UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-04861
Fidelity Garrison Street Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, MA 02210
(Address of principal executive offices) (Zip code)
Nicole Macarchuk, Secretary
245 Summer St.
Boston, Massachusetts 02210
(Name and address of agent for service)
Registrant's telephone number, including area code:
617-563-7000
Date of fiscal year end: | December 31 |
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Date of reporting period: | June 30, 2025 |
Item 1.
Reports to Stockholders
SEMI-ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
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VIP Investment Grade Central Fund
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$
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KEY FACTS
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Fund Size
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$
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Number of Holdings
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Portfolio Turnover
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QUALITY DIVERSIFICATION (% of Fund's net assets)
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U.S. Government and U.S. Government Agency Obligations - 63.5
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AAA - 7.2
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AA - 0.4
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A - 9.1
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BBB - 14.4
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BB - 1.7
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B - 0.9
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Not Rated - 2.3
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Short-Term Investments and Net Other Assets (Liabilities) - 0.5
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We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes.
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ASSET ALLOCATION (% of Fund's net assets)
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U.S. Treasury Obligations - 45.4
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Corporate Bonds - 24.1
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U.S. Government Agency - Mortgage Securities - 18.1
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Asset-Backed Securities - 8.0
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CMOs and Other Mortgage Related Securities - 3.8
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Other Investments - 0.1
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Foreign Government and Government Agency Obligations - 0.0
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Short-Term Investments and Net Other Assets (Liabilities) - 0.5
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GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
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United States - 90.4
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Grand Cayman (UK Overseas Ter) - 5.4
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Mexico - 0.8
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United Kingdom - 0.7
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Ireland - 0.5
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Bailiwick Of Jersey - 0.5
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Netherlands - 0.4
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Switzerland - 0.3
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France - 0.3
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Others - 0.7
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TOP HOLDINGS
(% of Fund's net assets)
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US Treasury Notes
