Bonds, notes & other debt instruments 94.39%
Mortgage-backed obligations 39.79%
Federal agency mortgage-backed obligations 30.36%
|
|
Principal amount
(000)
|
Value
(000)
|
Fannie Mae Pool #AB4213 3.00% 1/1/2027 (a)
|
USD127
|
$125
|
|
Fannie Mae Pool #AJ9184 3.50% 1/1/2027 (a)
|
352
|
348
|
|
Fannie Mae Pool #AB4920 3.00% 4/1/2027 (a)
|
1,475
|
1,455
|
|
Fannie Mae Pool #MA2973 3.00% 4/1/2027 (a)
|
1
|
1
|
|
Fannie Mae Pool #AX3593 3.00% 6/1/2027 (a)
|
608
|
600
|
|
Fannie Mae Pool #AO7778 3.00% 7/1/2027 (a)
|
189
|
185
|
|
Fannie Mae Pool #310129 3.50% 7/1/2027 (a)
|
781
|
773
|
|
Fannie Mae Pool #AB7551 3.00% 1/1/2028 (a)
|
76
|
75
|
|
Fannie Mae Pool #AR9883 3.00% 4/1/2028 (a)
|
37
|
37
|
|
Fannie Mae Pool #AT0321 3.50% 4/1/2028 (a)
|
95
|
93
|
|
Fannie Mae Pool #AT4968 3.00% 5/1/2028 (a)
|
140
|
137
|
|
Fannie Mae Pool #AB9654 3.00% 6/1/2028 (a)
|
1,323
|
1,298
|
|
Fannie Mae Pool #AB9935 3.00% 7/1/2028 (a)
|
1,366
|
1,339
|
|
Fannie Mae Pool #AS0192 3.00% 8/1/2028 (a)
|
2,002
|
1,963
|
|
Fannie Mae Pool #AS0113 3.50% 8/1/2028 (a)
|
873
|
860
|
|
Fannie Mae Pool #AU6794 3.00% 9/1/2028 (a)
|
5
|
5
|
|
Fannie Mae Pool #AU6682 3.00% 9/1/2028 (a)
|
1
|
1
|
|
Fannie Mae Pool #AU6684 3.50% 9/1/2028 (a)
|
3,087
|
3,046
|
|
Fannie Mae Pool #AS0503 3.50% 9/1/2028 (a)
|
2,464
|
2,431
|
|
Fannie Mae Pool #AU8095 3.50% 9/1/2028 (a)
|
295
|
289
|
|
Fannie Mae Pool #AS0756 3.00% 10/1/2028 (a)
|
2,054
|
2,013
|
|
Fannie Mae Pool #AU7549 3.50% 10/1/2028 (a)
|
1,079
|
1,065
|
|
Fannie Mae Pool #AS1063 3.00% 11/1/2028 (a)
|
3,194
|
3,130
|
|
Fannie Mae Pool #AS0904 3.50% 11/1/2028 (a)
|
1,541
|
1,521
|
|
Fannie Mae Pool #AS1071 3.50% 11/1/2028 (a)
|
1,525
|
1,505
|
|
Fannie Mae Pool #AS0905 3.50% 11/1/2028 (a)
|
1,398
|
1,380
|
|
Fannie Mae Pool #AV0637 3.50% 11/1/2028 (a)
|
137
|
135
|
|
Fannie Mae Pool #AS1296 3.00% 12/1/2028 (a)
|
2,410
|
2,359
|
|
Fannie Mae Pool #AV4997 3.50% 1/1/2029 (a)
|
1,683
|
1,660
|
|
Fannie Mae Pool #AL4843 3.50% 2/1/2029 (a)
|
2,052
|
2,024
|
|
Fannie Mae Pool #AS1641 3.50% 2/1/2029 (a)
|
1,359
|
1,341
|
|
Fannie Mae Pool #AS1639 3.50% 2/1/2029 (a)
|
736
|
724
|
|
Fannie Mae Pool #AW1249 3.00% 5/1/2029 (a)
|
240
|
233
|
|
Fannie Mae Pool #AL5688 3.50% 8/1/2029 (a)
|
2,918
|
2,880
|
|
Fannie Mae Pool #AX1256 3.50% 8/1/2029 (a)
|
258
|
253
|
|
Fannie Mae Pool #AX1293 3.50% 9/1/2029 (a)
|
1,070
|
1,053
|
|
Fannie Mae Pool #AL6368 3.00% 10/1/2029 (a)
|
834
|
815
|
|
Fannie Mae Pool #AL6140 3.50% 12/1/2029 (a)
|
4,428
|
4,359
|
|
Fannie Mae Pool #AY1948 3.50% 1/1/2030 (a)
|
47
|
46
|
|
Fannie Mae Pool #AY2719 3.00% 2/1/2030 (a)
|
76
|
74
|
|
Fannie Mae Pool #AZ3371 3.50% 7/1/2030 (a)
|
2,353
|
2,318
|
|
Fannie Mae Pool #AL7141 3.50% 7/1/2030 (a)
|
718
|
705
|
|
Fannie Mae Pool #AZ0554 3.50% 10/1/2030 (a)
|
65
|
63
|
|
Fannie Mae Pool #BM3501 3.00% 4/1/2032 (a)
|
81
|
80
|
|
Fannie Mae Pool #BJ9182 3.00% 5/1/2033 (a)
|
703
|
679
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Fannie Mae Pool #BN3184 3.00% 6/1/2033 (a)
|
USD147
|
$142
|
|
Fannie Mae Pool #BJ6880 3.00% 6/1/2033 (a)
|
18
|
18
|
|
Fannie Mae Pool #695412 5.00% 6/1/2033 (a)
|
3
|
3
|
|
Fannie Mae Pool #MA3463 4.00% 9/1/2033 (a)
|
5,967
|
5,925
|
|
Fannie Mae Pool #BN1087 4.00% 1/1/2034 (a)
|
6
|
6
|
|
Fannie Mae Pool #BK0499 3.00% 12/1/2034 (a)
|
57
|
54
|
|
Fannie Mae Pool #FM2499 2.50% 2/1/2035 (a)
|
3,612
|
3,373
|
|
Fannie Mae Pool #AD3566 5.00% 10/1/2035 (a)
|
19
|
19
|
|
Fannie Mae Pool #CB3701 2.50% 5/1/2037 (a)
|
3,415
|
3,154
|
|
Fannie Mae Pool #MA4628 2.50% 6/1/2037 (a)
|
4,985
|
4,606
|
|
Fannie Mae Pool #MA4665 2.50% 7/1/2037 (a)
|
992
|
916
|
|
Fannie Mae Pool #MA4773 2.50% 10/1/2037 (a)
|
439
|
405
|
|
Fannie Mae Pool #888698 7.00% 10/1/2037 (a)
|
15
|
16
|
|
Fannie Mae Pool #931768 5.00% 8/1/2039 (a)
|
30
|
30
|
|
Fannie Mae Pool #MA5477 6.00% 9/1/2039 (a)
|
5,178
|
5,305
|
|
Fannie Mae Pool #AC0794 5.00% 10/1/2039 (a)
|
135
|
135
|
|
Fannie Mae Pool #932606 5.00% 2/1/2040 (a)
|
48
|
48
|
|
Fannie Mae Pool #AB1084 5.50% 5/1/2040 (a)
|
93
|
95
|
|
Fannie Mae Pool #MA4093 2.00% 8/1/2040 (a)
|
2,245
|
1,978
|
|
Fannie Mae Pool #MA4152 2.00% 10/1/2040 (a)
|
2,534
|
2,231
|
|
Fannie Mae Pool #MA4333 2.00% 5/1/2041 (a)
|
23,943
|
20,255
|
|
Fannie Mae Pool #AE1248 5.00% 6/1/2041 (a)
|
224
|
223
|
|
Fannie Mae Pool #FM7690 2.00% 7/1/2041 (a)
|
11,459
|
9,689
|
|
Fannie Mae Pool #MA4387 2.00% 7/1/2041 (a)
|
9,249
|
7,813
|
|
Fannie Mae Pool #BT5941 2.00% 7/1/2041 (a)
|
4,443
|
3,755
|
|
Fannie Mae Pool #MA4407 2.00% 8/1/2041 (a)
|
85,238
|
71,754
|
|
Fannie Mae Pool #FM8120 2.00% 8/1/2041 (a)
|
7,705
|
6,525
|
|
Fannie Mae Pool #AJ1873 4.00% 10/1/2041 (a)
|
185
|
177
|
|
Fannie Mae Pool #AE1277 5.00% 11/1/2041 (a)
|
90
|
90
|
|
Fannie Mae Pool #MA4501 2.00% 12/1/2041 (a)
|
20,244
|
17,035
|
|
Fannie Mae Pool #AE1283 5.00% 12/1/2041 (a)
|
56
|
56
|
|
Fannie Mae Pool #FS0305 1.50% 1/1/2042 (a)
|
34,431
|
27,948
|
|
Fannie Mae Pool #MA4540 2.00% 2/1/2042 (a)
|
4,158
|
3,497
|
|
Fannie Mae Pool #AE1290 5.00% 2/1/2042 (a)
|
122
|
122
|
|
Fannie Mae Pool #MA4586 2.00% 4/1/2042 (a)
|
1,564
|
1,313
|
|
Fannie Mae Pool #AR1512 3.50% 1/1/2043 (a)
|
298
|
275
|
|
Fannie Mae Pool #AT0412 3.50% 3/1/2043 (a)
|
137
|
126
|
|
Fannie Mae Pool #AT0300 3.50% 3/1/2043 (a)
|
40
|
37
|
|
Fannie Mae Pool #AT3954 3.50% 4/1/2043 (a)
|
57
|
52
|
|
Fannie Mae Pool #AL3829 3.50% 6/1/2043 (a)
|
1,290
|
1,195
|
|
Fannie Mae Pool #AT7161 3.50% 6/1/2043 (a)
|
415
|
383
|
|
Fannie Mae Pool #AY1829 3.50% 12/1/2044 (a)
|
66
|
61
|
|
Fannie Mae Pool #AX8521 3.50% 12/1/2044 (a)
|
42
|
38
|
|
Fannie Mae Pool #BE5009 3.50% 1/1/2045 (a)
|
91
|
84
|
|
Fannie Mae Pool #BE5017 3.50% 2/1/2045 (a)
|
745
|
679
|
|
Fannie Mae Pool #FM9416 3.50% 7/1/2045 (a)
|
28,221
|
25,692
|
|
Fannie Mae Pool #AS8310 3.00% 11/1/2046 (a)
|
1,036
|
916
|
|
Fannie Mae Pool #AS8583 3.50% 1/1/2047 (a)
|
10,246
|
9,292
|
|
Fannie Mae Pool #BM1179 3.00% 4/1/2047 (a)
|
1,288
|
1,138
|
|
Fannie Mae Pool #BE8740 3.50% 5/1/2047 (a)
|
655
|
595
|
|
Fannie Mae Pool #BE8742 3.50% 5/1/2047 (a)
|
176
|
160
|
|
Fannie Mae Pool #BH2846 3.50% 5/1/2047 (a)
|
89
|
80
|
|
Fannie Mae Pool #BH2848 3.50% 5/1/2047 (a)
|
82
|
74
|
|
Fannie Mae Pool #BH2847 3.50% 5/1/2047 (a)
|
23
|
21
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Fannie Mae Pool #BH3122 4.00% 6/1/2047 (a)
|
USD46
|
$43
|
|
Fannie Mae Pool #BJ5015 4.00% 12/1/2047 (a)
|
1,011
|
944
|
|
Fannie Mae Pool #BM3788 3.50% 3/1/2048 (a)
|
17,033
|
15,422
|
|
Fannie Mae Pool #BJ4901 3.50% 3/1/2048 (a)
|
466
|
422
|
|
Fannie Mae Pool #BK5232 4.00% 5/1/2048 (a)
|
613
|
572
|
|
Fannie Mae Pool #BK6840 4.00% 6/1/2048 (a)
|
857
|
800
|
|
Fannie Mae Pool #BK9743 4.00% 8/1/2048 (a)
|
233
|
217
|
|
Fannie Mae Pool #BK9761 4.50% 8/1/2048 (a)
|
100
|
97
|
|
Fannie Mae Pool #CA2850 4.00% 12/1/2048 (a)
|
313
|
293
|
|
Fannie Mae Pool #BF0320 5.50% 1/1/2049 (a)
|
1,843
|
1,882
|
|
Fannie Mae Pool #FM3280 3.50% 5/1/2049 (a)
|
7,279
|
6,631
|
|
Fannie Mae Pool #FM1062 3.50% 6/1/2049 (a)
|
4,840
|
4,389
|
|
Fannie Mae Pool #BJ8411 3.50% 8/1/2049 (a)
|
1,287
|
1,166
|
|
Fannie Mae Pool #CA4151 3.50% 9/1/2049 (a)
|
6,538
|
5,938
|
|
Fannie Mae Pool #FM1443 3.50% 9/1/2049 (a)
|
3,554
|
3,216
|
|
Fannie Mae Pool #CA5333 3.00% 3/1/2050 (a)
|
36,653
|
31,919
|
|
Fannie Mae Pool #CA5338 3.00% 3/1/2050 (a)
|
11,669
|
9,963
|
|
Fannie Mae Pool #CA5731 3.00% 5/1/2050 (a)
|
25,141
|
21,632
|
|
Fannie Mae Pool #CA5968 2.50% 6/1/2050 (a)
|
3,619
|
2,999
|
|
Fannie Mae Pool #BP5576 2.50% 6/1/2050 (a)
|
533
|
436
|
|
Fannie Mae Pool #CA6349 3.00% 7/1/2050 (a)
|
153
|
131
|
|
Fannie Mae Pool #CA6593 2.50% 8/1/2050 (a)
|
9,969
|
8,268
|
|
Fannie Mae Pool #CA6740 3.00% 8/1/2050 (a)
|
77
|
66
|
|
Fannie Mae Pool #CA7052 3.00% 9/1/2050 (a)
|
277
|
239
|
|
Fannie Mae Pool #BQ3114 2.00% 10/1/2050 (a)
|
48
|
37
|
|
Fannie Mae Pool #CA7381 3.00% 10/1/2050 (a)
|
128
|
109
|
|
Fannie Mae Pool #CA7737 2.50% 11/1/2050 (a)
|
8,468
|
7,010
|
|
Fannie Mae Pool #CA7599 2.50% 11/1/2050 (a)
|
5,135
|
4,263
|
|
Fannie Mae Pool #FM4969 2.00% 12/1/2050 (a)
|
4,359
|
3,444
|
|
Fannie Mae Pool #MA4208 2.00% 12/1/2050 (a)
|
1,657
|
1,301
|
|
Fannie Mae Pool #CA8046 3.00% 12/1/2050 (a)
|
4,817
|
4,227
|
|
Fannie Mae Pool #FM5166 3.00% 12/1/2050 (a)
|
82
|
70
|
|
Fannie Mae Pool #FS9792 4.50% 12/1/2050 (a)
|
561
|
539
|
|
Fannie Mae Pool #MA4237 2.00% 1/1/2051 (a)
|
5,654
|
4,438
|
|
Fannie Mae Pool #FM6293 3.00% 1/1/2051 (a)
|
45
|
38
|
|
Fannie Mae Pool #FM6332 2.00% 2/1/2051 (a)
|
164
|
128
|
|
Fannie Mae Pool #CA8828 2.50% 2/1/2051 (a)
|
16,086
|
13,362
|
|
Fannie Mae Pool #BR4075 2.00% 3/1/2051 (a)
|
14,646
|
11,570
|
|
Fannie Mae Pool #BR4694 2.00% 3/1/2051 (a)
|
50
|
39
|
|
Fannie Mae Pool #FM6764 2.50% 3/1/2051 (a)
|
4
|
3
|
|
Fannie Mae Pool #CB0290 2.00% 4/1/2051 (a)
|
5,412
|
4,227
|
|
Fannie Mae Pool #MA4305 2.00% 4/1/2051 (a)
|
78
|
61
|
|
Fannie Mae Pool #CB0041 3.00% 4/1/2051 (a)
|
19,531
|
17,009
|
|
Fannie Mae Pool #CB0191 3.00% 4/1/2051 (a)
|
1,266
|
1,088
|
|
Fannie Mae Pool #CB0193 3.00% 4/1/2051 (a)
|
156
|
134
|
|
Fannie Mae Pool #CB0449 2.00% 5/1/2051 (a)
|
36,393
|
28,451
|
|
Fannie Mae Pool #CB0457 2.50% 5/1/2051 (a)
|
3,301
|
2,723
|
|
Fannie Mae Pool #FM7909 3.00% 6/1/2051 (a)
|
115
|
99
|
|
Fannie Mae Pool #MA4378 2.00% 7/1/2051 (a)
|
155
|
121
|
|
Fannie Mae Pool #FM7900 2.50% 7/1/2051 (a)
|
1,323
|
1,096
|
|
Fannie Mae Pool #BQ0991 2.50% 7/1/2051 (a)
|
634
|
517
|
|
Fannie Mae Pool #FM8315 2.50% 7/1/2051 (a)
|
36
|
29
|
|
Fannie Mae Pool #BQ6558 2.50% 9/1/2051 (a)
|
1,785
|
1,456
|
|
Fannie Mae Pool #MA4465 2.00% 11/1/2051 (a)
|
5,267
|
4,109
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Fannie Mae Pool #FS0965 2.00% 11/1/2051 (a)
|
USD353
|
$276
|
|
Fannie Mae Pool #FM9492 2.50% 11/1/2051 (a)
|
7,873
|
6,523
|
|
Fannie Mae Pool #FM9694 2.50% 11/1/2051 (a)
|
3,668
|
3,059
|
|
Fannie Mae Pool #FM9632 3.00% 11/1/2051 (a)
|
8,689
|
7,485
|
|
Fannie Mae Pool #FM9631 3.00% 11/1/2051 (a)
|
3,731
|
3,220
|
|
Fannie Mae Pool #CB2292 3.00% 11/1/2051 (a)
|
1,074
|
930
|
|
Fannie Mae Pool #MA4492 2.00% 12/1/2051 (a)
|
1,634
|
1,275
|
|
Fannie Mae Pool #CB3000 2.00% 12/1/2051 (a)
|
973
|
759
|
|
Fannie Mae Pool #FS0433 2.50% 12/1/2051 (a)
|
23,593
|
19,787
|
|
Fannie Mae Pool #CB2286 2.50% 12/1/2051 (a)
|
13,897
|
11,478
|
|
Fannie Mae Pool #CB2319 2.50% 12/1/2051 (a)
|
12,684
|
10,498
|
|
Fannie Mae Pool #CB2375 2.50% 12/1/2051 (a)
|
12,584
|
10,390
|
|
Fannie Mae Pool #CB2372 2.50% 12/1/2051 (a)
|
6,087
|
5,031
|
|
Fannie Mae Pool #BT9483 2.50% 12/1/2051 (a)
|
4,812
|
3,982
|
|
Fannie Mae Pool #BT9510 2.50% 12/1/2051 (a)
|
4,714
|
3,905
|
|
Fannie Mae Pool #FM9804 2.50% 12/1/2051 (a)
|
4,017
|
3,333
|
|
Fannie Mae Pool #BU7607 2.50% 12/1/2051 (a)
|
368
|
301
|
|
Fannie Mae Pool #FM9976 3.00% 12/1/2051 (a)
|
5,474
|
4,760
|
|
Fannie Mae Pool #CB2293 3.00% 12/1/2051 (a)
|
1,102
|
952
|
|
Fannie Mae Pool #BQ7006 2.00% 1/1/2052 (a)
|
1,607
|
1,253
|
|
Fannie Mae Pool #BU9638 2.50% 1/1/2052 (a)
|
231
|
190
|
|
Fannie Mae Pool #CB2544 3.00% 1/1/2052 (a)
|
11,410
|
9,826
|
|
Fannie Mae Pool #BV3076 2.00% 2/1/2052 (a)
|
16,232
|
12,649
|
|
Fannie Mae Pool #BV3080 2.00% 2/1/2052 (a)
|
12,321
|
9,600
|
|
Fannie Mae Pool #CB2765 2.00% 2/1/2052 (a)
|
5,563
|
4,367
|
|
Fannie Mae Pool #MA4547 2.00% 2/1/2052 (a)
|
3,349
|
2,613
|
|
Fannie Mae Pool #BV3083 2.00% 2/1/2052 (a)
|
811
|
632
|
|
Fannie Mae Pool #CB2849 2.00% 2/1/2052 (a)
|
37
|
29
|
|
Fannie Mae Pool #FS0523 2.50% 2/1/2052 (a)
|
1,491
|
1,233
|
|
Fannie Mae Pool #FS0647 3.00% 2/1/2052 (a)
|
444
|
384
|
|
Fannie Mae Pool #BV3101 2.00% 3/1/2052 (a)
|
2,123
|
1,653
|
|
Fannie Mae Pool #FS1742 2.00% 3/1/2052 (a)
|
2,064
|
1,611
|
|
Fannie Mae Pool #MA4562 2.00% 3/1/2052 (a)
|
1,683
|
1,311
|
|
Fannie Mae Pool #BV4172 2.00% 3/1/2052 (a)
|
869
|
676
|
|
Fannie Mae Pool #BT2298 2.00% 3/1/2052 (a)
|
169
|
132
|
|
Fannie Mae Pool #BT2296 2.00% 3/1/2052 (a)
|
31
|
24
|
|
Fannie Mae Pool #BT8111 2.50% 3/1/2052 (a)
|
749
|
613
|
|
Fannie Mae Pool #MA4577 2.00% 4/1/2052 (a)
|
7,648
|
5,957
|
|
Fannie Mae Pool #FS7498 2.00% 4/1/2052 (a)
|
2,776
|
2,165
|
|
Fannie Mae Pool #FS1598 2.00% 4/1/2052 (a)
|
1,357
|
1,057
|
|
Fannie Mae Pool #BV3847 2.50% 4/1/2052 (a)
|
666
|
546
|
|
Fannie Mae Pool #BV8156 2.50% 4/1/2052 (a)
|
165
|
135
|
|
Fannie Mae Pool #CB3379 4.00% 4/1/2052 (a)
|
636
|
585
|
|
Fannie Mae Pool #FS9189 2.00% 5/1/2052 (a)
|
1,842
|
1,439
|
|
Fannie Mae Pool #BW0160 2.50% 5/1/2052 (a)
|
690
|
567
|
|
Fannie Mae Pool #BW2934 2.50% 6/1/2052 (a)
|
815
|
668
|
|
Fannie Mae Pool #BW2170 2.50% 6/1/2052 (a)
|
72
|
59
|
|
Fannie Mae Pool #MA4626 4.00% 6/1/2052 (a)
|
1,510
|
1,387
|
|
Fannie Mae Pool #CB4021 4.00% 6/1/2052 (a)
|
1,319
|
1,214
|
|
Fannie Mae Pool #BT8263 4.50% 6/1/2052 (a)
|
49
|
46
|
|
Fannie Mae Pool #FS2654 4.00% 8/1/2052 (a)
|
3,076
|
2,827
|
|
Fannie Mae Pool #BW9206 5.50% 8/1/2052 (a)
|
569
|
580
|
|
Fannie Mae Pool #CB4421 5.50% 8/1/2052 (a)
|
239
|
239
|
|
Fannie Mae Pool #MA4732 4.00% 9/1/2052 (a)
|
37,363
|
34,259
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Fannie Mae Pool #BV0952 4.50% 9/1/2052 (a)
|
USD838
|
$792
|
|
Fannie Mae Pool #BW1192 4.50% 9/1/2052 (a)
|
690
|
652
|
|
Fannie Mae Pool #FS3056 2.00% 10/1/2052 (a)
|
7,808
|
6,080
|
|
Fannie Mae Pool #BW7750 4.00% 10/1/2052 (a)
|
443
|
407
|
|
Fannie Mae Pool #CB4852 4.50% 10/1/2052 (a)
|
14,755
|
13,954
|
|
Fannie Mae Pool #BW1215 4.50% 10/1/2052 (a)
|
2,186
|
2,068
|
|
Fannie Mae Pool #BW1289 5.50% 10/1/2052 (a)
|
6,764
|
6,720
|
|
Fannie Mae Pool #BW1243 5.50% 10/1/2052 (a)
|
6,126
|
6,093
|
|
Fannie Mae Pool #FS5554 4.50% 11/1/2052 (a)
|
3,292
|
3,114
|
|
Fannie Mae Pool #MA4805 4.50% 11/1/2052 (a)
|
1,158
|
1,096
|
|
Fannie Mae Pool #BX3101 5.50% 11/1/2052 (a)
|
165
|
163
|
|
Fannie Mae Pool #BW1417 2.50% 12/1/2052 (a)
|
519
|
424
|
|
Fannie Mae Pool #MA4842 5.50% 12/1/2052 (a)
|
15,422
|
15,316
|
|
Fannie Mae Pool #FS4947 4.00% 1/1/2053 (a)
|
33,046
|
30,362
|
|
Fannie Mae Pool #BW5062 4.00% 1/1/2053 (a)
|
84
|
77
|
|
Fannie Mae Pool #FS5520 4.50% 1/1/2053 (a)
|
4,577
|
4,323
|
|
Fannie Mae Pool #BX6633 5.50% 1/1/2053 (a)
|
2,181
|
2,163
|
|
Fannie Mae Pool #BX5592 5.50% 1/1/2053 (a)
|
955
|
951
|
|
Fannie Mae Pool #BX0856 5.50% 1/1/2053 (a)
|
21
|
21
|
|
Fannie Mae Pool #MA4894 6.00% 1/1/2053 (a)
|
6,947
|
7,039
|
|
Fannie Mae Pool #BX5040 6.00% 1/1/2053 (a)
|
286
|
290
|
|
Fannie Mae Pool #CB5545 6.50% 1/1/2053 (a)
|
2,143
|
2,220
|
|
Fannie Mae Pool #MA4916 4.00% 2/1/2053 (a)
|
465
|
427
|
|
Fannie Mae Pool #MA4919 5.50% 2/1/2053 (a)
|
14,729
|
14,628
|
|
Fannie Mae Pool #BX7551 5.50% 2/1/2053 (a)
|
1,551
|
1,538
|
|
Fannie Mae Pool #BW5000 4.00% 3/1/2053 (a)
|
246
|
226
|
|
Fannie Mae Pool #FS4191 5.50% 3/1/2053 (a)
|
4,447
|
4,435
|
|
Fannie Mae Pool #BX7779 5.50% 3/1/2053 (a)
|
1,701
|
1,693
|
|
Fannie Mae Pool #BX9111 5.50% 3/1/2053 (a)
|
1,313
|
1,303
|
|
Fannie Mae Pool #BX7555 5.50% 3/1/2053 (a)
|
1,199
|
1,190
|
|
Fannie Mae Pool #FS4152 5.50% 3/1/2053 (a)
|
990
|
983
|
|
Fannie Mae Pool #MA4979 5.50% 4/1/2053 (a)
|
27,179
|
26,968
|
|
Fannie Mae Pool #BX9999 5.50% 4/1/2053 (a)
|
2,606
|
2,597
|
|
Fannie Mae Pool #BY3206 5.50% 4/1/2053 (a)
|
2,061
|
2,046
|
|
Fannie Mae Pool #BY0130 5.50% 4/1/2053 (a)
|
1,893
|
1,884
|
|
Fannie Mae Pool #BY0003 5.50% 4/1/2053 (a)
|
1,672
|
1,664
|
|
Fannie Mae Pool #BY0007 5.50% 4/1/2053 (a)
|
1,584
|
1,573
|
|
Fannie Mae Pool #BX8883 5.50% 4/1/2053 (a)
|
1,256
|
1,245
|
|
Fannie Mae Pool #MA4980 6.00% 4/1/2053 (a)
|
3,112
|
3,154
|
|
Fannie Mae Pool #CB6597 6.00% 4/1/2053 (a)
|
346
|
352
|
|
Fannie Mae Pool #CB6106 6.50% 4/1/2053 (a)
|
4,418
|
4,589
|
|
Fannie Mae Pool #MA5027 4.00% 5/1/2053 (a)
|
1,537
|
1,411
|
|
Fannie Mae Pool #FS4563 5.00% 5/1/2053 (a)
|
8,027
|
7,803
|
|
Fannie Mae Pool #MA5010 5.50% 5/1/2053 (a)
|
18,124
|
17,981
|
|
Fannie Mae Pool #BY2505 5.50% 5/1/2053 (a)
|
2,261
|
2,244
|
|
Fannie Mae Pool #BY3207 5.50% 5/1/2053 (a)
|
1,778
|
1,769
|
|
Fannie Mae Pool #BY1592 5.50% 5/1/2053 (a)
|
1,544
|
1,537
|
|
Fannie Mae Pool #BY3208 5.50% 5/1/2053 (a)
|
1,212
|
1,204
|
|
Fannie Mae Pool #BY0091 5.50% 5/1/2053 (a)
|
1,020
|
1,012
|
|
Fannie Mae Pool #FS4840 5.50% 5/1/2053 (a)
|
451
|
447
|
|
Fannie Mae Pool #MA5011 6.00% 5/1/2053 (a)
|
49,054
|
49,727
|
|
Fannie Mae Pool #BY1721 6.00% 5/1/2053 (a)
|
4,962
|
5,056
|
|
Fannie Mae Pool #BY2260 6.00% 5/1/2053 (a)
|
869
|
878
|
|
Fannie Mae Pool #FS4736 6.50% 5/1/2053 (a)
|
4,175
|
4,307
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Fannie Mae Pool #MA5037 4.50% 6/1/2053 (a)
|
USD5,877
|
$5,557
|
|
Fannie Mae Pool #CB6471 4.50% 6/1/2053 (a)
|
943
|
891
|
|
Fannie Mae Pool #MA5039 5.50% 6/1/2053 (a)
|
49,210
|
48,822
|
|
Fannie Mae Pool #FS5192 5.50% 6/1/2053 (a)
|
22,798
|
22,590
|
|
Fannie Mae Pool #BY3337 5.50% 6/1/2053 (a)
|
1,072
|
1,069
|
|
Fannie Mae Pool #BY5242 5.50% 6/1/2053 (a)
|
43
|
42
|
|
Fannie Mae Pool #MA5040 6.00% 6/1/2053 (a)
|
77,001
|
77,945
|
|
Fannie Mae Pool #CB6485 6.00% 6/1/2053 (a)
|
26,517
|
26,802
|
|
Fannie Mae Pool #CB6486 6.00% 6/1/2053 (a)
|
16,392
|
16,644
|
|
Fannie Mae Pool #CB6465 6.00% 6/1/2053 (a)
|
12,386
|
12,600
|
|
Fannie Mae Pool #FS4775 6.00% 6/1/2053 (a)
|
8,485
|
8,588
|
|
Fannie Mae Pool #BW5303 6.00% 6/1/2053 (a)
|
358
|
362
|
|
Fannie Mae Pool #CB6491 6.50% 6/1/2053 (a)
|
17,069
|
17,688
|
|
Fannie Mae Pool #CB6490 6.50% 6/1/2053 (a)
|
6,166
|
6,359
|
|
Fannie Mae Pool #CB6468 6.50% 6/1/2053 (a)
|
4,420
|
4,563
|
|
Fannie Mae Pool #FS7823 2.00% 7/1/2053 (a)
|
8,454
|
6,594
|
|
Fannie Mae Pool #MA5089 4.00% 7/1/2053 (a)
|
3,362
|
3,086
|
|
Fannie Mae Pool #BW9646 4.00% 7/1/2053 (a)
|
589
|
541
|
|
Fannie Mae Pool #MA5070 4.50% 7/1/2053 (a)
|
28,067
|
26,536
|
|
Fannie Mae Pool #MA5072 5.50% 7/1/2053 (a)
|
64,321
|
63,806
|
|
Fannie Mae Pool #FS5517 6.00% 7/1/2053 (a)
|
2,728
|
2,780
|
|
Fannie Mae Pool #MA5105 4.50% 8/1/2053 (a)
|
8,159
|
7,712
|
|
Fannie Mae Pool #MA5108 6.00% 8/1/2053 (a)
|
157,949
|
159,830
|
|
Fannie Mae Pool #CB7104 5.50% 9/1/2053 (a)
|
100
|
99
|
|
Fannie Mae Pool #CB7122 6.00% 9/1/2053 (a)
|
38,140
|
38,616
|
|
Fannie Mae Pool #MA5177 4.00% 10/1/2053 (a)
|
1,759
|
1,614
|
|
Fannie Mae Pool #MA5165 5.50% 10/1/2053 (a)
|
255
|
253
|
|
Fannie Mae Pool #FS6163 6.00% 10/1/2053 (a)
|
31,468
|
32,011
|
|
Fannie Mae Pool #MA5166 6.00% 10/1/2053 (a)
|
15,846
|
16,031
|
|
Fannie Mae Pool #CB7341 6.00% 10/1/2053 (a)
|
3,754
|
3,825
|
|
Fannie Mae Pool #MA5207 4.00% 11/1/2053 (a)
|
858
|
788
|
|
Fannie Mae Pool #MA5190 5.50% 11/1/2053 (a)
|
3,482
|
3,452
|
|
Fannie Mae Pool #FS6838 5.50% 11/1/2053 (a)
|
2,312
|
2,293
|
|
Fannie Mae Pool #CB7438 6.00% 11/1/2053 (a)
|
41,203
|
41,763
|
|
Fannie Mae Pool #CB7480 6.00% 11/1/2053 (a)
|
28,688
|
29,082
|
|
Fannie Mae Pool #MA5191 6.00% 11/1/2053 (a)
|
18,704
|
18,923
|
|
Fannie Mae Pool #CB7510 6.50% 11/1/2053 (a)
|
17,260
|
17,832
|
|
Fannie Mae Pool #MA5192 6.50% 11/1/2053 (a)
|
5,142
|
5,283
|
|
Fannie Mae Pool #CB7426 6.50% 11/1/2053 (a)
|
3,642
|
3,758
|
|
Fannie Mae Pool #CB7907 6.50% 11/1/2053 (a)
|
2,731
|
2,806
|
|
Fannie Mae Pool #MA5236 4.00% 12/1/2053 (a)
|
370
|
340
|
|
Fannie Mae Pool #MA5215 5.50% 12/1/2053 (a)
|
2,482
|
2,461
|
|
Fannie Mae Pool #CB7617 6.00% 12/1/2053 (a)
|
149,859
|
151,468
|
|
Fannie Mae Pool #MA5216 6.00% 12/1/2053 (a)
|
23,851
|
24,127
|
|
Fannie Mae Pool #MA5217 6.50% 12/1/2053 (a)
|
3,745
|
3,848
|
|
Fannie Mae Pool #CB7626 6.50% 12/1/2053 (a)
|
1,323
|
1,366
|
|
Fannie Mae Pool #MA5218 7.00% 12/1/2053 (a)
|
5,999
|
6,266
|
|
Fannie Mae Pool #CB7923 4.00% 1/1/2054 (a)
|
105
|
97
|
|
Fannie Mae Pool #CB7862 6.00% 1/1/2054 (a)
|
37,303
|
37,745
|
|
Fannie Mae Pool #MA5247 6.00% 1/1/2054 (a)
|
10,891
|
11,013
|
|
Fannie Mae Pool #FS6873 6.50% 1/1/2054 (a)
|
38,970
|
40,074
|
|
Fannie Mae Pool #FS6767 6.50% 1/1/2054 (a)
|
7,858
|
8,126
|
|
Fannie Mae Pool #FS6763 6.50% 1/1/2054 (a)
|
1,070
|
1,106
|
|
Fannie Mae Pool #MA5248 6.50% 1/1/2054 (a)
|
79
|
81
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Fannie Mae Pool #MA5249 7.00% 1/1/2054 (a)
|
USD5,999
|
$6,266
|
|
Fannie Mae Pool #DA5799 7.00% 1/1/2054 (a)
|
1,596
|
1,667
|
|
Fannie Mae Pool #FS9507 4.50% 2/1/2054 (a)
|
29,419
|
27,794
|
|
Fannie Mae Pool #MA5271 5.50% 2/1/2054 (a)
|
640
|
634
|
|
Fannie Mae Pool #FS6809 5.50% 2/1/2054 (a)
|
120
|
119
|
|
Fannie Mae Pool #CB7932 6.00% 2/1/2054 (a)
|
20,104
|
20,370
|
|
Fannie Mae Pool #CB7933 6.50% 2/1/2054 (a)
|
14,628
|
15,051
|
|
Fannie Mae Pool #FS7162 6.50% 2/1/2054 (a)
|
2,620
|
2,707
|
|
Fannie Mae Pool #MA5274 7.00% 2/1/2054 (a)
|
5,999
|
6,266
|
|
Fannie Mae Pool #MA5320 4.00% 3/1/2054 (a)
|
2,744
|
2,517
|
|
Fannie Mae Pool #DA7881 5.50% 3/1/2054 (a)
|
5,733
|
5,681
|
|
Fannie Mae Pool #CB8151 5.50% 3/1/2054 (a)
|
5,647
|
5,601
|
|
Fannie Mae Pool #MA5296 5.50% 3/1/2054 (a)
|
4,619
|
4,577
|
|
Fannie Mae Pool #CB8148 5.50% 3/1/2054 (a)
|
2,505
|
2,496
|
|
Fannie Mae Pool #CB8143 5.50% 3/1/2054 (a)
|
1,327
|
1,318
|
|
Fannie Mae Pool #CB8153 6.00% 3/1/2054 (a)
|
21,573
|
21,985
|
|
Fannie Mae Pool #CB8163 6.00% 3/1/2054 (a)
|
10,165
|
10,340
|
|
Fannie Mae Pool #CB8168 6.00% 3/1/2054 (a)
|
390
|
395
|
|
Fannie Mae Pool #FS7653 6.50% 3/1/2054 (a)
|
3,567
|
3,694
|
|
Fannie Mae Pool #CB8337 5.50% 4/1/2054 (a)
|
7,391
|
7,337
|
|
Fannie Mae Pool #CB8328 5.50% 4/1/2054 (a)
|
5,576
|
5,561
|
|
Fannie Mae Pool #BU4479 5.50% 4/1/2054 (a)
|
2,780
|
2,756
|
|
Fannie Mae Pool #CB8387 6.50% 4/1/2054 (a)
|
2,650
|
2,750
|
|
Fannie Mae Pool #DB2704 6.50% 4/1/2054 (a)
|
479
|
497
|
|
Fannie Mae Pool #DB3612 5.50% 5/1/2054 (a)
|
401
|
397
|
|
Fannie Mae Pool #DB4021 6.50% 5/1/2054 (a)
|
72
|
75
|
|
Fannie Mae Pool #MA5388 5.50% 6/1/2054 (a)
|
15,413
|
15,272
|
|
Fannie Mae Pool #CB8755 6.00% 6/1/2054 (a)
|
4,727
|
4,812
|
|
Fannie Mae Pool #FS8153 6.00% 6/1/2054 (a)
|
4,397
|
4,469
|
|
Fannie Mae Pool #DB6878 6.00% 6/1/2054 (a)
|
1,005
|
1,016
|
|
Fannie Mae Pool #FS8223 6.00% 6/1/2054 (a)
|
609
|
617
|
|
Fannie Mae Pool #FS8219 6.00% 6/1/2054 (a)
|
543
|
553
|
|
Fannie Mae Pool #CB8725 6.50% 6/1/2054 (a)
|
3,739
|
3,863
|
|
Fannie Mae Pool #DB5480 6.50% 6/1/2054 (a)
|
1,082
|
1,114
|
|
Fannie Mae Pool #DB4399 6.50% 6/1/2054 (a)
|
899
|
925
|
|
Fannie Mae Pool #DA7646 6.50% 6/1/2054 (a)
|
706
|
725
|
|
Fannie Mae Pool #DB6174 6.50% 6/1/2054 (a)
|
44
|
45
|
|
Fannie Mae Pool #BU4699 5.50% 7/1/2054 (a)
|
5,674
|
5,627
|
|
Fannie Mae Pool #DB5213 5.50% 7/1/2054 (a)
|
2,816
|
2,790
|
|
Fannie Mae Pool #CB8842 5.50% 7/1/2054 (a)
|
2,157
|
2,140
|
|
Fannie Mae Pool #FS8467 5.50% 7/1/2054 (a)
|
280
|
279
|
|
Fannie Mae Pool #MA5421 6.00% 7/1/2054 (a)
|
15,523
|
15,689
|
|
Fannie Mae Pool #BU4700 6.00% 7/1/2054 (a)
|
3,044
|
3,085
|
|
Fannie Mae Pool #DB6901 6.00% 7/1/2054 (a)
|
616
|
623
|
|
Fannie Mae Pool #DB7039 6.00% 7/1/2054 (a)
|
474
|
481
|
|
Fannie Mae Pool #FS8619 6.50% 7/1/2054 (a)
|
23,151
|
23,932
|
|
Fannie Mae Pool #CB8872 6.50% 7/1/2054 (a)
|
5,873
|
6,081
|
|
Fannie Mae Pool #FS8607 6.50% 7/1/2054 (a)
|
2,202
|
2,276
|
|
Fannie Mae Pool #CB8876 6.50% 7/1/2054 (a)
|
1,775
|
1,835
|
|
Fannie Mae Pool #FS8317 6.50% 7/1/2054 (a)
|
672
|
694
|
|
Fannie Mae Pool #DB6947 6.50% 7/1/2054 (a)
|
558
|
575
|
|
Fannie Mae Pool #CB8977 5.00% 8/1/2054 (a)
|
308
|
299
|
|
Fannie Mae Pool #DB7783 5.50% 8/1/2054 (a)
|
25
|
25
|
|
Fannie Mae Pool #MA5445 6.00% 8/1/2054 (a)
|
12,876
|
13,015
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Fannie Mae Pool #FS8757 6.00% 8/1/2054 (a)
|
USD4,071
|
$4,138
|
|
Fannie Mae Pool #FS8795 6.00% 8/1/2054 (a)
|
2,696
|
2,725
|
|
Fannie Mae Pool #FS8758 6.00% 8/1/2054 (a)
|
2,304
|
2,333
|
|
Fannie Mae Pool #BU4916 6.00% 8/1/2054 (a)
|
1,999
|
2,024
|
|
Fannie Mae Pool #FS8756 6.00% 8/1/2054 (a)
|
1,648
|
1,675
|
|
Fannie Mae Pool #FS8792 6.00% 8/1/2054 (a)
|
1,257
|
1,270
|
|
Fannie Mae Pool #BU4968 6.00% 8/1/2054 (a)
|
1,205
|
1,218
|
|
Fannie Mae Pool #DB7687 6.00% 8/1/2054 (a)
|
244
|
248
|
|
Fannie Mae Pool #DB7690 6.00% 8/1/2054 (a)
|
195
|
199
|
|
Fannie Mae Pool #DC0296 6.00% 8/1/2054 (a)
|
180
|
183
|
|
Fannie Mae Pool #CB9071 6.50% 8/1/2054 (a)
|
6,254
|
6,479
|
|
Fannie Mae Pool #FS8762 6.50% 8/1/2054 (a)
|
5,769
|
5,971
|
|
Fannie Mae Pool #FS8783 6.50% 8/1/2054 (a)
|
465
|
481
|
|
Fannie Mae Pool #DB1919 7.00% 8/1/2054 (a)
|
495
|
519
|
|
Fannie Mae Pool #FS9025 5.50% 9/1/2054 (a)
|
20,582
|
20,493
|
|
Fannie Mae Pool #CB9210 5.50% 9/1/2054 (a)
|
4,186
|
4,155
|
|
Fannie Mae Pool #MA5470 5.50% 9/1/2054 (a)
|
3,385
|
3,354
|
|
Fannie Mae Pool #CB9146 5.50% 9/1/2054 (a)
|
2,512
|
2,501
|
|
Fannie Mae Pool #BU4946 5.50% 9/1/2054 (a)
|
1,030
|
1,020
|
|
Fannie Mae Pool #FS8866 6.00% 9/1/2054 (a)
|
4,271
|
4,340
|
|
Fannie Mae Pool #DC1873 6.00% 9/1/2054 (a)
|
107
|
108
|
|
Fannie Mae Pool #DC1349 6.50% 9/1/2054 (a)
|
74
|
76
|
|
Fannie Mae Pool #FS9374 6.50% 10/1/2054 (a)
|
28,975
|
29,928
|
|
Fannie Mae Pool #FS9566 6.50% 10/1/2054 (a)
|
18,781
|
19,463
|
|
Fannie Mae Pool #BU5049 6.50% 10/1/2054 (a)
|
774
|
805
|
|
Fannie Mae Pool #MA5530 5.00% 11/1/2054 (a)
|
6,735
|
6,525
|
|
Fannie Mae Pool #BU5165 5.50% 11/1/2054 (a)
|
5,001
|
4,959
|
|
Fannie Mae Pool #CB9432 6.00% 11/1/2054 (a)
|
45,015
|
45,695
|
|
Fannie Mae Pool #MA5552 5.00% 12/1/2054 (a)
|
17,094
|
16,559
|
|
Fannie Mae Pool #BU5361 5.00% 12/1/2054 (a)
|
7,760
|
7,528
|
|
Fannie Mae Pool #CB9616 5.50% 12/1/2054 (a)
|
13,286
|
13,173
|
|
Fannie Mae Pool #BU5234 5.50% 12/1/2054 (a)
|
917
|
909
|
|
Fannie Mae Pool #DC7035 6.00% 12/1/2054 (a)
|
4,602
|
4,651
|
|
Fannie Mae Pool #CB9675 6.00% 12/1/2054 (a)
|
1,919
|
1,954
|
|
Fannie Mae Pool #DC7823 6.00% 12/1/2054 (a)
|
795
|
804
|
|
Fannie Mae Pool #CB9736 4.50% 1/1/2055 (a)
|
1,959
|
1,850
|
|
Fannie Mae Pool #CB9737 5.00% 1/1/2055 (a)
|
13,849
|
13,435
|
|
Fannie Mae Pool #MA5586 5.50% 1/1/2055 (a)
|
12
|
11
|
|
Fannie Mae Pool #DD0835 6.00% 1/1/2055 (a)
|
4,155
|
4,198
|
|
Fannie Mae Pool #DC9365 6.50% 1/1/2055 (a)
|
25
|
26
|
|
Fannie Mae Pool #FA0608 5.50% 2/1/2055 (a)
|
7,164
|
7,098
|
|
Fannie Mae Pool #MA5615 6.00% 2/1/2055 (a)
|
10,001
|
10,106
|
|
Fannie Mae Pool #DD4797 6.50% 2/1/2055 (a)
|
36
|
38
|
|
Fannie Mae Pool #MA5647 6.00% 3/1/2055 (a)
|
9,106
|
9,201
|
|
Fannie Mae Pool #MA5670 4.00% 4/1/2055 (a)
|
4,534
|
4,157
|
|
Fannie Mae Pool #MA5674 6.00% 4/1/2055 (a)
|
4,320
|
4,366
|
|
Fannie Mae Pool #MA5699 5.00% 5/1/2055 (a)
|
1,479
|
1,433
|
|
Fannie Mae Pool #MA5701 6.00% 5/1/2055 (a)
|
2,811
|
2,841
|
|
Fannie Mae Pool #MA5734 5.00% 6/1/2055 (a)
|
788
|
763
|
|
Fannie Mae Pool #MA5735 5.50% 6/1/2055 (a)
|
676
|
670
|
|
Fannie Mae Pool #BF0133 4.00% 8/1/2056 (a)
|
2,085
|
1,918
|
|
Fannie Mae Pool #BF0379 3.50% 4/1/2059 (a)
|
11,164
|
9,837
|
|
Fannie Mae Pool #BM6736 4.50% 11/1/2059 (a)
|
1,232
|
1,175
|
|
Fannie Mae Pool #BF0481 3.50% 6/1/2060 (a)
|
7,125
|
6,278
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Fannie Mae Pool #BF0480 3.50% 6/1/2060 (a)
|
USD4,574
|
$4,030
|
|
Fannie Mae Pool #BF0497 3.00% 7/1/2060 (a)
|
9,163
|
7,767
|
|
Fannie Mae Pool #BF0546 2.50% 7/1/2061 (a)
|
9,216
|
7,102
|
|
Fannie Mae Pool #BF0548 3.00% 7/1/2061 (a)
|
2,413
|
2,006
|
|
Fannie Mae Pool #BF0585 4.50% 12/1/2061 (a)
|
2,739
|
2,588
|
|
Fannie Mae Pool #BF0762 3.00% 9/1/2063 (a)
|
2,950
|
2,452
|
|
Fannie Mae Pool #BF0784 3.50% 12/1/2063 (a)
|
4,240
|
3,699
|
|
Fannie Mae Pool #BF0786 4.00% 12/1/2063 (a)
|
1,041
|
949
|
|
Fannie Mae, Series 2002-W7, Class A5, 7.50% 2/25/2029 (a)
|
73
|
78
|
|
Fannie Mae, Series 2002-W3, Class A5, 7.50% 11/25/2041 (a)
|
138
|
145
|
|
Fannie Mae, Series 2001-T10, Class A1, 7.00% 12/25/2041 (a)
|
25
|
25
|
|
Fannie Mae, Series 2024-M1, Class A2, Multi Family, 4.50% 1/25/2034 (a)(b)
|
16,000
|
15,742
|
|
Fannie Mae, Series 2006-96, Class MO, principal only, 0% 10/25/2036 (a)
|
60
|
54
|
|
Fannie Mae, Series 2006-123, Class BO, principal only, 0% 1/25/2037 (a)
|
229
|
199
|
|
Freddie Mac Pool #G14278 3.50% 10/1/2026 (a)
|
836
|
829
|
|
Freddie Mac Pool #J17236 3.50% 11/1/2026 (a)
|
212
|
210
|
|
Freddie Mac Pool #ZK3828 3.00% 1/1/2027 (a)
|
238
|
234
|
|
Freddie Mac Pool #G14502 3.00% 2/1/2027 (a)
|
500
|
494
|
|
