
|
|||
Vmed O2 UK Financing I PLC 4.25% 1/31/2031 (d)
|
4,510,000
|
4,081,443
|
|
Vmed O2 UK Financing I PLC 7.75% 4/15/2032 (d)
|
240,000
|
247,133
|
|
Vodafone Group PLC 4.875% 10/3/2078 (b)(s)
|
GBP
|
5,150,000
|
6,921,503
|
11,250,079
|
|||
TOTAL COMMUNICATION SERVICES
|
17,971,634
|
||
Consumer Discretionary - 0.1%
|
|||
Automobile Components - 0.1%
|
|||
Macquarie Airfinance Holdings Ltd 6.4% 3/26/2029 (d)
|
2,775,000
|
2,869,245
|
|
Macquarie Airfinance Holdings Ltd 6.5% 3/26/2031 (d)
|
2,435,000
|
2,530,737
|
|
Macquarie Airfinance Holdings Ltd 8.125% 3/30/2029 (d)
|
3,335,000
|
3,489,984
|
|
8,889,966
|
|||
Broadline Retail - 0.0%
|
|||
John Lewis PLC 4.25% 12/18/2034 (s)
|
GBP
|
1,850,000
|
1,973,230
|
Hotels, Restaurants & Leisure - 0.0%
|
|||
InterContinental Hotels Group PLC 3.375% 10/8/2028 (s)
|
GBP
|
2,700,000
|
3,443,523
|
Whitbread Group PLC 2.375% 5/31/2027 (s)
|
GBP
|
1,850,000
|
2,357,262
|
5,800,785
|
|||
Household Durables - 0.0%
|
|||
Berkeley Group PLC/The 2.5% 8/11/2031 (s)
|
GBP
|
3,350,000
|
3,684,849
|
Specialty Retail - 0.0%
|
|||
Belron UK Finance PLC 5.75% 10/15/2029 (d)
|
3,660,000
|
3,669,849
|
|
TOTAL CONSUMER DISCRETIONARY
|
24,018,679
|
||
Consumer Staples - 0.3%
|
|||
Tobacco - 0.3%
|
|||
BAT Capital Corp 6.421% 8/2/2033
|
21,453,000
|
22,997,735
|
|
BAT International Finance PLC 4.125% 4/12/2032 (s)
|
EUR
|
8,900,000
|
10,368,369
|
Imperial Brands Finance Netherlands BV 5.25% 2/15/2031 (s)
|
EUR
|
5,685,000
|
6,983,765
|
Imperial Brands Finance PLC 3.875% 2/12/2034 (s)
|
EUR
|
3,075,000
|
3,436,971
|
Imperial Brands Finance PLC 4.25% 7/21/2025 (d)
|
1,212,000
|
1,210,612
|
|
Imperial Brands Finance PLC 6.125% 7/27/2027 (d)
|
12,116,000
|
12,431,082
|
|
Reynolds American Inc 4.45% 6/12/2025
|
5,827,000
|
5,826,563
|
|
Reynolds American Inc 5.7% 8/15/2035
|
2,699,000
|
2,707,655
|
|
Reynolds American Inc 5.85% 8/15/2045
|
22,737,000
|
21,431,552
|
|
Reynolds American Inc 6.15% 9/15/2043
|
2,874,000
|
2,842,589
|
|
Reynolds American Inc 7.25% 6/15/2037
|
3,221,000
|
3,546,441
|
|
93,783,334
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
EG Global Finance PLC 12% 11/30/2028 (d)
|
12,713,000
|
14,016,957
|
|
Financials - 0.8%
|
|||
Banks - 0.7%
|
|||
Barclays PLC 5.088% 6/20/2030 (b)
|
26,155,000
|
26,054,160
|
|
Barclays PLC 5.2% 5/12/2026
|
12,530,000
|
12,561,706
|
|
Barclays PLC 5.262% 1/29/2034 (b)(s)
|
EUR
|
4,190,000
|
5,236,165
|
Barclays PLC 5.69% 3/12/2030 (b)
|
28,747,000
|
29,472,784
|
|
Barclays PLC 5.829% 5/9/2027 (b)
|
27,350,000
|
27,599,611
|
|
Barclays PLC 6.224% 5/9/2034 (b)
|
20,610,000
|
21,516,913
|
|
Barclays PLC 6.49% 9/13/2029 (b)
|
36,156,000
|
37,945,491
|
|
Barclays PLC 8.407% 11/14/2032 (b)(s)
|
GBP
|
2,300,000
|
3,283,372
|
HSBC Holdings PLC 4.787% 3/10/2032 (b)(s)
|
EUR
|
3,930,000
|
4,786,701
|
HSBC Holdings PLC 4.856% 5/23/2033 (b)(s)
|
EUR
|
5,100,000
|
6,249,081
|
HSBC Holdings PLC 5.813% 5/22/2033 (b)(s)
|
GBP
|
2,925,000
|
3,957,093
|
HSBC Holdings PLC 6.8% 9/14/2031 (b)
|
GBP
|
1,160,000
|
1,656,998
|
HSBC Holdings PLC 8.201% 11/16/2034 (b)(s)
|
GBP
|
3,200,000
|
4,667,956
|
Lloyds Banking Group PLC 4.5% 1/11/2029 (b)(s)
|
EUR
|
1,960,000
|
2,328,135
|
Lloyds Banking Group PLC 4.75% 9/21/2031 (b)(s)
|
EUR
|
4,800,000
|
5,837,000
|
NatWest Group PLC 2.105% 11/28/2031 (b)(s)
|
GBP
|
5,300,000
|
6,841,893
|
NatWest Group PLC 3.073% 5/22/2028 (b)
|
17,464,000
|
16,937,068
|
|
NatWest Group PLC 4.8% 4/5/2026
|
15,141,000
|
15,174,635
|
|
NatWest Group PLC 7.416% 6/6/2033 (b)(s)
|
GBP
|
2,600,000
|
3,673,750
|
Standard Chartered PLC 3.864% 3/17/2033 (b)(s)
|
EUR
|
2,800,000
|
3,220,033
|
Virgin Money UK PLC 7.625% 8/23/2029 (b)(s)
|
GBP
|
5,000,000
|
7,222,433
|
246,222,978
|
|||
Consumer Finance - 0.1%
|
|||
Motability Operations Group PLC 3.625% 1/22/2033 (s)
|
EUR
|
3,950,000
|
4,513,120
|
Financial Services - 0.0%
|
|||
Nationwide Building Society 4% 7/30/2035 (b)(s)
|
EUR
|
1,500,000
|
1,717,836
|
Insurance - 0.0%
|
|||
Admiral Group PLC 8.5% 1/6/2034 (s)
|
GBP
|
2,600,000
|
3,916,600
|
TOTAL FINANCIALS
|
256,370,534
|
||
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
180 Medical Inc 3.875% 10/15/2029 (d)
|
1,845,000
|
1,752,429
|
|
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
Mobico Group PLC 4.875% 9/26/2031 (s)
|
EUR
|
4,150,000
|
4,312,799
|
Trading Companies & Distributors - 0.0%
|
|||
Travis Perkins PLC 3.75% 2/17/2026 (s)
|
GBP
|
1,425,000
|
1,881,574
|
Transportation Infrastructure - 0.0%
|
|||
Heathrow Funding Ltd 6% 3/5/2032 (s)
|
GBP
|
3,850,000
|
5,166,377
|
TOTAL INDUSTRIALS
|
11,360,750
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
INEOS Quattro Finance 2 Plc 9.625% 3/15/2029 (d)
|
935,000
|
930,344
|
|
Metals & Mining - 0.0%
|
|||
Celtic Resources Holdings DAC 4.125% (d)(e)(f)
|
1,205,000
|
172,748
|
|
TOTAL MATERIALS
|
1,103,092
|
||
Real Estate - 0.0%
|
|||
Office REITs - 0.0%
|
|||
Great Portland Estates PLC 5.375% 9/25/2031 (s)
|
GBP
|
1,600,000
|
2,121,870
|
Real Estate Management & Development - 0.0%
|
|||
Tritax EuroBox PLC 0.95% 6/2/2026 (s)
|
EUR
|
1,580,000
|
1,759,083
|
TOTAL REAL ESTATE
|
3,880,953
|
||
Utilities - 0.1%
|
|||
Electric Utilities - 0.0%
|
|||
NGG Finance PLC 2.125% 9/5/2082 (b)(s)
|
EUR
|
6,100,000
|
6,738,586
|
Scottish Hydro Electric Transmission PLC 3.375% 9/4/2032 (s)
|
EUR
|
3,275,000
|
3,706,629
|
10,445,215
|
|||
Gas Utilities - 0.0%
|
|||
Southern Gas Networks PLC 3.5% 10/16/2030 (s)
|
EUR
|
3,325,000
|
3,784,224
|
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (d)
|
4,935,000
|
4,879,606
|
|
ContourGlobal Power Holdings SA 6.75% 2/28/2030 (d)
|
2,720,000
|
2,755,469
|
|
7,635,075
|
|||
Water Utilities - 0.1%
|
|||
Anglian Water Osprey Financing PLC 2% 7/31/2028 (s)
|
GBP
|
1,450,000
|
1,707,887
|
Anglian Water Services Financing PLC 5.875% 6/20/2031 (s)
|
GBP
|
3,103,000
|
4,200,576
|
Anglian Water Services Financing PLC 6.25% 9/12/2044 (s)
|
GBP
|
1,425,000
|
1,799,266
|
Anglian Water Services Financing PLC 6.293% 7/30/2030 (s)
|
GBP
|
2,044,000
|
2,827,845
|
Anglian Water Services Financing PLC 6.625% 1/15/2029 (i)
|
GBP
|
650,000
|
900,557
|
Severn Trent Utilities Finance PLC 3.875% 8/4/2035 (s)
|
EUR
|
4,325,000
|
4,928,624
|
Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (s)
|
GBP
|
1,170,000
|
1,451,217
|
South West Water Finance PLC 5.75% 12/11/2032 (s)
|
GBP
|
650,000
|
879,748
|
Southern Water Services Finance Ltd 1.625% 3/30/2027 (s)
|
GBP
|
1,765,000
|
2,097,904
|
Southern Water Services Finance Ltd 2.375% 5/28/2028 (s)
|
GBP
|
930,000
|
1,090,798
|
SW Finance I PLC 7.375% 12/12/2041 (s)
|
GBP
|
1,334,000
|
1,726,414
|
United Utilities Water Finance PLC 3.5% 2/27/2033 (s)
|
EUR
|
2,550,000
|
2,860,568
|
Wessex Water Services Finance PLC 6.125% 9/19/2034 (s)
|
GBP
|
2,650,000
|
3,528,689
|
30,000,093
|
|||
TOTAL UTILITIES
|
51,864,607
|
||
TOTAL UNITED KINGDOM
|
476,122,969
|
||
UNITED STATES - 19.9%
|
|||
Communication Services - 2.1%
|
|||
Diversified Telecommunication Services - 0.3%
|
|||
AT&T Inc 2.55% 12/1/2033
|
46,000,000
|
37,832,782
|
|
AT&T Inc 3.65% 9/15/2059
|
6,496,000
|
4,268,394
|
|
AT&T Inc 4.3% 2/15/2030
|
10,373,000
|
10,263,698
|
|
Cablevision Lightpath LLC 5.625% 9/15/2028 (d)
|
895,000
|
864,330
|
|
Consolidated Communications Inc 5% 10/1/2028 (d)
|
1,215,000
|
1,227,236
|
|
Frontier Communications Holdings LLC 5% 5/1/2028 (d)
|
927,000
|
925,108
|
|
Frontier Communications Holdings LLC 8.75% 5/15/2030 (d)
|
208,000
|
218,562
|
|
Level 3 Financing Inc 10% 10/15/2032 (d)
|
490,000
|
492,500
|
|
Level 3 Financing Inc 10.5% 5/15/2030 (d)
|
7,534,000
|
8,240,313
|
|
Level 3 Financing Inc 11% 11/15/2029 (d)
|
2,119,796
|
2,404,730
|
|
Level 3 Financing Inc 3.625% 1/15/2029 (d)
|
1,573,000
|
1,305,590
|
|
Level 3 Financing Inc 3.75% 7/15/2029 (d)
|
905,000
|
742,706
|
|
Level 3 Financing Inc 3.875% 10/15/2030 (d)
|
1,865,000
|
1,571,263
|
|
Level 3 Financing Inc 4% 4/15/2031 (d)
|
580,000
|
479,950
|
|
Level 3 Financing Inc 4.25% 7/1/2028 (d)
|
495,000
|
440,549
|
|
Level 3 Financing Inc 4.5% 4/1/2030 (d)
|
4,455,000
|
3,918,039
|
|
Lumen Technologies Inc 4.125% 4/15/2030 (d)
|
705,000
|
684,731
|
|
Lumen Technologies Inc 4.5% 1/15/2029 (d)
|
515,000
|
455,775
|
|
Verizon Communications Inc 2.55% 3/21/2031
|
21,181,000
|
18,759,949
|
|
Verizon Communications Inc 4.78% 2/15/2035
|
26,362,000
|
25,370,457
|
|
120,466,662
|
|||
Interactive Media & Services - 0.0%
|
|||
Alphabet Inc 3.375% 5/6/2037
|
EUR
|
900,000
|
1,013,997
|
Alphabet Inc 3.875% 5/6/2045
|
EUR
|
900,000
|
1,022,981
|
Alphabet Inc 4% 5/6/2054
|
EUR
|
800,000
|
903,169
|
Snap Inc 6.875% 3/1/2033 (d)
|
2,235,000
|
2,263,934
|
|
5,204,081
|
|||
Media - 1.5%
|
|||
Advantage Sales & Marketing Inc 6.5% 11/15/2028 (d)
|
3,285,000
|
2,508,905
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 1/15/2034 (d)
|
4,575,000
|
3,949,291
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 2/1/2031 (d)
|
7,195,000
|
6,589,949
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 5/1/2032
|
7,080,000
|
6,443,817
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 6/1/2033 (d)
|
8,375,000
|
7,448,913
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 8/15/2030 (d)(t)
|
1,185,000
|
1,111,116
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 2/1/2032 (d)
|
825,000
|
763,719
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 5.375% 6/1/2029 (d)(t)
|
3,061,000
|
3,018,714
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032
|
4,414,000
|
3,638,488
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 3.9% 6/1/2052
|
4,000,000
|
2,640,268
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033
|
24,687,000
|
22,771,450
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.8% 3/1/2050
|
13,200,000
|
10,207,040
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053
|
17,163,000
|
14,147,658
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047
|
47,728,000
|
40,092,994
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063
|
36,711,000
|
30,047,136
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029
|
16,353,000
|
17,023,491
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045
|
22,400,000
|
21,555,946
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034
|
11,285,000
|
11,806,020
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.65% 2/1/2034
|
37,000,000
|
38,893,361
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.834% 10/23/2055
|
3,000,000
|
2,986,537
|
|
Clear Channel Outdoor Holdings Inc 5.125% 8/15/2027 (d)
|
1,769,000
|
1,730,484
|
|
Clear Channel Outdoor Holdings Inc 7.5% 6/1/2029 (d)
|
2,367,000
|
2,092,546
|
|
Clear Channel Outdoor Holdings Inc 7.875% 4/1/2030 (d)
|
3,520,000
|
3,566,257
|
|
Clear Channel Outdoor Holdings Inc 9% 9/15/2028 (d)(t)
|
3,180,000
|
3,330,535
|
|
Comcast Corp 3.9% 3/1/2038
|
3,341,000
|
2,828,624
|
|
Comcast Corp 4.65% 7/15/2042
|
7,870,000
|
6,825,554
|
|
Comcast Corp 6.45% 3/15/2037
|
1,399,000
|
1,506,756
|
|
CSC Holdings LLC 3.375% 2/15/2031 (d)
|
7,441,000
|
4,873,856
|
|
CSC Holdings LLC 4.125% 12/1/2030 (d)
|
3,005,000
|
2,062,194
|
|
CSC Holdings LLC 4.5% 11/15/2031 (d)
|
1,255,000
|
848,545
|
|
CSC Holdings LLC 4.625% 12/1/2030 (d)
|
9,138,000
|
4,203,480
|
|
CSC Holdings LLC 5.375% 2/1/2028 (d)
|
5,145,000
|
4,692,328
|
|
Discovery Communications LLC 3.625% 5/15/2030
|
22,575,000
|
19,964,308
|
|
Discovery Communications LLC 4.125% 5/15/2029
|
749,000
|
697,412
|
|
DISH DBS Corp 5.125% 6/1/2029
|
7,735,000
|
5,085,341
|
|
DISH DBS Corp 7.375% 7/1/2028
|
1,680,000
|
1,153,888
|
|
DISH Network Corp 11.75% 11/15/2027 (d)
|
3,054,000
|
3,150,845
|
|
EchoStar Corp 10.75% 11/30/2029
|
6,224,815
|
6,255,939
|
|
EchoStar Corp 6.75% 11/30/2030 pay-in-kind (b)
|
7,009,048
|
6,027,781
|
|
Outfront Media Capital LLC / Outfront Media Capital Corp 7.375% 2/15/2031 (d)
|
3,030,000
|
3,199,841
|
|
Time Warner Cable LLC 4.5% 9/15/2042
|
18,291,000
|
14,076,058
|
|
Time Warner Cable LLC 5.5% 9/1/2041
|
8,265,000
|
7,284,144
|
|
Time Warner Cable LLC 5.875% 11/15/2040
|
10,540,000
|
9,856,926
|
|
Time Warner Cable LLC 6.55% 5/1/2037
|
29,622,000
|
29,818,940
|
|
Time Warner Cable LLC 7.3% 7/1/2038
|
24,672,000
|
26,291,914
|
|
Univision Communications Inc 4.5% 5/1/2029 (d)(t)
|
2,915,000
|
2,587,541
|
|
Univision Communications Inc 6.625% 6/1/2027 (d)
|
4,393,000
|
4,393,076
|
|
Univision Communications Inc 7.375% 6/30/2030 (d)
|
2,515,000
|
2,351,198
|
|
Univision Communications Inc 8% 8/15/2028 (d)
|
2,718,000
|
2,719,740
|
|
Univision Communications Inc 8.5% 7/31/2031 (d)(t)
|
4,251,000
|
4,081,649
|
|
Warnermedia Holdings Inc 3.755% 3/15/2027
|
6,746,000
|
6,539,381
|
|
Warnermedia Holdings Inc 4.054% 3/15/2029
|
4,725,000
|
4,399,933
|
|
Warnermedia Holdings Inc 4.279% 3/15/2032
|
67,020,000
|
56,871,113
|
|
Warnermedia Holdings Inc 4.693% 5/17/2033
|
EUR
|
3,425,000
|
3,623,552
|
Warnermedia Holdings Inc 5.05% 3/15/2042
|
11,773,000
|
8,468,643
|
|
Warnermedia Holdings Inc 5.141% 3/15/2052
|
75,442,000
|
48,905,889
|
|
564,011,024
|
|||
Wireless Telecommunication Services - 0.3%
|
|||
T-Mobile USA Inc 2.25% 11/15/2031
|
35,000,000
|
30,009,399
|
|
T-Mobile USA Inc 3.75% 4/15/2027
|
23,850,000
|
23,542,239
|
|
T-Mobile USA Inc 3.875% 4/15/2030
|
42,000,000
|
40,499,223
|
|
T-Mobile USA Inc 4.375% 4/15/2040
|
5,147,000
|
4,463,140
|
|
T-Mobile USA Inc 5.05% 7/15/2033
|
29,000,000
|
28,752,803
|
|
127,266,804
|
|||
TOTAL COMMUNICATION SERVICES
|
816,948,571
|
||
Consumer Discretionary - 0.8%
|
|||
Automobile Components - 0.0%
|
|||
Adient Global Holdings Ltd 7.5% 2/15/2033 (d)
|
2,319,000
|
2,302,187
|
|
Clarios Global LP / Clarios US Finance Co 6.75% 2/15/2030 (d)
|
1,840,000
|
1,874,058
|
|
Patrick Industries Inc 6.375% 11/1/2032 (d)
|
1,190,000
|
1,172,926
|
|
5,349,171
|
|||
Automobiles - 0.2%
|
|||
Ford Motor Co 3.25% 2/12/2032
|
54,000,000
|
44,561,187
|
|
Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC CME Term SOFR 6 month Index + 6.0533%, 10.1513% 10/15/2026 (b)(c)(d)(t)
|
15,557,000
|
15,634,785
|
|
Stellantis Finance US Inc 5.75% 3/18/2030 (d)
|
3,000,000
|
3,007,017
|
|
63,202,989
|
|||
Broadline Retail - 0.0%
|
|||
CMG Media Corp 8.875% 6/18/2029 (d)
|
1,250,000
|
1,150,000
|
|
GrubHub Holdings Inc 5.5% 7/1/2027 (d)
|
2,605,000
|
2,403,111
|
|
Kohl's Corp 4.25% 7/17/2025
|
1,382,000
|
1,371,656
|
|
Nordstrom Inc 4.25% 8/1/2031
|
2,260,000
|
1,955,862
|
|
Nordstrom Inc 4.375% 4/1/2030
|
1,185,000
|
1,069,154
|
|
Wayfair LLC 7.25% 10/31/2029 (d)(t)
|
6,356,000
|
6,190,313
|
|
Wayfair LLC 7.75% 9/15/2030 (d)
|
6,590,000
|
6,456,562
|
|
20,596,658
|
|||
Diversified Consumer Services - 0.1%
|
|||
Service Corp International/US 4% 5/15/2031 (t)
|
1,650,000
|
1,520,884
|
|
Service Corp International/US 5.125% 6/1/2029
|
1,040,000
|
1,027,251
|
|
Service Corp International/US 5.75% 10/15/2032
|
895,000
|
889,396
|
|
Sotheby's 7.375% 10/15/2027 (d)
|
4,238,000
|
4,173,190
|
|
StoneMor Inc 8.5% 5/15/2029 (d)
|
3,875,000
|
3,571,946
|
|
TKC Holdings Inc 10.5% 5/15/2029 (d)
|
4,751,000
|
4,884,085
|
|
TKC Holdings Inc 6.875% 5/15/2028 (d)
|
3,230,000
|
3,212,613
|
|
WASH Multifamily Acquisition Inc 5.75% 4/15/2026 (d)(t)
|
7,399,000
|
7,381,400
|
|
26,660,765
|
|||
Hotels, Restaurants & Leisure - 0.3%
|
|||
Caesars Entertainment Inc 6% 10/15/2032 (d)
|
3,570,000
|
3,424,659
|
|
Caesars Entertainment Inc 6.5% 2/15/2032 (d)
|
3,915,000
|
3,946,496
|
|
Caesars Entertainment Inc 7% 2/15/2030 (d)
|
2,606,000
|
2,674,095
|
|
Caesars Entertainment Inc 8.125% 7/1/2027 (d)
|
1,367,000
|
1,369,008
|
|
Carnival Corp 5.75% 3/15/2030 (d)
|
4,710,000
|
4,721,049
|
|
Carnival Corp 5.875% 6/15/2031 (d)
|
4,650,000
|
4,652,791
|
|
Carnival Corp 6% 5/1/2029 (d)
|
2,885,000
|
2,892,604
|
|
Carnival Corp 6.125% 2/15/2033 (d)
|
2,315,000
|
2,321,232
|
|
Carnival Corp 6.65% 1/15/2028
|
450,000
|
462,459
|
|
CEC Entertainment LLC 6.75% 5/1/2026 (d)
|
4,230,000
|
4,161,234
|
|
ClubCorp Holdings Inc 8.5% 9/15/2025 (d)
|
1,275,000
|
1,243,125
|
|
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (d)
|
7,477,000
|
6,790,459
|
|
Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (d)
|
6,640,000
|
5,909,933
|
|
Hilton Domestic Operating Co Inc 4% 5/1/2031 (d)
|
2,915,000
|
2,695,312
|
|
Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (d)
|
1,195,000
|
1,203,072
|
|
Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (d)
|
845,000
|
853,324
|
|
Hilton Domestic Operating Co Inc 6.125% 4/1/2032 (d)(t)
|
1,755,000
|
1,782,085
|
|
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (d)
|
4,085,000
|
4,079,811
|
|
Life Time Inc 6% 11/15/2031 (d)
|
4,595,000
|
4,605,265
|
|
MajorDrive Holdings IV LLC 6.375% 6/1/2029 (d)
|
3,100,000
|
2,335,246
|
|
McDonald's Corp 3.5% 5/21/2032 (s)
|
EUR
|
3,775,000
|
4,342,273
|
McDonald's Corp 3.5% 7/1/2027
|
6,642,000
|
6,542,030
|
|
MGM Resorts International 6.5% 4/15/2032
|
2,100,000
|
2,095,909
|
|
Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 11.875% 4/15/2031 (d)
|
2,350,000
|
2,439,047
|
|
Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 8.25% 4/15/2030 (d)
|
2,350,000
|
2,391,449
|
|
NCL Corp Ltd 5.875% 3/15/2026 (d)
|
213,000
|
213,134
|
|
NCL Corp Ltd 6.75% 2/1/2032 (d)
|
2,300,000
|
2,302,783
|
|
Royal Caribbean Cruises Ltd 4.25% 7/1/2026 (d)
|
2,445,000
|
2,420,677
|
|
Royal Caribbean Cruises Ltd 5.375% 7/15/2027 (d)
|
1,930,000
|
1,931,750
|
|
Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (d)
|
2,320,000
|
2,293,055
|
|
Royal Caribbean Cruises Ltd 6% 2/1/2033 (d)
|
4,335,000
|
4,350,561
|
|
Royal Caribbean Cruises Ltd 6.25% 3/15/2032 (d)
|
1,060,000
|
1,074,310
|
|
Station Casinos LLC 4.5% 2/15/2028 (d)
|
2,371,000
|
2,299,521
|
|
Station Casinos LLC 6.625% 3/15/2032 (d)
|
2,085,000
|
2,087,858
|
|
Times Square Hotel Trust 8.528% 8/1/2026 (d)
|
271,536
|
272,220
|
|
Viking Cruises Ltd 9.125% 7/15/2031 (d)
|
665,000
|
713,993
|
|
Viking Ocean Cruises Ship VII Ltd 5.625% 2/15/2029 (d)
|
950,000
|
938,786
|
|
VOC Escrow Ltd 5% 2/15/2028 (d)
|
1,305,000
|
1,287,228
|
|
Yum! Brands Inc 4.625% 1/31/2032
|
5,170,000
|
4,902,634
|
|
Yum! Brands Inc 5.375% 4/1/2032
|
760,000
|
751,201
|
|
107,773,678
|
|||
Household Durables - 0.0%
|
|||
Ashton Woods USA LLC / Ashton Woods Finance Co 4.625% 8/1/2029 (d)
|
1,345,000
|
1,267,837
|
|
Beazer Homes USA Inc 7.5% 3/15/2031 (d)
|
1,655,000
|
1,623,831
|
|
LGI Homes Inc 4% 7/15/2029 (d)(t)
|
1,268,000
|
1,122,984
|
|
LGI Homes Inc 7% 11/15/2032 (d)
|
4,060,000
|
3,770,278
|
|
LGI Homes Inc 8.75% 12/15/2028 (d)
|
862,000
|
887,125
|
|
Newell Brands Inc 6.375% 5/15/2030 (t)
|
2,525,000
|
2,369,364
|
|
Newell Brands Inc 6.375% 9/15/2027
|
740,000
|
741,492
|
|
Newell Brands Inc 6.625% 5/15/2032
|
1,325,000
|
1,222,160
|
|
Newell Brands Inc 6.625% 9/15/2029
|
1,055,000
|
1,019,857
|
|
Newell Brands Inc 6.875% 4/1/2036 (i)
|
556,000
|
510,974
|
|
Newell Brands Inc 7% 4/1/2046 (i)
|
1,525,000
|
1,239,945
|
|
Newell Brands Inc 8.5% 6/1/2028 (d)
|
3,385,000
|
3,501,948
|
|
TopBuild Corp 4.125% 2/15/2032 (d)
|
1,870,000
|
1,695,890
|
|
20,973,685
|
|||
Specialty Retail - 0.2%
|
|||
AutoNation Inc 4.75% 6/1/2030
|
2,958,000
|
2,903,750
|
|
Carvana Co 10.25% 5/1/2030 (d)
|
220,000
|
235,950
|
|
Carvana Co 11% 6/1/2030 pay-in-kind (b)(d)
|
1,174,080
|
1,238,106
|
|
Carvana Co 14% 6/1/2031 pay-in-kind (b)(d)
|
5,079,006
|
5,891,220
|
|
Carvana Co 4.875% 9/1/2029 (d)
|
1,397,000
|
1,243,330
|
|
Carvana Co 5.5% 4/15/2027 (d)
|
1,512,000
|
1,442,994
|
|
Carvana Co 5.625% 10/1/2025 (d)
|
6,795,000
|
6,753,838
|
|
Carvana Co 5.875% 10/1/2028 (d)
|
800,000
|
756,000
|
|
Carvana Co 9% 12/1/2028 pay-in-kind (b)(d)
|
1,861,036
|
1,912,179
|
|
Champions Financing Inc 8.75% 2/15/2029 (d)
|
2,488,000
|
2,317,356
|
|
LBM Acquisition LLC 6.25% 1/15/2029 (d)
|
1,875,000
|
1,505,867
|
|
Lowe's Cos Inc 3.35% 4/1/2027
|
2,389,000
|
2,346,577
|
|
Lowe's Cos Inc 4.45% 4/1/2062
|
33,905,000
|
25,537,377
|
|
Sally Holdings LLC / Sally Capital Inc 6.75% 3/1/2032 (t)
|
2,070,000
|
2,103,060
|
|
Staples Inc 10.75% 9/1/2029 (d)
|
4,676,000
|
4,233,097
|
|
Staples Inc 12.75% 1/15/2030 (d)
|
3,167,485
|
2,038,951
|
|
Wand NewCo 3 Inc 7.625% 1/30/2032 (d)(t)
|
1,450,000
|
1,508,437
|
|
63,968,089
|
|||
Textiles, Apparel & Luxury Goods - 0.0%
|
|||
Wolverine World Wide Inc 4% 8/15/2029 (d)
|
2,480,000
|
2,170,350
|
|
TOTAL CONSUMER DISCRETIONARY
|
310,695,385
|
||
Consumer Staples - 0.6%
|
|||
Beverages - 0.0%
|
|||
Primo Water Holdings Inc / Triton Water Holdings Inc 6.25% 4/1/2029 (d)
|
2,340,000
|
2,343,173
|
|
Consumer Staples Distribution & Retail - 0.4%
|
|||
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (d)
|
4,205,000
|
3,950,719
|
|
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (d)
|
3,815,000
|
3,711,047
|
|
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.25% 3/15/2033 (d)
|
2,490,000
|
2,527,791
|
|
C&S Group Enterprises LLC 5% 12/15/2028 (d)
|
4,226,000
|
3,596,280
|
|
KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (d)
|
5,530,000
|
5,765,009
|
|
Kroger Co/The 5% 9/15/2034
|
19,550,000
|
19,041,140
|
|
Mars Inc 4.8% 3/1/2030 (d)
|
23,196,000
|
23,339,150
|
|
Mars Inc 5% 3/1/2032 (d)
|
17,414,000
|
17,472,560
|
|
Mars Inc 5.2% 3/1/2035 (d)
|
14,474,000
|
14,419,707
|
|
Mars Inc 5.65% 5/1/2045 (d)
|
14,075,000
|
13,808,030
|
|
Mars Inc 5.7% 5/1/2055 (d)
|
28,070,000
|
27,230,707
|
|
Performance Food Group Inc 6.125% 9/15/2032 (d)
|
3,565,000
|
3,593,684
|
|
US Foods Inc 4.75% 2/15/2029 (d)
|
3,290,000
|
3,217,306
|
|
US Foods Inc 5.75% 4/15/2033 (d)(t)
|
1,970,000
|
1,935,330
|
|
US Foods Inc 6.875% 9/15/2028 (d)
|
1,230,000
|
1,264,725
|
|
144,873,185
|
|||
Food Products - 0.0%
|
|||
Fiesta Purchaser Inc 7.875% 3/1/2031 (d)
|
1,895,000
|
1,988,738
|
|
Fiesta Purchaser Inc 9.625% 9/15/2032 (d)
|
1,255,000
|
1,312,884
|
|
Lamb Weston Holdings Inc 4.125% 1/31/2030 (d)
|
5,800,000
|
5,469,653
|
|
Lamb Weston Holdings Inc 4.375% 1/31/2032 (d)(t)
|
850,000
|
784,084
|
|
Post Holdings Inc 4.625% 4/15/2030 (d)
|
2,555,000
|
2,418,004
|
|
Post Holdings Inc 5.5% 12/15/2029 (d)
|
3,595,000
|
3,550,362
|
|
Post Holdings Inc 6.25% 10/15/2034 (d)
|
1,255,000
|
1,239,663
|
|
Post Holdings Inc 6.25% 2/15/2032 (d)
|
2,480,000
|
2,521,451
|
|
Post Holdings Inc 6.375% 3/1/2033 (d)
|
2,140,000
|
2,124,359
|
|
21,409,198
|
|||
Household Products - 0.0%
|
|||
Resideo Funding Inc 6.5% 7/15/2032 (d)
|
1,510,000
|
1,522,420
|
|
Tobacco - 0.2%
|
|||
Altria Group Inc 3.875% 9/16/2046
|
28,850,000
|
20,662,124
|
|
Altria Group Inc 4.25% 8/9/2042
|
17,795,000
|
14,099,638
|
|
Altria Group Inc 4.5% 5/2/2043
|
11,887,000
|
9,665,043
|
|
Altria Group Inc 4.8% 2/14/2029
|
3,305,000
|
3,316,824
|
|
Altria Group Inc 5.95% 2/14/2049
|
14,275,000
|
13,886,948
|
|
61,630,577
|
|||
TOTAL CONSUMER STAPLES
|
231,778,553
|
||
Energy - 1.9%
|
|||
Energy Equipment & Services - 0.1%
|
|||
Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (d)
|
2,175,000
|
2,186,441
|
|
Halliburton Co 3.8% 11/15/2025
|
152,000
|
151,195
|
|
Halliburton Co 4.85% 11/15/2035
|
5,447,000
|
5,126,065
|
|
Nabors Industries Inc 7.375% 5/15/2027 (d)
|
2,675,000
|
2,568,131
|
|
Nabors Industries Inc 8.875% 8/15/2031 (d)
|
2,294,000
|
1,569,890
|
|
Nabors Industries Inc 9.125% 1/31/2030 (d)(t)
|
505,000
|
460,145
|
|
Nabors Industries Ltd 7.5% 1/15/2028 (d)
|
3,415,000
|
2,852,901
|
|
Transocean Aquila Ltd 8% 9/30/2028 (d)
|
892,846
|
891,444
|
|
Transocean Inc 8% 2/1/2027 (d)
|
5,483,000
|
5,360,310
|
|
Transocean Inc 8.25% 5/15/2029 (d)
|
1,985,000
|
1,790,007
|
|
Transocean Inc 8.5% 5/15/2031 (d)
|
2,490,000
|
2,140,118
|
|
Transocean Inc 8.75% 2/15/2030 (d)
|
1,444,000
|
1,463,862
|
|
Transocean Poseidon Ltd 6.875% 2/1/2027 (d)
|
1,109,325
|
1,110,593
|
|
USA Compression Partners LP / USA Compression Finance Corp 6.875% 9/1/2027
|
4,605,000
|
4,603,332
|
|
USA Compression Partners LP / USA Compression Finance Corp 7.125% 3/15/2029 (d)
|
2,100,000
|
2,133,003
|
|
Valaris Ltd 8.375% 4/30/2030 (d)
|
3,900,000
|
3,915,159
|
|
38,322,596
|
|||
Oil, Gas & Consumable Fuels - 1.8%
|
|||
Aethon United BR LP / Aethon United Finance Corp 7.5% 10/1/2029 (d)
|
3,355,000
|
3,438,100
|
|
Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 3/1/2027 (d)
|
950,000
|
949,173
|
|
California Resources Corp 7.125% 2/1/2026 (d)
|
943,000
|
942,192
|
|
California Resources Corp 8.25% 6/15/2029 (d)
|
6,445,000
|
6,456,685
|
|
Calumet Specialty Products Partners LP / Calumet Finance Corp 9.75% 7/15/2028 (d)
|
3,780,000
|
3,643,734
|
|
Cheniere Energy Partners LP 5.75% 8/15/2034
|
2,455,000
|
2,463,755
|
|
CITGO Petroleum Corp 6.375% 6/15/2026 (d)
|
7,155,000
|
7,151,561
|
|
CITGO Petroleum Corp 8.375% 1/15/2029 (d)
|
1,130,000
|
1,148,459
|
|
CNX Midstream Partners LP 4.75% 4/15/2030 (d)
|
2,780,000
|
2,577,082
|
|
CNX Resources Corp 7.25% 3/1/2032 (d)
|
3,070,000
|
3,128,569
|
|
CNX Resources Corp 7.375% 1/15/2031 (d)(t)
|
2,150,000
|
2,201,394
|
|
Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (d)
|
3,692,000
|
3,835,969
|
|
Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (d)
|
9,954,000
|
10,245,724
|
|
Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (d)
|
2,975,000
|
2,988,971
|
|
Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (d)
|
5,356,000
|
5,382,772
|
|
Columbia Pipelines Operating Co LLC 6.714% 8/15/2063 (d)
|
3,206,000
|
3,254,142
|
|
Comstock Resources Inc 5.875% 1/15/2030 (d)
|
4,274,000
|
4,041,427
|
|
Comstock Resources Inc 6.75% 3/1/2029 (d)
|
3,305,000
|
3,257,494
|
|
CQP Holdco LP / BIP-V Chinook Holdco LLC 7.5% 12/15/2033 (d)
|
4,195,000
|
4,441,259
|
|
CVR Energy Inc 5.75% 2/15/2028 (d)
|
5,017,000
|
4,776,261
|
|
CVR Energy Inc 8.5% 1/15/2029 (d)
|
3,008,000
|
2,935,936
|
|
DCP Midstream Operating LP 6.45% 11/3/2036 (d)
|
8,754,000
|
8,846,905
|
|
Delek Logistics Partners LP / Delek Logistics Finance Corp 7.125% 6/1/2028 (d)
|
6,325,000
|
6,351,578
|
|
Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (d)
|
3,060,000
|
3,169,144
|
|
DT Midstream Inc 4.125% 6/15/2029 (d)
|
2,270,000
|
2,162,108
|
|
DT Midstream Inc 4.375% 6/15/2031 (d)
|
950,000
|
887,189
|
|
DT Midstream Inc 5.8% 12/15/2034 (d)
|
2,282,000
|
2,263,444
|
|
Energy Transfer LP 3.75% 5/15/2030
|
18,703,000
|
17,695,811
|
|
Energy Transfer LP 4.95% 6/15/2028
|
12,566,000
|
12,651,507
|
|
Energy Transfer LP 5% 5/15/2050
|
36,762,000
|
29,716,961
|
|
Energy Transfer LP 5.25% 4/15/2029
|
6,576,000
|
6,676,302
|
|
Energy Transfer LP 5.4% 10/1/2047
|
33,221,000
|
28,643,253
|
|
Energy Transfer LP 5.8% 6/15/2038
|
7,006,000
|
6,859,690
|
|
Energy Transfer LP 6% 6/15/2048
|
6,263,000
|
5,815,342
|
|
Energy Transfer LP 6.125% 12/15/2045
|
1,400,000
|
1,333,630
|
|
Energy Transfer LP 6.25% 4/15/2049
|
4,516,000
|
4,299,900
|
|
Energy Transfer LP 7.375% 2/1/2031 (d)
|
1,695,000
|
1,775,203
|
|
Excelerate Energy LP 8% 5/15/2030 (d)
|
2,225,000
|
2,303,390
|
|
Genesis Energy LP / Genesis Energy Finance Corp 8% 5/15/2033
|
5,790,000
|
5,874,858
|
|
Global Partners LP / GLP Finance Corp 6.875% 1/15/2029
|
2,440,000
|
2,450,085
|
|
Global Partners LP / GLP Finance Corp 7% 8/1/2027
|
5,604,000
|
5,617,646
|
|
Global Partners LP / GLP Finance Corp 8.25% 1/15/2032 (d)(t)
|
1,010,000
|
1,049,927
|
|
Harvest Midstream I LP 7.5% 5/15/2032 (d)
|
1,235,000
|
1,268,871
|
|
Harvest Midstream I LP 7.5% 9/1/2028 (d)
|
3,815,000
|
3,873,747
|
|
Hess Corp 5.6% 2/15/2041
|
19,538,000
|
18,938,534
|
|
Hess Corp 5.8% 4/1/2047
|
15,757,000
|
15,188,385
|
|
Hess Corp 7.125% 3/15/2033
|
3,656,000
|
4,074,605
|
|
Hess Corp 7.3% 8/15/2031
|
8,054,000
|
9,007,619
|
|
Hess Corp 7.875% 10/1/2029
|
13,500,000
|
15,103,845
|
|
Hess Midstream Operations LP 4.25% 2/15/2030 (d)(t)
|
1,370,000
|
1,305,790
|
|
Hess Midstream Operations LP 5.125% 6/15/2028 (d)
|
4,157,000
|
4,102,188
|
|
Hess Midstream Operations LP 5.5% 10/15/2030 (d)(t)
|
850,000
|
840,404
|
|
Hess Midstream Operations LP 5.875% 3/1/2028 (d)
|
2,320,000
|
2,342,838
|
|
Hess Midstream Operations LP 6.5% 6/1/2029 (d)
|
910,000
|
929,008
|
|
Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (d)
|
1,490,000
|
1,541,979
|
|
Howard Midstream Energy Partners LLC 8.875% 7/15/2028 (d)
|
3,500,000
|
3,660,216
|
|
Kinder Morgan Energy Partners LP 5.5% 3/1/2044
|
27,364,000
|
25,038,773
|
|
Kinder Morgan Energy Partners LP 6.55% 9/15/2040
|
1,203,000
|
1,246,121
|
|
Kinder Morgan Inc 5.05% 2/15/2046
|
3,092,000
|
2,640,668
|
|
Kinder Morgan Inc 5.55% 6/1/2045
|
7,786,000
|
7,146,211
|
|
Kinetik Holdings LP 5.875% 6/15/2030 (d)(t)
|
2,300,000
|
2,286,332
|
|
Kinetik Holdings LP 6.625% 12/15/2028 (d)
|
4,545,000
|
4,635,231
|
|
Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (d)(t)
|
2,983,000
|
2,876,224
|
|
MPLX LP 4.8% 2/15/2029
|
3,672,000
|
3,684,197
|
|
MPLX LP 4.95% 9/1/2032
|
22,661,000
|
22,044,810
|
|
MPLX LP 5.5% 2/15/2049
|
11,018,000
|
9,679,197
|
|
Murphy Oil Corp 6% 10/1/2032
|
800,000
|
745,886
|
|
Murphy Oil USA Inc 3.75% 2/15/2031 (d)
|
1,205,000
|
1,091,523
|
|
New Fortress Energy Inc 6.5% 9/30/2026 (d)
|
455,000
|
272,418
|
|
Northern Oil & Gas Inc 8.125% 3/1/2028 (d)
|
3,040,000
|
3,052,382
|
|
Northern Oil & Gas Inc 8.75% 6/15/2031 (d)
|
950,000
|
957,573
|
|
Occidental Petroleum Corp 6.45% 9/15/2036
|
16,266,000
|
15,984,788
|
|
Occidental Petroleum Corp 6.6% 3/15/2046
|
18,160,000
|
17,204,027
|
|
Occidental Petroleum Corp 6.625% 9/1/2030
|
27,000,000
|
28,118,178
|
|
Occidental Petroleum Corp 7.5% 5/1/2031
|
21,425,000
|
23,061,399
|
|
ONEOK Inc 4.25% 9/24/2027
|
8,535,000
|
8,479,113
|
|
ONEOK Inc 4.4% 10/15/2029
|
8,925,000
|
8,782,244
|
|
ONEOK Inc 4.75% 10/15/2031
|
17,361,000
|
16,946,611
|
|
PBF Holding Co LLC / PBF Finance Corp 6% 2/15/2028
|
505,000
|
468,888
|
|
PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (d)
|
6,380,000
|
5,546,151
|
|
PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (d)
|
3,480,000
|
3,327,171
|
|
Permian Resources Operating LLC 5.875% 7/1/2029 (d)
|
2,385,000
|
2,349,225
|
|
Permian Resources Operating LLC 6.25% 2/1/2033 (d)
|
755,000
|
744,919
|
|
Permian Resources Operating LLC 7% 1/15/2032 (d)
|
185,000
|
189,772
|
|
Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029
|
4,919,000
|
4,651,873
|
|
Prairie Acquiror LP 9% 8/1/2029 (d)
|
645,000
|
655,699
|
|
Rockies Express Pipeline LLC 4.8% 5/15/2030 (d)
|
220,000
|
207,765
|
|
Rockies Express Pipeline LLC 4.95% 7/15/2029 (d)
|
2,130,000
|
2,057,076
|
|
Rockies Express Pipeline LLC 6.75% 3/15/2033 (d)
|
3,180,000
|
3,275,231
|
|
Rockies Express Pipeline LLC 6.875% 4/15/2040 (d)
|
990,000
|
947,981
|
|
Sabine Pass Liquefaction LLC 4.5% 5/15/2030
|
31,000,000
|
30,542,651
|
|
Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029
|
2,900,000
|
2,778,188
|
|
Sunoco LP / Sunoco Finance Corp 5.875% 3/15/2028
|
2,860,000
|
2,853,347
|
|
Sunoco LP 6.25% 7/1/2033 (d)
|
3,075,000
|
3,074,974
|
|
Sunoco LP 7% 5/1/2029 (d)
|
1,175,000
|
1,212,674
|
|
Sunoco LP 7.25% 5/1/2032 (d)
|
1,445,000
|
1,502,446
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 5.5% 1/15/2028 (d)
|
3,515,000
|
3,493,143
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 12/31/2030 (d)
|
8,992,000
|
8,616,010
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 3/1/2027 (d)
|
1,090,000
|
1,088,496
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (d)
|
5,565,000
|
5,303,616
|
|
Talos Production Inc 9% 2/1/2029 (d)
|
885,000
|
878,969
|
|
Talos Production Inc 9.375% 2/1/2031 (d)(t)
|
1,240,000
|
1,219,160
|
|
Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030
|
3,952,000
|
3,682,401
|
|
TransMontaigne Partners LLC 8.5% 6/15/2030 (d)
|
1,605,000
|
1,638,458
|
|
Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (d)
|
2,315,000
|
2,417,897
|
|
Venture Global Plaquemines LNG LLC 7.75% 5/1/2035 (d)
|
2,365,000
|
2,490,454
|
|
Western Gas Partners LP 4.05% 2/1/2030 (i)
|
19,000,000
|
18,062,055
|
|
Western Gas Partners LP 4.65% 7/1/2026
|
5,039,000
|
5,024,921
|
|
Western Gas Partners LP 4.75% 8/15/2028
|
3,701,000
|
3,675,476
|
|
Williams Cos Inc/The 3.5% 11/15/2030
|
32,834,000
|
30,724,784
|
|
Williams Cos Inc/The 4% 9/15/2025
|
1,911,000
|
1,906,826
|
|
Williams Cos Inc/The 4.65% 8/15/2032
|
23,596,000
|
22,836,142
|
|
Williams Cos Inc/The 5.3% 8/15/2052
|
5,344,000
|
4,727,460
|
|
708,028,766
|
|||
TOTAL ENERGY
|
746,351,362
|
||
Financials - 8.0%
|
|||
Banks - 3.7%
|
|||
Bank of America Corp 2.299% 7/21/2032 (b)
|
34,460,000
|
29,565,940
|
|
Bank of America Corp 2.496% 2/13/2031 (b)
|
10,000,000
|
9,018,986
|
|
Bank of America Corp 3.419% 12/20/2028 (b)
|
14,844,000
|
14,403,191
|
|
Bank of America Corp 3.705% 4/24/2028 (b)
|
20,736,000
|
20,384,919
|
|
Bank of America Corp 4.25% 10/22/2026
|
9,380,000
|
9,339,958
|
|
Bank of America Corp 4.571% 4/27/2033 (b)
|
10,000,000
|
9,699,635
|
|
Bank of America Corp 5.015% 7/22/2033 (b)
|
202,394,000
|
201,690,525
|
|
Bank of America Corp 5.468% 1/23/2035 (b)
|
31,000,000
|
31,324,222
|
|
Citigroup Inc 2.666% 1/29/2031 (b)
|
10,000,000
|
9,056,410
|
|
Citigroup Inc 4.3% 11/20/2026
|
5,384,000
|
5,356,743
|
|
Citigroup Inc 4.4% 6/10/2025
|
13,145,000
|
13,141,942
|
|
Citigroup Inc 4.412% 3/31/2031 (b)
|
42,031,000
|
41,096,974
|
|
Citigroup Inc 4.45% 9/29/2027
|
19,254,000
|
19,174,790
|
|
Citigroup Inc 4.6% 3/9/2026
|
8,567,000
|
8,558,855
|
|
Citigroup Inc 4.91% 5/24/2033 (b)
|
98,011,000
|
96,350,599
|
|
Citizens Financial Group Inc 2.638% 9/30/2032
|
10,185,000
|
8,345,097
|
|
HAT Holdings I LLC / HAT Holdings II LLC 3.375% 6/15/2026 (d)
|
2,509,000
|
2,442,504
|
|
HAT Holdings I LLC / HAT Holdings II LLC 8% 6/15/2027 (d)
|
905,000
|
931,470
|
|
JPMorgan Chase & Co 2.739% 10/15/2030 (b)
|
10,000,000
|
9,217,984
|
|
JPMorgan Chase & Co 2.956% 5/13/2031 (b)
|
16,800,000
|
15,296,549
|
|
JPMorgan Chase & Co 3.761% 3/21/2034 (b)(s)
|
EUR
|
2,350,000
|
2,721,342
|
JPMorgan Chase & Co 4.452% 12/5/2029 (b)
|
40,200,000
|
39,930,233
|
|
JPMorgan Chase & Co 4.493% 3/24/2031 (b)
|
60,900,000
|
60,177,440
|
|
JPMorgan Chase & Co 4.586% 4/26/2033 (b)
|
89,633,000
|
87,372,161
|
|
JPMorgan Chase & Co 4.912% 7/25/2033 (b)
|
89,141,000
|
88,341,681
|
|
JPMorgan Chase & Co 5.103% 4/22/2031 (b)
|
24,460,000
|
24,814,873
|
|
JPMorgan Chase & Co 5.299% 7/24/2029 (b)
|
35,000,000
|
35,709,589
|
|
JPMorgan Chase & Co 5.336% 1/23/2035 (b)
|
45,000,000
|
45,278,100
|
|
JPMorgan Chase & Co 5.572% 4/22/2036 (b)
|
29,053,000
|
29,559,084
|
|
JPMorgan Chase & Co 5.717% 9/14/2033 (b)
|
41,000,000
|
42,159,822
|
|
PNC Financial Services Group Inc/The 4.626% 6/6/2033 (b)
|
25,000,000
|
23,756,201
|
|
Synchrony Bank 5.4% 8/22/2025
|
21,633,000
|
21,657,323
|
|
Synchrony Bank 5.625% 8/23/2027
|
19,587,000
|
19,851,488
|
|
Wells Fargo & Co 2.572% 2/11/2031 (b)
|
10,000,000
|
9,034,278
|
|
Wells Fargo & Co 3.526% 3/24/2028 (b)
|
33,177,000
|
32,539,889
|
|
Wells Fargo & Co 4.478% 4/4/2031 (b)
|
58,414,000
|
57,438,405
|
|
Wells Fargo & Co 4.897% 7/25/2033 (b)
|
54,000,000
|
53,073,190
|
|
Wells Fargo & Co 5.013% 4/4/2051 (b)
|
32,932,000
|
28,895,748
|
|
Wells Fargo & Co 5.15% 4/23/2031 (b)
|
33,112,000
|
33,508,387
|
|
Wells Fargo & Co 5.389% 4/24/2034 (b)
|
29,117,000
|
29,241,464
|
|
Wells Fargo & Co 5.499% 1/23/2035 (b)
|
10,279,000
|
10,337,325
|
|
Wells Fargo & Co 5.574% 7/25/2029 (b)
|
33,000,000
|
33,854,314
|
|
Wells Fargo & Co 5.605% 4/23/2036 (b)
|
29,243,000
|
29,584,601
|
|
Wells Fargo & Co 6.303% 10/23/2029 (b)
|
20,000,000
|
20,987,803
|
|
Western Alliance Bancorp 3% 6/15/2031 (b)
|
4,737,000
|
4,373,388
|
|
1,418,595,422
|
|||
Capital Markets - 2.1%
|
|||
Ares Capital Corp 3.875% 1/15/2026
|
47,916,000
|
47,598,079
|
|
Athene Global Funding 5.339% 1/15/2027 (d)
|
46,561,000
|
46,979,974
|
|
Athene Global Funding 5.583% 1/9/2029 (d)
|
20,758,000
|
21,186,608
|
|
Blackstone Private Credit Fund 4.875% 4/14/2026 (s)
|
GBP
|
3,591,000
|
4,802,259
|
Blackstone Private Credit Fund 7.05% 9/29/2025
|
28,315,000
|
28,494,594
|
|
Coinbase Global Inc 3.625% 10/1/2031 (d)
|
1,350,000
|
1,174,933
|
|
Goldman Sachs Group Inc/The 2.383% 7/21/2032 (b)
|
34,782,000
|
29,930,652
|
|
Goldman Sachs Group Inc/The 2.6% 2/7/2030
|
10,000,000
|
9,135,798
|
|
Goldman Sachs Group Inc/The 3.102% 2/24/2033 (b)
|
64,036,000
|
56,555,493
|
|
Goldman Sachs Group Inc/The 3.691% 6/5/2028 (b)
|
128,004,000
|
125,664,456
|
|
Goldman Sachs Group Inc/The 3.8% 3/15/2030
|
70,690,000
|
68,198,867
|
|
Goldman Sachs Group Inc/The 6.75% 10/1/2037
|
6,976,000
|
7,503,405
|
|
Hightower Holding LLC 6.75% 4/15/2029 (d)
|
1,140,000
|
1,124,181
|
|
Hightower Holding LLC 9.125% 1/31/2030 (d)
|
4,325,000
|
4,501,904
|
|
Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (d)
|
3,793,000
|
3,799,277
|
|
Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (d)
|
3,300,000
|
3,384,256
|
|
Jane Street Group / JSG Finance Inc 7.125% 4/30/2031 (d)
|
3,020,000
|
3,154,882
|
|
Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (d)
|
680,000
|
644,204
|
|
Jefferies Finance LLC / JFIN Co-Issuer Corp 6.625% 10/15/2031 (d)
|
1,360,000
|
1,346,295
|
|
Moody's Corp 3.25% 1/15/2028
|
7,339,000
|
7,157,216
|
|
Morgan Stanley 2.699% 1/22/2031 (b)
|
10,000,000
|
9,122,495
|
|
Morgan Stanley 3.622% 4/1/2031 (b)
|
39,278,000
|
37,242,155
|
|
Morgan Stanley 3.955% 3/21/2035 (b)
|
EUR
|
2,550,000
|
2,950,277
|
Morgan Stanley 4.099% 5/22/2036 (b)
|
EUR
|
1,400,000
|
1,626,551
|
Morgan Stanley 4.431% 1/23/2030 (b)
|
14,132,000
|
14,014,670
|
|
Morgan Stanley 4.889% 7/20/2033 (b)
|
69,805,000
|
68,760,803
|
|
Morgan Stanley 5.192% 4/17/2031 (b)
|
22,172,000
|
22,495,792
|
|
Morgan Stanley 5.25% 4/21/2034 (b)
|
45,000,000
|
44,967,446
|
|
Morgan Stanley 5.449% 7/20/2029 (b)
|
16,205,000
|
16,575,305
|
|
Morgan Stanley 5.664% 4/17/2036 (b)
|
17,585,000
|
17,872,224
|
|
Morgan Stanley 5.831% 4/19/2035 (b)
|
32,000,000
|
32,994,595
|
|
Morgan Stanley 6.407% 11/1/2029 (b)
|
70,000,000
|
73,789,687
|
|
VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (d)
|
2,250,000
|
2,345,834
|
|
817,095,167
|
|||
Consumer Finance - 1.1%
|
|||
Ally Financial Inc 5.543% 1/17/2031 (b)
|
5,005,000
|
4,995,446
|
|
Ally Financial Inc 5.737% 5/15/2029 (b)
|
6,167,000
|
6,227,402
|
|
Ally Financial Inc 5.75% 11/20/2025
|
20,763,000
|
20,798,418
|
|
Ally Financial Inc 6.646% 1/17/2040 (b)
|
4,596,000
|
4,413,670
|
|
Ally Financial Inc 6.7% 2/14/2033
|
5,050,000
|
5,136,146
|
|
Ally Financial Inc 7.1% 11/15/2027
|
32,320,000
|
33,895,442
|
|
Ally Financial Inc 8% 11/1/2031
|
42,441,000
|
47,489,386
|
|
Capital One Financial Corp 3.273% 3/1/2030 (b)
|
22,490,000
|
21,228,734
|
|
Capital One Financial Corp 3.65% 5/11/2027
|
52,443,000
|
51,597,039
|
|
Capital One Financial Corp 3.8% 1/31/2028
|
24,176,000
|
23,701,057
|
|
Capital One Financial Corp 4.1% 2/9/2027
|
11,988,000
|
11,893,484
|
|
Capital One Financial Corp 4.5% 1/30/2026
|
15,184,000
|
15,162,925
|
|
Capital One Financial Corp 4.985% 7/24/2026 (b)
|
22,984,000
|
22,983,820
|
|
Capital One Financial Corp 5.247% 7/26/2030 (b)
|
35,910,000
|
36,235,619
|
|
Capital One Financial Corp 5.817% 2/1/2034 (b)
|
6,428,000
|
6,511,980
|
|
Capital One Financial Corp 6.377% 6/8/2034 (b)
|
3,572,000
|
3,733,317
|
|
Capital One Financial Corp 7.624% 10/30/2031 (b)
|
47,805,000
|
53,314,164
|
|
Encore Capital Group Inc 8.5% 5/15/2030 (d)
|
4,615,000
|
4,891,973
|
|
Encore Capital Group Inc 9.25% 4/1/2029 (d)
|
1,790,000
|
1,908,587
|
|
Ford Motor Credit Co LLC 4.445% 2/14/2030
|
EUR
|
2,175,000
|
2,523,135
|
Ford Motor Credit Co LLC 6.86% 6/5/2026
|
GBP
|
3,580,000
|
4,889,439
|
Ford Motor Credit Co LLC U.S. SOFR Index + 2.95%, 7.2949% 3/6/2026 (b)(c)
|
2,490,000
|
2,507,116
|
|
Navient Corp 4.875% 3/15/2028
|
505,000
|
492,657
|
|
Navient Corp 5% 3/15/2027
|
1,400,000
|
1,385,766
|
|
Navient Corp 5.5% 3/15/2029 (t)
|
1,700,000
|
1,635,453
|
|
Navient Corp 5.625% 8/1/2033
|
735,000
|
646,538
|
|
Navient Corp 7.875% 6/15/2032
|
2,710,000
|
2,733,171
|
|
OneMain Finance Corp 3.5% 1/15/2027
|
1,973,000
|
1,911,624
|
|
OneMain Finance Corp 3.875% 9/15/2028
|
5,655,000
|
5,302,517
|
|
OneMain Finance Corp 6.625% 5/15/2029
|
3,410,000
|
3,448,011
|
|
OneMain Finance Corp 6.75% 3/15/2032
|
1,015,000
|
1,008,864
|
|
OneMain Finance Corp 7.125% 11/15/2031
|
1,100,000
|
1,116,645
|
|
OneMain Finance Corp 7.125% 3/15/2026
|
5,110,000
|
5,179,184
|
|
OneMain Finance Corp 7.125% 9/15/2032 (g)
|
1,170,000
|
1,177,279
|
|
OneMain Finance Corp 9% 1/15/2029
|
5,000
|
5,240
|
|
PRA Group Inc 8.875% 1/31/2030 (d)
|
2,278,000
|
2,335,033
|
|
RFNA LP 7.875% 2/15/2030 (d)
|
1,700,000
|
1,704,249
|
|
SLM Corp 6.5% 1/31/2030
|
2,260,000
|
2,330,353
|
|
Synchrony Financial 3.95% 12/1/2027
|
24,512,000
|
23,837,313
|
|
442,288,196
|
|||
Financial Services - 0.7%
|
|||
Azorra Finance Ltd 7.75% 4/15/2030 (d)
|
2,090,000
|
2,096,446
|
|
Block Inc 3.5% 6/1/2031
|
5,189,000
|
4,688,687
|
|
Block Inc 6.5% 5/15/2032
|
6,385,000
|
6,525,387
|
|
Boost Newco Borrower LLC 7.5% 1/15/2031 (d)
|
4,925,000
|
5,210,941
|
|
Clue Opco LLC 9.5% 10/15/2031 (d)(t)
|
1,567,000
|
1,613,334
|
|
Corebridge Financial Inc 3.65% 4/5/2027
|
24,155,000
|
23,773,429
|
|
Corebridge Financial Inc 3.85% 4/5/2029
|
9,902,000
|
9,608,081
|
|
Corebridge Financial Inc 3.9% 4/5/2032
|
11,788,000
|
10,850,567
|
|
Corebridge Financial Inc 4.35% 4/5/2042
|
2,681,000
|
2,197,950
|
|
Corebridge Financial Inc 4.4% 4/5/2052
|
7,930,000
|
6,154,204
|
|
Equitable Holdings Inc 4.572% 2/15/2029 (d)
|
4,941,000
|
4,870,459
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (d)
|
1,315,000
|
1,281,853
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 4.375% 2/1/2029
|
6,355,000
|
5,190,711
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027
|
5,891,000
|
5,605,777
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 6.25% 5/15/2026
|
4,697,000
|
4,652,992
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 9% 6/15/2030
|
2,780,000
|
2,519,947
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 9.75% 1/15/2029