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US Treasury Bonds
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Fannie Mae Mortgage pass-thru certificates
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Ginnie Mae II Pool
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Freddie Mac Gold Pool
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Uniform Mortgage Backed Securities
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Morgan Stanley
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JPMorgan Chase & Co
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Bank of America Corp
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Wells Fargo & Co
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67.3
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Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2025 FMR LLC. All rights reserved.
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For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9916116.101 1619-TSRS-0825
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Item 2.
Code of Ethics
Not applicable.
Item 3.
Audit Committee Financial Expert
Not applicable.
Item 4.
Principal Accountant Fees and Services
Not applicable.
Item 5.
Audit Committee of Listed Registrants
Not applicable.
Item 6.
Investments
(a)
Not applicable.
(b)
Not applicable
Item 7.
Financial Statements and Financial Highlights for Open-End Management Investment Companies
Contents
Asset-Backed Securities - 8.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
BAILIWICK OF JERSEY - 0.5%
|
|||
Aimco Clo 17 Ltd / Aimco Clo 17 LLC Series 2024-17A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6224% 7/20/2037 (b)(c)(d)
|
2,147,000
|
2,151,294
|
|
Aimco Clo 19 Ltd / Aimco Clo 19 LLC Series 2024-19A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/20/2037 (b)(c)(d)
|
758,000
|
760,491
|
|
Aimco Clo 22 Ltd / Aimco Clo 22 LLC Series 2024-22A Class A, CME Term SOFR 3 month Index + 1.5%, 5.7695% 4/19/2037 (b)(c)(d)
|
4,137,000
|
4,148,770
|
|
Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/20/2037 (b)(c)(d)
|
2,445,000
|
2,450,377
|
|
Flatiron Clo 26 Ltd / Flatiron Clo 26 LLC Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.33%, 5.5861% 1/15/2038 (b)(c)(d)
|
2,057,000
|
2,064,771
|
|
Hamlin Pk Clo Ltd / Hamlin Pk Clo LLC Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.34%, 5.6095% 10/20/2037 (b)(c)(d)
|
2,092,000
|
2,104,581
|
|
Invesco US CLO Ltd Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.51%, 5.7795% 7/20/2037 (b)(c)(d)
|
1,856,000
|
1,862,177
|
|
TOTAL BAILIWICK OF JERSEY
|
15,542,461
|
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BERMUDA - 0.1%
|
|||
SYMP Series 2022-32A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.5993% 4/23/2035 (b)(c)(d)
|
2,380,000
|
2,380,285
|
|
GRAND CAYMAN (UK OVERSEAS TER) - 5.4%
|
|||
Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.6198% 7/17/2037 (b)(c)(d)
|
2,190,000
|
2,196,023
|
|
Aimco Clo 14 Ltd / Aimco Clo 14 LLC Series 2021-14A Class A, CME Term SOFR 3 month Index + 1.2516%, 5.5211% 4/20/2034 (b)(c)(d)
|
3,132,569
|
3,133,246
|
|
AIMCO CLO Series 2024-BA Class ARR, CME Term SOFR 3 month Index + 1.5%, 5.7605% 4/16/2037 (b)(c)(d)
|
2,577,000
|
2,584,311
|
|
Allegro Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 7/20/2034 (b)(c)(d)
|
1,532,085
|
1,534,582
|
|
Allegro Clo Xii Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.44%, 5.7095% 7/21/2037 (b)(c)(d)
|
3,308,000
|
3,317,593
|
|
Ares LIV CLO Ltd Series 2024-54A Class AR, CME Term SOFR 3 month Index + 1.27%, 5.5261% 10/15/2032 (b)(c)(d)
|
2,116,187
|
2,116,187
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|
Ares LIV CLO Ltd Series 2025-54A Class AR2, CME Term SOFR 3 month Index + 1.31%, 0% 7/15/2038 (b)(c)(d)
|
2,687,000
|
2,687,001
|
|