Freddie Mac Pool #ZK3899 3.00% 2/1/2027 (a)
|
83
|
82
|
|
Freddie Mac Pool #ZK3929 3.00% 3/1/2027 (a)
|
124
|
123
|
|
Freddie Mac Pool #ZK3934 3.00% 3/1/2027 (a)
|
37
|
36
|
|
Freddie Mac Pool #ZK6134 3.00% 10/1/2028 (a)
|
1,440
|
1,412
|
|
Freddie Mac Pool #ZK6157 3.00% 10/1/2028 (a)
|
1,406
|
1,379
|
|
Freddie Mac Pool #J25843 3.50% 10/1/2028 (a)
|
628
|
619
|
|
Freddie Mac Pool #ZA0559 7.00% 10/1/2028 (a)
|
2
|
2
|
|
Freddie Mac Pool #ZA3673 3.00% 11/1/2028 (a)
|
3,236
|
3,171
|
|
Freddie Mac Pool #V60341 3.00% 11/1/2028 (a)
|
1,850
|
1,814
|
|
Freddie Mac Pool #ZK6172 3.00% 11/1/2028 (a)
|
686
|
672
|
|
Freddie Mac Pool #J26473 3.50% 11/1/2028 (a)
|
1,913
|
1,889
|
|
Freddie Mac Pool #J26343 3.50% 11/1/2028 (a)
|
562
|
554
|
|
Freddie Mac Pool #V60362 3.00% 12/1/2028 (a)
|
1,188
|
1,165
|
|
Freddie Mac Pool #G14942 3.50% 12/1/2028 (a)
|
2,526
|
2,495
|
|
Freddie Mac Pool #V60368 3.50% 12/1/2028 (a)
|
1,307
|
1,291
|
|
Freddie Mac Pool #V60448 3.00% 1/1/2029 (a)
|
1,363
|
1,336
|
|
Freddie Mac Pool #ZK7590 3.00% 1/1/2029 (a)
|
535
|
526
|
|
Freddie Mac Pool #ZA3699 3.00% 2/1/2029 (a)
|
2,360
|
2,312
|
|
Freddie Mac Pool #V60493 3.00% 2/1/2029 (a)
|
1,851
|
1,813
|
|
Freddie Mac Pool #J27240 3.50% 2/1/2029 (a)
|
972
|
958
|
|
Freddie Mac Pool #J27711 3.50% 3/1/2029 (a)
|
62
|
61
|
|
Freddie Mac Pool #ZS8526 3.00% 5/1/2029 (a)
|
15
|
14
|
|
Freddie Mac Pool #J28177 3.50% 5/1/2029 (a)
|
664
|
652
|
|
Freddie Mac Pool #J28422 3.50% 6/1/2029 (a)
|
1,040
|
1,027
|
|
Freddie Mac Pool #ZS6995 3.00% 8/1/2029 (a)
|
1,502
|
1,468
|
|
Freddie Mac Pool #J28964 3.50% 8/1/2029 (a)
|
371
|
365
|
|
Freddie Mac Pool #J29039 3.50% 8/1/2029 (a)
|
241
|
237
|
|
Freddie Mac Pool #J28885 3.50% 8/1/2029 (a)
|
108
|
106
|
|
Freddie Mac Pool #G15175 3.00% 9/1/2029 (a)
|
3,122
|
3,054
|
|
Freddie Mac Pool #V60616 3.00% 9/1/2029 (a)
|
2,095
|
2,051
|
|
Freddie Mac Pool #ZA3742 3.00% 11/1/2029 (a)
|
2,770
|
2,705
|
|
Freddie Mac Pool #V60622 3.00% 11/1/2029 (a)
|
1,564
|
1,531
|
|
Freddie Mac Pool #V60651 3.00% 11/1/2029 (a)
|
1,474
|
1,441
|
|
Freddie Mac Pool #ZA3750 3.00% 12/1/2029 (a)
|
1,695
|
1,656
|
|
Freddie Mac Pool #J30209 3.50% 12/1/2029 (a)
|
52
|
51
|
|
Freddie Mac Pool #ZK7089 3.00% 1/1/2030 (a)
|
2,048
|
1,996
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Freddie Mac Pool #ZA3774 3.00% 3/1/2030 (a)
|
USD2,697
|
$2,632
|
|
Freddie Mac Pool #J32008 3.00% 6/1/2030 (a)
|
1,583
|
1,544
|
|
Freddie Mac Pool #J33952 3.00% 3/1/2031 (a)
|
428
|
414
|
|
Freddie Mac Pool #J36382 3.50% 2/1/2032 (a)
|
187
|
184
|
|
Freddie Mac Pool #J36383 3.50% 2/1/2032 (a)
|
143
|
140
|
|
Freddie Mac Pool #QN1073 3.00% 12/1/2034 (a)
|
58
|
55
|
|
Freddie Mac Pool #SC0113 2.00% 12/1/2040 (a)
|
2,084
|
1,768
|
|
Freddie Mac Pool #SC0169 2.00% 6/1/2041 (a)
|
3,737
|
3,157
|
|
Freddie Mac Pool #RB5118 2.00% 7/1/2041 (a)
|
50,221
|
42,355
|
|
Freddie Mac Pool #RB5121 2.00% 8/1/2041 (a)
|
78,419
|
66,240
|
|
Freddie Mac Pool #SC0175 2.00% 9/1/2041 (a)
|
7,220
|
6,105
|
|
Freddie Mac Pool #QK1181 2.00% 11/1/2041 (a)
|
1,215
|
1,023
|
|
Freddie Mac Pool #RB5138 2.00% 12/1/2041 (a)
|
16,923
|
14,256
|
|
Freddie Mac Pool #RB5145 2.00% 2/1/2042 (a)
|
5,294
|
4,449
|
|
Freddie Mac Pool #RB5148 2.00% 3/1/2042 (a)
|
11,443
|
9,636
|
|
Freddie Mac Pool #Q15874 4.00% 2/1/2043 (a)
|
29
|
27
|
|
Freddie Mac Pool #Q17696 3.50% 4/1/2043 (a)
|
309
|
286
|
|
Freddie Mac Pool #Q18236 3.50% 5/1/2043 (a)
|
436
|
404
|
|
Freddie Mac Pool #Q19133 3.50% 6/1/2043 (a)
|
316
|
291
|
|
Freddie Mac Pool #Q28558 3.50% 9/1/2044 (a)
|
359
|
329
|
|
Freddie Mac Pool #RB5317 6.50% 10/1/2044 (a)
|
367
|
377
|
|
Freddie Mac Pool #760012 5.121% 4/1/2045 (a)(b)
|
521
|
525
|
|
Freddie Mac Pool #760013 5.154% 4/1/2045 (a)(b)
|
361
|
362
|
|
Freddie Mac Pool #760014 3.727% 8/1/2045 (a)(b)
|
1,229
|
1,220
|
|
Freddie Mac Pool #G60238 3.50% 10/1/2045 (a)
|
4,425
|
4,037
|
|
Freddie Mac Pool #G67700 3.50% 8/1/2046 (a)
|
1,651
|
1,505
|
|
Freddie Mac Pool #760015 3.263% 1/1/2047 (a)(b)
|
2,015
|
1,956
|
|
Freddie Mac Pool #Q47615 3.50% 4/1/2047 (a)
|
594
|
532
|
|
Freddie Mac Pool #Q51622 3.50% 10/1/2047 (a)
|
598
|
535
|
|
Freddie Mac Pool #Q52069 3.50% 11/1/2047 (a)
|
845
|
760
|
|
Freddie Mac Pool #Q54709 3.50% 3/1/2048 (a)
|
614
|
555
|
|
Freddie Mac Pool #Q54701 3.50% 3/1/2048 (a)
|
582
|
523
|
|
Freddie Mac Pool #Q55056 3.50% 3/1/2048 (a)
|
545
|
496
|
|
Freddie Mac Pool #Q54700 3.50% 3/1/2048 (a)
|
487
|
438
|
|
Freddie Mac Pool #Q54781 3.50% 3/1/2048 (a)
|
416
|
377
|
|
Freddie Mac Pool #Q54782 3.50% 3/1/2048 (a)
|
307
|
277
|
|
Freddie Mac Pool #Q54699 3.50% 3/1/2048 (a)
|
262
|
236
|
|
Freddie Mac Pool #Q54831 3.50% 3/1/2048 (a)
|
165
|
150
|
|
Freddie Mac Pool #Q54698 3.50% 3/1/2048 (a)
|
154
|
138
|
|
Freddie Mac Pool #G67711 4.00% 3/1/2048 (a)
|
5,796
|
5,420
|
|
Freddie Mac Pool #Q55060 3.50% 4/1/2048 (a)
|
189
|
170
|
|
Freddie Mac Pool #Q55971 4.00% 5/1/2048 (a)
|
564
|
522
|
|
Freddie Mac Pool #Q56175 4.00% 5/1/2048 (a)
|
474
|
443
|
|
Freddie Mac Pool #Q55970 4.00% 5/1/2048 (a)
|
270
|
250
|
|
Freddie Mac Pool #Q56590 3.50% 6/1/2048 (a)
|
329
|
299
|
|
Freddie Mac Pool #Q56589 3.50% 6/1/2048 (a)
|
179
|
162
|
|
Freddie Mac Pool #Q56591 3.50% 6/1/2048 (a)
|
162
|
146
|
|
Freddie Mac Pool #Q56599 4.00% 6/1/2048 (a)
|
874
|
815
|
|
Freddie Mac Pool #Q58411 4.50% 9/1/2048 (a)
|
1,242
|
1,193
|
|
Freddie Mac Pool #Q58436 4.50% 9/1/2048 (a)
|
618
|
593
|
|
Freddie Mac Pool #Q58378 4.50% 9/1/2048 (a)
|
418
|
401
|
|
Freddie Mac Pool #Z40273 4.50% 10/1/2048 (a)
|
860
|
826
|
|
Freddie Mac Pool #QA0284 3.50% 6/1/2049 (a)
|
1,882
|
1,704
|
|
Freddie Mac Pool #RA1369 3.50% 9/1/2049 (a)
|
13,088
|
11,767
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Freddie Mac Pool #QA2748 3.50% 9/1/2049 (a)
|
USD549
|
$496
|
|
Freddie Mac Pool #RA1580 3.50% 10/1/2049 (a)
|
4,561
|
4,143
|
|
Freddie Mac Pool #RA1463 3.50% 10/1/2049 (a)
|
4,412
|
4,007
|
|
Freddie Mac Pool #SD0187 3.00% 1/1/2050 (a)
|
3,981
|
3,482
|
|
Freddie Mac Pool #RA2457 3.00% 4/1/2050 (a)
|
8,503
|
7,375
|
|
Freddie Mac Pool #RA3384 3.00% 8/1/2050 (a)
|
288
|
248
|
|
Freddie Mac Pool #RA3506 3.00% 9/1/2050 (a)
|
136
|
117
|
|
Freddie Mac Pool #SD7525 2.50% 10/1/2050 (a)
|
3,806
|
3,173
|
|
Freddie Mac Pool #SD8106 2.00% 11/1/2050 (a)
|
17,099
|
13,424
|
|
Freddie Mac Pool #SD7528 2.00% 11/1/2050 (a)
|
7,866
|
6,229
|
|
Freddie Mac Pool #SD0554 2.50% 3/1/2051 (a)
|
13,125
|
10,710
|
|
Freddie Mac Pool #RA5288 2.00% 5/1/2051 (a)
|
48,872
|
38,592
|
|
Freddie Mac Pool #RA5259 2.50% 5/1/2051 (a)
|
3,134
|
2,586
|
|
Freddie Mac Pool #RA5267 3.00% 5/1/2051 (a)
|
61
|
52
|
|
Freddie Mac Pool #SD7545 2.50% 9/1/2051 (a)
|
13,156
|
10,912
|
|
Freddie Mac Pool #RA5782 2.50% 9/1/2051 (a)
|
5,294
|
4,383
|
|
Freddie Mac Pool #RA5971 3.00% 9/1/2051 (a)
|
63,677
|
55,000
|
|
Freddie Mac Pool #RA5901 3.00% 9/1/2051 (a)
|
64
|
55
|
|
Freddie Mac Pool #RA6406 2.00% 11/1/2051 (a)
|
4,179
|
3,273
|
|
Freddie Mac Pool #QD1841 2.00% 11/1/2051 (a)
|
2,058
|
1,603
|
|
Freddie Mac Pool #SD1385 2.50% 11/1/2051 (a)
|
3,666
|
3,034
|
|
Freddie Mac Pool #SD7548 2.50% 11/1/2051 (a)
|
3,539
|
2,939
|
|
Freddie Mac Pool #RA6347 3.00% 11/1/2051 (a)
|
129
|
111
|
|
Freddie Mac Pool #SD8182 2.00% 12/1/2051 (a)
|
815
|
636
|
|
Freddie Mac Pool #RA6483 2.50% 12/1/2051 (a)
|
10,655
|
8,797
|
|
Freddie Mac Pool #QD3310 3.00% 12/1/2051 (a)
|
13
|
11
|
|
Freddie Mac Pool #SD7552 2.50% 1/1/2052 (a)
|
2,526
|
2,090
|
|
Freddie Mac Pool #SD8193 2.00% 2/1/2052 (a)
|
833
|
650
|
|
Freddie Mac Pool #QD5748 2.00% 2/1/2052 (a)
|
834
|
649
|
|
Freddie Mac Pool #RA6774 2.00% 2/1/2052 (a)
|
23
|
18
|
|
Freddie Mac Pool #SD0873 3.50% 2/1/2052 (a)
|
8,656
|
7,794
|
|
Freddie Mac Pool #QD7089 3.50% 2/1/2052 (a)
|
842
|
753
|
|
Freddie Mac Pool #SD5343 2.00% 3/1/2052 (a)
|
2,800
|
2,183
|
|
Freddie Mac Pool #SD8199 2.00% 3/1/2052 (a)
|
1,589
|
1,239
|
|
Freddie Mac Pool #QD8010 2.00% 3/1/2052 (a)
|
927
|
722
|
|
Freddie Mac Pool #QD8408 2.00% 3/1/2052 (a)
|
897
|
699
|
|
Freddie Mac Pool #QD8820 2.00% 3/1/2052 (a)
|
258
|
201
|
|
Freddie Mac Pool #SD7553 3.00% 3/1/2052 (a)
|
5,160
|
4,463
|
|
Freddie Mac Pool #SD8204 2.00% 4/1/2052 (a)
|
2,079
|
1,620
|
|
Freddie Mac Pool #SD7554 2.50% 4/1/2052 (a)
|
5,734
|
4,748
|
|
Freddie Mac Pool #SD8213 3.00% 5/1/2052 (a)
|
14,457
|
12,329
|
|
Freddie Mac Pool #SD4807 2.00% 6/1/2052 (a)
|
1,078
|
844
|
|
Freddie Mac Pool #SD8220 3.00% 6/1/2052 (a)
|
7,285
|
6,206
|
|
Freddie Mac Pool #QE4613 4.00% 6/1/2052 (a)
|
385
|
354
|
|
Freddie Mac Pool #QE4383 4.00% 6/1/2052 (a)
|
74
|
68
|
|
Freddie Mac Pool #RA7556 4.50% 6/1/2052 (a)
|
8,698
|
8,225
|
|
Freddie Mac Pool #SD8240 2.00% 7/1/2052 (a)
|
27
|
21
|
|
Freddie Mac Pool #SD8225 3.00% 7/1/2052 (a)
|
7,554
|
6,439
|
|
Freddie Mac Pool #SD1502 4.00% 7/1/2052 (a)
|
5,081
|
4,666
|
|
Freddie Mac Pool #QE9425 4.50% 8/1/2052 (a)
|
1,406
|
1,329
|
|
Freddie Mac Pool #QE8579 4.50% 8/1/2052 (a)
|
193
|
183
|
|
Freddie Mac Pool #QE7695 5.00% 8/1/2052 (a)
|
15,005
|
14,550
|
|
Freddie Mac Pool #SD8244 4.00% 9/1/2052 (a)
|
53,805
|
49,434
|
|
Freddie Mac Pool #QE9448 4.50% 9/1/2052 (a)
|
18,872
|
17,839
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Freddie Mac Pool #QE8940 4.50% 9/1/2052 (a)
|
USD12,085
|
$11,419
|
|
Freddie Mac Pool #QF0616 4.50% 9/1/2052 (a)
|
3,994
|
3,778
|
|
Freddie Mac Pool #QF0212 4.50% 9/1/2052 (a)
|
883
|
835
|
|
Freddie Mac Pool #QE9497 4.50% 9/1/2052 (a)
|
222
|
210
|
|
Freddie Mac Pool #SD1608 4.50% 9/1/2052 (a)
|
130
|
123
|
|
Freddie Mac Pool #RA7938 5.00% 9/1/2052 (a)
|
55,357
|
53,812
|
|
Freddie Mac Pool #QF1221 4.00% 10/1/2052 (a)
|
1,145
|
1,052
|
|
Freddie Mac Pool #QF1236 4.50% 10/1/2052 (a)
|
1,274
|
1,204
|
|
Freddie Mac Pool #SD2465 4.50% 10/1/2052 (a)
|
86
|
82
|
|
Freddie Mac Pool #QF1573 5.50% 10/1/2052 (a)
|
635
|
630
|
|
Freddie Mac Pool #SD8266 4.50% 11/1/2052 (a)
|
3,360
|
3,178
|
|
Freddie Mac Pool #SD2948 5.50% 11/1/2052 (a)
|
19,947
|
19,814
|
|
Freddie Mac Pool #SD8276 5.00% 12/1/2052 (a)
|
5,709
|
5,546
|
|
Freddie Mac Pool #SD1961 5.50% 12/1/2052 (a)
|
1,031
|
1,022
|
|
Freddie Mac Pool #SD8287 4.50% 1/1/2053 (a)
|
1,915
|
1,811
|
|
Freddie Mac Pool #SD8288 5.00% 1/1/2053 (a)
|
2,123
|
2,062
|
|
Freddie Mac Pool #SD8290 6.00% 1/1/2053 (a)
|
23,278
|
23,620
|
|
Freddie Mac Pool #QF7852 4.00% 2/1/2053 (a)
|
998
|
916
|
|
Freddie Mac Pool #RA8544 5.50% 2/1/2053 (a)
|
8,957
|
8,897
|
|
Freddie Mac Pool #QF7073 5.50% 2/1/2053 (a)
|
1,503
|
1,493
|
|
Freddie Mac Pool #QF8331 5.50% 2/1/2053 (a)
|
1,204
|
1,194
|
|
Freddie Mac Pool #QF7144 5.50% 2/1/2053 (a)
|
1,131
|
1,123
|
|
Freddie Mac Pool #QF7774 5.50% 2/1/2053 (a)
|
861
|
856
|
|
Freddie Mac Pool #QF7483 5.50% 2/1/2053 (a)
|
657
|
651
|
|
Freddie Mac Pool #SD8301 6.00% 2/1/2053 (a)
|
4,601
|
4,662
|
|
Freddie Mac Pool #QF8462 5.50% 3/1/2053 (a)
|
4,356
|
4,320
|
|
Freddie Mac Pool #QG1221 4.00% 4/1/2053 (a)
|
148
|
136
|
|
Freddie Mac Pool #SD2716 5.00% 4/1/2053 (a)
|
12,444
|
12,090
|
|
Freddie Mac Pool #SD8315 5.00% 4/1/2053 (a)
|
5,965
|
5,791
|
|
Freddie Mac Pool #SD8316 5.50% 4/1/2053 (a)
|
33,410
|
33,151
|
|
Freddie Mac Pool #QG1023 5.50% 4/1/2053 (a)
|
1,477
|
1,466
|
|
Freddie Mac Pool #QG0979 5.50% 4/1/2053 (a)
|
1,255
|
1,243
|
|
Freddie Mac Pool #QG2749 5.50% 4/1/2053 (a)
|
1,057
|
1,048
|
|
Freddie Mac Pool #QG1387 5.50% 4/1/2053 (a)
|
1,003
|
995
|
|
Freddie Mac Pool #SD8321 4.00% 5/1/2053 (a)
|
4,080
|
3,747
|
|
Freddie Mac Pool #RA8647 4.50% 5/1/2053 (a)
|
88
|
83
|
|
Freddie Mac Pool #SD8323 5.00% 5/1/2053 (a)
|
2,727
|
2,647
|
|
Freddie Mac Pool #SD8324 5.50% 5/1/2053 (a)
|
90,350
|
89,638
|
|
Freddie Mac Pool #SD3369 5.50% 5/1/2053 (a)
|
6,522
|
6,471
|
|
Freddie Mac Pool #QG3365 5.50% 5/1/2053 (a)
|
1,910
|
1,903
|
|
Freddie Mac Pool #QG3382 5.50% 5/1/2053 (a)
|
1,579
|
1,568
|
|
Freddie Mac Pool #SD8325 6.00% 5/1/2053 (a)
|
9,071
|
9,182
|
|
Freddie Mac Pool #SD2979 6.50% 5/1/2053 (a)
|
2,435
|
2,529
|
|
Freddie Mac Pool #SD8338 4.00% 6/1/2053 (a)
|
1,190
|
1,092
|
|
Freddie Mac Pool #SD8328 4.50% 6/1/2053 (a)
|
6,302
|
5,954
|
|
Freddie Mac Pool #QG5436 5.00% 6/1/2053 (a)
|
24,614
|
23,933
|
|
Freddie Mac Pool #SD8329 5.00% 6/1/2053 (a)
|
1,740
|
1,690
|
|
Freddie Mac Pool #SD8331 5.50% 6/1/2053 (a)
|
62,072
|
61,583
|
|
Freddie Mac Pool #QG5136 5.50% 6/1/2053 (a)
|
1,133
|
1,132
|
|
Freddie Mac Pool #QG5097 5.50% 6/1/2053 (a)
|
1,091
|
1,083
|
|
Freddie Mac Pool #QG4632 5.50% 6/1/2053 (a)
|
851
|
845
|
|
Freddie Mac Pool #SD8332 6.00% 6/1/2053 (a)
|
29,023
|
29,375
|
|
Freddie Mac Pool #RA9279 6.00% 6/1/2053 (a)
|
8,635
|
8,775
|
|
Freddie Mac Pool #RA9283 6.00% 6/1/2053 (a)
|
7,548
|
7,664
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Freddie Mac Pool #RA9281 6.00% 6/1/2053 (a)
|
USD5,368
|
$5,460
|
|
Freddie Mac Pool #RA9284 6.00% 6/1/2053 (a)
|
4,100
|
4,189
|
|
Freddie Mac Pool #SD3240 6.00% 6/1/2053 (a)
|
485
|
491
|
|
Freddie Mac Pool #RA9294 6.50% 6/1/2053 (a)
|
6,068
|
6,279
|
|
Freddie Mac Pool #RA9292 6.50% 6/1/2053 (a)
|
5,334
|
5,506
|
|
Freddie Mac Pool #RA9288 6.50% 6/1/2053 (a)
|
5,076
|
5,275
|
|
Freddie Mac Pool #RA9289 6.50% 6/1/2053 (a)
|
4,980
|
5,174
|
|
Freddie Mac Pool #RA9287 6.50% 6/1/2053 (a)
|
3,522
|
3,662
|
|
Freddie Mac Pool #RA9290 6.50% 6/1/2053 (a)
|
2,703
|
2,806
|
|
Freddie Mac Pool #RA9291 6.50% 6/1/2053 (a)
|
1,676
|
1,728
|
|
Freddie Mac Pool #RA9295 6.50% 6/1/2053 (a)
|
1,467
|
1,537
|
|
Freddie Mac Pool #SD8353 4.00% 7/1/2053 (a)
|
3,244
|
2,977
|
|
Freddie Mac Pool #SD8341 5.00% 7/1/2053 (a)
|
187
|
182
|
|
Freddie Mac Pool #SD8342 5.50% 7/1/2053 (a)
|
2,277
|
2,260
|
|
Freddie Mac Pool #QG7218 6.00% 7/1/2053 (a)
|
13,925
|
14,089
|
|
Freddie Mac Pool #SD3432 6.00% 7/1/2053 (a)
|
479
|
488
|
|
Freddie Mac Pool #SD3356 6.00% 7/1/2053 (a)
|
250
|
253
|
|
Freddie Mac Pool #SD8357 4.00% 8/1/2053 (a)
|
2,786
|
2,556
|
|
Freddie Mac Pool #SD8362 5.50% 9/1/2053 (a)
|
1,321
|
1,310
|
|
Freddie Mac Pool #SD3817 6.00% 9/1/2053 (a)
|
17,534
|
17,834
|
|
Freddie Mac Pool #SD8363 6.00% 9/1/2053 (a)
|
2,753
|
2,785
|
|
Freddie Mac Pool #SD3825 6.50% 9/1/2053 (a)(c)
|
220,144
|
227,007
|
|
Freddie Mac Pool #SD8379 4.00% 10/1/2053 (a)
|
336
|
308
|
|
Freddie Mac Pool #SD8367 5.50% 10/1/2053 (a)
|
8,231
|
8,163
|
|
Freddie Mac Pool #SD4053 6.00% 10/1/2053 (a)
|
39,637
|
40,109
|
|
Freddie Mac Pool #SD8369 6.50% 10/1/2053 (a)
|
52,205
|
53,689
|
|
Freddie Mac Pool #SD4977 5.00% 11/1/2053 (a)
|
113,487
|
110,172
|
|
Freddie Mac Pool #SD8372 5.50% 11/1/2053 (a)
|
3,305
|
3,277
|
|
Freddie Mac Pool #SD4703 6.00% 11/1/2053 (a)
|
58,719
|
59,731
|
|
Freddie Mac Pool #SD8374 6.50% 11/1/2053 (a)
|
3,142
|
3,229
|
|
Freddie Mac Pool #RJ0326 6.50% 11/1/2053 (a)
|
2,531
|
2,613
|
|
Freddie Mac Pool #RJ0140 6.50% 12/1/2053 (a)
|
3,324
|
3,428
|
|
Freddie Mac Pool #SD6284 2.00% 1/1/2054 (a)
|
1,004
|
782
|
|
Freddie Mac Pool #SD8396 6.00% 1/1/2054 (a)
|
11,660
|
11,792
|
|
Freddie Mac Pool #SD4730 6.00% 1/1/2054 (a)
|
5,656
|
5,764
|
|
Freddie Mac Pool #SD8397 6.50% 1/1/2054 (a)
|
9,431
|
9,689
|
|
Freddie Mac Pool #RJ0854 6.50% 1/1/2054 (a)
|
4,387
|
4,521
|
|
Freddie Mac Pool #SD4614 6.50% 1/1/2054 (a)
|
2,960
|
3,058
|
|
Freddie Mac Pool #SD4693 6.50% 1/1/2054 (a)
|
2,008
|
2,070
|
|
Freddie Mac Pool #SD8398 7.00% 1/1/2054 (a)
|
16,075
|
16,788
|
|
Freddie Mac Pool #QI0001 4.00% 2/1/2054 (a)
|
798
|
732
|
|
Freddie Mac Pool #SD8401 5.50% 2/1/2054 (a)
|
628
|
623
|
|
Freddie Mac Pool #SD4897 6.00% 2/1/2054 (a)
|
30,629
|
31,034
|
|
Freddie Mac Pool #SD4906 6.00% 2/1/2054 (a)
|
13,479
|
13,711
|
|
Freddie Mac Pool #SD8402 6.00% 2/1/2054 (a)
|
5,042
|
5,099
|
|
Freddie Mac Pool #SD4964 6.00% 2/1/2054 (a)
|
855
|
870
|
|
Freddie Mac Pool #RJ0856 6.50% 2/1/2054 (a)
|
539
|
556
|
|
Freddie Mac Pool #SD8404 7.00% 2/1/2054 (a)
|
23,798
|
24,854
|
|
Freddie Mac Pool #SD8408 5.50% 3/1/2054 (a)
|
15,047
|
14,909
|
|
Freddie Mac Pool #QI1404 5.50% 3/1/2054 (a)
|
5,789
|
5,744
|
|
Freddie Mac Pool #RJ1076 6.00% 3/1/2054 (a)
|
594
|
601
|
|
Freddie Mac Pool #RJ1660 6.50% 3/1/2054 (a)
|
2,540
|
2,610
|
|
Freddie Mac Pool #RJ1015 6.50% 3/1/2054 (a)
|
2,097
|
2,160
|
|
Freddie Mac Pool #QI3548 4.00% 4/1/2054 (a)
|
212
|
194
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Freddie Mac Pool #RJ1216 5.50% 4/1/2054 (a)
|
USD2,738
|
$2,730
|
|
Freddie Mac Pool #RJ1215 5.50% 4/1/2054 (a)
|
1,756
|
1,742
|
|
Freddie Mac Pool #QI2281 6.00% 4/1/2054 (a)
|
10,703
|
10,898
|
|
Freddie Mac Pool #QI3333 6.00% 4/1/2054 (a)
|
281
|
285
|
|
Freddie Mac Pool #QI3488 6.50% 4/1/2054 (a)
|
13,537
|
13,912
|
|
Freddie Mac Pool #QI4365 6.50% 4/1/2054 (a)
|
5,562
|
5,734
|
|
Freddie Mac Pool #SD5221 6.50% 4/1/2054 (a)
|
5,071
|
5,253
|
|
Freddie Mac Pool #SD5692 6.00% 5/1/2054 (a)
|
355
|
361
|
|
Freddie Mac Pool #SD8432 6.00% 5/1/2054 (a)
|
39
|
40
|
|
Freddie Mac Pool #SD5419 6.50% 5/1/2054 (a)
|
20,222
|
20,861
|
|
Freddie Mac Pool #RJ1855 5.00% 6/1/2054 (a)
|
8,029
|
7,798
|
|
Freddie Mac Pool #RJ1857 5.50% 6/1/2054 (a)
|
1,917
|
1,901
|
|
Freddie Mac Pool #RJ1768 5.50% 6/1/2054 (a)
|
886
|
883
|
|
Freddie Mac Pool #RJ1785 6.00% 6/1/2054 (a)
|
5,233
|
5,320
|
|
Freddie Mac Pool #RJ1779 6.00% 6/1/2054 (a)
|
3,693
|
3,757
|
|
Freddie Mac Pool #SD8439 6.00% 6/1/2054 (a)
|
1
|
1
|
|
Freddie Mac Pool #RJ1797 6.50% 6/1/2054 (a)
|
30,184
|
31,091
|
|
Freddie Mac Pool #RJ1725 6.50% 6/1/2054 (a)
|
7,568
|
7,849
|
|
Freddie Mac Pool #SD5701 6.50% 6/1/2054 (a)
|
4,638
|
4,794
|
|
Freddie Mac Pool #SD8446 5.50% 7/1/2054 (a)
|
14,018
|
13,890
|
|
Freddie Mac Pool #QI8872 5.50% 7/1/2054 (a)
|
2,839
|
2,816
|
|
Freddie Mac Pool #RJ1963 5.50% 7/1/2054 (a)
|
562
|
557
|
|
Freddie Mac Pool #SD5949 6.00% 7/1/2054 (a)
|
9,319
|
9,436
|
|
Freddie Mac Pool #SD8447 6.00% 7/1/2054 (a)
|
4,769
|
4,820
|
|
Freddie Mac Pool #SD5813 6.00% 7/1/2054 (a)
|
4,414
|
4,494
|
|
Freddie Mac Pool #QI8874 6.00% 7/1/2054 (a)
|
1,263
|
1,281
|
|
Freddie Mac Pool #SD5896 6.00% 7/1/2054 (a)
|
503
|
510
|
|
Freddie Mac Pool #RJ1986 6.50% 7/1/2054 (a)
|
78,295
|
80,650
|
|
Freddie Mac Pool #QI9151 6.50% 7/1/2054 (a)
|
9,556
|
9,883
|
|
Freddie Mac Pool #SD5905 6.50% 7/1/2054 (a)
|
1,394
|
1,442
|
|
Freddie Mac Pool #QJ0143 6.50% 7/1/2054 (a)
|
649
|
671
|
|
Freddie Mac Pool #QJ0973 6.50% 7/1/2054 (a)
|
240
|
248
|
|
Freddie Mac Pool #QI9763 6.50% 7/1/2054 (a)
|
115
|
118
|
|
Freddie Mac Pool #RJ2200 5.50% 8/1/2054 (a)
|
3,155
|
3,132
|
|
Freddie Mac Pool #RJ2206 5.50% 8/1/2054 (a)
|
2,064
|
2,050
|
|
Freddie Mac Pool #RJ2243 5.50% 8/1/2054 (a)
|
1,811
|
1,797
|
|
Freddie Mac Pool #SD6286 5.50% 8/1/2054 (a)
|
1,290
|
1,287
|
|
Freddie Mac Pool #RJ2203 5.50% 8/1/2054 (a)
|
336
|
335
|
|
Freddie Mac Pool #SD8454 6.00% 8/1/2054 (a)
|
8,568
|
8,660
|
|
Freddie Mac Pool #RJ2212 6.00% 8/1/2054 (a)
|
4,916
|
5,010
|
|
Freddie Mac Pool #SD6029 6.00% 8/1/2054 (a)
|
2,548
|
2,589
|
|
Freddie Mac Pool #RJ2216 6.00% 8/1/2054 (a)
|
2,004
|
2,029
|
|
Freddie Mac Pool #RJ2210 6.00% 8/1/2054 (a)
|
677
|
686
|
|
Freddie Mac Pool #RJ2222 6.50% 8/1/2054 (a)
|
20,407
|
21,128
|
|
Freddie Mac Pool #SD6034 6.50% 8/1/2054 (a)
|
10,511
|
10,882
|
|
Freddie Mac Pool #RJ2247 6.50% 8/1/2054 (a)
|
8,161
|
8,447
|
|
Freddie Mac Pool #RJ2228 6.50% 8/1/2054 (a)
|
4,893
|
5,040
|
|
Freddie Mac Pool #SD6047 6.50% 8/1/2054 (a)
|
3,910
|
4,053
|
|
Freddie Mac Pool #QJ1576 6.50% 8/1/2054 (a)
|
2,749
|
2,830
|
|
Freddie Mac Pool #SD6035 6.50% 8/1/2054 (a)
|
2,704
|
2,795
|
|
Freddie Mac Pool #SD8462 5.50% 9/1/2054 (a)
|
32,492
|
32,194
|
|
Freddie Mac Pool #RJ2422 5.50% 9/1/2054 (a)
|
14,515
|
14,409
|
|
Freddie Mac Pool #RJ2415 5.50% 9/1/2054 (a)
|
6,124
|
6,108
|
|
Freddie Mac Pool #RJ2408 5.50% 9/1/2054 (a)
|
5,509
|
5,465
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Freddie Mac Pool #SD6328 5.50% 9/1/2054 (a)
|
USD2,851
|
$2,847
|
|
Freddie Mac Pool #QJ3044 5.50% 9/1/2054 (a)
|
2,109
|
2,090
|
|
Freddie Mac Pool #RJ2314 6.00% 9/1/2054 (a)
|
8,758
|
8,882
|
|
Freddie Mac Pool #RJ2312 6.00% 9/1/2054 (a)
|
4,771
|
4,848
|
|
Freddie Mac Pool #RJ2308 6.00% 9/1/2054 (a)
|
4,521
|
4,607
|
|
Freddie Mac Pool #RJ2306 6.00% 9/1/2054 (a)
|
4,204
|
4,281
|
|
Freddie Mac Pool #RJ2309 6.00% 9/1/2054 (a)
|
2,728
|
2,762
|
|
Freddie Mac Pool #SD6531 6.50% 9/1/2054 (a)
|
17,391
|
18,012
|
|
Freddie Mac Pool #SD6271 6.50% 9/1/2054 (a)
|
17,222
|
17,753
|
|
Freddie Mac Pool #RJ2474 6.50% 9/1/2054 (a)
|
4,382
|
4,517
|
|
Freddie Mac Pool #RJ2320 6.50% 9/1/2054 (a)
|
3,335
|
3,447
|
|
Freddie Mac Pool #RJ2411 6.50% 9/1/2054 (a)
|
3,041
|
3,142
|
|
Freddie Mac Pool #RJ2325 6.50% 9/1/2054 (a)
|
1,792
|
1,851
|
|
Freddie Mac Pool #RJ2470 6.50% 9/1/2054 (a)
|
1,581
|
1,629
|
|
Freddie Mac Pool #QJ4693 6.50% 9/1/2054 (a)
|
205
|
212
|
|
Freddie Mac Pool #SD8469 5.50% 10/1/2054 (a)
|
34,796
|
34,477
|
|
Freddie Mac Pool #RJ2625 5.50% 10/1/2054 (a)
|
1,123
|
1,118
|
|
Freddie Mac Pool #SD6733 6.50% 10/1/2054 (a)
|
23,835
|
24,569
|
|
Freddie Mac Pool #QJ8297 6.50% 10/1/2054 (a)
|
27
|
27
|
|
Freddie Mac Pool #SD8484 4.00% 11/1/2054 (a)
|
850
|
780
|
|
Freddie Mac Pool #RJ2850 4.50% 11/1/2054 (a)
|
1,905
|
1,799
|
|
Freddie Mac Pool #RJ2851 4.50% 11/1/2054 (a)
|
109
|
103
|
|
Freddie Mac Pool #RJ2860 5.00% 11/1/2054 (a)
|
8,258
|
8,002
|
|
Freddie Mac Pool #RJ2917 5.50% 11/1/2054 (a)
|
36,528
|
36,220
|
|
Freddie Mac Pool #RJ2913 5.50% 11/1/2054 (a)
|
6,380
|
6,325
|
|
Freddie Mac Pool #SD8475 5.50% 11/1/2054 (a)
|
2,821
|
2,795
|
|
Freddie Mac Pool #RJ3163 5.00% 12/1/2054 (a)
|
28,873
|
27,992
|
|
Freddie Mac Pool #RJ3017 5.00% 12/1/2054 (a)
|
19,102
|
18,520
|
|
Freddie Mac Pool #SD8491 5.00% 12/1/2054 (a)
|
9,108
|
8,824
|
|
Freddie Mac Pool #QX1743 5.00% 12/1/2054 (a)
|
6,608
|
6,411
|
|
Freddie Mac Pool #QX2834 5.00% 12/1/2054 (a)
|
2,183
|
2,117
|
|
Freddie Mac Pool #RJ3012 5.00% 12/1/2054 (a)
|
1,081
|
1,050
|
|
Freddie Mac Pool #QX0376 5.50% 12/1/2054 (a)
|
9,356
|
9,279
|
|
Freddie Mac Pool #SD8493 5.50% 12/1/2054 (a)
|
8,298
|
8,220
|
|
Freddie Mac Pool #QX2588 6.50% 12/1/2054 (a)
|
963
|
996
|
|
Freddie Mac Pool #RJ3595 6.50% 12/1/2054 (a)
|
497
|
511
|
|
Freddie Mac Pool #SD8494 5.50% 1/1/2055 (a)
|
9
|
9
|
|
Freddie Mac Pool #QX4065 6.00% 1/1/2055 (a)
|
2,851
|
2,881
|
|
Freddie Mac Pool #QX3464 6.50% 1/1/2055 (a)
|
461
|
476
|
|
Freddie Mac Pool #RJ3264 4.50% 2/1/2055 (a)
|
8,284
|
7,823
|
|
Freddie Mac Pool #SD8505 5.00% 2/1/2055 (a)
|
98
|
95
|
|
Freddie Mac Pool #SD8507 6.00% 2/1/2055 (a)
|
11,605
|
11,727
|
|
Freddie Mac Pool #SL0797 6.00% 2/1/2055 (a)
|
7,524
|
7,636
|
|
Freddie Mac Pool #QX6698 6.50% 2/1/2055 (a)
|
396
|
407
|
|
Freddie Mac Pool #SL0585 5.50% 3/1/2055 (a)
|
359
|
356
|
|
Freddie Mac Pool #SD8515 5.50% 3/1/2055 (a)
|
342
|
338
|
|
Freddie Mac Pool #SD8516 6.00% 3/1/2055 (a)
|
12,715
|
12,848
|
|
Freddie Mac Pool #SL1094 5.00% 4/1/2055 (a)
|
667
|
646
|
|
Freddie Mac Pool #SL0796 6.00% 4/1/2055 (a)
|
8,162
|
8,247
|
|
Freddie Mac Pool #SD8532 5.00% 5/1/2055 (a)
|
1,374
|
1,331
|
|
Freddie Mac Pool #RQ0010 4.00% 6/1/2055 (a)
|
1,065
|
976
|
|
Freddie Mac Pool #RQ0012 5.00% 6/1/2055 (a)
|
1,830
|
1,773
|
|
Freddie Mac Pool #RQ0013 5.50% 6/1/2055 (a)
|
1,556
|
1,541
|
|
Freddie Mac, Series K749, Class AM, 2.12% 6/25/2029 (a)
|
2,069
|
1,910
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Freddie Mac, Series T041, Class 3A, 4.458% 7/25/2032 (a)(b)
|
USD103
|
$94
|
|
Freddie Mac, Series K048, Class A2, Multi Family, 3.284% 6/25/2025 (a)(b)
|
354
|
353
|
|
Freddie Mac, Series K053, Class A2, Multi Family, 2.995% 12/25/2025 (a)
|
888
|
880
|
|
Freddie Mac, Series K056, Class A2, Multi Family, 2.525% 5/25/2026 (a)
|
998
|
980
|
|
Freddie Mac, Series K061, Class A2, Multi Family, 3.347% 11/25/2026 (a)(b)
|
965
|
951
|
|
Freddie Mac, Series K082, Class A2, Multi Family, 3.92% 9/25/2028 (a)(b)
|
3,000
|
2,971
|
|
Freddie Mac, Series K515, Class A2, Multi Family, 5.40% 1/25/2029 (a)
|
22,724
|
23,522
|
|
Freddie Mac, Series K090, Class A2, Multi Family, 3.422% 2/25/2029 (a)
|
5,000
|
4,860
|
|
Freddie Mac, Series K749, Class A2, Multi Family, 2.12% 6/25/2029 (a)
|
2,113
|
1,966
|
|
Freddie Mac, Series K751, Class A2, Multi Family, 4.412% 3/25/2030 (a)
|
44,953
|
45,140
|
|
Freddie Mac, Series K755, Class A2, Multi Family, 5.203% 2/25/2031 (a)
|
13,009
|
13,505
|
|
Freddie Mac, Series K144, Class A2, Multi Family, 2.45% 4/25/2032 (a)
|
5,358
|
4,711
|
|
Freddie Mac, Series K143, Class A2, Multi Family, 2.35% 6/25/2032 (a)
|
4,990
|
4,369
|
|
Freddie Mac, Series K144, Class AM, Multi Family, 2.45% 7/25/2032 (a)
|
3,000
|
2,627
|
|
Freddie Mac, Series K144, Class A2, Multi Family, 2.45% 7/25/2032 (a)
|
2,536
|
2,231
|
|
Freddie Mac, Series K105, Class A2, Multi Family, 1.872% 3/25/2053 (a)
|
52
|
47
|
|
Freddie Mac, Series 3171, Class MO, principal only, 0% 6/15/2036 (a)
|
194
|
176
|
|
Freddie Mac, Series 3213, Class OG, principal only, 0% 9/15/2036 (a)
|
126
|
116
|
|
Freddie Mac, Series 3292, Class BO, principal only, 0% 3/15/2037 (a)
|
56
|
47
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 1/25/2056
(a)(b)
|
4,755
|
4,450
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class MT, 3.00% 7/25/2056
(a)
|
4,998
|
4,246
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HT, 3.25% 7/25/2056
(a)
|
1,004
|
880
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 8/25/2056
(a)
|
5,032
|
4,680
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 8/25/2056
(a)(b)
|
4,842
|
4,490
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-1, Class HT, 3.00% 5/25/2057
(a)
|
5,266
|
4,456
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 6/25/2057
(a)(b)
|
5,061
|
4,535
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 6/25/2057
(a)
|
2,653
|
2,364
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 8/25/2057
(a)
|
14,418
|
13,853
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT, 3.50% 11/25/2057
(a)
|
6,490
|
5,770
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50% 7/25/2058
(a)
|
6,852
|
6,073
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MA, 3.50% 7/25/2058
(a)
|
2,292
|
2,194
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MT, 3.50% 8/26/2058
(a)
|
2,328
|
2,060
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT, 3.50% 10/25/2058
(a)
|
1,957
|
1,738
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MA, 3.50% 10/25/2058
(a)
|
465
|
447
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 2/25/2059
(a)
|
3,323
|
3,067
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2024-1, Class MT, 3.00% 11/25/2063
(a)
|
18,244
|
15,242
|
|
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT, 3.50% 5/25/2064
(a)
|
11,551
|
9,942
|
|
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50%
6/25/2028 (a)
|
748
|
723
|
|
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50%
11/25/2028 (a)
|
10,301
|
9,975
|
|
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-2, Class A1C,
2.75% 9/25/2029 (a)
|
25,131
|
23,774
|
|
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-3, Class A1C,
2.75% 11/25/2029 (a)
|
14,190
|
13,405
|
|
Government National Mortgage Assn. 3.00% 6/1/2055 (a)(d)
|
15,275
|
13,310
|
|
Government National Mortgage Assn. 4.00% 6/1/2055 (a)(d)
|
1,837
|
1,683
|
|
Government National Mortgage Assn. 5.50% 6/1/2055 (a)(d)
|
60,618
|
60,199
|
|
Government National Mortgage Assn. 5.50% 7/1/2055 (a)(d)
|
67,628
|
67,086
|
|
Government National Mortgage Assn. Pool #5306 4.50% 2/20/2042 (a)
|
5
|
5
|
|
Government National Mortgage Assn. Pool #MA4511 4.00% 6/20/2047 (a)
|
13,160
|
12,226
|
|
Government National Mortgage Assn. Pool #MA5332 5.00% 7/20/2048 (a)
|
2
|
2
|
|
Government National Mortgage Assn. Pool #MA6042 5.00% 7/20/2049 (a)
|
4
|
4
|
|
Government National Mortgage Assn. Pool #MA6217 2.50% 10/20/2049 (a)
|
37
|
31
|
|
Government National Mortgage Assn. Pool #MA7051 2.00% 12/20/2050 (a)
|
47,544
|
38,237
|
|
Government National Mortgage Assn. Pool #MA7534 2.50% 8/20/2051 (a)
|
25,325
|
21,243
|
|
Government National Mortgage Assn. Pool #785607 2.50% 8/20/2051 (a)
|
6,301
|
5,190
|
|
Government National Mortgage Assn. Pool #785575 2.50% 8/20/2051 (a)
|
4,645
|
3,833