|
395,000
|
382,747
|
|
Jackson Financial Inc 3.125% 11/23/2031
|
2,681,000
|
2,328,007
|
|
Jackson Financial Inc 5.17% 6/8/2027
|
10,301,000
|
10,380,603
|
|
Jackson Financial Inc 5.67% 6/8/2032
|
11,039,000
|
11,031,922
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 2.5% 1/15/2027
|
32,955,000
|
31,773,718
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032
|
33,235,000
|
28,568,155
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3.625% 1/15/2032
|
9,085,000
|
8,167,197
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.125% 2/1/2028
|
11,235,000
|
11,347,822
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.5% 1/15/2030
|
2,082,000
|
2,107,117
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033
|
14,204,000
|
14,387,800
|
|
Jefferson Capital Holdin 8.25% 5/15/2030 (d)
|
2,415,000
|
2,471,924
|
|
NFE Financing LLC 12% 11/15/2029 (d)
|
10,845,797
|
4,653,159
|
|
PennyMac Financial Services Inc 6.875% 2/15/2033 (d)
|
2,380,000
|
2,392,780
|
|
PennyMac Financial Services Inc 6.875% 5/15/2032 (d)
|
2,645,000
|
2,657,432
|
|
Pine Street Trust II 5.568% 2/15/2049 (d)
|
19,200,000
|
17,209,753
|
|
Saks Global Enterprises LLC 11% 12/15/2029 (d)
|
4,145,000
|
1,989,600
|
|
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (d)
|
3,320,000
|
3,387,385
|
|
UWM Holdings LLC 6.625% 2/1/2030 (d)
|
4,495,000
|
4,406,991
|
|
Walker & Dunlop Inc 6.625% 4/1/2033 (d)
|
1,755,000
|
1,777,092
|
|
WEX Inc 6.5% 3/15/2033 (d)
|
3,745,000
|
3,704,018
|
|
Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (d)
|
6,285,000
|
6,541,089
|
|
268,507,076
|
|||
Insurance - 0.4%
|
|||
Acrisure LLC / Acrisure Finance Inc 4.25% 2/15/2029 (d)
|
760,000
|
728,393
|
|
Acrisure LLC / Acrisure Finance Inc 7.5% 11/6/2030 (d)
|
1,060,000
|
1,093,707
|
|
Acrisure LLC / Acrisure Finance Inc 8.25% 2/1/2029 (d)
|
1,030,000
|
1,065,144
|
|
Acrisure LLC / Acrisure Finance Inc 8.5% 6/15/2029 (d)
|
1,060,000
|
1,107,774
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 4.25% 10/15/2027 (d)
|
4,700,000
|
4,567,656
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 10/1/2031 (d)
|
500,000
|
504,002
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 4/15/2028 (d)
|
3,269,000
|
3,314,779
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7.375% 10/1/2032 (d)
|
1,760,000
|
1,809,078
|
|
AmWINS Group Inc 4.875% 6/30/2029 (d)
|
2,420,000
|
2,318,458
|
|
AmWINS Group Inc 6.375% 2/15/2029 (d)
|
2,070,000
|
2,099,001
|
|
APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (d)
|
4,105,000
|
4,061,529
|
|
Five Corners Funding Trust II 2.85% 5/15/2030 (d)
|
42,017,000
|
38,710,710
|
|
HUB International Ltd 7.25% 6/15/2030 (d)
|
1,800,000
|
1,874,560
|
|
Liberty Mutual Group Inc 4.569% 2/1/2029 (d)
|
8,055,000
|
7,984,125
|
|
Marsh & McLennan Cos Inc 4.375% 3/15/2029
|
12,747,000
|
12,740,354
|
|
Massachusetts Mutual Life Insurance Co 3.729% 10/15/2070 (d)
|
21,378,000
|
13,675,711
|
|
Unum Group 3.875% 11/5/2025
|
13,752,000
|
13,669,253
|
|
Unum Group 4% 6/15/2029
|
15,636,000
|
15,184,637
|
|
Unum Group 4.046% 8/15/2041 (d)
|
1,112,000
|
866,751
|
|
Unum Group 5.75% 8/15/2042
|
15,440,000
|
14,660,905
|
|
Western-Southern Global Funding 4.9% 5/1/2030 (d)
|
9,668,000
|
9,695,085
|
|
151,731,612
|
|||
Mortgage Real Estate Investment Trusts (REITs) - 0.0%
|
|||
Rithm Capital Corp 6.25% 10/15/2025 (d)
|
455,000
|
455,324
|
|
Rithm Capital Corp 8% 4/1/2029 (d)
|
1,000,000
|
1,002,663
|
|
Starwood Property Trust Inc 3.625% 7/15/2026 (d)
|
490,000
|
478,410
|
|
Starwood Property Trust Inc 6% 4/15/2030 (d)
|
2,020,000
|
2,014,158
|
|
Starwood Property Trust Inc 6.5% 10/15/2030 (d)
|
700,000
|
708,400
|
|
Starwood Property Trust Inc 6.5% 7/1/2030 (d)
|
2,405,000
|
2,439,134
|
|
Starwood Property Trust Inc 7.25% 4/1/2029 (d)
|
1,245,000
|
1,294,271
|
|
8,392,360
|
|||
TOTAL FINANCIALS
|
3,106,609,833
|
||
Health Care - 1.3%
|
|||
Biotechnology - 0.1%
|
|||
Amgen Inc 5.25% 3/2/2033
|
13,756,000
|
13,882,251
|
|
Amgen Inc 5.6% 3/2/2043
|
13,068,000
|
12,682,004
|
|
Amgen Inc 5.75% 3/2/2063
|
11,839,000
|
11,192,655
|
|
Emergent BioSolutions Inc 3.875% 8/15/2028 (d)
|
3,360,000
|
2,544,931
|
|
40,301,841
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
AdaptHealth LLC 5.125% 3/1/2030 (d)(t)
|
2,521,000
|
2,329,722
|
|
Avantor Funding Inc 3.875% 11/1/2029 (d)(t)
|
1,415,000
|
1,319,706
|
|
Avantor Funding Inc 4.625% 7/15/2028 (d)
|
1,177,000
|
1,147,125
|
|
Insulet Corp 6.5% 4/1/2033 (d)
|
1,000,000
|
1,028,256
|
|
Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (d)
|
9,150,000
|
9,310,709
|
|
Sotera Health Holdings LLC 7.375% 6/1/2031 (d)
|
1,647,000
|
1,710,775
|
|
16,846,293
|
|||
Health Care Providers & Services - 1.1%
|
|||
Acadia Healthcare Co Inc 7.375% 3/15/2033 (d)
|
1,760,000
|
1,793,343
|
|
Centene Corp 2.45% 7/15/2028
|
29,620,000
|
27,279,757
|
|
Centene Corp 2.625% 8/1/2031
|
13,830,000
|
11,714,235
|
|
Centene Corp 3.375% 2/15/2030
|
24,530,000
|
22,356,635
|
|
Centene Corp 4.25% 12/15/2027
|
15,485,000
|
15,123,833
|
|
Centene Corp 4.625% 12/15/2029
|
24,065,000
|
23,174,619
|
|
CHS/Community Health Systems Inc 4.75% 2/15/2031 (d)
|
10,525,000
|
9,008,927
|
|
CHS/Community Health Systems Inc 5.25% 5/15/2030 (d)
|
11,975,000
|
10,784,037
|
|
CHS/Community Health Systems Inc 6.125% 4/1/2030 (d)
|
4,760,000
|
3,677,142
|
|
CHS/Community Health Systems Inc 6.875% 4/15/2029 (d)
|
4,057,000
|
3,390,881
|
|
Cigna Group/The 3.05% 10/15/2027
|
10,400,000
|
10,072,739
|
|
CVS Health Corp 3% 8/15/2026
|
2,303,000
|
2,258,653
|
|
CVS Health Corp 3.625% 4/1/2027
|
7,027,000
|
6,905,312
|
|
CVS Health Corp 4.78% 3/25/2038
|
18,481,000
|
16,424,589
|
|
CVS Health Corp 5% 1/30/2029
|
10,678,000
|
10,750,113
|
|
CVS Health Corp 5.25% 1/30/2031
|
4,378,000
|
4,414,583
|
|
CVS Health Corp 6.75% 12/10/2054 (b)
|
3,767,000
|
3,666,767
|
|
CVS Health Corp 7% 3/10/2055 (b)
|
5,931,000
|
5,974,101
|
|
DaVita Inc 3.75% 2/15/2031 (d)(t)
|
1,165,000
|
1,031,859
|
|
DaVita Inc 4.625% 6/1/2030 (d)
|
7,070,000
|
6,606,497
|
|
DaVita Inc 6.75% 7/15/2033 (d)
|
3,490,000
|
3,526,042
|
|
DaVita Inc 6.875% 9/1/2032 (d)
|
3,605,000
|
3,662,110
|
|
HAH Group Holding Co LLC 9.75% 10/1/2031 (d)(t)
|
2,602,000
|
2,591,427
|
|
HCA Inc 3.5% 9/1/2030
|
20,891,000
|
19,485,881
|
|
HCA Inc 3.625% 3/15/2032
|
3,086,000
|
2,799,977
|
|
HCA Inc 5.5% 6/1/2033
|
18,000,000
|
18,160,735
|
|
HCA Inc 5.625% 9/1/2028
|
16,701,000
|
17,072,049
|
|
HCA Inc 5.875% 2/1/2029
|
15,195,000
|
15,683,547
|
|
Humana Inc 3.7% 3/23/2029
|
9,378,000
|
9,008,426
|
|
LifePoint Health Inc 10% 6/1/2032 (d)
|
1,436,000
|
1,502,169
|
|
ModivCare Inc 5% 10/1/2029 (d)
|
950,000
|
47,500
|
|
Molina Healthcare Inc 6.25% 1/15/2033 (d)
|
6,945,000
|
6,933,803
|
|
Owens & Minor Inc 10% 4/15/2030 (d)
|
3,518,000
|
3,674,495
|
|
Owens & Minor Inc 4.5% 3/31/2029 (d)(t)
|
1,415,000
|
1,156,534
|
|
Owens & Minor Inc 6.625% 4/1/2030 (d)
|
1,355,000
|
1,147,508
|
|
Pediatrix Medical Group Inc 5.375% 2/15/2030 (d)
|
2,355,000
|
2,279,738
|
|
Prime Healthcare Services Inc 9.375% 9/1/2029 (d)
|
2,335,000
|
2,372,334
|
|
Radiology Partners Inc 7.775% 1/31/2029 pay-in-kind (b)(d)
|
4,591,339
|
4,614,296
|
|
Radiology Partners Inc 9.781% 2/15/2030 pay-in-kind (b)(d)
|
256,981
|
248,106
|
|
Sabra Health Care LP 3.2% 12/1/2031
|
36,074,000
|
31,418,399
|
|
Select Medical Corp 6.25% 12/1/2032 (d)(t)
|
4,555,000
|
4,514,235
|
|
Surgery Center Holdings Inc 7.25% 4/15/2032 (d)
|
1,650,000
|
1,646,816
|
|
Tenet Healthcare Corp 4.25% 6/1/2029
|
3,970,000
|
3,812,126
|
|
Tenet Healthcare Corp 4.375% 1/15/2030
|
4,410,000
|
4,215,016
|
|
Tenet Healthcare Corp 4.625% 6/15/2028
|
4,010,000
|
3,932,114
|
|
Tenet Healthcare Corp 6.125% 10/1/2028
|
4,615,000
|
4,621,706
|
|
Tenet Healthcare Corp 6.125% 6/15/2030
|
3,770,000
|
3,803,851
|
|
Tenet Healthcare Corp 6.25% 2/1/2027
|
528,000
|
528,375
|
|
Tenet Healthcare Corp 6.75% 5/15/2031 (t)
|
665,000
|
684,985
|
|
Toledo Hospital/The Series 2018 B, 5.325% 11/15/2028
|
6,970,000
|
6,817,710
|
|
US Acute Care Solutions LLC 9.75% 5/15/2029 (d)
|
4,996,000
|
5,077,879
|
|
383,448,511
|
|||
Health Care Technology - 0.0%
|
|||
IQVIA Inc 6.5% 5/15/2030 (d)
|
1,895,000
|
1,935,451
|
|
Life Sciences Tools & Services - 0.0%
|
|||
Charles River Laboratories International Inc 3.75% 3/15/2029 (d)
|
1,715,000
|
1,588,607
|
|
Charles River Laboratories International Inc 4% 3/15/2031 (d)
|
1,715,000
|
1,537,915
|
|
Charles River Laboratories International Inc 4.25% 5/1/2028 (d)
|
1,135,000
|
1,090,170
|
|
4,216,692
|
|||
Pharmaceuticals - 0.1%
|
|||
1261229 BC Ltd 10% 4/15/2032 (d)
|
8,899,000
|
8,810,161
|
|
Bausch Health Americas Inc 8.5% 1/31/2027 (d)
|
475,000
|
447,687
|
|
Bausch Health Americas Inc 9.25% 4/1/2026 (d)
|
3,565,000
|
3,512,238
|
|
Bausch Health Cos Inc 11% 9/30/2028 (d)
|
2,005,000
|
1,923,727
|
|
Bausch Health Cos Inc 4.875% 6/1/2028 (d)
|
2,850,000
|
2,326,313
|
|
Bausch Health Cos Inc 5.25% 1/30/2030 (d)
|
1,130,000
|
641,389
|
|
Elanco Animal Health Inc 6.65% 8/28/2028 (b)
|
4,279,000
|
4,396,891
|
|
Mylan Inc 4.55% 4/15/2028
|
13,507,000
|
13,213,665
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (d)
|
4,135,000
|
3,884,110
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (d)(t)
|
3,890,000
|
3,268,692
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 6.75% 5/15/2034 (d)
|
1,770,000
|
1,646,654
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 7.875% 5/15/2034 (d)(t)
|
1,015,000
|
875,389
|
|
Utah Acquisition Sub Inc 3.95% 6/15/2026
|
4,272,000
|
4,216,173
|
|
49,163,089
|
|||
TOTAL HEALTH CARE
|
495,911,877
|
||
Industrials - 1.0%
|
|||
Aerospace & Defense - 0.5%
|
|||
ATI Inc 7.25% 8/15/2030 (t)
|
1,020,000
|
1,068,091
|
|
Axon Enterprise Inc 6.125% 3/15/2030 (d)
|
3,500,000
|
3,569,651
|
|
Axon Enterprise Inc 6.25% 3/15/2033 (d)
|
3,050,000
|
3,094,463
|
|
Boeing Co 3.55% 3/1/2038
|
2,570,000
|
1,986,523
|
|
Boeing Co 5.15% 5/1/2030
|
18,842,000
|
19,007,191
|
|
Boeing Co 5.705% 5/1/2040
|
13,710,000
|
13,230,097
|
|
Boeing Co 5.805% 5/1/2050
|
3,812,000
|
3,569,672
|
|
Boeing Co 5.93% 5/1/2060
|
13,710,000
|
12,692,775
|
|
Boeing Co 6.259% 5/1/2027
|
3,585,000
|
3,684,889
|
|
Boeing Co 6.298% 5/1/2029
|
8,683,000
|
9,132,694
|
|
Boeing Co 6.388% 5/1/2031
|
6,576,000
|
7,016,425
|
|
Boeing Co 6.528% 5/1/2034
|
7,038,000
|
7,512,163
|
|
Boeing Co 6.858% 5/1/2054
|
10,596,000
|
11,300,728
|
|
Boeing Co 7.008% 5/1/2064
|
10,000,000
|
10,682,257
|
|
BWX Technologies Inc 4.125% 6/30/2028 (d)
|
4,365,000
|
4,247,901
|
|
Goat Holdco LLC 6.75% 2/1/2032 (d)
|
3,305,000
|
3,292,259
|
|
OneSky Flight LLC 8.875% 12/15/2029 (d)
|
2,305,000
|
2,323,979
|
|
Spirit AeroSystems Inc 9.75% 11/15/2030 (d)
|
1,515,000
|
1,672,961
|
|
TransDigm Inc 4.625% 1/15/2029 (t)
|
7,395,000
|
7,161,870
|
|
TransDigm Inc 5.5% 11/15/2027
|
10,180,000
|
10,172,037
|
|
TransDigm Inc 6% 1/15/2033 (d)
|
1,260,000
|
1,246,785
|
|
TransDigm Inc 6.375% 3/1/2029 (d)
|
5,205,000
|
5,289,826
|
|
TransDigm Inc 6.375% 5/31/2033 (d)
|
3,510,000
|
3,467,883
|
|
TransDigm Inc 6.625% 3/1/2032 (d)
|
1,660,000
|
1,695,698
|
|
TransDigm Inc 6.75% 8/15/2028 (d)
|
2,555,000
|
2,596,519
|
|
TransDigm Inc 7.125% 12/1/2031 (d)
|
415,000
|
429,297
|
|
151,144,634
|
|||
Air Freight & Logistics - 0.0%
|
|||
Rand Parent LLC 8.5% 2/15/2030 (d)(t)
|
9,462,000
|
9,323,713
|
|
Stonepeak Nile Parent LLC 7.25% 3/15/2032 (d)
|
3,125,000
|
3,236,563
|
|
12,560,276
|
|||
Building Products - 0.1%
|
|||
Advanced Drainage Systems Inc 6.375% 6/15/2030 (d)(t)
|
205,000
|
207,514
|
|
BCPE Ulysses Intermediate Inc 7.75% 4/1/2027 pay-in-kind (b)(d)
|
3,463,000
|
3,290,193
|
|
Builders FirstSource Inc 4.25% 2/1/2032 (d)
|
3,090,000
|
2,803,571
|
|
Builders FirstSource Inc 6.375% 3/1/2034 (d)
|
1,250,000
|
1,245,414
|
|
Builders FirstSource Inc 6.75% 5/15/2035 (d)
|
5,790,000
|
5,822,945
|
|
Carrier Global Corp 5.9% 3/15/2034
|
2,545,000
|
2,673,925
|
|
Carrier Global Corp 6.2% 3/15/2054
|
1,576,000
|
1,665,553
|
|
EMRLD Borrower LP / Emerald Co-Issuer Inc 6.625% 12/15/2030 (d)
|
6,650,000
|
6,717,256
|
|
EMRLD Borrower LP / Emerald Co-Issuer Inc 6.75% 7/15/2031 (d)
|
1,450,000
|
1,483,786
|
|
Masterbrand Inc 7% 7/15/2032 (d)
|
1,135,000
|
1,128,612
|
|
Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC 6.75% 4/1/2032 (d)
|
1,055,000
|
1,062,941
|
|
Oscar AcquisitionCo LLC / Oscar Finance Inc 9.5% 4/15/2030 (d)(t)
|
2,970,000
|
2,382,180
|
|
Standard Building Solutions Inc 6.5% 8/15/2032 (d)
|
2,255,000
|
2,290,126
|
|
32,774,016
|
|||
Commercial Services & Supplies - 0.2%
|
|||
ADT Security Corp/The 4.125% 8/1/2029 (d)
|
2,555,000
|
2,436,666
|
|
Allied Universal Holdco LLC / Allied Universal Finance Corp 6% 6/1/2029 (d)
|
2,420,000
|
2,290,786
|
|
Allied Universal Holdco LLC / Allied Universal Finance Corp 9.75% 7/15/2027 (d)
|
6,595,000
|
6,649,197
|
|
Allied Universal Holdco LLC 7.875% 2/15/2031 (d)
|
4,855,000
|
5,031,572
|
|
Artera Services LLC 8.5% 2/15/2031 (d)
|
13,010,000
|
11,055,933
|
|
Brand Industrial Services Inc 10.375% 8/1/2030 (d)
|
7,987,000
|
7,163,751
|
|
Clean Harbors Inc 6.375% 2/1/2031 (d)
|
945,000
|
961,642
|
|
CoreCivic Inc 4.75% 10/15/2027
|
6,040,000
|
5,895,066
|
|
CoreCivic Inc 8.25% 4/15/2029
|
5,085,000
|
5,374,509
|
|
GEO Group Inc/The 10.25% 4/15/2031
|
3,665,000
|
4,017,378
|
|
GEO Group Inc/The 8.625% 4/15/2029
|
3,710,000
|
3,916,188
|
|
GFL Environmental Inc 3.5% 9/1/2028 (d)
|
1,935,000
|
1,843,204
|
|
GFL Environmental Inc 6.75% 1/15/2031 (d)
|
405,000
|
420,106
|
|
Neptune Bidco US Inc 9.29% 4/15/2029 (d)
|
4,615,000
|
4,366,944
|
|
OT Midco Inc 10% 2/15/2030 (d)(t)
|
5,490,000
|
4,573,834
|
|
Reworld Holding Corp 4.875% 12/1/2029 (d)
|
3,383,000
|
3,203,138
|
|
Waste Pro USA Inc 7% 2/1/2033 (d)
|
2,100,000
|
2,153,191
|
|
Williams Scotsman Inc 6.625% 4/15/2030 (d)
|
1,635,000
|
1,675,769
|
|
Williams Scotsman Inc 6.625% 6/15/2029 (d)
|
2,255,000
|
2,299,563
|
|
75,328,437
|
|||
Construction & Engineering - 0.0%
|
|||
Amsted Industries Inc 6.375% 3/15/2033 (d)
|
2,400,000
|
2,435,982
|
|
Pike Corp 5.5% 9/1/2028 (d)
|
2,358,000
|
2,338,698
|
|
Pike Corp 8.625% 1/31/2031 (d)
|
3,795,000
|
4,087,519
|
|
Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (d)
|
5,434,000
|
5,517,412
|
|
14,379,611
|
|||
Electrical Equipment - 0.0%
|
|||
Sensata Technologies BV 4% 4/15/2029 (d)
|
1,985,000
|
1,863,322
|
|
WESCO Distribution Inc 6.375% 3/15/2033 (d)
|
3,585,000
|
3,651,549
|
|
5,514,871
|
|||
Ground Transportation - 0.0%
|
|||
Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.375% 6/15/2032 (d)
|
2,345,000
|
2,362,663
|
|
Genesee & Wyoming Inc 6.25% 4/15/2032 (d)
|
5,030,000
|
5,108,473
|
|
XPO Inc 6.25% 6/1/2028 (d)
|
90,000
|
90,899
|
|
XPO Inc 7.125% 2/1/2032 (d)
|
3,680,000
|
3,819,630
|
|
XPO Inc 7.125% 6/1/2031 (d)
|
940,000
|
973,246
|
|
12,354,911
|
|||
Industrial Conglomerates - 0.0%
|
|||
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75% 6/15/2029 (d)
|
1,900,000
|
1,840,570
|
|
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 5.25% 10/1/2025 (d)
|
220,000
|
219,724
|
|
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7% 7/15/2031 (d)
|
2,130,000
|
2,208,917
|
|
4,269,211
|
|||
Machinery - 0.0%
|
|||
Chart Industries Inc 7.5% 1/1/2030 (d)
|
256,000
|
267,213
|
|
Enpro Inc 6.125% 6/1/2033 (d)
|
2,680,000
|
2,699,932
|
|
Mueller Water Products Inc 4% 6/15/2029 (d)
|
1,465,000
|
1,389,900
|
|
4,357,045
|
|||
Passenger Airlines - 0.0%
|
|||
American Airlines 2016-3 Class A Pass Through Trust 7.25% 2/15/2028 (d)(t)
|
950,000
|
959,496
|
|
American Airlines 2016-3 Class A Pass Through Trust 8.5% 5/15/2029 (d)(t)
|
1,870,000
|
1,937,535
|
|
American Airlines Inc/AAdvantage Loyalty IP Ltd 5.5% 4/20/2026 (d)
|
2,110,000
|
2,106,395
|
|
Delta Air Lines Inc / SkyMiles IP Ltd 4.5% 10/20/2025 (d)
|
99,250
|
98,874
|
|
JetBlue Airways Corp / JetBlue Loyalty LP 9.875% 9/20/2031 (d)
|
3,595,000
|
3,556,051
|
|
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 11% 3/6/2030 pay-in-kind (b)(d)
|
548,649
|
425,203
|
|
9,083,554
|
|||
Professional Services - 0.1%
|
|||
Amentum Holdings Inc 7.25% 8/1/2032 (d)
|
2,783,000
|
2,838,894
|
|
CACI International Inc 6.375% 6/15/2033 (d)(g)(u)
|
4,135,000
|
4,215,384
|
|
Paychex Inc 5.1% 4/15/2030
|
2,986,000
|
3,024,714
|
|
Paychex Inc 5.35% 4/15/2032
|
4,153,000
|
4,214,657
|
|
Paychex Inc 5.6% 4/15/2035
|
3,253,000
|
3,307,724
|
|
TriNet Group Inc 3.5% 3/1/2029 (d)
|
5,175,000
|
4,782,743
|
|
22,384,116
|
|||
Trading Companies & Distributors - 0.1%
|
|||
Air Lease Corp 3.375% 7/1/2025
|
24,376,000
|
24,344,784
|
|
Fortress Transportation and Infrastructure Investors LLC 7% 6/15/2032 (d)
|
1,005,000
|
1,027,365
|
|
Fortress Transportation and Infrastructure Investors LLC 7.875% 12/1/2030 (d)
|
2,535,000
|
2,663,966
|
|
Foundation Building Materials Inc 6% 3/1/2029 (d)
|
1,565,000
|
1,333,009
|
|
Herc Holdings Escrow Inc 7% 6/15/2030 (d)(g)
|
4,630,000
|
4,769,945
|
|
Herc Holdings Escrow Inc 7.25% 6/15/2033 (d)(g)
|
3,325,000
|
3,422,063
|
|
QXO Building Products Inc 6.75% 4/30/2032 (d)
|
7,785,000
|
7,982,349
|
|
United Rentals North America Inc 6.125% 3/15/2034 (d)
|
4,170,000
|
4,226,750
|
|
49,770,231
|
|||
TOTAL INDUSTRIALS
|
393,920,913
|
||
Information Technology - 0.9%
|
|||
Communications Equipment - 0.0%
|
|||
CommScope LLC 4.75% 9/1/2029 (d)
|
1,717,000
|
1,644,081
|
|
CommScope LLC 9.5% 12/15/2031 (d)
|
6,855,000
|
7,125,210
|
|
Viasat Inc 6.5% 7/15/2028 (d)(t)
|
1,455,000
|
1,335,451
|
|
Viasat Inc 7.5% 5/30/2031 (d)
|
1,915,000
|
1,527,851
|
|
11,632,593
|
|||
Electronic Equipment, Instruments & Components - 0.1%
|
|||
Coherent Corp 5% 12/15/2029 (d)
|
3,545,000
|
3,434,976
|
|
Dell International LLC / EMC Corp 6.2% 7/15/2030
|
8,040,000
|
8,515,860
|
|
Insight Enterprises Inc 6.625% 5/15/2032 (d)
|
1,735,000
|
1,767,852
|
|
Lightning Power LLC 7.25% 8/15/2032 (d)
|
2,020,000
|
2,117,881
|
|
Sensata Technologies Inc 3.75% 2/15/2031 (d)
|
950,000
|
843,541
|
|
Sensata Technologies Inc 6.625% 7/15/2032 (d)
|
2,355,000
|
2,376,065
|
|
TTM Technologies Inc 4% 3/1/2029 (d)
|
2,350,000
|
2,233,635
|
|
21,289,810
|
|||
IT Services - 0.1%
|
|||
Acuris Finance US Inc / Acuris Finance SARL 5% 5/1/2028 (d)
|
4,330,000
|
4,120,586
|
|
Acuris Finance US Inc / Acuris Finance SARL 9% 8/1/2029 (d)
|
2,500,000
|
2,554,555
|
|
ASGN Inc 4.625% 5/15/2028 (d)
|
1,705,000
|
1,644,820
|
|
Cogent Communications Group Inc / Cogent Communications Finance Inc 7% 6/15/2027 (d)
|
3,250,000
|
3,270,095
|
|
CoreWeave Inc 9.25% 6/1/2030 (d)
|
4,045,000
|
4,040,462
|
|
Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (d)
|
3,065,000
|
2,861,019
|
|
Go Daddy Operating Co LLC / GD Finance Co Inc 5.25% 12/1/2027 (d)
|
3,305,000
|
3,285,439
|
|
21,776,976
|
|||
Semiconductors & Semiconductor Equipment - 0.5%
|
|||
Broadcom Inc 1.95% 2/15/2028 (d)
|
6,532,000
|
6,136,308
|
|
Broadcom Inc 2.45% 2/15/2031 (d)
|
63,710,000
|
56,328,138
|
|
Broadcom Inc 2.6% 2/15/2033 (d)
|
92,472,000
|
78,063,044
|
|
Broadcom Inc 3.5% 2/15/2041 (d)
|
44,880,000
|
34,787,630
|
|
Entegris Inc 3.625% 5/1/2029 (d)
|
1,775,000
|
1,655,242
|
|
Entegris Inc 4.75% 4/15/2029 (d)
|
6,760,000
|
6,563,752
|
|
Entegris Inc 5.95% 6/15/2030 (d)
|
6,600,000
|
6,603,623
|
|
ON Semiconductor Corp 3.875% 9/1/2028 (d)
|
2,785,000
|
2,659,922
|
|
Wolfspeed Inc 7.9583% 6/23/2030 (d)(e)(i)(l)
|
3,946,098
|
3,798,119
|
|
196,595,778
|
|||
Software - 0.2%
|
|||
Cloud Software Group Inc 6.5% 3/31/2029 (d)
|
554,000
|
553,377
|
|
Cloud Software Group Inc 8.25% 6/30/2032 (d)(t)
|
4,914,000
|
5,166,933
|
|
Cloud Software Group Inc 9% 9/30/2029 (d)
|
12,063,000
|
12,347,434
|
|
Elastic NV 4.125% 7/15/2029 (d)
|
1,230,000
|
1,153,333
|
|
Fair Isaac Corp 6% 5/15/2033 (d)
|
4,640,000
|
4,631,240
|
|
Fiserv Funding ULC 3.5% 6/15/2032
|
EUR
|
1,000,000
|
1,127,124
|
Gen Digital Inc 6.25% 4/1/2033 (d)
|
2,890,000
|
2,922,088
|
|
Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl 8.75% 5/1/2029 (d)
|
1,681,000
|
1,706,684
|
|
Oracle Corp 1.65% 3/25/2026
|
24,761,000
|
24,157,028
|
|
Oracle Corp 2.3% 3/25/2028
|
39,119,000
|
36,953,158
|
|
Rackspace Finance LLC 3.5% 5/15/2028 (d)
|
3,657,300
|
1,316,628
|
|
UKG Inc 6.875% 2/1/2031 (d)(t)
|
2,260,000
|
2,328,693
|
|
94,363,720
|
|||
Technology Hardware, Storage & Peripherals - 0.0%
|
|||
Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (d)
|
2,065,000
|
2,068,924
|
|
Seagate HDD Cayman 5.75% 12/1/2034
|
2,400,000
|
2,356,335
|
|
Seagate HDD Cayman 8.25% 12/15/2029
|
850,000
|
906,046
|
|
Seagate HDD Cayman 8.5% 7/15/2031
|
1,045,000
|
1,115,763
|
|
Western Digital Corp 2.85% 2/1/2029
|
3,915,000
|
3,577,909
|
|
Western Digital Corp 3.1% 2/1/2032
|
1,630,000
|
1,407,131
|
|
Western Digital Corp 4.75% 2/15/2026
|
518,000
|
516,282
|
|
11,948,390
|
|||
TOTAL INFORMATION TECHNOLOGY
|
357,607,267
|
||
Materials - 0.5%
|
|||
Chemicals - 0.3%
|
|||
Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031 (d)
|
970,000
|
1,014,624
|
|
Celanese US Holdings LLC 6.5% 4/15/2030
|
1,885,000
|
1,899,505
|
|
Celanese US Holdings LLC 6.629% 7/15/2032 (b)
|
15,000,000
|
15,351,076
|
|
Celanese US Holdings LLC 6.75% 4/15/2033
|
3,750,000
|
3,649,800
|
|
Celanese US Holdings LLC 6.85% 11/15/2028 (b)
|
13,022,000
|
13,482,523
|
|
Celanese US Holdings LLC 7.05% 11/15/2030 (b)
|
13,200,000
|
13,603,656
|
|
Celanese US Holdings LLC 7.2% 11/15/2033 (b)
|
7,713,000
|
8,051,639
|
|
Chemours Co/The 4.625% 11/15/2029 (d)
|
2,165,000
|
1,771,001
|
|
Chemours Co/The 5.375% 5/15/2027
|
7,018,000
|
6,869,986
|
|
Chemours Co/The 5.75% 11/15/2028 (d)
|
4,150,000
|
3,715,934
|
|
Chemours Co/The 8% 1/15/2033 (d)
|
2,445,000
|
2,131,662
|
|
GPD Cos Inc 10.125% 4/1/2026 (d)(t)
|
2,355,000
|
2,264,466
|
|
Kobe US Midco 2 Inc 9.25% 11/1/2026 pay-in-kind (b)(d)
|
5,724,443
|
5,073,288
|
|
Mativ Holdings Inc 8% 10/1/2029 (d)
|
2,357,000
|
2,010,825
|
|
Methanex US Operations Inc 6.25% 3/15/2032 (d)
|
3,420,000
|
3,309,605
|
|
Olin Corp 5% 2/1/2030
|
6,975,000
|
6,601,820
|
|
Olin Corp 6.625% 4/1/2033 (d)
|
4,135,000
|
3,957,882
|
|
Olympus Water US Holding Corp 6.25% 10/1/2029 (d)(t)
|
3,959,000
|
3,675,020
|
|
Olympus Water US Holding Corp 7.25% 6/15/2031 (d)
|
2,115,000
|
2,115,000
|
|
Olympus Water US Holding Corp 9.75% 11/15/2028 (d)
|
5,805,000
|
6,086,345
|
|
Scih Salt Hldgs Inc 4.875% 5/1/2028 (d)
|
870,000
|
844,523
|
|
Scih Salt Hldgs Inc 6.625% 5/1/2029 (d)
|
2,370,000
|
2,325,219
|
|
SCIL IV LLC / SCIL USA Holdings LLC 5.375% 11/1/2026 (d)
|
2,325,000
|
2,313,226
|
|
Tronox Inc 4.625% 3/15/2029 (d)(t)
|
6,910,000
|
5,777,155
|
|
WR Grace Holdings LLC 5.625% 8/15/2029 (d)
|
6,245,000
|
5,502,565
|
|
WR Grace Holdings LLC 7.375% 3/1/2031 (d)
|
770,000
|
777,730
|
|
124,176,075
|
|||
Construction Materials - 0.0%
|
|||
Quikrete Holdings Inc 6.375% 3/1/2032 (d)
|
10,410,000
|
10,578,194
|
|
Quikrete Holdings Inc 6.75% 3/1/2033 (d)(t)
|
3,470,000
|
3,521,169
|
|
Smyrna Ready Mix Concrete LLC 6% 11/1/2028 (d)
|
2,365,000
|
2,330,655
|
|
Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (d)
|
2,540,000
|
2,608,316
|
|
19,038,334
|
|||
Containers & Packaging - 0.1%
|
|||
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (d)
|
4,020,000
|
3,566,294
|
|
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6% 6/15/2027 (d)
|
2,965,000
|
2,972,303
|
|
Ball Corp 6% 6/15/2029
|
630,000
|
642,351
|
|
Clydesdale Acquisition Holdings Inc 6.625% 4/15/2029 (d)
|
1,175,000
|
1,185,066
|
|
Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (d)
|
3,355,000
|
3,390,490
|
|
Clydesdale Acquisition Holdings Inc 6.875% 1/15/2030 (d)
|
2,470,000
|
2,504,704
|
|
Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (d)
|
2,825,000
|
2,888,933
|
|
Crown Americas LLC 5.875% 6/1/2033 (d)
|
3,370,000
|
3,347,057
|
|
Graham Packaging Co Inc 7.125% 8/15/2028 (d)
|
1,200,000
|
1,178,168
|
|
Graphic Packaging International LLC 3.75% 2/1/2030 (d)
|
1,190,000
|
1,096,820
|
|
Graphic Packaging International LLC 6.375% 7/15/2032 (d)
|
2,070,000
|
2,073,058
|
|
Sealed Air Corp 5% 4/15/2029 (d)
|
1,835,000
|
1,801,677
|
|
Sealed Air Corp 6.5% 7/15/2032 (d)
|
1,220,000
|
1,249,476
|
|
Sealed Air Corp/Sealed Air Corp US 7.25% 2/15/2031 (d)
|
2,020,000
|
2,110,765
|
|
30,007,162
|
|||
Metals & Mining - 0.1%
|
|||
Alcoa Nederland Holding BV 7.125% 3/15/2031 (d)
|
8,535,000
|
8,860,644
|
|
Alumina Pty Ltd 6.375% 9/15/2032 (d)
|
4,680,000
|
4,628,663
|
|
Cleveland-Cliffs Inc 6.875% 11/1/2029 (d)
|
1,240,000
|
1,152,914
|
|
Cleveland-Cliffs Inc 7% 3/15/2032 (d)
|
2,450,000
|
2,113,242
|
|
Cleveland-Cliffs Inc 7.375% 5/1/2033 (d)
|
1,240,000
|
1,064,939
|
|
Cleveland-Cliffs Inc 7.5% 9/15/2031 (d)(t)
|
1,160,000
|
1,043,113
|
|
Commercial Metals Co 3.875% 2/15/2031
|
1,150,000
|
1,041,229
|
|
Commercial Metals Co 4.125% 1/15/2030
|
2,295,000
|
2,161,348
|
|
Kaiser Aluminum Corp 4.5% 6/1/2031 (d)
|
205,000
|
188,349
|
|
Kaiser Aluminum Corp 4.625% 3/1/2028 (d)(t)
|
967,000
|
939,801
|
|
Novelis Corp 3.25% 11/15/2026 (d)
|
645,000
|
632,667
|
|
Novelis Corp 3.875% 8/15/2031 (d)
|
955,000
|
849,027
|
|
Novelis Corp 6.875% 1/30/2030 (d)
|
4,595,000
|
4,738,520
|
|
Vibrantz Technologies Inc 9% 2/15/2030 (d)
|
2,655,000
|
1,871,775
|
|
31,286,231
|
|||
TOTAL MATERIALS
|
204,507,802
|
||
Real Estate - 1.9%
|
|||
Diversified REITs - 0.4%
|
|||
GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034
|
3,794,000
|
3,700,877
|
|
Piedmont Operating Partnership LP 2.75% 4/1/2032
|
5,512,000
|
4,430,755
|
|
Safehold GL Holdings LLC 2.8% 6/15/2031
|
4,450,000
|
3,909,595
|
|
Safehold GL Holdings LLC 2.85% 1/15/2032
|
2,770,000
|
2,355,543
|
|
Safehold GL Holdings LLC 6.1% 4/1/2034
|
4,551,000
|
4,637,353
|
|
Store Capital LLC 2.7% 12/1/2031
|
7,899,000
|
6,608,799
|
|
Store Capital LLC 2.75% 11/18/2030
|
7,730,000
|
6,727,421
|
|
Store Capital LLC 4.625% 3/15/2029
|
5,948,000
|
5,790,521
|
|
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (d)
|
5,025,000
|
4,577,824
|
|
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 10.5% 2/15/2028 (d)
|
9,043,000
|
9,593,529
|
|
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (d)
|
8,361,000
|
7,883,076
|
|
Vici Properties LP / Vici Note Co Inc 4.25% 12/1/2026 (d)
|
199,000
|
196,793
|
|
Vici Properties LP / Vici Note Co Inc 4.625% 12/1/2029 (d)
|
470,000
|
455,847
|
|
VICI Properties LP 4.75% 2/15/2028
|
21,253,000
|
21,258,823
|
|
VICI Properties LP 4.75% 4/1/2028
|
5,485,000
|
5,482,735
|
|
VICI Properties LP 4.95% 2/15/2030
|
33,145,000
|
32,884,584
|
|
VICI Properties LP 5.125% 5/15/2032
|
18,569,000
|
18,195,501
|
|
VICI Properties LP 5.75% 4/1/2034
|
74,000
|
74,252
|
|
Vornado Realty LP 2.15% 6/1/2026
|
6,904,000
|
6,675,656
|
|
WP Carey Inc 3.85% 7/15/2029
|
4,522,000
|
4,349,484
|
|
WP Carey Inc 4.25% 7/23/2032
|
EUR
|
800,000
|
935,638
|
150,724,606
|
|||
Health Care REITs - 0.7%
|
|||
CTR Partnership LP / CareTrust Capital Corp 3.875% 6/30/2028 (d)
|
2,860,000
|
2,732,961
|
|
Diversified Healthcare Trust 9.75% 6/15/2025
|
69,000
|
68,996
|
|
Healthcare Realty Holdings LP 3.1% 2/15/2030
|
4,838,000
|
4,433,958
|
|
Healthcare Realty Holdings LP 3.5% 8/1/2026
|
5,039,000
|
4,953,681
|
|
Healthpeak OP LLC 3.25% 7/15/2026
|
2,056,000
|
2,024,726
|
|
Healthpeak OP LLC 3.5% 7/15/2029
|
2,351,000
|
2,241,811
|
|
MPT Operating Partnership LP / MPT Finance Corp 3.5% 3/15/2031
|
4,295,000
|
2,817,468
|
|
MPT Operating Partnership LP / MPT Finance Corp 4.625% 8/1/2029
|
3,150,000
|
2,387,646
|
|
MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027 (t)
|
11,869,000
|
10,345,020
|
|
MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (d)
|
3,840,000
|
3,936,169
|
|
Omega Healthcare Investors Inc 3.25% 4/15/2033
|
27,700,000
|
23,417,566
|
|
Omega Healthcare Investors Inc 3.375% 2/1/2031
|
10,332,000
|
9,321,793
|
|
Omega Healthcare Investors Inc 3.625% 10/1/2029
|
39,642,000
|
37,299,053
|
|
Omega Healthcare Investors Inc 4.5% 4/1/2027
|
32,478,000
|
32,401,394
|
|
Omega Healthcare Investors Inc 4.75% 1/15/2028
|
18,782,000
|
18,794,563
|
|
Omega Healthcare Investors Inc 5.25% 1/15/2026
|
18,623,000
|
18,643,028
|
|
Ventas Realty LP 3% 1/15/2030
|
28,128,000
|
26,060,916
|
|
Ventas Realty LP 4% 3/1/2028
|
6,996,000
|
6,884,583
|
|
Ventas Realty LP 4.125% 1/15/2026
|
3,540,000
|
3,522,349
|
|
Ventas Realty LP 4.75% 11/15/2030
|
39,136,000
|
38,915,225
|
|
251,202,906
|
|||
Hotel & Resort REITs - 0.0%
|
|||
RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (d)(g)(u)
|
2,335,000
|
2,374,727
|
|
Industrial REITs - 0.0%
|
|||
LXP Industrial Trust 2.7% 9/15/2030
|
7,113,000
|
6,258,709
|
|
Office REITs - 0.2%
|
|||
Boston Properties LP 3.25% 1/30/2031
|
15,144,000
|
13,650,213
|
|
Boston Properties LP 4.5% 12/1/2028
|
12,665,000
|
12,483,888
|
|
Boston Properties LP 6.75% 12/1/2027
|
16,978,000
|
17,714,386
|
|
COPT Defense Properties LP 2% 1/15/2029
|
2,119,000
|
1,898,374
|
|
COPT Defense Properties LP 2.25% 3/15/2026
|
6,484,000
|
6,348,043
|
|
COPT Defense Properties LP 2.75% 4/15/2031
|
6,131,000
|
5,321,327
|
|
Hudson Pacific Properties LP 4.65% 4/1/2029
|
27,154,000
|
19,651,002
|
|
77,067,233
|
|||
Real Estate Management & Development - 0.3%
|
|||
Americold Realty Operating Partnership LP 5.409% 9/12/2034
|
1,545,000
|
1,484,492
|
|
Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp 7% 4/15/2030 (d)(t)
|
1,529,600
|
1,397,316
|
|
Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.25% 4/15/2030 (d)
|
568,000
|
441,146
|
|
Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.75% 1/15/2029 (d)
|
1,350,000
|
1,107,012
|
|
Brandywine Operating Partnership LP 3.95% 11/15/2027
|
14,429,000
|
13,771,084
|
|
Brandywine Operating Partnership LP 4.55% 10/1/2029
|
15,790,000
|
14,512,510
|
|
Brandywine Operating Partnership LP 8.3% 3/15/2028
|
22,792,000
|
23,895,224
|
|
CBRE Services Inc 2.5% 4/1/2031
|
21,262,000
|
18,549,014
|
|
Essex Portfolio LP 5.5% 4/1/2034
|
1,506,000
|
1,513,087
|
|
Forestar Group Inc 6.5% 3/15/2033 (d)
|
4,230,000
|
4,194,449
|
|
Howard Hughes Corp/The 4.125% 2/1/2029 (d)
|
1,425,000
|
1,339,628
|
|
Howard Hughes Corp/The 4.375% 2/1/2031 (d)
|
895,000
|
812,746
|
|
Kennedy-Wilson Inc 4.75% 2/1/2030 (t)
|
2,735,000
|
2,427,313
|
|
Tanger Properties LP 2.75% 9/1/2031
|
16,274,000
|
14,062,948
|
|
Tanger Properties LP 3.125% 9/1/2026
|
8,723,000
|
8,532,024
|
|
108,039,993
|
|||
Residential REITs - 0.1%
|
|||
American Homes 4 Rent LP 2.375% 7/15/2031
|
2,770,000
|
2,376,588
|
|
American Homes 4 Rent LP 3.625% 4/15/2032
|
10,838,000
|
9,838,518
|
|
American Homes 4 Rent LP 5.5% 2/1/2034
|
4,006,000
|
3,997,843
|
|
Invitation Homes Operating Partnership LP 4.15% 4/15/2032
|
16,951,000
|
15,791,216
|
|
Invitation Homes Operating Partnership LP 5.5% 8/15/2033
|
2,192,000
|
2,185,728
|
|
Sun Communities Operating LP 2.3% 11/1/2028
|
6,226,000
|
5,765,512
|
|
Sun Communities Operating LP 2.7% 7/15/2031
|
15,891,000
|
13,843,010
|
|
Sun Communities Operating LP 4.2% 4/15/2032
|
473,000
|
442,287
|
|
54,240,702
|
|||
Retail REITs - 0.2%
|
|||
Brixmor Operating Partnership LP 4.05% 7/1/2030
|
19,581,000
|
18,759,790
|
|
Brixmor Operating Partnership LP 4.125% 5/15/2029
|
18,497,000
|
17,996,486
|
|
Brixmor Operating Partnership LP 4.125% 6/15/2026
|
15,162,000
|
15,076,740
|
|
Kite Realty Group Trust 4.75% 9/15/2030
|
1,467,000
|
1,445,080
|
|
NNN REIT Inc 5.6% 10/15/2033
|
2,219,000
|
2,250,018
|
|
Realty Income Corp 2.2% 6/15/2028
|
3,122,000
|
2,922,946
|
|
Realty Income Corp 3.4% 1/15/2028
|
6,031,000
|
5,882,114
|
|
Simon Property Group LP 2.45% 9/13/2029
|
6,352,000
|
5,842,260
|
|
70,175,434
|
|||
Specialized REITs - 0.0%
|
|||
American Tower Corp 3.625% 5/30/2032
|
EUR
|
3,600,000
|
4,130,536
|
American Tower Corp 5.45% 2/15/2034
|
1,200,000
|
1,211,700
|
|
American Tower Corp 5.55% 7/15/2033
|
1,450,000
|
1,475,803
|
|
Iron Mountain Inc 6.25% 1/15/2033 (d)
|
3,130,000
|
3,159,397
|
|
9,977,436
|
|||
TOTAL REAL ESTATE
|
730,061,746
|
||
Utilities - 0.9%
|
|||
Electric Utilities - 0.6%
|
|||
Clearway Energy Operating LLC 3.75% 1/15/2032 (d)
|
475,000
|
417,228
|
|
Clearway Energy Operating LLC 3.75% 2/15/2031 (d)
|
4,015,000
|
3,623,527
|
|
Clearway Energy Operating LLC 4.75% 3/15/2028 (d)
|
660,000
|
644,913
|
|
Cleco Corporate Holdings LLC 3.375% 9/15/2029
|
12,555,000
|
11,594,788
|
|
DPL Inc 4.35% 4/15/2029
|
315,000
|
303,172
|
|
Duke Energy Corp 2.45% 6/1/2030
|
10,750,000
|
9,657,430
|
|
Duke Energy Corp 3.85% 6/15/2034
|
EUR
|
4,500,000
|
5,097,323
|
Duke Energy Corp 4.5% 8/15/2032
|
8,000,000
|
7,691,298
|
|
Duquesne Light Holdings Inc 2.532% 10/1/2030 (d)
|
5,172,000
|
4,518,483
|
|
Duquesne Light Holdings Inc 2.775% 1/7/2032 (d)
|
16,845,000
|
14,364,590
|
|
Edison International 6.25% 3/15/2030
|
1,162,000
|
1,176,942
|
|
Edison International 7.875% 6/15/2054 (b)
|
1,965,000
|
1,890,572
|
|
Edison International 8.125% 6/15/2053 (b)
|
1,993,000
|
1,968,937
|
|
Entergy Corp 2.8% 6/15/2030
|
11,033,000
|
10,032,548
|
|
Exelon Corp 3.35% 3/15/2032
|
16,412,000
|
14,901,081
|
|
Exelon Corp 4.05% 4/15/2030
|
6,798,000
|
6,624,503
|
|
Exelon Corp 4.7% 4/15/2050
|
3,027,000
|
2,467,459
|
|
Exelon Corp 5.3% 3/15/2033
|
10,000,000
|
10,113,229
|
|
IPALCO Enterprises Inc 4.25% 5/1/2030
|
8,975,000
|
8,512,646
|
|
NRG Energy Inc 3.375% 2/15/2029 (d)
|
3,215,000
|
3,003,471
|
|
NRG Energy Inc 3.625% 2/15/2031 (d)
|
1,230,000
|
1,115,375
|
|
NRG Energy Inc 5.25% 6/15/2029 (d)
|
2,945,000
|
2,910,325
|
|
NRG Energy Inc 5.75% 7/15/2029 (d)
|
2,420,000
|
2,393,932
|
|
NRG Energy Inc 6% 2/1/2033 (d)
|
4,490,000
|
4,449,352
|
|
NRG Energy Inc 6.25% 11/1/2034 (d)(t)
|
3,135,000
|
3,136,062
|
|
PacifiCorp 7.375% 9/15/2055 (b)
|
3,434,000
|
3,493,853
|
|
PG&E Corp 5% 7/1/2028
|
677,000
|
660,554
|
|
PG&E Corp 5.25% 7/1/2030
|
11,466,000
|
11,125,018
|
|
PG&E Corp 7.375% 3/15/2055 (b)
|
3,337,000
|
3,267,641
|
|
Southern Co/The 1.875% 9/15/2081 (b)
|
EUR
|
7,100,000
|
7,690,959
|
Vistra Operations Co LLC 5% 7/31/2027 (d)
|
3,400,000
|
3,390,090
|
|
Vistra Operations Co LLC 5.5% 9/1/2026 (d)
|
1,330,000
|
1,331,213
|
|
Vistra Operations Co LLC 5.625% 2/15/2027 (d)
|
3,020,000
|
3,017,999
|
|
Vistra Operations Co LLC 6.875% 4/15/2032 (d)
|
2,520,000
|
2,621,662
|
|
Vistra Operations Co LLC 7.75% 10/15/2031 (d)
|
3,425,000
|
3,631,658
|
|
XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (d)(t)
|
4,270,000
|
4,290,953
|
|
XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (d)
|
2,820,000
|
2,944,912
|
|
XPLR Infrastructure Operating Partners LP 8.625% 3/15/2033 (d)
|
2,820,000
|
2,958,166
|
|
183,033,864
|
|||
Independent Power and Renewable Electricity Producers - 0.1%
|
|||
AES Corp/The 2.45% 1/15/2031
|
23,060,000
|
19,718,333
|
|
AES Corp/The 3.95% 7/15/2030 (d)
|
28,974,000
|
27,040,060
|
|
AES Corp/The 6.95% 7/15/2055 (b)
|
3,651,000
|
3,463,932
|
|
Alpha Generation LLC 6.75% 10/15/2032 (d)
|
1,280,000
|
1,305,051
|
|
Calpine Corp 4.625% 2/1/2029 (d)
|
1,503,000
|
1,464,819
|
|
Calpine Corp 5.125% 3/15/2028 (d)
|
1,755,000
|
1,739,745
|
|
Sunnova Energy Corp 5.875% 9/1/2026 (d)
|
6,761,000
|
2,011,398
|
|
56,743,338
|
|||
Multi-Utilities - 0.2%
|
|||
NiSource Inc 2.95% 9/1/2029
|
31,524,000
|
29,514,266
|
|
NiSource Inc 5.25% 2/15/2043
|
8,116,000
|
7,420,319
|
|
NiSource Inc 5.8% 2/1/2042
|
4,036,000
|
3,879,489
|
|
NiSource Inc 5.95% 6/15/2041
|
5,760,000
|
5,694,011
|
|
Puget Energy Inc 4.1% 6/15/2030
|
21,032,000
|
20,028,282
|
|
Puget Energy Inc 4.224% 3/15/2032
|
21,626,000
|
19,927,319
|
|
Sempra 6% 10/15/2039
|
9,562,000
|
9,492,202
|
|
95,955,888
|
|||
Water Utilities - 0.0%
|
|||
Aris Water Holdings LLC 7.25% 4/1/2030 (d)
|
3,485,000
|
3,503,847
|
|
TOTAL UTILITIES
|
339,236,937
|
||
TOTAL UNITED STATES
|
7,733,630,246
|
||
UZBEKISTAN - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Navoi Mining & Metallurgical Combinat 6.7% 10/17/2028 (d)
|
520,000
|
525,119
|
|
Navoi Mining & Metallurgical Combinat 6.75% 5/14/2030 (d)
|
1,800,000
|
1,792,800
|
|
Navoi Mining & Metallurgical Combinat 6.95% 10/17/2031 (d)
|
855,000
|
849,015
|
|
TOTAL UZBEKISTAN
|
3,166,934
|
||
VENEZUELA - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Petroleos de Venezuela SA 12.75% (d)(f)
|
172,000
|
24,481
|
|
Petroleos de Venezuela SA 5.375% (f)(s)
|
621,100
|
72,874
|
|
Petroleos de Venezuela SA 6% (d)(f)
|
4,107,669
|
486,060
|
|
Petroleos de Venezuela SA 6% (d)(f)
|
3,540,167
|
419,952
|
|
TOTAL VENEZUELA
|
1,003,367
|
||
VIETNAM - 0.0%
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Mong Duong Finance Holdings BV 5.125% 5/7/2029 (d)
|
1,700,778
|
1,647,968
|
|
ZAMBIA - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
First Quantum Minerals Ltd 6.875% 10/15/2027 (d)
|
2,322,000
|
2,293,439
|
|
First Quantum Minerals Ltd 8% 3/1/2033 (d)
|
2,085,000
|
2,069,038
|
|
First Quantum Minerals Ltd 8.625% 6/1/2031 (d)
|
725,000
|
734,969
|
|
First Quantum Minerals Ltd 9.375% 3/1/2029 (d)
|
6,175,000
|
6,483,751
|
|
TOTAL ZAMBIA
|
11,581,197
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $10,905,149,049)
|
10,547,844,770
|
||
Non-Convertible Preferred Stocks - 0.0%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Financials - 0.0%
|
|||
Capital Markets - 0.0%
|
|||
DigitalBridge Group Inc Series H, 7.125%
|
21,855
|
449,994
|
|
DigitalBridge Group Inc Series I, 7.15%
|
26,000
|
538,200
|
|
988,194
|
|||
Mortgage Real Estate Investment Trusts (REITs) - 0.0%
|
|||
Arbor Realty Trust Inc 6.25% (b)
|
40,700
|
834,350
|
|
Franklin BSP Realty Trust Inc 7.5%
|
34,000
|
685,780
|
|
MFA Financial Inc 7.5%
|
24,975
|
531,943
|
|
2,052,073
|
|||
TOTAL FINANCIALS
|
3,040,267
|
||
Real Estate - 0.0%
|
|||
Hotel & Resort REITs - 0.0%
|
|||
DiamondRock Hospitality Co 8.25%
|
12,600
|
316,260
|
|
Industrial REITs - 0.0%
|
|||
Rexford Industrial Realty Inc 5.875% Series B
|
30,100
|
692,300
|
|
Retail REITs - 0.0%
|
|||
Cedar Realty Trust Inc 7.25%
|
289
|
4,552
|
|
Specialized REITs - 0.0%
|
|||
National Storage Affiliates Trust Series A, 6%
|
12,600
|
295,092
|
|
TOTAL REAL ESTATE
|
1,308,204
|
||
TOTAL UNITED STATES
|
4,348,471
|
||
|
TOTAL NON-CONVERTIBLE PREFERRED STOCKS
(Cost $4,957,839)
|
4,348,471
|
||
Preferred Securities - 0.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
BRAZIL - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Food Products - 0.0%
|
|||
Cosan Overseas Ltd 8.25% (m)(s)
|
2,363,000
|
2,371,396
|
|
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco do Brasil SA/Cayman 10 year U.S. Treasury Note + 4.398%, 8.748% (b)(c)(d)(m)
|
3,005,000
|
3,053,782
|
|
TOTAL BRAZIL
|
5,425,178
|
||
CHILE - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco de Credito e Inversiones SA 7.5% (b)(d)(m)
|
1,070,000
|
1,062,935
|
|
Banco de Credito e Inversiones SA 8.75% (b)(d)(m)
|
1,075,000
|
1,146,663
|
|
Banco del Estado de Chile 7.95% (b)(d)(m)
|
935,000
|
974,953
|
|
TOTAL CHILE
|
3,184,551
|
||
CZECH REPUBLIC - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
CPI Property Group SA 3.75% (b)(m)(s)
|
EUR
|
6,840,000
|
6,938,065
|
FINLAND - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Citycon Oyj 7.875% (b)(m)(s)
|
EUR
|
2,550,000
|
3,019,321
|
GERMANY - 0.2%
|
|||
Consumer Discretionary - 0.0%
|
|||
Automobiles - 0.0%
|
|||
Volkswagen International Finance NV 3.875% (b)(m)(s)
|
EUR
|
9,000,000
|
10,105,047
|
Real Estate - 0.2%
|
|||
Real Estate Management & Development - 0.2%
|
|||
Aroundtown Finance Sarl 7.875% (b)(m)
|
13,000,000
|
12,854,002
|
|
Aroundtown SA 5 year ISDA Fixed EURIBOR + 3.98%, 6.193% (b)(c)(m)(s)
|
EUR
|
6,200,000
|
6,617,918
|
Grand City Properties SA 1.5% (b)(m)(s)
|
EUR
|
10,500,000
|
11,591,049
|
31,062,969
|
|||
TOTAL GERMANY
|
41,168,016
|
||
HONG KONG - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
CAS Capital No 1 Ltd 4% (b)(m)(s)
|
2,030,000
|
2,001,051
|
|
INDIA - 0.0%
|
|||
Information Technology - 0.0%
|
|||
IT Services - 0.0%
|
|||
Network i2i Ltd 3.975% (b)(d)(m)
|
645,000
|
647,197
|
|
IRELAND - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
AIB Group PLC 6.25% (b)(m)(s)
|
EUR
|
3,600,000
|
4,206,743
|
KUWAIT - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
NBK Tier 1 Ltd 3.625% (b)(d)(m)
|
835,000
|
812,583
|
|
MEXICO - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Banco Mercantil del Norte SA/Grand Cayman 7.625% (b)(d)(m)
|
2,633,000
|
2,668,760
|
|
Banco Mercantil del Norte SA/Grand Cayman 8.375% (b)(d)(m)
|
740,000
|
733,696
|
|
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.125% 1/18/2033 (b)(d)
|
1,500,000
|
1,450,942
|
|
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 8.45% 6/29/2038 (b)(d)
|
885,000
|
954,196
|
|
5,807,594
|
|||
Materials - 0.0%
|
|||
Construction Materials - 0.0%
|
|||
Cemex SAB de CV 5.125% (b)(d)(m)
|
4,435,000
|
4,426,379
|
|
TOTAL MEXICO
|
10,233,973
|
||
RUSSIA - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Tinkoff Bank JSC Via TCS Finance Ltd loan participation 6% (b)(d)(e)(f)(m)
|
715,000
|
35,750
|
|
SAUDI ARABIA - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
NCB Tier 1 Sukuk Ltd 3.5% (b)(m)(s)
|
1,225,000
|
1,197,428
|
|
SWEDEN - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Heimstaden Bostad AB 3.625% (b)(m)(s)
|
EUR
|
600,000
|
668,017
|
Samhallsbyggnadsbolaget i Norden AB 5 year EUR Swap Annual Index + 2.814%, 4.9355% (b)(c)(f)(m)(s)
|
EUR
|
5,240,000
|
4,097,301
|
TOTAL SWEDEN
|
4,765,318
|
||
SWITZERLAND - 0.0%
|
|||
Financials - 0.0%
|
|||
Capital Markets - 0.0%
|
|||
Credit Suisse Group AG Claim 5 year USD Swap Index + 4.598%, 0% (b)(c)(e)(f)(m)(s)
|
15,540,000
|
932,400
|
|
UNITED ARAB EMIRATES - 0.0%
|
|||
Industrials - 0.0%
|
|||
Marine Transportation - 0.0%
|
|||
DP World Salaam 6% (b)(m)(s)
|
2,800,000
|
2,863,950
|
|
UNITED KINGDOM - 0.1%
|
|||
Consumer Staples - 0.1%
|
|||
Tobacco - 0.1%
|
|||
British American Tobacco PLC 3% (b)(m)(s)
|
EUR
|
9,250,000
|
10,505,926
|
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Barclays PLC 7.125% (b)(m)