Ares Lix Clo Ltd Series 2021-59A Class A, CME Term SOFR 3 month Index + 1.2916%, 5.5734% 4/25/2034 (b)(c)(d)
|
1,039,487
|
1,040,367
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|
Ares Lv Clo Ltd Series 2024-55A Class A1R2, CME Term SOFR 3 month Index + 1.37%, 5.6261% 10/15/2037 (b)(c)(d)
|
1,386,000
|
1,388,869
|
|
Ares Lviii Clo Ltd / Ares Lviii Clo LLC Series 2025-58A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 5.5279% 4/15/2038 (b)(c)(d)
|
2,126,000
|
2,137,015
|
|
Ares XLI Clo Ltd Series 2021-41A Class AR2, CME Term SOFR 3 month Index + 1.3316%, 5.5877% 4/15/2034 (b)(c)(d)
|
2,173,138
|
2,174,811
|
|
Babson CLO Ltd/Cayman Islands Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.26%, 5.5161% 1/15/2038 (b)(c)(d)
|
1,292,000
|
1,293,355
|
|
Barings Clo Ltd Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.75%, 6.0195% 1/20/2037 (b)(c)(d)
|
3,122,000
|
3,133,252
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|
Barings Clo Ltd Series 2024-4A Class AR, CME Term SOFR 3 month Index + 1.37%, 5.6395% 10/20/2037 (b)(c)(d)
|
2,095,000
|
2,100,298
|
|
Barings Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.2816%, 5.5634% 4/25/2034 (b)(c)(d)
|
2,282,638
|
2,285,692
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BCRED BSL Static Clo Ltd / LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5413% 7/24/2035 (b)(c)(d)
|
2,122,000
|
2,117,767
|
|
Beechwood Park Clo Ltd Series 2022-1A Class A1R, CME Term SOFR 3 month Index + 1.3%, 5.5798% 1/17/2035 (b)(c)(d)
|
2,810,000
|
2,815,131
|
|
BETHP Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.6477% 1/15/2035 (b)(c)(d)
|
1,601,217
|
1,603,500
|
|
Carlyle US CLO Ltd Series 2024-10A Class A1R, CME Term SOFR 3 month Index + 1.31%, 5.5795% 1/20/2038 (b)(c)(d)
|
1,648,000
|
1,650,942
|
|
Carlyle US CLO Ltd Series 2024-11A Class A1R, CME Term SOFR 3 month Index + 1.41%, 5.6918% 7/25/2037 (b)(c)(d)
|
2,843,000
|
2,850,369
|
|
Cedar Fdg Xii Clo Ltd / Cedar Fdg Xii Clo LLC Series 2025-12A Class ARR, CME Term SOFR 3 month Index + 1.2%, 5.4566% 1/25/2038 (b)(c)(d)
|
1,960,000
|
1,954,710
|
|
Cedar Fdg Xvii Clo Ltd Series 2023-17A Class A, CME Term SOFR 3 month Index + 1.85%, 6.1195% 7/20/2036 (b)(c)(d)
|
1,848,000
|
1,850,931
|
|
Cedar Funding Ltd Series 2022-15A Class A, CME Term SOFR 3 month Index + 1.32%, 5.5924% 4/20/2035 (b)(c)(d)
|
2,429,000
|
2,428,988
|
|
Cedar Funding Ltd Series 2024-10A Class AR2, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/20/2037 (b)(c)(d)
|
1,562,000
|
1,564,535
|
|
CEDF Series 2021-6A Class ARR, CME Term SOFR 3 month Index + 1.3116%, 5.5811% 4/20/2034 (b)(c)(d)
|
1,887,884
|
1,892,415
|
|
Clover Clo Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1%, 5.3091% 4/18/2035 (b)(c)(d)
|
2,425,000
|
2,411,912
|
|
Columbia Cent Clo 29 Ltd / Columbia Cent Clo 29 Corp Series 2021-29A Class AR, CME Term SOFR 3 month Index + 1.4316%, 5.7011% 10/20/2034 (b)(c)(d)
|
1,944,015
|
1,942,137
|
|
Dryden CLO Ltd Series 2022-98A Class A, CME Term SOFR 3 month Index + 1.3%, 5.5695% 4/20/2035 (b)(c)(d)
|
2,990,000
|
2,990,356
|
|
Dryden CLO Ltd Series 2024-83A Class AR, CME Term SOFR 3 month Index + 1.53%, 5.7995% 4/18/2037 (b)(c)(d)
|
2,356,000
|
2,363,815
|
|
Dryden CLO Ltd Series 2024-85A Class A1R2, CME Term SOFR 3 month Index + 1.38%, 5.6361% 7/15/2037 (b)(c)(d)
|
2,806,000
|
2,811,230
|
|
Dryden Senior Loan Fund Series 2021-90A Class A1A, CME Term SOFR 3 month Index + 1.3916%, 5.7136% 2/20/2035 (b)(c)(d)
|
2,075,083
|
2,076,044
|
|
Eaton Vance CLO Ltd Series 2021-1A Class A13R, CME Term SOFR 3 month Index + 1.5116%, 5.7677% 1/15/2034 (b)(c)(d)
|
444,749
|
445,067
|
|
Eaton Vance CLO Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.39%, 5.6461% 10/15/2037 (b)(c)(d)
|
2,219,000
|
2,225,708
|
|
Eaton Vance CLO Ltd Series 2024-2A Class AR2, CME Term SOFR 3 month Index + 1.38%, 5.6361% 10/15/2037 (b)(c)(d)