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Federal agency mortgage-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Government National Mortgage Assn. Pool #785659 2.50% 10/20/2051 (a)
|
USD5,708
|
$4,701
|
|
Government National Mortgage Assn. Pool #785813 2.50% 12/20/2051 (a)
|
3,002
|
2,482
|
|
Government National Mortgage Assn. Pool #785847 2.50% 1/20/2052 (a)
|
5,599
|
4,634
|
|
Government National Mortgage Assn. Pool #MA7881 2.50% 2/20/2052 (a)
|
594
|
498
|
|
Government National Mortgage Assn. Pool #MA7987 2.50% 4/20/2052 (a)
|
4,391
|
3,683
|
|
Government National Mortgage Assn. Pool #MA7988 3.00% 4/20/2052 (a)
|
11,677
|
10,187
|
|
Government National Mortgage Assn. Pool #MA8099 3.50% 6/20/2052 (a)
|
2,626
|
2,344
|
|
Government National Mortgage Assn. Pool #MA8151 4.50% 7/20/2052 (a)
|
354
|
336
|
|
Government National Mortgage Assn. Pool #MA8266 3.50% 9/20/2052 (a)
|
14,659
|
13,075
|
|
Government National Mortgage Assn. Pool #MA8346 4.00% 10/20/2052 (a)
|
1,303
|
1,200
|
|
Government National Mortgage Assn. Pool #MA9015 4.50% 7/20/2053 (a)
|
28,435
|
26,945
|
|
Government National Mortgage Assn. Pool #MA9776 4.00% 7/20/2054 (a)
|
1,459
|
1,338
|
|
Government National Mortgage Assn. Pool #MB0024 4.50% 11/20/2054 (a)
|
5,893
|
5,564
|
|
Government National Mortgage Assn. Pool #MB0144 4.00% 1/20/2055 (a)
|
8,108
|
7,431
|
|
Government National Mortgage Assn. Pool #MB0202 4.00% 2/20/2055 (a)
|
4,026
|
3,690
|
|
Government National Mortgage Assn. Pool #MB0256 4.00% 3/20/2055 (a)
|
6,788
|
6,221
|
|
Government National Mortgage Assn., Series 2021-2, Class AH, 1.50% 6/16/2063 (a)
|
9,949
|
7,231
|
|
Uniform Mortgage-Backed Security 2.00% 6/1/2040 (a)(d)
|
8,100
|
7,317
|
|
Uniform Mortgage-Backed Security 3.00% 6/1/2040 (a)(d)
|
1,421
|
1,339
|
|
Uniform Mortgage-Backed Security 4.00% 6/1/2040 (a)(d)
|
8,000
|
7,745
|
|
Uniform Mortgage-Backed Security 6.00% 6/1/2040 (a)(d)
|
68,817
|
70,471
|
|
Uniform Mortgage-Backed Security 2.00% 7/1/2040 (a)(d)
|
1,450
|
1,309
|
|
Uniform Mortgage-Backed Security 5.50% 7/1/2040 (a)(d)
|
3,652
|
3,700
|
|
Uniform Mortgage-Backed Security 2.00% 6/1/2055 (a)(d)
|
37,314
|
29,004
|
|
Uniform Mortgage-Backed Security 2.50% 6/1/2055 (a)(d)
|
15,212
|
12,392
|
|
Uniform Mortgage-Backed Security 3.00% 6/1/2055 (a)(d)
|
753
|
641
|
|
Uniform Mortgage-Backed Security 3.50% 6/1/2055 (a)(d)
|
46,518
|
41,238
|
|
Uniform Mortgage-Backed Security 4.50% 6/1/2055 (a)(d)
|
5,634
|
5,315
|
|
Uniform Mortgage-Backed Security 5.50% 6/1/2055 (a)(d)
|
7
|
7
|
|
Uniform Mortgage-Backed Security 6.00% 6/1/2055 (a)(d)
|
48,490
|
48,971
|
|
Uniform Mortgage-Backed Security 6.50% 6/1/2055 (a)(d)
|
192,166
|
197,339
|
|
Uniform Mortgage-Backed Security 7.00% 6/1/2055 (a)(d)
|
11,105
|
11,593
|
|
Uniform Mortgage-Backed Security 2.00% 7/1/2055 (a)(d)
|
67,112
|
52,184
|
|
Uniform Mortgage-Backed Security 2.50% 7/1/2055 (a)(d)
|
75,850
|
61,805
|
|
Uniform Mortgage-Backed Security 3.00% 7/1/2055 (a)(d)
|
52,109
|
44,346
|
|
Uniform Mortgage-Backed Security 3.50% 7/1/2055 (a)(d)
|
86,093
|
76,302
|
|
Uniform Mortgage-Backed Security 4.00% 7/1/2055 (a)(d)
|
3,197
|
2,929
|
|
Uniform Mortgage-Backed Security 4.50% 7/1/2055 (a)(d)
|
40,201
|
37,901
|
|
Uniform Mortgage-Backed Security 6.00% 7/1/2055 (a)(d)
|
479,325
|
483,442
|
|
Uniform Mortgage-Backed Security 6.50% 7/1/2055 (a)(d)
|
707,848
|
726,214
|
|
Uniform Mortgage-Backed Security 7.00% 7/1/2055 (a)(d)
|
103,060
|
107,450
|
|
|
|
|
7,778,348
|
Commercial mortgage-backed securities 5.19%
|
|
|
|
ALA Trust, Series 2025-OANA, Class A, (1-month USD CME Term SOFR + 1.743%) 6.043%
6/15/2030 (a)(b)(e)
|
2,840
|
2,857
|
|
AMSR Trust, Series 2021-SFR3, Class A, 1.476% 10/17/2038 (a)(e)
|
2,972
|
2,838
|
|
AMSR Trust, Series 2019-SFR1, Class A, 2.774% 1/19/2039 (a)(e)
|
3,500
|
3,396
|
|
AMSR Trust, Series 2023-SFR2, Class A, 3.95% 6/17/2040 (a)(e)
|
2,286
|
2,219
|
|
AMSR Trust, Series 2025-SFR1, Class A, 3.655% 6/17/2042 (a)(e)
|
5,160
|
4,854
|
|
ARES Commercial Mortgage Trust, Series 24-IND, Class A, (1-month USD CME Term SOFR
+ 1.69%) 6.02%
7/15/2041 (a)(b)(e)
|
3,580
|
3,590
|
|
Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A, 5.59% 11/10/2029 (a)(b)(e)
|
8,416
|
8,378
|
|
Banc of America Commercial Mortgage, Inc., Series 2015-UBS7, Class A4, 3.705% 9/15/2048
(a)
|
3,750
|
3,732
|
|
Bank Commercial Mortgage Trust, Series 2024-BNK48, Class AS, 5.355% 10/15/2034 (a)(b)
|
3,447
|
3,395
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Commercial mortgage-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A3, 3.362% 5/15/2050 (a)
|
USD11,474
|
$11,259
|
|
Bank Commercial Mortgage Trust, Series 2022-BNK43, Class A5, 4.399% 8/15/2055 (a)
|
1,490
|
1,423
|
|
Bank Commercial Mortgage Trust, Series 2023-BNK45, Class A5, 5.203% 2/15/2056 (a)
|
770
|
772
|
|
Bank Commercial Mortgage Trust, Series 2023-5YR1, Class A3, 6.26% 4/15/2056 (a)(b)
|
2,661
|
2,756
|
|
Bank Commercial Mortgage Trust, Series 2023-5YR3, Class AS, 7.315% 9/15/2056 (a)(b)
|
3,909
|
4,164
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR9, Class A3, 5.614% 8/15/2057 (a)
|
12,415
|
12,769
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR8, Class A3, 5.884% 8/15/2057 (a)
|
2,360
|
2,453
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR11, Class A3, 5.893% 11/15/2057 (a)
|
18,088
|
18,807
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR11, Class AS, 6.139% 11/15/2057 (a)
|
2,509
|
2,600
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR12, Class A3, 5.902% 12/15/2057 (a)(b)
|
6,956
|
7,237
|
|
Bank Commercial Mortgage Trust, Series 2024-5YR12, Class AS, 6.122% 12/15/2057 (a)(b)
|
3,272
|
3,386
|
|
Bank Commercial Mortgage Trust, Series 2025-BNK49, Class A5, 5.623% 3/15/2058 (a)(b)
|
7,845
|
8,089
|
|
Bank Commercial Mortgage Trust, Series 2025-5YR14, Class A3, 5.646% 4/15/2058 (a)
|
14,000
|
14,482
|
|
Bank Commercial Mortgage Trust, Series 2019-BN19, Class A3, 3.183% 8/15/2061 (a)
|
9,814
|
9,104
|
|
Bank Commercial Mortgage Trust, Series 2019-BN18, Class A4, 3.584% 5/15/2062 (a)
|
7,587
|
7,156
|
|
Bank Commercial Mortgage Trust, Series 2020-BN26, Class A4, 2.403% 3/15/2063 (a)
|
2,157
|
1,925
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2018-TALL, Class A, ((1-month
USD CME Term SOFR +
0.047%) + 0.872%) 5.248% 3/15/2037 (a)(b)(e)
|
2,539
|
2,396
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2022-C16, Class A5, 4.60% 6/15/2055
(a)(b)
|
560
|
547
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2023-C19, Class A5, 5.451% 4/15/2056
(a)
|
3,627
|
3,699
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2023-C21, Class A5, 6.00% 9/15/2056
(a)(b)
|
2,300
|
2,423
|
|
Barclays Commercial Mortgage Securities, LLC, Series 23-5C23, Class AS, 7.455% 12/15/2056
(a)(b)
|
777
|
836
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2024-5C31, Class AS, 5.852% 12/15/2057
(a)
|
3,130
|
3,206
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2025-5C34, Class A3, 5.659% 5/15/2058
(a)
|
3,552
|
3,675
|
|
Barclays Commercial Mortgage Securities, LLC, Series 2025-5C34, Class B, 6.542% 5/15/2058
(a)(b)
|
197
|
205
|
|
Benchmark Mortgage Trust, Series 2018-B2, Class A5, 3.882% 2/15/2051 (a)(b)
|
4,180
|
4,082
|
|
Benchmark Mortgage Trust, Series 2018-B3, Class AS, 4.195% 4/10/2051 (a)(b)
|
8,784
|
8,339
|
|
Benchmark Mortgage Trust, Series 2019-B9, Class A5, 4.016% 3/15/2052 (a)
|
5,140
|
4,969
|
|
Benchmark Mortgage Trust, Series 2020-B17, Class A5, 2.289% 3/15/2053 (a)
|
2,202
|
1,928
|
|
Benchmark Mortgage Trust, Series 2018-B7, Class A4, 4.51% 5/15/2053 (a)(b)
|
2,872
|
2,834
|
|
Benchmark Mortgage Trust, Series 2020-B19, Class A5, 1.85% 9/15/2053 (a)
|
12,968
|
11,112
|
|
Benchmark Mortgage Trust, Series 2020-B20, Class A5, 2.034% 10/15/2053 (a)
|
2,500
|
2,139
|
|
Benchmark Mortgage Trust, Series 2020-B21, Class AS, 2.254% 12/17/2053 (a)
|
2,000
|
1,704
|
|
Benchmark Mortgage Trust, Series 2021-B23, Class A5, 2.07% 2/15/2054 (a)
|
1,500
|
1,270
|
|
Benchmark Mortgage Trust, Series 2021-B25, Class A5, 2.577% 4/15/2054 (a)
|
16,713
|
14,518
|
|
Benchmark Mortgage Trust, Series 2021-B27, Class A5, 2.39% 7/15/2054 (a)
|
10,274
|
8,801
|
|
Benchmark Mortgage Trust, Series 2022-B34, Class A5, 3.786% 4/15/2055 (a)(b)
|
2,319
|
2,107
|
|
Benchmark Mortgage Trust, Series 2024-V8, Class A3, 6.189% 7/15/2057 (a)
|
3,974
|
4,175
|
|
Benchmark Mortgage Trust, Series 2019-B13, Class A4, 2.952% 8/15/2057 (a)
|
1,650
|
1,532
|
|
Benchmark Mortgage Trust, Series 2024-V9, Class A3, 5.602% 8/15/2057 (a)
|
15,676
|
16,124
|
|
Benchmark Mortgage Trust, Series 2024-V9, Class AS, 6.064% 8/15/2057 (a)(b)
|
1,000
|
1,029
|
|
Benchmark Mortgage Trust, Series 2024-V10, Class A3, 5.277% 9/15/2057 (a)
|
1,058
|
1,076
|
|
Benchmark Mortgage Trust, Series 2024-V11, Class A3, 5.909% 11/15/2057 (a)
|
4,250
|
4,424
|
|
Benchmark Mortgage Trust, Series 2024-V11, Class AM, 6.201% 11/15/2057 (a)
|
2,316
|
2,402
|
|
Benchmark Mortgage Trust, Series 2025-V14, Class A4, 5.66% 4/15/2058 (a)
|
7,861
|
8,133
|
|
Benchmark Mortgage Trust, Series 2025-V14, Class AM, 6.09% 4/15/2058 (a)
|
552
|
571
|
|
BLP Commercial Mortgage Trust, Series 2024-IND2, Class A, (1-month USD CME Term SOFR
+ 1.342%) 5.671%
3/15/2041 (a)(b)(e)
|
7,940
|
7,954
|
|
BMO Mortgage Trust, Series 2022-C2, Class A5, 4.974% 7/15/2054 (a)(b)
|
1,830
|
1,822
|
|
BMO Mortgage Trust, Series 2023-C5, Class A5, 5.765% 6/15/2056 (a)
|
1,328
|
1,373
|
|
BMO Mortgage Trust, Series 2023-5C1, Class A3, 6.534% 8/15/2056 (a)(b)
|
1,768
|
1,853
|
|
BMO Mortgage Trust, Series 2023-5C1, Class AS, 7.117% 8/15/2056 (a)(b)
|
2,661
|
2,816
|
|
BMO Mortgage Trust, Series 2023-C6, Class A5, 5.956% 9/15/2056 (a)(b)
|
1,240
|
1,298
|
|
BMO Mortgage Trust, Series 2023-C6, Class AS, 6.55% 9/15/2056 (a)(b)
|
5,500
|
5,845
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Commercial mortgage-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
BMO Mortgage Trust, Series 2024-5C3, Class AS, 6.286% 2/15/2057 (a)(b)
|
USD3,648
|
$3,776
|
|
BMO Mortgage Trust, Series 2024-5C5, Class AS, 6.364% 2/15/2057 (a)(b)
|
7,389
|
7,696
|
|
BMO Mortgage Trust, Series 2024-C8, Class A5, 5.598% 3/15/2057 (a)(b)
|
800
|
823
|
|
BMO Mortgage Trust, Series 2024-5C6, Class A3, 5.316% 9/15/2057 (a)
|
7,016
|
7,138
|
|
BMO Mortgage Trust, Series 2024-5C8, Class A3, 5.625% 12/15/2057 (a)(b)
|
5,990
|
6,174
|
|
BMO Mortgage Trust, Series 2024-5C8, Class AS, 5.94% 12/15/2057 (a)(b)
|
5,450
|
5,619
|
|
BMO Mortgage Trust, Series 2025-5C9, Class A3, 5.779% 4/15/2058 (a)
|
11,037
|
11,460
|
|
BMO Mortgage Trust, Series 2025-5C9, Class AS, 6.165% 4/15/2058 (a)(b)
|
743
|
773
|
|
Boca Commercial Mortgage Trust, Series 2024-BOCA, Class A, (1-month USD CME Term SOFR
+ 1.921%)
6.249% 8/15/2041 (a)(b)(e)
|
17,000
|
17,056
|
|
BPR Trust, Series 2022-OANA, Class A, (1-month USD CME Term SOFR + 1.898%) 6.227%
4/15/2037 (a)(b)(e)
|
45,015
|
45,075
|
|
BX Commercial Mortgage Trust, Series 2024-GPA3, Class A, (1-month USD CME Term SOFR
+ 1.293%) 5.622%
12/15/2039 (a)(b)(e)
|
8,120
|
8,130
|
|
BX Trust, Series 2022-CSMO, Class A, (1-month USD CME Term SOFR + 2.115%) 6.444% 6/15/2027
(a)(b)(e)
|
27,203
|
27,326
|
|
BX Trust, Series 2024-CNYN, Class A, (1-month USD CME Term SOFR + 1.442%) 5.771% 4/15/2029
(a)(b)(e)
|
10,413
|
10,439
|
|
BX Trust, Series 2024-KING, Class A, (1-month USD CME Term SOFR + 1.541%) 5.87% 5/15/2034
(a)(b)(e)
|
6,114
|
6,122
|
|
BX Trust, Series 2021-SDMF, Class A, (1-month USD CME Term SOFR + 0.703%) 5.032% 9/15/2034
(a)(b)(e)
|
37,385
|
37,233
|
|
BX Trust, Series 2018-GW, Class A, (1-month USD CME Term SOFR + 1.097%) 5.426% 5/15/2035
(a)(b)(e)
|
1,684
|
1,681
|
|
BX Trust, Series 2021-VOLT, Class A, (1-month USD CME Term SOFR + 0.814%) 5.143% 9/15/2036
(a)(b)(e)
|
50,563
|
50,329
|
|
BX Trust, Series 2021-VOLT, Class B, (1-month USD CME Term SOFR + 1.064%) 5.393% 9/15/2036
(a)(b)(e)
|
5,089
|
5,060
|
|
BX Trust, Series 2021-ARIA, Class A, (1-month USD CME Term SOFR + 1.014%) 5.342% 10/15/2036
(a)(b)(e)
|
47,790
|
47,573
|
|
BX Trust, Series 2022-IND, Class A, (1-month USD CME Term SOFR + 1.491%) 5.820% 4/15/2037
(a)(b)(e)
|
9,096
|
9,105
|
|
BX Trust, Series 2021-SOAR, Class A, (1-month USD CME Term SOFR + 0.784%) 5.113% 6/15/2038
(a)(b)(e)
|
17,300
|
17,293
|
|
BX Trust, Series 2021-SOAR, Class B, (1-month USD CME Term SOFR + 0.984%) 5.313% 6/15/2038
(a)(b)(e)
|
5,368
|
5,365
|
|
BX Trust, Series 2021-SOAR, Class C, (1-month USD CME Term SOFR + 1.214%) 5.543% 6/15/2038
(a)(b)(e)
|
2,693
|
2,691
|
|
BX Trust, Series 2021-ACNT, Class A, (1-month USD CME Term SOFR + 0.964%) 5.293% 11/15/2038
(a)(b)(e)
|
19,640
|
19,634
|
|
BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 5.319% 2/15/2039
(a)(b)(e)
|
18,217
|
18,146
|
|
BX Trust, Series 2024-AIRC, Class A, (1-month USD CME Term SOFR + 1.691%) 6.02% 8/15/2039
(a)(b)(e)
|
23,538
|
23,647
|
|
BX Trust, Series 2022-PSB, Class A, (1-month USD CME Term SOFR + 2.451%) 6.780% 8/15/2039
(a)(b)(e)
|
3,760
|
3,762
|
|
BX Trust, Series 2024-BIO2, Class A, 5.413% 8/13/2041 (a)(b)(e)
|
21,869
|
21,987
|
|
BX Trust, Series 2025-BIO3, Class A, 6.138% 2/10/2042 (a)(e)
|
14,225
|
14,397
|
|
BXP Trust, Series 2017-GM, Class A, 3.379% 6/13/2039 (a)(e)
|
9,331
|
9,001
|
|
CALI Mortgage Trust, Series 24-SUN, Class A, (1-month USD CME Term SOFR + 1.89%) 6.22%
7/15/2041 (a)(b)(e)
|
7,266
|
7,279
|
|
CALI Mortgage Trust, Series 24-SUN, Class B, (1-month USD CME Term SOFR + 2.34%) 6.669%
7/15/2041 (a)(b)(e)
|
3,787
|
3,786
|
|
CART, Series 2024-DFW1, Class A, (1-month USD CME Term SOFR + 1.642%) 6.942% 8/15/2041
(a)(b)(e)
|
11,554
|
11,531
|
|
CD Commercial Mortgage Trust, Series 2017-CD3, Class A4, 3.631% 2/10/2050 (a)
|
2,000
|
1,917
|
|
CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 11/13/2050 (a)
|
9,983
|
9,661
|
|
Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class A, 6.36% 7/10/2028 (a)(b)(e)
|
14,000
|
14,586
|
|
Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.015% 10/12/2040
(a)(b)(e)
|
67,170
|
68,951
|
|
Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class A5, 3.616% 2/10/2049
(a)
|
715
|
705
|
|
Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4, 3.471% 10/12/2050 (a)
|
2,500
|
2,426
|
|
Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class A3, 3.515% 9/10/2058
(a)
|
1,678
|
1,675
|
|
COMM Mortgage Trust, Series 2019-GC44, Class AM, 3.263% 8/15/2057 (a)
|
510
|
465
|
|
Commercial Mortgage Trust, Series 2016-COR1, Class A4, 3.091% 10/10/2049 (a)
|
5,975
|
5,836
|
|
Commercial Mortgage Trust, Series 2017-COR2, Class A2, 3.239% 9/10/2050 (a)
|
851
|
827
|
|
CSAIL Commercial Mortgage Trust, Series 2015-C4, Class C, 4.567% 11/18/2048 (a)(b)
|
138
|
136
|
|
CSAIL Commercial Mortgage Trust, Series 2017-CX9, Class A4, 3.176% 9/15/2050 (a)
|
2,330
|
2,284
|
|
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A4, 3.191% 11/15/2050 (a)
|
248
|
242
|
|
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A5, 3.458% 11/15/2050 (a)(b)
|
1,000
|
960
|
|
CSAIL Commercial Mortgage Trust, Series 2019-C17, Class A5, 3.016% 9/15/2052 (a)
|
3,000
|
2,772
|
|
DATA 2023-CNTR Mortgage Trust, Series 2023-CNTR, Class A, 5.728% 8/12/2043 (a)(b)(e)
|
11,000
|
11,165
|
|
DC Commercial Mortgage Trust, Series 2023-DC, Class A, 6.314% 9/10/2040 (a)(e)
|
9,316
|
9,633
|
|
Deutsche Bank Commercial Mortgage Trust, Series 2016-C1, Class AM, 3.539% 5/10/2049
(a)
|
150
|
147
|
|
Ellington Financial Mortgage Trust, Series 2023-1, Class A1, 5.732% 2/25/2068 (6.732%
on 1/1/2027) (a)(e)(f)
|
3,457
|
3,450
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Commercial mortgage-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
ELM Trust 2024, Series 2024-ELM, Class A15, 5.801% 6/10/2039 (a)(b)(e)
|
USD7,231
|
$7,309
|
|
ELM Trust 2024, Series 2024-ELM, Class A10, 5.801% 6/10/2039 (a)(b)(e)
|
6,570
|
6,641
|
|
Extended Stay America Trust, Series 2021-ESH, Class A, (1-month USD CME Term SOFR
+ 1.194%) 5.523%
7/15/2038 (a)(b)(e)
|
23,251
|
23,265
|
|
Extended Stay America Trust, Series 2021-ESH, Class B, (1-month USD CME Term SOFR
+ 1.494%)
5.823% 7/15/2038 (a)(b)(e)
|
2,465
|
2,467
|
|
FIVE Mortgage Trust, Series 2023-V1, Class A3, 5.668% 2/10/2056 (a)
|
10,941
|
11,166
|
|
Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class A, (1-month USD CME Term
SOFR + 1.45%) 5.779%
12/15/2029 (a)(b)(e)
|
4,001
|
3,987
|
|
FS Commercial Trust, Series 2023-4SZN, Class A, 7.066% 11/10/2039 (a)(e)
|
7,270
|
7,473
|
|
FS Trust, Series 2024-HULA, Class A, (1-month USD CME Term SOFR + 1.811%) 6.14% 8/15/2039
(a)(b)(e)
|
18,000
|
18,019
|
|
Great Wolf Trust, Series 2024-WLF2, Class A, (1-month USD CME Term SOFR + 1.691%)
6.02% 5/15/2041 (a)(b)(e)
|
14,461
|
14,483
|
|
GS Mortgage Securities Trust, Series 2023-SHIP, Class B, 4.936% 9/15/2038 (a)(b)(e)
|
1,548
|
1,540
|
|
GS Mortgage Securities Trust, Series 2024-70P, Class A, 5.31% 3/10/2041 (a)(b)(e)
|
4,789
|
4,797
|
|
GS Mortgage Securities Trust, Series 2014-GC24, Class A5, 3.931% 9/10/2047 (a)
|
51
|
51
|
|
GS Mortgage Securities Trust, Series 2016-GS4, Class A3, 3.178% 11/10/2049 (a)
|
2,581
|
2,533
|
|
GS Mortgage Securities Trust, Series 2017-GS6, Class A3, 3.433% 5/10/2050 (a)
|
1,663
|
1,613
|
|
GS Mortgage Securities Trust, Series 2017-GS7, Class A4, 3.43% 8/10/2050 (a)
|
4,830
|
4,654
|
|
GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.377% 5/12/2053 (a)
|
1,809
|
1,618
|
|
GS Mortgage Securities Trust, Series 2020-GSA2, Class A5, 2.012% 12/12/2053 (a)
|
2,975
|
2,550
|
|
Hawaii Hotel Trust, Series 2025-MAUI, Class A, (1-month USD CME Term SOFR + 1.393%)
5.722%
3/15/2042 (a)(b)(e)
|
13,305
|
13,292
|
|
Hilton USA Trust, Series 2016-HHV, Class A, 3.719% 11/5/2038 (a)(e)
|
795
|
779
|
|
Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.462% 2/5/2045 (a)(b)(e)
|
6,995
|
7,077
|
|
HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 5.875% 5/10/2039 (a)(b)(e)
|
5,246
|
5,288
|
|
Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.467% 1/13/2040 (a)(b)(e)
|
27,553
|
28,140
|
|
JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class B, 3.951% 1/15/2048
(a)
|
5,333
|
5,099
|
|
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class A, 3.024%
1/5/2039 (a)(e)
|
12,313
|
11,229
|
|
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C, 3.377%
1/5/2039 (a)(e)
|
1,164
|
1,039
|
|
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class A4, 3.648%
12/15/2049 (a)(b)
|
1,000
|
981
|
|
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2017-JP5, Class AS, 3.723%
3/15/2050 (a)
|
1,000
|
981
|
|
JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class A, (1-month USD CME
Term SOFR +
1.593%) 5.922% 11/15/2039 (a)(b)(e)
|
3,223
|
3,228
|
|
LV Trust, Series 2024-SHOW, Class A, 5.104% 10/10/2041 (a)(b)(e)
|
11,473
|
11,503
|
|
Manhattan West Mortgage Trust, Series 2020-1MW, Class A, 2.13% 9/10/2039 (a)(e)
|
8,385
|
7,876
|
|
MHC Commercial Mortgage Trust, CMO, Series 2021-MHC, Class A, (1-month USD CME Term
SOFR + 0.915%)
5.244% 4/15/2038 (a)(b)(e)
|
2,298
|
2,298
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class A4, 3.753%
12/15/2047 (a)
|
1,500
|
1,491
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class AS, 3.561%
4/15/2048 (a)
|
1,000
|
976
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class AS, 6.011%
03/15/2058 (a)
|
6,144
|
6,309
|
|
Morgan Stanley Capital I Trust, Series 2015-UBS8, Class AS, 4.114% 12/15/2048 (a)
|
400
|
392
|
|
Morgan Stanley Capital I Trust, Series 2016-UBS9, Class C, 4.761% 3/15/2049 (a)(b)
|
138
|
124
|
|
Morgan Stanley Capital I Trust, Series 2022-L8, Class A5, 3.792% 4/15/2055 (a)(b)
|
420
|
383
|
|
NY Commercial Mortgage Trust, Series 2025-299P, Class A, 5.664% 2/10/2047 (a)(b)(e)
|
9,200
|
9,409
|
|
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614% 2/10/2032 (a)(e)
|
10,751
|
10,178
|
|
One Market Plaza Trust, Series 2017-1MKT, Class C, 4.016% 2/10/2032 (a)(e)
|
1,164
|
1,051
|
|
ROCC Trust, Series 2024-CNTR, Class B, 5.93% 11/13/2041 (a)(e)
|
555
|
567
|
|
SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, (1-month USD CME Term SOFR
+ 1.392%) 5.72%
5/15/2039 (a)(b)(e)
|
5,663
|
5,630
|
|
SFO Commerical Mortgage Trust, Series 2021-555, Class A, (1-month USD CME Term SOFR
+ 1.264%) 5.593%
5/15/2038 (1-month USD CME Term SOFR + 1.514% on 5/15/2026) (a)(e)(f)
|
13,800
|
13,680
|
|
SFO Commerical Mortgage Trust, Series 2021-555, Class B, (1-month USD CME Term SOFR
+ 1.614%) 5.943%
5/15/2038 (a)(b)(e)
|
2,472
|
2,421
|
|
SREIT Trust, Series 2021-FLWR, Class A, (1-month USD CME Term SOFR + 0.691%) 5.02%
7/15/2036 (a)(b)(e)
|
9,490
|
9,486
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Commercial mortgage-backed securities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
SREIT Trust, Series 2021-MFP, Class A, (1-month USD CME Term SOFR + 0.845%) 5.174%
11/15/2038 (a)(b)(e)
|
USD31,458
|
$31,429
|
|
StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A, (1-month USD CME
Term SOFR + 1.00%)
5.329% 1/15/2039 (a)(b)(e)
|
38,092
|
37,921
|
|
SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, (1-month USD CME Term SOFR
+ 1.443%)
5.772% 3/15/2042 (a)(b)(e)
|
14,350
|
14,249
|
|
UBS Commercial Mortgage Trust, Series 2017-C2, Class A4, 3.487% 8/15/2050 (a)
|
1,102
|
1,065
|
|
Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class C, 4.219% 5/15/2048
(a)(b)
|
124
|
118
|
|
Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4, 3.695% 11/15/2048
(a)
|
4,000
|
3,976
|
|
Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A4, 3.096% 6/15/2049
(a)
|
9,455
|
9,243
|
|
Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5, 3.418% 9/15/2050
(a)
|
1,851
|
1,787
|
|
Wells Fargo Commercial Mortgage Trust, Series 2017-C40, Class AS, 3.854% 10/15/2050
(a)(b)
|
2,000
|
1,920
|
|
Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class A3, 3.888% 8/15/2051
(a)
|
11,000
|
10,831
|
|
Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class A4, 4.00% 4/15/2055
(a)(b)
|
1,850
|
1,728
|
|
Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class AS, 6.52% 7/15/2057
(a)
|
740
|
771
|
|
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class D, 3.153% 9/15/2057
(a)(e)
|
1,000
|
978
|
|
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class B, 4.495% 9/17/2057
(a)(b)
|
2,250
|
2,228
|
|
Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class A3, 5.92% 11/15/2057
(a)
|
4,466
|
4,651
|
|
Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class AS, 6.145% 11/15/2057
(a)(b)
|
7,100
|
7,383
|
|
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS-2, Class A-5, 3.767% 7/15/2058
(a)(b)
|
2,418
|
2,401
|
|
Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class C, 4.54% 9/15/2058
(a)(b)
|
1,690
|
1,585
|
|
Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class A4, 3.426% 3/15/2059
(a)
|
1,000
|
987
|
|
Wells Fargo Commercial Mortgage Trust, Series 2016-C36, Class A4, 3.065% 11/15/2059
(a)
|
5,000
|
4,867
|
|
WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, (1-month USD CME Term SOFR
+ 2.789%)
7.118% 11/15/2027 (a)(b)(e)
|
19,755
|
19,798
|
|
WSTN Trust, Series 2023-MAUI, Class B, 7.018% 7/5/2037 (a)(b)(e)
|
2,077
|
2,101
|
|
WSTN Trust, Series 2023-MAUI, Class C, 7.69% 7/5/2037 (a)(b)(e)
|
891
|
901
|
|
|
|
|
1,329,794
|
Collateralized mortgage-backed obligations (privately originated) 4.24%
|
|
|
|
Angel Oak Mortgage Trust, Series 2024-8, Class A1, 5.338% 5/27/2069 (6.338% on 8/1/2028)
(a)(e)(f)
|
4,785
|
4,765
|
|
Argent Securities, Inc., Series 2005-W2, Class M1, (1-month USD CME Term SOFR + 0.849%)
5.174%
10/25/2035 (a)(b)
|
487
|
482
|
|
Arroyo Mortgage Trust, Series 2021-1R, Class A1, 1.175% 10/25/2048 (a)(b)(e)
|
8,070
|
7,247
|
|
Arroyo Mortgage Trust, Series 2019-1, Class A1, 3.805% 1/25/2049 (a)(b)(e)
|
2,858
|
2,779
|
|
Arroyo Mortgage Trust, Series 2020-1, Class A1A, 1.662% 3/25/2055 (a)(e)
|
836
|
797
|
|
Arroyo Mortgage Trust, Series 2022-1, Class A1A, 2.495% 12/25/2056 (3.495% on 2/25/2026)
(a)(e)(f)
|
10,421
|
9,999
|
|
Atlas SP, Series 2024-RPL1, Class A1, 3.85% 4/25/2064 (4.85% on 8/1/2028) (a)(e)(f)
|
10,821
|
10,417
|
|
BINOM Securitization Trust, Series 2022-RPL1, Class A1, 3.00% 2/25/2061 (a)(b)(e)
|
12,767
|
11,836
|
|
BRAVO Residential Funding Trust, Series 2020-RPL2, Class A1, 2.00% 5/25/2059 (a)(b)(e)
|
4,744
|
4,430
|
|
BRAVO Residential Funding Trust, Series 2020-RPL1, Class A1, 2.50% 5/26/2059 (a)(b)(e)
|
2,908
|
2,842
|
|
BRAVO Residential Funding Trust, Series 2022-RPL1, Class A1, 2.75% 9/25/2061 (a)(e)
|
1,081
|
987
|
|
BRAVO Residential Funding Trust, Series 2022-NQM1, Class A1, 3.626% 9/25/2061 (4.626%
on 2/25/2026) (a)(e)(f)
|
1,917
|
1,853
|
|
BRAVO Residential Funding Trust, Series 2022-NQM2, Class A1, 4.272% 11/25/2061 (5.272%
on 5/1/2026) (a)(e)(f)
|
837
|
837
|
|
BRAVO Residential Funding Trust, Series 2022-NQM3, Class A1, 5.108% 7/25/2062 (6.108%
on 9/1/2026) (a)(e)(f)
|
12,143
|
12,083
|
|
BRAVO Residential Funding Trust, Series 2025-NQM1, Class A1, 5.604% 12/25/2064 (a)(e)(f)
|
14,942
|
14,989
|
|
BRAVO Residential Funding Trust, Series 2025-NQM5, Class A1, 5.496% 2/25/2065 (6.496%
on 5/1/2027) (a)(e)(f)
|
10,772
|
10,791
|
|
Bunker Hill Loan Depositary Trust, Series 2019-2, Class A3, 3.185% 7/25/2049 (a)(b)(e)
|
523
|
508
|
|
Cantor Commercial Real Estate Lending, Series 2019-CF1, Class AS, 4.027% 5/15/2052
(a)
|
1,255
|
1,164
|
|
Cascade Funding Mortgage Trust, Series 2024-NR1, Class A1, 6.405% 11/25/2029 (9.405%
on
11/25/2027) (a)(e)(f)
|
8,441
|
8,468
|
|
Cascade Funding Mortgage Trust, Series 2023-HB12, Class A, 4.25% 4/25/2033 (a)(b)(e)
|
3,443
|
3,410
|
|
Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 (a)(b)(e)
|
3,016
|
2,986
|
|
Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4.00% 10/25/2054 (a)(b)(e)
|
21,538
|
21,040
|
|
CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A2, 3.585% 12/10/2054 (a)
|
2,463
|
2,420
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Chase Mortgage Finance Corp., Series 2024-RPL2, Class A1A, 3.25% 8/25/2064 (a)(b)(e)
|
USD10,826
|
$9,511
|
|
Chase Mortgage Finance Corp., Series 2024-RPL4, Class A1B, 3.375% 12/25/2064 (a)(b)(e)
|
4,506
|
3,937
|
|
Chase Mortgage Finance Corp., Series 2024-RPL4, Class A1A, 3.375% 12/25/2064 (a)(b)(e)
|
4,202
|
3,726
|
|
CIM Trust, Series 2018-R3, Class A1, 5.00% 12/25/2057 (a)(b)(e)
|
739
|
736
|
|
CIM Trust, Series 2022-R2, Class A1, 3.75% 12/25/2061 (a)(b)(e)
|
34,102
|
32,271
|
|
CIM Trust, Series 2020-R7, Class A1B, 2.25% 12/27/2061 (a)(b)(e)
|
3,000
|
2,257
|
|
CIM Trust, Series 2024-R1, Class A1, 4.75% 6/25/2064 (a)(b)(e)
|
6,949
|
6,859
|
|
CIM Trust, Series 2025-R1, Class A1, 5.00% 2/25/2099 (8.00% on 3/1/2028) (a)(e)(f)
|
5,920
|
5,835
|
|
Citigroup Mortgage Loan Trust, Series 2020-EXP1, Class A1A, 1.804% 5/25/2060 (a)(b)(e)
|
1,242
|
1,157
|
|
Citigroup Mortgage Loan Trust, Series 2018-RP1, Class M1, 3.00% 9/25/2064 (a)(b)(e)
|
10,000
|
9,416
|
|
COLT Funding, LLC, Series 2023-1, Class A1, 6.048% 4/25/2068 (7.048% on 4/1/2027)
(a)(e)(f)
|
9,188
|
9,210
|
|
COLT Mortgage Loan Trust, Series 2021-5, Class A1, 1.726% 11/26/2066 (a)(b)(e)
|
1,270
|
1,133
|
|
Connecticut Avenue Securities, Series 2025-R01, Class 1A1, (30-day Average USD-SOFR
+ 0.95%)
5.272% 1/25/2045 (a)(b)(e)
|
4,280
|
4,274
|
|
Connecticut Avenue Securities Trust, Series 2015-C03, Class 1M2, (30-day Average USD-SOFR
+ 5.114%) 9.436%
7/25/2025 (a)(b)
|
2,601
|
2,612
|
|
Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1, (30-day Average USD-SOFR
+ 2.40%)
6.722% 12/25/2042 (a)(b)(e)
|
8,632
|
8,828
|
|
Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1, (30-day Average USD-SOFR
+ 2.30%)
6.622% 5/25/2043 (a)(b)(e)
|
2,579
|
2,633
|
|
Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M1, (30-day Average USD-SOFR
+ 1.90%) 6.222%
6/25/2043 (a)(b)(e)
|
2,525
|
2,553
|
|
Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1, (30-day Average USD-SOFR
+ 1.05%) 5.372%
1/25/2044 (a)(b)(e)
|
5,009
|
5,013
|
|
Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1, (30-day Average USD-SOFR
+ 1.10%) 5.422%
2/25/2044 (a)(b)(e)