|
GBP
|
645,000
|
883,020
|
Barclays PLC 8.875% (b)(m)(s)
|
GBP
|
1,600,000
|
2,295,301
|
HSBC Holdings PLC 7.05% (b)(m)
|
2,345,000
|
2,345,212
|
|
5,523,533
|
|||
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
Mobico Group PLC 4.25% (b)(m)(s)
|
GBP
|
2,040,000
|
2,219,357
|
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
SSE PLC 3.74% (b)(m)(s)
|
GBP
|
3,300,000
|
4,403,998
|
TOTAL UNITED KINGDOM
|
22,652,814
|
||
UNITED STATES - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Energy Transfer LP 6.625% (b)(m)
|
4,455,000
|
4,471,664
|
|
Energy Transfer LP Series G, 7.125% (b)(m)
|
1,395,000
|
1,405,588
|
|
Mesquite Energy Inc 7.25% (f)(m)
|
7,883,000
|
78,830
|
|
Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.6979% (b)(c)(m)
|
10,303,000
|
10,275,221
|
|
16,231,303
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
BW Real Estate Inc 9.5% (b)(d)(m)
|
3,530,000
|
3,585,001
|
|
Consumer Finance - 0.0%
|
|||
Ally Financial Inc 4.7% (b)(m)
|
3,804,000
|
3,330,951
|
|
Ally Financial Inc 4.7% (b)(m)
|
3,166,000
|
2,998,035
|
|
6,328,986
|
|||
Insurance - 0.0%
|
|||
Alliant Holdings LP 10.5% (b)(e)(m)
|
1,217,497
|
1,236,045
|
|
TOTAL FINANCIALS
|
11,150,032
|
||
Industrials - 0.0%
|
|||
Trading Companies & Distributors - 0.0%
|
|||
Air Lease Corp 4.125% (b)(m)
|
4,242,000
|
4,123,936
|
|
Aircastle Ltd 5.25% (b)(d)(m)
|
4,937,000
|
4,956,066
|
|
9,080,002
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Edison International 5% (b)(m)
|
795,000
|
717,832
|
|
TOTAL UNITED STATES
|
37,179,169
|
||
|
TOTAL PREFERRED SECURITIES
(Cost $175,260,428)
|
147,263,507
|
||
U.S. Government Agency - Mortgage Securities - 26.7%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 26.7%
|
|||
Fannie Mae 2% 11/1/2051
|
20,185,971
|
15,814,362
|
|
Fannie Mae 2.5% 1/1/2052
|
3,841,458
|
3,154,171
|
|
Fannie Mae 2.5% 4/1/2052
|
11,964,078
|
9,920,756
|
|
Fannie Mae 2.5% 4/1/2052
|
5,536,048
|
4,574,987
|
|
Fannie Mae 2.5% 5/1/2052
|
12,468,951
|
10,261,472
|
|
Fannie Mae 2.5% 6/1/2052
|
23,269,406
|
19,295,268
|
|
Fannie Mae 3% 6/1/2052
|
9,361,972
|
8,112,935
|
|
Fannie Mae 3.5% 12/1/2036
|
2,990,313
|
2,853,293
|
|
Fannie Mae 3.5% 5/1/2036
|
2,298,101
|
2,223,332
|
|
Fannie Mae 3.5% 7/1/2047
|
178,187
|
161,725
|
|
Fannie Mae 4% 2/1/2050
|
330,779
|
306,740
|
|
Fannie Mae 5.5% 2/1/2055
|
16,281,121
|
16,251,794
|
|
Fannie Mae 6.5% 7/1/2054
|
117,183
|
121,662
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.445%, 6.32% 4/1/2037 (b)(c)
|
9,785
|
10,059
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.462%, 6.71% 1/1/2035 (b)(c)
|
2,582
|
2,652
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.48%, 7.48% 7/1/2034 (b)(c)
|
1,354
|
1,378
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.553%, 7.428% 6/1/2036 (b)(c)
|
3,610
|
3,692
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.565%, 6.44% 3/1/2037 (b)(c)
|
11,315
|
11,672
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.63%, 7.065% 9/1/2036 (b)(c)
|
2,347
|
2,413
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.634%, 6.905% 11/1/2036 (b)(c)
|
4,004
|
4,113
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.65%, 7.379% 5/1/2035 (b)(c)
|
17,574
|
18,020
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.673%, 6.709% 3/1/2033 (b)(c)
|
5,402
|
5,544
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.683%, 6.89% 5/1/2036 (b)(c)
|
7,320
|
7,536
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.7%, 7.109% 6/1/2042 (b)(c)
|
13,778
|
14,306
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.73%, 6.752% 3/1/2040 (b)(c)
|
19,154
|
19,850
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.947% 7/1/2035 (b)(c)
|
4,196
|
4,313
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.5% 8/1/2041 (b)(c)
|
32,728
|
33,977
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.788%, 6.788% 2/1/2036 (b)(c)
|
8,718
|
9,001
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.635% 1/1/2042 (b)(c)
|
68,676
|
71,483
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 7.622% 7/1/2041 (b)(c)
|
3,402
|
3,534
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.807%, 7.12% 12/1/2040 (b)(c)
|
519,178
|
540,434
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.81%, 6.685% 12/1/2039 (b)(c)
|
6,693
|
6,941
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.713% 2/1/2042 (b)(c)
|
23,021
|
23,982
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 7.318% 9/1/2041 (b)(c)
|
6,361
|
6,622
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 7.631% 7/1/2041 (b)(c)
|
7,576
|
7,876
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.82%, 6.695% 12/1/2035 (b)(c)
|
13,191
|
13,624
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.83%, 7.004% 10/1/2041 (b)(c)
|
2,013
|
2,073
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.954%, 7.704% 7/1/2037 (b)(c)
|
13,779
|
14,299
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 1.945%, 6.995% 10/1/2033 (b)(c)
|
27,735
|
28,159
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.208%, 6.458% 3/1/2035 (b)(c)
|
5,294
|
5,415
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.27%, 6.913% 6/1/2036 (b)(c)
|
14,216
|
14,537
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.279%, 7.241% 10/1/2033 (b)(c)
|
7,927
|
8,093
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.46%, 7.296% 7/1/2034 (b)(c)
|
13,046
|
13,318
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036
|
9,833,956
|
8,673,504
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037
|
9,275,859
|
8,155,177
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2041
|
2,282,116
|
1,882,825
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2051
|
32,613,500
|
24,122,683
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2050
|
1,964,855
|
1,457,609
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
8,219,782
|
7,249,810
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
7,793,873
|
6,874,160
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
4,281,098
|
3,775,909
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
157,444
|
138,865
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
107,719
|
95,008
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2040
|
1,860,060
|
1,537,185
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2041 (x)
|
16,079,113
|
13,145,130
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
8,304,636
|
7,324,651
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
109,227
|
96,338
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2040
|
3,406,060
|
2,812,428
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
1,462,191
|
1,289,646
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
233,845
|
206,250
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
229,184
|
202,139
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2041
|
1,934,947
|
1,595,042
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051
|
26,345,932
|
19,486,856
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
301,226
|
265,680
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
299,305
|
263,986
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
96,618
|
85,096
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2041
|
1,972,123
|
1,624,503
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2051
|
3,270,234
|
2,416,796
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2051
|
352,964
|
261,071
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036
|
1,965,804
|
1,731,373
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036
|
310,837
|
273,768
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052
|
12,520,804
|
9,253,229
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036
|
162,552
|
143,167
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2051
|
492,246
|
363,784
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036
|
328,137
|
288,492
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036
|
323,015
|
284,494
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051
|
871,356
|
643,957
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051
|
719,452
|
538,665
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 7/1/2036
|
230,922
|
203,022
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2036
|
330,867
|
290,892
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2051
|
135,798
|
100,358
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036
|
342,371
|
300,686
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051
|
11,523,779
|
8,516,399
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051
|
4,426,206
|
3,271,091
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051
|
1,060,470
|
783,717
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051
|
9,930,262
|
7,773,491
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051
|
110,456
|
86,466
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
17,477,546
|
13,801,726
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
7,611,528
|
5,977,396
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
458,712
|
359,227
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035
|
4,179,525
|
3,802,999
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2040
|
948,794
|
810,275
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
12,662,105
|
10,667,481
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
18,077
|
15,253
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
5,228,936
|
4,096,523
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
4,943,948
|
3,930,418
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
16,509,122
|
13,036,978
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
12,363,396
|
9,794,076
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
5,078,682
|
4,020,073
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
132,822
|
103,600
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2052
|
27,560
|
21,461
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040
|
35,540,569
|
30,312,392
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
12,131,256
|
10,230,236
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
6,617,057
|
5,583,396
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
5,301,515
|
4,472,645
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
3,076,827
|
2,422,027
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
19,007,350
|
15,045,426
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
12,078,744
|
9,538,383
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
3,552,257
|
2,770,746
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
1,834,559
|
1,437,255
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
1,043,995
|
814,312
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
746,108
|
581,961
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
299,393
|
234,835
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
79,414
|
62,117
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
74,705
|
58,270
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035
|
7,907,614
|
7,195,230
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
23,655,168
|
20,110,108
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
1,297,271
|
1,109,346
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
15,220
|
12,952
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
829,161
|
650,629
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
100,274
|
78,558
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
12,316,517
|
9,726,148
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
8,494,586
|
6,678,832
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
5,917,140
|
4,672,667
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
3,323,302
|
2,632,664
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
2,657,329
|
2,098,448
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
119,708
|
93,372
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
26,361
|
20,561
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028
|
3,899,315
|
3,797,612
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2041
|
16,220
|
13,772
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2042
|
3,998,232
|
3,363,765
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
3,065,986
|
2,400,079
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
1,706,752
|
1,338,726
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
191,416
|
149,842
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
58,447
|
45,844
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
13,675
|
10,726
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
18,019,201
|
14,150,628
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
7,672,430
|
6,008,440
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2041
|
16,592
|
14,088
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2042
|
11,869,969
|
9,981,786
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
76,348,670
|
59,766,373
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
1,895,974
|
1,482,999
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
97,430
|
76,422
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
2,429,990
|
1,918,922
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
2,371,036
|
1,876,813
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
2,374,739
|
1,866,386
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
2,173,862
|
1,707,152
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041
|
5,678,134
|
4,817,579
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041
|
1,126,498
|
961,868
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
87,204,106
|
68,209,596
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
26,152,658
|
20,472,518
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
12,798,492
|
10,010,766
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
6,883,291
|
5,437,771
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
356,986
|
279,451
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
32,742
|
25,610
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2041
|
27,981,154
|
23,704,431
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2042
|
28,512,453
|
24,241,829
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051
|
49,680,601
|
38,859,338
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
7,165,963
|
6,069,372
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
828,443
|
706,744
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2050
|
1,886,956
|
1,481,842
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2051
|
960,118
|
750,279
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2052
|
87,291
|
68,004
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035
|
3,295,880
|
3,005,139
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
6,236,013
|
5,274,822
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
4,224,223
|
3,591,206
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
4,047,357
|
3,416,394
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050 (v)(w)
|
48,072,194
|
37,721,449
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
3,553,399
|
2,798,287
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
2,304,316
|
1,821,840
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
3,691,100
|
2,896,344
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
1,374,849
|
1,081,399
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
696,723
|
550,190
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
502,091
|
393,355
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
234,918
|
184,043
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
67,616
|
52,973
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
57,418
|
44,983
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035
|
5,647,508
|
5,149,323
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2040
|
16,557,079
|
14,145,686
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041
|
6,169,833
|
5,215,080
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041
|
800,860
|
676,358
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050
|
139,181
|
109,213
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051
|
1,619,190
|
1,264,479
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051
|
835,328
|
652,336
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051
|
104,026
|
81,238
|
|
Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051
|
1,558,124
|
1,218,739
|
|
Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051
|
905,120
|
706,838
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032
|
1,663,815
|
1,592,167
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033
|
289,321
|
275,532
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033
|
23,071
|
21,962
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2037
|
10,359,357
|
9,619,615
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051
|
23,593,128
|
19,622,685
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051
|
4,127,308
|
3,399,197
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
14,119,068
|
11,619,455
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
5,989,567
|
4,902,981
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
2,767,282
|
2,265,261
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
1,121,599
|
923,734
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
1,870,579
|
1,792,449
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
1,634,231
|
1,564,568
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2032
|
28,901
|
27,546
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2037
|
1,090,394
|
991,048
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2041
|
4,010,981
|
3,526,965
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050
|
31,756,595
|
26,372,642
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
20,174,359
|
16,514,466
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
2,738,039
|
2,253,302
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
2,592,109
|
2,134,017
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
1,541,974
|
1,270,913
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031
|
1,069,158
|
1,024,027
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032
|
85,752
|
81,577
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032
|
11,814
|
11,241
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032
|
7,011
|
6,734
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036
|
4,697,419
|
4,342,902
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2040
|
3,373,867
|
2,981,297
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
3,187,527
|
2,785,428
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
798,310
|
700,103
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050
|
4,030,501
|
3,359,772
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
22,505,321
|
18,422,561
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
13,952,263
|
11,538,862
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
9,460,252
|
7,785,427
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
7,335,019
|
6,036,441
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031
|
2,973,503
|
2,844,205
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032
|
86,874
|
82,621
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032
|
83,186
|
79,223
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032
|
20,288
|
19,338
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
9,516,332
|
7,831,579
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
8,530,941
|
7,055,296
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
7,571,329
|
6,256,942
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
164,906
|
134,990
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
40,881
|
33,733
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
2,526,999
|
2,362,345
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
1,467,468
|
1,371,851
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
915,271
|
876,629
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
846,008
|
789,033
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041
|
2,323,972
|
2,044,114
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051
|
92,628
|
76,287
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
273,845
|
223,909
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035
|
2,339,507
|
2,181,951
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035
|
2,262,334
|
2,109,976
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040
|
718,514
|
636,477
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2041
|
1,251,487
|
1,107,135
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2047
|
865,421
|
718,429
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050
|
6,527,064
|
5,389,882
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052
|
7,891,068
|
6,521,174
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036
|
1,646,411
|
1,576,166
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2041
|
2,160,431
|
1,899,590
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051
|
67,737
|
55,618
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
24,720,287
|
20,606,507
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
1,883,554
|
1,559,511
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
1,891,958
|
1,816,990
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2035
|
6,451,156
|
6,016,699
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040
|
523,208
|
463,411
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
1,405,456
|
1,240,048
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
1,122,894
|
989,398
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
1,111,631
|
980,755
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
575,568
|
503,568
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
229,008
|
200,479
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046
|
104,430
|
86,757
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
17,215,110
|
14,188,898
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
16,882,488
|
13,914,747
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
16,292,856
|
13,510,230
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
11,155,352
|
9,239,693
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
7,717,103
|
6,324,354
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
3,971,020
|
3,272,962
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
96,813
|
79,794
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050
|
7,968,422
|
6,619,961
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051
|
16,767,742
|
13,904,011
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2040
|
3,044,432
|
2,690,253
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
4,229,508
|
3,718,511
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
1,487,414
|
1,304,509
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
1,144,239
|
1,007,583
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2049
|
29,916,042
|
25,199,386
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050
|
14,368,576
|
11,932,555
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050
|
7,999,316
|
6,633,128
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031
|
2,576,317
|
2,473,090
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2041
|
6,841,091
|
6,015,832
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
17,124,168
|
14,097,889
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
13,840,579
|
11,394,594
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
13,398,832
|
11,030,915
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
1,265,362
|
1,035,809
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051
|
370,133
|
302,986
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033
|
93,926
|
90,611
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
255,242
|
243,548
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2037
|
1,717,258
|
1,607,283
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
1,018,124
|
918,083
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
87,535
|
78,717
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
66,395
|
60,269
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
23,961
|
21,545
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
22,109
|
20,091
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
22,317
|
20,078
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
19,888
|
17,907
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
13,899
|
12,517
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051
|
10,992,450
|
9,453,743
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
2,793,188
|
2,400,020
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
425,782
|
365,849
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
112,374
|
96,556
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033
|
1,114,108
|
1,073,416
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042
|
20,076
|
18,082
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046
|
1,048,210
|
924,085
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049
|
12,560,006
|
10,923,551
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2050
|
64,710
|
56,137
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
13,795,711
|
11,866,764
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
4,068,514
|
3,495,831
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
1,523,772
|
1,307,381
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032
|
180,377
|
174,050
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2033
|
231,982
|
224,065
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034
|
1,160,303
|
1,127,387
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2036
|
1,179,124
|
1,105,823
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2036
|
197,304
|
185,038
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
584,186
|
527,414
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
482,113
|
434,864
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
18,332
|
16,531
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
1,345,686
|
1,186,335
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
1,294,868
|
1,141,535
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050
|
2,133,751
|
1,836,405
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
12,244,364
|
10,547,636
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
7,583,580
|
6,532,707
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
5,134,007
|
4,416,159
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
1,713,543
|
1,473,684
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
1,461,073
|
1,253,587
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
141,956
|
122,861
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
102,362
|
88,594
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
3,034,005
|
2,940,144
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
3,023,054
|
2,876,992
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
859,642
|
818,913
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
283,905
|
270,898
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
8,529
|
7,679
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
7,377
|
6,652
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
5,958
|
5,377
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050
|
19,891,451
|
17,119,507
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
4,527,242
|
3,889,989
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
3,300,412
|
2,843,066
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
2,605,152
|
2,240,894
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
1,569,713
|
1,346,799
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
446,860
|
383,402
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031
|
1,999,596
|
1,949,033
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033
|
2,474,239
|
2,385,583
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035
|
793,973
|
772,130
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2037
|
1,632,350
|
1,522,711
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2037
|
920,217
|
858,410
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
172,421
|
155,283
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
162,431
|
146,212
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
145,391
|
130,530
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
92,462
|
83,668
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
12,610
|
11,302
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
5,552
|
5,016
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
5,257
|
4,748
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050
|
5,796,234
|
5,019,301
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
23,390,291
|
20,097,881
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
10,824,075
|
9,270,039
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
7,442,412
|
6,392,495
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052 (w)
|
4,964,047
|
4,263,758
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
3,515,673
|
3,020,808
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
2,039,091
|
1,747,290
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
94,244
|
80,949
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
33,461
|
28,751
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
1,723,973
|
1,662,199
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
857,502
|
829,899
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
323,119
|
312,170
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2037
|
2,287,812
|
2,134,148
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2037
|
2,205,714
|
2,057,565
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
267,174
|
241,011
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
12,112
|
10,907
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047
|
478,272
|
421,637
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048
|
93,184
|
82,033
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
13,666,755
|
11,809,224
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
6,056,955
|
5,204,380
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
11,398
|
10,258
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046
|
4,923,003
|
4,344,656
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050
|
44,375,541
|
38,455,135
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
11,802,937
|
10,220,859
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
5,853,542
|
5,030,513
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2030
|
111,373
|
108,461
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2034
|
208,511
|
199,153
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
866,168
|
778,738
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
175,396
|
158,058
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
49,954
|
44,969
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
27,075
|
24,169
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
14,454
|
13,076
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
13,565
|
12,152
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045
|
89,198
|
79,143
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046
|
432,497
|
381,553
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050
|
1,498,666
|
1,297,783
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
40,106
|
36,046
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
10,901
|
9,774
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
7,822
|
6,978
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051
|
6,925,324
|
5,960,256
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2033
|
2,237,977
|
2,160,833
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034
|
2,330,119
|
2,267,586
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042
|
160,857
|
145,454
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046
|
83,744
|
73,383
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
9,744,742
|
8,429,411
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
320,774
|
273,968
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
10,838
|
9,328
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051
|
8,601,508
|
7,417,642
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032
|
2,311,935
|
2,232,928
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2042
|
128,554
|
117,440
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2042
|
6,921
|
6,179
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
202,216
|
181,387
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
10,884
|
9,762
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
203,799
|
179,666
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
62,554
|
55,147
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049
|
29,583,924
|
25,581,485
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050
|
16,355,516
|
14,117,206
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051
|
4,544,401
|
3,921,064
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051
|
641,616
|
551,904
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032
|
306,831
|
296,428
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032
|
253,844
|
245,098
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035
|
4,906,722
|
4,754,898
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2037
|
181,720
|
169,173
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042
|
405,056
|
365,470
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
85,391
|
76,662
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
31,152
|
27,902
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
13,195
|
11,829
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042
|
143,180
|
132,731
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042
|
2,963
|
2,745
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
350,013
|
323,787
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046
|
34,732
|
31,556
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
4,409,768
|
3,998,243
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
205,027
|
185,701
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
107,334
|
97,217
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
72,033
|
65,244
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
70,581
|
63,929
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048
|
3,418,487
|
3,108,016
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050
|
12,272,654
|
11,344,117
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
759,821
|
680,603
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
585,183
|
522,527
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040
|
19,054
|
17,767
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
1,120,475
|
1,036,953
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
342,422
|
316,774
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
99,338
|
91,904
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
17,571
|
16,223
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045
|
1,036,976
|
942,149
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046
|
696,926
|
633,412
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047
|
3,210,748
|
2,922,154
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2048
|
64,123,462
|
58,399,886
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2034
|
572,937
|
555,304
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
61,158
|
56,472
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
41,761
|
38,426
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048
|
4,043,467
|
3,674,971
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2035
|
2,810,741
|
2,719,844
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041
|
16,206
|
15,117
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041
|
1,732
|
1,610
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
2,052,888
|
1,903,289
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
86,737
|
80,398
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
33,198
|
30,664
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045
|
68,659
|
62,509
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
3,314,637
|
3,060,815
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
1,201,630
|
1,089,492
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
748,260
|
678,432
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047
|
2,163,612
|
1,953,588
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035
|
1,896,400
|
1,829,738
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
46,365
|
42,891
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047
|
45,409
|
41,128
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
1,434,682
|
1,282,862
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
220,434
|
203,557
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2051
|
20,788,994
|
18,589,078
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052
|
6,118,763
|
5,463,620
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2053
|
1,723,441
|
1,531,370
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
511,184
|
471,509
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
10,109
|
9,338
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046
|
1,895,089
|
1,721,790
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052
|
37,886,821
|
33,699,999
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052
|
184,333
|
163,963
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
238,973
|
220,258
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046
|
4,760,950
|
4,321,116
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046
|
1,709,804
|
1,555,052
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052
|
336,037
|
298,902
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052
|
145,474
|
129,398
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042
|
14,377
|
13,304
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043
|
659,769
|
608,383
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043
|
12,024
|
11,119
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052
|
1,813,961
|
1,611,802
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043
|
66,442
|
61,065
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2045
|
15,934
|
14,472
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
3,881,823
|
3,523,206
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
652,963
|
592,640
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
122,098
|
110,818
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
95,040
|
86,260
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
89,356
|
81,101
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
68,279
|
61,971
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
29,474
|
26,751
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047
|
8,336,323
|
7,714,349
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2051
|
17,332,180
|
15,476,402
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2051
|
11,043,274
|
9,940,231
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034
|
2,866,584
|
2,769,402
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2040
|
1,015
|
942
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
427,872
|
396,414
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
148,764
|
138,114
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
425,163
|
394,136
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
87,109
|
80,538
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
3,437,245
|
3,126,144
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
1,747,730
|
1,589,545
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
1,280,450
|
1,162,157
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
89,984
|
81,671
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2051
|
20,544
|
18,338
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2052
|
33,613
|
29,867
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
261,620
|
241,952
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
230,753
|
213,676
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
25,020
|
23,153
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
20,476
|
19,028
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045
|
8,844,627
|
8,052,403
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047
|
2,071,771
|
1,885,553
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
4,868,034
|
4,345,286
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
813,052
|
775,772
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
85,070
|
81,027
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
82,043
|
78,148
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
31,672
|
30,190
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
25,365
|
24,191
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
24,968
|
23,843
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
21,393
|
20,384
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
15,441
|
14,727
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
10,596
|
10,098
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
6,983
|
6,634
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
3,975
|
3,843
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
719,612
|
686,299
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
12,184
|
11,548
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
4,908
|
4,808
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043
|
1,385,515
|
1,317,558
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043
|
50,844
|
48,146
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043
|
9,537
|
9,049
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046
|
3,580,646
|
3,364,067