|
2,283,000
|
2,289,561
|
|
Flat Series 2025-30A Class A1, CME Term SOFR 3 month Index + 1.16%, 5.4434% 4/15/2038 (b)(c)(d)
|
2,121,000
|
2,116,018
|
|
Flatiron Clo 20 Ltd / Flatiron Clo 20 LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.38%, 5.702% 5/20/2036 (b)(c)(d)
|
2,662,000
|
2,665,721
|
|
Flatiron Clo 32 Ltd Series 2025-32A Class A1, CME Term SOFR 3 month Index + 1.29%, 1.29% 10/22/2038 (b)(c)(d)(e)
|
2,133,000
|
2,133,000
|
|
Flatiron Clo Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/19/2037 (b)(c)(d)
|
2,396,000
|
2,408,910
|
|
Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (b)
|
971,132
|
938,083
|
|
Invesco Clo Ltd Series 2021-3A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.664% 10/22/2034 (b)(c)(d)
|
1,367,988
|
1,368,757
|
|
Invesco US CLO Series 2024-1RA Class AR, CME Term SOFR 3 month Index + 1.55%, 5.8061% 4/15/2037 (b)(c)(d)
|
2,115,000
|
2,121,442
|
|
Lakeside Pk Clo Ltd / Lakeside Pk Clo LLC Series 2025-1A Class A, CME Term SOFR 3 month Index + 1.15%, 5.4061% 4/15/2038 (b)(c)(d)
|
1,534,000
|
1,529,622
|
|
Madison Park Funding 2015 Series 2024-19A Class AR3, CME Term SOFR 3 month Index + 1.6%, 5.8724% 1/22/2037 (b)(c)(d)
|
1,000,000
|
1,002,921
|
|
Madison Pk Fdg L Ltd / Madison Pk Fdg L LLC Series 2021-50A Class A, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 4/19/2034 (b)(c)(d)
|
2,186,940
|
2,189,203
|
|
Madison Pk Fdg Lii Ltd / Madison Pk Fdg Lii LLC Series 2021-52A Class A, CME Term SOFR 3 month Index + 1.3616%, 5.634% 1/22/2035 (b)(c)(d)
|
1,888,747
|
1,889,808
|
|
Madison Pk Fdg Lxvii Ltd / Madison Pk Fdg Lxvii LLC Series 2024-67A Class A1, CME Term SOFR 3 month Index + 1.51%, 5.7918% 4/25/2037 (b)(c)(d)
|
2,724,000
|
2,731,812
|
|
Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 5.3361% 7/15/2034 (b)(c)(d)
|
1,390,072
|
1,391,090
|
|
MAGNE AR Series 2021-27A Class AR, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 10/20/2034 (b)(c)(d)
|
461,006
|
461,261
|
|
Magnetite CLO LTD Series 2025-36A Class AR, CME Term SOFR 3 month Index + 1.32%, 5.6363% 7/25/2038 (b)(c)(d)
|
2,169,000
|
2,176,049
|
|
Magnetite CLO Ltd Series 2024-30A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6318% 10/25/2037 (b)(c)(d)
|
2,357,478
|
2,363,494
|
|
Magnetite Clo Ltd Series 2025-45A Class A1, CME Term SOFR 3 month Index + 1.15%, 5.435% 4/15/2038 (b)(c)(d)
|
1,483,000
|
1,487,059
|
|
Magnetite Xli Ltd Series 2024-41A Class A, CME Term SOFR 3 month Index + 1.29%, 5.603% 1/25/2038 (b)(c)(d)
|
1,342,000
|
1,345,001
|
|
Magnetite XXI Ltd Series 2021-21A Class AR, CME Term SOFR 3 month Index + 1.2816%, 5.5511% 4/20/2034 (b)(c)(d)
|
1,823,166
|
1,823,952
|
|
Magnetite Xxiii Ltd Series 2021-23A Class AR, CME Term SOFR 3 month Index + 1.3916%, 5.6734% 1/25/2035 (b)(c)(d)
|
5,340,000
|
5,347,311
|
|
Magnetite Xxix Ltd / Magnetite Xxix LLC Series 2024-29A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6061% 7/15/2037 (b)(c)(d)
|
2,086,000
|
2,091,469
|
|
Magnetite Xxvi Ltd / Magnetite Xxvi LLC Series 2025-26A Class AR2, CME Term SOFR 3 month Index + 1.15%, 5.4163% 1/25/2038 (b)(c)(d)
|
1,997,000
|
2,003,175
|
|
Magnetite Xxviii Ltd Series 2025-28A Class A1RR, CME Term SOFR 3 month Index + 1.24%, 5.4961% 1/15/2038 (b)(c)(d)
|
2,717,000
|
2,725,396
|
|
Morgan Stanley Eaton Vance CLO Ltd / LLC Series 2025-21A Class A1, CME Term SOFR 3 month Index + 1.17%, 5.2849% 4/15/2038 (b)(c)(d)
|
2,531,000
|
2,535,543
|
|
Neuberger Berman Loan Advisers Clo 25 Ltd Series 2024-25A Class AR2, CME Term SOFR 3 month Index + 1.4%, 5.6695% 7/18/2038 (b)(c)(d)
|
2,147,000
|
2,152,939
|
|
Oak Hill Credit Partners Series 2024-13A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6195% 7/20/2037 (b)(c)(d)
|
3,605,000
|
3,612,668
|
|