|
4,419
|
4,418
|
|
Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1, (30-day Average USD-SOFR
+ 1.10%)
5.422% 5/25/2044 (a)(b)(e)
|
3,978
|
3,979
|
|
Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1, (30-day Average USD-SOFR
+ 1.05%)
5.372% 9/25/2044 (a)(b)(e)
|
1,476
|
1,478
|
|
Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1, (30-day Average USD-SOFR
+ 1.15%) 5.472%
9/25/2044 (a)(b)(e)
|
7,307
|
7,324
|
|
Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2, (30-day Average USD-SOFR
+ 1.60%)
5.922% 9/25/2044 (a)(b)(e)
|
2,059
|
2,069
|
|
Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1, (30-day Average USD-SOFR
+ 1.00%) 5.322%
2/25/2045 (a)(b)(e)
|
1,526
|
1,525
|
|
Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1, (30-day Average USD-SOFR
+ 1.15%) 5.472%
2/25/2045 (a)(b)(e)
|
1,602
|
1,601
|
|
Credit Suisse Mortgage Trust, Series 2020-NET, Class A, 2.257% 8/15/2037 (a)(e)
|
1,583
|
1,565
|
|
Credit Suisse Mortgage Trust, Series 2017-RPL3, Class A1, 4.00% 8/1/2057 (a)(b)(e)
|
967
|
908
|
|
Credit Suisse Mortgage Trust, Series 2019-RPL1, Class A1A, 3.65% 7/25/2058 (a)(b)(e)
|
938
|
918
|
|
Credit Suisse Mortgage Trust, Series 2017-RPL3, Class A1, 2.00% 1/25/2060 (a)(b)(e)
|
1,551
|
1,363
|
|
Credit Suisse Mortgage Trust, Series 2022-ATH3, Class A1, 4.991% 8/25/2067 (a)(b)(e)
|
8,253
|
8,228
|
|
CS First Boston Mortgage Securities Corp., Series 2002-30, Class IA1, 7.50% 11/25/2032
(a)
|
43
|
44
|
|
CS First Boston Mortgage Securities Corp., Series 2002-34, Class IA1, 7.50% 12/25/2032
(a)
|
59
|
60
|
|
CS First Boston Mortgage Securities Corp., Series 2003-21, Class VA1, 6.50% 7/25/2033
(a)
|
66
|
68
|
|
CS First Boston Mortgage Securities Corp., Series 2003-29, Class VA1, 7.00% 12/25/2033
(a)
|
40
|
42
|
|
FARM Mortgage Trust, Series 2024-1, Class A, 4.701% 10/1/2053 (a)(b)(e)
|
2,200
|
2,130
|
|
Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A1, 5.195% 8/1/2054
(a)(b)(e)
|
3,745
|
3,730
|
|
Finance of America Structured Securities Trust, Series 2025-PC1, Class A1, 4.50% 5/25/2075
(a)(e)(f)
|
24,487
|
23,107
|
|
Flagstar Mortgage Trust, Series 2021-8INV, Class A3, 2.50% 9/25/2051 (a)(b)(e)
|
1,735
|
1,391
|
|
Flagstar Mortgage Trust, Series 2021-11INV, Class A2, 3.00% 11/25/2051 (a)(b)(e)
|
14,877
|
12,443
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M3,
(30-day Average
USD-SOFR + 4.814%) 9.136% 4/25/2028 (a)(b)
|
889
|
901
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2016-DNA1, Class M3,
(30-day Average
USD-SOFR + 5.664%) 9.986% 7/25/2028 (a)(b)
|
USD6,608
|
$6,757
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2016-DNA2, Class M3,
(30-day Average
USD-SOFR + 4.764%) 9.086% 10/25/2028 (a)(b)
|
371
|
380
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2018-DNA1, Class M2B,
(30-day Average
USD-SOFR + 1.914%) 6.236% 7/25/2030 (a)(b)
|
2,679
|
2,714
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA2, Class M1A,
(30-day Average
USD-SOFR + 1.30%) 5.622% 2/25/2042 (a)(b)(e)
|
814
|
814
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA5, Class M1A,
(30-day Average
USD-SOFR + 2.95%) 7.272% 6/25/2042 (a)(b)(e)
|
11,017
|
11,272
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1A,
(30-day Average
USD-SOFR + 2.15%) 6.472% 9/25/2042 (a)(b)(e)
|
823
|
831
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA1, Class A1,
(30-day Average
USD-SOFR + 1.35%) 5.672% 2/25/2044 (a)(b)(e)
|
10,628
|
10,688
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class A1,
(30-day Average
USD-SOFR + 1.25%) 5.572% 5/25/2044 (a)(b)(e)
|
18,967
|
19,063
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class A1,
(30-day Average
USD-SOFR + 1.05%) 5.372% 10/25/2044 (a)(b)(e)
|
4,832
|
4,833
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B1,
(30-day Average
USD-SOFR + 4.00%) 8.322% 11/25/2050 (a)(b)(e)
|
4,000
|
4,428
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA6, Class B1,
(30-day Average
USD-SOFR + 3.00%) 7.322% 12/25/2050 (a)(b)(e)
|
4,000
|
4,283
|
|
GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028) (a)(e)(f)
|
6,186
|
6,229
|
|
GCAT Trust, Series 2021-NQM6, Class A1, 1.855% 8/25/2066 (a)(b)(e)
|
15,962
|
14,402
|
|
GS Mortgage-Backed Securities Trust, Series 2024-RPL2, Class A1, 3.75% 7/25/2061 (4.75%
on 2/1/2028) (a)(e)(f)
|
3,720
|
3,602
|
|
Home Partners of America Trust, Series 2021-2, Class A, 1.901% 12/17/2026 (a)(e)
|
15,629
|
14,960
|
|
Home Partners of America Trust, Series 2021-2, Class C, 2.402% 12/17/2026 (a)(e)
|
2,880
|
2,748
|
|
Home Partners of America Trust, Series 2022-1, Class A, 3.93% 4/17/2039 (a)(e)
|
6,724
|
6,611
|
|
Home Partners of America Trust, Series 2019-1, Class A, 2.908% 9/17/2039 (a)(e)
|
2,380
|
2,270
|
|
Imperial Fund Mortgage Trust, Series 2022-NQM7, Class A1, 7.369% 11/25/2067 (8.369%
on 11/1/2026) (a)(e)(f)
|
20,055
|
20,136
|
|
Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1, 5.941% 2/25/2068 (6.941%
on 1/1/2027) (a)(e)(f)
|
15,348
|
15,344
|
|
IRV Trust, Series 2025-200P, Class A, 5.295% 3/14/2047 (a)(b)(e)
|
16,156
|
16,070
|
|
Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 5.75% 4/25/2061 (a)(e)
|
14,334
|
14,341
|
|
Legacy Mortgage Asset Trust, Series 2021-GS5, Class A1, 2.25% 7/25/2067 (6.25% on
11/25/2025) (a)(e)(f)
|
10,984
|
10,963
|
|
MFRA Trust, Series 2020-NQM1, Class A1, 2.479% 3/25/2065 (a)(b)(e)
|
799
|
770
|
|
MFRA Trust, Series 2024-NQM2, Class A1, 5.272% 8/25/2069 (6.272% on 8/1/2028) (a)(e)(f)
|
11,073
|
11,019
|
|
MFRA Trust, Series 2024-NQM3, Class A1, 5.722% 12/25/2069 (6.722% on 12/1/2028) (a)(e)(f)
|
6,972
|
6,998
|
|
Mill City Mortgage Trust, Series 15-1, Class M3, 3.807% 6/25/2056 (a)(b)(e)
|
1,437
|
1,420
|
|
Mill City Mortgage Trust, Series 2016-1, Class M3, 3.35% 4/25/2057 (a)(b)(e)
|
3,850
|
3,773
|
|
Mill City Mortgage Trust, Series 2019-3, Class A1, 3.482% 8/26/2058 (a)(b)(e)
|
1,250
|
1,228
|
|
Mill City Mortgage Trust, Series 2019-GS1, Class A1, 2.75% 7/25/2059 (a)(b)(e)
|
159
|
155
|
|
Mill City Mortgage Trust, Series 2017-3, Class A1, 2.75% 1/25/2061 (a)(b)(e)
|
1
|
1
|
|
Mill City Mortgage Trust, Series 2018-1, Class A1, 3.25% 5/25/2062 (a)(b)(e)
|
78
|
77
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM2, Class A1, 6.386%
5/25/2069 (7.386% on
5/1/2028) (a)(e)(f)
|
10,131
|
10,231
|
|
New Residential Mortgage Loan Trust, Series 2016-1A, Class A1, 3.75% 3/25/2056 (a)(b)(e)
|
514
|
494
|
|
New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1, 3.50% 12/25/2057
(a)(b)(e)
|
995
|
962
|
|
New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00% 12/25/2057 (a)(b)(e)
|
31
|
30
|
|
New Residential Mortgage Loan Trust, Series 2019-2A, Class A1, 4.25% 12/25/2057 (a)(b)(e)
|
1,291
|
1,260
|
|
New Residential Mortgage Loan Trust, Series 2018-5A, Class A1, 4.75% 12/25/2057 (a)(b)(e)
|
1,074
|
1,065
|
|
New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1, 2.75% 7/25/2059 (a)(b)(e)
|
1,807
|
1,730
|
|
New Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1, 2.75% 11/25/2059
(a)(b)(e)
|
2,874
|
2,749
|
|
New Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1, 5.566% 5/25/2065
(a)(e)(f)
|
9,245
|
9,285
|
|
New York Mortgage Trust, Series 2024-CP1, Class A1, 3.75% 2/25/2068 (a)(b)(e)
|
4,028
|
3,701
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Onslow Bay Financial Mortgage Loan Trust, Series 2024-HYB1, Class A1, 3.660% 3/25/2053
(a)(b)(e)
|
USD7,506
|
$7,392
|
|
Onslow Bay Financial Mortgage Loan Trust, Series 2020-EXP1, Class 2A1B, (3-month USD
CME Term SOFR +
0.864%) 5.189% 2/25/2060 (a)(b)(e)
|
2,893
|
2,881
|
|
Onslow Bay Financial Mortgage Loan Trust, Series 2022-NQM9, Class A1A, 6.45% 9/25/2062
(7.45% on
11/1/2026) (a)(e)(f)
|
8,232
|
8,242
|
|
Onslow Bay Financial Mortgage Loan Trust, Series 2023-NQM1, Class A1, 6.12% 11/25/2062
(7.12% on
12/1/2026) (a)(e)(f)
|
2,469
|
2,467
|
|
Onslow Bay Financial Mortgage Loan Trust, Series 2023-NQM4, Class A1, 6.113% 3/25/2063
(7.113% on
5/1/2027) (a)(e)(f)
|
9,373
|
9,398
|
|
Onslow Bay Financial Mortgage Loan Trust, Series 2025-NQM8, Class A1, 5.472% 3/25/2065
(6.472% on
5/1/2029) (a)(e)(f)
|
12,183
|
12,293
|
|
Onslow Bay Financial, LLC, Series 2024-NQM5, Class A1, 5.988% 3/25/2028 (6.988% on
3/1/2028) (a)(e)(f)
|
6,448
|
6,480
|
|
Onslow Bay Financial, LLC, Series 2024-HYB2, Class A1, 3.68% 4/25/2053 (a)(b)(e)
|
14,618
|
14,512
|
|
Onslow Bay Financial, LLC, Series 2022-NQM6, Class A1, 4.70% 7/25/2062 (5.70% on 6/1/2026)
(a)(e)(f)
|
5,318
|
5,288
|
|
Onslow Bay Financial, LLC, Series 2023-NQM7, Class A1, 6.844% 4/25/2063 (7.844% on
9/1/2027) (a)(e)(f)
|
3,584
|
3,627
|
|
Onslow Bay Financial, LLC, Series 2024-NQM4, Class A1, 6.067% 1/25/2064 (7.067% on
2/1/2028) (a)(e)(f)
|
6,614
|
6,650
|
|
Onslow Bay Financial, LLC, Series 2024-NQM7, Class A1, 6.243% 3/25/2064 (7.243% on
4/1/2028) (a)(e)(f)
|
6,866
|
6,923
|
|
Onslow Bay Financial, LLC, Series 2024-NQM10, Class A1, 6.18% 5/25/2064 (7.18% on
6/1/2028) (a)(e)(f)
|
10,350
|
10,430
|
|
Onslow Bay Financial, LLC, Series 2024-NQM8, Class A1, 6.233% 5/25/2064 (7.233% on
5/1/2028) (a)(e)(f)
|
16,984
|
17,134
|
|
Onslow Bay Financial, LLC, Series 2024-NQM13, Class A1, 5.116% 6/25/2064 (6.116% on
8/1/2028) (a)(e)(f)
|
6,488
|
6,452
|
|
Onslow Bay Financial, LLC, Series 2024-NQM11, Class A1, 5.875% 6/25/2064 (6.825% on
7/1/2028) (a)(e)(f)
|
13,654
|
13,717
|
|
Onslow Bay Financial, LLC, Series 2024-NQM17, Class A1, 5.61% 11/25/2064 (6.61% on
11/1/2028) (a)(e)(f)
|
18,496
|
18,532
|
|
Onslow Bay Financial, LLC, Series 2025-NQM3, Class A1, 5.648% 12/1/2064 (6.648% on
2/1/2029) (a)(e)(f)
|
11,421
|
11,461
|
|
Onslow Bay Financial, LLC, Series 2025-NQM1, Class A1, 5.547% 12/25/2064 (6.547% on
12/1/2028) (a)(e)(f)
|
18,103
|
18,139
|
|
PMT Loan Trust, Series 2024-INV1, Class A2, 6.00% 10/25/2059 (a)(b)(e)
|
1,557
|
1,561
|
|
PRKCM Trust, Series 2021-AFC2, Class A1, 2.071% 11/25/2056 (a)(b)(e)
|
8,536
|
7,512
|
|
Progress Residential Trust, Series 2024-SFR5, Class A, 3.00% 8/9/2029 (a)(e)
|
5,000
|
4,662
|
|
Progress Residential Trust, Series 2021-SFR6, Class A, 1.524% 7/17/2038 (a)(e)
|
5,871
|
5,704
|
|
Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039 (a)(e)
|
1,551
|
1,507
|
|
Progress Residential Trust, Series 2024-SFR1, Class A, 3.35% 2/17/2041 (a)(e)
|
6,099
|
5,795
|
|
Progress Residential Trust, Series 2024-SFR2, Class B, 3.40% 4/17/2041 (a)(b)(e)
|
627
|
588
|
|
Progress Residential Trust, Series 2024-SFR3, Class A, 3.00% 6/17/2041 (a)(e)
|
8,984
|
8,389
|
|
Progress Residential Trust, Series 2025-SFR1, Class C, 3.65% 2/17/2042 (a)(e)
|
424
|
393
|
|
Progress Residential Trust, Series 2025-SFR2, Class A, 3.305% 4/17/2042 (a)(e)
|
3,391
|
3,170
|
|
Progress Residential Trust, Series 2025-SFR2, Class C, 3.555% 4/17/2042 (a)(e)
|
4,098
|
3,768
|
|
Progress Residential Trust, Series 2025-SFR2, Class B, 3.555% 4/17/2042 (a)(e)
|
1,812
|
1,684
|
|
PRP Advisors, LLC, Series 2025-RPL3, Class A1, 3.25% 4/25/2055 (4.25% on 4/1/2028)
(a)(e)(f)
|
7,920
|
7,516
|
|
Reverse Mortgage Investment Trust, Series 2021-HB1, Class A, 1.259% 11/25/2031 (a)(b)(e)
|
372
|
371
|
|
Starwood Mortgage Residential Trust, Series 2024-SFR4, Class A, (1-month USD CME Term
SOFR + 1.75%)
6.079% 10/17/2041 (a)(b)(e)
|
13,200
|
13,248
|
|
Starwood Mortgage Residential Trust, Series 2025-SFR5, Class A, (1-month USD CME Term
SOFR + 1.45%)
5.779% 2/17/2042 (a)(b)(e)
|
1,859
|
1,860
|
|
Towd Point Mortgage Trust, Series 2016-1, Class B1, 4.503% 2/25/2055 (a)(b)(e)
|
7,070
|
6,953
|
|
Towd Point Mortgage Trust, Series 2015-4, Class M2, 3.75% 4/25/2055 (a)(b)(e)
|
21
|
21
|
|
Towd Point Mortgage Trust, Series 2015-5, Class B1, 3.996% 5/25/2055 (a)(b)(e)
|
13,480
|
13,225
|
|
Towd Point Mortgage Trust, Series 2016-2, Class B2, 3.583% 8/25/2055 (a)(b)(e)
|
5,800
|
5,188
|
|
Towd Point Mortgage Trust, Series 2016-4, Class M2, 3.75% 7/25/2056 (a)(b)(e)
|
4,905
|
4,788
|
|
Towd Point Mortgage Trust, Series 2017-1, Class A2, 3.50% 10/25/2056 (a)(b)(e)
|
1,234
|
1,224
|
|
Towd Point Mortgage Trust, Series 2017-1, Class M1, 3.75% 10/25/2056 (a)(b)(e)
|
3,615
|
3,536
|
|
Towd Point Mortgage Trust, Series 2017-2, Class M1, 3.75% 4/25/2057 (a)(b)(e)
|
8,650
|
8,486
|
|
Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75% 6/25/2057 (a)(b)(e)
|
539
|
525
|
|
Towd Point Mortgage Trust, Series 2017-4, Class M1, 3.25% 6/25/2057 (a)(b)(e)
|
7,381
|
6,702
|
|
Towd Point Mortgage Trust, Series 2017-4, Class B1, 3.649% 6/25/2057 (a)(b)(e)
|
2,600
|
2,221
|
|
Towd Point Mortgage Trust, Series 2017-3, Class A2, 3.00% 7/25/2057 (a)(b)(e)
|
5,699
|
5,592
|
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 10/25/2057 (a)(b)(e)
|
USD765
|
$749
|
|
Towd Point Mortgage Trust, Series 2017-6, Class A2, 3.00% 10/25/2057 (a)(b)(e)
|
10,335
|
9,831
|
|
Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00% 1/25/2058 (a)(b)(e)
|
33
|
32
|
|
Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 3/25/2058 (a)(b)(e)
|
2,553
|
2,520
|
|
Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75% 3/25/2058 (a)(b)(e)
|
3,550
|
3,442
|
|
Towd Point Mortgage Trust, Series 2018-3, Class A1, 3.75% 5/25/2058 (a)(b)(e)
|
1,712
|
1,676
|
|
Towd Point Mortgage Trust, Series 2018-3, Class M2, 3.875% 5/25/2058 (a)(b)(e)
|
3,435
|
2,944
|
|
Towd Point Mortgage Trust, Series 2019-HY2, Class A1, (1-month USD CME Term SOFR +
1.114%) 5.439%
5/25/2058 (a)(b)(e)
|
1,811
|
1,857
|
|
Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00% 6/25/2058 (a)(b)(e)
|
6,750
|
6,365
|
|
Towd Point Mortgage Trust, Series 2018-5, Class A1A, 3.25% 7/25/2058 (a)(b)(e)
|
214
|
212
|
|
Towd Point Mortgage Trust, Series 2019-2, Class A1, 3.708% 12/25/2058 (a)(b)(e)
|
3,002
|
2,897
|
|
Towd Point Mortgage Trust, Series 2019-4, Class A2, 3.25% 10/25/2059 (a)(b)(e)
|
2,285
|
2,064
|
|
Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75% 10/25/2060 (a)(e)
|
7,140
|
6,458
|
|
Towd Point Mortgage Trust, Series 15-2, Class 1B2, 3.715% 11/25/2060 (a)(b)(e)
|
4,899
|
4,731
|
|
Towd Point Mortgage Trust, Series 2023-1, Class A1, 3.75% 1/25/2063 (a)(e)
|
16,404
|
15,779
|
|
Towd Point Mortgage Trust, Series 2024-3, Class A1A, 5.108% 7/25/2065 (a)(b)(e)
|
8,153
|
8,269
|
|
Tricon American Homes Trust, Series 2020-SFR2, Class A, 1.482% 11/17/2039 (a)(e)
|
3,179
|
2,956
|
|
Tricon Residential Trust, Series 2021-SFR1, Class A, 1.943% 7/17/2038 (a)(e)
|
20,364
|
19,694
|
|
Tricon Residential Trust, Series 2024-SFR2, Class A, 4.75% 6/17/2040 (a)(e)
|
5,488
|
5,469
|
|
Tricon Residential Trust, Series 2023-SFR2, Class A, 5.00% 12/17/2040 (a)(e)
|
6,914
|
6,931
|
|
Tricon Residential Trust, Series 2024-SFR3, Class A, 4.50% 8/17/2041 (a)(e)
|
9,725
|
9,603
|
|
Verus Securitization Trust, Series 2023-1, Class A1, 5.85% 12/25/2067 (6.85% on 1/1/2027)
(a)(e)(f)
|
4,922
|
4,918
|
|
Verus Securitization Trust, Series 2023-3, Class A1, 5.93% 3/25/2068 (6.93% on 4/1/2027)
(a)(e)(f)
|
1,387
|
1,388
|
|
Verus Securitization Trust, Series 2023-5, Class A5, 6.476% 6/25/2068 (7.476% on 6/1/2027)
(a)(e)(f)
|
5,860
|
5,894
|
|
Verus Securitization Trust, Series 2024-2, Class A1, 6.095% 2/25/2069 (7.095% on 2/1/2028)
(a)(e)(f)
|
5,791
|
5,823
|
|
Verus Securitization Trust, Series 2024-3, Class A1, 6.338% 4/25/2069 (7.338% on 4/1/2028)
(a)(e)(f)
|
19,471
|
19,650
|
|
Verus Securitization Trust, Series 2024-5, Class A1, 6.192% 6/25/2069 (7.192% on 6/1/2028)
(a)(e)(f)
|
1,887
|
1,903
|
|
Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028)
(a)(e)(f)
|
9,138
|
9,214
|
|
Verus Securitization Trust, Series 2024-INV2, Class A1, 5.332% 8/26/2069 (6.332% on
8/1/2028) (a)(e)(f)
|
6,167
|
6,151
|
|
Verus Securitization Trust, Series 24-R1, Class A1, 5.218% 9/25/2069 (6.218% on 10/1/2028)
(a)(e)(f)
|
3,332
|
3,325
|
|
Verus Securitization Trust, Series 2024-8, Class A1, 5.364% 10/25/2069 (a)(b)(e)
|
8,359
|
8,343
|
|
Verus Securitization Trust, Series 2024-9, Class A1, 5.438% 11/25/2069 (a)(b)(e)
|
8,987
|
8,961
|
|
Verus Securitization Trust, Series 2025-3, Class A1, 5.623% 5/25/2070 (6.623% on 4/1/2029)
(a)(e)(f)
|
7,998
|
8,025
|
|
|
|
|
1,085,351
|
Total mortgage-backed obligations
|
|
|
10,193,493
|
U.S. Treasury bonds & notes 23.60%
U.S. Treasury 22.77%
|
|
|
|
U.S. Treasury 4.75% 7/31/2025
|
5,413
|
5,417
|
|
U.S. Treasury 3.125% 8/15/2025
|
26,000
|
25,935
|
|
U.S. Treasury 0.25% 10/31/2025
|
8,000
|
7,868
|
|
U.S. Treasury 3.00% 10/31/2025
|
8
|
7
|
|
U.S. Treasury 5.00% 10/31/2025
|
7,504
|
7,524
|
|
U.S. Treasury 4.50% 11/15/2025
|
375
|
375
|
|
U.S. Treasury 4.875% 11/30/2025
|
50,000
|
50,127
|
|
U.S. Treasury 4.25% 12/31/2025
|
4,889
|
4,888
|
|
U.S. Treasury 4.25% 1/31/2026
|
205,000
|
204,952
|
|
U.S. Treasury 4.00% 2/15/2026
|
16,558
|
16,531
|
|
U.S. Treasury 0.50% 2/28/2026
|
45,000
|
43,780
|
|
U.S. Treasury 4.625% 2/28/2026
|
8,316
|
8,339
|
|
U.S. Treasury 4.50% 3/31/2026
|
267,750
|
268,430
|
|
U.S. Treasury 0.75% 4/30/2026
|
10,175
|
9,867
|
Bonds, notes & other debt instruments (continued)
U.S. Treasury bonds & notes (continued)
U.S. Treasury (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
U.S. Treasury 4.875% 4/30/2026
|
USD67,000
|
$67,411
|
|
U.S. Treasury 0.875% 6/30/2026
|
33,040
|
31,916
|
|
U.S. Treasury 4.50% 7/15/2026
|
8,050
|
8,086
|
|
U.S. Treasury 4.375% 7/31/2026
|
787,750
|
790,150
|
|
U.S. Treasury 0.75% 8/31/2026
|
25,246
|
24,240
|
|
U.S. Treasury 3.50% 9/30/2026
|
131,000
|
130,110
|
|
U.S. Treasury 4.625% 11/15/2026
|
228
|
230
|
|
U.S. Treasury 4.375% 12/15/2026
|
65,000
|
65,361
|
|
U.S. Treasury 1.50% 1/31/2027
|
6,000
|
5,764
|
|
U.S. Treasury 4.125% 1/31/2027
|
61,616
|
61,773
|
|
U.S. Treasury 3.875% 3/31/2027
|
5,522
|
5,516
|
|
U.S. Treasury 3.75% 4/30/2027
|
128,562
|
128,180
|
|
U.S. Treasury 2.375% 5/15/2027
|
11,300
|
10,977
|
|
U.S. Treasury 2.625% 5/31/2027
|
140,000
|
136,590
|
|
U.S. Treasury 4.375% 7/15/2027
|
4,881
|
4,928
|
|
U.S. Treasury 2.75% 7/31/2027
|
52,000
|
50,784
|
|
U.S. Treasury 3.75% 8/15/2027
|
211,000
|
210,374
|
|
U.S. Treasury 4.125% 9/30/2027
|
60,000
|
60,344
|
|
U.S. Treasury 4.125% 10/31/2027
|
30,000
|
30,168
|
|
U.S. Treasury 2.25% 11/15/2027
|
56,000
|
53,885
|
|
U.S. Treasury 3.875% 11/30/2027
|
40,000
|
40,000
|
|
U.S. Treasury 4.25% 1/15/2028
|
4,600
|
4,643
|
|
U.S. Treasury 4.25% 2/15/2028
|
9,000
|
9,087
|
|
U.S. Treasury 4.00% 2/29/2028
|
38,000
|
38,131
|
|
U.S. Treasury 3.625% 3/31/2028
|
10,965
|
10,898
|
|
U.S. Treasury 3.75% 4/15/2028
|
2,172
|
2,165
|
|
U.S. Treasury 3.75% 5/15/2028
|
132,339
|
131,951
|
|
U.S. Treasury 1.25% 5/31/2028
|
4,300
|
3,985
|
|
U.S. Treasury 3.625% 5/31/2028
|
7,000
|
6,953
|
|
U.S. Treasury 1.25% 6/30/2028
|
16,000
|
14,795
|
|
U.S. Treasury 1.00% 7/31/2028
|
—
(g)
|
—
(g)
|
|
U.S. Treasury 4.125% 7/31/2028 (c)
|
200,000
|
201,484
|
|
U.S. Treasury 2.875% 8/15/2028
|
10,000
|
9,699
|
|
U.S. Treasury 1.125% 8/31/2028
|
58,000
|
53,163
|
|
U.S. Treasury 1.375% 10/31/2028
|
48,250
|
44,407
|
|
U.S. Treasury 4.375% 11/30/2028
|
13,194
|
13,398
|
|
U.S. Treasury 4.00% 1/31/2029
|
160
|
161
|
|
U.S. Treasury 2.625% 2/15/2029
|
50,000
|
47,814
|
|
U.S. Treasury 4.25% 2/28/2029
|
1,000,000
|
1,011,797
|
|
U.S. Treasury 4.50% 5/31/2029
|
223,100
|
227,859
|
|
U.S. Treasury 4.25% 6/30/2029
|
19,120
|
19,355
|
|
U.S. Treasury 4.125% 10/31/2029
|
18,000
|
18,132
|
|
U.S. Treasury 4.125% 11/30/2029
|
75,000
|
75,574
|
|
U.S. Treasury 3.875% 12/31/2029
|
24,000
|
23,922
|
|
U.S. Treasury 4.375% 12/31/2029
|
104,000
|
105,836
|
|
U.S. Treasury 3.50% 1/31/2030
|
15,000
|
14,708
|
|
U.S. Treasury 4.25% 1/31/2030
|
2,350
|
2,379
|
|
U.S. Treasury 4.00% 2/28/2030
|
3,350
|
3,358
|
|
U.S. Treasury 3.625% 3/31/2030
|
11,700
|
11,523
|
|
U.S. Treasury 3.875% 4/30/2030
|
392,470
|
390,937
|
|
U.S. Treasury 3.75% 5/31/2030
|
65,000
|
64,319
|
|
U.S. Treasury 4.00% 7/31/2030
|
3,963
|
3,964
|
|
U.S. Treasury 4.625% 9/30/2030
|
153,949
|
158,500
|
|
U.S. Treasury 4.875% 10/31/2030
|
58,803
|
61,215
|
Bonds, notes & other debt instruments (continued)
U.S. Treasury bonds & notes (continued)
U.S. Treasury (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
U.S. Treasury 4.00% 1/31/2031
|
USD64
|
$64
|
|
U.S. Treasury 4.25% 2/28/2031
|
2,355
|
2,378
|
|
U.S. Treasury 4.625% 4/30/2031
|
29,000
|
29,831
|
|
U.S. Treasury 4.25% 6/30/2031
|
60,000
|
60,506
|
|
U.S. Treasury 1.25% 8/15/2031
|
3,000
|
2,534
|
|
U.S. Treasury 4.125% 10/31/2031
|
17,280
|
17,278
|
|
U.S. Treasury 4.125% 11/30/2031
|
48,900
|
48,887
|
|
U.S. Treasury 4.375% 1/31/2032
|
15,000
|
15,198
|
|
U.S. Treasury 1.875% 2/15/2032
|
10,000
|
8,676
|
|
U.S. Treasury 4.125% 2/29/2032
|
40,000
|
39,942
|
|
U.S. Treasury 4.00% 4/30/2032
|
126,421
|
125,162
|
|
U.S. Treasury 4.125% 11/15/2032
|
687
|
684
|
|
U.S. Treasury 3.50% 2/15/2033
|
3,200
|
3,047
|
|
U.S. Treasury 4.375% 5/15/2034
|
179
|
179
|
|
U.S. Treasury 4.25% 5/15/2035
|
39,601
|
39,162
|
|
U.S. Treasury 4.625% 5/15/2044
|
997
|
960
|
|
U.S. Treasury 1.875% 2/15/2051
|
578
|
316
|
|
U.S. Treasury 2.375% 5/15/2051
|
662
|
410
|
|
U.S. Treasury 4.625% 2/15/2055 (c)
|
83,214
|
79,388
|
|
|
|
|
5,831,541
|
U.S. Treasury inflation-protected securities 0.83%
|
|
|
|
U.S. Treasury Inflation-Protected Security 0.125% 4/15/2027 (h)
|
30,647
|
29,993
|
|
U.S. Treasury Inflation-Protected Security 1.625% 10/15/2027 (h)
|
40,580
|
41,059
|
|
U.S. Treasury Inflation-Protected Security 0.75% 2/15/2042 (c)(h)
|
31,134
|
23,890
|
|
U.S. Treasury Inflation-Protected Security 2.125% 2/15/2054 (c)(h)
|
7,085
|
6,382
|
|
U.S. Treasury Inflation-Protected Security 2.375% 2/15/2055 (c)(h)
|
117,874
|
112,072
|
|
|
|
|
213,396
|
Total U.S. Treasury bonds & notes
|
|
|
6,044,937
|
Corporate bonds, notes & loans 15.64%
Financials 5.30%
|
|
|
|
AIB Group PLC 7.583% 10/14/2026 (USD-SOFR + 3.456% on 10/14/2025) (e)(f)
|
15,000
|
15,152
|
|
AIB Group PLC 5.871% 3/28/2035 (USD-SOFR + 1.91% on 3/28/2034) (e)(f)
|
13,200
|
13,405
|
|
Allstate Corp. (The) 0.75% 12/15/2025
|
6,899
|
6,762
|
|
American Express Co. 6.338% 10/30/2026 (USD-SOFR + 1.33% on 10/30/2025) (f)
|
5,934
|
5,975
|
|
American Express Co. 5.098% 2/16/2028 (USD-SOFR + 1.00% on 2/16/2027) (f)
|
10,750
|
10,852
|
|
American Express Co. 5.085% 1/30/2031 (USD-SOFR + 1.02% on 1/30/2030) (f)
|
6,500
|
6,601
|
|
American Express Co. 5.016% 4/25/2031 (USD-SOFR + 1.44% on 4/25/2030) (f)
|
15,000
|
15,174
|
|
American Express Co. 6.489% 10/30/2031 (USD-SOFR + 1.94% on 10/30/2030) (f)
|
796
|
861
|
|
American Express Co. 5.915% 4/25/2035 (USD-SOFR + 1.63% on 4/25/2034) (f)
|
7,500
|
7,757
|
|
American Express Co. 5.667% 4/25/2036 (USD-SOFR + 1.79% on 4/25/2035) (f)
|
1,000
|
1,021
|
|
American International Group, Inc. 4.85% 5/7/2030
|
3,318
|
3,333
|
|
American International Group, Inc. 5.45% 5/7/2035
|
928
|
933
|
|
Aon Corp. 2.85% 5/28/2027
|
10,775
|
10,472
|
|
Aon Corp. 5.35% 2/28/2033
|
600
|
610
|
|
Aon North America, Inc. 5.15% 3/1/2029
|
20,550
|
20,969
|
|
Aon North America, Inc. 5.45% 3/1/2034
|
325
|
329
|
|
Arthur J. Gallagher & Co. 4.60% 12/15/2027
|
11,050
|
11,080
|
|
Arthur J. Gallagher & Co. 4.85% 12/15/2029
|
10,800
|
10,891
|
|
Arthur J. Gallagher & Co. 5.00% 2/15/2032
|
24,365
|
24,436
|
|
Banco Santander, SA 5.147% 8/18/2025
|
4,000
|
4,004
|
|
Bank of America Corp. 1.319% 6/19/2026 (USD-SOFR + 1.15% on 6/19/2025) (f)
|
1,900
|
1,896
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Bank of America Corp. 4.827% 7/22/2026 (USD-SOFR + 1.75% on 7/22/2025) (f)
|
USD5,795
|
$5,795
|
|
Bank of America Corp. 3.419% 12/20/2028 (3-month USD CME Term SOFR + 1.302% on 12/20/2027)
(f)
|
2,877
|
2,792
|
|
Bank of America Corp. 5.819% 9/15/2029 (USD-SOFR + 1.57% on 9/15/2028) (f)
|
2,235
|
2,316
|
|
Bank of America Corp. 2.884% 10/22/2030 (3-month USD CME Term SOFR + 1.19% on 10/22/2029)
(f)
|
7,808
|
7,236
|
|
Bank of America Corp. 5.162% 1/24/2031 (USD-SOFR + 1.00% on 1/24/2030) (f)
|
11,869
|
12,048
|
|
Bank of America Corp. 2.592% 4/29/2031 (USD-SOFR + 2.15% on 4/29/2030) (f)
|
3,552
|
3,206
|
|
Bank of America Corp. 1.898% 7/23/2031 (USD-SOFR + 1.53% on 7/23/2030) (f)
|
1,749
|
1,515
|
|
Bank of America Corp. 1.922% 10/24/2031 (USD-SOFR + 1.37% on 10/24/2030) (f)
|
3,500
|
3,014
|
|
Bank of America Corp. 2.299% 7/21/2032 (USD-SOFR + 1.22% on 7/21/2031) (f)
|
18,109
|
15,543
|
|
Bank of America Corp. 5.872% 9/15/2034 (USD-SOFR + 1.84% on 9/15/2033) (f)
|
882
|
917
|
|
Bank of America Corp. 5.511% 1/24/2036 (USD-SOFR + 1.31% on 1/24/2035) (f)
|
3,000
|
3,025
|
|
Bank of America Corp. 5.464% 5/9/2036 (USD-SOFR + 1.64% on 5/9/2035) (f)
|
6,952
|
7,001
|
|
Bank of Ireland Group PLC 6.253% 9/16/2026 (1-year UST Yield Curve Rate T Note Constant
Maturity + 2.65% on
9/16/2025) (e)(f)
|
10,000
|
10,038
|
|
Bank of New York Mellon Corp. 4.975% 3/14/2030 (USD-SOFR + 1.085% on 3/14/2029) (f)
|
12,491
|
12,707
|
|
Bank of New York Mellon Corp. 4.942% 2/11/2031 (USD-SOFR + 0.887% on 2/11/2030) (f)
|
7,600
|
7,684
|
|
Blackstone, Inc. 5.00% 12/6/2034
|
550
|
536
|
|
BNP Paribas SA 2.159% 9/15/2029 (USD-SOFR + 1.218% on 9/15/2028) (e)(f)
|
5,325
|
4,889
|
|
BNP Paribas SA 5.283% 11/19/2030 (USD-SOFR + 1.28% on 11/19/2029) (e)(f)
|
5,000
|
5,051
|
|
BPCE SA 5.975% 1/18/2027 (USD-SOFR + 2.10% on 1/18/2026) (e)(f)
|
5,000
|
5,032
|
|
BPCE SA 6.714% 10/19/2029 (USD-SOFR + 2.27% on 10/19/2028) (e)(f)
|
3,000
|
3,157
|
|
BPCE SA 5.876% 1/14/2031 (USD-SOFR + 1.68% on 1/14/2030) (e)(f)
|
29,147
|
29,978
|
|
BPCE SA 5.389% 5/28/2031 (USD-SOFR + 1.581% on 5/28/2030) (e)(f)
|
14,949
|
15,081
|
|
BPCE SA 6.293% 1/14/2036 (USD-SOFR + 2.04% on 1/14/2035) (e)(f)
|
2,000
|
2,077
|
|
CaixaBank, SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028) (e)(f)
|
2,000
|
2,069
|
|
CaixaBank, SA 5.673% 3/15/2030 (USD-SOFR + 1.78% on 3/15/2029) (e)(f)
|
9,619
|
9,883
|
|
CaixaBank, SA 6.84% 9/13/2034 (USD-SOFR + 2.77% on 9/13/2033) (e)(f)
|
2,185
|
2,369
|
|
CaixaBank, SA 6.037% 6/15/2035 (USD-SOFR + 2.26% on 9/15/2034) (e)(f)
|
4,232
|
4,363
|
|
Canadian Imperial Bank of Commerce 4.857% 3/30/2029 (USD-SOFR + 1.03% on 3/31/2028)
(f)
|
2,500
|
2,514
|
|
Canadian Imperial Bank of Commerce 5.245% 1/13/2031 (USD-SOFR + 1.105% on 1/13/2030)
(f)
|
3,000
|
3,049
|
|
Capital One Financial Corp. 5.70% 2/1/2030 (USD-SOFR + 1.905% on 2/1/2029) (f)
|
13,999
|
14,375
|
|
Capital One Financial Corp. 6.377% 6/8/2034 (USD-SOFR + 2.86% on 6/8/2033) (f)
|
235
|
246
|
|
Capital One Financial Corp. 6.051% 2/1/2035 (USD-SOFR + 2.26% on 2/1/2034) (f)
|
252
|
259
|
|
Chubb INA Holdings, LLC 5.00% 3/15/2034
|
7,121
|
7,130
|
|
Citibank, NA 5.803% 9/29/2028
|
1,650
|
1,718
|
|
Citibank, NA 4.914% 5/29/2030
|
10,975
|
11,071
|
|
Citigroup, Inc. 4.786% 3/4/2029 (USD-SOFR + 0.87% on 3/4/2028) (f)
|
16,420
|
16,446
|
|
Citigroup, Inc. 5.174% 2/13/2030 (USD-SOFR + 1.364% on 2/13/2029) (f)
|
2,350
|
2,381
|
|
Citigroup, Inc. 4.542% 9/19/2030 (USD-SOFR + 1.338% on 9/19/2029) (f)
|
10,907
|
10,776
|
|
Citigroup, Inc. 4.952% 5/7/2031 (USD-SOFR + 1.463% on 5/7/2030) (f)
|
3,781
|
3,779
|
|
Citigroup, Inc. 2.572% 6/3/2031 (USD-SOFR + 2.107% on 6/3/2030) (f)
|
2,389
|
2,141
|
|
Citigroup, Inc. 2.52% 11/3/2032 (USD-SOFR + 1.177% on 11/3/2031) (f)
|
8,663
|
7,457
|
|
Citigroup, Inc. 5.333% 3/27/2036 (USD-SOFR + 1.465% on 3/27/2035) (f)
|
1,639
|
1,617
|
|
Citizens Financial Group, Inc. 5.718% 7/23/2032 (USD-SOFR + 1.91% on 7/23/2031) (f)
|
8,585
|
8,767
|
|
Citizens Financial Group, Inc. 6.645% 4/25/2035 (USD-SOFR + 2.325% on 4/25/2034) (f)
|
12,000
|
12,729
|
|
Corebridge Financial, Inc. 3.65% 4/5/2027
|
27,016
|
26,600
|
|
Corebridge Financial, Inc. 3.85% 4/5/2029
|
454
|
441
|
|
Corebridge Financial, Inc. 3.90% 4/5/2032
|
281
|
259
|
|
Deutsche Bank AG 2.552% 1/7/2028 (USD-SOFR + 1.318% on 1/7/2027) (f)
|
13,473
|
12,990
|
|
Deutsche Bank AG 6.72% 1/18/2029 (USD-SOFR + 3.18% on 1/18/2028) (f)
|
1,600
|
1,670
|
|
Deutsche Bank AG 5.297% 5/9/2031 (USD-SOFR + 1.72% on 5/9/2030) (f)
|
1,700
|
1,703
|
|
Deutsche Bank AG 5.403% 9/11/2035 (USD-SOFR + 2.05% on 9/11/2034) (f)
|
1,200
|
1,171
|
|
DNB Bank ASA 1.127% 9/16/2026 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 0.85% on