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2051
|
10,685,738
|
9,922,527
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2052
|
826,532
|
771,438
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
212,759
|
203,310
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
66,219
|
62,947
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
51,760
|
49,418
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
47,782
|
45,767
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
25,047
|
23,936
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
1,053,573
|
1,003,312
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
696,680
|
663,317
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
40,511
|
38,472
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
12,853
|
12,246
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
4,083
|
3,951
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2042
|
50,488
|
47,992
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2042
|
30,976
|
29,354
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043
|
1,084,844
|
1,032,036
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045
|
4,434,045
|
4,186,109
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045
|
3,696,480
|
3,475,206
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045
|
34,288
|
32,096
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046
|
704,299
|
661,038
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2051
|
29,316,517
|
27,204,312
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2051
|
376,218
|
345,379
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
1,637,863
|
1,563,055
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
230,746
|
220,660
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
98,383
|
94,179
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
87,497
|
83,339
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
82,363
|
78,335
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
77,657
|
74,017
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
75,230
|
71,810
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
74,961
|
71,634
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
67,761
|
64,625
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
63,248
|
60,114
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
59,410
|
56,655
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
54,495
|
51,837
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
50,796
|
48,466
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
39,539
|
37,656
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
36,718
|
34,890
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
33,176
|
31,763
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
32,853
|
31,310
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
27,755
|
26,297
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
25,829
|
24,547
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
22,606
|
21,746
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
9,744
|
9,299
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
8,700
|
8,266
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
1,935
|
1,840
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
629,109
|
599,272
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
342,792
|
326,447
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
294,713
|
280,352
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
14,149
|
13,413
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2042
|
21,366
|
20,433
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2042
|
18,970
|
18,053
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049
|
12,257,109
|
11,408,478
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051
|
1,135,293
|
1,059,617
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051
|
128,896
|
120,345
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
199,098
|
189,736
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
164,866
|
157,367
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
25,597
|
24,410
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
23,341
|
22,268
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
14,586
|
13,880
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
11,761
|
11,288
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
10,410
|
9,952
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
10,043
|
9,580
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
9,662
|
9,225
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
9,037
|
8,667
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
8,711
|
8,331
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
8,724
|
8,315
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
7,712
|
7,289
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
6,038
|
5,745
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
5,419
|
5,178
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
4,434
|
4,237
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
2,603
|
2,491
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
1,847
|
1,764
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
232,525
|
221,141
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
123,864
|
117,774
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
101,030
|
96,258
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
27,743
|
26,386
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
18,942
|
18,039
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044
|
99,168
|
93,447
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045
|
960,493
|
902,397
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045
|
67,596
|
63,233
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047
|
329,416
|
307,947
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2051
|
671,658
|
626,886
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
674,103
|
643,307
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
101,848
|
97,112
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
31,286
|
30,046
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
31,444
|
29,989
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
17,974
|
17,104
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
11,172
|
10,683
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
534,812
|
508,335
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
50,441
|
47,844
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
23,864
|
22,850
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
8,905
|
8,486
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
8,474
|
8,047
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044
|
80,493
|
76,161
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048
|
12,824
|
11,989
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2052
|
549,946
|
513,288
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2036
|
22,465
|
21,698
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
88,579
|
84,370
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
42,012
|
40,069
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
38,313
|
36,392
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
32,140
|
30,529
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
22,949
|
21,798
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
21,848
|
20,825
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
18,943
|
18,149
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
16,839
|
16,060
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
15,120
|
14,439
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
7,723
|
7,364
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
5,362
|
5,119
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
340,364
|
323,206
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
43,752
|
41,665
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
39,050
|
37,159
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
28,984
|
27,445
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
27,011
|
25,653
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
23,858
|
22,673
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
20,668
|
19,641
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045
|
106,271
|
99,963
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046
|
486,188
|
457,084
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
290,927
|
276,732
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
213,458
|
203,068
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
100,994
|
96,086
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
56,091
|
53,269
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
42,224
|
40,015
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
41,689
|
39,572
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
14,304
|
13,588
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
13,498
|
12,803
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
6,075
|
5,814
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044
|
67,146
|
63,530
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
26,801,414
|
25,266,379
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046
|
138,761
|
129,717
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
1,822,009
|
1,704,402
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
429,319
|
401,339
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
420,153
|
392,771
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2050
|
1,544,987
|
1,425,755
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
6,637,033
|
6,153,143
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
126,180
|
117,769
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045
|
78,100
|
73,206
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047
|
1,965,348
|
1,838,488
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048
|
765,127
|
714,783
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050
|
4,297,131
|
3,992,901
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052
|
40,285
|
37,045
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041
|
130,164
|
124,183
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052
|
6,513,968
|
6,016,658
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052
|
6,309,814
|
5,828,090
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039
|
2,164,078
|
2,064,291
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039
|
4,634
|
4,449
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2042
|
10,242
|
9,718
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045
|
19,052
|
17,858
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046
|
646,913
|
607,582
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
1,030,845
|
964,306
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052
|
137,805
|
128,619
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039
|
39,697
|
38,123
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039
|
7,697
|
7,377
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039
|
2,723
|
2,605
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
232,911
|
218,023
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
141,012
|
131,998
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047
|
27,971
|
26,165
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052
|
882,972
|
810,870
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039
|
189,094
|
180,950
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040
|
50,330
|
47,933
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040
|
18,924
|
18,025
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
44,635
|
42,467
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
20,222
|
19,182
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
17,089
|
16,231
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
11,655
|
11,156
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
4,793
|
4,568
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046
|
755,209
|
708,821
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051
|
875,603
|
817,511
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051
|
96,262
|
89,905
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052
|
1,419,629
|
1,324,556
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2034
|
36,219
|
35,835
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2035
|
3,875
|
3,831
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2035
|
2,836
|
2,805
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036
|
62,451
|
61,793
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036
|
5,061
|
5,002
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036
|
4,791
|
4,737
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036
|
2,425
|
2,397
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036
|
1,059
|
1,050
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
839,060
|
804,404
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033
|
53,239
|
52,730
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033
|
41,018
|
40,633
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033
|
12,034
|
11,914
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033
|
861
|
855
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2034
|
18,275
|
18,108
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039
|
20,076
|
19,732
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040
|
24,444
|
24,042
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047
|
230,639
|
221,113
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047
|
201,717
|
193,386
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2034
|
18,877
|
18,657
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2034
|
13,389
|
13,236
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2034
|
4,866
|
4,812
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2037
|
13,723
|
13,601
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
726,337
|
714,809
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
41,728
|
41,055
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
31,249
|
30,713
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
13,792
|
13,564
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
100,848
|
99,153
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
54,078
|
53,151
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
5,901
|
5,826
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
4,062
|
3,986
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2041
|
10,492
|
10,314
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043
|
6,013
|
5,871
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047
|
166,043
|
159,185
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047
|
112,591
|
107,940
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047
|
6,253
|
5,968
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052
|
10,644,505
|
10,077,615
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2033
|
52,036
|
51,538
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2033
|
1,006
|
996
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2034
|
18,851
|
18,635
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2034
|
752
|
744
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2034
|
483
|
478
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2035
|
1,924
|
1,899
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2035
|
1,612
|
1,593
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2038
|
8,194
|
8,121
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039
|
200,229
|
197,101
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
92,062
|
90,439
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
39,336
|
38,703
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
8,875
|
8,711
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
8,692
|
8,550
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
8,698
|
8,544
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
6,520
|
6,410
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
16,054
|
15,541
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
2,423
|
2,349
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048
|
9,123,840
|
8,758,398
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052
|
2,909,637
|
2,768,319
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2035
|
5,650
|
5,588
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2036
|
2,910
|
2,878
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
1,095,388
|
1,077,002
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
71,672
|
70,284
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
5,624
|
5,524
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
1,590
|
1,566
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045
|
4,401,472
|
4,276,070
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046
|
1,950,924
|
1,918,145
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046
|
1,415,473
|
1,390,856
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047
|
69,613
|
66,847
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048
|
83,440
|
79,941
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048
|
27,753
|
26,589
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2034
|
32,921
|
32,609
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035
|
29,086
|
28,743
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035
|
15,906
|
15,720
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039
|
94,810
|
93,859
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039
|
21,793
|
21,569
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041
|
1,512
|
1,499
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
4,477,506
|
4,405,840
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
1,380,388
|
1,357,550
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
108,870
|
104,544
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
26,737
|
25,674
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
21,323
|
20,509
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048
|
236,805
|
226,876
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034
|
41,151
|
40,739
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034
|
27,534
|
27,250
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034
|
25,731
|
25,494
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034
|
22,263
|
22,036
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034
|
21,055
|
20,829
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034
|
18,327
|
18,149
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034
|
12,314
|
12,179
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034
|
8,350
|
8,272
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
798,979
|
790,818
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
491,688
|
486,799
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
136,980
|
135,655
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
86,989
|
85,558
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
7,423
|
7,308
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
880
|
867
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041
|
20,131
|
19,737
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041
|
6,973
|
6,835
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041
|
4,297
|
4,230
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041
|
3,388
|
3,324
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
110,106
|
105,641
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
73,250
|
70,339
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
60,724
|
58,311
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
26,099
|
25,062
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048
|
289,347
|
277,124
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048
|
134,880
|
129,435
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048
|
124,184
|
119,093
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
39,253
|
38,845
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
35,483
|
35,095
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
30,933
|
30,637
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
28,037
|
27,751
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
27,752
|
27,484
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
23,295
|
23,061
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
19,182
|
18,991
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
18,167
|
17,970
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
17,278
|
17,121
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
16,609
|
16,440
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
15,432
|
15,261
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
14,515
|
14,358
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
12,857
|
12,732
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
12,237
|
12,106
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
10,730
|
10,616
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
9,897
|
9,807
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
7,070
|
6,993
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
4,442
|
4,402
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
3,693
|
3,662
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
836
|
828
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2037
|
28,265
|
27,999
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039
|
3,885,059
|
3,818,077
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039
|
3,310
|
3,259
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2040
|
9,045
|
8,895
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
100,823
|
96,816
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
39,850
|
38,328
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
18,242
|
17,545
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
15,913
|
15,280
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048
|
205,807
|
197,049
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048
|
108,442
|
103,828
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048
|
74,849
|
71,781
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2033
|
28,034
|
27,798
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2033
|
13,409
|
13,273
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034
|
39,453
|
39,050
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034
|
27,961
|
27,671
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034
|
26,605
|
26,345
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034
|
11,599
|
11,479
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034
|
8,561
|
8,475
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034
|
4,476
|
4,427
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039
|
2,345
|
2,310
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041
|
961,864
|
944,926
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041
|
375
|
372
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044
|
83,818
|
81,430
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2046
|
62,011
|
59,721
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
151,293
|
145,139
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
30,568
|
29,315
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
18,907
|
18,185
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2053
|
47,488
|
44,899
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
28,418
|
28,158
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
15,179
|
15,024
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
4,871
|
4,826
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
4,652
|
4,616
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
2,374
|
2,355
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
267,192
|
263,044
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
42,191
|
41,543
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
10,337
|
10,176
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
6,921
|
6,812
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
2,494
|
2,455
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
1,864
|
1,834
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
1,697
|
1,669
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040
|
7,861
|
7,713
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2046
|
77,413
|
74,555
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
90,465
|
86,756
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
54,247
|
53,704
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
47,176
|
46,741
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
46,765
|
46,344
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
44,867
|
44,454
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
44,740
|
44,296
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
37,853
|
37,504
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
36,634
|
36,286
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
36,059
|
35,697
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
34,043
|
33,716
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
31,633
|
31,333
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
31,564
|
31,247
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
30,313
|
30,012
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
29,230
|
28,965
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
27,403
|
27,154
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
25,959
|
25,741
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
23,131
|
22,908
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
20,982
|
20,770
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
19,110
|
18,927
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
18,489
|
18,320
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
17,915
|
17,740
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
14,568
|
14,435
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
13,791
|
13,661
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
12,206
|
12,106
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
11,878
|
11,766
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
10,515
|
10,421
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
10,306
|
10,209
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
6,544
|
6,485
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
5,568
|
5,513
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
5,044
|
4,998
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
613
|
608
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
2,742
|
2,699
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
2,718
|
2,672
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
2,524
|
2,485
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040
|
10,533
|
10,339
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040
|
6,829
|
6,726
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041
|
4,105
|
4,033
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049
|
10,299,794
|
9,855,064
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053
|
38,360,684
|
36,536,500
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
61,343
|
60,739
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
59,095
|
58,551
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
57,130
|
56,614
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
56,067
|
55,495
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
45,291
|
44,857
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
39,256
|
38,881
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
36,661
|
36,317
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
35,931
|
35,606
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
34,614
|
34,258
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
32,995
|
32,682
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
30,457
|
30,155
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
28,017
|
27,761
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
27,557
|
27,295
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
23,507
|
23,277
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
23,479
|
23,248
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
17,076
|
16,914
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
17,057
|
16,882
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
16,122
|
15,957
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
15,901
|
15,771
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
13,450
|
13,324
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
12,422
|
12,295
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
11,786
|
11,671
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
10,041
|
9,938
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
7,477
|
7,408
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
6,466
|
6,408
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
82,846
|
82,011
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
76,828
|
75,984
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039
|
3,815
|
3,773
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040
|
357,392
|
351,390
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040
|
14,502
|
14,284
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040
|
3,665
|
3,596
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042
|
469,983
|
462,031
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047
|
39,299
|
37,701
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047
|
10,663
|
10,222
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2043
|
26,058
|
26,128
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
8,639,063
|
8,462,565
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
5,158,137
|
5,052,756
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2029
|
14,135
|
14,210
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044
|
1,069,477
|
1,075,277
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
5,063,523
|
4,928,428
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
4,500,852
|
4,421,557
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
2,440,565
|
2,390,704
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
1,534,099
|
1,502,277
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
611,950
|
594,667
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
151,645
|
147,741
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052
|
8,678,564
|
8,438,882
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052
|
1,669,098
|
1,634,476
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052
|
345,907
|
337,111
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2035
|
1,553,594
|
1,562,026
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038
|
988,831
|
994,393
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049
|
19,976,157
|
19,759,999
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2033
|
484,422
|
486,776
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2034
|
5,784
|
5,817
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044
|
120,016
|
119,917
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2045
|
23,772
|
23,708
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2038
|
3,511
|
3,529
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053
|
5,747,456
|
5,673,140
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041
|
32,654
|
32,815
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041
|
11,206
|
11,260
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041
|
4,336
|
4,358
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041
|
2,003
|
2,013
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044
|
168,791
|
169,785
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044
|
133,368
|
133,258
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
9,864,702
|
9,917,922
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
759,683
|
763,783
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
1,742
|
1,751
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2044
|
95,449
|
95,370
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033
|
107,738
|
108,299
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033
|
82,906
|
83,337
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033
|
58,194
|
58,497
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2038
|
5,395
|
5,423
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041
|
30,892
|
31,046
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041
|
28,368
|
28,511
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044
|
202,860
|
202,440
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044
|
95,027
|
94,949
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2039
|
4,448
|
4,471
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044
|
292,676
|
292,436
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044
|
78,769
|
78,606
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2025
|
7
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2044
|
10,503
|
10,494
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
641,447
|
633,554
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
388,234
|
383,457
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
301,548
|
297,837
|
|
Fannie Mae Mortgage pass-thru certificates 5.297% 8/1/2041 (b)
|
393,770
|
395,114
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2033
|
1,383
|
1,396
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2048
|
908,117
|
921,153
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2048
|
351,324
|
356,367
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052
|
11,643,082
|
11,631,933
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053
|
8,476,016
|
8,497,035
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054
|
8,352,888
|
8,290,073
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2032
|
1,776
|
1,818
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2032
|
1,367
|
1,399
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2048
|
1,484,824
|
1,506,139
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2054
|
15,236,267
|
15,116,928
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053
|
1,971,705
|
1,965,504
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2049
|
804,533
|
813,568
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2033
|
804
|
819
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2049
|
301,876
|
305,266
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2049
|
72,956
|
73,775
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2049
|
53,942
|
54,548
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054
|
13,810,107
|
13,714,885
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2048
|
360,254
|
365,988
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2049
|
298,741
|
302,096
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053
|
8,691,666
|
8,680,627
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
17,445,597
|
17,428,891
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
6,945,299
|
6,938,648
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
4,518,122
|
4,525,091
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054
|
8,307,655
|
8,247,777
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053
|
12,143,809
|
12,132,180
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054
|
8,623,572
|
8,604,535
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2048
|
212,757
|
215,844
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053
|
15,427,098
|
15,450,893
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2052
|
8,646,490
|
8,638,210
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054
|
21,837,511
|
21,673,290
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.475%, 6.155% 10/1/2033 (b)(c)
|
267
|
270
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.505%, 6.38% 1/1/2035 (b)(c)
|
3,024
|
3,072
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.51%, 6.316% 2/1/2033 (b)(c)
|
203
|
206
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 6.369% 12/1/2034 (b)(c)
|
2,899
|
2,947
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 6.41% 3/1/2035 (b)(c)
|
2,366
|
2,406
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.55%, 6.195% 10/1/2033 (b)(c)
|
1,309
|
1,329
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.565%, 6.369% 7/1/2035 (b)(c)
|
1,520
|
1,547
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.96%, 6.585% 9/1/2035 (b)(c)
|
2,650
|
2,725
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036
|
5,447
|
5,686
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036
|
1,009
|
1,052
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038
|
109,776
|
115,017
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038
|
7,349
|
7,713
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040
|
102,476
|
107,507
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2042
|
8,185
|
8,590
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
88,549
|
92,097
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
40,120
|
41,753
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
6,220
|
6,502
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
5,637
|
5,891
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
3,971
|
4,154
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
1,103
|
1,149
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
992
|
1,031
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
645
|
674
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
629
|
658
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
482
|
503
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037
|
101,390
|
106,089
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037
|
16,160
|
16,935
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054
|
7,579,644
|
7,763,911
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
116,090
|
120,674
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
33,841
|
35,255
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
13,609
|
14,152
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
2,574
|
2,693
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
1,343
|
1,405
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
793
|
828
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
440
|
460
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2037
|
16,374
|
17,165
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053
|
33,259,009
|
33,901,268
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053 (v)
|
16,775,093
|
17,052,693
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
3,836,599
|
3,926,273
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
1,436,284
|
1,471,650
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
544,088
|
557,995
|
|
Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038
|
39,704
|
41,638
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2034
|
131,883
|
136,856
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2038
|
19,317
|
20,250
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
15,981,703
|
16,321,537
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
11,886,464
|
12,217,222
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2036
|
51,977
|
53,986
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038
|
36,784
|
38,597
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2039
|
2,954
|
3,101
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054
|
5,650,275
|
5,718,775
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055
|
8,578,935
|
8,785,485
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054
|
21,277,032
|
21,534,980
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2032
|
1,595
|
1,653
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2036
|
2,132
|
2,226
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2037
|
6,256
|
6,544
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040
|
127,995
|
134,190
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054
|
21,619,858
|
21,881,963
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055
|
12,514,379
|
12,792,216
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
5,265
|
5,475
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
4,490
|
4,693
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
2,575
|
2,683
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
228
|
237
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
126
|
130
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036
|
63,445
|
66,263
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
8,994,577
|
9,182,323
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
6,568,570
|
6,697,467
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
|
22,987,778
|
23,266,465
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
8,051
|
8,391
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
5,912
|
6,167
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
856
|
892
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
649
|
676
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
609
|
634
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2036
|
231
|
234
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038
|
17,209
|
18,061
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039
|
30,805,953
|
31,559,212
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041
|
234,682
|
246,158
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
19,093,324
|
19,432,198
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
16,459,259
|
16,843,966
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
13,086,040
|
13,244,686
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
4,375
|
4,559
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
3,040
|
3,166
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
2,889
|
3,012
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
2,529
|
2,640