Oha Cr Fdg 4 Ltd / Oha Cr Fdg 4 LLC Series 2024-4A Class AR2, CME Term SOFR 3 month Index + 1.29%, 5.5624% 1/22/2038 (b)(c)(d)
|
2,452,000
|
2,456,879
|
|
Oha Credit Funding 14-R Ltd Series 2025-14RA Class A, CME Term SOFR 3 month Index + 1.23%, 5.6252% 4/20/2038 (b)(c)(d)
|
1,397,000
|
1,398,204
|
|
OHA Credit Funding 6 Ltd Series 2024-6A Class AR2, CME Term SOFR 3 month Index + 1.33%, 5.5995% 10/20/2037 (b)(c)(d)
|
1,921,000
|
1,927,314
|
|
OHA Credit Partners Ltd Series 2024-18A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.7695% 4/20/2037 (b)(c)(d)
|
3,069,000
|
3,078,388
|
|
OHA Credit Partners Ltd Series 2024-18A Class A2, CME Term SOFR 3 month Index + 1.65%, 5.9195% 4/20/2037 (b)(c)(d)
|
250,000
|
250,506
|
|
Oha Credit Partners VII Ltd Series 2025-7A Class AR4, CME Term SOFR 3 month Index + 1.14%, 5.462% 2/20/2038 (b)(c)(d)
|
1,936,000
|
1,931,830
|
|
OHA Credit Partners XVII Ltd Series 2024-17A Class A, CME Term SOFR 3 month Index + 1.32%, 5.7215% 1/18/2038 (b)(c)(d)
|
834,000
|
835,775
|
|
Palmer Square Ln Fdg 2025-2 Ltd / Palmer Square Ln Fdg 2025-2 LLC Series 2025-2A Class A1, CME Term SOFR 3 month Index + 0.94%, 0% 7/15/2033 (b)(c)(d)(e)
|
2,158,000
|
2,158,000
|
|
Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 5.2561% 1/15/2033 (b)(c)(d)
|
1,178,861
|
1,179,043
|
|
Palmer Square Loan Funding Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 0.8%, 5.1206% 2/15/2033 (b)(c)(d)
|
2,428,000
|
2,420,043
|
|
Peace Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.6611% 10/20/2034 (b)(c)(d)
|
760,982
|
761,426
|
|
Project Silver Series 2019-1 Class A, 3.967% 7/15/2044 (b)
|
1,014,508
|
979,111
|
|
Rockland Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3816%, 5.6511% 4/20/2034 (b)(c)(d)
|
2,604,698
|
2,608,605
|
|
Rr 34 Ltd Series 2024-34RA Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6061% 10/15/2039 (b)(c)(d)
|
1,065,000
|
1,069,445
|
|
Rr 7 Ltd Series 2022-7A Class A1AB, CME Term SOFR 3 month Index + 1.34%, 5.5961% 1/15/2037 (b)(c)(d)
|
2,626,000
|
2,630,173
|
|
Sixth Street CLO XX Ltd Series 2025-20A Class A1R, CME Term SOFR 3 month Index + 1.32%, 1.32% 7/17/2038 (b)(c)(d)
|
1,771,000
|
1,771,000
|
|
Symphony Clo 43 Ltd Series 2024-43A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.7761% 4/15/2037 (b)(c)(d)
|
1,886,000
|
1,890,760
|
|
Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC Series 2021-26A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.6111% 4/20/2033 (b)(c)(d)
|
1,797,217
|
1,797,731
|
|
Thunderbolt Aircraft Lease Series 2018-A Class A, 4.147% 9/15/2038 (b)(d)
|
687,777
|
684,411
|
|
Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (b)
|
1,065,187
|
1,030,961
|
|
Voya CLO Ltd Series 2023-1A Class A1, CME Term SOFR 3 month Index + 1.8%, 6.0695% 1/20/2037 (b)(c)(d)
|
2,387,000
|
2,395,753
|
|
Voya Clo Ltd Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.7761% 4/15/2037 (b)(c)(d)
|
1,190,000
|
1,195,355
|
|
Voya CLO Ltd/Voya CLO LLC Series 2025-2A Class A1RR, CME Term SOFR 3 month Index + 1.31%, 5.5904% 1/20/2038 (b)(c)(d)
|
648,000
|
648,938
|
|
TOTAL GRAND CAYMAN (UK OVERSEAS TER)
|
165,119,075
|
||
IRELAND - 0.0%
|
|||
Volofin Finance Designated Activity Co Series 2024-1A Class A, 5.935% 6/15/2037 (b)
|
913,758
|
922,651
|
|
MULTI-NATIONAL - 0.1%
|
|||
Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 5.4911% 4/20/2038 (b)(c)(d)
|
1,736,000
|
1,733,967
|
|
Ares Ln Fdg V Ltd / Ares Ln Fdg V LLC Series 2024-ALF5A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.7818% 7/27/2037 (b)(c)(d)
|
2,418,000
|
2,425,037
|
|
TOTAL MULTI-NATIONAL
|
4,159,004
|
||
UNITED STATES - 1.9%
|
|||
Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A1, 6.261% 5/16/2049 (b)
|
1,579,628
|
1,621,135
|
|
Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A2, 6.261% 5/16/2049 (b)
|
1,442,556
|
1,480,461
|
|