9/16/2025) (e)(f)
|
6,500
|
6,431
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
DNB Bank ASA 5.896% 10/9/2026 (USD-SOFR + 1.95% on 10/9/2025) (e)(f)
|
USD10,000
|
$10,039
|
|
DNB Bank ASA 1.535% 5/25/2027 (5-year UST Yield Curve Rate T Note Constant Maturity
+ 0.72% on
5/25/2026) (e)(f)
|
12,150
|
11,788
|
|
Fifth Third Bancorp 4.895% 9/6/2030 (USD-SOFR + 1.486% on 9/6/2029) (f)
|
4,947
|
4,960
|
|
First Citizens BancShares, Inc. 5.231% 3/12/2031 (USD-SOFR + 1.41% on 3/12/2030) (f)
|
6,245
|
6,222
|
|
Fiserv, Inc. 3.20% 7/1/2026
|
13,500
|
13,307
|
|
Goldman Sachs Group, Inc. 1.431% 3/9/2027 (USD-SOFR + 0.795% on 3/9/2026) (f)
|
10,000
|
9,750
|
|
Goldman Sachs Group, Inc. 3.615% 3/15/2028 (USD-SOFR + 1.846% on 3/15/2027) (f)
|
5,500
|
5,404
|
|
Goldman Sachs Group, Inc. 5.727% 4/25/2030 (USD-SOFR + 1.265% on 4/25/2029) (f)
|
1,000
|
1,034
|
|
Goldman Sachs Group, Inc. 4.692% 10/23/2030 (USD-SOFR + 1.135% on 10/23/2029) (f)
|
14,443
|
14,397
|
|
Goldman Sachs Group, Inc. 5.207% 1/28/2031 (USD-SOFR + 1.078% on 1/28/2030) (f)
|
6,514
|
6,608
|
|
Goldman Sachs Group, Inc. 5.218% 4/23/2031 (USD-SOFR + 1.58% on 4/23/2030) (f)
|
6,868
|
6,970
|
|
Goldman Sachs Group, Inc. 1.992% 1/27/2032 (USD-SOFR + 1.09% on 1/27/2031) (f)
|
3,640
|
3,099
|
|
Goldman Sachs Group, Inc. 5.016% 10/23/2035 (USD-SOFR + 1.42% on 10/23/2034) (f)
|
4,065
|
3,936
|
|
Guardian Life Global Funding 0.875% 12/10/2025 (e)
|
14,000
|
13,736
|
|
HSBC Holdings PLC 4.292% 9/12/2026 (3-month USD CME Term SOFR + 1.609% on 9/12/2025)
(f)
|
6,150
|
6,138
|
|
HSBC Holdings PLC 4.755% 6/9/2028 (USD-SOFR + 2.11% on 6/9/2027) (f)
|
13,875
|
13,865
|
|
HSBC Holdings PLC 7.39% 11/3/2028 (USD-SOFR + 7.39% on 11/3/2027) (f)
|
7,259
|
7,678
|
|
HSBC Holdings PLC 2.206% 8/17/2029 (USD-SOFR + 1.285% on 8/17/2028) (f)
|
1,136
|
1,047
|
|
HSBC Holdings PLC 5.286% 11/19/2030 (USD-SOFR + 1.29% on 11/19/2029) (f)
|
3,067
|
3,099
|
|
HSBC Holdings PLC 5.13% 3/3/2031 (USD-SOFR + 1.29% on 3/3/2030) (f)
|
12,000
|
12,035
|
|
HSBC Holdings PLC 2.804% 5/24/2032 (USD-SOFR + 1.187% on 5/24/2031) (f)
|
267
|
234
|
|
HSBC Holdings PLC 5.45% 3/3/2036 (USD-SOFR + 1.56% on 3/3/2035) (f)
|
1,669
|
1,643
|
|
Intercontinental Exchange, Inc. 5.25% 6/15/2031
|
2,620
|
2,702
|
|
Intesa Sanpaolo SpA 8.248% 11/21/2033 (1-year UST Yield Curve Rate T Note Constant
Maturity + 4.40% on
11/21/2032) (e)(f)
|
1,250
|
1,425
|
|
JPMorgan Chase & Co. 5.04% 1/23/2028 (USD-SOFR + 1.19% on 1/23/2027) (f)
|
8,371
|
8,434
|
|
JPMorgan Chase & Co. 4.505% 10/22/2028 (USD-SOFR + 0.86% on 10/22/2027) (f)
|
9,532
|
9,514
|
|
JPMorgan Chase & Co. 5.299% 7/24/2029 (USD-SOFR + 1.45% on 7/24/2028) (f)
|
4,843
|
4,942
|
|
JPMorgan Chase & Co. 5.581% 4/22/2030 (USD-SOFR + 1.16% on 4/22/2029) (f)
|
2,174
|
2,245
|
|
JPMorgan Chase & Co. 4.995% 7/22/2030 (USD-SOFR + 1.125% on 7/22/2029) (f)
|
9,759
|
9,852
|
|
JPMorgan Chase & Co. 4.603% 10/22/2030 (USD-SOFR + 1.04% on 10/22/2029) (f)
|
22,619
|
22,492
|
|
JPMorgan Chase & Co. 5.14% 1/24/2031 (USD-SOFR + 0.90% on 1/24/2030) (f)
|
10,208
|
10,370
|
|
JPMorgan Chase & Co. 4.493% 3/24/2031 (3-month USD CME Term SOFR + 3.79% on 3/24/2030)
(f)
|
2,222
|
2,196
|
|
JPMorgan Chase & Co. 5.103% 4/22/2031 (USD-SOFR + 1.435% on 4/22/2030) (f)
|
6,437
|
6,532
|
|
JPMorgan Chase & Co. 1.764% 11/19/2031 (3-month USD CME Term SOFR + 1.105% on 11/19/2030)
(f)
|
455
|
389
|
|
JPMorgan Chase & Co. 2.545% 11/8/2032 (USD-SOFR + 1.18% on 11/8/2031) (f)
|
5,605
|
4,859
|
|
JPMorgan Chase & Co. 4.946% 10/22/2035 (USD-SOFR + 1.34% on 10/22/2034) (f)
|
3,800
|
3,689
|
|
JPMorgan Chase & Co. 5.572% 4/22/2036 (USD-SOFR + 1.68% on 4/22/2035) (f)
|
10,380
|
10,565
|
|
KfW 0.375% 7/18/2025
|
20,670
|
20,565
|
|
KfW 5.125% 9/29/2025
|
10,813
|
10,837
|
|
Lloyds Banking Group PLC 1.627% 5/11/2027 (1-year UST Yield Curve Rate T Note Constant
Maturity + 0.85% on
5/11/2026) (f)
|
2,150
|
2,089
|
|
Lloyds Banking Group PLC 5.985% 8/7/2027 (1-year UST Yield Curve Rate T Note Constant
Maturity + 1.48% on
8/7/2026) (f)
|
6,785
|
6,882
|
|
Lloyds Banking Group PLC 5.462% 1/5/2028 (1-year UST Yield Curve Rate T Note Constant
Maturity + 1.375% on
1/5/2027) (f)
|
6,550
|
6,627
|
|
Marsh & McLennan Cos., Inc. 4.65% 3/15/2030
|
5,700
|
5,727
|
|
Marsh & McLennan Cos., Inc. 4.85% 11/15/2031
|
16,435
|
16,514
|
|
Marsh & McLennan Cos., Inc. 5.00% 3/15/2035
|
4,800
|
4,725
|
|
Mastercard, Inc. 4.875% 3/9/2028
|
6,351
|
6,480
|
|
Mastercard, Inc. 4.35% 1/15/2032
|
10,000
|
9,849
|
|
Mastercard, Inc. 4.95% 3/15/2032
|
1,350
|
1,376
|
|
Mastercard, Inc. 4.875% 5/9/2034
|
1,059
|
1,057
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Mastercard, Inc. 4.55% 1/15/2035
|
USD789
|
$766
|
|
Metropolitan Life Global Funding I 0.95% 7/2/2025 (e)
|
31,676
|
31,583
|
|
Metropolitan Life Global Funding I 3.45% 12/18/2026 (e)
|
1,650
|
1,627
|
|
Metropolitan Life Global Funding I 1.875% 1/11/2027 (e)
|
12,650
|
12,154
|
|
Metropolitan Life Global Funding I 4.40% 6/30/2027 (e)
|
9,400
|
9,426
|
|
Morgan Stanley 4.679% 7/17/2026 (USD-SOFR + 1.669% on 7/17/2025) (f)
|
7,340
|
7,339
|
|
Morgan Stanley 3.125% 7/27/2026
|
770
|
758
|
|
Morgan Stanley 0.985% 12/10/2026 (USD-SOFR + 0.72% on 12/10/2025) (f)
|
1,000
|
980
|
|
Morgan Stanley 5.164% 4/20/2029 (USD-SOFR + 1.59% on 4/20/2028) (f)
|
17,883
|
18,136
|
|
Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029) (f)
|
14,496
|
14,405
|
|
Morgan Stanley 5.23% 1/15/2031 (USD-SOFR + 1.108% on 1/15/2030) (f)
|
1,891
|
1,920
|
|
Morgan Stanley 5.192% 4/17/2031 (USD-SOFR + 1.51% on 4/17/2030) (f)
|
6,116
|
6,207
|
|
Morgan Stanley 5.25% 4/21/2034 (USD-SOFR + 1.87% on 4/21/2033) (f)
|
132
|
132
|
|
Morgan Stanley 6.627% 11/1/2034 (USD-SOFR + 2.05% on 11/1/2033) (f)
|
9,809
|
10,648
|
|
Morgan Stanley 5.32% 7/19/2035 (USD-SOFR + 1.555% on 7/19/2034) (f)
|
7,870
|
7,822
|
|
Morgan Stanley 5.664% 4/17/2036 (USD-SOFR + 1.757% on 4/17/2035) (f)
|
12,503
|
12,712
|
|
Morgan Stanley 5.516% 11/19/2055 (USD-SOFR + 1.71% on 11/19/2054) (f)
|
42
|
40
|
|
NatWest Group PLC 1.642% 6/14/2027 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 0.90% on
6/14/2026) (f)
|
20,000
|
19,382
|
|
New York Life Global Funding 0.95% 6/24/2025 (e)
|
3,368
|
3,361
|
|
New York Life Global Funding 0.85% 1/15/2026 (e)
|
10,870
|
10,635
|
|
New York Life Global Funding 4.60% 12/5/2029 (e)
|
740
|
744
|
|
New York Life Global Funding 4.55% 1/28/2033 (e)
|
1,347
|
1,304
|
|
Northwestern Mutual Global Funding 0.80% 1/14/2026 (e)
|
15,314
|
14,972
|
|
PNC Bank, National Association, 4.543% 5/13/2027 (USD-SOFR + 0.63% on 5/13/2026) (f)
|
17,204
|
17,208
|
|
PNC Financial Services Group, Inc. 4.758% 1/26/2027 (USD-SOFR + 1.085% on 1/26/2026)
(f)
|
800
|
801
|
|
PNC Financial Services Group, Inc. 5.30% 1/21/2028 (USD-SOFR + 1.342% on 1/21/2027)
(f)
|
8,825
|
8,930
|
|
PNC Financial Services Group, Inc. 5.582% 6/12/2029 (USD-SOFR + 1.841% on 6/12/2028)
(f)
|
19,943
|
20,524
|
|
PNC Financial Services Group, Inc. 5.222% 1/29/2031 (USD-SOFR + 1.072% on 1/29/2030)
(f)
|
5,687
|
5,781
|
|
PNC Financial Services Group, Inc. 6.875% 10/20/2034 (USD-SOFR + 2.284% on 10/20/2033)
(f)
|
700
|
768
|
|
PNC Financial Services Group, Inc. 5.676% 1/22/2035 (USD-SOFR + 1.902% on 1/22/2034)
(f)
|
3,900
|
3,980
|
|
Royal Bank of Canada 4.875% 1/12/2026
|
6,665
|
6,677
|
|
Royal Bank of Canada 4.965% 1/24/2029 (USD-SOFR + 0.83% on 1/24/2028) (f)
|
10,000
|
10,102
|
|
Royal Bank of Canada 5.153% 2/4/2031 (USD-SOFR + 1.03% on 2/4/2030) (f)
|
17,250
|
17,504
|
|
Royal Bank of Canada 4.971% 5/2/2031 (USD-SOFR + 1.13% on 5/2/2030) (f)
|
15,000
|
15,103
|
|
State Street Corp. 4.834% 4/24/2030
|
2,000
|
2,018
|
|
Sumitomo Mitsui Financial Group, Inc. 5.88% 7/13/2026
|
12,317
|
12,503
|
|
Swedbank AB 6.136% 9/12/2026 (e)
|
15,000
|
15,309
|
|
Synchrony Financial 5.45% 3/6/2031 (USD-SOFR + 1.68% on 3/6/2030) (f)
|
10,822
|
10,776
|
|
Toronto-Dominion Bank (The) 4.568% 12/17/2026
|
6,665
|
6,676
|
|
Toronto-Dominion Bank (The) 4.861% 1/31/2028
|
10,095
|
10,196
|
|
Toronto-Dominion Bank (The) 4.783% 12/17/2029
|
7,332
|
7,364
|
|
Toronto-Dominion Bank (The) 5.298% 1/30/2032
|
1,500
|
1,522
|
|
Truist Bank 4.671% 5/20/2027 (USD-SOFR + 0.59% on 5/20/2026) (f)
|
8,000
|
8,007
|
|
Truist Financial Corp. 5.071% 5/20/2031 (USD-SOFR + 1.309% on 5/20/2030) (f)
|
13,406
|
13,469
|
|
Truist Financial Corp. 5.153% 8/5/2032 (USD-SOFR + 1.571% on 8/5/2031) (f)
|
13,824
|
13,905
|
|
U.S. Bancorp 5.727% 10/21/2026 (USD-SOFR + 1.43% on 10/21/2025) (f)
|
20,000
|
20,077
|
|
U.S. Bancorp 4.653% 2/1/2029 (USD-SOFR + 1.23% on 2/1/2028) (f)
|
1,119
|
1,121
|
|
U.S. Bancorp 5.046% 2/12/2031 (USD-SOFR + 1.061% on 2/12/2030) (f)
|
10,000
|
10,074
|
|
UBS Group AG 5.428% 2/8/2030 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 1.52% on
2/8/2029) (e)(f)
|
7,475
|
7,626
|
|
UBS Group AG 5.617% 9/13/2030 (1-year USD-ICE SOFR Swap + 1.34% on 9/13/2029) (e)(f)
|
600
|
618
|
|
UBS Group AG 2.095% 2/11/2032 (1-year UST Yield Curve Rate T Note Constant Maturity
+ 1.00% on
2/11/2031) (e)(f)
|
2,483
|
2,123
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Financials (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Wells Fargo & Co. 5.707% 4/22/2028 (USD-SOFR + 1.07% on 4/22/2027) (f)
|
USD21,828
|
$22,238
|
|
Wells Fargo & Co. 5.574% 7/25/2029 (USD-SOFR + 1.74% on 7/25/2028) (f)
|
7,095
|
7,280
|
|
Wells Fargo & Co. 6.303% 10/23/2029 (USD-SOFR + 1.79% on 10/23/2028) (f)
|
10,050
|
10,548
|
|
Wells Fargo & Co. 2.879% 10/30/2030 (3-month USD CME Term SOFR + 1.432% on 10/30/2029)
(f)
|
3,599
|
3,322
|
|
Wells Fargo & Co. 5.15% 4/23/2031 (USD-SOFR + 1.50% on 4/23/2030) (f)
|
9,382
|
9,497
|
|
Wells Fargo & Co. 3.35% 3/2/2033 (USD-SOFR + 1.50% on 3/2/2032) (f)
|
3,293
|
2,955
|
|
Wells Fargo & Co. 5.211% 12/3/2035 (USD-SOFR + 1.38% on 12/3/2034) (f)
|
4,627
|
4,540
|
|
|
|
|
1,357,673
|
Utilities 2.02%
|
|
|
|
AEP Transmission Co., LLC 5.15% 4/1/2034
|
7,774
|
7,716
|
|
AEP Transmission Co., LLC 5.375% 6/15/2035
|
375
|
377
|
|
Alabama Power Co. 3.75% 9/1/2027
|
5,000
|
4,952
|
|
Ameren Corp. 1.75% 3/15/2028
|
500
|
464
|
|
American Electric Power Co., Inc. 4.30% 12/1/2028
|
2,585
|
2,562
|
|
American Transmission Systems, Inc. 2.65% 1/15/2032 (e)
|
5,125
|
4,446
|
|
CenterPoint Energy Houston Electric, LLC 5.05% 3/1/2035
|
700
|
689
|
|
CenterPoint Energy, Inc. 1.45% 6/1/2026
|
1,250
|
1,212
|
|
CenterPoint Energy, Inc. 2.65% 6/1/2031
|
5,000
|
4,386
|
|
Cleveland Electric Illuminating Co. (The) 3.50% 4/1/2028 (e)
|
4,975
|
4,795
|
|
CMS Energy Corp. 3.00% 5/15/2026
|
10,285
|
10,134
|
|
Connecticut Light and Power Co. (The) 2.05% 7/1/2031
|
8,919
|
7,694
|
|
Connecticut Light and Power Co. (The) 4.95% 8/15/2034
|
2,125
|
2,088
|
|
Consumers Energy Co. 3.80% 11/15/2028
|
9,225
|
9,073
|
|
Consumers Energy Co. 3.60% 8/15/2032
|
10,844
|
9,950
|
|
Consumers Energy Co. 4.625% 5/15/2033
|
1,938
|
1,888
|
|
Consumers Energy Co. 5.05% 5/15/2035
|
6,050
|
6,017
|
|
DTE Energy Co. 4.95% 7/1/2027
|
6,525
|
6,579
|
|
Duke Energy Florida, LLC 1.75% 6/15/2030
|
16,616
|
14,510
|
|
Edison International 5.25% 11/15/2028
|
6,169
|
6,079
|
|
Edison International 5.45% 6/15/2029
|
375
|
370
|
|
Edison International 6.95% 11/15/2029
|
1,217
|
1,263
|
|
Edison International 6.25% 3/15/2030
|
8,889
|
9,009
|
|
Edison International 5.25% 3/15/2032
|
7,668
|
7,262
|
|
Enel Finance International NV 2.125% 7/12/2028 (e)
|
1,175
|
1,090
|
|
Entergy Corp. 0.90% 9/15/2025
|
6,025
|
5,960
|
|
Entergy Corp. 1.90% 6/15/2028
|
10,000
|
9,282
|
|
Entergy Louisiana, LLC 3.12% 9/1/2027
|
2,000
|
1,944
|
|
Entergy Louisiana, LLC 5.15% 9/15/2034
|
1,810
|
1,792
|
|
Eversource Energy 1.40% 8/15/2026
|
17,138
|
16,483
|
|
Eversource Energy 5.95% 2/1/2029
|
5,000
|
5,197
|
|
Eversource Energy 5.50% 1/1/2034
|
1,450
|
1,447
|
|
FirstEnergy Corp. 1.60% 1/15/2026
|
33,567
|
32,924
|
|
FirstEnergy Corp. 2.25% 9/1/2030
|
3,975
|
3,485
|
|
FirstEnergy Transmission, LLC 2.866% 9/15/2028 (e)
|
100
|
95
|
|
Florida Power & Light Co. 4.40% 5/15/2028
|
22,500
|
22,612
|
|
Florida Power & Light Co. 5.10% 4/1/2033
|
2,665
|
2,691
|
|
Florida Power & Light Co. 4.80% 5/15/2033
|
7,786
|
7,707
|
|
Florida Power & Light Co. 5.30% 6/15/2034
|
3,310
|
3,364
|
|
Georgia Power Co. 5.25% 3/15/2034
|
936
|
941
|
|
Jersey Central Power & Light Co. 5.10% 1/15/2035
|
725
|
710
|
|
Monongahela Power Co. 3.55% 5/15/2027 (e)
|
5,500
|
5,392
|
|
Northern States Power Co. 5.05% 5/15/2035
|
4,748
|
4,738
|
|
Pacific Gas and Electric Co. 2.10% 8/1/2027
|
15,000
|
14,158
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Utilities (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Pacific Gas and Electric Co. 4.55% 7/1/2030
|
USD4,310
|
$4,176
|
|
Pacific Gas and Electric Co. 2.50% 2/1/2031
|
19,565
|
16,832
|
|
Pacific Gas and Electric Co. 3.25% 6/1/2031
|
1,155
|
1,025
|
|
Pacific Gas and Electric Co. 4.40% 3/1/2032
|
4,947
|
4,600
|
|
Pacific Gas and Electric Co. 5.90% 6/15/2032
|
6,908
|
6,955
|
|
Pacific Gas and Electric Co. 6.15% 1/15/2033
|
2,405
|
2,447
|
|
Pacific Gas and Electric Co. 6.40% 6/15/2033
|
10,678
|
10,992
|
|
Pacific Gas and Electric Co. 6.95% 3/15/2034
|
2,884
|
3,066
|
|
Pacific Gas and Electric Co. 5.80% 5/15/2034
|
4,368
|
4,320
|
|
Pacific Gas and Electric Co. 5.70% 3/1/2035
|
15,593
|
15,340
|
|
PacifiCorp 2.70% 9/15/2030
|
4,848
|
4,356
|
|
PacifiCorp 5.30% 2/15/2031
|
23,800
|
24,203
|
|
PacifiCorp 5.45% 2/15/2034
|
1,650
|
1,648
|
|
Progress Energy, Inc. 7.00% 10/30/2031
|
375
|
416
|
|
Public Service Electric and Gas Co. 2.45% 1/15/2030
|
3,686
|
3,376
|
|
Public Service Electric and Gas Co. 1.90% 8/15/2031
|
5,449
|
4,660
|
|
Public Service Electric and Gas Co. 3.10% 3/15/2032
|
1,335
|
1,204
|
|
Public Service Electric and Gas Co. 5.20% 8/1/2033
|
733
|
742
|
|
Public Service Electric and Gas Co. 4.85% 8/1/2034
|
2,095
|
2,063
|
|
Public Service Electric and Gas Co. 5.05% 3/1/2035
|
825
|
822
|
|
Public Service Enterprise Group, Inc. 4.90% 3/15/2030
|
1,350
|
1,360
|
|
Public Service Enterprise Group, Inc. 1.60% 8/15/2030
|
5,273
|
4,506
|
|
Public Service Enterprise Group, Inc. 5.40% 3/15/2035
|
250
|
249
|
|
San Diego Gas & Electric Co. 4.95% 8/15/2028
|
2,220
|
2,259
|
|
Southern California Edison Co. 1.20% 2/1/2026
|
2,485
|
2,428
|
|
Southern California Edison Co. 4.40% 9/6/2026
|
10,000
|
9,961
|
|
Southern California Edison Co. 3.65% 3/1/2028
|
8,819
|
8,553
|
|
Southern California Edison Co. 5.65% 10/1/2028
|
600
|
612
|
|
Southern California Edison Co. 5.15% 6/1/2029
|
1,395
|
1,405
|
|
Southern California Edison Co. 2.85% 8/1/2029
|
9,022
|
8,298
|
|
Southern California Edison Co. 5.25% 3/15/2030
|
20,820
|
20,940
|
|
Southern California Edison Co. 2.25% 6/1/2030
|
7,230
|
6,301
|
|
Southern California Edison Co. 2.50% 6/1/2031
|
12,200
|
10,459
|
|
Southern California Edison Co. 5.45% 6/1/2031
|
6,555
|
6,605
|
|
Southern California Edison Co. 2.75% 2/1/2032
|
13,788
|
11,630
|
|
Southern California Edison Co. 5.45% 3/1/2035
|
545
|
528
|
|
Tampa Electric Co. 5.15% 3/1/2035
|
3,500
|
3,455
|
|
Union Electric Co. 5.25% 4/15/2035
|
6,189
|
6,206
|
|
WEC Energy Group, Inc. 5.15% 10/1/2027
|
7,833
|
7,941
|
|
Wisconsin Public Service Corp. 4.55% 12/1/2029
|
9,195
|
9,270
|
|
Xcel Energy, Inc. 3.40% 6/1/2030
|
925
|
869
|
|
Xcel Energy, Inc. 5.50% 3/15/2034
|
7,952
|
7,934
|
|
Xcel Energy, Inc. 5.60% 4/15/2035
|
7,436
|
7,439
|
|
|
|
|
517,978
|
Consumer discretionary 1.76%
|
|
|
|
American Honda Finance Corp. 1.20% 7/8/2025
|
15,273
|
15,221
|
|
American Honda Finance Corp. 1.00% 9/10/2025
|
13,000
|
12,874
|
|
American Honda Finance Corp. 1.30% 9/9/2026
|
7,500
|
7,198
|
|
Daimler Trucks Finance North America, LLC 5.15% 1/16/2026 (e)
|
3,343
|
3,351
|
|
Daimler Trucks Finance North America, LLC 2.00% 12/14/2026 (e)
|
8,975
|
8,634
|
|
Daimler Trucks Finance North America, LLC 5.00% 1/15/2027 (e)
|
5,691
|
5,728
|
|
Daimler Trucks Finance North America, LLC 3.65% 4/7/2027 (e)
|
2,625
|
2,581
|
|
Daimler Trucks Finance North America, LLC 4.95% 1/13/2028 (e)
|
14,589
|
14,682
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Consumer discretionary (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Daimler Trucks Finance North America, LLC 5.40% 9/20/2028 (e)
|
USD11,271
|
$11,509
|
|
Daimler Trucks Finance North America, LLC 2.375% 12/14/2028 (e)
|
6,525
|
6,041
|
|
Daimler Trucks Finance North America, LLC 5.125% 9/25/2029 (e)
|
6,420
|
6,490
|
|
Daimler Trucks Finance North America, LLC 5.25% 1/13/2030 (e)
|
12,000
|
12,180
|
|
Daimler Trucks Finance North America, LLC 5.375% 1/13/2032 (e)
|
17,400
|
17,429
|
|
Daimler Trucks Finance North America, LLC 5.375% 6/25/2034 (e)
|
268
|
264
|
|
Ford Motor Co. 3.25% 2/12/2032
|
3,305
|
2,729
|
|
Ford Motor Credit Co., LLC 3.375% 11/13/2025
|
255
|
253
|
|
Ford Motor Credit Co., LLC 6.95% 3/6/2026
|
1,405
|
1,414
|
|
Ford Motor Credit Co., LLC 6.95% 6/10/2026
|
1,070
|
1,082
|
|
Ford Motor Credit Co., LLC 2.70% 8/10/2026
|
200
|
194
|
|
Ford Motor Credit Co., LLC 4.271% 1/9/2027
|
200
|
196
|
|
Ford Motor Credit Co., LLC 5.85% 5/17/2027
|
12,000
|
11,989
|
|
Ford Motor Credit Co., LLC 4.95% 5/28/2027
|
5,980
|
5,895
|
|
Ford Motor Credit Co., LLC 4.125% 8/17/2027
|
2,275
|
2,195
|
|
Ford Motor Credit Co., LLC 3.815% 11/2/2027
|
765
|
731
|
|
Ford Motor Credit Co., LLC 7.35% 11/4/2027
|
3,715
|
3,825
|
|
Ford Motor Credit Co., LLC 2.90% 2/16/2028
|
650
|
602
|
|
Ford Motor Credit Co., LLC 5.918% 3/20/2028
|
14,197
|
14,230
|
|
Ford Motor Credit Co., LLC 6.80% 5/12/2028
|
10,010
|
10,223
|
|
Ford Motor Credit Co., LLC 6.798% 11/7/2028
|
8,214
|
8,392
|
|
Ford Motor Credit Co., LLC 5.80% 3/8/2029
|
15,000
|
14,800
|
|
Ford Motor Credit Co., LLC 5.875% 11/7/2029
|
13,500
|
13,337
|
|
Ford Motor Credit Co., LLC 4.00% 11/13/2030
|
450
|
401
|
|
Ford Motor Credit Co., LLC 3.625% 6/17/2031
|
200
|
172
|
|
Ford Motor Credit Co., LLC 6.532% 3/19/2032
|
14,500
|
14,456
|
|
Ford Motor Credit Co., LLC 7.122% 11/7/2033
|
1,331
|
1,353
|
|
Ford Motor Credit Co., LLC 6.50% 2/7/2035
|
600
|
585
|
|
General Motors Financial Co., Inc. 5.40% 4/6/2026
|
13,440
|
13,482
|
|
General Motors Financial Co., Inc. 4.90% 10/6/2029
|
12,606
|
12,432
|
|
General Motors Financial Co., Inc. 5.35% 1/7/2030
|
8,725
|
8,735
|
|
General Motors Financial Co., Inc. 5.45% 7/15/2030
|
5,835
|
5,844
|
|
General Motors Financial Co., Inc. 5.45% 9/6/2034
|
1,131
|
1,083
|
|
General Motors Financial Co., Inc. 5.90% 1/7/2035
|
900
|
888
|
|
Home Depot, Inc. 4.95% 6/25/2034
|
13,198
|
13,209
|
|
Hyatt Hotels Corp. 5.05% 3/30/2028
|
5,399
|
5,427
|
|
Hyatt Hotels Corp. 5.75% 3/30/2032
|
19,251
|
19,441
|
|
Hyundai Capital America 1.80% 10/15/2025 (e)
|
7,423
|
7,338
|
|
Hyundai Capital America 1.50% 6/15/2026 (e)
|
20,850
|
20,135
|
|
Hyundai Capital America 5.45% 6/24/2026 (e)
|
6,226
|
6,259
|
|
Hyundai Capital America 5.275% 6/24/2027 (e)
|
10,000
|
10,066
|
|
Hyundai Capital America 2.375% 10/15/2027 (e)
|
745
|
702
|
|
Hyundai Capital America 6.50% 1/16/2029 (e)
|
2,835
|
2,963
|
|
Hyundai Capital America 5.30% 6/24/2029 (e)
|
2,733
|
2,760
|
|
Hyundai Capital America 5.30% 1/8/2030 (e)
|
7,000
|
7,087
|
|
Hyundai Capital America 5.15% 3/27/2030 (e)
|
2,250
|
2,252
|
|
Hyundai Capital America 4.75% 9/26/2031 (e)
|
13,000
|
12,641
|
|
Marriott International, Inc. 4.90% 4/15/2029
|
2,798
|
2,824
|
|
McDonalds Corp. 4.60% 5/15/2030
|
1,500
|
1,506
|
|
McDonald’s Corp. 4.95% 3/3/2035
|
1,548
|
1,527
|
|
Mercedes-Benz Finance North America, LLC 1.45% 3/2/2026 (e)
|
5,445
|
5,323
|
|
Sands China, Ltd. 2.30% 3/8/2027
|
8,000
|
7,623
|
|
Stellantis Finance US, Inc. 1.711% 1/29/2027 (e)
|
4,050
|
3,837
|
|
Stellantis Finance US, Inc. 5.625% 1/12/2028 (e)
|
5,000
|
5,046
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Consumer discretionary (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Toyota Motor Credit Corp. 1.125% 6/18/2026
|
USD985
|
$953
|
|
Toyota Motor Credit Corp. 1.90% 1/13/2027
|
1,710
|
1,645
|
|
Toyota Motor Credit Corp. 1.90% 4/6/2028
|
3,555
|
3,332
|
|
Toyota Motor Credit Corp. 4.95% 1/9/2030
|
12,490
|
12,688
|
|
Volkswagen Group of America Finance, LLC 4.95% 3/25/2027 (e)
|
9,573
|
9,576
|
|
Volkswagen Group of America Finance, LLC 5.05% 3/27/2028 (e)
|
10,000
|
10,000
|
|
|
|
|
451,860
|
Health care 1.60%
|
|
|
|
AbbVie, Inc. 4.80% 3/15/2029
|
30,000
|
30,442
|
|
AbbVie, Inc. 3.20% 11/21/2029
|
4,575
|
4,341
|
|
AbbVie, Inc. 4.95% 3/15/2031
|
22,565
|
22,942
|
|
AbbVie, Inc. 5.05% 3/15/2034
|
17,800
|
17,858
|
|
AbbVie, Inc. 5.20% 3/15/2035
|
5,093
|
5,118
|
|
Amgen, Inc. 5.15% 3/2/2028
|
11,195
|
11,402
|
|
Amgen, Inc. 3.00% 2/22/2029
|
16,261
|
15,428
|
|
Amgen, Inc. 4.05% 8/18/2029
|
10,000
|
9,804
|
|
Amgen, Inc. 5.25% 3/2/2030
|
5,891
|
6,042
|
|
Amgen, Inc. 5.25% 3/2/2033
|
3,500
|
3,533
|
|
Boston Scientific Corp. 1.90% 6/1/2025
|
4,880
|
4,880
|
|
Bristol-Myers Squibb Co. 4.90% 2/22/2029
|
1,100
|
1,121
|
|
Bristol-Myers Squibb Co. 5.10% 2/22/2031
|
4,725
|
4,839
|
|
Bristol-Myers Squibb Co. 2.95% 3/15/2032
|
869
|
777
|
|
Bristol-Myers Squibb Co. 5.20% 2/22/2034
|
11,200
|
11,290
|
|
Centene Corp. 2.45% 7/15/2028
|
3,835
|
3,534
|
|
Cigna Group (The) 1.25% 3/15/2026
|
3,014
|
2,936
|
|
CVS Health Corp. 3.625% 4/1/2027
|
5,440
|
5,348
|
|
CVS Health Corp. 1.30% 8/21/2027
|
16,000
|
14,880
|
|
CVS Health Corp. 5.40% 6/1/2029
|
9,490
|
9,680
|
|
CVS Health Corp. 5.25% 1/30/2031
|
4,880
|
4,922
|
|
CVS Health Corp. 1.875% 2/28/2031
|
3,295
|
2,769
|
|
CVS Health Corp. 5.55% 6/1/2031
|
6,280
|
6,421
|
|
Elevance Health, Inc. 4.90% 2/8/2026
|
6,009
|
6,009
|
|
Elevance Health, Inc. 5.20% 2/15/2035
|
1,445
|
1,435
|
|
Eli Lilly and Co. 4.75% 2/12/2030
|
1,589
|
1,615
|
|
Eli Lilly and Co. 4.90% 2/12/2032
|
36,690
|
37,272
|
|
Eli Lilly and Co. 5.10% 2/12/2035
|
2,757
|
2,775
|
|
Gilead Sciences, Inc. 5.25% 10/15/2033
|
2,050
|
2,088
|
|
HCA, Inc. 3.125% 3/15/2027
|
15,875
|
15,480
|
|
HCA, Inc. 3.375% 3/15/2029
|
3,459
|
3,291
|
|
HCA, Inc. 2.375% 7/15/2031
|
3,023
|
2,587
|
|
Humana, Inc. 5.375% 4/15/2031
|
27,186
|
27,370
|
|
Johnson & Johnson 5.00% 3/1/2035
|
2,000
|
2,019
|
|
Medtronic Global Holdings S.C.A. 4.25% 3/30/2028
|
6,917
|
6,928
|
|
Pfizer Investment Enterprises Pte., Ltd. 4.45% 5/19/2028
|
9,000
|
9,048
|
|
Pfizer Investment Enterprises Pte., Ltd. 4.75% 5/19/2033
|
1,500
|
1,476
|
|
Roche Holdings, Inc. 4.203% 9/9/2029 (e)
|
12,793
|
12,739
|
|
Solventum Corp. 5.40% 3/1/2029
|
10,000
|
10,207
|
|
Stryker Corp. 4.85% 2/10/2030
|
2,700
|
2,728
|
|
Stryker Corp. 5.20% 2/10/2035
|
1,600
|
1,602
|
|
Thermo Fisher Scientific, Inc. 1.75% 10/15/2028
|
2,703
|
2,488
|
|
UnitedHealth Group, Inc. 1.15% 5/15/2026
|
9,295
|
9,007
|
|
UnitedHealth Group, Inc. 4.00% 5/15/2029
|
6,500
|
6,352
|
|
UnitedHealth Group, Inc. 2.00% 5/15/2030
|
13,500
|
11,895
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Health care (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
UnitedHealth Group, Inc. 4.90% 4/15/2031
|
USD650
|
$652
|
|
UnitedHealth Group, Inc. 4.95% 1/15/2032
|
9,614
|
9,562
|
|
UnitedHealth Group, Inc. 4.20% 5/15/2032
|
3,066
|
2,916
|
|
Zoetis, Inc. 5.40% 11/14/2025
|
18,650
|
18,700
|
|
|
|
|
408,548
|
Consumer staples 1.34%
|
|
|
|
7-Eleven, Inc. 0.95% 2/10/2026 (e)
|
2,670
|
2,599
|
|
Altria Group, Inc. 4.40% 2/14/2026
|
8,708
|
8,696
|
|
Altria Group, Inc. 4.875% 2/4/2028
|
2,254
|
2,276
|
|
Altria Group, Inc. 2.45% 2/4/2032
|
444
|
377
|
|
Altria Group, Inc. 5.625% 2/6/2035
|
4,000
|
4,017
|
|
Anheuser-Busch InBev Worldwide, Inc. 5.00% 6/15/2034
|
400
|
403
|
|
BAT Capital Corp. 3.215% 9/6/2026
|
14,161
|
13,925
|
|
BAT Capital Corp. 6.343% 8/2/2030
|
4,369
|
4,661
|
|
BAT Capital Corp. 5.834% 2/20/2031
|
2,150
|
2,241
|
|
BAT Capital Corp. 5.35% 8/15/2032
|
22,250
|
22,483
|
|
BAT Capital Corp. 6.421% 8/2/2033
|
8,886
|
9,530
|
|
BAT Capital Corp. 6.00% 2/20/2034
|
631
|
657
|
|
BAT Capital Corp. 5.625% 8/15/2035
|
2,094
|
2,099
|
|
BAT International Finance PLC 5.931% 2/2/2029
|
12,406
|
12,961
|
|
Campbells Co. (The) 5.20% 3/21/2029
|
5,885
|
5,991
|
|
Campbells Co. (The) 4.75% 3/23/2035
|
2,833
|
2,672
|
|
Conagra Brands, Inc. 1.375% 11/1/2027
|
11,475
|
10,625
|
|
Constellation Brands, Inc. 4.35% 5/9/2027
|
10,515
|
10,492
|
|
Constellation Brands, Inc. 4.80% 1/15/2029
|
555
|
558
|
|
Constellation Brands, Inc. 4.80% 5/1/2030
|
496
|
496
|
|
Constellation Brands, Inc. 4.75% 5/9/2032
|
122
|
120
|
|
Constellation Brands, Inc. 4.90% 5/1/2033
|
245
|
240
|
|
Diageo Investment Corp. 5.125% 8/15/2030
|
1,967
|
2,008
|
|
Diageo Investment Corp. 5.625% 4/15/2035
|
330
|
339
|
|
J. M. Smucker Co. (The) 5.90% 11/15/2028
|
4,657
|
4,882
|
|
J. M. Smucker Co. (The) 6.20% 11/15/2033
|
2,478
|
2,632
|
|
Kroger Co. 5.00% 9/15/2034
|
7,781
|
7,581
|
|
Mars, Inc. 4.60% 3/1/2028 (e)
|
23,000
|
23,114
|
|
Mars, Inc. 4.80% 3/1/2030 (e)
|
35,252
|
35,485
|
|
Mars, Inc. 5.00% 3/1/2032 (e)
|
22,134
|
22,219
|
|
Mars, Inc. 5.20% 3/1/2035 (e)
|
17,177
|
17,119
|
|
Mondelez International, Inc. 4.50% 5/6/2030
|
15,000
|
14,867
|
|
Mondelez International, Inc. 4.75% 8/28/2034
|
723
|
702
|
|
Mondelez International, Inc. 5.125% 5/6/2035
|
2,000
|
1,970
|
|
Philip Morris International, Inc. 5.00% 11/17/2025
|
1,300
|
1,302
|
|
Philip Morris International, Inc. 5.125% 11/17/2027
|
19,946
|
20,305
|
|
Philip Morris International, Inc. 4.125% 4/28/2028
|
5,000
|
4,969
|
|
Philip Morris International, Inc. 4.625% 11/1/2029
|
18,773
|
18,844
|
|
Philip Morris International, Inc. 4.375% 4/30/2030
|
10,282
|
10,161
|
|
Philip Morris International, Inc. 5.50% 9/7/2030
|
5,000
|
5,194
|
|
Philip Morris International, Inc. 5.125% 2/13/2031
|
11,166
|
11,361
|
|
Philip Morris International, Inc. 4.75% 11/1/2031
|
3,957
|
3,949
|
|
Philip Morris International, Inc. 5.75% 11/17/2032
|
281
|
294
|
|
Philip Morris International, Inc. 5.375% 2/15/2033
|
300
|
306
|
|
Philip Morris International, Inc. 5.625% 9/7/2033
|
400
|
414
|
|
Philip Morris International, Inc. 5.25% 2/13/2034
|
211
|
212
|
|
Philip Morris International, Inc. 4.90% 11/1/2034
|
6,180
|
6,063
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Consumer staples (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Philip Morris International, Inc. 4.875% 4/30/2035
|
USD513
|
$496
|
|
Procter & Gamble Co. 3.95% 1/26/2028
|
7,500
|
7,522
|
|
|
|
|
342,429
|
Industrials 0.99%
|
|
|
|
BAE Systems PLC 5.125% 3/26/2029 (e)
|
750
|
764
|
|
BAE Systems PLC 5.25% 3/26/2031 (e)
|
5,131
|
5,253
|
|
BAE Systems PLC 5.30% 3/26/2034 (e)
|
500
|
505
|
|
Boeing Co. (The) 2.75% 2/1/2026
|
20,292
|
20,021
|
|
Boeing Co. (The) 2.196% 2/4/2026
|
22,066
|
21,679
|
|
Boeing Co. (The) 6.259% 5/1/2027
|
738
|
759
|
|
Boeing Co. (The) 3.25% 2/1/2028
|
9,350
|
9,024
|
|
Boeing Co. (The) 6.298% 5/1/2029
|
2,852
|
3,001
|
|
Boeing Co. (The) 5.15% 5/1/2030
|
3,959
|
3,995
|
|
Boeing Co. (The) 3.625% 2/1/2031
|
274
|
255
|
|
Boeing Co. (The) 6.388% 5/1/2031
|
8,849
|
9,447
|
|
Boeing Co. (The) 6.528% 5/1/2034
|
156
|
167
|
|
Canadian National Railway Co. 4.375% 9/18/2034
|
540
|
512
|
|
Canadian Pacific Railway Co. 1.75% 12/2/2026
|
9,790
|
9,415
|
|
Canadian Pacific Railway Co. 4.80% 3/30/2030
|
27,842
|
28,057
|
|
Canadian Pacific Railway Co. 5.20% 3/30/2035
|
740
|
738
|
|
CSX Corp. 5.05% 6/15/2035
|
2,660
|
2,628
|
|
General Dynamics Corp. 1.15% 6/1/2026
|
10,000
|
9,694
|
|
General Dynamics Corp. 4.95% 8/15/2035
|
1,500
|
1,476
|
|
Johnson Controls International PLC 4.90% 12/1/2032
|
4,371
|
4,325
|
|
L3Harris Technologies, Inc. 5.40% 1/15/2027
|
10,000
|
10,142
|
|
L3Harris Technologies, Inc. 5.40% 7/31/2033
|
6,114
|
6,199
|
|
Lockheed Martin Corp. 4.95% 10/15/2025
|
4,445
|
4,443
|
|
Lockheed Martin Corp. 5.10% 11/15/2027
|
3,805
|
3,897
|
|
Lockheed Martin Corp. 4.45% 5/15/2028
|
6,968
|
7,025
|
|
Masco Corp. 1.50% 2/15/2028
|
4,158
|
3,828
|
|
Norfolk Southern Corp. 5.05% 8/1/2030
|
4,288
|
4,389
|
|
Norfolk Southern Corp. 5.10% 5/1/2035
|
3,240
|
3,202
|
|
Northrop Grumman Corp. 4.65% 7/15/2030
|
2,200
|
2,207
|
|
Northrop Grumman Corp. 4.70% 3/15/2033