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
398
|
415
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
131
|
136
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037
|
242,911
|
252,142
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054
|
25,922,759
|
26,228,927
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2029
|
5,655
|
5,783
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
7,181
|
7,474
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
4,575
|
4,772
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
2,061
|
2,156
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
1,110
|
1,160
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
907
|
944
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
124
|
128
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037
|
9,291
|
9,738
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053
|
4,812,459
|
4,906,895
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
21,475,432
|
21,729,074
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
6,054,121
|
6,206,977
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036
|
715
|
752
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036
|
387
|
408
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2035
|
7,731
|
8,159
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053
|
32,777,456
|
33,697,497
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2035
|
16,555
|
17,464
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053
|
9,642,865
|
9,992,636
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032
|
15,100
|
15,690
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2035
|
155,375
|
161,861
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2036
|
1,128
|
1,192
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053
|
91,901
|
95,485
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2036
|
498
|
525
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2037
|
2,406
|
2,541
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054
|
2,554,925
|
2,625,842
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2036
|
96
|
101
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2037
|
720
|
763
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2035
|
1,181
|
1,233
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053
|
10,051,599
|
10,438,968
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
|
7,434,325
|
7,642,421
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
43,131
|
44,816
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
8,156
|
8,471
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035
|
17,722
|
18,491
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035
|
549
|
579
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
12,991,907
|
13,508,830
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
9,296,225
|
9,556,437
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
4,262
|
4,498
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
975
|
1,029
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
131,320
|
136,743
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
103,221
|
107,439
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
24,426
|
25,444
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2054
|
172,180
|
178,955
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2035
|
411
|
433
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2035
|
161
|
169
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053
|
7,765,021
|
8,051,530
|
|
Fannie Mae Mortgage pass-thru certificates 6.763% 2/1/2039 (b)
|
138,933
|
143,498
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2026
|
19
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2026
|
9
|
9
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2027
|
884
|
889
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028
|
40
|
42
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028
|
29
|
30
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2029
|
119
|
124
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032
|
1,286
|
1,344
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032
|
207
|
218
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2025
|
10
|
10
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2025
|
10
|
10
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2025
|
7
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026
|
692
|
696
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2027
|
16
|
16
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
95
|
99
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
91
|
91
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
36
|
37
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
532
|
554
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
185
|
193
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
146
|
153
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2031
|
189
|
199
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032
|
345
|
366
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032
|
295
|
308
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025
|
29
|
29
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025
|
9
|
9
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025
|
6
|
6
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2026
|
79
|
79
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
100
|
104
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
63
|
65
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
150
|
156
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
111
|
115
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
89
|
93
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2029
|
1,132
|
1,181
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2025
|
2
|
2
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026
|
432
|
435
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026
|
16
|
16
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031
|
1,346
|
1,404
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031
|
483
|
507
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2032
|
220
|
232
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2026
|
57
|
57
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2027
|
30
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
519
|
541
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
301
|
314
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
217
|
226
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2029
|
1,216
|
1,268
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030
|
538
|
561
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030
|
36
|
37
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2031
|
805
|
840
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2032
|
272
|
283
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2033
|
1,644
|
1,741
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026
|
41
|
41
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026
|
36
|
36
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026
|
7
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026
|
5
|
5
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2028
|
30
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2028
|
9
|
9
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
7,036
|
7,391
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
411
|
433
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
205
|
215
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
137
|
144
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026
|
316
|
316
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026
|
14
|
14
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026
|
12
|
12
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2028
|
71
|
74
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2031
|
200
|
209
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032
|
536
|
567
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032
|
365
|
386
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032
|
57
|
60
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026
|
24
|
24
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026
|
20
|
20
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026
|
5
|
5
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029
|
4,384
|
4,573
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029
|
101
|
106
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2030
|
10,254
|
10,695
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032
|
587
|
616
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032
|
274
|
289
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032
|
106
|
111
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028
|
1,913
|
1,995
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028
|
15
|
16
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2029
|
1,257
|
1,311
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
5,750
|
6,073
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
2,689
|
2,805
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
1,212
|
1,268
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
1,021
|
1,080
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2026
|
113
|
113
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028
|
1,996
|
2,082
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028
|
37
|
39
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029
|
909
|
948
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029
|
160
|
167
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029
|
26
|
27
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2031
|
351
|
368
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2031
|
138
|
144
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
836
|
879
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
792
|
837
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
197
|
207
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
155
|
163
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2037
|
2,900
|
3,107
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2025
|
18
|
18
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2025
|
16
|
16
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2025
|
1
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2026
|
1,090
|
1,096
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2026
|
7
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2027
|
841
|
877
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2028
|
221
|
231
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
565
|
589
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
220
|
229
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
80
|
83
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
45
|
46
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2031
|
682
|
712
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2031
|
79
|
83
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032
|
10,244
|
10,824
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032
|
2,589
|
2,734
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2025
|
12
|
12
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2025
|
4
|
4
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026
|
1,234
|
1,242
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026
|
10
|
10
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027
|
152
|
158
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027
|
7
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
597
|
623
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
456
|
475
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
347
|
362
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2029
|
93
|
97
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2030
|
1,653
|
1,724
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
2,747
|
2,872
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
248
|
259
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
209
|
218
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
116
|
122
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2032
|
2,108
|
2,230
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2026
|
26
|
26
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027
|
754
|
763
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027
|
17
|
17
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
824
|
843
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
784
|
800
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
403
|
410
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
297
|
304
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
280
|
286
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
256
|
262
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
77
|
79
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
70
|
71
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
67
|
67
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
42
|
43
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
34
|
35
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
27
|
27
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
14
|
14
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
277
|
284
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
59
|
60
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
52
|
54
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
8
|
8
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2028
|
35
|
36
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029
|
1,959
|
2,051
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029
|
265
|
276
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2026
|
9
|
9
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
493
|
505
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
367
|
374
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
253
|
256
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
224
|
228
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
150
|
153
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
44
|
44
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
40
|
41
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2028
|
251
|
256
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029
|
137
|
142
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029
|
47
|
48
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031
|
651
|
684
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027
|
254
|
261
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027
|
195
|
199
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027
|
60
|
61
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2028
|
489
|
500
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2029
|
189
|
197
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2030
|
936
|
990
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027
|
315
|
319
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027
|
255
|
259
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
131
|
135
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
46
|
47
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
34
|
35
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030
|
852
|
887
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030
|
46
|
48
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2031
|
586
|
618
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2026
|
329
|
329
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
1,121
|
1,142
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
198
|
204
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
1
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2029
|
355
|
361
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2026
|
52
|
52
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2028
|
247
|
253
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2029
|
20
|
21
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
890
|
907
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
77
|
78
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
75
|
76
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
43
|
44
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2028
|
142
|
145
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2028
|
25
|
25
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2029
|
94
|
97
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2029
|
20
|
21
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2026
|
284
|
286
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2026
|
33
|
33
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027
|
381
|
387
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027
|
58
|
59
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2028
|
536
|
552
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2026
|
5
|
5
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
184
|
187
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
156
|
158
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
40
|
41
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
4
|
4
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2029
|
158
|
163
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
127
|
130
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
35
|
36
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
24
|
24
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
10
|
11
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
11
|
11
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028
|
110
|
113
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028
|
24
|
25
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
673
|
701
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
244
|
252
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
54
|
55
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
29
|
30
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030
|
10,794
|
11,064
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030
|
233
|
245
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2025
|
1
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2026
|
140
|
142
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
584
|
598
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
172
|
174
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
67
|
68
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
64
|
65
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
24
|
24
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
18
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
9
|
9
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
6
|
6
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
766
|
797
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
395
|
410
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
65
|
67
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
48
|
51
|
|
Fannie Mae Mortgage pass-thru certificates 8% 3/1/2037
|
5,767
|
6,123
|
|
Freddie Mac Gold Pool 1.5% 1/1/2036
|
5,576,632
|
4,918,563
|
|
Freddie Mac Gold Pool 1.5% 1/1/2051
|
32,328,782
|
23,912,091
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
6,277,741
|
5,536,938
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
388,121
|
342,321
|
|
Freddie Mac Gold Pool 1.5% 11/1/2050
|
316,931
|
236,994
|
|
Freddie Mac Gold Pool 1.5% 12/1/2035
|
8,140,621
|
7,179,990
|
|
Freddie Mac Gold Pool 1.5% 12/1/2040
|
1,131,125
|
933,960
|
|
Freddie Mac Gold Pool 1.5% 12/1/2050
|
225,842
|
168,879
|
|
Freddie Mac Gold Pool 1.5% 12/1/2050
|
71,356
|
53,426
|
|
Freddie Mac Gold Pool 1.5% 2/1/2036
|
7,730,268
|
6,818,061
|
|
Freddie Mac Gold Pool 1.5% 2/1/2036
|
285,689
|
251,977
|
|
Freddie Mac Gold Pool 1.5% 2/1/2041
|
3,504,339
|
2,888,441
|
|
Freddie Mac Gold Pool 1.5% 2/1/2051
|
32,836,112
|
24,287,339
|
|
Freddie Mac Gold Pool 1.5% 3/1/2036
|
180,454
|
159,160
|
|
Freddie Mac Gold Pool 1.5% 3/1/2041
|
1,979,181
|
1,629,995
|
|
Freddie Mac Gold Pool 1.5% 3/1/2051
|
84,910
|
63,574
|
|
Freddie Mac Gold Pool 1.5% 4/1/2036
|
310,119
|
273,136
|
|
Freddie Mac Gold Pool 1.5% 4/1/2041
|
7,438,145
|
6,128,119
|
|
Freddie Mac Gold Pool 1.5% 4/1/2041
|
2,827,095
|
2,326,506
|
|
Freddie Mac Gold Pool 1.5% 4/1/2051
|
18,455,704
|
13,639,287
|
|
Freddie Mac Gold Pool 1.5% 4/1/2051
|
3,519,417
|
2,600,949
|
|
Freddie Mac Gold Pool 1.5% 5/1/2036
|
319,781
|
281,645
|
|
Freddie Mac Gold Pool 1.5% 6/1/2036
|
322,979
|
284,463
|
|
Freddie Mac Gold Pool 1.5% 6/1/2051
|
202,180
|
151,375
|
|
Freddie Mac Gold Pool 1.5% 6/1/2051
|
55,556
|
41,057
|
|
Freddie Mac Gold Pool 1.5% 7/1/2035
|
1,753,379
|
1,553,048
|
|
Freddie Mac Gold Pool 1.5% 7/1/2036
|
262,779
|
231,031
|
|
Freddie Mac Gold Pool 1.5% 8/1/2035
|
5,223,161
|
4,626,391
|
|
Freddie Mac Gold Pool 1.5% 8/1/2036
|
197,028
|
173,224
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
1,533,398
|
1,202,752
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
231,226
|
181,005
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
2,773,994
|
2,161,103
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
1,240,789
|
967,810
|
|
Freddie Mac Gold Pool 2% 10/1/2041
|
18,423
|
15,546
|
|
Freddie Mac Gold Pool 2% 10/1/2050
|
3,010,532
|
2,358,551
|
|
Freddie Mac Gold Pool 2% 10/1/2050
|
104,007
|
81,483
|
|
Freddie Mac Gold Pool 2% 10/1/2050
|
13,681
|
10,761
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
16,455,805
|
12,938,308
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
2,693,827
|
2,127,270
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
2,265,955
|
1,793,636
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
821,996
|
649,116
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
129,475
|
101,516
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
118,785
|
92,763
|
|
Freddie Mac Gold Pool 2% 11/1/2041
|
4,766,165
|
4,017,052
|
|
Freddie Mac Gold Pool 2% 11/1/2041
|
4,047,163
|
3,413,283
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
34,919,012
|
27,356,717
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
248,371
|
194,582
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
158,864
|
124,459
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
18,775
|
14,732
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
23,913,504
|
18,801,892
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
10,698,007
|
8,407,920
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
9,462,724
|
7,380,885
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
3,261,793
|
2,555,397
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
3,004,261
|
2,372,414
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
2,738,244
|
2,135,819
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
1,727,748
|
1,347,636
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
1,190,218
|
939,895
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
927,729
|
723,624
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
724,652
|
572,246
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
31,342
|
24,447
|
|
Freddie Mac Gold Pool 2% 12/1/2035
|
991,747
|
900,232
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
11,242,732
|
8,878,198
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
2,043,472
|
1,613,696
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
959,458
|
757,668
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
928,770
|
729,951
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
917,195
|
720,281
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
368,340
|
288,570
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
138,738
|
108,215
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
47,381
|
36,913
|
|
Freddie Mac Gold Pool 2% 2/1/2041
|
2,556,387
|
2,170,576
|
|
Freddie Mac Gold Pool 2% 2/1/2042
|
1,215,604
|
1,022,404
|
|
Freddie Mac Gold Pool 2% 2/1/2051
|
17,783,326
|
13,920,936
|
|
Freddie Mac Gold Pool 2% 2/1/2051
|
16,497,490
|
13,099,969
|
|
Freddie Mac Gold Pool 2% 2/1/2051
|
447,331
|
350,174
|
|
Freddie Mac Gold Pool 2% 2/1/2051
|
127,264
|
99,703
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
30,011,647
|
23,568,395
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
13,279,018
|
10,436,422
|
|
Freddie Mac Gold Pool 2% 3/1/2041
|
2,681,838
|
2,290,500
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
29,699,759
|
23,249,218
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
7,611,073
|
5,972,282
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
1,537,169
|
1,202,348
|
|
Freddie Mac Gold Pool 2% 4/1/2041
|
17,105
|
14,504
|
|
Freddie Mac Gold Pool 2% 4/1/2042
|
16,195,295
|
13,760,750
|
|
Freddie Mac Gold Pool 2% 4/1/2051
|
5,804,865
|
4,540,468
|
|
Freddie Mac Gold Pool 2% 4/1/2051
|
1,805,808
|
1,412,473
|
|
Freddie Mac Gold Pool 2% 4/1/2052
|
3,691,346
|
2,914,994
|
|
Freddie Mac Gold Pool 2% 5/1/2041
|
2,372,421
|
2,009,275
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
29,816,654
|
23,322,088
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
12,803,848
|
10,146,996
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
2,696,661
|
2,110,969
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
1,520,282
|
1,201,017
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
1,350,782
|
1,059,514
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
569,053
|
446,349
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
25,764
|
20,152
|
|
Freddie Mac Gold Pool 2% 6/1/2041
|
3,955,418
|
3,349,606
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
122,487,610
|
96,190,538
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
10,968,882
|
8,672,226
|
|
Freddie Mac Gold Pool 2% 6/1/2051
|
89,914
|
70,329
|
|
Freddie Mac Gold Pool 2% 6/1/2052
|
2,181,961
|
1,703,966
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
15,475,193
|
13,169,787
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
17,656
|
14,928
|
|
Freddie Mac Gold Pool 2% 7/1/2050
|
300,625
|
235,895
|
|
Freddie Mac Gold Pool 2% 7/1/2050
|
112,558
|
88,393
|
|
Freddie Mac Gold Pool 2% 7/1/2051
|
866,205
|
684,028
|
|
Freddie Mac Gold Pool 2% 8/1/2051
|
2,374,966
|
1,860,627
|
|
Freddie Mac Gold Pool 2% 8/1/2051
|
824,424
|
643,820
|
|
Freddie Mac Gold Pool 2% 8/1/2051
|
56,216
|
43,901
|
|
Freddie Mac Gold Pool 2% 8/1/2051
|
39,738
|
31,033
|
|
Freddie Mac Gold Pool 2% 8/1/2052
|
3,252,386
|
2,536,847
|
|
Freddie Mac Gold Pool 2% 8/1/2052
|
57,473
|
44,775
|
|
Freddie Mac Gold Pool 2% 9/1/2050
|
67,538,356
|
52,996,221
|
|
Freddie Mac Gold Pool 2% 9/1/2050
|
560,185
|
438,867
|
|
Freddie Mac Gold Pool 2% 9/1/2050
|
75,178
|
58,991
|
|
Freddie Mac Gold Pool 2% 9/1/2051
|
4,223,073
|
3,342,808
|
|
Freddie Mac Gold Pool 2% 9/1/2051
|
27,885
|
21,706
|
|
Freddie Mac Gold Pool 2.5% 1/1/2033
|
38,135
|
36,356
|
|
Freddie Mac Gold Pool 2.5% 1/1/2041
|
5,269,275
|
4,634,235
|
|
Freddie Mac Gold Pool 2.5% 1/1/2042
|
4,771,403
|
4,163,583
|
|
Freddie Mac Gold Pool 2.5% 1/1/2051
|
18,350
|
15,112
|
|
Freddie Mac Gold Pool 2.5% 1/1/2052
|
3,935,664
|
3,252,431
|
|
Freddie Mac Gold Pool 2.5% 10/1/2041
|
2,335,398
|
2,042,113
|
|
Freddie Mac Gold Pool 2.5% 10/1/2050
|
3,959,743
|
3,279,754
|
|
Freddie Mac Gold Pool 2.5% 10/1/2051
|
4,401,110
|
3,621,946
|
|
Freddie Mac Gold Pool 2.5% 11/1/2031
|
1,395,141
|
1,335,611
|
|
Freddie Mac Gold Pool 2.5% 11/1/2032
|
121,475
|
115,861
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041 (y)
|
18,106,465
|
15,904,389
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
1,092,739
|
958,299
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
947,125
|
832,254
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
20,865,674
|
17,354,229
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
25,245,035
|
20,775,702
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
4,170,681
|
3,414,064
|
|
Freddie Mac Gold Pool 2.5% 12/1/2050
|
3,018,614
|
2,507,787
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
7,144,657
|
5,879,780
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
2,541,677
|
2,080,583
|
|
Freddie Mac Gold Pool 2.5% 2/1/2035
|
2,067,335
|
1,928,109
|
|
Freddie Mac Gold Pool 2.5% 2/1/2042
|
3,448,275
|
3,026,973
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
14,148,795
|
11,754,456
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
12,906,226
|
10,629,399
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
40,294
|
33,185
|
|
Freddie Mac Gold Pool 2.5% 3/1/2033
|
829,749
|
790,684
|
|
Freddie Mac Gold Pool 2.5% 3/1/2050
|
3,814,414
|
3,149,846
|
|
Freddie Mac Gold Pool 2.5% 3/1/2051
|
12,165,548
|
10,019,386
|
|
Freddie Mac Gold Pool 2.5% 4/1/2033
|
353,091
|
335,975
|
|
Freddie Mac Gold Pool 2.5% 4/1/2042
|
32,999,510
|
28,754,616
|
|
Freddie Mac Gold Pool 2.5% 4/1/2042
|
706,573
|
617,932
|
|
Freddie Mac Gold Pool 2.5% 4/1/2047
|
4,629,949
|
3,842,103
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
7,999,993
|
6,626,189
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
500,070
|
414,664
|
|
Freddie Mac Gold Pool 2.5% 5/1/2033
|
94,293
|
89,712
|
|
Freddie Mac Gold Pool 2.5% 5/1/2035
|
6,254,271
|
5,833,073
|
|
Freddie Mac Gold Pool 2.5% 5/1/2041
|
7,381,754
|
6,523,569
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
25,983,627
|
21,562,173
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
4,354,341
|
3,641,968
|
|
Freddie Mac Gold Pool 2.5% 5/1/2052
|
22,464,251
|
18,578,484
|
|
Freddie Mac Gold Pool 2.5% 6/1/2031
|
1,649,466
|
1,586,001
|
|
Freddie Mac Gold Pool 2.5% 6/1/2040
|
577,365
|
512,591
|
|
Freddie Mac Gold Pool 2.5% 6/1/2041
|
837,454
|
736,858
|
|
Freddie Mac Gold Pool 2.5% 7/1/2036
|
2,935,111
|
2,724,603
|
|
Freddie Mac Gold Pool 2.5% 7/1/2051
|
9,266,979
|
7,664,017
|
|
Freddie Mac Gold Pool 2.5% 7/1/2051
|
8,012,150
|
6,626,244
|
|
Freddie Mac Gold Pool 2.5% 8/1/2032
|
85,184
|
81,348
|
|
Freddie Mac Gold Pool 2.5% 8/1/2041
|
777,164
|
684,239
|
|
Freddie Mac Gold Pool 2.5% 8/1/2050
|
21,859,921
|
18,153,831
|
|
Freddie Mac Gold Pool 2.5% 9/1/2041
|
1,718,427
|
1,511,235
|
|
Freddie Mac Gold Pool 2.5% 9/1/2051
|
3,330,951
|
2,742,287
|
|
Freddie Mac Gold Pool 2.5% 9/1/2051
|
80,928
|
66,247
|
|
Freddie Mac Gold Pool 3% 1/1/2033
|
471,097
|
454,334
|
|
Freddie Mac Gold Pool 3% 1/1/2033
|
306,433
|
295,167
|
|
Freddie Mac Gold Pool 3% 1/1/2043
|
84,764
|
76,501
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
3,225,760
|
2,771,703
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
1,533,528
|
1,317,669
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
702,126
|
603,295
|
|
Freddie Mac Gold Pool 3% 10/1/2042
|
69,293
|
62,273
|
|
Freddie Mac Gold Pool 3% 10/1/2049
|
8,579,295
|
7,410,550
|
|
Freddie Mac Gold Pool 3% 10/1/2051
|
5,985,744
|
5,152,545
|
|
Freddie Mac Gold Pool 3% 10/1/2051
|
930,473
|
800,663
|
|
Freddie Mac Gold Pool 3% 10/1/2051
|
432,613
|
371,178
|
|
Freddie Mac Gold Pool 3% 11/1/2042
|
14,313
|
12,973
|
|
Freddie Mac Gold Pool 3% 11/1/2049
|
29,442,569
|
25,606,467
|
|
Freddie Mac Gold Pool 3% 11/1/2050
|
1,435,828
|
1,235,740
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
4,728,108
|
4,062,581
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
532,992
|
457,968
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
29,859
|
25,694
|
|
Freddie Mac Gold Pool 3% 12/1/2030
|
588,483
|
571,593
|
|
Freddie Mac Gold Pool 3% 12/1/2031
|
9,792
|
9,488
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
1,059,443
|
1,026,664
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
371,382
|
358,885
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
1,566,784
|
1,415,638
|
|
Freddie Mac Gold Pool 3% 12/1/2050
|
11,693,828
|
10,064,253
|
|
Freddie Mac Gold Pool 3% 2/1/2032
|
14,241
|
13,786
|
|
Freddie Mac Gold Pool 3% 2/1/2033
|
576,159
|
560,310
|
|
Freddie Mac Gold Pool 3% 2/1/2037
|
605,592
|
565,607
|
|
Freddie Mac Gold Pool 3% 2/1/2037
|
34,103
|
31,958
|
|
Freddie Mac Gold Pool 3% 2/1/2038
|
337,744
|
313,370
|
|
Freddie Mac Gold Pool 3% 2/1/2038
|
6,930
|
6,430
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
104,274
|
94,640
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
48,930
|
44,207
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
29,492
|
26,425
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
5,647,281
|
4,836,488
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
5,648,494
|
4,831,349
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
4,952,679
|
4,241,612
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
4,559,153
|
3,899,598
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
2,191,972
|
1,877,266
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
1,133,695
|
972,345
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
956,199
|
818,916
|
|
Freddie Mac Gold Pool 3% 3/1/2033
|
1,182,230
|
1,141,445
|
|
Freddie Mac Gold Pool 3% 3/1/2033
|
55,876
|
53,934
|
|
Freddie Mac Gold Pool 3% 3/1/2043
|
108,886
|
98,314
|
|
Freddie Mac Gold Pool 3% 3/1/2050
|
15,533,699
|
13,398,149
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
5,633,365
|
4,837,773
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
2,711,775
|
2,323,711
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
1,622,696
|
1,390,483
|
|
Freddie Mac Gold Pool 3% 4/1/2032
|
39,857
|
38,675
|
|
Freddie Mac Gold Pool 3% 4/1/2032
|
14,383
|
13,970
|
|
Freddie Mac Gold Pool 3% 4/1/2034
|
860,647
|
824,312
|
|
Freddie Mac Gold Pool 3% 4/1/2043
|
45,275
|
40,904
|
|
Freddie Mac Gold Pool 3% 4/1/2045
|
8,190
|
7,293
|
|
Freddie Mac Gold Pool 3% 4/1/2045
|
6,154
|
5,464
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
180,826
|
159,508
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
149,779
|
132,122
|
|
Freddie Mac Gold Pool 3% 4/1/2050
|
15,574,311
|
13,433,178
|
|
Freddie Mac Gold Pool 3% 4/1/2052
|
8,346,748
|
7,239,679
|
|
Freddie Mac Gold Pool 3% 5/1/2035
|
9,701,491
|
9,232,755
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
49,917
|
44,289
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
2,786,607
|
2,458,093
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
433,776
|
382,638
|
|
Freddie Mac Gold Pool 3% 5/1/2051
|
4,331,762
|
3,729,470
|
|
Freddie Mac Gold Pool 3% 5/1/2052
|
10,598,163
|
9,114,648
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
4,478
|
4,346
|
|
Freddie Mac Gold Pool 3% 6/1/2046
|
2,746,936
|
2,423,099
|
|
Freddie Mac Gold Pool 3% 6/1/2050
|
10,679,771
|
9,268,268
|
|
Freddie Mac Gold Pool 3% 6/1/2052
|
6,909,159
|
5,935,548
|
|
Freddie Mac Gold Pool 3% 6/1/2052
|
5,302,715
|
4,543,878
|
|
Freddie Mac Gold Pool 3% 7/1/2032
|
76,771
|
74,317
|
|
Freddie Mac Gold Pool 3% 7/1/2043
|
224,463
|
202,310
|
|
Freddie Mac Gold Pool 3% 7/1/2043
|
55,261
|
49,754
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
113,612
|
100,431
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
40,031
|
35,612
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
12,026
|
10,630
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
88,056
|
85,268
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
60,134
|
58,195
|
|
Freddie Mac Gold Pool 3% 8/1/2037
|
253,168
|
235,689
|
|
Freddie Mac Gold Pool 3% 8/1/2042
|
20,046
|
18,138
|
|
Freddie Mac Gold Pool 3% 8/1/2042
|
15,350
|
13,832
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
53,108
|
46,963
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
29,542
|
26,114
|
|
Freddie Mac Gold Pool 3% 9/1/2049
|
86,879
|
75,750
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
4,167,367
|
3,584,676
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
563,248
|
483,965
|
|
Freddie Mac Gold Pool 3.5% 1/1/2032
|
13,753
|
13,440
|
|
Freddie Mac Gold Pool 3.5% 1/1/2044
|
6,946,460
|
6,437,852
|
|
Freddie Mac Gold Pool 3.5% 1/1/2044
|
3,517,298
|
3,257,339
|
|
Freddie Mac Gold Pool 3.5% 1/1/2045
|
2,499,959
|
2,316,034
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
10,736
|
9,788
|
|
Freddie Mac Gold Pool 3.5% 1/1/2048
|
28,441
|
25,858
|
|
Freddie Mac Gold Pool 3.5% 10/1/2040
|
185,767
|
170,104
|
|
Freddie Mac Gold Pool 3.5% 10/1/2042
|
68,969
|
63,898
|
|
Freddie Mac Gold Pool 3.5% 10/1/2042
|
9,372
|
8,666
|
|
Freddie Mac Gold Pool 3.5% 10/1/2047
|
102,890
|
93,642
|
|
Freddie Mac Gold Pool 3.5% 10/1/2049
|
11,344,856
|
10,240,052
|
|
Freddie Mac Gold Pool 3.5% 10/1/2051
|
3,354,332
|
3,011,951
|
|
Freddie Mac Gold Pool 3.5% 10/1/2053
|
2,851,384
|
2,530,713
|
|
Freddie Mac Gold Pool 3.5% 11/1/2033
|
742,888
|
718,284
|
|
Freddie Mac Gold Pool 3.5% 11/1/2040
|
388,504
|
355,505
|
|
Freddie Mac Gold Pool 3.5% 11/1/2045
|
3,063,481
|
2,792,745
|
|
Freddie Mac Gold Pool 3.5% 11/1/2045
|
47,643
|
43,432
|
|
Freddie Mac Gold Pool 3.5% 11/1/2046
|
5,219
|
4,738
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
710,686
|
646,807
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
51,704
|
47,054
|
|
Freddie Mac Gold Pool 3.5% 12/1/2033
|
210,195
|
204,384
|
|
Freddie Mac Gold Pool 3.5% 12/1/2040
|
378,532
|
346,380
|
|
Freddie Mac Gold Pool 3.5% 12/1/2046
|
1,191,316
|
1,081,566
|
|
Freddie Mac Gold Pool 3.5% 12/1/2047
|
167,351
|
152,152
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
4,096,798
|
3,984,943
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
4,313,331
|
3,994,240
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
311,419
|
289,164
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
126,843
|
118,532
|
|
Freddie Mac Gold Pool 3.5% 2/1/2045
|
3,230
|
2,980
|
|
Freddie Mac Gold Pool 3.5% 2/1/2046
|
2,053,709
|
1,872,212
|
|
Freddie Mac Gold Pool 3.5% 2/1/2048
|
6,424
|
5,763
|
|
Freddie Mac Gold Pool 3.5% 2/1/2052
|
1,108,601
|
992,673
|
|
Freddie Mac Gold Pool 3.5% 3/1/2032
|
4,295,114
|
4,195,574
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
1,018,074
|
933,190
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
266,323
|
244,545
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
187,556
|
172,297
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
92,610
|
85,283
|
|
Freddie Mac Gold Pool 3.5% 3/1/2046
|
3,705,148
|
3,383,494
|
|
Freddie Mac Gold Pool 3.5% 3/1/2047
|
56,225
|
50,992
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
4,941,833
|
4,426,758
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
4,609,985
|
4,122,151
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
2,309,008
|
2,066,831
|
|
Freddie Mac Gold Pool 3.5% 4/1/2033
|
1,807,073
|
1,761,622
|
|
Freddie Mac Gold Pool 3.5% 4/1/2040
|
460,520
|
429,720
|
|
Freddie Mac Gold Pool 3.5% 4/1/2042
|
2,741,645
|
2,551,986
|
|
Freddie Mac Gold Pool 3.5% 4/1/2042
|
26,155
|
24,308
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
381,593
|
352,864
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
166,138
|
153,836
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
2,246,923
|
2,046,244
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
681,276
|
619,152
|
|
Freddie Mac Gold Pool 3.5% 4/1/2052
|
34,279,196
|
30,501,760
|
|
Freddie Mac Gold Pool 3.5% 5/1/2033
|
69,065
|
67,269
|
|
Freddie Mac Gold Pool 3.5% 5/1/2034
|
248,009
|
240,482
|
|
Freddie Mac Gold Pool 3.5% 5/1/2034
|
40,540
|
39,320
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
949,078
|
886,358
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
172,915
|
161,302
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
900,993
|
824,553
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
124,604
|
114,027
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
67,024
|
61,101
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
30,386
|
27,701
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
11,062
|
10,064
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
4,690,749
|
4,283,532
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
2,231,067
|
2,031,805
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
985,854
|
895,956
|
|
Freddie Mac Gold Pool 3.5% 5/1/2049
|
137,828
|
124,535
|
|
Freddie Mac Gold Pool 3.5% 5/1/2052
|
332,578
|
295,826
|
|
Freddie Mac Gold Pool 3.5% 6/1/2032
|
2,279,362
|
2,225,093
|
|
Freddie Mac Gold Pool 3.5% 6/1/2040
|
824,250
|
754,755
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
3,743,495
|
3,412,663
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
1,085,318
|
987,368
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
214,578
|
195,950
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
173,492
|
159,463
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
7,043
|
6,420
|
|
Freddie Mac Gold Pool 3.5% 7/1/2032
|
1,959,690
|
1,913,063
|
|
Freddie Mac Gold Pool 3.5% 7/1/2032
|
556,062
|
542,708
|
|
Freddie Mac Gold Pool 3.5% 7/1/2040
|
118,558
|
108,562
|
|
Freddie Mac Gold Pool 3.5% 7/1/2042
|
880,912
|
815,860
|
|
Freddie Mac Gold Pool 3.5% 7/1/2046
|
7,021
|
6,393
|
|
Freddie Mac Gold Pool 3.5% 7/1/2047
|
1,700,594
|
1,547,738
|
|
Freddie Mac Gold Pool 3.5% 7/1/2052
|
805,529
|
718,525
|
|
Freddie Mac Gold Pool 3.5% 8/1/2034
|
414,836
|
402,043
|
|
Freddie Mac Gold Pool 3.5% 8/1/2034
|
31,382
|
30,422
|
|
Freddie Mac Gold Pool 3.5% 8/1/2040
|
538,810
|
493,381
|
|
Freddie Mac Gold Pool 3.5% 8/1/2042
|
2,068,121
|
1,916,564
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
2,638,386
|
2,401,238
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
302,589
|
275,391
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
207,551
|
188,896
|
|
Freddie Mac Gold Pool 3.5% 8/1/2051
|
4,342,318
|
3,900,450
|
|
Freddie Mac Gold Pool 3.5% 9/1/2040
|
405,888
|
369,256
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
6,176,739
|
5,716,468
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
1,115,782
|
1,031,990
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
3,721
|
3,442
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
797,707
|
727,209
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
125,379
|
113,828
|
|
Freddie Mac Gold Pool 3.5% 9/1/2047
|
59,030
|
53,724
|
|
Freddie Mac Gold Pool 3.5% 9/1/2047