|
6,652
|
6,546
|
|
Paychex, Inc. 5.10% 4/15/2030
|
2,341
|
2,372
|
|
Paychex, Inc. 5.35% 4/15/2032
|
6,337
|
6,434
|
|
Paychex, Inc. 5.60% 4/15/2035
|
82
|
83
|
|
RTX Corp. 5.00% 2/27/2026
|
4,046
|
4,060
|
|
RTX Corp. 5.75% 11/8/2026
|
10,000
|
10,175
|
|
RTX Corp. 1.90% 9/1/2031
|
1,500
|
1,266
|
|
RTX Corp. 2.375% 3/15/2032
|
425
|
363
|
|
RTX Corp. 6.10% 3/15/2034
|
500
|
533
|
|
Siemens Financieringsmaatschappij NV 1.20% 3/11/2026 (e)
|
4,172
|
4,074
|
|
Siemens Funding BV 5.20% 5/28/2035 (e)
|
12,000
|
12,061
|
|
Union Pacific Corp. 5.10% 2/20/2035
|
8,487
|
8,506
|
|
Veralto Corp. 5.35% 9/18/2028
|
10,000
|
10,268
|
|
Waste Management, Inc. 4.875% 2/15/2029
|
10,000
|
10,186
|
|
Waste Management, Inc. 4.625% 2/15/2030
|
400
|
403
|
|
Waste Management, Inc. 4.95% 3/15/2035
|
262
|
259
|
|
|
|
|
254,636
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Information technology 0.89%
|
|
Principal amount
(000)
|
Value
(000)
|
Accenture Capital, Inc. 4.05% 10/4/2029
|
USD10,120
|
$9,995
|
|
Accenture Capital, Inc. 4.25% 10/4/2031
|
7,830
|
7,692
|
|
Accenture Capital, Inc. 4.50% 10/4/2034
|
246
|
236
|
|
Amphenol Corp. 5.00% 1/15/2035
|
1,417
|
1,406
|
|
Analog Devices, Inc. 1.70% 10/1/2028
|
2,583
|
2,373
|
|
Analog Devices, Inc. 5.05% 4/1/2034
|
1,581
|
1,594
|
|
Broadcom, Inc. 3.15% 11/15/2025
|
1,650
|
1,639
|
|
Broadcom, Inc. 1.95% 2/15/2028 (e)
|
2,435
|
2,288
|
|
Broadcom, Inc. 4.35% 2/15/2030
|
4,350
|
4,301
|
|
Broadcom, Inc. 5.15% 11/15/2031
|
13,562
|
13,812
|
|
Broadcom, Inc. 4.55% 2/15/2032
|
9,651
|
9,453
|
|
Broadcom, Inc. 4.80% 10/15/2034
|
460
|
448
|
|
Cisco Systems, Inc. 4.95% 2/26/2031
|
4,854
|
4,953
|
|
Cisco Systems, Inc. 5.05% 2/26/2034
|
4,385
|
4,420
|
|
Cisco Systems, Inc. 5.10% 2/24/2035
|
3,699
|
3,722
|
|
Intel Corp. 4.875% 2/10/2026
|
10,000
|
10,007
|
|
Intuit, Inc. 0.95% 7/15/2025
|
1,455
|
1,449
|
|
Intuit, Inc. 1.35% 7/15/2027
|
1,325
|
1,249
|
|
Microchip Technology, Inc. 4.90% 3/15/2028
|
9,043
|
9,078
|
|
Microchip Technology, Inc. 5.05% 3/15/2029
|
33,300
|
33,520
|
|
Microchip Technology, Inc. 5.05% 2/15/2030
|
13,553
|
13,597
|
|
Micron Technology, Inc. 6.05% 11/1/2035
|
1,325
|
1,352
|
|
Oracle Corp. 5.25% 2/3/2032
|
18,670
|
18,958
|
|
Oracle Corp. 5.50% 8/3/2035
|
700
|
704
|
|
ServiceNow, Inc. 1.40% 9/1/2030
|
403
|
345
|
|
Synopsys, Inc. 4.55% 4/1/2027
|
10,240
|
10,259
|
|
Synopsys, Inc. 4.65% 4/1/2028
|
18,000
|
18,113
|
|
Synopsys, Inc. 5.00% 4/1/2032
|
13,000
|
13,028
|
|
Synopsys, Inc. 5.15% 4/1/2035
|
19,712
|
19,491
|
|
Texas Instruments, Inc. 4.60% 2/8/2029
|
7,100
|
7,181
|
|
|
|
|
226,663
|
Communication services 0.65%
|
|
|
|
AT&T, Inc. 1.70% 3/25/2026
|
2,567
|
2,507
|
|
AT&T, Inc. 2.30% 6/1/2027
|
550
|
528
|
|
AT&T, Inc. 1.65% 2/1/2028
|
2,413
|
2,246
|
|
AT&T, Inc. 4.35% 3/1/2029
|
2,500
|
2,489
|
|
AT&T, Inc. 2.55% 12/1/2033
|
5,601
|
4,609
|
|
AT&T, Inc. 5.40% 2/15/2034
|
6,070
|
6,155
|
|
AT&T, Inc. 4.50% 5/15/2035
|
2,384
|
2,243
|
|
Charter Communications Operating, LLC 2.30% 2/1/2032
|
1,750
|
1,443
|
|
Charter Communications Operating, LLC 4.40% 4/1/2033
|
10,000
|
9,228
|
|
Charter Communications Operating, LLC 6.65% 2/1/2034
|
6,730
|
7,077
|
|
Charter Communications Operating, LLC 6.384% 10/23/2035
|
4,200
|
4,314
|
|
Comcast Corp. 2.65% 2/1/2030
|
1,000
|
922
|
|
Comcast Corp. 5.30% 6/1/2034
|
8,449
|
8,531
|
|
Comcast Corp. 5.30% 5/15/2035
|
3,282
|
3,290
|
|
Meta Platforms, Inc. 4.30% 8/15/2029
|
4,980
|
5,001
|
|
Meta Platforms, Inc. 4.75% 8/15/2034
|
7,479
|
7,399
|
|
SBA Tower Trust 1.631% 11/15/2026 (e)
|
13,740
|
13,065
|
|
T-Mobile USA, Inc. 1.50% 2/15/2026
|
7,500
|
7,326
|
|
T-Mobile USA, Inc. 3.75% 4/15/2027
|
29,000
|
28,636
|
|
T-Mobile USA, Inc. 2.05% 2/15/2028
|
950
|
893
|
|
T-Mobile USA, Inc. 4.85% 1/15/2029
|
2,000
|
2,020
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Communication services (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
T-Mobile USA, Inc. 3.875% 4/15/2030
|
USD3,534
|
$3,409
|
|
T-Mobile USA, Inc. 2.55% 2/15/2031
|
1,055
|
935
|
|
T-Mobile USA, Inc. 2.875% 2/15/2031
|
500
|
450
|
|
T-Mobile USA, Inc. 5.125% 5/15/2032
|
6,411
|
6,469
|
|
T-Mobile USA, Inc. 5.75% 1/15/2034
|
400
|
415
|
|
T-Mobile USA, Inc. 5.30% 5/15/2035
|
6,135
|
6,117
|
|
Verizon Communications, Inc. 1.75% 1/20/2031
|
1,000
|
853
|
|
Verizon Communications, Inc. 2.55% 3/21/2031
|
17,781
|
15,754
|
|
Verizon Communications, Inc. 5.25% 4/2/2035
|
10,192
|
10,158
|
|
WarnerMedia Holdings, Inc. 4.279% 3/15/2032
|
2,000
|
1,698
|
|
|
|
|
166,180
|
Energy 0.53%
|
|
|
|
Baker Hughes Holdings, LLC 2.061% 12/15/2026
|
1,671
|
1,612
|
|
Canadian Natural Resources, Ltd. 2.05% 7/15/2025
|
1,840
|
1,834
|
|
Chevron Corp. 1.995% 5/11/2027
|
5,213
|
5,019
|
|
Chevron U.S.A., Inc. 0.687% 8/12/2025
|
3,543
|
3,517
|
|
Chevron U.S.A., Inc. 1.018% 8/12/2027
|
2,992
|
2,800
|
|
Chevron U.S.A., Inc. 4.687% 4/15/2030
|
15,513
|
15,709
|
|
ConocoPhillips Co. 4.70% 1/15/2030
|
15,950
|
16,030
|
|
ConocoPhillips Co. 4.85% 1/15/2032
|
17,450
|
17,408
|
|
Diamondback Energy, Inc. 5.15% 1/30/2030
|
5,851
|
5,923
|
|
Diamondback Energy, Inc. 5.40% 4/18/2034
|
203
|
199
|
|
Diamondback Energy, Inc. 5.55% 4/1/2035
|
1,696
|
1,674
|
|
Energy Transfer, LP 6.10% 12/1/2028
|
13,150
|
13,735
|
|
Energy Transfer, LP 5.70% 4/1/2035
|
450
|
449
|
|
Eni SpA 5.50% 5/15/2034 (e)
|
1,802
|
1,788
|
|
Eni SpA 5.75% 5/19/2035 (e)
|
4,133
|
4,141
|
|
Enterprise Products Operating, LLC 5.05% 1/10/2026
|
8,361
|
8,389
|
|
Enterprise Products Operating, LLC 4.95% 2/15/2035
|
1,386
|
1,355
|
|
Exxon Mobil Corp. 2.61% 10/15/2030
|
5,000
|
4,586
|
|
Occidental Petroleum Corp. 5.375% 1/1/2032
|
4,100
|
3,961
|
|
Occidental Petroleum Corp. 5.55% 10/1/2034
|
3,465
|
3,278
|
|
ONEOK, Inc. 5.55% 11/1/2026
|
5,705
|
5,771
|
|
ONEOK, Inc. 5.05% 11/1/2034
|
929
|
886
|
|
Petroleos Mexicanos 6.84% 1/23/2030
|
2,250
|
2,104
|
|
Pioneer Natural Resources Co. 1.125% 1/15/2026
|
6,015
|
5,890
|
|
Saudi Arabian Oil Co. 1.625% 11/24/2025 (e)
|
1,920
|
1,892
|
|
Saudi Arabian Oil Co. 5.25% 7/17/2034 (e)
|
695
|
694
|
|
South Bow USA Infrastructure Holdings, LLC 5.026% 10/1/2029 (e)
|
4,813
|
4,774
|
|
Targa Resources Corp. 5.55% 8/15/2035
|
934
|
916
|
|
|
|
|
136,334
|
Real estate 0.30%
|
|
|
|
Alexandria Real Estate Equities, Inc. 2.75% 12/15/2029
|
2,285
|
2,086
|
|
American Tower Corp. 1.45% 9/15/2026
|
3,385
|
3,255
|
|
Boston Properties, LP 2.45% 10/1/2033
|
2,250
|
1,765
|
|
Boston Properties, LP 6.50% 1/15/2034
|
7,010
|
7,376
|
|
Boston Properties, LP 5.75% 1/15/2035
|
3,396
|
3,361
|
|
Crown Castle, Inc. 5.00% 1/11/2028
|
9,748
|
9,811
|
|
Crown Castle, Inc. 5.80% 3/1/2034
|
450
|
460
|
|
Equinix Europe 2 Financing Corp., LLC 5.50% 6/15/2034
|
2,800
|
2,842
|
|
Equinix, Inc. 1.25% 7/15/2025
|
1,850
|
1,842
|
|
Equinix, Inc. 2.00% 5/15/2028
|
368
|
344
|
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Real estate (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Prologis, LP 4.875% 6/15/2028
|
USD9,286
|
$9,423
|
|
Prologis, LP 5.00% 1/31/2035
|
6,326
|
6,216
|
|
Public Storage Operating Co. (USD-SOFR + 0.70%) 5.03% 4/16/2027 (b)
|
12,055
|
12,057
|
|
Public Storage Operating Co. 1.85% 5/1/2028
|
2,660
|
2,483
|
|
Public Storage Operating Co. 1.95% 11/9/2028
|
3,041
|
2,810
|
|
Scentre Group Trust 1 3.25% 10/28/2025 (e)
|
1,360
|
1,351
|
|
Sun Communities Operating, LP 2.30% 11/1/2028
|
4,193
|
3,884
|
|
VICI Properties, LP 4.75% 4/1/2028
|
2,276
|
2,276
|
|
VICI Properties, LP 5.625% 4/1/2035
|
3,506
|
3,467
|
|
|
|
|
77,109
|
Materials 0.26%
|
|
|
|
BHP Billiton Finance (USA), Ltd. 5.25% 9/8/2030
|
4,661
|
4,793
|
|
BHP Billiton Finance (USA), Ltd. 5.25% 9/8/2033
|
150
|
151
|
|
BHP Billiton Finance (USA), Ltd. 5.30% 2/21/2035
|
1,550
|
1,552
|
|
Celanese US Holdings, LLC 6.415% 7/15/2027
|
1,909
|
1,958
|
|
Celanese US Holdings, LLC 6.58% 7/15/2029
|
2,500
|
2,570
|
|
Chevron Phillips Chemical Co., LLC 4.75% 5/15/2030 (e)
|
4,069
|
4,094
|
|
Dow Chemical Co. (The) 5.15% 2/15/2034
|
6,883
|
6,739
|
|
Dow Chemical Co. (The) 5.35% 3/15/2035
|
3,718
|
3,607
|
|
EIDP, Inc. 4.50% 5/15/2026
|
8,125
|
8,132
|
|
LYB International Finance III, LLC 1.25% 10/1/2025
|
1,227
|
1,212
|
|
LYB International Finance III, LLC 2.25% 10/1/2030
|
1,192
|
1,042
|
|
LYB International Finance III, LLC 6.15% 5/15/2035
|
1,581
|
1,606
|
|
Rio Tinto Finance (USA) PLC 4.875% 3/14/2030
|
10,250
|
10,369
|
|
Rio Tinto Finance (USA) PLC 5.00% 3/14/2032
|
16,000
|
16,072
|
|
Rio Tinto Finance (USA) PLC 5.25% 3/14/2035
|
1,710
|
1,706
|
|
Vale Overseas, Ltd. 3.75% 7/8/2030
|
2,291
|
2,144
|
|
|
|
|
67,747
|
Total corporate bonds, notes & loans
|
|
|
4,007,157
|
Asset-backed obligations 14.08%
|
|
|
|
522 Funding CLO, Ltd., Series 18-3, Class AR, (3-month USD CME Term SOFR + 1.302%)
5.571%
10/20/2031 (a)(b)(e)
|
323
|
324
|
|
ACHV ABS Trust, Series 2024-3AL, Class A, 5.01% 12/26/2031 (a)(e)
|
1,075
|
1,074
|
|
ACHV ABS Trust, Series 2024-3AL, Class B, 5.45% 12/26/2031 (a)(e)
|
908
|
910
|
|
ACHV ABS Trust, Series 2024-3AL, Class C, 5.68% 12/26/2031 (a)(e)
|
834
|
833
|
|
ACHV ABS Trust, Series 2025-1PL, Class A, 4.76% 4/26/2032 (a)(e)
|
3,109
|
3,098
|
|
ACHV ABS Trust, Series 2025-1PL, Class B, 5.04% 4/26/2032 (a)(e)
|
3,696
|
3,680
|
|
ACHV ABS Trust, Series 2025-1PL, Class C, 5.31% 4/26/2032 (a)(e)
|
3,895
|
3,868
|
|
Affirm Asset Securitization Trust, Series 2021-Z2, Class A, 1.17% 11/16/2026 (a)(e)
|
73
|
73
|
|
Affirm Asset Securitization Trust, Series 2024-B, Class A, 4.62% 9/15/2029 (a)(e)
|
12,804
|
12,786
|
|
Affirm, Inc., Series 2023-B, Class A, 6.82% 9/15/2028 (a)(e)
|
3,657
|
3,675
|
|
Affirm, Inc., Series 2024, Class 1A, 5.61% 2/15/2029 (a)(e)
|
20,400
|
20,490
|
|
Affirm, Inc., Series 2024-A, Class A, 5.61% 2/15/2029 (a)(e)
|
12,922
|
12,968
|
|
Affirm, Inc., Series 2024-X1, Class A, 6.27% 5/15/2029 (a)(e)
|
1,400
|
1,402
|
|
Affirm, Inc., Series 2024-X2, Class A, 5.22% 12/17/2029 (a)(e)
|
7,615
|
7,618
|
|
Affirm, Inc., Series 2025-X1, Class A, 5.08% 4/15/2030 (a)(e)
|
16,000
|
15,999
|
|
Allegro CLO, Ltd., Series 2019-1, Class ARR, (3-month USD CME Term SOFR + 1.13%) 5.399%
4/20/2032 (a)(b)(e)
|
7,164
|
7,169
|
|
Allegro CLO, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR + 2.53%) 6.799%
1/19/2033 (a)(b)(e)
|
2,500
|
2,505
|
|
American Credit Acceptance Receivables Trust, Series 2024-2, Class A, 5.90% 2/12/2027
(a)(e)
|
2,190
|
2,192
|
|
American Credit Acceptance Receivables Trust, Series 2024-1, Class B, 5.60% 11/12/2027
(a)(e)
|
5,578
|
5,581
|
|
American Credit Acceptance Receivables Trust, Series 2024-3, Class A, 5.76% 11/12/2027
(a)(e)
|
7,698
|
7,716
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
American Credit Acceptance Receivables Trust, Series 2024-4, Class A, 4.81% 3/13/2028
(a)(e)
|
USD4,392
|
$4,390
|
|
American Credit Acceptance Receivables Trust, Series 2024-3, Class B, 5.66% 8/14/2028
(a)(e)
|
7,059
|
7,094
|
|
American Credit Acceptance Receivables Trust, Series 2025-2, Class A, 4.81% 9/12/2028
(a)(e)
|
5,406
|
5,407
|
|
American Credit Acceptance Receivables Trust, Series 2024-4, Class B, 4.80% 11/13/2028
(a)(e)
|
1,368
|
1,367
|
|
American Credit Acceptance Receivables Trust, Series 2025-2, Class B, 4.85% 5/14/2029
(a)(e)
|
1,390
|
1,392
|
|
American Credit Acceptance Receivables Trust, Series 2023-3, Class D, 6.82% 10/12/2029
(a)(e)
|
2,000
|
2,041
|
|
American Credit Acceptance Receivables Trust, Series 2024-1, Class C, 5.63% 1/14/2030
(a)(e)
|
14,735
|
14,790
|
|
American Credit Acceptance Receivables Trust, Series 2024-1, Class D, 5.86% 5/13/2030
(a)(e)
|
2,489
|
2,508
|
|
American Credit Acceptance Receivables Trust, Series 2025-2, Class C, 5.11% 3/12/2031
(a)(e)
|
3,517
|
3,526
|
|
American Credit Acceptance Receivables Trust, Series 2024-4, Class C, 4.91% 8/12/2031
(a)(e)
|
1,025
|
1,024
|
|
American Credit Acceptance Receivables Trust, Series 2024-4, Class D, 5.34% 8/12/2031
(a)(e)
|
1,000
|
999
|
|
American Express Credit Account Master Trust, Series 2022-3, Class A, 3.75% 8/16/2027
(a)
|
10,041
|
10,025
|
|
American Homes 4 Rent, Series 2015-SFR2, Class A, 3.732% 10/17/2052 (a)(e)
|
18,053
|
17,945
|
|
American Homes 4 Rent, Series 2015-SFR2, Class B, 4.295% 10/17/2052 (a)(e)
|
4,022
|
4,004
|
|
American Money Management Corp., CLO, Series 2016-18, Class AR, (3-month USD CME Term
SOFR + 1.362%)
5.691% 5/26/2031 (a)(b)(e)
|
189
|
189
|
|
AmeriCredit Automobile Receivables Trust, Series 2023-2, Class A2, 6.19% 4/19/2027
(a)
|
2,567
|
2,572
|
|
AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3, 5.43% 1/18/2029
(a)
|
7,946
|
8,038
|
|
Apidos CLO, Ltd., Series 2013-15, Class A1RR (3-month USD CME Term SOFR + 1.272%)
5.541%
4/20/2031 (a)(b)(e)
|
326
|
326
|
|
Apidos CLO, Ltd., Series 2019-32A, Class A1R, (3-month USD CME Term SOFR + 1.10%)
5.369%
1/20/2033 (a)(b)(e)
|
9,328
|
9,332
|
|
Apollo Aviation Securitization Equity Trust, Series 25-1A, Class A, 5.943% 2/16/2050
(a)(e)
|
4,123
|
4,143
|
|
Atlas Senior Loan Fund, Ltd., CLO, Series 2021-17A, Class CR, (3-month USD CME Term
SOFR + 2.08%) 6.349%
10/20/2034 (a)(b)(e)
|
2,998
|
2,995
|
|
Auxilior Term Funding, LLC, Series 24-1, Class A2, 5.84% 3/15/2027 (a)(e)
|
5,625
|
5,655
|
|
Auxilior Term Funding, LLC, Series 24-1, Class A3, 5.49% 7/15/2031 (a)(e)
|
3,875
|
3,945
|
|
Auxilior Term Funding, LLC, Series 24-1, Class C, 6.01% 7/15/2031 (a)(e)
|
1,197
|
1,222
|
|
Avant Credit Card Master Trust, Series 2024-2A, Class A, 5.38% 5/15/2029 (a)(e)
|
33,686
|
33,536
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-1A, Class A, 2.33% 8/20/2026
(a)(e)
|
7,689
|
7,664
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2, Class A, 2.02% 2/20/2027
(a)(e)
|
16,719
|
16,475
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2A, Class B, 2.96% 2/20/2027
(a)(e)
|
692
|
685
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-5, Class A, 6.12% 4/20/2027
(a)(e)
|
7,683
|
7,752
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-5, Class A, 5.78% 4/20/2028
(a)(e)
|
26,765
|
27,272
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-4A, Class A, 4.77% 2/20/2029
(a)(e)
|
2,337
|
2,348
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-1, Class A, 5.25% 4/20/2029
(a)(e)
|
16,901
|
17,189
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-4, Class A, 5.49% 6/20/2029
(a)(e)
|
13,000
|
13,321
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-1A, Class A, 4.80% 8/20/2029
(a)(e)
|
1,622
|
1,637
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-1A, Class B, 5.24% 8/20/2029
(a)(e)
|
654
|
657
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-1A, Class C, 5.87% 8/20/2029
(a)(e)
|
407
|
408
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class A, 5.81% 12/20/2029
(a)(e)
|
18,450
|
19,109
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8, Class A, 6.02% 2/20/2030
(a)(e)
|
5,340
|
5,571
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class A, 5.36% 6/20/2030
(a)(e)
|
5,598
|
5,720
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-2A, Class A, 5.12% 8/20/2031
(a)(e)
|
7,550
|
7,657
|
|
Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-2A, Class C, 6.24% 8/20/2031
(a)(e)
|
509
|
517
|
|
AXIS Equipment Finance Receivables, LLC, Series 2023-1, Class A2, 6.09% 12/20/2029
(a)(e)
|
2,332
|
2,356
|
|
AXIS Equipment Finance Receivables, LLC, Series 2024-2, Class A2, 5.19% 7/21/2031
(a)(e)
|
5,481
|
5,522
|
|
Ballyrock, Ltd., CLO, Series 2019-2A, Class A1R, (3-month USD CME Term SOFR + 1.40%)
5.722%
2/20/2036 (a)(b)(e)
|
20,000
|
20,052
|
|
Bank of America Auto Trust, Series 2025-1A, Class A2A, 4.52% 11/22/2027 (a)(e)
|
2,386
|
2,388
|
|
Bank of America Credit Card Trust, Series 2023-A2, Class A2, 4.98% 11/15/2028 (a)
|
7,806
|
7,882
|
|
Bank of America Credit Card Trust, Series 2024-A1, Class A, 4.93% 5/15/2029 (a)
|
14,833
|
15,030
|
|
Bankers Healthcare Group Securitization Trust, Series 2020-A, Class B, 3.59% 9/17/2031
(a)(e)
|
1,563
|
1,559
|
|
Bankers Healthcare Group Securitization Trust, Series 2021-A, Class A, 1.42% 11/17/2033
(a)(e)
|
1,575
|
1,546
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Battalion CLO, Ltd., Series 2018-12A, Class ARR, (3-month USD CME Term SOFR + 0.93%)
5.254%
5/17/2031 (a)(b)(e)
|
USD7,105
|
$7,093
|
|
Battalion CLO, Ltd., Series 2024-25, Class C, (3-month USD CME Term SOFR + 2.50%)
6.769% 3/13/2037 (a)(b)(e)
|
2,400
|
2,408
|
|
Beacon Container Finance II, LLC, Series 2021-1A, Class A, 2.25% 10/22/2046 (a)(e)
|
883
|
808
|
|
Benefit Street Partners CLO, Ltd., Series 2015-8, Class A1AR, (3-month USD CME Term
SOFR + 1.362%) 5.631%
1/20/2031 (a)(b)(e)
|
169
|
169
|
|
Betony CLO 2, Ltd., Series 2018-1, Class A2, (3-month USD CME Term SOFR + 1.862%)
6.141% 4/30/2031 (a)(b)(e)
|
800
|
802
|
|
Birch Grove CLO, Ltd., Series 2023-6, Class A1, (3-month USD CME Term SOFR + 2.20%)
6.469%
7/20/2035 (a)(b)(e)
|
9,873
|
9,880
|
|
Blackrock Mt. Hood CLO X, LLC, Series 2023-1A, Class A1, (3-month USD CME Term SOFR
+ 2.50%) 6.769%
4/20/2035 (a)(b)(e)
|
2,000
|
2,000
|
|
Blue Owl Asset Leasing Trust, Series 2024-1A, Class A2, 5.05% 3/15/2029 (a)(e)
|
2,663
|
2,666
|
|
Blue Owl Asset Leasing Trust, Series 2024-1A, Class B, 5.41% 3/15/2030 (a)(e)
|
3,345
|
3,368
|
|
BMW Vehicle Owner Trust, Series 2024-A, Class A3, 5.18% 2/26/2029 (a)
|
3,672
|
3,705
|
|
Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1, 6.05% 7/15/2027
(a)(e)
|
5,463
|
5,508
|
|
Brex Commercial Charge Card Master Trust, Series 2024-1, Class A2, 6.68% 7/15/2027
(a)(e)
|
2,926
|
2,937
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class A2, 5.54% 2/16/2027
(a)
|
800
|
800
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A2, 4.84% 9/15/2027
(a)
|
5,887
|
5,891
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class A3, 6.51% 11/15/2027
(a)
|
4,286
|
4,300
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class A2, 4.84% 1/18/2028
(a)
|
4,986
|
4,985
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class A3, 5.53% 1/18/2028
(a)
|
3,535
|
3,541
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class A3, 5.34% 4/17/2028
(a)
|
8,906
|
8,931
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class A3, 5.84% 6/15/2028
(a)
|
16,000
|
16,069
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class A3, 4.67% 8/15/2028
(a)
|
6,406
|
6,405
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class B, 5.43% 8/15/2028
(a)
|
3,188
|
3,198
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A3, 4.72% 9/15/2028
(a)
|
5,217
|
5,220
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C, 5.65% 4/16/2029
(a)
|
4,696
|
4,726
|
|
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D, 6.03% 11/15/2029
(a)
|
2,892
|
2,924
|
|
Business Jet Securities, LLC, Series 2024-2A, Class A, 5.364% 9/15/2039 (a)(e)
|
1,462
|
1,461
|
|
CAL Funding IV, Ltd., Series 2020-1A, Class A, 2.22% 9/25/2045 (a)(e)
|
150
|
141
|
|
Canyon Capital CLO, Ltd., Series 2021-2, Class D, (3-month USD CME Term SOFR + 3.612%)
7.868%
4/15/2034 (a)(b)(e)
|
923
|
924
|
|
Capteris Equipment Finance, Series 2024-1, Class A2, 5.58% 7/20/2032 (a)(e)
|
16,763
|
16,951
|
|
Carlyle Global Market Strategies, CLO, Series 2017-C, Class A1AR, (3-month USD CME
Term SOFR + 1.292%)
5.571% 4/30/2031 (a)(b)(e)
|
116
|
116
|
|
CarMax Auto Owner Trust, Series 2024-2, Class A2A, 5.65% 5/17/2027 (a)
|
4,819
|
4,831
|
|
CarMax Auto Owner Trust, Series 2023-3, Class A3, 5.28% 5/15/2028 (a)
|
4,322
|
4,345
|
|
CarMax Auto Owner Trust, Series 2023-3, Class A4, 5.26% 2/15/2029 (a)
|
8,980
|
9,111
|
|
CarMax Auto Owner Trust, Series 2024-3, Class A3, 4.89% 7/16/2029 (a)
|
15,788
|
15,910
|
|
CarMax Auto Owner Trust, Series 2024-3, Class B, 5.08% 2/15/2030 (a)
|
2,473
|
2,506
|
|
CarMax Select Receivables Trust, Series 2024-A, Class A2A, 5.78% 9/15/2027 (a)
|
3,670
|
3,684
|
|
CarMax Select Receivables Trust, Series 2024-A, Class C, 5.62% 1/15/2030 (a)
|
1,993
|
2,023
|
|
CarMax Select Receivables Trust, Series 2024-A, Class D, 6.27% 12/16/2030 (a)
|
3,022
|
3,100
|
|
Carvana Auto Receivables Trust, Series 2024-N2, Class A2, 5.90% 8/10/2027 (a)(e)
|
3,981
|
3,991
|
|
Carvana Auto Receivables Trust, Series 2023-N3, Class A, 6.41% 9/10/2027 (a)(e)
|
613
|
615
|
|
Carvana Auto Receivables Trust, Series 2023-P3, Class A3, 5.82% 8/10/2028 (a)(e)
|
1,828
|
1,841
|
|
Carvana Auto Receivables Trust, Series 2021-N4, Class C, 1.72% 9/11/2028 (a)
|
66
|
64
|
|
Carvana Auto Receivables Trust, Series 2024-P2, Class A3, 5.33% 7/10/2029 (a)
|
1,545
|
1,560
|
|
Carvana Auto Receivables Trust, Series 2023-P3, Class A4, 5.71% 7/10/2029 (a)(e)
|
564
|
578
|
|
Carvana Auto Receivables Trust, Series 2024-N3, Class B, 4.67% 12/10/2030 (a)(e)
|
1,900
|
1,894
|
|
Carvana Auto Receivables Trust, Series 2024-N3, Class C, 4.90% 12/10/2030 (a)(e)
|
1,942
|
1,933
|
|
Castlelake Aircraft Securitization Trust, Series 2021-1, Class A, 2.868% 5/11/2037
(a)(e)
|
10,973
|
10,052
|
|
Castlelake Aircraft Securitization Trust, Series 2017-1R, Class A, 2.741% 8/15/2041
(a)(e)
|
903
|
867
|
|
Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050
(a)(e)
|
13,100
|
13,185
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Cathedral Lake, Ltd., CLO, Series 2021-8, Class C, (3-month USD CME Term SOFR + 2.882%)
7.151%
1/20/2035 (a)(b)(e)
|
USD1,100
|
$1,104
|
|
CCG Receivables Trust, Series 2023-1, Class B, 5.99% 9/16/2030 (a)(e)
|
3,000
|
3,043
|
|
CCG Receivables Trust, Series 2024-1, Class A2, 4.99% 3/15/2032 (a)(e)
|
983
|
987
|
|
CCG Receivables Trust, Series 2025-1, Class B, 4.69% 10/14/2032 (a)(e)
|
900
|
900
|
|
Cerberus Loan Funding, LP, CLO, Series 2022-2, Class A1, (3-month USD CME Term SOFR
+ 2.75%) 7.006%
10/15/2034 (a)(b)(e)
|
4,000
|
4,018
|
|
Cerberus Loan Funding, LP, CLO, Series 2023-1, Class A, (3-month USD CME Term SOFR
+ 2.40%) 6.656%
3/22/2035 (a)(b)(e)
|
2,000
|
1,999
|
|
CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060 (a)(e)
|
47,336
|
46,990
|
|
CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/2060 (a)(e)
|
6,948
|
6,387
|
|
CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061 (a)(e)
|
38,170
|
36,767
|
|
CF Hippolyta, LLC, Series 2022-1A, Class A1, 5.97% 8/15/2062 (a)(e)
|
43,629
|
43,678
|
|
CF Hippolyta, LLC, Series 2022-1A, Class A2, 6.11% 8/15/2062 (a)(e)
|
11,395
|
11,420
|
|
Chase Auto Owner Trust, Series 2024-2, Class A2, 5.66% 5/26/2027 (a)(e)
|
3,745
|
3,755
|
|
Chase Auto Owner Trust, Series 2024-4A, Class A2, 5.25% 9/27/2027 (a)(e)
|
4,790
|
4,801
|
|
Chase Auto Owner Trust, Series 2024-3, Class A2, 5.53% 9/27/2027 (a)(e)
|
4,146
|
4,157
|
|
Chase Auto Owner Trust, Series 2024-5A, Class A2, 4.40% 11/26/2027 (a)(e)
|
2,386
|
2,383
|
|
Chase Auto Owner Trust, Series 2024-1, Class A3, 5.13% 5/25/2029 (a)(e)
|
7,207
|
7,262
|
|
Chase Auto Owner Trust, Series 2024-2, Class A3, 5.52% 6/25/2029 (a)(e)
|
9,314
|
9,451
|
|
Chase Auto Owner Trust, Series 2024-4A, Class A3, 4.94% 7/25/2029 (a)(e)
|
6,236
|
6,280
|
|
Chase Auto Owner Trust, Series 2024-3, Class A3, 5.22% 7/25/2029 (a)(e)
|
9,936
|
10,049
|
|
Chase Auto Owner Trust, Series 2024-3, Class A4, 5.08% 12/25/2029 (a)(e)
|
1,303
|
1,325
|
|
Chase Auto Owner Trust, Series 2024-5A, Class A4, 4.15% 3/25/2030 (a)(e)
|
3,470
|
3,441
|
|
Chase Issuance Trust, Series 2024-A1, Class A, 4.60% 1/16/2029 (a)
|
14,965
|
15,048
|
|
Chesapeake Funding II, LLC, Series 2023-2, Class A1, 6.16% 10/15/2035 (a)(e)
|
2,228
|
2,255
|
|
Citibank Credit Card Issuance Trust, Series 2023-A1, Class A1, 5.23% 12/8/2027 (a)
|
10,715
|
10,752
|
|
Citizens Auto Receivables Trust, Series 2023-2, Class A3, 5.83% 2/15/2028 (a)(e)
|
7,369
|
7,423
|
|
Citizens Auto Receivables Trust, Series 2023-2, Class A4, 5.74% 10/15/2030 (a)(e)
|
10,093
|
10,258
|
|
Clarus Capital Funding, LLC, Series 2024-1A, Class A2, 4.71% 8/20/2032 (a)(e)
|
1,517
|
1,516
|
|
Clarus Capital Funding, LLC, Series 2024-1A, Class B, 4.79% 8/20/2032 (a)(e)
|
2,313
|
2,306
|
|
CLI Funding IX, LLC, Series 2024-1A, Class C, 6.00% 7/20/2049 (a)(e)
|
924
|
911
|
|
CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/2045 (a)(e)
|
2,559
|
2,367
|
|
CLI Funding VI, LLC, Series 2020-1A, Class A, 2.08% 9/18/2045 (a)(e)
|
5,955
|
5,505
|
|
CLI Funding VI, LLC, Series 2020-3A, Class A, 2.07% 10/18/2045 (a)(e)
|
1,535
|
1,421
|
|
CLI Funding VIII, LLC, Series 2021-1A, Class A, 1.64% 2/18/2046 (a)(e)
|
2,873
|
2,621
|
|
CLI Funding VIII, LLC, Series 2022-1, Class A, 2.72% 1/18/2047 (a)(e)
|
3,151
|
2,860
|
|
ClickLease Equipment Receivables 2024-1 Trust, Series 2024-1, Class A, 6.86% 2/15/2030
(a)(e)
|
176
|
176
|
|
CNH Equipment Trust, Series 2024-B, Class A2A, 5.42% 10/15/2027 (a)
|
4,790
|
4,801
|
|
CNH Equipment Trust, Series 2024-B, Class A3, 5.19% 9/17/2029 (a)
|
9,158
|
9,270
|
|
Commercial Equipment Finance, Series 2024-1, Class A, 5.97% 7/16/2029 (a)(e)
|
7,413
|
7,480
|
|
CPS Auto Receivables Trust, Series 2023-C, Class B, 5.98% 6/15/2027 (a)(e)
|
6,166
|
6,176
|
|
CPS Auto Receivables Trust, Series 2024-A, Class B, 5.65% 5/15/2028 (a)(e)
|
1,768
|
1,772
|
|
CPS Auto Receivables Trust, Series 2024-D, Class A, 4.91% 6/15/2028 (a)(e)
|
3,387
|
3,389
|
|
CPS Auto Receivables Trust, Series 2024-C, Class B, 5.68% 12/15/2028 (a)(e)
|
4,845
|
4,882
|
|
CPS Auto Receivables Trust, Series 2024-D, Class B, 4.65% 3/15/2029 (a)(e)
|
2,340
|
2,337
|
|
CPS Auto Receivables Trust, Series 2023-A, Class C, 5.54% 4/16/2029 (a)(e)
|
5,532
|
5,538
|
|
CPS Auto Receivables Trust, Series 2024-A, Class C, 5.74% 4/15/2030 (a)(e)
|
1,492
|
1,503
|
|
CPS Auto Receivables Trust, Series 2024-A, Class D, 6.13% 4/15/2030 (a)(e)
|
238
|
242
|
|
CPS Auto Trust, Series 2025-B, Class A, 4.74% 2/15/2029 (a)(e)
|
12,482
|
12,478
|
|
CPS Auto Trust, Series 2025-B, Class B, 4.79% 11/15/2029 (a)(e)
|
8,357
|
8,353
|
|
Credit Acceptance Auto Loan Trust, Series 2023-1A, Class A, 6.48% 3/15/2033 (a)(e)
|
1,260
|
1,267
|
|
Crockett Partners Equipment Co. II, LLC, Series 2024-1C, Class A, 6.05% 1/20/2031
(a)(e)
|
8,082
|
8,182
|
|
Crossroads Asset Trust, Series 2024-A, Class A2, 5.90% 8/20/2030 (a)(e)
|
3,840
|
3,885
|
|
Daimler Trucks Retail Trust, Series 2024-1, Class A2, 5.60% 4/15/2026 (a)
|
4,245
|
4,249
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Daimler Trucks Retail Trust, Series 2024-1, Class A3, 5.49% 12/15/2027 (a)
|
USD3,561
|
$3,588
|
|
Dell Equipment Finance Trust, Series 2024-1, Class A3, 5.39% 3/22/2030 (a)(e)
|
12,000
|
12,100
|
|
Dell Equipment Finance Trust, Series 2024-2, Class A3, 4.59% 8/22/2030 (a)(e)
|
4,877
|
4,897
|
|
Dell Equipment Finance Trust, Series 2024-2, Class B, 4.82% 8/22/2030 (a)(e)
|
1,025
|
1,028
|
|
Dext ABS, Series 2023-1, Class A2, 5.99% 3/15/2032 (a)(e)
|
994
|
997
|
|
DLLAD, LLC, Series 2024-1, Class A2, 5.50% 8/20/2027 (a)(e)
|
3,089
|
3,103
|
|
DLLAD, LLC, Series 2024-1, Class A3, 5.30% 7/20/2029 (a)(e)
|
1,963
|
1,993
|
|
Drive Auto Receivables Trust, Series 2024-2, Class A2, 4.94% 12/15/2027 (a)
|
8,410
|
8,415
|
|
Drive Auto Receivables Trust, Series 2024-1, Class A3, 5.35% 2/15/2028 (a)
|
4,919
|
4,925
|
|
Drive Auto Receivables Trust, Series 2024-2, Class A3, 4.50% 9/15/2028 (a)
|
16,952
|
16,926
|
|
Drive Auto Receivables Trust, Series 2024-1, Class B, 5.31% 1/16/2029 (a)
|
4,283
|
4,300
|
|
Drive Auto Receivables Trust, Series 2024-2, Class B, 4.52% 7/16/2029 (a)
|
4,455
|
4,447
|
|
Drive Auto Receivables Trust, Series 2024-1, Class C, 5.43% 11/17/2031 (a)
|
7,615
|
7,710
|
|
Drive Auto Receivables Trust, Series 2024-2, Class C, 4.67% 5/17/2032 (a)
|
4,359
|
4,338
|
|
Drive Auto Receivables Trust, Series 2025-1, Class A3, 4.73% 9/15/2032 (a)
|
5,003
|
5,012
|
|
Drive Auto Receivables Trust, Series 2025-1, Class B, 4.79% 9/15/2032 (a)
|
3,614
|
3,622
|
|
Drive Auto Receivables Trust, Series 2025-1, Class C, 4.99% 9/15/2032 (a)
|
647
|
649
|
|
Drive Auto Receivables Trust, Series 2025-1, Class D, 5.41% 9/15/2032 (a)
|
2,003
|
2,006
|
|
DriveTime Auto Owner Trust, Series 2022-2A, Class C, 4.72% 3/15/2028 (a)(e)
|
2,699
|
2,699
|
|
DriveTime Auto Owner Trust, Series 2023-1, Class C, 5.55% 10/16/2028 (a)(e)
|
7,442
|
7,460