|
48,352
|
44,006
|
|
Freddie Mac Gold Pool 3.5% 9/1/2052
|
521,915
|
463,586
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
2,195,311
|
2,097,801
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
50,273
|
48,223
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
12,086
|
11,519
|
|
Freddie Mac Gold Pool 4% 1/1/2042
|
3,470
|
3,304
|
|
Freddie Mac Gold Pool 4% 1/1/2043
|
16,438
|
15,570
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
60,779
|
57,399
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
49,432
|
46,790
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
792,459
|
755,150
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
94,832
|
90,439
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
88,193
|
84,148
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
47,448
|
45,285
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
31,434
|
29,881
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
12,622
|
12,133
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
8,616
|
8,162
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
160,526
|
151,995
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
64,450
|
60,869
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
21,898
|
20,775
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
17,531
|
16,560
|
|
Freddie Mac Gold Pool 4% 10/1/2052
|
6,913,295
|
6,415,743
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
134,523
|
128,035
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
27,763
|
26,597
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
3,628
|
3,460
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
2,195,728
|
2,090,698
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
1,453,980
|
1,386,878
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
134,645
|
128,008
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
115,484
|
109,557
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
55,802
|
53,039
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
42,078
|
39,871
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
4,279
|
4,149
|
|
Freddie Mac Gold Pool 4% 11/1/2043
|
372,055
|
353,102
|
|
Freddie Mac Gold Pool 4% 11/1/2045
|
205,749
|
192,847
|
|
Freddie Mac Gold Pool 4% 11/1/2047
|
1,943,134
|
1,815,212
|
|
Freddie Mac Gold Pool 4% 11/1/2051
|
227,886
|
212,696
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
24,561
|
23,536
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
10,726
|
10,256
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
10,129
|
9,685
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
1,060,587
|
1,010,502
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
46,926
|
44,517
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
25,514
|
24,351
|
|
Freddie Mac Gold Pool 4% 12/1/2045
|
2,783,395
|
2,612,333
|
|
Freddie Mac Gold Pool 4% 12/1/2045
|
470,878
|
447,041
|
|
Freddie Mac Gold Pool 4% 12/1/2047
|
7,079,134
|
6,613,095
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
571,449
|
544,576
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
2,390
|
2,282
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
3,379,173
|
3,214,083
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
55,308
|
52,786
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
1,118
|
1,074
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
93,854
|
88,993
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
82,645
|
78,298
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
53,624
|
50,816
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
35,518
|
33,616
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
64,997
|
61,509
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
35,524
|
33,694
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
26,327
|
24,836
|
|
Freddie Mac Gold Pool 4% 2/1/2045
|
1,528,095
|
1,444,630
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
182,711
|
171,139
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
91,666
|
85,860
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
39,164
|
36,757
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
2,113,905
|
1,972,760
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
119,823
|
112,160
|
|
Freddie Mac Gold Pool 4% 2/1/2052
|
115,729
|
108,015
|
|
Freddie Mac Gold Pool 4% 2/1/2052
|
97,763
|
91,247
|
|
Freddie Mac Gold Pool 4% 2/1/2053
|
7,502,807
|
6,953,450
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
67,549
|
64,452
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
66,118
|
62,878
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
14,283
|
13,542
|
|
Freddie Mac Gold Pool 4% 3/1/2043
|
29,327
|
27,945
|
|
Freddie Mac Gold Pool 4% 3/1/2043
|
16,767
|
15,875
|
|
Freddie Mac Gold Pool 4% 3/1/2044
|
58,287
|
55,056
|
|
Freddie Mac Gold Pool 4% 4/1/2040
|
1,820
|
1,760
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
899,697
|
855,574
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
695,799
|
662,749
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
26,431
|
25,063
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
24,458
|
23,421
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
21,133
|
20,067
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
19,279
|
18,444
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
1,147,385
|
1,090,456
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
57,598
|
54,716
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
16,780
|
16,122
|
|
Freddie Mac Gold Pool 4% 4/1/2046
|
576,833
|
541,021
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
430,796
|
402,032
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
360,236
|
335,845
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
194,576
|
181,402
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
77,715
|
72,454
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
36,382
|
33,919
|
|
Freddie Mac Gold Pool 4% 4/1/2052
|
249,076
|
232,473
|
|
Freddie Mac Gold Pool 4% 4/1/2052
|
166,397
|
155,305
|
|
Freddie Mac Gold Pool 4% 5/1/2037
|
3,737,581
|
3,591,835
|
|
Freddie Mac Gold Pool 4% 5/1/2038
|
4,757,252
|
4,558,365
|
|
Freddie Mac Gold Pool 4% 5/1/2042
|
116,287
|
110,984
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
70,504
|
66,754
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
23,312
|
22,047
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
19,905
|
18,818
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
19,453
|
18,394
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
7,676
|
7,271
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
1,467,401
|
1,399,322
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
114,403
|
107,618
|
|
Freddie Mac Gold Pool 4% 5/1/2048
|
5,003,958
|
4,680,789
|
|
Freddie Mac Gold Pool 4% 6/1/2041
|
34,025
|
32,385
|
|
Freddie Mac Gold Pool 4% 6/1/2041
|
6,036
|
5,888
|
|
Freddie Mac Gold Pool 4% 6/1/2042
|
40,118
|
38,182
|
|
Freddie Mac Gold Pool 4% 6/1/2043
|
65,426
|
62,410
|
|
Freddie Mac Gold Pool 4% 6/1/2043
|
29,994
|
28,377
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
4,546,460
|
4,267,045
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
415,065
|
388,778
|
|
Freddie Mac Gold Pool 4% 6/1/2052
|
127,523
|
119,023
|
|
Freddie Mac Gold Pool 4% 7/1/2041
|
323,493
|
307,821
|
|
Freddie Mac Gold Pool 4% 7/1/2042
|
996,314
|
945,958
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
148,169
|
140,276
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
134,235
|
127,454
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
94,237
|
89,455
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
60,085
|
56,799
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
42,136
|
39,846
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
36,602
|
34,598
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
10,770
|
10,183
|
|
Freddie Mac Gold Pool 4% 7/1/2044
|
795,861
|
759,687
|
|
Freddie Mac Gold Pool 4% 7/1/2052
|
207,847
|
193,993
|
|
Freddie Mac Gold Pool 4% 8/1/2040
|
1,720
|
1,642
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
76,453
|
72,361
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
42,454
|
40,465
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
36,869
|
35,140
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
9,746
|
9,213
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
17,402
|
16,538
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
17,053
|
16,108
|
|
Freddie Mac Gold Pool 4% 8/1/2052
|
122,142
|
113,962
|
|
Freddie Mac Gold Pool 4% 9/1/2040
|
53,884
|
51,490
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
97,618
|
93,119
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
35,686
|
34,032
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
32,424
|
30,857
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
20,226
|
19,355
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
1,874,018
|
1,782,599
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
85,074
|
81,330
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
2,256,334
|
2,158,752
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
97,645
|
92,621
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
97,652
|
92,579
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
83,448
|
78,944
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
82,650
|
78,120
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
77,807
|
73,717
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
44,944
|
42,605
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
30,697
|
28,991
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
13,472
|
12,823
|
|
Freddie Mac Gold Pool 4% 9/1/2051
|
1,936,076
|
1,777,375
|
|
Freddie Mac Gold Pool 4% 9/1/2051
|
268,944
|
251,185
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
1,067,464
|
1,051,017
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
30,542
|
30,080
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
20,486
|
20,203
|
|
Freddie Mac Gold Pool 4.5% 1/1/2049
|
87,333
|
83,562
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
13,985
|
13,783
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
92,181
|
90,732
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
56,310
|
55,342
|
|
Freddie Mac Gold Pool 4.5% 10/1/2041
|
244,159
|
239,868
|
|
Freddie Mac Gold Pool 4.5% 10/1/2044
|
1,517,012
|
1,485,863
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
2,723,251
|
2,626,092
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
282,046
|
270,221
|
|
Freddie Mac Gold Pool 4.5% 11/1/2039
|
1,593
|
1,570
|
|
Freddie Mac Gold Pool 4.5% 11/1/2040
|
4,883
|
4,807
|
|
Freddie Mac Gold Pool 4.5% 12/1/2039
|
796
|
784
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
28,992
|
28,490
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
23,285
|
22,883
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
1,939
|
1,905
|
|
Freddie Mac Gold Pool 4.5% 12/1/2045
|
273,168
|
269,312
|
|
Freddie Mac Gold Pool 4.5% 12/1/2047
|
813,446
|
781,120
|
|
Freddie Mac Gold Pool 4.5% 12/1/2048
|
2,186,993
|
2,098,715
|
|
Freddie Mac Gold Pool 4.5% 12/1/2048
|
7,821
|
7,484
|
|
Freddie Mac Gold Pool 4.5% 2/1/2040
|
6,582
|
6,488
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
147,862
|
145,598
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
38,405
|
37,794
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
38,149
|
37,476
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
38,083
|
37,400
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
35,926
|
35,368
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
28,025
|
27,604
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
23,649
|
23,308
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
18,228
|
17,952
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
16,310
|
16,026
|
|
Freddie Mac Gold Pool 4.5% 2/1/2044
|
108,992
|
106,023
|
|
Freddie Mac Gold Pool 4.5% 2/1/2044
|
25,118
|
24,595
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
159,152
|
156,673
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
36,821
|
36,248
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
26,209
|
25,784
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
7,694
|
7,573
|
|
Freddie Mac Gold Pool 4.5% 3/1/2042
|
4,068
|
4,005
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
65,753
|
63,962
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
39,714
|
38,632
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
20,559
|
19,999
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
51,795
|
50,855
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
50,803
|
49,938
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
5,782
|
5,677
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
2,310
|
2,273
|
|
Freddie Mac Gold Pool 4.5% 4/1/2048
|
454,707
|
436,637
|
|
Freddie Mac Gold Pool 4.5% 4/1/2048
|
148,648
|
142,740
|
|
Freddie Mac Gold Pool 4.5% 4/1/2048
|
145,418
|
139,639
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
815,498
|
804,087
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
129,964
|
128,197
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
17,705
|
17,471
|
|
Freddie Mac Gold Pool 4.5% 5/1/2040
|
5,137
|
5,061
|
|
Freddie Mac Gold Pool 4.5% 5/1/2040
|
4,240
|
4,186
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
55,173
|
54,219
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
54,034
|
53,056
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
21,827
|
21,482
|
|
Freddie Mac Gold Pool 4.5% 5/1/2048
|
296,706
|
284,915
|
|
Freddie Mac Gold Pool 4.5% 6/1/2025
|
44
|
44
|
|
Freddie Mac Gold Pool 4.5% 6/1/2040
|
10,801
|
10,641
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
58,031
|
57,180
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
42,059
|
41,317
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
36,032
|
35,508
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
26,073
|
25,614
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
17,229
|
17,009
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
16,806
|
16,520
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
4,298
|
4,225
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
462,616
|
445,533
|
|
Freddie Mac Gold Pool 4.5% 7/1/2025
|
834
|
832
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
69,890
|
68,874
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
30,595
|
30,093
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
27,538
|
27,116
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
2,345
|
2,309
|
|
Freddie Mac Gold Pool 4.5% 7/1/2041
|
2,870
|
2,824
|
|
Freddie Mac Gold Pool 4.5% 7/1/2044
|
6,307
|
6,123
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
841,042
|
812,612
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
365,959
|
352,331
|
|
Freddie Mac Gold Pool 4.5% 7/1/2049
|
48,297
|
46,197
|
|
Freddie Mac Gold Pool 4.5% 8/1/2033
|
8,126
|
8,060
|
|
Freddie Mac Gold Pool 4.5% 8/1/2035
|
370
|
366
|
|
Freddie Mac Gold Pool 4.5% 8/1/2039
|
1,065
|
1,049
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
15,075
|
14,838
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
3,854
|
3,794
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
2,495
|
2,457
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
174,483
|
171,686
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
24,456
|
24,023
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
18,385
|
18,104
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
4,141
|
4,076
|
|
Freddie Mac Gold Pool 4.5% 8/1/2052
|
23,827,463
|
22,567,800
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
260,573
|
256,861
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
110,737
|
109,379
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
1,547
|
1,524
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
709
|
700
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
242,600
|
238,763
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
182,138
|
179,189
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
24,399
|
24,020
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
4,887
|
4,810
|
|
Freddie Mac Gold Pool 4.5% 9/1/2052
|
19,299,259
|
18,271,446
|
|
Freddie Mac Gold Pool 5% 1/1/2035
|
188,364
|
189,640
|
|
Freddie Mac Gold Pool 5% 1/1/2037
|
8,516
|
8,577
|
|
Freddie Mac Gold Pool 5% 1/1/2040
|
163,709
|
164,782
|
|
Freddie Mac Gold Pool 5% 1/1/2041
|
2,236
|
2,250
|
|
Freddie Mac Gold Pool 5% 1/1/2053
|
11,608,593
|
11,342,406
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
21,230
|
21,375
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
15,020
|
15,121
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
752
|
757
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
392
|
395
|
|
Freddie Mac Gold Pool 5% 10/1/2052
|
4,406,602
|
4,316,574
|
|
Freddie Mac Gold Pool 5% 11/1/2034
|
128
|
129
|
|
Freddie Mac Gold Pool 5% 11/1/2035
|
12,076
|
12,162
|
|
Freddie Mac Gold Pool 5% 11/1/2037
|
1,038
|
1,045
|
|
Freddie Mac Gold Pool 5% 11/1/2040
|
4,306
|
4,334
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
12,594,746
|
12,333,497
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
2,724,995
|
2,676,987
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
60,495
|
58,920
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
14,075
|
14,173
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
8,237
|
8,293
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
2,710
|
2,728
|
|
Freddie Mac Gold Pool 5% 12/1/2034
|
2,192
|
2,207
|
|
Freddie Mac Gold Pool 5% 12/1/2034
|
1,474
|
1,485
|
|
Freddie Mac Gold Pool 5% 12/1/2035
|
33,512
|
33,754
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
6,428,450
|
6,295,107
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
3,420,021
|
3,349,081
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
1,519,757
|
1,488,233
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
1,415,207
|
1,385,852
|
|
Freddie Mac Gold Pool 5% 2/1/2035
|
19,592
|
19,714
|
|
Freddie Mac Gold Pool 5% 2/1/2040
|
32,121
|
32,326
|
|
Freddie Mac Gold Pool 5% 2/1/2041
|
12,839
|
12,917
|
|
Freddie Mac Gold Pool 5% 2/1/2041
|
5,019
|
5,049
|
|
Freddie Mac Gold Pool 5% 3/1/2041
|
6,652
|
6,695
|
|
Freddie Mac Gold Pool 5% 3/1/2041
|
6,471
|
6,510
|
|
Freddie Mac Gold Pool 5% 3/1/2041
|
1,508
|
1,510
|
|
Freddie Mac Gold Pool 5% 4/1/2034
|
6,915
|
6,963
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
49,030
|
49,365
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
17,294
|
17,417
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
12,669
|
12,759
|
|
Freddie Mac Gold Pool 5% 4/1/2036
|
123,971
|
124,862
|
|
Freddie Mac Gold Pool 5% 4/1/2038
|
50,423
|
50,756
|
|
Freddie Mac Gold Pool 5% 4/1/2040
|
108,122
|
108,817
|
|
Freddie Mac Gold Pool 5% 4/1/2041
|
2,675
|
2,690
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
8,369
|
8,426
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
5,832
|
5,871
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
4,195
|
4,224
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
684
|
689
|
|
Freddie Mac Gold Pool 5% 5/1/2035
|
47,892
|
48,233
|
|
Freddie Mac Gold Pool 5% 5/1/2035
|
1,705
|
1,717
|
|
Freddie Mac Gold Pool 5% 5/1/2040
|
28,832
|
29,021
|
|
Freddie Mac Gold Pool 5% 5/1/2041
|
9,060
|
9,113
|
|
Freddie Mac Gold Pool 5% 6/1/2035
|
8,969
|
9,032
|
|
Freddie Mac Gold Pool 5% 6/1/2035
|
3,982
|
4,011
|
|
Freddie Mac Gold Pool 5% 6/1/2038
|
3,389
|
3,411
|
|
Freddie Mac Gold Pool 5% 6/1/2038
|
2,509
|
2,526
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
103,797
|
104,468
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
69,290
|
69,739
|
|
Freddie Mac Gold Pool 5% 6/1/2041
|
1,384,579
|
1,393,408
|
|
Freddie Mac Gold Pool 5% 6/1/2041
|
7,149
|
7,181
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
6,553,873
|
6,442,505
|
|
Freddie Mac Gold Pool 5% 6/1/2053
|
4,281,482
|
4,223,446
|
|
Freddie Mac Gold Pool 5% 7/1/2034
|
192
|
193
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
312,677
|
314,867
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
43,533
|
43,846
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
2,666
|
2,685
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
2,288
|
2,305
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
977
|
984
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
810
|
816
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
711
|
715
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
255
|
257
|
|
Freddie Mac Gold Pool 5% 7/1/2040
|
12,952
|
13,038
|
|
Freddie Mac Gold Pool 5% 7/1/2040
|
1,375
|
1,384
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
5,288
|
5,320
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
4,800
|
4,831
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
4,685
|
4,715
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
4,565
|
4,592
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
2,962
|
2,975
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
2,890
|
2,907
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
1,492
|
1,503
|
|
Freddie Mac Gold Pool 5% 8/1/2033
|
5,678
|
5,717
|
|
Freddie Mac Gold Pool 5% 8/1/2033
|
1,711
|
1,722
|
|
Freddie Mac Gold Pool 5% 8/1/2034
|
75,847
|
76,369
|
|
Freddie Mac Gold Pool 5% 8/1/2035
|
6,222
|
6,264
|
|
Freddie Mac Gold Pool 5% 8/1/2035
|
865
|
871
|
|
Freddie Mac Gold Pool 5% 8/1/2036
|
1,733
|
1,746
|
|
Freddie Mac Gold Pool 5% 8/1/2040
|
59,729
|
60,122
|
|
Freddie Mac Gold Pool 5% 8/1/2040
|
3,094
|
3,114
|
|
Freddie Mac Gold Pool 5% 9/1/2033
|
18,230
|
18,352
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
39,847
|
40,136
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
1,788
|
1,800
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
192
|
194
|
|
Freddie Mac Gold Pool 5.5% 1/1/2055
|
50,478,946
|
50,651,454
|
|
Freddie Mac Gold Pool 5.5% 1/1/2055
|
11,470,101
|
11,459,117
|
|
Freddie Mac Gold Pool 5.5% 2/1/2054
|
1,504,446
|
1,495,013
|
|
Freddie Mac Gold Pool 5.5% 2/1/2055
|
249,668
|
247,322
|
|
Freddie Mac Gold Pool 5.5% 3/1/2053 (w)(x)(y)
|
19,184,650
|
19,238,221
|
|
Freddie Mac Gold Pool 5.5% 4/1/2054
|
1,874,837
|
1,861,910
|
|
Freddie Mac Gold Pool 5.5% 4/1/2055
|
17,000,000
|
16,845,596
|
|
Freddie Mac Gold Pool 5.5% 5/1/2053
|
7,872,463
|
7,860,004
|
|
Freddie Mac Gold Pool 5.5% 5/1/2055
|
10,572,471
|
10,476,446
|
|
Freddie Mac Gold Pool 5.5% 6/1/2055
|
52,526
|
52,049
|
|
Freddie Mac Gold Pool 5.5% 9/1/2052
|
12,817,981
|
12,805,706
|
|
Freddie Mac Gold Pool 6% 1/1/2029
|
883
|
898
|
|
Freddie Mac Gold Pool 6% 1/1/2029
|
253
|
258
|
|
Freddie Mac Gold Pool 6% 1/1/2029
|
89
|
91
|
|
Freddie Mac Gold Pool 6% 1/1/2032
|
4,303
|
4,444
|
|
Freddie Mac Gold Pool 6% 1/1/2032
|
2,731
|
2,819
|
|
Freddie Mac Gold Pool 6% 10/1/2032
|
2,292
|
2,373
|
|
Freddie Mac Gold Pool 6% 10/1/2054
|
9,991,163
|
10,234,056
|
|
Freddie Mac Gold Pool 6% 11/1/2029
|
216
|
220
|
|
Freddie Mac Gold Pool 6% 11/1/2031
|
2,912
|
3,009
|
|
Freddie Mac Gold Pool 6% 11/1/2053
|
3,177,366
|
3,237,730
|
|
Freddie Mac Gold Pool 6% 12/1/2032
|
1,202
|
1,244
|
|
Freddie Mac Gold Pool 6% 12/1/2037
|
62,611
|
65,688
|
|
Freddie Mac Gold Pool 6% 12/1/2037
|
16,199
|
16,997
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
154
|
157
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
145
|
148
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
93
|
95
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
8
|
8
|
|
Freddie Mac Gold Pool 6% 2/1/2055
|
5,639,081
|
5,776,171
|
|
Freddie Mac Gold Pool 6% 3/1/2029
|
552
|
563
|
|
Freddie Mac Gold Pool 6% 3/1/2029
|
201
|
205
|
|
Freddie Mac Gold Pool 6% 3/1/2029
|
99
|
101
|
|
Freddie Mac Gold Pool 6% 3/1/2029
|
81
|
83
|
|
Freddie Mac Gold Pool 6% 3/1/2053
|
5,736,562
|
5,879,608
|
|
Freddie Mac Gold Pool 6% 4/1/2029
|
78
|
79
|
|
Freddie Mac Gold Pool 6% 4/1/2029
|
23
|
24
|
|
Freddie Mac Gold Pool 6% 4/1/2031
|
2,228
|
2,295
|
|
Freddie Mac Gold Pool 6% 4/1/2033
|
7,892
|
8,166
|
|
Freddie Mac Gold Pool 6% 4/1/2054
|
26,790,429
|
27,416,610
|
|
Freddie Mac Gold Pool 6% 5/1/2029
|
472
|
478
|
|
Freddie Mac Gold Pool 6% 5/1/2029
|
94
|
96
|
|
Freddie Mac Gold Pool 6% 5/1/2033
|
56,208
|
57,886
|
|
Freddie Mac Gold Pool 6% 5/1/2054
|
10,093,299
|
10,338,675
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
1,081
|
1,098
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
200
|
204
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
91
|
93
|
|
Freddie Mac Gold Pool 6% 6/1/2031
|
749
|
773
|
|
Freddie Mac Gold Pool 6% 6/1/2054
|
141,341
|
142,823
|
|
Freddie Mac Gold Pool 6% 7/1/2028
|
43
|
44
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
356
|
362
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
339
|
345
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
178
|
181
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
156
|
158
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
126
|
129
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
109
|
111
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
64
|
65
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
52
|
53
|
|
Freddie Mac Gold Pool 6% 7/1/2032
|
5,717
|
5,898
|
|
Freddie Mac Gold Pool 6% 7/1/2033
|
7,488
|
7,768
|
|
Freddie Mac Gold Pool 6% 7/1/2037
|
4,479
|
4,700
|
|
Freddie Mac Gold Pool 6% 7/1/2039
|
21,710,037
|
22,240,884
|
|
Freddie Mac Gold Pool 6% 8/1/2037
|
84,393
|
88,400
|
|
Freddie Mac Gold Pool 6% 9/1/2033
|
43,389
|
44,965
|
|
Freddie Mac Gold Pool 6% 9/1/2039
|
13,070,693
|
13,455,647
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
10,805,096
|
11,077,906
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
3,473,058
|
3,541,211
|
|
Freddie Mac Gold Pool 6.5% 1/1/2032
|
28,489
|
29,651
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054 (x)
|
14,751,952
|
15,296,263
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054
|
9,957,119
|
10,318,289
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054
|
229,638
|
238,398
|
|
Freddie Mac Gold Pool 6.5% 10/1/2032
|
16,412
|
17,117
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
3,948,951
|
4,092,189
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
3,883,687
|
4,026,986
|
|
Freddie Mac Gold Pool 6.5% 12/1/2053
|
87,825
|
91,250
|
|
Freddie Mac Gold Pool 6.5% 2/1/2037
|
1,825
|
1,920
|
|
Freddie Mac Gold Pool 6.5% 2/1/2054
|
42,786,646
|
44,338,626
|
|
Freddie Mac Gold Pool 6.5% 3/1/2032
|
35
|
37
|
|
Freddie Mac Gold Pool 6.5% 3/1/2036
|
84,540
|
87,954
|
|
Freddie Mac Gold Pool 6.5% 3/1/2037
|
1,597
|
1,695
|
|
Freddie Mac Gold Pool 6.5% 4/1/2032
|
1,690
|
1,759
|
|
Freddie Mac Gold Pool 6.5% 6/1/2054
|
45,304,051
|
47,088,918
|
|
Freddie Mac Gold Pool 6.5% 6/1/2054
|
3,391,346
|
3,532,640
|
|
Freddie Mac Gold Pool 6.5% 7/1/2032
|
431
|
448
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
6,591
|
6,857
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
4,445
|
4,634
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
4,190
|
4,365
|
|
Freddie Mac Gold Pool 6.5% 9/1/2039
|
180,458
|
191,552
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
4,114,440
|
4,275,574
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
3,964,896
|
4,108,713
|
|
Freddie Mac Gold Pool 6.5% 9/1/2054
|
52,408,200
|
54,673,577
|
|
Freddie Mac Gold Pool 6.5% 9/1/2054
|
4,019,426
|
4,189,400
|
|
Freddie Mac Gold Pool 7% 1/1/2036
|
8,696
|
9,153
|
|
Freddie Mac Gold Pool 7% 11/1/2026
|
357
|
361
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
14,073
|
14,809
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
12,618
|
13,343
|
|
Freddie Mac Gold Pool 7% 12/1/2026
|
1,401
|
1,414
|
|
Freddie Mac Gold Pool 7% 2/1/2027
|
146
|
147
|
|
Freddie Mac Gold Pool 7% 3/1/2026
|
538
|
539
|
|
Freddie Mac Gold Pool 7% 4/1/2032
|
5,567
|
5,822
|
|
Freddie Mac Gold Pool 7% 4/1/2032
|
2,426
|
2,559
|
|
Freddie Mac Gold Pool 7% 7/1/2026
|
224
|
225
|
|
Freddie Mac Gold Pool 7% 7/1/2029
|
23,498
|
24,510
|
|
Freddie Mac Gold Pool 7% 8/1/2026
|
1,998
|
2,010
|
|
Freddie Mac Gold Pool 7% 9/1/2026
|
2,432
|
2,449
|
|
Freddie Mac Gold Pool 7% 9/1/2035
|
36,407
|
38,395
|
|
Freddie Mac Gold Pool 7.5% 1/1/2027
|
66
|
67
|
|
Freddie Mac Gold Pool 7.5% 11/1/2030
|
199
|
211
|
|
Freddie Mac Gold Pool 7.5% 11/1/2030
|
17
|
18
|
|
Freddie Mac Gold Pool 7.5% 11/1/2031
|
251
|
268
|
|
Freddie Mac Gold Pool 7.5% 5/1/2031
|
246
|
258
|
|
Freddie Mac Gold Pool 8% 11/1/2031
|
663
|
688
|
|
Freddie Mac Gold Pool 8% 2/1/2030
|
72
|
74
|
|
Freddie Mac Gold Pool 8% 4/1/2032
|
92
|
95
|
|
Freddie Mac Gold Pool 8% 7/1/2025
|
1
|
1
|
|
Freddie Mac Gold Pool 8% 7/1/2030
|
614
|
638
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
1,429
|
1,476
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
49
|
51
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
21
|
22
|
|
Freddie Mac Gold Pool 8% 9/1/2030
|
42
|
43
|
|
Freddie Mac Gold Pool 8.5% 1/1/2028
|
10
|
10
|
|
Freddie Mac Gold Pool 8.5% 11/1/2026
|
4
|
4
|
|
Freddie Mac Gold Pool 8.5% 12/1/2027
|
17
|
18
|
|
Freddie Mac Gold Pool 8.5% 5/1/2027
|
25
|
26
|
|
Freddie Mac Gold Pool 8.5% 5/1/2027
|
9
|
9
|
|
Freddie Mac Gold Pool 8.5% 8/1/2026
|
42
|
43
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
638
|
650
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
223
|
228
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
39
|
39
|
|
Freddie Mac Gold Pool 8.5% 9/1/2026
|
23
|
23
|
|
Freddie Mac Manufactured Housing participation certificates 5.5% 4/1/2055
|
4,095,558
|
4,063,479
|
|
Freddie Mac Manufactured Housing participation certificates 6% 3/1/2055
|
7,265,988
|
7,425,033
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
3,700,330
|
3,853,630
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
3,444,976
|
3,593,080
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
1,088,574
|
1,141,582
|
|
Freddie Mac Multiclass Mortgage participation certificates 3% 10/1/2031
|
223,459
|
216,584
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.325%, 6.133% 1/1/2036 (b)(c)
|
7,302
|
7,414
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.375%, 6.381% 3/1/2036 (b)(c)
|
30,014
|
30,537
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.5%, 6.5% 3/1/2036 (b)(c)
|
22,810
|
23,388
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.61% 12/1/2040 (b)(c)
|
254,137
|
263,298
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.3% 9/1/2041 (b)(c)
|
69,550
|
72,046
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.567% 7/1/2041 (b)(c)
|
53,699
|
55,571
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.864%, 6.864% 4/1/2036 (b)(c)
|
15,752
|
16,277
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.88% 4/1/2041 (b)(c)
|
1,197
|
1,247
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 7.601% 9/1/2041 (b)(c)
|
9,269
|
9,626
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.125% 5/1/2041 (b)(c)
|
17,223
|
17,928
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.308% 5/1/2041 (b)(c)
|
11,601
|
12,046
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.572% 6/1/2041 (b)(c)
|
16,557
|
17,192
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.785% 6/1/2041 (b)(c)
|
4,774
|
4,955
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.927%, 7.283% 10/1/2042 (b)(c)
|
54,625
|
56,628
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.01%, 7.009% 4/1/2038 (b)(c)
|
12,811
|
13,352
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.031%, 7.658% 3/1/2033 (b)(c)
|
237
|
242
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.045%, 7.905% 7/1/2036 (b)(c)
|
10,755
|
11,100
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.2%, 6.825% 12/1/2036 (b)(c)
|
18,841
|
19,627
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.035%, 6.681% 6/1/2033 (b)(c)
|
23,529
|
23,836
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.247%, 7.038% 6/1/2033 (b)(c)
|
41,801
|
42,423
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.375%, 7.219% 3/1/2035 (b)(c)
|
71,659
|
73,061
|
|
Freddie Mac Non Gold Pool 4% 9/1/2040
|
8,890
|
8,510
|
|
Freddie Mac Non Gold Pool 5% 8/1/2053
|
7,078,676
|
6,891,475
|
|
Freddie Mac Non Gold Pool 5.5% 4/1/2055
|
11,878,844
|
11,886,029
|
|
Freddie Mac Non Gold Pool 5.5% 5/1/2053
|
5,393,670
|
5,400,304
|
|
Freddie Mac Non Gold Pool 5.5% 6/1/2053
|
2,718,760
|
2,716,157
|
|
Freddie Mac Non Gold Pool 5.5% 7/1/2053
|
12,142,651
|
12,131,023
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
12,875,689
|
12,887,501
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
5,456,209
|
5,461,214
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
5,388,003
|
5,382,844
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.125%, 6% 8/1/2037 (b)(c)
|
9,199
|
9,232
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.665%, 6.29% 10/1/2036 (b)(c)
|
15,675
|
15,943
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.995%, 6.662% 10/1/2035 (b)(c)
|
17,992
|
18,394
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 2.02%, 6.635% 6/1/2037 (b)(c)
|
8,745
|
8,987
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 3.281%, 7.906% 10/1/2035 (b)(c)
|
825
|
860
|
|
Freddie Mac Non Gold Pool 6% 11/1/2054
|
7,773,453
|
7,938,140
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
5,022,147
|
5,126,975
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
5,011,640
|
5,108,418
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
4,294,402
|
4,378,672
|
|
Freddie Mac Non Gold Pool 6% 6/1/2054
|
18,436,073
|
18,820,894
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
4,984,145
|
5,088,181
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
4,413,806
|
4,500,420
|
|
Freddie Mac Non Gold Pool 6% 9/1/2053
|
6,104,891
|
6,224,689
|
|
Freddie Mac Non Gold Pool 6.5% 1/1/2055
|
6,202,025
|
6,480,287
|
|
Freddie Mac Non Gold Pool 6.5% 11/1/2054
|
2,848,795
|
2,974,829
|
|
Freddie Mac Non Gold Pool 6.5% 2/1/2055
|
7,121,099
|
7,445,047
|
|
Ginnie Mae I Pool 2.5% 1/20/2052
|
7,312,033
|
6,076,012
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
11,283,377
|
9,376,042
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
7,533,092
|
6,259,703
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
5,900,155
|
4,902,797
|
|
Ginnie Mae I Pool 2.5% 7/20/2052
|
221,431
|
185,765
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
41,894,180
|
34,812,413
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
10,965,393
|
9,111,810
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
6,349,609
|
5,276,275
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
18,520,360
|
15,389,690
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
10,801,811
|
8,975,879
|
|
Ginnie Mae I Pool 3% 12/15/2042
|
355,111
|
318,710
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
8,885
|
7,893
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
99,374
|
88,887
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
40,710
|
36,398
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
37,461
|
33,665
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
15,975
|
14,325
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
7,200
|
6,479
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
6,820
|
6,121
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
6,535
|
5,955
|
|
Ginnie Mae I Pool 3% 4/15/2045
|
257,348
|
229,432
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
400,990
|
358,824
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
39,413
|
34,905
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
32,675
|
29,692
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
31,221
|
28,009
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
29,223
|
26,459
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
11,536
|
10,310
|
|
Ginnie Mae I Pool 3% 6/15/2042
|
29,451
|
26,618
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
39,631
|
35,404
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
13,589
|
12,175
|
|
Ginnie Mae I Pool 3% 6/20/2042
|
229,899
|
208,412
|
|
Ginnie Mae I Pool 3% 7/15/2043
|
73,887
|
66,514
|
|
Ginnie Mae I Pool 3% 7/15/2043
|
50,056
|
44,887
|
|
Ginnie Mae I Pool 3% 8/15/2042
|
20,406
|
18,345
|
|
Ginnie Mae I Pool 3% 8/15/2043
|
22,024
|
19,809
|
|
Ginnie Mae I Pool 3% 9/15/2042
|
45,205
|
40,641
|
|
Ginnie Mae I Pool 3.5% 1/15/2041
|
11,830
|
11,035
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
152,699
|
141,281
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
119,873
|
111,102
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
3,143
|
2,922
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
1,670
|
1,551
|
|
Ginnie Mae I Pool 3.5% 1/15/2043
|
169,908
|
157,385
|
|
Ginnie Mae I Pool 3.5% 1/15/2043
|
5,549
|
5,148
|
|
Ginnie Mae I Pool 3.5% 1/20/2043
|
1,045,396
|
966,178
|
|
Ginnie Mae I Pool 3.5% 11/15/2040
|
21,280
|
19,843
|
|
Ginnie Mae I Pool 3.5% 11/15/2042
|
391,825
|
363,156
|
|
Ginnie Mae I Pool 3.5% 11/20/2042
|
26,462
|
24,496
|
|
Ginnie Mae I Pool 3.5% 12/15/2040
|
4,359
|
4,067
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
150,495
|
139,607
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
135,782
|
125,810
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
84,554
|
78,746
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
14,819
|
13,793
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
113,898
|
101,581
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
52,021
|
46,233
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
40,449
|
36,176
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
12,117
|
10,765
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
132,914
|
123,082
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
105,181
|
97,373
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
753,705
|
700,221
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
30,906
|
28,653
|
|
Ginnie Mae I Pool 3.5% 2/15/2044
|
112,314
|
103,290
|
|
Ginnie Mae I Pool 3.5% 2/20/2043
|
2,558,647
|
2,375,962
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
945,025
|
878,228
|
|
Ginnie Mae I Pool 3.5% 3/15/2043
|
5,800
|
5,369
|
|
Ginnie Mae I Pool 3.5% 3/20/2043
|
1,158,127
|
1,075,126
|
|
Ginnie Mae I Pool 3.5% 3/20/2043
|
474,102
|
440,015
|
|
Ginnie Mae I Pool 3.5% 4/15/2043
|
651,481
|
605,616
|
|
Ginnie Mae I Pool 3.5% 4/15/2043
|
120,013
|
110,758
|
|
Ginnie Mae I Pool 3.5% 4/20/2043
|
501,512
|
464,640
|
|
Ginnie Mae I Pool 3.5% 4/20/2043
|
193,582
|
179,500
|
|
Ginnie Mae I Pool 3.5% 5/15/2042
|
41,433
|
38,516
|
|
Ginnie Mae I Pool 3.5% 5/15/2042
|
29,229
|
27,163
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
28,058
|
25,923
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
24,894
|
23,184
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
21,840
|
20,224
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
9,614
|
8,916
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
104,682
|
94,278
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
69,096
|
62,229
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
55,779
|
50,235
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
52,351
|
47,148
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
51,260
|
46,166
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
36,770
|
33,079
|
|
Ginnie Mae I Pool 3.5% 6/15/2042
|
5,557
|
5,148
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
52,151
|
48,156
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
42,979
|
39,621
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
36,194
|
33,545
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
22,466
|
21,003
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
17,611
|
16,280
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
4,642
|
4,285
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
257,957
|
232,320
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
72,378
|
65,185
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
69,477
|
62,572
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
66,075
|
59,508
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
58,143
|
52,364
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
35,480
|
31,954
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
24,015
|
21,636
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
113,286
|
105,028
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
38,937
|
36,110
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
9,603
|
8,898
|
|
Ginnie Mae I Pool 3.5% 7/15/2043
|
20,027
|
18,508
|
|
Ginnie Mae I Pool 3.5% 7/20/2043
|
260,245
|
240,350
|
|
Ginnie Mae I Pool 3.5% 7/20/2046
|
6,712,692
|
6,047,632
|
|
Ginnie Mae I Pool 3.5% 8/15/2042
|
9,620
|
8,908
|
|
Ginnie Mae I Pool 3.5% 8/15/2043
|
11,945
|
11,021
|
|
Ginnie Mae I Pool 3.5% 9/15/2041
|
2,529
|
2,358
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
28,268
|
26,146
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
16,941
|
15,674
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
12,737
|
11,908
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
11,853
|
10,966
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
2,947
|
2,730
|
|
Ginnie Mae I Pool 3.5% 9/15/2043
|
10,140
|
9,371
|
|
Ginnie Mae I Pool 4% 1/15/2040
|
28,149
|
27,116
|
|
Ginnie Mae I Pool 4% 1/15/2040
|
27,525
|
26,443
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
148,735
|
142,660
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
5,967
|
5,725
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
4,757
|
4,561
|
|
Ginnie Mae I Pool 4% 1/15/2042
|
13,538
|
12,982
|
|
Ginnie Mae I Pool 4% 1/15/2043
|
44,915
|
42,896
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
90,133
|
83,499
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
78,222
|
72,465
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
57,978
|
53,710
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
27,589
|
25,558
|
|
Ginnie Mae I Pool 4% 10/15/2039
|
33,574
|
32,341