|
|
Dryden Senior Loan Fund, CLO, Series 2015-37, Class AR, (3-month USD CME Term SOFR
+ 1.362% 5.618%
1/15/2031 (a)(b)(e)
|
1,410
|
1,411
|
|
EDvestinU Private Education Loan, LLC, Series 2021-A, Class A, 1.80% 11/25/2045 (a)(e)
|
1,735
|
1,601
|
|
Enterprise Fleet Financing, LLC, Series 2024-2, Class A2, 5.74% 12/20/2026 (a)(e)
|
2,757
|
2,770
|
|
Enterprise Fleet Financing, LLC, Series 2024-3, Class A2, 5.31% 4/20/2027 (a)(e)
|
5,893
|
5,913
|
|
Enterprise Fleet Financing, LLC, Series 2024-4, Class A2, 4.69% 7/20/2027 (a)(e)
|
7,203
|
7,208
|
|
Enterprise Fleet Financing, LLC, Series 2022-3, Class A2, 4.38% 7/20/2029 (a)(e)
|
1,115
|
1,113
|
|
Enterprise Fleet Financing, LLC, Series 2022-4, Class A2, 5.76% 10/22/2029 (a)(e)
|
4,938
|
4,957
|
|
Enterprise Fleet Financing, LLC, Series 2024-1, Class A3, 5.16% 9/20/2030 (a)(e)
|
2,281
|
2,310
|
|
EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032 (a)(e)
|
11,795
|
11,909
|
|
Evergreen Credit Card Trust, Series 2025-CRT5, Class B, 5.24% 5/15/2029 (a)(e)
|
1,691
|
1,703
|
|
Evergreen Credit Card Trust, Series 2025-CRT5, Class C, 5.53% 5/15/2029 (a)(e)
|
292
|
294
|
|
Exeter Automobile Receivables Trust, Series 2024-4A, Class A2, 5.60% 5/17/2027 (a)
|
2,121
|
2,123
|
|
Exeter Automobile Receivables Trust, Series 2024-1, Class A3, 5.31% 8/16/2027 (a)
|
983
|
984
|
|
Exeter Automobile Receivables Trust, Series 2025-1A, Class A2, 4.70% 9/15/2027 (a)
|
6,534
|
6,535
|
|
Exeter Automobile Receivables Trust, Series 2023-3A, Class B, 6.11% 9/15/2027 (a)
|
1,214
|
1,215
|
|
Exeter Automobile Receivables Trust, Series 2024-3A, Class A3, 5.65% 12/15/2027 (a)
|
4,299
|
4,311
|
|
Exeter Automobile Receivables Trust, Series 2024-2A, Class B, 5.61% 4/17/2028 (a)
|
5,474
|
5,486
|
|
Exeter Automobile Receivables Trust, Series 2023-3A, Class C, 6.21% 6/15/2028 (a)
|
458
|
461
|
|
Exeter Automobile Receivables Trust, Series 2025-1A, Class A3, 4.67% 8/15/2028 (a)
|
6,464
|
6,466
|
|
Exeter Automobile Receivables Trust, Series 2024-1, Class B, 5.29% 8/15/2028 (a)
|
8,232
|
8,251
|
|
Exeter Automobile Receivables Trust, Series 2023-3A, Class D, 6.68% 4/16/2029 (a)
|
416
|
425
|
|
Exeter Automobile Receivables Trust, Series 2024-2A, Class C, 5.74% 5/15/2029 (a)
|
7,369
|
7,449
|
|
Exeter Automobile Receivables Trust, Series 2023-1A, Class D, 6.69% 6/15/2029 (a)
|
2,286
|
2,326
|
|
Exeter Automobile Receivables Trust, Series 2025-1A, Class B, 4.91% 8/15/2029 (a)
|
5,304
|
5,321
|
|
Exeter Automobile Receivables Trust, Series 2025-3A, Class B, 4.86% 2/15/2030 (a)
|
2,107
|
2,114
|
|
Exeter Automobile Receivables Trust, Series 2024-2A, Class D, 5.92% 2/15/2030 (a)
|
7,450
|
7,551
|
|
Exeter Automobile Receivables Trust, Series 2024-1, Class C, 5.41% 5/15/2030 (a)
|
5,680
|
5,712
|
|
Exeter Automobile Receivables Trust, Series 2024-1, Class D, 5.84% 6/17/2030 (a)
|
5,363
|
5,418
|
|
Exeter Automobile Receivables Trust, Series 2025-1A, Class D, 5.49% 5/15/2031 (a)
|
4,233
|
4,272
|
|
Exeter Automobile Receivables Trust, Series 2025-3A, Class C, 5.09% 10/15/2031 (a)
|
1,847
|
1,857
|
|
Exeter Automobile Receivables Trust, Series 2025-3A, Class D, 5.57% 10/15/2031 (a)
|
2,237
|
2,256
|
|
Exeter Select Automobile Receivables Trust, Series 2025-1, Class A2, 4.83% 10/16/2028
(a)
|
8,684
|
8,686
|
|
Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3, 4.69% 4/15/2030
(a)
|
3,027
|
3,032
|
|
Exeter Select Automobile Receivables Trust, Series 2025-1, Class C, 5.40% 8/15/2031
(a)
|
1,416
|
1,430
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
First National Master Note Trust, Series 2023-1, Class A, 5.13% 4/16/2029 (a)
|
USD7,104
|
$7,140
|
|
First National Master Note Trust, Series 2023-2, Class A, 5.77% 9/17/2029 (a)
|
8,022
|
8,158
|
|
First National Master Note Trust, Series 2025-1, Class A, 4.85% 2/15/2030 (a)
|
17,396
|
17,638
|
|
First National Master Note Trust, Series 2024-1, Class A, 5.34% 5/15/2030 (a)
|
6,751
|
6,875
|
|
FirstKey Homes Trust, Series 2020-SFR2, Class A, 1.266% 10/19/2037 (a)(e)
|
18,197
|
17,907
|
|
Flagship Credit Auto Trust, Series 2023-3, Class A3, 5.44% 4/17/2028 (a)(e)
|
2,750
|
2,757
|
|
Flagship Credit Auto Trust, Series 2023-3, Class B, 5.64% 7/16/2029 (a)(e)
|
4,486
|
4,523
|
|
Flagship Credit Auto Trust, Series 2023-3, Class C, 6.01% 7/16/2029 (a)(e)
|
474
|
482
|
|
Flagship Credit Auto Trust, Series 2023-3, Class D, 6.58% 8/15/2029 (a)(e)
|
320
|
321
|
|
Ford Credit Auto Lease Trust, Series 2024-A, Class A3, 5.06% 5/15/2027 (a)
|
8,063
|
8,079
|
|
Ford Credit Auto Lease Trust, Series 2024-A, Class A4, 5.05% 6/15/2027 (a)
|
1,874
|
1,885
|
|
Ford Credit Auto Owner Trust, Series 2024-C, Class A4, 4.11% 7/15/2030 (a)
|
7,417
|
7,364
|
|
Ford Credit Auto Owner Trust, Series 2021-1, Class A, 1.37% 10/17/2033 (a)(e)
|
6,591
|
6,411
|
|
Ford Credit Auto Owner Trust, Series 2023-1, Class A, 4.85% 8/15/2035 (a)(e)
|
8,653
|
8,754
|
|
Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28% 2/15/2036 (a)(e)
|
38,713
|
39,664
|
|
Ford Credit Floorplan Master Owner Trust, Series 2024-3, Class A1, 4.30% 9/15/2029
(a)(e)
|
11,520
|
11,507
|
|
Ford Credit Floorplan Master Owner Trust, Series 2025-1, Class A1, 4.63% 4/15/2030
(a)
|
8,262
|
8,309
|
|
Fortress Credit BSL, Ltd., Series 2019-2A, Class A1AR, (3-month USD CME Term SOFR
+ 1.05%) 5.319%
10/20/2032 (a)(b)(e)
|
3,558
|
3,556
|
|
Fortress Credit BSL, Ltd., Series 2022-2, Class AR, (3-month USD CME Term SOFR + 1.40%)
5.669%
10/18/2033 (a)(b)(e)
|
3,938
|
3,946
|
|
Fortress Credit BSL, Ltd., Series 2022-2, Class CR, (3-month USD CME Term SOFR + 2.60%)
6.869%
10/18/2033 (a)(b)(e)
|
3,000
|
3,009
|
|
Fortress Credit BSL, Ltd., CLO, Series 2023-1A, Class A1R, (3-month USD CME Term SOFR
+ 1.57%) 5.90%
4/23/2036 (a)(b)(e)
|
1,600
|
1,600
|
|
Fortress Credit BSL, Ltd., CLO, Series 2023-1A, Class BR, (3-month USD CME Term SOFR
+ 1.85%) 6.180%
4/23/2036 (a)(b)(e)
|
408
|
408
|
|
Fortress Credit BSL, Ltd., CLO, Series 2023-1, Class AT, (3-month USD CME Term SOFR
+ 2.25%) 6.529%
4/23/2036 (a)(b)(e)
|
2,000
|
2,000
|
|
Fortress Credit BSL, Ltd., CLO, Series 2023-1, Class B1, (3-month USD CME Term SOFR
+ 3.00%) 7.279%
4/23/2036 (a)(b)(e)
|
984
|
984
|
|
Galaxy CLO, Ltd., Series 2013-15, Class ARR, (3-month USD CME Term SOFR + 1.232%)
5.488%
10/15/2030 (a)(b)(e)
|
36
|
36
|
|
GCI Funding I, LLC, Series 2020-1, Class A, 2.82% 10/18/2045 (a)(e)
|
6,570
|
6,151
|
|
GCI Funding I, LLC, Series 2020-1, Class B, 3.81% 10/18/2045 (a)(e)
|
901
|
843
|
|
GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046 (a)(e)
|
7,496
|
6,853
|
|
General Motors, Series 2025-1A, Class A1, 4.59% 3/15/2029 (a)(e)
|
1,547
|
1,551
|
|
General Motors, Series 2025-2A, Class A, 4.64% 3/15/2030 (a)(e)
|
12,723
|
12,810
|
|
Global SC Finance V SRL, Series 2019-1A, Class B, 4.81% 9/17/2039 (a)(e)
|
3,364
|
3,254
|
|
Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040 (a)(e)
|
8,452
|
8,018
|
|
Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040 (a)(e)
|
10,251
|
9,738
|
|
Global SC Finance VII SRL, Series 2021-1A, Class A, 1.86% 4/17/2041 (a)(e)
|
24,985
|
22,990
|
|
Global SC Finance VII SRL, Series 2021-2A, Class A, 1.95% 8/17/2041 (a)(e)
|
11,087
|
10,278
|
|
GLS Auto Receivables Trust, Series 2024-3A, Class A2, 5.35% 8/16/2027 (a)(e)
|
3,833
|
3,837
|
|
GLS Auto Receivables Trust, Series 2024-1, Class A3, 5.40% 9/15/2027 (a)(e)
|
2,546
|
2,549
|
|
GLS Auto Receivables Trust, Series 2024-4A, Class A2, 4.76% 10/15/2027 (a)(e)
|
6,812
|
6,812
|
|
GLS Auto Receivables Trust, Series 2025-1A, Class A2, 4.68% 12/15/2027 (a)(e)
|
9,979
|
9,975
|
|
GLS Auto Receivables Trust, Series 2024-2, Class A3, 5.64% 1/18/2028 (a)(e)
|
3,870
|
3,886
|
|
GLS Auto Receivables Trust, Series 2023-3, Class B, 5.89% 1/18/2028 (a)(e)
|
4,733
|
4,749
|
|
GLS Auto Receivables Trust, Series 2025-2A, Class A2, 4.75% 3/15/2028 (a)(e)
|
3,000
|
3,001
|
|
GLS Auto Receivables Trust, Series 2024-3A, Class A3, 5.02% 4/17/2028 (a)(e)
|
8,340
|
8,359
|
|
GLS Auto Receivables Trust, Series 2024-1, Class B, 5.49% 7/17/2028 (a)(e)
|
2,000
|
2,008
|
|
GLS Auto Receivables Trust, Series 2025-1A, Class A3, 4.77% 9/15/2028 (a)(e)
|
9,970
|
9,995
|
|
GLS Auto Receivables Trust, Series 2025-2A, Class A3, 4.75% 1/16/2029 (a)(e)
|
14,663
|
14,687
|
|
GLS Auto Receivables Trust, Series 2023-3, Class C, 6.01% 5/15/2029 (a)(e)
|
585
|
591
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
GLS Auto Receivables Trust, Series 2023-3, Class D, 6.44% 5/15/2029 (a)(e)
|
USD529
|
$541
|
|
GLS Auto Receivables Trust, Series 2025-2A, Class B, 4.97% 10/15/2029 (a)(e)
|
3,314
|
3,335
|
|
GLS Auto Receivables Trust, Series 2024-1, Class C, 5.64% 12/17/2029 (a)(e)
|
12,409
|
12,542
|
|
GLS Auto Receivables Trust, Series 2024-1, Class D, 5.95% 12/17/2029 (a)(e)
|
2,531
|
2,577
|
|
GLS Auto Select Receivables Trust, Series 2024-4A, Class A2, 4.43% 12/17/2029 (a)(e)
|
2,594
|
2,587
|
|
GLS Auto Select Receivables Trust, Series 2025-1A, Class A2, 4.71% 4/15/2030 (a)(e)
|
13,264
|
13,270
|
|
GLS Auto Select Receivables Trust, Series 2024-4A, Class B, 4.50% 11/15/2030 (a)(e)
|
544
|
543
|
|
GLS Auto Select Receivables Trust, Series 2024-4A, Class C, 4.75% 11/15/2030 (a)(e)
|
238
|
237
|
|
GLS Auto Select Receivables Trust, Series 2025-1A, Class C, 5.26% 3/15/2031 (a)(e)
|
520
|
524
|
|
GLS Auto Select Receivables Trust, Series 2024-4A, Class D, 5.28% 10/15/2031 (a)(e)
|
268
|
269
|
|
GLS Auto Select Receivables Trust, Series 2025-1A, Class D, 5.74% 4/15/2032 (a)(e)
|
679
|
687
|
|
GM Financial Automobile Leasing Trust, Series 2023-3, Class A3, 5.38% 11/20/2026 (a)
|
2,667
|
2,673
|
|
GM Financial Automobile Leasing Trust, Series 2024-2, Class A3, 5.39% 7/20/2027 (a)
|
6,773
|
6,831
|
|
GM Financial Automobile Leasing Trust, Series 2023-3, Class A4, 5.44% 8/20/2027 (a)
|
2,229
|
2,239
|
|
GM Financial Revolving Receivables Trust, Series 2022-1, Class A, 5.91% 10/11/2035
(a)(e)
|
3,487
|
3,604
|
|
GM Financial Revolving Receivables Trust, Series 2023-2, Class A, 5.77% 8/11/2036
(a)(e)
|
13,906
|
14,478
|
|
GM Financial Revolving Receivables Trust, Series 2024-2, Class A, 4.52% 3/11/2037
(a)(e)
|
23,090
|
23,072
|
|
GM Financial Securitized Term Auto Receivables Trust, Series 2024-1, Class A3, 4.85%
12/18/2028 (a)
|
5,406
|
5,433
|
|
GM Financial Securitized Term Auto Receivables Trust, Series 2024-1, Class A4, 4.86%
6/18/2029 (a)
|
3,743
|
3,787
|
|
GMF Floorplan Owner Revolving Trust, Series 2023-1, Class A1, 5.34% 6/15/2028 (a)(e)
|
7,050
|
7,108
|
|
Golub Capital Partners CLO, Ltd., Series 2021-57, Class A1, (3-month USD CME Term
SOFR + 1.752%)
6.033% 10/25/2034 (a)(b)(e)
|
2,000
|
2,000
|
|
GreatAmerica Leasing Receivables, Series 2025-1, Class A2, 4.52% 10/15/2027 (a)(e)
|
6,316
|
6,312
|
|
GreatAmerica Leasing Receivables, Series 2025-1, Class A3, 4.49% 4/16/2029 (a)(e)
|
14,142
|
14,136
|
|
GreatAmerica Leasing Receivables, Series 2025-1, Class A4, 4.58% 1/15/2032 (a)(e)
|
3,945
|
3,941
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2023-1, Class B, 5.21% 3/15/2030
(a)(e)
|
1,500
|
1,517
|
|
GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A3, 5.00% 9/15/2028
(a)(e)
|
5,285
|
5,334
|
|
GT Loan Financing, Ltd., Series 2013-1, Class AR, (3-month USD CME Term SOFR + 1.362%)
5.644%
7/28/2031 (a)(b)(e)
|
406
|
406
|
|
Harbor Park CLO, Ltd., Series 2018-1, Class CR, (3-month USD CME Term SOFR + 2.05%)
6.319%
1/20/2031 (a)(b)(e)
|
2,834
|
2,838
|
|
Hertz Vehicle Financing III, LLC, Series 2022-4A, Class A, 3.73% 9/25/2026 (a)(e)
|
9,593
|
9,575
|
|
Hertz Vehicle Financing III, LLC, Series 2023-1, Class A, 5.49% 6/25/2027 (a)(e)
|
2,806
|
2,821
|
|
Hertz Vehicle Financing III, LLC, Series 2023-3, Class B, 6.53% 2/25/2028 (a)(e)
|
2,850
|
2,887
|
|
Hertz Vehicle Financing III, LLC, Series 2023-2, Class A, 5.57% 9/25/2029 (a)(e)
|
14,882
|
15,145
|
|
Hertz Vehicle Financing III, LLC, Series 2023-4, Class A, 6.15% 3/25/2030 (a)(e)
|
4,875
|
5,055
|
|
Hertz Vehicle Financing, LLC, Series 2022-1A, Class A, 1.99% 6/25/2026 (a)(e)
|
1,536
|
1,533
|
|
Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027 (a)(e)
|
54,758
|
52,394
|
|
Hertz Vehicle Financing, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027 (a)(e)
|
1,580
|
1,505
|
|
Hertz Vehicle Financing, LLC, Series 2023-3A, Class A, 5.94% 2/25/2028 (a)(e)
|
4,785
|
4,860
|
|
Hertz Vehicle Financing, LLC, Series 2024-1A, Class A, 5.44% 1/25/2029 (a)(e)
|
10,661
|
10,801
|
|
Hertz Vehicle Financing, LLC, Series 2025-1A, Class A, 4.91% 9/25/2029 (a)(e)
|
6,761
|
6,753
|
|
Hertz Vehicle Financing, LLC, Series 2025-1A, Class B, 5.45% 9/25/2029 (a)(e)
|
1,083
|
1,086
|
|
Hertz Vehicle Financing, LLC, Series 2025-1A, Class C, 6.03% 9/25/2029 (a)(e)
|
1,204
|
1,202
|
|
Hertz Vehicle Financing, LLC, Series 2025-2A, Class C, 6.40% 9/25/2031 (a)(e)
|
1,398
|
1,374
|
|
Honda Auto Receivables Owner Trust, Series 2023-1, Class A3, 5.04% 4/21/2027 (a)
|
4,056
|
4,064
|
|
Honda Auto Receivables Owner Trust, Series 2023-3, Class A3, 5.41% 2/18/2028 (a)
|
3,381
|
3,403
|
|
Horizon Aircraft Finance, Series 2024-1, Class A, 5.375% 9/15/2049 (a)(e)
|
3,310
|
3,241
|
|
HPEFS Equipment Trust, Series 2024-2, Class B, 5.35% 10/20/2031 (a)(e)
|
453
|
457
|
|
HPEFS Equipment Trust, Series 2024-2, Class A2, 5.50% 10/20/2031 (a)(e)
|
1,430
|
1,434
|
|
Huntington National Bank (The), Series 2024-2, Class B1, 5.442% 10/20/2032 (a)(e)
|
4,390
|
4,418
|
|
Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A3, 5.02% 3/15/2027
(a)(e)
|
8,316
|
8,341
|
|
Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A4, 5.07% 2/15/2028
(a)(e)
|
2,315
|
2,327
|
|
Hyundai Auto Receivables Trust, Series 2024-A, Class A3, 4.99% 2/15/2029 (a)
|
4,925
|
4,964
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Jamestown CLO, Ltd., Series 2018-11, Class A2, (3-month USD CME Term SOFR + 1.962%)
6.203%
7/14/2031 (a)(b)(e)
|
USD500
|
$502
|
|
Jamestown CLO, Ltd., Series 2019-1, Class A1R, (3-month USD CME Term SOFR + 1.20%)
5.469%
4/20/2032 (a)(b)(e)
|
10,398
|
10,404
|
|
Jamestown CLO, Ltd., Series 2019-1, Class BR, (3-month USD CME Term SOFR + 2.50%)
6.769%
4/20/2032 (a)(b)(e)
|
4,000
|
4,013
|
|
John Deere Owner Trust, Series 2024-A, Class A3, 4.96% 11/15/2028 (a)
|
9,567
|
9,644
|
|
John Deere Owner Trust, Series 2024-B, Class A3, 5.20% 3/15/2029 (a)
|
15,243
|
15,471
|
|
Juniper Valley Park CLO, Ltd., Series 2023-1, Class AR, (3-month USD CME Term SOFR
+ 1.25%) 5.519%
7/20/2036 (a)(b)(e)
|
11,958
|
11,969
|
|
KKR Financial CLO, Ltd., Series 21, Class A, (3-month USD CME Term SOFR + 1.262%)
5.518% 4/15/2031 (a)(b)(e)
|
532
|
532
|
|
LAD Auto Receivables Trust, Series 2022-1, Class A, 5.21% 6/15/2027 (a)(e)
|
1,633
|
1,635
|
|
LAD Auto Receivables Trust, Series 2023-1, Class A3, 5.48% 6/15/2027 (a)(e)
|
1,412
|
1,415
|
|
LAD Auto Receivables Trust, Series 2023-2, Class A2, 5.93% 6/15/2027 (a)(e)
|
27
|
27
|
|
LAD Auto Receivables Trust, Series 2022-1, Class B, 5.87% 9/15/2027 (a)(e)
|
1,759
|
1,767
|
|
LAD Auto Receivables Trust, Series 2023-3, Class A3, 6.12% 9/15/2027 (a)(e)
|
8,076
|
8,100
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class A2, 4.64% 11/15/2027 (a)(e)
|
5,314
|
5,314
|
|
LAD Auto Receivables Trust, Series 2023-4, Class A3, 6.10% 12/15/2027 (a)(e)
|
2,468
|
2,478
|
|
LAD Auto Receivables Trust, Series 2023-1, Class C, 6.18% 12/15/2027 (a)(e)
|
656
|
661
|
|
LAD Auto Receivables Trust, Series 2024-1, Class A3, 5.23% 1/18/2028 (a)(e)
|
4,725
|
4,735
|
|
LAD Auto Receivables Trust, Series 2023-2, Class A3, 5.42% 2/15/2028 (a)(e)
|
2,111
|
2,116
|
|
LAD Auto Receivables Trust, Series 2023-3, Class A4, 5.95% 3/15/2028 (a)(e)
|
5,730
|
5,777
|
|
LAD Auto Receivables Trust, Series 2023-2, Class B, 5.45% 4/15/2028 (a)(e)
|
1,508
|
1,515
|
|
LAD Auto Receivables Trust, Series 2024-2, Class A3, 5.61% 8/15/2028 (a)(e)
|
4,750
|
4,779
|
|
LAD Auto Receivables Trust, Series 2024-1, Class A4, 5.17% 9/15/2028 (a)(e)
|
543
|
546
|
|
LAD Auto Receivables Trust, Series 2023-2, Class C, 5.58% 9/15/2028 (a)(e)
|
3,336
|
3,366
|
|
LAD Auto Receivables Trust, Series 2024-1, Class B, 5.33% 2/15/2029 (a)(e)
|
3,507
|
3,544
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class A3, 4.52% 3/15/2029 (a)(e)
|
1,891
|
1,892
|
|
LAD Auto Receivables Trust, Series 2024-1, Class C, 5.64% 6/15/2029 (a)(e)
|
1,350
|
1,369
|
|
LAD Auto Receivables Trust, Series 2024-2, Class A4, 5.46% 7/16/2029 (a)(e)
|
3,761
|
3,812
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class A4, 4.60% 12/17/2029 (a)(e)
|
3,385
|
3,395
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class B, 4.74% 1/15/2030 (a)(e)
|
548
|
548
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class C, 4.93% 3/15/2030 (a)(e)
|
197
|
197
|
|
LAD Auto Receivables Trust, Series 2023-1, Class D, 7.30% 6/17/2030 (a)(e)
|
1,040
|
1,064
|
|
LAD Auto Receivables Trust, Series 2023-2, Class D, 6.30% 2/15/2031 (a)(e)
|
283
|
289
|
|
LAD Auto Receivables Trust, Series 2024-1, Class D, 6.15% 6/16/2031 (a)(e)
|
832
|
850
|
|
LAD Auto Receivables Trust, Series 2024-2, Class D, 6.37% 10/15/2031 (a)(e)
|
259
|
266
|
|
LAD Auto Receivables Trust, Series 2024-3A, Class D, 5.18% 2/17/2032 (a)(e)
|
179
|
178
|
|
LCM, LP, Series 2027, Class A1, (3-month USD CME Term SOFR + 1.342%) 5.602% 7/16/2031
(a)(b)(e)
|
2,330
|
2,332
|
|
Lendbuzz Securitization Trust, Series 2025-1A, Class A2, 5.10% 10/15/2030 (a)(e)
|
5,321
|
5,333
|
|
M&T Equipment Notes, Series 2024-1, Class A3, 4.76% 8/18/2031 (a)(e)
|
9,917
|
9,965
|
|
Magnetite CLO, Ltd., Series 2019-22, Class ARR, (3-month USD CME Term SOFR + 1.25%)
5.506%
7/15/2036 (a)(b)(e)
|
4,618
|
4,622
|
|
Marathon CLO, Ltd., Series 2019-2A, Class BAR2, (3-month USD CME Term SOFR + 1.85%)
6.119%
1/20/2033 (a)(b)(e)
|
3,614
|
3,607
|
|
Marble Point CLO, Ltd., Series 2019-1A, Class A1R2, (3-month USD CME Term SOFR + 1.04%)
5.319%
7/23/2032 (a)(b)(e)
|
13,195
|
13,182
|
|
Mercedes-Benz Auto Lease Trust, Series 2024-A, Class A3, 5.32% 1/18/2028 (a)
|
7,634
|
7,718
|
|
Mercedes-Benz Auto Receivables Trust, Series 2024-1, Class A3, 4.80% 4/16/2029 (a)
|
13,650
|
13,714
|
|
Mercedes-Benz Auto Receivables Trust, Series 2024-1, Class A4, 4.79% 7/15/2031 (a)
|
7,429
|
7,479
|
|
Merchants Fleet Funding, LLC, Series 2024-1, Class A, 5.82% 4/20/2037 (a)(e)
|
12,727
|
12,809
|
|
Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A, 6.56% 7/20/2029
(a)(e)
|
8,816
|
8,893
|
|
Mission Lane Credit Card Master Trust, Series 2024-A, Class A1, 6.20% 8/15/2029 (a)(e)
|
10,115
|
10,202
|
|
Mission Lane Credit Card Master Trust, Series 2024-A, Class B, 6.59% 8/15/2029 (a)(e)
|
1,103
|
1,111
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Monroe Capital MML CLO X, LLC, Series 2020-1, Class A1R, (3-month USD CME Term SOFR
+ 1.87%)
6.192% 5/20/2034 (a)(b)(e)
|
USD2,700
|
$2,702
|
|
Navient Student Loan Trust, Series 2021-A, Class A, 0.84% 5/15/2069 (a)(e)
|
2,336
|
2,118
|
|
Navient Student Loan Trust, Series 2021-B, Class A, 0.94% 7/15/2069 (a)(e)
|
1,314
|
1,190
|
|
Navient Student Loan Trust, Series 2021-CA, Class A, 1.06% 10/15/2069 (a)(e)
|
10,267
|
9,199
|
|
Navient Student Loan Trust, Series 2021-EA, Class A, 0.97% 12/16/2069 (a)(e)
|
4,100
|
3,652
|
|
Navient Student Loan Trust, Series 2021-FA, Class A, 1.11% 2/18/2070 (a)(e)
|
6,427
|
5,663
|
|
Navient Student Loan Trust, Series 2021-G, Class A, 1.58% 4/15/2070 (a)(e)
|
17,601
|
15,829
|
|
Navigator Aircraft ABS, Ltd., Series 2021-1, Class A, 2.771% 11/15/2046 (a)(e)
|
10,300
|
9,566
|
|
Nelnet Student Loan Trust, Series 2025-AA, Class A1A, 5.07% 3/15/2057 (a)(e)
|
17,565
|
17,545
|
|
Nelnet Student Loan Trust, Series 2021-CA, Class AFX, 1.32% 4/20/2062 (a)(e)
|
16,083
|
14,974
|
|
Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/2062 (a)(e)
|
17,884
|
16,673
|
|
Nelnet Student Loan Trust, Series 2021-B, Class AFX, 1.42% 4/20/2062 (a)(e)
|
47,763
|
44,514
|
|
Nelnet Student Loan Trust, Series 2021-CA, Class AFL, (1-month USD CME Term SOFR +
0.854%) 5.179%
4/20/2062 (a)(b)(e)
|
12,192
|
12,135
|
|
Neuberger Berman Loan Advisers LaSalle Street Lending CLO, Ltd., Series 2023-1, Class
D1, (3-month USD CME
Term SOFR + 5.00%) 9.282% 10/25/2036 (a)(b)(e)
|
1,000
|
1,005
|
|
New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061
(a)(e)
|
151,033
|
141,861
|
|
Newark BSL CLO 2, Ltd., Series 2017-1A, Class A1R, (3-month USD CME Term SOFR + 1.232%)
5.513%
7/25/2030 (a)(b)(e)
|
4,594
|
4,597
|
|
NMEF Funding, LLC, Series 2024-A, Class A2, 5.15% 12/15/2031 (a)(e)
|
11,898
|
11,936
|
|
NMEF Funding, LLC, Series 2025-A, Class A2, 4.72% 7/15/2032 (a)(e)
|
9,975
|
9,965
|
|
Oak Hill Credit Partners, CLO, Series 2023-15, Class B1, (3-month USD CME Term SOFR
+ 2.50%) 6.769%
4/20/2035 (a)(b)(e)
|
750
|
751
|
|
Ocean Trails CLO, Series 2021-11A, Class DR, (3-month USD CME Term SOFR + 3.10%) 7.369%
7/20/2034 (a)(b)(e)
|
3,000
|
2,994
|
|
OCP CLO, Ltd., Series 2019-16A, Class AR, (3-month USD CME Term SOFR + 1.262%) 5.472%
4/10/2033 (a)(b)(e)
|
1,739
|
1,741
|
|
Octagon Investment Partners, Ltd., CLO, Series 2018-18X, Class A1A, (3-month USD CME
Term SOFR + 1.222%)
5.482% 4/16/2031 (a)(b)(i)
|
440
|
440
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class A, 6.27% 6/17/2031 (a)(e)
|
9,829
|
9,924
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class B, 7.15% 6/17/2031 (a)(e)
|
1,106
|
1,121
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class A, 4.98% 10/17/2031
(a)(e)
|
4,743
|
4,703
|
|
OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class B, 5.42% 10/17/2031
(a)(e)
|
370
|
367
|
|
OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class A, 5.08% 4/19/2032 (a)(e)
|
4,220
|
4,181
|
|
OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class B, 5.52% 4/19/2032 (a)(e)
|
515
|
512
|
|
Oportun Funding, LLC, Series 2021-B, Class A, 1.47% 5/8/2031 (a)(e)
|
7,497
|
7,302
|
|
Oportun Funding, LLC, Series 2021-B, Class B, 1.96% 5/8/2031 (a)(e)
|
800
|
780
|
|
Option One Mortgage Loan Trust, Series 2007-FXD2, Class IIA6, 5.68% 3/25/2037 (a)
|
149
|
128
|
|
Option One Mortgage Loan Trust, Series 2007-FXD2, Class IIA3, 5.715% 3/25/2037 (a)
|
1,496
|
1,280
|
|
Orion CLO, Ltd., Series 2023-1, Class D, (3-month USD CME Term SOFR + 5.15%) 9.432%
10/25/2036 (a)(b)(e)
|
757
|
763
|
|
Palmer Square Loan Funding, CLO, Series 2021-4A, Class A1, (3-month USD CME Term SOFR
+ 1.062%)
5.318% 10/15/2029 (a)(b)(e)
|
1,378
|
1,378
|
|
Palmer Square Loan Funding, CLO, Series 2021-4A, Class A2, (3-month USD CME Term SOFR
+ 1.662%)
5.918% 10/15/2029 (a)(b)(e)
|
8,556
|
8,564
|
|
Palmer Square Loan Funding, CLO, Series 2022-1A, Class A1, (3-month USD CME Term SOFR
+ 1.05%)
5.306% 4/15/2030 (a)(b)(e)
|
1,939
|
1,937
|
|
Palmer Square Loan Funding, Ltd., Series 2022-4A, Class A1RN, (3-month USD CME Term
SOFR + 1.00%)
5.275% 7/24/2031 (a)(b)(e)
|
5,158
|
5,159
|
|
Palmer Square Loan Funding, Ltd., Series 2022-4A, Class A2R, (3-month USD CME Term
SOFR + 1.30%)
5.575% 7/24/2031 (a)(b)(e)
|
7,111
|
7,120
|
|
Palmer Square Loan Funding, Ltd., Series 2022-4A, Class CR, (3-month USD CME Term
SOFR + 2.40%)
6.675% 7/24/2031 (a)(b)(e)
|
1,429
|
1,427
|
|
Palmer Square Loan Funding, Ltd., Series 2024-2A, Class A1N, (3-month USD CME Term
SOFR + 1.00%)
5.256% 1/15/2033 (a)(b)(e)
|
4,584
|
4,576
|
|
PEAC Solutions Receivables, LLC, Series 2024-2A, Class A2, 4.74% 4/20/2027 (a)(e)
|
6,342
|
6,341
|
|
PEAC Solutions Receivables, LLC, Series 2024-1A, Class A2, 5.79% 6/21/2027 (a)(e)
|
12,270
|
12,354
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
PEAC Solutions Receivables, LLC, Series 2025-1A, Class A2, 4.94% 10/20/2028 (a)(e)
|
USD7,296
|
$7,311
|
|
PEAC Solutions Receivables, LLC, Series 2024-1A, Class B, 5.79% 11/20/2030 (a)(e)
|
2,728
|
2,799
|
|
PEAC Solutions Receivables, LLC, Series 2024-2A, Class A3, 4.65% 10/20/2031 (a)(e)
|
301
|
301
|
|
PEAC Solutions Receivables, LLC, Series 2024-2A, Class B, 4.83% 10/20/2031 (a)(e)
|
3,250
|
3,252
|
|
PEAC Solutions Receivables, LLC, Series 2025-1A, Class A3, 5.04% 7/20/2032 (a)(e)
|
5,100
|
5,145
|
|
PFS Financing Corp., Series 2022-D, Class A, 4.27% 8/16/2027 (a)(e)
|
8,182
|
8,175
|
|
PFS Financing Corp., Series 2023-A, Class A, 5.80% 3/15/2028 (a)(e)
|
17,000
|
17,160
|
|
PFS Financing Corp., Series 2023-B, Class A, 5.27% 5/15/2028 (a)(e)
|
5,722
|
5,762
|
|
PFS Financing Corp., Series 2024-F, Class A, 4.75% 8/15/2029 (a)(e)
|
12,866
|
12,940
|
|
PG&E Recovery Funding, LLC, Series 2024-A, Class A1, 4.838% 6/1/2033 (a)
|
7,681
|
7,700
|
|
PG&E Wildfire Recovery Funding, LLC, Series 2022-A, Class A2, 4.263% 6/1/2036 (a)
|
3,145
|
2,954
|
|
Pikes Peak CLO, Series 2023-14, Class A1, (3-month USD CME Term SOFR + 1.95%) 6.219%
4/20/2036 (a)(b)(e)
|
3,000
|
3,003
|
|
Pikes Peak CLO, Series 2023-14, Class C, (3-month USD CME Term SOFR + 3.30%) 7.569%
4/20/2036 (a)(b)(e)
|
429
|
430
|
|
PK ALIFT Loan Funding 4 LP, Series 2024-2, Class A, 5.052% 10/15/2039 (a)(e)
|
6,200
|
6,161
|
|
PK ALIFT Loan Funding 3, LP, Series 2024-1, Class A1, 5.842% 9/15/2039 (a)(e)
|
4,771
|
4,817
|
|
PK ALIFT Loan Funding 3, LP, Series 2024-1, Class AF, (1-month USD CME Term SOFR +
0%) 6.029%
9/15/2039 (a)(b)(e)
|
1,404
|
1,406
|
|
Porsche Innovative Lease Owner Trust, Series 2024-1, Class A3, 4.67% 11/22/2027 (a)(e)
|
7,331
|
7,348
|
|
Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A4, 4.26% 9/20/2030 (a)(e)
|
3,950
|
3,938
|
|
Post Road Equipment Finance, Series 2025-1A, Class A2, 4.90% 5/15/2031 (a)(e)
|
3,756
|
3,771
|
|
Post Road Equipment Finance, Series 2025-1A, Class B, 5.04% 5/15/2031 (a)(e)
|
725
|
732
|
|
Post Road Equipment Finance, Series 2025-1A, Class C, 5.13% 5/15/2031 (a)(e)
|
6,575
|
6,633
|
|
Prestige Auto Receivables Trust, Series 2024-1, Class B, 5.71% 5/15/2028 (a)(e)
|
4,920
|
4,937
|
|
Prestige Auto Receivables Trust, Series 2024-1, Class D, 6.21% 2/15/2030 (a)(e)
|
1,712
|
1,744
|
|
Prodigy Finance Designated Activity Co., Series 2021-1A, Class A, (1-month USD CME
Term SOFR + 1.364%)
5.689% 7/25/2051 (a)(b)(e)
|
1,207
|
1,207
|
|
Progress Residential Trust, Series 2022-SFR6, Class B, 4.997% 7/20/2039 (a)(e)
|
500
|
501
|
|
Race Point CLO, Ltd., Series 2015-9A, Class A1A2, (3-month USD CME Term SOFR + 1.202%)
5.458%
10/15/2030 (a)(b)(e)
|
4,981
|
4,981
|
|
RAD CLO, Ltd., Series 2020-7, Class CR, (3-month USD CME Term SOFR + 2.60%) 6.88%
4/17/2036 (a)(b)(e)
|
3,000
|
3,003
|
|
Reach Financial, LLC, Series 2024-2, Class B, 5.84% 7/15/2031 (a)(e)
|
3,823
|
3,851
|
|
Reach Financial, LLC, Series 2024-2, Class A, 5.88% 7/15/2031 (a)(e)
|
3,532
|
3,541
|
|
Recette CLO, LLC, Series 2015-1, Class ARR, (3-month USD CME Term SOFR + 1.342%) 5.611%
4/20/2034 (a)(b)(e)
|
12,000
|
12,005
|
|
Regatta XIV Funding, Ltd., CLO, Series 2018-3A, Class AR, (3-month USD CME Term SOFR
+ 1.10%) 5.382%
10/25/2031 (a)(b)(e)
|
6,072
|
6,074
|
|
Regatta XIV Funding, Ltd., CLO, Series 2018-3A, Class BR, (3-month USD CME Term SOFR
+ 1.50%) 5.782%
10/25/2031 (a)(b)(e)
|
3,690
|
3,690
|
|
Research-Driven Pagaya Motor Asset Trust I, Series 2022-3, Class A, 5.38% 11/25/2030
(a)(e)
|
2,816
|
2,816
|
|
Rockford Tower CLO, Ltd., Series 2017-3, Class A, (3-month USD CME Term SOFR + 1.452%)
5.721%
10/20/2030 (a)(b)(e)
|
421
|
421
|
|
RR, Ltd., CLO, Series 2020-8, Class A1R, (3-month USD CME Term SOFR + 1.35%) 5.606%
7/15/2037 (a)(b)(e)
|
5,000
|
5,014
|
|
Santander Drive Auto Receivables Trust, Series 2022-6, Class B, 4.72% 6/15/2027 (a)
|
404
|
404
|
|
Santander Drive Auto Receivables Trust, Series 2024-4, Class A2, 5.41% 7/15/2027 (a)
|
13,807
|
13,822
|
|
Santander Drive Auto Receivables Trust, Series 2024-5, Class A2, 4.88% 9/15/2027 (a)
|
8,998
|
8,998
|
|
Santander Drive Auto Receivables Trust, Series 2023-3, Class A3, 5.61% 10/15/2027
(a)
|
2,665
|
2,668
|
|
Santander Drive Auto Receivables Trust, Series 2022-4, Class B, 4.42% 11/15/2027 (a)
|
6,539
|
6,537
|
|
Santander Drive Auto Receivables Trust, Series 2022-7, Class B, 5.95% 1/17/2028 (a)
|
1,633
|
1,638
|
|
Santander Drive Auto Receivables Trust, Series 2023-1, Class B, 4.98% 2/15/2028 (a)
|
4,671
|
4,672
|
|