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
158,381
|
152,031
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
150,500
|
144,559
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
140,452
|
134,821
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
14,902
|
14,314
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
11,345
|
10,893
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
6,328
|
6,082
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
4,301
|
4,133
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
302,113
|
289,142
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
146,382
|
140,290
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
124,152
|
119,057
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
79,986
|
76,703
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
66,617
|
63,745
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
42,598
|
40,715
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
36,707
|
35,252
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
24,875
|
23,826
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
18,865
|
18,091
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
14,686
|
14,097
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
9,991
|
9,571
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
7,024
|
6,739
|
|
Ginnie Mae I Pool 4% 11/15/2039
|
25,171
|
24,278
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
39,251
|
37,648
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
5,825
|
5,601
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
5,142
|
4,951
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
328,780
|
315,036
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
45,408
|
43,392
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
9,299
|
8,899
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
4,536
|
4,354
|
|
Ginnie Mae I Pool 4% 11/15/2042
|
15,269
|
14,588
|
|
Ginnie Mae I Pool 4% 12/15/2039
|
80,572
|
77,417
|
|
Ginnie Mae I Pool 4% 12/15/2039
|
18,378
|
17,661
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
9,505
|
9,103
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
6,432
|
6,161
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
4,619
|
4,434
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
149,871
|
143,721
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
102,014
|
97,615
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
49,171
|
47,078
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
27,561
|
26,383
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
10,171
|
9,727
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
6,235
|
5,992
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
4,937
|
4,728
|
|
Ginnie Mae I Pool 4% 12/15/2042
|
10,324
|
9,877
|
|
Ginnie Mae I Pool 4% 12/15/2046
|
14,910
|
13,859
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
119,579
|
114,822
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
74,088
|
71,118
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
69,760
|
67,096
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
20,501
|
19,699
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
40,619
|
38,997
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
20,744
|
19,858
|
|
Ginnie Mae I Pool 4% 2/15/2042
|
47,965
|
45,924
|
|
Ginnie Mae I Pool 4% 3/15/2040
|
607,292
|
583,227
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
300,360
|
288,411
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
15,720
|
15,092
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
14,408
|
13,784
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
173,035
|
165,574
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
23,246
|
22,210
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
17,011
|
16,281
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
7,229
|
6,912
|
|
Ginnie Mae I Pool 4% 3/20/2047
|
1,849,649
|
1,723,890
|
|
Ginnie Mae I Pool 4% 4/15/2040
|
55,264
|
53,028
|
|
Ginnie Mae I Pool 4% 4/15/2040
|
21,296
|
20,486
|
|
Ginnie Mae I Pool 4% 4/15/2042
|
28,467
|
27,218
|
|
Ginnie Mae I Pool 4% 4/15/2043
|
8,115
|
7,788
|
|
Ginnie Mae I Pool 4% 4/15/2046
|
2,248,856
|
2,137,082
|
|
Ginnie Mae I Pool 4% 4/20/2047
|
1,956,995
|
1,817,822
|
|
Ginnie Mae I Pool 4% 4/20/2047
|
1,838,526
|
1,708,927
|
|
Ginnie Mae I Pool 4% 5/15/2040
|
41,079
|
39,409
|
|
Ginnie Mae I Pool 4% 5/15/2041
|
7,525
|
7,270
|
|
Ginnie Mae I Pool 4% 5/15/2042
|
6,490
|
6,301
|
|
Ginnie Mae I Pool 4% 5/15/2043
|
10,810
|
10,298
|
|
Ginnie Mae I Pool 4% 5/15/2043
|
6,367
|
6,065
|
|
Ginnie Mae I Pool 4% 5/20/2049
|
1,103,065
|
1,017,036
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
24,762
|
23,731
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
16,093
|
15,513
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
13,001
|
12,436
|
|
Ginnie Mae I Pool 4% 6/15/2042
|
34,420
|
32,849
|
|
Ginnie Mae I Pool 4% 6/15/2042
|
2,048
|
1,956
|
|
Ginnie Mae I Pool 4% 6/15/2043
|
10,094
|
9,629
|
|
Ginnie Mae I Pool 4% 6/15/2043
|
4,814
|
4,607
|
|
Ginnie Mae I Pool 4% 7/15/2039
|
31,115
|
29,916
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
25,906
|
24,765
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
14,197
|
13,646
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
14,182
|
13,589
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
8,115
|
7,759
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
4,839
|
4,630
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
3,009
|
2,883
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
2,589
|
2,568
|
|
Ginnie Mae I Pool 4% 7/15/2046
|
65,902
|
61,258
|
|
Ginnie Mae I Pool 4% 7/15/2046
|
42,281
|
39,301
|
|
Ginnie Mae I Pool 4% 8/15/2039
|
14,778
|
14,200
|
|
Ginnie Mae I Pool 4% 8/15/2039
|
9,744
|
9,356
|
|
Ginnie Mae I Pool 4% 8/15/2040
|
6,934
|
6,663
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
21,258
|
20,373
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
16,238
|
15,595
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
6,043
|
5,819
|
|
Ginnie Mae I Pool 4% 8/15/2042
|
66,508
|
63,471
|
|
Ginnie Mae I Pool 4% 8/15/2042
|
8,850
|
8,487
|
|
Ginnie Mae I Pool 4% 8/15/2042
|
3,870
|
3,717
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
13,586
|
12,928
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
7,403
|
7,072
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
3,962
|
3,771
|
|
Ginnie Mae I Pool 4% 9/15/2039
|
20,517
|
19,789
|
|
Ginnie Mae I Pool 4% 9/15/2040
|
9,335
|
8,970
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
151,499
|
145,138
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
19,857
|
19,035
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
19,255
|
18,480
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
8,689
|
8,303
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
4,396
|
4,207
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
2,099
|
2,021
|
|
Ginnie Mae I Pool 4.5% 1/15/2041
|
1,103
|
1,082
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
16,072
|
15,766
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
12,139
|
11,940
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
5,215
|
5,132
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
2,857
|
2,808
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
90,275
|
88,553
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
36,853
|
36,189
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
30,013
|
29,492
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
26,914
|
26,449
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
24,381
|
24,011
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
21,922
|
21,545
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
13,688
|
13,453
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
11,077
|
10,889
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
5,652
|
5,559
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
5,349
|
5,261
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
2,288
|
2,250
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
1,380
|
1,357
|
|
Ginnie Mae I Pool 4.5% 12/15/2039
|
26,356
|
25,957
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
76,514
|
75,208
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
71,460
|
70,025
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
52,493
|
51,638
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
52,440
|
51,541
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
28,217
|
27,773
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
24,302
|
23,888
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
21,780
|
21,402
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
15,103
|
14,864
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
4,341
|
4,267
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
1,956
|
1,923
|
|
Ginnie Mae I Pool 4.5% 2/15/2041
|
17,150
|
16,821
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
182,727
|
179,637
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
20,495
|
20,134
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
12,447
|
12,235
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
9,449
|
9,289
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
421,567
|
413,599
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
9,907
|
9,735
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
4,371
|
4,292
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
1,311
|
1,287
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
76,792
|
75,523
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
38,956
|
38,198
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
29,708
|
29,147
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
17,612
|
17,290
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
6,939
|
6,798
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
6,782
|
6,644
|
|
Ginnie Mae I Pool 4.5% 4/20/2053
|
9,161,628
|
8,685,385
|
|
Ginnie Mae I Pool 4.5% 5/15/2039
|
14,892
|
14,651
|
|
Ginnie Mae I Pool 4.5% 5/15/2040
|
95,953
|
94,316
|
|
Ginnie Mae I Pool 4.5% 5/15/2040
|
9,237
|
9,064
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
50,300
|
49,530
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
44,837
|
44,096
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
8,696
|
8,555
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
7,182
|
7,065
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
6,273
|
6,172
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
348,565
|
341,783
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
204,959
|
201,462
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
100,619
|
98,864
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
51,560
|
50,684
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
50,203
|
49,350
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
43,546
|
42,787
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
41,362
|
40,647
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
6,304
|
6,195
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
4,078
|
4,004
|
|
Ginnie Mae I Pool 4.5% 7/15/2039
|
43,868
|
43,161
|
|
Ginnie Mae I Pool 4.5% 7/15/2039
|
2,582
|
2,536
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
162,418
|
159,622
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
133,025
|
130,745
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
102,189
|
100,469
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
81,429
|
80,028
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
72,406
|
71,170
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
65,223
|
64,076
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
11,034
|
10,841
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
6,493
|
6,377
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
2,804
|
2,755
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
430,135
|
423,095
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
255,351
|
251,192
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
215,682
|
212,186
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
88,448
|
86,966
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
40,825
|
40,167
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
7,039
|
6,922
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
23,639
|
23,230
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
18,708
|
18,269
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
8,244
|
8,096
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
4,323
|
4,243
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
3,302
|
3,246
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
2,131
|
2,094
|
|
Ginnie Mae I Pool 4.5% 8/15/2041
|
9,244
|
9,088
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
78,078
|
76,776
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
36,448
|
35,854
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
15,028
|
14,787
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
14,344
|
14,104
|
|
Ginnie Mae I Pool 4.5% 9/15/2040
|
12,575
|
12,363
|
|
Ginnie Mae I Pool 4.5% 9/15/2040
|
6,052
|
5,944
|
|
Ginnie Mae I Pool 5% 1/15/2034
|
2,883
|
2,897
|
|
Ginnie Mae I Pool 5% 1/15/2039
|
34,247
|
34,413
|
|
Ginnie Mae I Pool 5% 1/15/2040
|
1,263
|
1,268
|
|
Ginnie Mae I Pool 5% 10/15/2033
|
1,668
|
1,676
|
|
Ginnie Mae I Pool 5% 10/15/2034
|
3,813
|
3,831
|
|
Ginnie Mae I Pool 5% 10/15/2034
|
2,486
|
2,498
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
29,732
|
29,872
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
22,278
|
22,382
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
17,778
|
17,861
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
10,015
|
10,062
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
5,914
|
5,942
|
|
Ginnie Mae I Pool 5% 11/15/2033
|
7,185
|
7,219
|
|
Ginnie Mae I Pool 5% 11/15/2033
|
7,187
|
7,209
|
|
Ginnie Mae I Pool 5% 11/15/2033
|
3,820
|
3,837
|
|
Ginnie Mae I Pool 5% 11/15/2033
|
2,419
|
2,429
|
|
Ginnie Mae I Pool 5% 11/15/2033
|
1,001
|
1,006
|
|
Ginnie Mae I Pool 5% 11/15/2035
|
7,736
|
7,773
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
27,239
|
27,365
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
19,210
|
19,302
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
11,828
|
11,883
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
10,795
|
10,845
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
2,529
|
2,541
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
2,219
|
2,230
|
|
Ginnie Mae I Pool 5% 11/15/2040
|
11,067
|
11,118
|
|
Ginnie Mae I Pool 5% 11/15/2040
|
2,947
|
2,959
|
|
Ginnie Mae I Pool 5% 12/15/2032
|
347
|
348
|
|
Ginnie Mae I Pool 5% 12/15/2033
|
2,444
|
2,454
|
|
Ginnie Mae I Pool 5% 12/15/2037
|
8,253
|
8,292
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
26,883
|
27,007
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
13,836
|
13,901
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
11,668
|
11,721
|
|
Ginnie Mae I Pool 5% 2/15/2034
|
5,267
|
5,292
|
|
Ginnie Mae I Pool 5% 2/15/2039
|
59,697
|
59,979
|
|
Ginnie Mae I Pool 5% 2/15/2040
|
3,981
|
4,000
|
|
Ginnie Mae I Pool 5% 3/15/2035
|
10,651
|
10,703
|
|
Ginnie Mae I Pool 5% 3/15/2036
|
22,339
|
22,448
|
|
Ginnie Mae I Pool 5% 3/15/2036
|
15,308
|
15,356
|
|
Ginnie Mae I Pool 5% 3/15/2036
|
6,522
|
6,554
|
|
Ginnie Mae I Pool 5% 3/15/2040
|
7,589
|
7,625
|
|
Ginnie Mae I Pool 5% 3/15/2041
|
22,696
|
22,795
|
|
Ginnie Mae I Pool 5% 3/15/2041
|
13,299
|
13,359
|
|
Ginnie Mae I Pool 5% 3/15/2041
|
3,177
|
3,191
|
|
Ginnie Mae I Pool 5% 4/15/2033
|
2,920
|
2,933
|
|
Ginnie Mae I Pool 5% 4/15/2033
|
2,372
|
2,382
|
|
Ginnie Mae I Pool 5% 4/15/2033
|
1,801
|
1,808
|
|
Ginnie Mae I Pool 5% 4/15/2035
|
14,483
|
14,553
|
|
Ginnie Mae I Pool 5% 4/15/2039
|
4,753
|
4,776
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
198,636
|
199,561
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
190,252
|
191,134
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
11,499
|
11,551
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
4,069
|
4,087
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
2,162
|
2,172
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
41,231
|
41,410
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
9,804
|
9,847
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
3,677
|
3,693
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
2,481
|
2,493
|
|
Ginnie Mae I Pool 5% 4/20/2048
|
3,917,564
|
3,901,411
|
|
Ginnie Mae I Pool 5% 5/15/2033
|
25,568
|
25,668
|
|
Ginnie Mae I Pool 5% 5/15/2033
|
12,648
|
12,700
|
|
Ginnie Mae I Pool 5% 5/15/2033
|
3,297
|
3,311
|
|
Ginnie Mae I Pool 5% 5/15/2034
|
114,695
|
115,235
|
|
Ginnie Mae I Pool 5% 5/15/2036
|
1,015
|
1,019
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
44,683
|
44,896
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
31,913
|
32,064
|
|
Ginnie Mae I Pool 5% 5/15/2040
|
11,653
|
11,706
|
|
Ginnie Mae I Pool 5% 5/15/2040
|
7,058
|
7,091
|
|
Ginnie Mae I Pool 5% 5/15/2040
|
2,471
|
2,482
|
|
Ginnie Mae I Pool 5% 6/15/2033
|
1,702
|
1,709
|
|
Ginnie Mae I Pool 5% 6/15/2033
|
1,669
|
1,676
|
|
Ginnie Mae I Pool 5% 6/15/2033
|
663
|
665
|
|
Ginnie Mae I Pool 5% 6/15/2033
|
366
|
367
|
|
Ginnie Mae I Pool 5% 6/15/2034
|
2,161
|
2,171
|
|
Ginnie Mae I Pool 5% 6/15/2036
|
9,237
|
9,282
|
|
Ginnie Mae I Pool 5% 6/15/2039
|
4,468
|
4,489
|
|
Ginnie Mae I Pool 5% 6/15/2039
|
1,260
|
1,266
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
604,894
|
607,698
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
20,303
|
20,390
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
16,997
|
17,075
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
10,197
|
10,242
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
2,176
|
2,185
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
27,774
|
27,899
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
3,851
|
3,868
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
3,767
|
3,785
|
|
Ginnie Mae I Pool 5% 7/15/2034
|
3,441
|
3,458
|
|
Ginnie Mae I Pool 5% 7/15/2035
|
47,148
|
47,377
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
57,381
|
57,654
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
27,205
|
27,334
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
1,960
|
1,969
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
32,806
|
32,959
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
24,104
|
24,214
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
16,810
|
16,888
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
14,667
|
14,734
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
13,125
|
13,185
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
10,485
|
10,533
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
3,446
|
3,462
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
1,987
|
1,996
|
|
Ginnie Mae I Pool 5% 8/15/2033
|
27,982
|
28,091
|
|
Ginnie Mae I Pool 5% 8/15/2033
|
19,790
|
19,876
|
|
Ginnie Mae I Pool 5% 8/15/2033
|
10,444
|
10,494
|
|
Ginnie Mae I Pool 5% 8/15/2033
|
7,149
|
7,180
|
|
Ginnie Mae I Pool 5% 8/15/2033
|
3,303
|
3,316
|
|
Ginnie Mae I Pool 5% 8/15/2033
|
3,004
|
3,018
|
|
Ginnie Mae I Pool 5% 8/15/2035
|
912
|
916
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
25,811
|
25,933
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
21,033
|
21,132
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
9,222
|
9,265
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
6,480
|
6,510
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
4,281
|
4,301
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
4,158
|
4,178
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
1,338
|
1,344
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
973
|
978
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
48,661
|
48,884
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
42,247
|
42,441
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
40,659
|
40,845
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
11,016
|
11,065
|
|
Ginnie Mae I Pool 5% 8/15/2041
|
1,510
|
1,517
|
|
Ginnie Mae I Pool 5% 9/15/2033
|
28,025
|
28,156
|
|
Ginnie Mae I Pool 5% 9/15/2035
|
2,266
|
2,277
|
|
Ginnie Mae I Pool 5% 9/15/2036
|
44,017
|
44,233
|
|
Ginnie Mae I Pool 5% 9/15/2036
|
9,614
|
9,659
|
|
Ginnie Mae I Pool 5% 9/15/2037
|
2,648
|
2,661
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
169,886
|
170,691
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
31,550
|
31,698
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
23,434
|
23,544
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
12,355
|
12,412
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
9,541
|
9,585
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
8,891
|
8,932
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
8,653
|
8,694
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
6,596
|
6,627
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
5,834
|
5,862
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
2,886
|
2,899
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
2,409
|
2,420
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
2,381
|
2,392
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
2,266
|
2,276
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
25,927
|
26,047
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
17,367
|
17,446
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
7,849
|
7,882
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
5,232
|
5,256
|
|
Ginnie Mae I Pool 5% 9/15/2041
|
442,989
|
445,066
|
|
Ginnie Mae I Pool 5.5% 1/15/2034
|
354
|
360
|
|
Ginnie Mae I Pool 5.5% 10/15/2035
|
21,054
|
21,425
|
|
Ginnie Mae I Pool 5.5% 12/15/2038
|
826
|
842
|
|
Ginnie Mae I Pool 5.5% 3/15/2034
|
1,335
|
1,356
|
|
Ginnie Mae I Pool 5.5% 3/15/2034
|
531
|
538
|
|
Ginnie Mae I Pool 5.5% 3/15/2039
|
1,531
|
1,561
|
|
Ginnie Mae I Pool 5.5% 3/20/2054
|
14,307,326
|
14,303,154
|
|
Ginnie Mae I Pool 5.5% 4/15/2034
|
1,615
|
1,640
|
|
Ginnie Mae I Pool 5.5% 4/15/2034
|
450
|
457
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
5,673
|
5,769
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
1,682
|
1,709
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
838
|
852
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
721
|
733
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
472
|
479
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
301
|
306
|
|
Ginnie Mae I Pool 5.5% 5/15/2039
|
15,475
|
15,780
|
|
Ginnie Mae I Pool 5.5% 6/15/2039
|
2,188
|
2,230
|
|
Ginnie Mae I Pool 5.5% 6/15/2039
|
783
|
794
|
|
Ginnie Mae I Pool 5.5% 7/15/2033
|
1,215
|
1,235
|
|
Ginnie Mae I Pool 5.5% 7/15/2038
|
524
|
534
|
|
Ginnie Mae I Pool 5.5% 7/15/2039
|
13,910
|
14,190
|
|
Ginnie Mae I Pool 5.5% 8/15/2033
|
4,266
|
4,335
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
96,933
|
98,884
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
91,656
|
93,498
|
|
Ginnie Mae I Pool 6% 10/15/2030
|
6,855
|
6,986
|
|
Ginnie Mae I Pool 6% 10/15/2039
|
3,816
|
3,959
|
|
Ginnie Mae I Pool 6% 11/15/2037
|
1,424
|
1,473
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
10,900
|
11,316
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
6,281
|
6,519
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
4,142
|
4,296
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
2,487
|
2,576
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
2,102
|
2,167
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
1,626
|
1,685
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
961
|
997
|
|
Ginnie Mae I Pool 6% 12/15/2034
|
1,081
|
1,113
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
13,841
|
14,320
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
2,691
|
2,776
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
1,538
|
1,593
|
|
Ginnie Mae I Pool 6.5% 10/15/2035
|
8,928
|
9,267
|
|
Ginnie Mae I Pool 6.5% 10/15/2036
|
3,748
|
3,887
|
|
Ginnie Mae I Pool 6.5% 11/15/2034
|
3,527
|
3,616
|
|
Ginnie Mae I Pool 6.5% 3/15/2035
|
632
|
649
|
|
Ginnie Mae I Pool 6.5% 6/15/2037
|
3,494
|
3,631
|
|
Ginnie Mae I Pool 6.5% 7/15/2035
|
1,059
|
1,097
|
|
Ginnie Mae I Pool 6.5% 8/15/2034
|
15,695
|
16,216
|
|
Ginnie Mae I Pool 6.5% 8/15/2034
|
369
|
379
|
|
Ginnie Mae I Pool 6.5% 8/15/2036
|
2,548
|
2,655
|
|
Ginnie Mae I Pool 6.5% 9/15/2034
|
6,032
|
6,233
|
|
Ginnie Mae I Pool 6.5% 9/15/2035
|
433
|
442
|
|
Ginnie Mae I Pool 7% 1/15/2026
|
5
|
5
|
|
Ginnie Mae I Pool 7% 1/15/2027
|
25
|
25
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
496
|
498
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
251
|
253
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
185
|
187
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
177
|
179
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
176
|
178
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
159
|
161
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
122
|
123
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
77
|
77
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
57
|
58
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
460
|
468
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
327
|
332
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
255
|
259
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
181
|
184
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
122
|
124
|
|
Ginnie Mae I Pool 7% 1/15/2030
|
1,449
|
1,478
|
|
Ginnie Mae I Pool 7% 1/15/2030
|
139
|
141
|
|
Ginnie Mae I Pool 7% 1/15/2031
|
1,412
|
1,451
|
|
Ginnie Mae I Pool 7% 1/15/2031
|
450
|
461
|
|
Ginnie Mae I Pool 7% 1/15/2032
|
2,828
|
2,910
|
|
Ginnie Mae I Pool 7% 10/15/2025
|
10
|
10
|
|
Ginnie Mae I Pool 7% 10/15/2026
|
127
|
128
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
1,327
|
1,347
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
243
|
246
|
|
Ginnie Mae I Pool 7% 10/15/2029
|
522
|
533
|
|
Ginnie Mae I Pool 7% 10/15/2030
|
390
|
398
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
2,407
|
2,481
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
596
|
612
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
593
|
602
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
478
|
492
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
38
|
39
|
|
Ginnie Mae I Pool 7% 11/15/2027
|
36
|
36
|
|
Ginnie Mae I Pool 7% 11/15/2028
|
203
|
207
|
|
Ginnie Mae I Pool 7% 11/15/2028
|
80
|
81
|
|
Ginnie Mae I Pool 7% 11/15/2029
|
1,237
|
1,265
|
|
Ginnie Mae I Pool 7% 11/15/2031
|
1,442
|
1,472
|
|
Ginnie Mae I Pool 7% 11/15/2031
|
1,372
|
1,412
|
|
Ginnie Mae I Pool 7% 11/15/2031
|
403
|
415
|
|
Ginnie Mae I Pool 7% 11/15/2031
|
361
|
371
|
|
Ginnie Mae I Pool 7% 11/15/2032
|
344
|
353
|
|
Ginnie Mae I Pool 7% 12/15/2025
|
14
|
14
|
|
Ginnie Mae I Pool 7% 12/15/2026
|
7
|
7
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
664
|
672
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
284
|
288
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
185
|
187
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
109
|
111
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
44
|
44
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
510
|
518
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
467
|
475
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
214
|
217
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
86
|
87
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
61
|
61
|
|
Ginnie Mae I Pool 7% 12/15/2030
|
639
|
657
|
|
Ginnie Mae I Pool 7% 12/15/2031
|
2,319
|
2,386
|
|
Ginnie Mae I Pool 7% 12/15/2031
|
1,092
|
1,125
|
|
Ginnie Mae I Pool 7% 12/15/2031
|
106
|
109
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
250
|
252
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
236
|
238
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
207
|
210
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
150
|
152
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
109
|
109
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
77
|
78
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
33
|
33
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
27
|
27
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
14
|
14
|
|
Ginnie Mae I Pool 7% 2/15/2029
|
143
|
144
|
|
Ginnie Mae I Pool 7% 2/15/2029
|
98
|
100
|
|
Ginnie Mae I Pool 7% 2/15/2030
|
565
|
578
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
3,558
|
3,671
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
2,904
|
2,950
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
987
|
1,017
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
362
|
373
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
314
|
318
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
240
|
247
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
882
|
894
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
515
|
521
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
290
|
293
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
263
|
264
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
245
|
248
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
144
|
146
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
94
|
95
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
90
|
91
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
50
|
50
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
638
|
649
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
284
|
289
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
178
|
180
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
90
|
91
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
66
|
67
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
50
|
50
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
229
|
236
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
227
|
232
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
164
|
168
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
81
|
83
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
1,409
|
1,453
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
697
|
720
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
610
|
629
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
345
|
354
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
167
|
171
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
140
|
144
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
115
|
119
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
32
|
33
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
448
|
454
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
288
|
292
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
218
|
220
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
170
|
172
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
125
|
126
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
93
|
94
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
84
|
85
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
53
|
53
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
43
|
44
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
36
|
36
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
22
|
23
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
20
|
20
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
15
|
15
|
|
Ginnie Mae I Pool 7% 4/15/2029
|
456
|
464
|
|
Ginnie Mae I Pool 7% 4/15/2029
|
69
|
71
|
|
Ginnie Mae I Pool 7% 4/15/2029
|
42
|
42
|
|
Ginnie Mae I Pool 7% 4/15/2030
|
319
|
327
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
1,727
|
1,774
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
683
|
702
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
394
|
405
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
166
|
170
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
150
|
154
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
2,167
|
2,238
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
1,148
|
1,182
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
786
|
811
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
745
|
765
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
595
|
614
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
344
|
354
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
320
|
329
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
308
|
318
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
304
|
312
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
284
|
293
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
195
|
200
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
103
|
104
|
|
Ginnie Mae I Pool 7% 4/20/2032
|
30,098
|
31,193
|
|
Ginnie Mae I Pool 7% 5/15/2027
|
14
|
14
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
412
|
415
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
85
|
86
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
83
|
84
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
65
|
66
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
61
|
62
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
20
|
20
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
19
|
19
|
|
Ginnie Mae I Pool 7% 5/15/2029
|
282
|
288
|
|
Ginnie Mae I Pool 7% 5/15/2030
|
390
|
397
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
837
|
859
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
352
|
362
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
237
|
240
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
1,719
|
1,766
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
1,150
|
1,188
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
1,098
|
1,128
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
458
|
465
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
422
|
435
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
374
|
384
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
342
|
350
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
304
|
314
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
299
|
308
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
267
|
275
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
243
|
251
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
142
|
146
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
125
|
129
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
506
|
513
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
481
|
487
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
311
|
315
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
229
|
232
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
169
|
172
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
165
|
167
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
133
|
135
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
100
|
101
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
85
|
86
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
75
|
76
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
53
|
53
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
49
|
50
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
38
|
38
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
35
|
35
|
|
Ginnie Mae I Pool 7% 6/15/2029
|
543
|
554
|
|
Ginnie Mae I Pool 7% 6/15/2029
|
244
|
249
|
|
Ginnie Mae I Pool 7% 6/15/2029
|
170
|
173
|
|
Ginnie Mae I Pool 7% 6/15/2029
|
97
|
99
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
2,080
|
2,140
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
1,081
|
1,111
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
927
|
954
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
120
|
120
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
36
|
37
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
1,494
|
1,536
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
858
|
881
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
647
|
667
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
401
|
411
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
338
|
349
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
296
|
304
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
261
|
269
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
219
|
226
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
118
|
120
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
633
|
640
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
558
|
565
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
545
|
553
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
280
|
284
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
279
|
283
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
148
|
150
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
120
|
121
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
105
|
107
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
94
|
95
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
89
|
90
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
85
|
85
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
41
|
42
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
28
|
28
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
432
|
440
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
328
|
334
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
209
|
213
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
35
|
36
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
1,524
|
1,570
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
982
|
1,008
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
829
|
852
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
399
|
408
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
17
|
18
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
10
|
10
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
761
|
787
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
663
|
681
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
550
|
568
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
518
|
533
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
473
|
482
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
457
|
470
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
85
|
88
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
77
|
80
|
|
Ginnie Mae I Pool 7% 8/15/2025
|
7
|
7
|
|
Ginnie Mae I Pool 7% 8/15/2025
|
1
|
1
|
|
Ginnie Mae I Pool 7% 8/15/2028
|
61
|
62
|
|
Ginnie Mae I Pool 7% 8/15/2029
|
84
|
85
|
|
Ginnie Mae I Pool 7% 8/15/2029
|
54
|
54
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
2,018
|
2,077
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
1,251
|
1,289
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
368
|
379
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
218
|
224
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
212
|
218
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
628
|
649
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
615
|
630
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
397
|
409
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
252
|
261
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
227
|
233
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
187
|
193
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
113
|
114
|
|
Ginnie Mae I Pool 7% 9/15/2025
|
2
|
2
|
|
Ginnie Mae I Pool 7% 9/15/2027
|
34
|
34
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
439
|
446
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
175
|
178
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
65
|
66
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
61
|
62
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
53
|
53
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
38
|
38
|
|
Ginnie Mae I Pool 7% 9/15/2029
|
55
|
56
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
1,489
|
1,533
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
1,233
|
1,269
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
917
|
944
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
487
|
501
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
372
|
382
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
223
|
228
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
100
|
103
|
|
Ginnie Mae I Pool 7.5% 1/15/2028
|
326
|
330
|
|
Ginnie Mae I Pool 7.5% 1/15/2031
|
206
|
214
|
|
Ginnie Mae I Pool 7.5% 1/15/2031
|
65
|
67
|
|
Ginnie Mae I Pool 7.5% 10/15/2025
|
4
|
4
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
807
|
816
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
771
|
785
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
742
|
755
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
632
|
643
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
271
|
275
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
150
|
153
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
69
|
70
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
62
|
63
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
61
|
62
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
59
|
60
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
53
|
54
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
49
|
49
|
|
Ginnie Mae I Pool 7.5% 11/15/2025
|
66
|
66
|
|
Ginnie Mae I Pool 7.5% 11/15/2025
|
64
|
64
|
|
Ginnie Mae I Pool 7.5% 11/15/2025
|
25
|
25
|
|
Ginnie Mae I Pool 7.5% 11/15/2025
|
17
|
17
|
|
Ginnie Mae I Pool 7.5% 11/15/2025
|
17
|
17
|
|
Ginnie Mae I Pool 7.5% 11/15/2025
|
6
|
6
|
|
Ginnie Mae I Pool 7.5% 11/15/2027
|
61
|
62
|
|
Ginnie Mae I Pool 7.5% 11/15/2027
|
57
|
58
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
307
|
313
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
253
|
257
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
208
|
212
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
104
|
106
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
79
|
81