Santander Drive Auto Receivables Trust, Series 2024-1, Class A3, 5.25% 4/17/2028 (a)
|
2,370
|
2,374
|
|
Santander Drive Auto Receivables Trust, Series 2023-4, Class A3, 5.73% 4/17/2028 (a)
|
7,343
|
7,366
|
|
Santander Drive Auto Receivables Trust, Series 2023-6, Class A3, 5.93% 7/17/2028 (a)
|
4,216
|
4,238
|
|
Santander Drive Auto Receivables Trust, Series 2022-5, Class C, 4.74% 10/16/2028 (a)
|
4,685
|
4,683
|
|
Santander Drive Auto Receivables Trust, Series 2024-5, Class A3, 4.62% 11/15/2028
(a)
|
6,957
|
6,955
|
|
Santander Drive Auto Receivables Trust, Series 2022-6, Class C, 4.96% 11/15/2028 (a)
|
9,733
|
9,737
|
|
Santander Drive Auto Receivables Trust, Series 2024-2, Class A3, 5.63% 11/15/2028
(a)
|
20,569
|
20,679
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Santander Drive Auto Receivables Trust, Series 2024-1, Class B, 5.23% 12/15/2028 (a)
|
USD5,950
|
$5,976
|
|
Santander Drive Auto Receivables Trust, Series 2024-4, Class A3, 4.85% 1/16/2029 (a)
|
10,113
|
10,134
|
|
Santander Drive Auto Receivables Trust, Series 2024-3, Class A3, 5.63% 1/16/2029 (a)
|
11,396
|
11,472
|
|
Santander Drive Auto Receivables Trust, Series 2024-2, Class B, 5.78% 7/16/2029 (a)
|
12,138
|
12,307
|
|
Santander Drive Auto Receivables Trust, Series 2024-3, Class B, 5.55% 9/17/2029 (a)
|
3,675
|
3,716
|
|
Santander Drive Auto Receivables Trust, Series 2024-1, Class C, 5.45% 3/15/2030 (a)
|
1,325
|
1,335
|
|
Santander Drive Auto Receivables Trust, Series 2023-1, Class C, 5.09% 5/15/2030 (a)
|
12,380
|
12,442
|
|
Santander Drive Auto Receivables Trust, Series 2022-7, Class C, 6.69% 3/17/2031 (a)
|
1,162
|
1,189
|
|
SBNA Auto Lease Trust, Series 2024-A, Class A3, 5.39% 11/20/2026 (a)(e)
|
10,554
|
10,577
|
|
SBNA Auto Lease Trust, Series 2024-B, Class A2, 5.67% 11/20/2026 (a)(e)
|
1,303
|
1,305
|
|
SBNA Auto Lease Trust, Series 2024-B, Class A3, 5.56% 11/22/2027 (a)(e)
|
3,739
|
3,771
|
|
SBNA Auto Lease Trust, Series 2024-C, Class A3, 4.56% 2/22/2028 (a)(e)
|
3,804
|
3,802
|
|
SBNA Auto Receivables Trust, Series 2024-A, Class C, 5.59% 1/15/2030 (a)(e)
|
1,247
|
1,266
|
|
SCF Equipment Leasing, LLC, Series 2024-1A, Class A2, 5.88% 11/20/2029 (a)(e)
|
1,760
|
1,772
|
|
SCF Equipment Leasing, LLC, Series 2024-1A, Class A3, 5.52% 1/20/2032 (a)(e)
|
12,158
|
12,465
|
|
SCF Equipment Leasing, LLC, Series 2024-1A, Class C, 5.82% 9/20/2032 (a)(e)
|
1,625
|
1,672
|
|
SCF Equipment Trust, LLC, Series 2025-1A, Class A2, 4.82% 7/22/2030 (a)(e)
|
526
|
527
|
|
SCF Equipment Trust, LLC, Series 2025-1A, Class A3, 5.11% 11/21/2033 (a)(e)
|
8,661
|
8,782
|
|
SCF Equipment Trust, LLC, Series 2025-1A, Class B, 5.23% 9/20/2034 (a)(e)
|
1,552
|
1,576
|
|
SCF Equipment Trust, LLC, Series 2025-1A, Class C, 5.37% 9/20/2034 (a)(e)
|
1,242
|
1,260
|
|
Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.038% 7/25/2031
(a)(e)
|
690
|
693
|
|
SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A2, 4.71% 5/22/2028
(a)(e)
|
3,082
|
3,082
|
|
SFS Auto Receivables Securitization Trust, Series 2023-1, Class A3, 5.47% 10/20/2028
(a)(e)
|
7,915
|
7,966
|
|
SFS Auto Receivables Securitization Trust, Series 2023-1, Class A4, 5.47% 12/20/2029
(a)(e)
|
4,131
|
4,203
|
|
SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A3, 4.55% 6/20/2030
(a)(e)
|
12,222
|
12,245
|
|
SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A4, 4.60% 11/20/2031
(a)(e)
|
8,269
|
8,308
|
|
SLAM, LLC, Series 2024-1A, Class A, 5.335% 9/15/2049 (a)(e)
|
5,653
|
5,553
|
|
SMB Private Education Loan Trust, Series 2023-C, Class A1B, (30-day Average USD-SOFR
+ 1.55%) 5.882%
11/15/2052 (a)(b)(e)
|
2,042
|
2,064
|
|
SMB Private Education Loan Trust, Series 2021-A, Class APT2, 1.07% 1/15/2053 (a)(e)
|
4,899
|
4,319
|
|
SMB Private Education Loan Trust, Series 2025-A, Class A1A, 5.13% 4/15/2054 (a)(e)
|
7,121
|
7,160
|
|
SOLRR Aircraft Aviation Holding, Ltd., Series 2021-1, Class A, 2.636% 10/15/2046 (a)(e)
|
5,645
|
5,227
|
|
Sound Point CLO, Ltd., Series 2013-3R, Class A, (3-month USD CME Term SOFR + 1.412%)
5.681%
4/18/2031 (a)(b)(e)
|
190
|
190
|
|
Sound Point CLO, Ltd., Series 2013-3R, Class C, (3-month USD CME Term SOFR + 2.512%)
6.781%
4/18/2031 (a)(b)(e)
|
800
|
804
|
|
Sound Point CLO, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR + 2.616%)
6.768%
7/15/2034 (a)(b)(e)
|
1,600
|
1,606
|
|
Space Coast Credit Union, Series 2024-1, Class A3, 5.11% 6/15/2029 (a)(e)
|
4,919
|
4,945
|
|
SPRITE, Ltd., Series 2021-1, Class A, 3.75% 11/15/2046 (a)(e)
|
6,773
|
6,502
|
|
Steele Creek CLO, Ltd., Series 2019-1A, Class ARR, (3-month USD CME Term SOFR + 1.04%)
5.296%
4/15/2032 (a)(b)(e)
|
12,197
|
12,197
|
|
Steele Creek CLO, Ltd., Series 2019-1A, Class DRR, (3-month USD CME Term SOFR + 3.00%)
7.256%
4/15/2032 (a)(b)(e)
|
2,000
|
2,006
|
|
Steele Creek CLO, Ltd., Series 2019-2A, Class ARR, (3-month USD CME Term SOFR + 1.00%)
5.256%
7/15/2032 (a)(b)(e)
|
13,587
|
13,587
|
|
Stellar Jay Ireland DAC, Series 2021-1, Class A, 3.967% 10/15/2041 (a)(e)
|
5,596
|
5,407
|
|
Stonepeak Infrastructure Partners, Series 2021-1A, Class AA, 2.301% 2/28/2033 (a)(e)
|
1,488
|
1,423
|
|
Stonepeak Infrastructure Partners, Series 2021-1A, Class A, 2.675% 2/28/2033 (a)(e)
|
501
|
479
|
|
Subway Funding, LLC, Series 2024-3, Class A2I, 5.246% 7/30/2054 (a)(e)
|
21,166
|
20,845
|
|
Subway Funding, LLC, Series 2024-3A, Class A2II, 5.566% 7/30/2054 (a)(e)
|
980
|
966
|
|
Subway Funding, LLC, Series 2024-1, Class A2II, 6.268% 7/30/2054 (a)(e)
|
1,493
|
1,526
|
|
SuttonPark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075 (a)(e)
|
12,486
|
12,025
|
|
Sycamore Tree CLO, Ltd., Series 2024-5, Class A1, (3-month USD CME Term SOFR + 1.42%)
5.689%
4/20/2036 (a)(b)(e)
|
19,000
|
19,043
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Sycamore Tree CLO, Ltd., Series 2024-5, Class C, (3-month USD CME Term SOFR + 2.75%)
7.019%
4/20/2036 (a)(b)(e)
|
USD2,666
|
$2,669
|
|
Sycamore Tree CLO, Ltd., Series 2023-4, Class D, (3-month USD CME Term SOFR + 5.55%)
9.769%
10/20/2036 (a)(b)(e)
|
2,000
|
2,012
|
|
Sycamore Tree CLO, Ltd., Series 2023-2, Class DR, (3-month USD CME Term SOFR + 4.50%)
8.769%
1/20/2037 (a)(b)(e)
|
1,500
|
1,512
|
|
Symphony CLO, Ltd., Series 2014-15A, Class AR3, (3-month USD CME Term SOFR + 1.342%)
5.621%
1/17/2032 (a)(b)(e)
|
369
|
369
|
|
Synchrony Card Issuance Trust, Series 2023-A, Class A, 5.54% 7/15/2029 (a)
|
20,672
|
20,919
|
|
Synchrony Card Issuance Trust, Series 2023-A2, Class A, 5.74% 10/15/2029 (a)
|
5,977
|
6,083
|
|
Synchrony Card Issuance Trust, Series 2024-A2, Class A, 4.93% 7/15/2030 (a)
|
12,285
|
12,448
|
|
Synchrony Card Issuance Trust, Series 2025-A1, Class A, 4.78% 2/18/2031 (a)
|
14,533
|
14,698
|
|
TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045 (a)(e)
|
3,576
|
3,354
|
|
TCW CLO, Ltd., Series 2019-1A, Class DR, (3-month USD CME Term SOFR + 3.932%) 8.257%
8/16/2034 (a)(b)(e)
|
1,500
|
1,495
|
|
TCW CLO, Ltd., Series 2019-1A, Class CR, (3-month USD CME Term SOFR + 2.762%) 7.087%
8/16/2034 (a)(b)(e)
|
1,000
|
1,004
|
|
Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045 (a)(e)
|
2,783
|
2,584
|
|
Textainer Marine Containers, Ltd., Series 2020-3, Class A, 2.11% 9/20/2045 (a)(e)
|
2,202
|
2,055
|
|
Textainer Marine Containers, Ltd., Series 2021-1, Class A, 1.68% 2/20/2046 (a)(e)
|
4,976
|
4,557
|
|
Textainer Marine Containers, Ltd., Series 2021-2A, Class A, 2.23% 4/20/2046 (a)(e)
|
20,751
|
19,097
|
|
The Huntington National Bank, Series 2025-1, Class B, 4.957% 3/21/2033 (a)(e)
|
20,281
|
20,243
|
|
Thompson Park CLO, Ltd., Series 2021-1A, Class A1R, (3-month USD CME Term SOFR + 1.05%)
5.306%
4/15/2034 (a)(b)(e)
|
12,917
|
12,902
|
|
Thompson Park CLO, Ltd., Series 2021-1A, Class CR, (3-month USD CME Term SOFR + 1.90%)
6.156%
4/15/2034 (a)(b)(e)
|
2,000
|
2,002
|
|
Thompson Park CLO, Ltd., Series 2021-1A, Class DR, (3-month USD CME Term SOFR + 2.70%)
6.956%
4/15/2034 (a)(b)(e)
|
2,000
|
1,995
|
|
TIF Funding II, LLC, Series 2021-1A, Class A, 1.65% 2/20/2046 (a)(e)
|
272
|
243
|
|
T-Mobile US Trust, Series 2024-1, Class A, 5.05% 9/20/2029 (a)(e)
|
14,656
|
14,760
|
|
Toyota Auto Receivables Owner Trust, Series 2023-A, Class A3, 4.63% 9/15/2027 (a)
|
4,002
|
4,003
|
|
Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3, 5.16% 4/17/2028 (a)
|
7,505
|
7,545
|
|
Toyota Auto Receivables Owner Trust, Series 2024-A, Class A3, 4.83% 10/16/2028 (a)
|
10,269
|
10,320
|
|
Toyota Auto Receivables Owner Trust, Series 2024-A, Class A4, 4.77% 4/16/2029 (a)
|
5,269
|
5,313
|
|
Tricolor Auto Securitization Trust, Series 2025-1A, Class A, 4.94% 2/15/2029 (a)(e)
|
20,155
|
20,144
|
|
Trinitas CLO, Ltd., Series 2018-9A, Class ARRR, (3-month USD CME Term SOFR + 1.20%)
5.469%
1/20/2032 (a)(b)(e)
|
4,563
|
4,564
|
|
Trinitas CLO, Ltd., Series 2020-12, Class A1R, (3-month USD CME Term SOFR + 1.37%)
5.652% 4/25/2033 (a)(b)(e)
|
2,645
|
2,648
|
|
Trinitas CLO, Ltd., Series 2023-22A, Class D, (3-month USD CME Term SOFR + 6.19%)
10.459% 7/20/2036 (a)(b)(e)
|
1,000
|
1,004
|
|
Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045 (a)(e)
|
18,437
|
17,016
|
|
Triton Container Finance VIII, LLC, Series 2020-1, Class B, 3.74% 9/20/2045 (a)(e)
|
3,170
|
2,979
|
|
Triton Container Finance VIII, LLC, Series 2021-1, Class A, 1.86% 3/20/2046 (a)(e)
|
3,997
|
3,618
|
|
U.S. Bank National Association, Series 2025-SUP1, Class B, 5.582% 2/25/2032 (a)(e)
|
6,552
|
6,539
|
|
United Auto Credit Securitization Trust, Series 2025-1, Class A, 4.80% 6/10/2027 (a)(e)
|
5,228
|
5,227
|
|
United Auto Credit Securitization Trust, Series 2025-1, Class B, 5.05% 2/10/2028 (a)(e)
|
4,783
|
4,770
|
|
United Auto Credit Securitization Trust, Series 2025-1, Class C, 5.15% 6/10/2030 (a)(e)
|
1,843
|
1,837
|
|
Valley Stream Park CLO, Ltd., Series 2022-1A, Class ARR, (3-month USD CME Term SOFR
+ 1.19%) 5.459%
1/20/2037 (a)(b)(e)
|
13,000
|
12,999
|
|
Verdant Receivables, LLC, Series 2024-1, Class A2, 5.68% 12/12/2031 (a)(e)
|
3,741
|
3,795
|
|
Verdant Receivables, LLC, Series 2025-1A, Class A3, 4.96% 5/12/2033 (a)(e)
|
15,582
|
15,626
|
|
Verizon Master Trust, Series 2024-1, Class A1A, 5.00% 12/20/2028 (a)
|
7,486
|
7,504
|
|
Verizon Master Trust, Series 2022-6, Class A, 3.67% 1/22/2029 (4.42% on 8/20/2025)
(a)(f)
|
8,444
|
8,434
|
|
Verizon Master Trust, Series 2023-1, Class A, 4.49% 1/22/2029 (5.24% on 1/20/2026)
(a)(f)
|
14,481
|
14,476
|
|
Verizon Master Trust, Series 2025-3, Class A1A, 4.51% 3/20/2030 (5. 26.00% on 11/20/2027)
(a)(f)
|
6,073
|
6,088
|
|
Verizon Master Trust, Series 2024-3, Class A1A, 5.34% 4/22/2030 (a)
|
20,000
|
20,385
|
|
Verizon Master Trust, Series 2024-6, Class A1A, 4.17% 8/20/2030 (a)
|
9,686
|
9,640
|
|
Verizon Master Trust, Series 2023-3, Class A, 4.73% 4/21/2031 (a)(e)
|
13,818
|
13,970
|
Bonds, notes & other debt instruments (continued)
Asset-backed obligations (continued)
|
|
Principal amount
(000)
|
Value
(000)
|
Verizon Master Trust, Series 2024-2, Class A, 4.83% 12/22/2031 (a)(e)
|
USD5,212
|
$5,294
|
|
Verizon Master Trust, Series 24-5, Class A, 5.00% 6/21/2032 (a)(e)
|
4,587
|
4,680
|
|
Verizon Master Trust, Series 2025-4, Class A, 4.76% 3/21/2033 (a)(e)
|
5,649
|
5,705
|
|
Vibrant CLO, Ltd., Series 2019-11, Class A1R1, (3-month USD CME Term SOFR + 1.382%)
5.651%
7/20/2032 (a)(b)(e)
|
1,647
|
1,647
|
|
Vibrant CLO, Ltd., Series 2021-12, Class A2AR, (3-month USD CME Term SOFR + 1.90%)
6.169%
4/20/2034 (a)(b)(e)
|
5,000
|
5,006
|
|
Vibrant CLO, Ltd., Series 2018-9RA, Class B, (3-month USD CME Term SOFR + 1.60%) 5.919%
4/20/2037 (a)(b)(e)
|
2,893
|
2,882
|
|
Vibrant CLO, Ltd., Series 2018-9RA, Class C1, (3-month USD CME Term SOFR + 1.82%)
6.139% 4/20/2037 (a)(b)(e)
|
543
|
543
|
|
Voya CLO, Ltd., Series 2018-3, Class A1R2, (3-month USD CME Term SOFR + 1.20%) 5.456%
10/15/2031 (a)(b)(e)
|
9,135
|
9,137
|
|
VStrong Auto Receivables Trust, Series 2024-A, Class A2, 5.79% 8/16/2027 (a)(e)
|
1,193
|
1,194
|
|
VStrong Auto Receivables Trust, Series 2024-A, Class A3, 5.62% 12/15/2028 (a)(e)
|
440
|
443
|
|
Wellfleet CLO, Ltd., Series 2018-2A, Class BR, (3-month USD CME Term SOFR + 1.85%)
6.119%
10/20/2031 (a)(b)(e)
|
1,944
|
1,950
|
|
Westlake Automobile Receivables Trust, Series 2023-2, Class A3, 5.80% 2/16/2027 (a)(e)
|
1,138
|
1,139
|
|
Westlake Automobile Receivables Trust, Series 2024-1, Class A2A, 5.62% 3/15/2027 (a)(e)
|
1,659
|
1,661
|
|
Westlake Automobile Receivables Trust, Series 2024-1, Class A3, 5.44% 5/17/2027 (a)(e)
|
4,589
|
4,600
|
|
Westlake Automobile Receivables Trust, Series 2023-3, Class A3, 5.82% 5/17/2027 (a)(e)
|
10,859
|
10,889
|
|
Westlake Automobile Receivables Trust, Series 2024-1, Class B, 5.55% 11/15/2027 (a)(e)
|
8,245
|
8,282
|
|
Westlake Automobile Receivables Trust, Series 2022-3, Class B, 5.99% 12/15/2027 (a)(e)
|
3,300
|
3,302
|
|
Westlake Automobile Receivables Trust, Series 2025-1A, Class A2A, 4.66% 1/18/2028
(a)(e)
|
10,000
|
9,999
|
|
Westlake Automobile Receivables Trust, Series 2023-1, Class A3, 5.21% 1/18/2028 (a)(e)
|
98
|
98
|
|
Westlake Automobile Receivables Trust, Series 2023-1, Class B, 5.41% 1/18/2028 (a)(e)
|
3,188
|
3,191
|
|
Westlake Automobile Receivables Trust, Series 2024-2, Class A3, 5.56% 2/15/2028 (a)(e)
|
1,721
|
1,731
|
|
Westlake Automobile Receivables Trust, Series 2024-3A, Class A3, 4.71% 4/17/2028 (a)(e)
|
9,200
|
9,201
|
|
Westlake Automobile Receivables Trust, Series 2023-1, Class C, 5.74% 8/15/2028 (a)(e)
|
2,883
|
2,902
|
|
Westlake Automobile Receivables Trust, Series 2023-3, Class B, 5.92% 9/15/2028 (a)(e)
|
4,761
|
4,791
|
|
Westlake Automobile Receivables Trust, Series 2023-3, Class C, 6.02% 9/15/2028 (a)(e)
|
2,312
|
2,340
|
|
Westlake Automobile Receivables Trust, Series 2024-1, Class C, 5.65% 2/15/2029 (a)(e)
|
5,770
|
5,816
|
|
Westlake Automobile Receivables Trust, Series 2023-3, Class D, 6.47% 3/15/2029 (a)(e)
|
1,287
|
1,318
|
|
Westlake Automobile Receivables Trust, Series 2024-1, Class D, 6.02% 10/15/2029 (a)(e)
|
7,427
|
7,541
|
|
Westlake Automobile Receivables Trust, Series 2025-1A, Class C, 5.14% 10/15/2030 (a)(e)
|
1,754
|
1,765
|
|
Westlake Automobile Receivables Trust, Series 2025-1A, Class D, 5.54% 11/15/2030 (a)(e)
|
1,139
|
1,149
|
|
Westlake Flooring Master Trust, Series 2024-1, Class A, 5.43% 2/15/2028 (a)(e)
|
2,146
|
2,155
|
|
Wheels Fleet Lease Funding, LLC, Series 24-2A, Class A1, 4.87% 6/21/2039 (a)(e)
|
16,043
|
16,096
|
|
Wheels Fleet Lease Funding, LLC, Series 2024-3A, Class A1, 4.80% 9/19/2039 (a)(e)
|
6,802
|
6,816
|
|
Wind River CLO, Ltd., Series 2018-1, Class B, (3-month USD CME Term SOFR + 1.912%)
6.168% 7/15/2030 (a)(b)(e)
|
250
|
251
|
|
Wind River CLO, Ltd., Series 2015-1A, Class A1R3, (3-month USD CME Term SOFR + 1.20%)
5.469%
10/20/2030 (a)(b)(e)
|
2,094
|
2,094
|
|
Wind River CLO, Ltd., Series 2015-1, Class BR3, (3-month USD CME Term SOFR + 1.80%)
6.069% 10/20/2030 (a)(b)(e)
|
3,000
|
3,004
|
|
Wind River CLO, Ltd., Series 14-3, Class CR2, (3-month USD CME Term SOFR + 2.562%)
6.834%
10/22/2031 (a)(b)(e)
|
250
|
251
|
|
Wind River CLO, Ltd., Series 2023-1, Class B, (3-month USD CME Term SOFR + 2.50%)
6.782% 4/25/2036 (a)(b)(e)
|
1,750
|
1,753
|
|
Wind River CLO, Ltd., Series 2023-1, Class C1, (3-month USD CME Term SOFR + 3.50%)
7.782% 4/25/2036 (a)(b)(e)
|
1,000
|
1,005
|
|
Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 (a)(e)
|
6,516
|
6,512
|
|
Wingspire Equipment Finance, LLC, Series 2024-1A, Class C, 5.28% 9/20/2032 (a)(e)
|
718
|
722
|
|
World Financial Network Credit Card Master Trust, Series 2023-A, Class A, 5.02% 3/15/2030
(a)
|
6,414
|
6,446
|
|
World Financial Network Credit Card Master Trust, Series 2024-A, Class A, 5.47% 2/17/2031
(a)
|
8,630
|
8,807
|
|
World Financial Network Credit Card Master Trust, Series 2024-B, Class A, 4.62% 5/15/2031
(a)
|
21,381
|
21,491
|
|
World OMNI Select Auto Trust, Series 2024-A, Class A2A, 5.37% 2/15/2028 (a)
|
11,129
|
11,157
|
|
World OMNI Select Auto Trust, Series 2024-A, Class A3, 4.98% 2/15/2030 (a)
|
3,935
|
3,954
|
|
|
|
|
3,606,244
|
Bonds, notes & other debt instruments (continued)
Bonds & notes of governments & government agencies outside the U.S. 1.06%
|
|
Principal amount
(000)
|
Value
(000)
|
Asian Development Bank 2.50% 11/2/2027
|
USD2,787
|
$2,698
|
|
Caisse d’Amortissement de la Dette Sociale 0.375% 9/23/2025 (e)
|
10,000
|
9,876
|
|
Chile (Republic of) 4.85% 1/22/2029
|
6,885
|
6,942
|
|
Corporacion Andina de Fomento 5.00% 1/24/2029
|
10,024
|
10,242
|
|
CPPIB Capital, Inc. (USD-SOFR + 1.25%) 4.35% 3/11/2026 (b)(e)
|
9,893
|
9,971
|
|
CPPIB Capital, Inc. 0.875% 9/9/2026 (e)
|
12,181
|
11,695
|
|
Development Bank of Japan, Inc. 1.25% 10/20/2026 (e)
|
6,158
|
5,912
|
|
Development Bank of Japan, Inc. 1.75% 10/20/2031 (e)
|
2,296
|
1,958
|
|
European Investment Bank 0.75% 10/26/2026
|
10,357
|
9,898
|
|
European Investment Bank 4.00% 2/15/2029
|
6,351
|
6,366
|
|
Inter-American Development Bank 4.50% 5/15/2026
|
8,404
|
8,428
|
|
Inter-American Development Bank 1.125% 7/20/2028
|
1
|
1
|
|
International Development Assn. 0.375% 9/23/2025 (e)
|
20,000
|
19,751
|
|
Japan Bank for International Cooperation 4.25% 1/26/2026
|
9,562
|
9,553
|
|
Japan Bank for International Cooperation 1.875% 4/15/2031
|
4,918
|
4,316
|
|
Kommunalbanken 0.375% 9/11/2025 (e)
|
25,000
|
24,718
|
|
OMERS Finance Trust 3.50% 4/19/2032 (e)
|
2,494
|
2,336
|
|
Ontario Teachers’ Finance Trust 0.875% 9/21/2026 (e)
|
23,131
|
22,167
|
|
Ontario Teachers’ Finance Trust 3.00% 4/13/2027 (e)
|
31,138
|
30,484
|
|
Ontario Teachers’ Finance Trust 2.00% 4/16/2031 (e)
|
5,070
|
4,446
|
|
Poland (Republic of) 3.25% 4/6/2026
|
472
|
467
|
|
PSP Capital, Inc. 1.625% 10/26/2028 (e)
|
12,052
|
11,128
|
|
Quebec Canada (Province of) 0.60% 7/23/2025
|
29,200
|
29,027
|
|
Saskatchewan (Province of) 3.25% 6/8/2027
|
10,528
|
10,326
|
|
Sweden (Kingdom of) 4.375% 1/30/2026 (e)
|
6,020
|
6,021
|
|
United Mexican States 6.00% 5/13/2030
|
3,205
|
3,298
|
|
United Mexican States 6.00% 5/7/2036
|
10,000
|
9,593
|
|
|
|
|
271,618
|
Municipals 0.15%
California 0.04%
|
|
|
|
Golden State Tobacco Securitization Corp., Enhanced Tobacco Settlement Asset-Backed
Bonds, Series 2021-A-1,
2.532% 6/1/2028
|
11,085
|
10,410
|
|
Florida 0.05%
|
|
|
|
Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 1.258% 7/1/2025
|
5,385
|
5,370
|
|
Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 1.705% 7/1/2027
|
3,785
|
3,583
|
|
Board of Administration Fin. Corp., Rev. Bonds, Series 2020-A, 2.154% 7/1/2030
|
3,805
|
3,367
|
|
|
|
|
12,320
|
New York 0.06%
|
|
|
|
Dormitory Auth., Taxable State Personal Income Tax Rev. Bonds (General Purpose), Series
2021-C,
1.748% 3/15/2028 (escrowed to maturity)
|
15,255
|
14,299
|
|
Total municipals
|
|
|
37,029
|
Federal agency bonds & notes 0.07%
|
|
|
|
Fannie Mae 0.875% 8/5/2030 (c)
|
21,412
|
18,314
|
|
Tennessee Valley Authority 3.875% 3/15/2028
|
450
|
450
|
|
|
|
|
18,764
|
Total bonds, notes & other debt instruments (cost: $24,358,492,000)
|
|
|
24,179,242
|
Preferred securities 0.01%
Financials 0.01%
|
|
Shares
|
Value
(000)
|
CoBank, ACB, Class E, 5.652% perpetual noncumulative preferred shares (b)(e)
|
4,000
|
$3,240
|
|
Total preferred securities (cost: $3,985,000)
|
|
|
3,240
|
Short-term securities 13.48%
Money market investments 13.48%
|
|
|
|
Capital Group Central Cash Fund 4.29% (j)(k)
|
34,531,430
|
3,453,143
|
|
Total short-term securities (cost: $3,452,910,000)
|
|
|
3,453,143
|
Options purchased (equity style) 0.01%
|
|
|
|
Options purchased (equity style)*
|
|
|
1,794
|
Total options purchased (equity style) (cost: $3,143,000)
|
|
|
1,794
|
Total investment securities 107.89% (cost: $27,818,530,000)
|
|
|
27,637,419
|
Other assets less liabilities (7.89)%
|
|
|
(2,020,859
)
|
Net assets 100.00%
|
|
|
$25,616,560
|
Description
|
Number of
contracts
|
Expiration
date
|
Exercise
price
|
Notional
amount
(000)
|
Value at
5/31/2025
(000)
|
Call
|
|
|
|
|
|
3 Month SOFR Futures Option
|
3,558
|
9/12/2025
|
USD97.00
|
USD889,500
|
$200
|
3 Month SOFR Futures Option
|
5,759
|
9/12/2025
|
98.00
|
1,439,750
|
108
|
|
|
|
|
|
$308
|
Put
|
|
|
|
|
|
3 Month SOFR Futures Option
|
19,818
|
12/12/2025
|
USD95.69
|
USD4,954,500
|
$1,486
|
|
|
|
|
|
$1,794
|
Contracts
|
Type
|
Number of
contracts
|
Expiration
date
|
Notional
amount
(000)
|
Value and
unrealized
appreciation
(depreciation)
at 5/31/2025
(000)
|
3 Month SOFR Futures
|
Long
|
10,674
|
9/17/2025
|
USD2,553,421
|
$186
|
3 Month SOFR Futures
|
Long
|
331
|
3/18/2026
|
79,601
|
36
|
2 Year U.S. Treasury Note Futures
|
Long
|
35,113
|
10/3/2025
|
7,283,753
|
8,122
|
5 Year U.S. Treasury Note Futures
|
Long
|
66,999
|
10/3/2025
|
7,248,454
|
27,218
|
10 Year U.S. Treasury Note Futures
|
Long
|
11,017
|
9/30/2025
|
1,220,133
|
8,338
|
10 Year Ultra U.S. Treasury Note Futures
|
Short
|
14,110
|
9/30/2025
|
(1,588,037
)
|
(15,807
)
|
20 Year U.S. Treasury Bond Futures
|
Short
|
954
|
9/30/2025
|
(107,593
)
|
(1,161
)
|
30 Year Ultra U.S. Treasury Bond Futures
|
Short
|
2,407
|
9/30/2025
|
(279,362
)
|
(3,339
)
|
|
|
|
|
|
$23,593
|
Receive
|
Pay
|
Expiration
date
|
Notional
amount
(000)
|
Value at
5/31/2025
(000)
|
Upfront
premium
paid
(received)
(000)
|
Unrealized
appreciation
(depreciation)
at 5/31/2025
(000)
|
||
Rate
|
Payment
frequency
|
Rate
|
Payment
frequency
|
|||||
SOFR
|
Annual
|
4.664%
|
Annual
|
8/31/2025
|
USD25,000
|
$(11
)
|
$—
|
$(11
)
|
4.8195%
|
Annual
|
SOFR
|
Annual
|
9/1/2025
|
42,000
|
36
|
—
|
36
|
SOFR
|
Annual
|
4.63358%
|
Annual
|
10/31/2025
|
9,600
|
(9
)
|
—
|
(9
)
|
4.8755%
|
Annual
|
SOFR
|
Annual
|
4/18/2026
|
160,000
|
1,060
|
—
|
1,060
|
3.616%
|
Annual
|
SOFR
|
Annual
|
2/20/2028
|
41,900
|
177
|
—
|
177
|
3.624%
|
Annual
|
SOFR
|
Annual
|
2/20/2028
|
12,000
|
52
|
—
|
52
|
SOFR
|
Annual
|
4.15%
|
Annual
|
5/15/2033
|
7,790
|
(204
)
|
—
|
(204
)
|
4.0135%
|
Annual
|
SOFR
|
Annual
|
8/21/2033
|
7,300
|
118
|
—
|
118
|
SOFR
|
Annual
|
4.061%
|
Annual
|
8/24/2033
|
22,000
|
(430
)
|
—
|
(430
)
|
SOFR
|
Annual
|
3.9519%
|
Annual
|
8/25/2033
|
22,000
|
(260
)
|
—
|
(260
)
|
SOFR
|
Annual
|
3.8275%
|
Annual
|
9/1/2033
|
17,900
|
(53
)
|
—
|
(53
)
|
SOFR
|
Annual
|
3.6038%
|
Annual
|
1/8/2034
|
23,050
|
337
|
—
|
337
|
SOFR
|
Annual
|
3.41%
|
Annual
|
7/28/2045
|
233,400
|
22,600
|
—
|
22,600
|
SOFR
|
Annual
|
3.045%
|
Annual
|
7/27/2050
|
5,800
|
956
|
—
|
956
|
SOFR
|
Annual
|
3.6765%
|
Annual
|
2/20/2054
|
7,056
|
454
|
—
|
454
|
|
|
|
|
|
|
$24,823
|
$—
|
$24,823
|
Reference
index
|
Financing
rate paid
|
Payment
frequency
|
Expiration
date
|
Notional
amount
(000)
|
Value at
5/31/2025
(000)
|
Upfront
premium
paid
(received)
(000)
|
Unrealized
appreciation
(depreciation)
at 5/31/2025
(000)
|
CDX.NA.IG.44
|
1.00%
|
Quarterly
|
6/20/2030
|
USD355,102
|
$(7,114
)
|
$(4,252
)
|
$(2,862
)
|
|
Value at
9/1/2024
(000)
|
Additions
(000)
|
Reductions
(000)
|
Net
realized
gain (loss)
(000)
|
Net
unrealized
appreciation
(depreciation)
(000)
|
Value at
5/31/2025
(000)
|
Dividend
or interest
income
(000)
|
Short-term securities 13.48%
|
|||||||
Money market investments 13.48%
|
|
|
|
|
|
|
|
Capital Group Central Cash Fund 4.29% (j)
|
$2,930,778
|
$7,095,794
|
$6,573,012
|
$315
|
$(732
)
|
$3,453,143
|
$88,807
|
|
Acquisition
date(s)
|
Cost
(000)
|
Value
(000)
|
Percent
of net
assets
|
Octagon Investment Partners, Ltd., CLO, Series 2018-18X, Class A1A, (3-month
USD CME Term SOFR + 1.222%) 5.482% 4/16/2031 (a)(b)(i)
|
10/28/2022
|
$435
|
$440
|
0.00
%(l)
|
(a)
|
Principal payments may be made periodically. Therefore, the effective maturity date
may be earlier than the stated maturity date.
|
(b)
|
Coupon rate may change periodically. Reference rate and spread are as of the most
recent information available. Some coupon rates are determined by the
issuer or agent based on current market conditions; therefore, the reference rate
and spread are not available.
|
(c)
|
All or a portion of this security was pledged as collateral. The total value of pledged
collateral was $163,880,000, which represented 0.64% of the net assets
of the fund.
|
(d)
|
Represents securities transacted on a TBA basis.
|
(e)
|
Acquired in a transaction exempt from registration under Rule 144A or, for commercial
paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in
the U.S. in transactions exempt from registration, normally to qualified institutional
buyers. The total value of all such securities was $5,523,715,000, which
represented 21.56% of the net assets of the fund.
|
(f)
|
Step bond; coupon rate may change at a later date.
|
(g)
|
Amount less than one thousand.
|
(h)
|
Index-linked bond whose principal amount moves with a government price index.
|
(i)
|
Restricted security, other than Rule 144A securities or commercial paper issued pursuant
to Section 4(a)(2) of the Securities Act of 1933. The total value of all
such restricted securities was $440,000, which represented less than 0.01% of the
net assets of the fund.
|
(j)
|
Rate represents the seven-day yield at 5/31/2025.
|
(k)
|
Part of the same “group of investment companies“ as the fund as defined under the Investment Company Act of 1940, as amended.
|
(l)
|
Amount less than 0.01%.
|
Fixed-income class
|
Examples of standard inputs
|
All
|
Benchmark yields, transactions, bids, offers, quotations from dealers and
trading systems, new issues, spreads and other relationships observed in
the markets among comparable securities; and proprietary pricing
models such as yield measures calculated using factors such as cash flows,
financial or collateral performance and other reference data (collectively
referred to as “standard inputs”)
|
Corporate bonds, notes & loans; convertible securities
|
Standard inputs and underlying equity of the issuer
|
Bonds & notes of governments & government agencies
|
Standard inputs and interest rate volatilities
|
Mortgage-backed; asset-backed obligations
|
Standard inputs and cash flows, prepayment information, default rates,
delinquency and loss assumptions, collateral characteristics, credit
enhancements and specific deal information
|
Municipal securities
|
Standard inputs and, for certain distressed securities, cash flows or
liquidation values using a net present value calculation based on inputs
that include, but are not limited to, financial statements and debt contracts
|
|
Investment securities
|
|||
|
Level 1
|
Level 2
|
Level 3
|
Total
|
Assets:
|
|
|
|
|
Bonds, notes & other debt instruments:
|
|
|
|
|
Mortgage-backed obligations
|
$—
|
$10,193,493
|
$—
|
$10,193,493
|
U.S. Treasury bonds & notes
|
—
|
6,044,937
|
—
|
6,044,937
|
Corporate bonds, notes & loans
|
—
|
4,007,157
|
—
|
4,007,157
|
Asset-backed obligations
|
—
|
3,606,244
|
—
|
3,606,244
|
Bonds & notes of governments & government agencies
outside the U.S.
|
—
|
271,618
|
—
|
271,618
|
Municipals
|
—
|
37,029
|
—
|
37,029
|
Federal agency bonds & notes
|
—
|
18,764
|
—
|
18,764
|
Preferred securities
|
—
|
3,240
|
—
|
3,240
|
Short-term securities
|
3,453,143
|
—
|
—
|
3,453,143
|
Options purchased on futures (equity style)
|
1,794
|
—
|
—
|
1,794
|
Total
|
$3,454,937
|
$24,182,482
|
$—
|
$27,637,419
|
|
Other investments*
|
|||
|
Level 1
|
Level 2
|
Level 3
|
Total
|
Assets:
|
|
|
|
|
Unrealized appreciation on futures contracts
|
$43,900
|
$—
|
$—
|
$43,900
|
Unrealized appreciation on centrally cleared interest rate swaps
|
—
|
25,790
|
—
|
25,790
|
Liabilities:
|
|
|
|
|
Unrealized depreciation on futures contracts
|
(20,307
)
|
—
|
—
|
(20,307
)
|
Unrealized depreciation on centrally cleared interest rate swaps
|
—
|
(967
)
|
—
|
(967
)
|
Unrealized depreciation on centrally cleared credit default swaps
|
—
|
(2,862
)
|
—
|
(2,862
)
|
Total
|
$23,593
|
$21,961
|
$—
|
$45,554
|
Key to abbreviation(s)
|
Assn. = Association
|
Auth. = Authority
|
CLO = Collateralized Loan Obligations
|
CME = CME Group
|
CMO = Collateralized Mortgage Obligations
|
DAC = Designated Activity Company
|
Fin. = Finance
|
|
ICE = Intercontinental Exchange, Inc.
|
Rev. = Revenue
|
SOFR = Secured Overnight Financing Rate
|
TBA = To be announced
|
USD = U.S. dollars
|
UST = U.S. Treasury
|