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
65
|
65
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
33
|
33
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
25
|
25
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
12
|
12
|
|
Ginnie Mae I Pool 7.5% 2/15/2027
|
74
|
75
|
|
Ginnie Mae I Pool 7.5% 3/15/2026
|
24
|
24
|
|
Ginnie Mae I Pool 7.5% 3/15/2026
|
12
|
12
|
|
Ginnie Mae I Pool 7.5% 3/15/2028
|
234
|
239
|
|
Ginnie Mae I Pool 7.5% 3/15/2031
|
756
|
789
|
|
Ginnie Mae I Pool 7.5% 4/15/2026
|
1
|
1
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
300
|
302
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
123
|
124
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
99
|
101
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
84
|
85
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
78
|
79
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
65
|
66
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
22
|
22
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
21
|
21
|
|
Ginnie Mae I Pool 7.5% 5/15/2027
|
179
|
181
|
|
Ginnie Mae I Pool 7.5% 5/15/2027
|
78
|
79
|
|
Ginnie Mae I Pool 7.5% 5/15/2027
|
5
|
6
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
606
|
613
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
154
|
156
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
63
|
64
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
45
|
46
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
32
|
32
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
16
|
16
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
12
|
12
|
|
Ginnie Mae I Pool 7.5% 6/15/2029
|
35
|
35
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
669
|
679
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
341
|
344
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
315
|
319
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
238
|
242
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
174
|
176
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
112
|
113
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
81
|
82
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
44
|
45
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
30
|
30
|
|
Ginnie Mae I Pool 7.5% 7/15/2028
|
1,200
|
1,228
|
|
Ginnie Mae I Pool 7.5% 7/15/2029
|
196
|
201
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
467
|
474
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
370
|
376
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
137
|
139
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
86
|
86
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
70
|
71
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
47
|
48
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
36
|
36
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
17
|
17
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
606
|
621
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
279
|
286
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
102
|
104
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
37
|
37
|
|
Ginnie Mae I Pool 7.5% 8/15/2029
|
83
|
86
|
|
Ginnie Mae I Pool 7.5% 9/15/2025
|
13
|
13
|
|
Ginnie Mae I Pool 7.5% 9/15/2025
|
2
|
2
|
|
Ginnie Mae I Pool 7.5% 9/15/2025
|
1
|
1
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
761
|
775
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
72
|
73
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
42
|
42
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
42
|
42
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
40
|
40
|
|
Ginnie Mae I Pool 7.5% 9/15/2028
|
716
|
733
|
|
Ginnie Mae I Pool 7.5% 9/15/2028
|
451
|
459
|
|
Ginnie Mae I Pool 7.5% 9/15/2031
|
1,725
|
1,789
|
|
Ginnie Mae I Pool 8% 1/15/2028
|
441
|
448
|
|
Ginnie Mae I Pool 8% 10/15/2029
|
200
|
205
|
|
Ginnie Mae I Pool 8% 11/15/2027
|
93
|
94
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
448
|
455
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
163
|
165
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
140
|
141
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
64
|
65
|
|
Ginnie Mae I Pool 8% 7/15/2027
|
153
|
155
|
|
Ginnie Mae I Pool 8% 8/15/2025
|
4
|
4
|
|
Ginnie Mae I Pool 8% 8/15/2027
|
69
|
69
|
|
Ginnie Mae I Pool 8% 8/15/2027
|
45
|
45
|
|
Ginnie Mae I Pool 8% 9/15/2025
|
1
|
1
|
|
Ginnie Mae I Pool 8% 9/15/2029
|
58
|
59
|
|
Ginnie Mae I Pool 8.5% 1/15/2031
|
1,943
|
2,012
|
|
Ginnie Mae I Pool 8.5% 11/15/2027
|
48
|
49
|
|
Ginnie Mae I Pool 8.5% 12/15/2029
|
117
|
120
|
|
Ginnie Mae I Pool 8.5% 7/15/2030
|
232
|
239
|
|
Ginnie Mae I Pool 8.5% 8/15/2029
|
149
|
152
|
|
Ginnie Mae II Pool 2% 1/20/2051
|
72,038,525
|
57,902,744
|
|
Ginnie Mae II Pool 2% 11/20/2050
|
24,461,472
|
19,661,513
|
|
Ginnie Mae II Pool 2% 12/20/2050
|
38,286,304
|
30,773,562
|
|
Ginnie Mae II Pool 2% 2/20/2051
|
46,083,673
|
37,040,891
|
|
Ginnie Mae II Pool 2% 3/20/2052
|
2,160,962
|
1,737,602
|
|
Ginnie Mae II Pool 2% 4/20/2051
|
1,605,211
|
1,290,228
|
|
Ginnie Mae II Pool 2% 6/1/2055 (g)
|
491,325,000
|
394,743,575
|
|
Ginnie Mae II Pool 2% 7/1/2055 (g)
|
167,250,000
|
134,353,497
|
|
Ginnie Mae II Pool 2% 7/20/2051
|
148,352
|
119,334
|
|
Ginnie Mae II Pool 2% 9/20/2050
|
11,607,379
|
9,336,972
|
|
Ginnie Mae II Pool 2.5% 12/20/2051
|
27,088,563
|
22,712,693
|
|
Ginnie Mae II Pool 2.5% 2/20/2052
|
24,613,641
|
20,649,105
|
|
Ginnie Mae II Pool 2.5% 3/20/2052
|
2,504,712
|
2,100,493
|
|
Ginnie Mae II Pool 2.5% 4/20/2052
|
28,609,090
|
23,992,063
|
|
Ginnie Mae II Pool 2.5% 6/1/2055 (g)
|
156,600,000
|
131,236,140
|
|
Ginnie Mae II Pool 2.5% 6/20/2051
|
7,746,159
|
6,497,270
|
|
Ginnie Mae II Pool 2.5% 6/20/2052
|
3,168,342
|
2,657,025
|
|
Ginnie Mae II Pool 2.5% 7/1/2055 (g)
|
99,800,000
|
83,604,606
|
|
Ginnie Mae II Pool 2.5% 7/20/2051
|
26,955,654
|
22,601,253
|
|
Ginnie Mae II Pool 2.5% 7/20/2054
|
370,965
|
310,894
|
|
Ginnie Mae II Pool 2.5% 9/20/2051
|
10,987,721
|
9,212,771
|
|
Ginnie Mae II Pool 3% 1/20/2032
|
2,839,318
|
2,746,822
|
|
Ginnie Mae II Pool 3% 10/20/2031
|
938,962
|
908,945
|
|
Ginnie Mae II Pool 3% 10/20/2042
|
3,064
|
2,774
|
|
Ginnie Mae II Pool 3% 10/20/2043
|
643,691
|
580,476
|
|
Ginnie Mae II Pool 3% 11/20/2031
|
991,024
|
959,038
|
|
Ginnie Mae II Pool 3% 12/20/2031
|
1,524,510
|
1,475,313
|
|
Ginnie Mae II Pool 3% 12/20/2042
|
3,244,031
|
2,935,896
|
|
Ginnie Mae II Pool 3% 12/20/2043
|
6,604
|
5,955
|
|
Ginnie Mae II Pool 3% 2/20/2031
|
122,317
|
118,762
|
|
Ginnie Mae II Pool 3% 2/20/2043
|
91,542
|
82,820
|
|
Ginnie Mae II Pool 3% 2/20/2044
|
24,215
|
21,830
|
|
Ginnie Mae II Pool 3% 3/20/2031
|
250,169
|
242,813
|
|
Ginnie Mae II Pool 3% 3/20/2050
|
7,265,044
|
6,346,538
|
|
Ginnie Mae II Pool 3% 4/20/2031
|
927,850
|
900,262
|
|
Ginnie Mae II Pool 3% 5/20/2031
|
1,954,584
|
1,895,824
|
|
Ginnie Mae II Pool 3% 5/20/2042
|
20,319
|
18,442
|
|
Ginnie Mae II Pool 3% 6/1/2055 (g)
|
314,550,000
|
274,129,224
|
|
Ginnie Mae II Pool 3% 7/20/2031
|
25,825
|
25,024
|
|
Ginnie Mae II Pool 3% 8/20/2031
|
300,338
|
291,019
|
|
Ginnie Mae II Pool 3% 8/20/2042
|
28,514
|
25,836
|
|
Ginnie Mae II Pool 3% 9/20/2031
|
120,703
|
116,920
|
|
Ginnie Mae II Pool 3% 9/20/2043
|
22,453
|
20,249
|
|
Ginnie Mae II Pool 3.5% 1/20/2041
|
3,486
|
3,239
|
|
Ginnie Mae II Pool 3.5% 1/20/2042
|
9,770
|
9,050
|
|
Ginnie Mae II Pool 3.5% 1/20/2044
|
45,358
|
41,610
|
|
Ginnie Mae II Pool 3.5% 10/20/2040
|
17,239
|
16,011
|
|
Ginnie Mae II Pool 3.5% 10/20/2041
|
1,562
|
1,447
|
|
Ginnie Mae II Pool 3.5% 10/20/2043
|
42,286
|
38,846
|
|
Ginnie Mae II Pool 3.5% 11/20/2041
|
3,893
|
3,607
|
|
Ginnie Mae II Pool 3.5% 12/20/2040
|
1,372,810
|
1,276,191
|
|
Ginnie Mae II Pool 3.5% 12/20/2041
|
7,722,799
|
7,155,479
|
|
Ginnie Mae II Pool 3.5% 12/20/2043
|
43,354
|
39,793
|
|
Ginnie Mae II Pool 3.5% 12/20/2044
|
4,022
|
3,677
|
|
Ginnie Mae II Pool 3.5% 2/20/2040
|
2,811
|
2,611
|
|
Ginnie Mae II Pool 3.5% 2/20/2043
|
182,768
|
168,638
|
|
Ginnie Mae II Pool 3.5% 3/20/2041
|
14,229
|
13,218
|
|
Ginnie Mae II Pool 3.5% 3/20/2044
|
12,750
|
11,693
|
|
Ginnie Mae II Pool 3.5% 4/20/2043
|
259,592
|
239,391
|
|
Ginnie Mae II Pool 3.5% 4/20/2046
|
75,691
|
68,240
|
|
Ginnie Mae II Pool 3.5% 5/20/2043
|
3,277,880
|
3,009,130
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
102,897
|
92,670
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
26,281
|
23,669
|
|
Ginnie Mae II Pool 3.5% 6/1/2055 (g)
|
151,950,000
|
135,249,282
|
|
Ginnie Mae II Pool 3.5% 6/20/2034
|
1,941
|
1,844
|
|
Ginnie Mae II Pool 3.5% 6/20/2043
|
109,118
|
100,567
|
|
Ginnie Mae II Pool 3.5% 7/1/2055 (g)
|
117,500,000
|
104,544,344
|
|
Ginnie Mae II Pool 3.5% 8/20/2043
|
27,394
|
25,231
|
|
Ginnie Mae II Pool 3.5% 9/20/2040
|
136,689
|
126,933
|
|
Ginnie Mae II Pool 3.5% 9/20/2041
|
7,018
|
6,507
|
|
Ginnie Mae II Pool 3.5% 9/20/2043
|
1,167,096
|
1,072,265
|
|
Ginnie Mae II Pool 4% 1/20/2041
|
1,670,646
|
1,601,419
|
|
Ginnie Mae II Pool 4% 1/20/2042
|
125,535
|
120,051
|
|
Ginnie Mae II Pool 4% 1/20/2046
|
117,725
|
110,126
|
|
Ginnie Mae II Pool 4% 10/20/2040
|
600,462
|
575,730
|
|
Ginnie Mae II Pool 4% 10/20/2041
|
1,903,439
|
1,820,909
|
|
Ginnie Mae II Pool 4% 10/20/2044
|
555,247
|
526,868
|
|
Ginnie Mae II Pool 4% 10/20/2045
|
13,733
|
12,868
|
|
Ginnie Mae II Pool 4% 11/20/2040
|
1,580,880
|
1,515,567
|
|
Ginnie Mae II Pool 4% 11/20/2044
|
380,785
|
361,259
|
|
Ginnie Mae II Pool 4% 11/20/2045
|
2,548
|
2,387
|
|
Ginnie Mae II Pool 4% 12/20/2044
|
944,873
|
896,424
|
|
Ginnie Mae II Pool 4% 12/20/2045
|
150,139
|
140,447
|
|
Ginnie Mae II Pool 4% 2/20/2041
|
54,770
|
52,490
|
|
Ginnie Mae II Pool 4% 2/20/2046
|
91,668
|
85,750
|
|
Ginnie Mae II Pool 4% 3/20/2041
|
141,715
|
135,812
|
|
Ginnie Mae II Pool 4% 3/20/2046
|
101,088
|
94,563
|
|
Ginnie Mae II Pool 4% 3/20/2047
|
5,874,516
|
5,475,104
|
|
Ginnie Mae II Pool 4% 5/20/2033
|
3,016
|
2,943
|
|
Ginnie Mae II Pool 4% 6/1/2055 (g)
|
46,300,000
|
42,433,330
|
|
Ginnie Mae II Pool 4% 6/20/2044
|
42,146
|
40,035
|
|
Ginnie Mae II Pool 4% 7/20/2044
|
370,292
|
351,615
|
|
Ginnie Mae II Pool 4% 7/20/2045
|
92,607
|
87,689
|
|
Ginnie Mae II Pool 4% 8/20/2041
|
15,688
|
15,012
|
|
Ginnie Mae II Pool 4% 8/20/2043
|
230,851
|
219,656
|
|
Ginnie Mae II Pool 4% 8/20/2044
|
5,530,620
|
5,250,756
|
|
Ginnie Mae II Pool 4% 8/20/2048
|
9,860,322
|
9,165,262
|
|
Ginnie Mae II Pool 4% 9/20/2040
|
697,632
|
668,864
|
|
Ginnie Mae II Pool 4% 9/20/2041
|
291,334
|
278,742
|
|
Ginnie Mae II Pool 4% 9/20/2042
|
16,832
|
16,071
|
|
Ginnie Mae II Pool 4% 9/20/2045
|
11,452
|
10,731
|
|
Ginnie Mae II Pool 4.5% 1/20/2041
|
155,644
|
153,079
|
|
Ginnie Mae II Pool 4.5% 1/20/2055
|
2,225,666
|
2,101,625
|
|
Ginnie Mae II Pool 4.5% 10/20/2035
|
1,567
|
1,549
|
|
Ginnie Mae II Pool 4.5% 10/20/2040
|
32,979
|
32,442
|
|
Ginnie Mae II Pool 4.5% 11/20/2040
|
33,178
|
32,634
|
|
Ginnie Mae II Pool 4.5% 11/20/2054
|
75,189,088
|
70,998,627
|
|
Ginnie Mae II Pool 4.5% 2/20/2041
|
569,625
|
560,202
|
|
Ginnie Mae II Pool 4.5% 2/20/2055
|
22,580,194
|
21,321,748
|
|
Ginnie Mae II Pool 4.5% 3/20/2036
|
11,499
|
11,360
|
|
Ginnie Mae II Pool 4.5% 3/20/2041
|
438,858
|
431,596
|
|
Ginnie Mae II Pool 4.5% 4/20/2041
|
110,175
|
108,344
|
|
Ginnie Mae II Pool 4.5% 4/20/2055
|
25,199,999
|
23,795,545
|
|
Ginnie Mae II Pool 4.5% 5/20/2040
|
38,768
|
38,149
|
|
Ginnie Mae II Pool 4.5% 5/20/2041
|
483,408
|
475,341
|
|
Ginnie Mae II Pool 4.5% 5/20/2055
|
500,000
|
472,134
|
|
Ginnie Mae II Pool 4.5% 6/20/2033
|
5,674
|
5,619
|
|
Ginnie Mae II Pool 4.5% 6/20/2041
|
954,211
|
938,161
|
|
Ginnie Mae II Pool 4.5% 7/20/2040
|
63,713
|
62,682
|
|
Ginnie Mae II Pool 4.5% 8/20/2040
|
7,441
|
7,320
|
|
Ginnie Mae II Pool 4.5% 9/20/2040
|
343,228
|
337,640
|
|
Ginnie Mae II Pool 5% 1/20/2055
|
96,461,448
|
93,637,086
|
|
Ginnie Mae II Pool 5% 11/20/2054
|
9,000,794
|
8,737,957
|
|
Ginnie Mae II Pool 5% 12/20/2054
|
10,618,914
|
10,322,929
|
|
Ginnie Mae II Pool 5% 6/1/2055 (g)
|
82,375,000
|
79,930,983
|
|
Ginnie Mae II Pool 5% 9/20/2033
|
258,640
|
260,097
|
|
Ginnie Mae II Pool 5.5% 1/20/2055
|
11,645,879
|
11,627,925
|
|
Ginnie Mae II Pool 5.5% 12/20/2054
|
15,075,896
|
14,980,810
|
|
Ginnie Mae II Pool 5.5% 12/20/2054
|
14,206,336
|
14,219,951
|
|
Ginnie Mae II Pool 5.5% 6/1/2055 (g)
|
354,775,000
|
352,341,812
|
|
Ginnie Mae II Pool 5.5% 7/1/2055 (g)
|
354,775,000
|
352,009,210
|
|
Ginnie Mae II Pool 6% 1/20/2055
|
13,432,557
|
13,573,300
|
|
Ginnie Mae II Pool 6% 11/20/2031
|
7,216
|
7,394
|
|
Ginnie Mae II Pool 6% 12/20/2054
|
27,100,289
|
27,409,644
|
|
Ginnie Mae II Pool 6% 5/20/2032
|
34,014
|
34,917
|
|
Ginnie Mae II Pool 6% 6/1/2055 (g)
|
322,800,000
|
325,935,292
|
|
Ginnie Mae II Pool 6% 7/1/2055 (g)
|
322,800,000
|
325,443,506
|
|
Ginnie Mae II Pool 6.5% 1/20/2032
|
321
|
331
|
|
Ginnie Mae II Pool 6.5% 11/20/2031
|
1,275
|
1,313
|
|
Ginnie Mae II Pool 6.5% 3/20/2031
|
1,611
|
1,654
|
|
Ginnie Mae II Pool 6.5% 4/20/2031
|
206
|
211
|
|
Ginnie Mae II Pool 6.5% 6/20/2031
|
189
|
194
|
|
Ginnie Mae II Pool 6.5% 7/20/2031
|
228
|
234
|
|
Ginnie Mae II Pool 6.5% 8/20/2031
|
232
|
239
|
|
Ginnie Mae II Pool 7% 2/20/2032
|
9,121
|
9,464
|
|
Ginnie Mae II Pool 7% 3/20/2032
|
4,578
|
4,753
|
|
Uniform Mortgage Backed Securities 2% 6/1/2055 (g)
|
678,350,000
|
527,284,575
|
|
Uniform Mortgage Backed Securities 2% 7/1/2055 (g)
|
473,700,000
|
368,412,738
|
|
Uniform Mortgage Backed Securities 2.5% 6/1/2055 (g)
|
183,525,000
|
149,565,681
|
|
Uniform Mortgage Backed Securities 3% 6/1/2055 (g)
|
102,550,000
|
87,295,636
|
|
Uniform Mortgage Backed Securities 3.5% 6/1/2055 (g)
|
113,700,000
|
100,855,402
|
|
Uniform Mortgage Backed Securities 3.5% 7/1/2055 (g)
|
77,875,000
|
69,062,307
|
|
Uniform Mortgage Backed Securities 4% 6/1/2055 (g)
|
46,300,000
|
42,451,289
|
|
Uniform Mortgage Backed Securities 4.5% 6/1/2055 (g)
|
14,500,000
|
13,682,115
|
|
Uniform Mortgage Backed Securities 4.5% 7/1/2055 (g)
|
23,500,000
|
22,165,285
|
|
Uniform Mortgage Backed Securities 5% 6/1/2055 (g)
|
73,850,000
|
71,504,664
|
|
Uniform Mortgage Backed Securities 5.5% 6/1/2055 (g)
|
85,600,000
|
84,770,810
|
|
Uniform Mortgage Backed Securities 6% 6/1/2055 (g)
|
319,000,000
|
322,202,473
|
|
Uniform Mortgage Backed Securities 6% 7/1/2055 (g)
|
68,725,000
|
69,326,351
|
|
Uniform Mortgage Backed Securities 6.5% 6/1/2055 (g)
|
103,850,000
|
106,640,917
|
|
Uniform Mortgage Backed Securities 6.5% 7/1/2055 (g)
|
39,750,000
|
40,780,996
|
|
TOTAL UNITED STATES
|
10,413,582,640
|
||
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
(Cost $10,689,060,608)
|
10,413,582,640
|
||
U.S. Treasury Obligations - 31.8%
|
||||
Yield (%) (z)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 1.125% 5/15/2040
|
1.02 to 1.03
|
207,334,000
|
125,955,405
|
|
US Treasury Bonds 1.125% 8/15/2040
|
4.51
|
5,000,000
|
3,005,078
|
|
US Treasury Bonds 1.75% 8/15/2041
|
1.94 to 2.00
|
208,680,000
|
135,552,332
|
|
US Treasury Bonds 1.875% 11/15/2051
|
2.01 to 2.15
|
156,075,000
|
84,560,948
|
|
US Treasury Bonds 2% 11/15/2041
|
2.08 to 2.10
|
199,600,000
|
134,519,484
|
|
US Treasury Bonds 2% 8/15/2051
|
1.96 to 2.14
|
516,247,000
|
290,066,283
|
|
US Treasury Bonds 2.25% 8/15/2046
|
4.92
|
750,000
|
479,911
|
|
US Treasury Bonds 2.875% 5/15/2052
|
3.14 to 4.54
|
165,277,000
|
113,544,008
|
|
US Treasury Bonds 3% 2/15/2047
|
1.17 to 1.19
|
76,205,000
|
56,007,698
|
|
US Treasury Bonds 3.25% 5/15/2042 (y)
|
3.37 to 5.18
|
183,189,000
|
148,597,766
|
|
US Treasury Bonds 3.625% 2/15/2053 (v)
|
3.80 to 5.06
|
462,205,000
|
369,132,078
|
|
US Treasury Bonds 3.625% 5/15/2053
|
3.91 to 4.31
|
176,200,000
|
140,567,680
|
|
US Treasury Bonds 3.875% 5/15/2043
|
4.58
|
3,000,000
|
2,627,048
|
|
US Treasury Bonds 4% 11/15/2042
|
3.75 to 3.77
|
5,140,000
|
4,602,509
|
|
US Treasury Bonds 4.125% 8/15/2044
|
4.65
|
5,050,000
|
4,538,096
|
|
US Treasury Bonds 4.125% 8/15/2053
|
4.20 to 5.00
|
466,647,000
|
408,006,243
|
|
US Treasury Bonds 4.25% 2/15/2054
|
4.23 to 4.68
|
555,423,000
|
496,083,862
|
|
US Treasury Bonds 4.25% 8/15/2054
|
3.96 to 4.39
|
375,900,000
|
336,136,828
|
|
US Treasury Bonds 4.375% 8/15/2043
|
4.81 to 5.13
|
41,000,000
|
38,347,813
|
|
US Treasury Bonds 4.5% 11/15/2054
|
4.35 to 4.91
|
756,200,000
|
705,865,438
|
|
US Treasury Bonds 4.5% 2/15/2044
|
4.45 to 4.72
|
5,690,000
|
5,396,165
|
|
US Treasury Bonds 4.625% 11/15/2044
|
4.52 to 4.94
|
85,410,000
|
82,033,636
|
|
US Treasury Bonds 4.625% 2/15/2055
|
4.50 to 4.88
|
75,000,000
|
71,541,053
|
|
US Treasury Bonds 4.625% 5/15/2044
|
4.60 to 4.72
|
6,305,000
|
6,070,040
|
|
US Treasury Bonds 4.625% 5/15/2054
|
4.45 to 4.51
|
125,000,000
|
118,901,368
|
|
US Treasury Bonds 6.25% 5/15/2030
|
3.46 to 4.41
|
26,000,000
|
28,634,531
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055
|
2.58 to 2.63
|
32,887,102
|
31,290,494
|
|
US Treasury Notes 2.625% 7/31/2029 (v)
|
4.11
|
11,000,000
|
10,455,586
|
|
US Treasury Notes 2.75% 8/15/2032
|
2.79
|
372,411,000
|
339,257,692
|
|
US Treasury Notes 2.875% 5/15/2032
|
2.96 to 3.39
|
263,111,000
|
242,637,675
|
|
US Treasury Notes 3.375% 5/15/2033
|
3.74 to 4.19
|
831,000,000
|
782,276,135
|
|
US Treasury Notes 3.5% 1/31/2030
|
3.59 to 3.79
|
176,400,000
|
172,975,360
|
|
US Treasury Notes 3.5% 2/15/2033
|
4.32
|
9,000,000
|
8,570,742
|
|
US Treasury Notes 3.5% 9/30/2029
|
3.91
|
298,200,000
|
293,074,688
|
|
US Treasury Notes 3.625% 3/31/2030
|
3.47
|
2,688,000
|
2,647,365
|
|
US Treasury Notes 3.625% 9/30/2031 (v)
|
3.62 to 4.23
|
1,169,860,000
|
1,137,917,335
|
|
US Treasury Notes 3.75% 12/31/2030
|
4.07
|
3,600,000
|
3,547,828
|
|
US Treasury Notes 3.75% 4/15/2028
|
3.69
|
23,690,000
|
23,614,118
|
|
US Treasury Notes 3.75% 5/31/2030
|
4.47 to 4.59
|
546,000
|
540,304
|
|
US Treasury Notes 3.75% 8/31/2031
|
3.73 to 3.74
|
344,000,000
|
337,187,187
|
|
US Treasury Notes 3.875% 12/31/2029
|
3.57
|
225,000,000
|
224,244,140
|
|
US Treasury Notes 3.875% 8/15/2033
|
4.24 to 4.77
|
158,871,000
|
154,539,284
|
|
US Treasury Notes 3.875% 8/15/2034
|
3.64 to 4.28
|
385,920,000
|
371,714,787
|
|
US Treasury Notes 3.875% 9/30/2029
|
4.15 to 4.16
|
200,000,000
|
199,476,562
|
|
US Treasury Notes 4% 1/31/2031
|
4.15 to 4.33
|
600,000,000
|
598,523,436
|
|
US Treasury Notes 4% 10/31/2029
|
3.86 to 4.15
|
280,700,000
|
281,346,926
|
|
US Treasury Notes 4% 2/15/2034
|
4.20 to 4.74
|
360,840,000
|
352,566,051
|
|
US Treasury Notes 4% 2/28/2030
|
3.40 to 4.39
|
12,207,000
|
12,233,226
|
|
US Treasury Notes 4% 3/31/2030
|
3.99
|
150,000,000
|
150,257,813
|
|
US Treasury Notes 4% 4/30/2032
|
3.99 to 4.11
|
122,845,000
|
121,635,745
|
|
US Treasury Notes 4.125% 11/15/2032
|
3.52 to 3.53
|
120,103,000
|
119,572,858
|
|
US Treasury Notes 4.125% 11/30/2029
|
4.11
|
2,300,000
|
2,317,340
|
|
US Treasury Notes 4.125% 2/29/2032
|
4.12
|
3,900,000
|
3,893,297
|
|
US Treasury Notes 4.125% 3/31/2031
|
4.37 to 4.66
|
302,457,000
|
303,319,474
|
|
US Treasury Notes 4.125% 7/31/2031
|
3.59 to 3.97
|
368,000,000
|
368,467,765
|
|
US Treasury Notes 4.25% 11/15/2034
|
4.33 to 4.57
|
405,500,000
|
401,508,359
|
|
US Treasury Notes 4.25% 5/15/2035
|
4.39 to 4.48
|
6,270,000
|
6,199,463
|
|
US Treasury Notes 4.25% 6/30/2031
|
4.20 to 4.45
|
353,100,000
|
356,051,697
|
|
US Treasury Notes 4.375% 1/31/2032
|
4.21
|
9,900,000
|
10,028,391
|
|
US Treasury Notes 4.375% 11/30/2030
|
3.85 to 4.28
|
155,750,000
|
158,360,029
|
|
US Treasury Notes 4.375% 12/31/2029
|
4.39
|
2,200,000
|
2,238,500
|
|
US Treasury Notes 4.5% 11/15/2033
|
3.83 to 4.15
|
511,765,000
|
519,401,496
|
|
US Treasury Notes 4.625% 2/15/2035
|
4.14 to 4.44
|
211,574,000
|
215,478,746
|
|
US Treasury Notes 4.625% 4/30/2029
|
4.44 to 4.72
|
14,100,000
|
14,457,457
|
|
US Treasury Notes 4.625% 9/30/2028
|
4.85
|
882,000
|
902,292
|
|
US Treasury Notes 4.625% 9/30/2030
|
5.00
|
1,176,000
|
1,210,314
|
|
US Treasury Notes 4.75% 2/15/2045
|
4.49 to 4.97
|
61,710,000
|
60,234,745
|
|
US Treasury Notes 4.875% 10/31/2030
|
4.56
|
95,000,000
|
98,900,196
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $13,402,212,269)
|
12,405,846,199
|
|||
Money Market Funds - 2.8%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (Aa)
|
4.32
|
1,038,907,712
|
1,039,115,493
|
|
Fidelity Securities Lending Cash Central Fund (Aa)(Ab)
|
4.32
|
66,152,360
|
66,158,975
|
|
|
TOTAL MONEY MARKET FUNDS
(Cost $1,105,218,513)
|
1,105,274,468
|
|||
Purchased Swaptions - 0.1%
|
||||
Expiration
Date
|
Notional
Amount
|
Value ($)
|
||
Put Swaptions - 0.1%
|
||||
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.025% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/23/30
|
29,310,000
|
1,211,280
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.08% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/24/30
|
35,310,000
|
1,424,238
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.95% and receive annually a floating rate based on US SOFR Indxe, expiring May 2035
|
4/29/30
|
28,110,000
|
1,200,395
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.065% and receive annually a floating rate based on US SOFR Index, expiring May 2035
|
5/02/30
|
23,480,000
|
957,228
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring May 2035
|
5/07/30
|
18,770,000
|
784,795
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring December 2034
|
12/20/29
|
16,000,000
|
638,155
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.108% and receive annually a floating rate based on US SOFR Index, expiring January 2036
|
1/28/26
|
46,170,000
|
866,708
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.03% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/25/30
|
19,800,000
|
815,500
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 4.075% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/24/30
|
38,180,000
|
1,544,160
|
|
TOTAL PUT SWAPTIONS
|
9,442,459
|
|||
Call Swaptions - 0.0%
|
||||
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.025% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/23/30
|
29,310,000
|
1,078,248
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.08% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/24/30
|
35,310,000
|
1,336,985
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.95% and pay annually a floating rate based on US SOFR Index, expiring May 2035
|
4/29/30
|
28,110,000
|
991,054
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.065% and pay annually a floating rate based on US SOFR Index, expiring May 2035
|
5/02/30
|
23,480,000
|
882,786
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.01% and pay annually a floating rate based on US SOFR Index, expiring May 2035
|
5/07/30
|
18,770,000
|
685,764
|
|
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
|
69,400,000
|
2,170,179
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.01% and pay annually a floating rate based on the US SOFR Index, expiring December 2034
|
12/20/29
|
16,000,000
|
581,273
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.108% and pay annually a floating rate based on US SOFR Index, expiring January 2036
|
1/28/26
|
46,170,000
|
1,796,434
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.03% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/25/30
|
19,800,000
|
728,227
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 4.075% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/24/30
|
38,180,000
|
1,442,595
|
|
TOTAL CALL SWAPTIONS
|
11,693,545
|
|||
TOTAL PURCHASED SWAPTIONS
(Cost $22,457,143)
|
21,136,004
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 112.3%
(Cost $45,590,294,127)
|
43,805,197,993
|
NET OTHER ASSETS (LIABILITIES) - (12.3)%
|
(4,770,777,198)
|
NET ASSETS - 100.0%
|
39,034,420,795
|
TBA Sale Commitments
|
||
Principal
Amount (a)
|
Value ($)
|
|
U.S. Government Agency - Mortgage Securities
|
||
Ginnie Mae II Pool 2% 6/1/2055
|
(167,250,000)
|
(134,373,099)
|
Ginnie Mae II Pool 2.5% 6/1/2055
|
(99,800,000)
|
(83,635,803)
|
Ginnie Mae II Pool 3.5% 6/1/2055
|
(117,500,000)
|
(104,585,657)
|
Ginnie Mae II Pool 5% 6/1/2055
|
(36,175,000)
|
(35,101,709)
|
Ginnie Mae II Pool 5.5% 6/1/2055
|
(354,775,000)
|
(352,341,811)
|
Ginnie Mae II Pool 6% 6/1/2055
|
(322,800,000)
|
(325,935,292)
|
Uniform Mortgage Backed Securities 2% 6/1/2055
|
(496,525,000)
|
(385,951,168)
|
Uniform Mortgage Backed Securities 2.5% 6/1/2055
|
(64,950,000)
|
(52,931,704)
|
Uniform Mortgage Backed Securities 3% 6/1/2055
|
(39,300,000)
|
(33,454,105)
|
Uniform Mortgage Backed Securities 3.5% 6/1/2055
|
(88,975,000)
|
(78,923,565)
|
Uniform Mortgage Backed Securities 4% 6/1/2055
|
(46,300,000)
|
(42,451,289)
|
Uniform Mortgage Backed Securities 4.5% 6/1/2055
|
(14,500,000)
|
(13,682,116)
|
Uniform Mortgage Backed Securities 5% 6/1/2055
|
(64,850,000)
|
(62,790,487)
|
Uniform Mortgage Backed Securities 5.5% 6/1/2055
|
(85,600,000)
|
(84,770,810)
|
Uniform Mortgage Backed Securities 6% 6/1/2055
|
(304,075,000)
|
(307,127,639)
|
Uniform Mortgage Backed Securities 6% 7/1/2055
|
(68,725,000)
|
(69,326,351)
|
Uniform Mortgage Backed Securities 6.5% 6/1/2055
|
(103,850,000)
|
(106,640,917)
|
Uniform Mortgage Backed Securities 6.5% 7/1/2055
|
(13,075,000)
|
(13,414,126)
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
|
(2,287,437,648)
|
|
TOTAL TBA SALE COMMITMENTS
(Proceeds $2,284,136,391)
|
(2,287,437,648)
|
|
Written Swaptions
|
||||
Expiration
Date
|
Notional
Amount
|
Value ($)
|
||
Put Swaptions
|
||||
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.89% and pay annually a floating rate based on US SOFR Index, expiring April 2036
|
4/21/26
|
26,200,000
|
(809,895)
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.63% and pay annually a floating rate based on US SOFR Index, expiring November 2035
|
10/30/25
|
19,000,000
|
(600,780)
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.97% and pay annually a floating rate based on US SOFR Index, expiring April 2036
|
4/13/26
|
6,700,000
|
(184,699)
|
|
TOTAL PUT SWAPTIONS
|
(1,595,374)
|
|||
Call Swaptions
|
||||
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.89% and receive annually a floating rate based on US SOFR Index, expiring April 2036
|
4/21/26
|
26,200,000
|
(840,953)
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.63% and receive annually a floating rate based on US SOFR Index, expiring November 2035
|
10/30/25
|
19,000,000
|
(257,269)
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.97% and receive annually a floating rate based on US SOFR Index, expiring April 2036
|
4/13/26
|
6,700,000
|
(236,717)
|
|
TOTAL CALL SWAPTIONS
|
(1,334,939)
|
|||
TOTAL WRITTEN SWAPTIONS
|
(2,930,313)
|
|||
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Interest Rate Contracts
|
|||||
ASX 24 Contracts (Australia)
|
92
|
Jun 2025
|
6,768,654
|
(46,568)
|
(46,568)
|
CBOT 10 Year US Treasury Bond Contracts (United States)
|
10,934
|
Sep 2025
|
1,212,648,938
|
15,103,134
|
15,103,134
|
CBOT 10 Year Ultra US Treasury Bond Contracts (United States)
|
136
|
Sep 2025
|
15,342,500
|
250,638
|
250,638
|
CBOT 2 Year US Treasury Note Contracts (United States)
|
2,882
|
Sep 2025
|
598,060,031
|
1,177,482
|
1,177,482
|
CBOT 5 Year US Treasury Note Contracts (United States)
|
22,114
|
Sep 2025
|
2,395,049,859
|
18,807,902
|
18,807,902
|
CBOT US Treasury Long Bond Contracts (United States)
|
105
|
Sep 2025
|
11,878,125
|
284,139
|
284,139
|
CBOT US Treasury Ultra Bond Contracts (United States)
|
113
|
Sep 2025
|
13,139,781
|
344,068
|
344,068
|
TMX 10Y Canadian Bond Contracts (Canada)
|
308
|
Sep 2025
|
27,450,344
|
235,722
|
235,722
|
TOTAL PURCHASED
|
36,156,517
|
||||
Sold
|
|||||
Interest Rate Contracts
|
|||||
CBOT 10 Year US Treasury Bond Contracts (United States)
|
2,480
|
Sep 2025
|
275,047,500
|
(3,298,505)
|
(3,298,505)
|
CBOT 5 Year US Treasury Note Contracts (United States)
|
716
|
Sep 2025
|
77,546,156
|
(610,947)
|
(610,947)
|
CBOT US Treasury Long Bond Contracts (United States)
|
107
|
Sep 2025
|
12,104,375
|
(289,441)
|
(289,441)
|
ICE United Kingdom of Great Britain and Northern Ireland Contracts (United Kingdom)
|
31
|
Sep 2025
|
3,820,923
|
(51,957)
|
(51,957)
|
TOTAL SOLD
|
(4,250,850)
|
||||
TOTAL FUTURES CONTRACTS
|
31,905,667
|
||||
The notional amount of futures purchased as a percentage of Net Assets is 10.7%
|
|||||
The notional amount of futures sold as a percentage of Net Assets is 0.8%
|
|||||
Forward Foreign Currency Contracts
|
||||||
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation/
(Depreciation) ($)
|
||
CAD
|
354,000
|
USD
|
253,740
|
Canadian Imperial Bank of Commerce
|
7/08/25
|
4,674
|
EUR
|
1,805,000
|
USD
|
2,036,036
|
JPMorgan Chase Bank NA
|
7/08/25
|
18,139
|
GBP
|
300,000
|
USD
|
399,191
|
Brown Brothers Harriman & Co
|
7/08/25
|
5,079
|
USD
|
442,874
|
AUD
|
692,000
|
Brown Brothers Harriman & Co
|
7/08/25
|
(3,422)
|
USD
|
162,464
|
AUD
|
251,000
|
Canadian Imperial Bank of Commerce
|
7/08/25
|
585
|
USD
|
2,078,640
|
AUD
|
3,214,000
|
JPMorgan Chase Bank NA
|
7/08/25
|
5,817
|
USD
|
282,611
|
CAD
|
391,000
|
BNP Paribas SA
|
7/08/25
|
(2,812)
|
USD
|
3,871,746
|
CAD
|
5,328,000
|
JPMorgan Chase Bank NA
|
7/08/25
|
(17,600)
|
USD
|
587,217
|
EUR
|
526,000
|
BNP Paribas SA
|
7/08/25
|
(11,396)
|
USD
|
682,765
|
EUR
|
600,000
|
BNP Paribas SA
|
7/08/25
|
(63)
|
USD
|
281,247
|
EUR
|
250,000
|
Brown Brothers Harriman & Co
|
7/08/25
|
(3,265)
|
USD
|
488,689,794
|
EUR
|
429,107,000
|
Goldman Sachs Bank USA
|
7/08/25
|
345,680
|
USD
|
131,386,322
|
GBP
|
98,091,000
|
BNP Paribas SA
|
7/08/25
|
(797,937)
|
USD
|
865,228
|
GBP
|
655,000
|
Bank of America NA
|
7/08/25
|
(17,429)
|
USD
|
413,300
|
GBP
|
309,000
|
Brown Brothers Harriman & Co
|
7/08/25
|
(3,099)
|
USD
|
3,829,221
|
JPY
|
543,000,000
|
JPMorgan Chase Bank NA
|
7/08/25
|
40,524
|
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
|
(436,525)
|
|||||
Unrealized Appreciation
|
420,498
|
|||||
Unrealized Depreciation
|
(857,023)
|
|||||
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
|
Jun 2030
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
13,250,000
|
(308,152)
|
259,919
|
(48,233)
|
|
Generali 4.125% 5/4/2026
|
Jun 2030
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
6,250,000
|
6,292
|
(23,029)
|
(16,737)
|
|
Societe Generale SA 5.25% 9/6/2032
|
Jun 2030
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
5,550,000
|
42,168
|
(46,611)
|
(4,443)
|
|
Deutsche Bank AG 5.625% 5/19/2031
|
Jun 2030
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
4,650,000
|
97,759
|
(120,750)
|
(22,991)
|
|
CMBX BBB- Series 16 Index
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
510,000
|
86,955
|
(130,872)
|
(43,917)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
710,000
|
121,054
|
(203,072)
|
(82,018)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
800,000
|
136,399
|
(187,392)
|
(50,993)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
2,230,000
|
380,213
|
(557,228)
|
(177,015)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
900,000
|
153,449
|
(170,446)
|
(16,997)
|
||
CMBX BBB- Series 17 Index
|
Dec 2056
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
1,600,000
|
208,306
|
(201,952)
|
6,354
|
||
CMBX BBB- Series 18 Index
|
Dec 2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
4,100,000
|
313,385
|
(206,940)
|
106,445
|
||
CMBX BBB- Series 18 Index
|
Dec 2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
2,700,000
|
206,376
|
(108,675)
|
97,701
|
||
CMBX BBB- Series 18 Index
|
Dec 2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
4,500,000
|
343,959
|
(172,396)
|
171,563
|
||
CMBX BBB- Series 18 Index
|
Dec 2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
2,500,000
|
191,089
|
(95,776)
|
95,313
|
||
CMBX BBB- Series 18 Index
|
Dec 2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
2,400,000
|
183,445
|
(256,998)
|
(73,553)
|
||
CMBX BB Series 18 Index
|
Dec 2057
|
Goldman Sachs & Co LLC
|
(5%)
|
Monthly
|
1,000,000
|
127,523
|
(149,497)
|
(21,974)
|
||
CMBX AAA Series 16 Index
|
Apr 2065
|
Goldman Sachs & Co LLC
|
(0.5%)
|
Monthly
|
8,860,000
|
109,099
|
(172,020)
|
(62,921)
|
||
Intesa Sanpaolo SpA 6.184% 2/20/2034
|
Jun 2030
|
JPMorgan Chase Bank NA
|
(1%)
|
Quarterly
|
EUR
|
5,800,000
|
7,739
|
(39,614)
|
(31,875)
|
|
UniCredit SpA 5.375% 4/16/2034
|
Jun 2030
|
Goldman Sachs Bank USA
|
(1%)
|
Quarterly
|
EUR
|
5,600,000
|
24,131
|
(54,336)
|
(30,205)
|
|
CMBX AAA Series 13 Index
|
Dec 2072
|
Merrill Lynch Capital Services Inc
|
(0.5%)
|
Monthly
|
6,260,000
|
(11,398)
|
(102,104)
|
(113,502)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
1,280,000
|
218,239
|
(378,133)
|
(159,894)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
1,800,000
|
306,899
|
(496,209)
|
(189,310)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
1,200,000
|
204,599
|
(309,447)
|
(104,848)
|
||
CMBX BBB- Series 17 Index
|
Dec 2056
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
800,000
|
104,153
|
(102,891)
|
1,262
|
||
CMBX BB Series 18 Index
|
Dec 2057
|
JPMorgan Securities LLC
|
(5%)
|
Monthly
|
3,200,000
|
408,072
|
(213,650)
|
194,422
|
||
CMBX BB Series 18 Index
|
Dec 2057
|
JPMorgan Securities LLC
|
(5%)
|
Monthly
|
900,000
|
114,770
|
(64,330)
|
50,440
|
||
CMBX BBB- Series 18 Index
|
Dec 2057
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
1,300,000
|
99,366
|
(64,617)
|
34,749
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
720,000
|
122,759
|
(177,728)
|
(54,969)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
1,670,000
|
284,734
|
(390,614)
|
(105,880)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
1,670,000
|
284,734
|
(402,938)
|
(118,204)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
880,000
|
150,039
|
(213,374)
|
(63,335)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
1,860,000
|
317,129
|
(429,309)
|
(112,180)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
1,460,000
|
248,929
|
(327,937)
|
(79,008)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
900,000
|
153,449
|
(146,883)
|
6,566
|
||
CMBX BBB- Series 17 Index
|
Dec 2056
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
800,000
|
104,153
|
(111,546)
|
(7,393)
|
||
CMBX BBB- Series 18 Index
|
Dec 2057
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
1,900,000
|
145,227
|
(73,774)
|
71,453
|
||
CMBX BB Series 18 Index
|
Dec 2057
|
Morgan Stanley Capital Services LLC
|
(5%)
|
Monthly
|
800,000
|
102,018
|
(52,377)
|
49,641
|
||
CMBX BB Series 18 Index
|
Dec 2057
|
Morgan Stanley Capital Services LLC
|
(5%)
|
Monthly
|
500,000
|
63,761
|
(73,807)
|
(10,046)
|
||
CMBX BBB- Series 17 Index
|
Dec 2056
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
2,400,000
|
312,459
|
(350,048)
|
(37,589)
|
||
CMBX BBB- Series 17 Index
|
Dec 2056
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
1,600,000
|
208,306
|
(231,618)
|
(23,312)
|
||
CMBX AAA Series 13 Index
|
Dec 2072
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
6,120,000
|
(11,143)
|
(64,368)
|
(75,511)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,400,000
|
238,699
|
(334,001)
|
(95,302)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
2,200,000
|
375,098
|
(564,837)
|
(189,739)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,820,000
|
310,309
|
(507,562)
|
(197,253)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
500,000
|
85,250
|
(112,644)
|
(27,394)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,410,000
|
240,404
|
(307,134)
|
(66,730)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
3,610,000
|
615,502
|
(792,123)
|
(176,621)
|
||
CMBX BBB- Series 16 Index
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,010,000
|
172,204
|
(270,979)
|
(98,775)
|
||
CMBX BBB- Series 17 Index
|
Dec 2056
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,600,000
|
208,306
|
(252,775)
|
(44,469)
|
||
CMBX BBB- Series 18 Index
|
Dec 2057
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,700,000
|
129,940
|
(66,999)
|
62,941
|
||
CMBX BBB- Series 18 Index
|
Dec 2057
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
800,000
|
61,148
|
(29,183)
|
31,965
|
||
CMBX BBB- Series 17 Index
|
Dec 2056
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,700,000
|
221,325
|
(213,954)
|
7,371
|
||
CMBX BBB Series 15 Index
|
Nov 2064
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,100,000
|
182,006
|
(176,481)
|
5,525
|
||
CMBX BBB- Series 17 Index
|
Dec 2056
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
2,700,000
|
351,517
|
(377,334)
|
(25,817)
|
||
CMBX AAA Series 16 Index
|
Apr 2065
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
9,300,000
|
114,517
|
(159,877)
|
(45,360)
|
||
CMBX BBB- Series 18 Index
|
Dec 2057
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
2,800,000
|
214,019
|
(209,404)
|
4,615
|
||
TOTAL BUY PROTECTION
|
9,882,687
|
(11,790,674)
|
(1,907,987)
|
|||||||
Sell Protection
|
||||||||||
CMBX AAA Series 15 Index
|
NR
|
Nov 2064
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
6,100,000
|
(35,236)
|
46,137
|
10,901
|
|
CMBX AAA Series 17 Index
|
NR
|
Dec 2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
8,300,000
|
(145,311)
|
151,077
|
5,766
|
|
CMBX AAA Series 17 Index
|
NR
|
Dec 2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
3,800,000
|
(66,528)
|
103,762
|
37,234
|
|
CMBX AAA Series 17 Index
|
NR
|
Dec 2056
|
Goldman Sachs & Co LLC
|
0.5%
|
Monthly
|
5,200,000
|
(91,038)
|
159,940
|
68,902
|
|
CMBX AAA Series 13 Index
|
NR
|
Dec 2072
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
12,380,000
|
22,540
|
282,585
|
305,125
|
|
CMBX AAA Series 17 Index
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
5,300,000
|
(92,789)
|
129,238
|
36,449
|
|
CMBX AAA Series 17 Index
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
1,700,000
|
(29,762)
|
41,718
|
11,956
|
|
CMBX AAA Series 17 Index
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
9,200,000
|
(161,067)
|
184,544
|
23,477
|
|
CMBX AAA Series 17 Index
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
8,100,000
|
(141,809)
|
127,695
|
(14,114)
|
|
CMBX AAA Series 17 Index
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
2,200,000
|
(38,516)
|
34,683
|
(3,833)
|
|
CMBX AAA Series 17 Index
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
6,600,000
|
(115,548)
|
88,783
|
(26,765)
|
|
CMBX AAA Series 17 Index
|
NR
|
Dec 2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
20,200,000
|
(353,647)
|
269,611
|
(84,036)
|
|
TOTAL SELL PROTECTION
|
(1,248,711)
|
1,619,773
|
371,062
|
|||||||
TOTAL CREDIT DEFAULT SWAPS
|
8,633,976
|
(10,170,901)
|
(1,536,925)
|
|||||||
Interest Rate Swaps
|
||||||||||
Payment Received
|
Payment
Frequency
|
Payment Paid
|
Payment
Frequency
|
Clearinghouse /
Counterparty(1)
|
Maturity
Date
|
Notional
Amount(3)
|
Value ($)
|
Upfront
Premium
Received/
(Paid) ($)(2)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
U.S. SOFR Index(4)
|
Annual
|
3.25%
|
Annual
|
LCH
|
Jun 2027
|
350,031,000
|
444,843
|
0
|
444,843
|
|
U.S. SOFR Index(4)
|
Annual
|
3.5%
|
Annual
|
LCH
|
Jun 2045
|
147,771,000
|
2,480,401
|
0
|
2,480,401
|
|
U.S. SOFR Index(4)
|
Annual
|
3.25%
|
Annual
|
LCH
|
Jun 2029
|
185,930,000
|
1,034,507
|
0
|
1,034,507
|
|
U.S. SOFR Index(4)
|
Annual
|
3.25%
|
Annual
|
LCH
|
Jun 2030
|
105,751,000
|
(72,345)
|
0
|
(72,345)
|
|
U.S. SOFR Index(4)
|
Annual
|
3.25%
|
Annual
|
LCH
|
Jun 2028
|
725,439,000
|
(856,709)
|
0
|
(856,709)
|
|
TOTAL INTEREST RATE SWAPS
|
3,030,697
|
0
|
3,030,697
|
|||||||
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 rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(c)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(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 $8,581,653,431 or 22.0% of net assets.
|
(e)
|
Level 3 security
|
(f)
|
Non-income producing - Security is in default.
|
(g)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(h)
|
Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.
|
(i)
|
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.
|
(j)
|
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.
|
(k)
|
A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.
|
(l)
|
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 $4,998,239 and $4,889,187, respectively.
|
(m)
|
Security is perpetual in nature with no stated maturity date.
|
(n)
|
Principal Only Strips represent the right to receive the monthly principal payments.
|
(o)
|
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.
|
(p)
|
Non-income producing
|
(q)
|
Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $71,884 or 0.0% of net assets.
|
(r)
|
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.
|
(s)
|
Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $630,960,630 or 1.6% of net assets.
|
(t)
|
Security or a portion of the security is on loan at period end.
|
(u)
|
A portion of the security sold on a delayed delivery basis.
|
(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 $58,942,567.
|
(w)
|
Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $40,300,257.
|
(x)
|
Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $8,389,952.
|
(y)
|
Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $2,565,680.
|
(z)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(Aa)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(Ab)
|
Investment made with cash collateral received from securities on loan.
|
Additional information on each restricted holding is as follows:
|
||
Security
|
Acquisition Date
|
Acquisition Cost ($)
|
Expand Energy Corp
|
2/10/21
|
5,862
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
1,266,757,675
|
10,419,446,370
|
10,647,088,552
|
45,865,734
|
-
|
-
|
1,039,115,493
|
1,038,907,712
|
1.9%
|
Fidelity Securities Lending Cash Central Fund
|
65,292,563
|
4,602,362,163
|
4,601,495,751
|
726,971
|
-
|
-
|
66,158,975
|
66,152,360
|
0.2%
|
Total
|
1,332,050,238
|
15,021,808,533
|
15,248,584,303
|
46,592,705
|
-
|
-
|
1,105,274,468
|
||