Aaset 2025-1 Ltd / Aaset 2025-1 LLC Series 2025-1A Class A, 5.943% 2/16/2050 (b)
|
1,295,474
|
1,318,850
|
|
AASET Trust Series 2019-2 Class A, 3.376% 10/16/2039 (b)
|
380,464
|
378,034
|
|
AASET Trust Series 2019-2 Class B, 4.458% 10/16/2039 (b)
|
75,249
|
73,836
|
|
AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (b)
|
954,247
|
906,617
|
|
AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (b)
|
2,439,236
|
2,270,115
|
|
Altde Trust Series 2025-1A Class A, 5.9% 8/15/2050 (b)
|
1,759,931
|
1,794,217
|
|
Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (b)
|
189,073
|
183,618
|
|
Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (b)
|
1,871,153
|
1,754,322
|
|
Blackbird Capital Aircraft Lease Securitization Ltd Series 2016-1A Class A, 4.213% 12/16/2041 (b)(f)
|
657,965
|
656,838
|
|
Castlelake Aircraft Securitization Series 2018-1 Class A, 4.125% 6/15/2043 (b)
|
239,114
|
232,441
|
|
Castlelake Aircraft Securitization Trust Series 2019-1A Class A, 3.967% 4/15/2039 (b)
|
751,953
|
712,487
|
|
Castlelake Aircraft Securitization Trust Series 2019-1A Class B, 5.095% 4/15/2039 (b)
|
666,261
|
553,012
|
|
Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/2046 (b)
|
83,721
|
82,480
|
|
DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (b)
|
1,714,948
|
1,696,408
|
|
DB Master Finance LLC Series 2021-1A Class A23, 2.791% 11/20/2051 (b)
|
4,605,945
|
4,015,853
|
|
DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (b)
|
849,200
|
817,472
|
|
Eaton Vance CLO Ltd Series 2024-1A Class AR2, CME Term SOFR 3 month Index + 1.51%, 5.7661% 7/15/2037 (b)(c)(d)
|
2,272,000
|
2,278,271
|
|
Gilead Aviation LLC Series 2025-1A Class A, 5.789% 3/15/2050 (b)
|
2,975,159
|
3,027,981
|
|
GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (b)
|
1,690,000
|
1,709,239
|
|
Green Lakes Park Clo LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.18%, 5.4618% 1/25/2038 (b)(c)(d)
|
2,081,000
|
2,081,006
|
|
Horizon Aircraft Finance I Limited Series 2018-1 Class A, 4.458% 12/15/2038 (b)
|
670,893
|
640,685
|
|
Jersey Mike's Funding Series 2019-1A Class A2, 4.433% 2/15/2050 (b)
|
3,263,688
|
3,234,369
|
|
Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (b)
|
1,795,500
|
1,823,428
|
|
Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (b)
|
428,408
|
433,634
|
|
Planet Fitness Master Issuer LLC Series 2019-1A Class A2, 3.858% 12/5/2049 (b)
|
1,404,270
|
1,336,747
|
|
Planet Fitness Master Issuer LLC Series 2022-1A Class A2I, 3.251% 12/5/2051 (b)
|
1,522,845
|
1,482,805
|
|
Planet Fitness Master Issuer LLC Series 2022-1A Class A2II, 4.008% 12/5/2051 (b)
|
1,360,305
|
1,255,295
|
|
SAPPHIRE AVIATION FINANCE Series 2020-1A Class A, 3.228% 3/15/2040 (b)
|
955,167
|
912,242
|
|
SBA Tower Trust Series 2020, 1.884% 7/15/2050 (b)
|
733,000
|
721,011
|
|
SBA Tower Trust Series 2020, 2.328% 7/15/2052 (b)
|
560,000
|
529,362
|
|
SLAM Ltd Series 2025-1A Class A, 5.807% 5/15/2050 (b)
|
1,465,000
|
1,489,493
|
|
Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (b)
|
1,943,235
|
1,991,729
|
|
Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (b)
|
3,727,270
|
3,789,657
|
|
Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (b)
|
2,215,865
|
2,269,876
|
|
Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (b)
|
2,649,685
|
2,621,308
|
|
Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (b)
|
2,763,115
|
2,747,324
|
|
Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (b)
|
1,307,430
|
1,302,302
|
|
Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 5.2937% 9/25/2034 (c)(d)
|
2,041
|
2,111
|
|
Westf 2025-A Series 2025-A Class A, 5.582% 6/15/2050 (b)
|
1,785,000
|
1,804,824
|
|
TOTAL UNITED STATES
|
60,032,895
|
||
TOTAL ASSET-BACKED SECURITIES
(Cost $248,101,876)
|
248,156,371
|
||
Bank Notes - 0.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Capital One NA USD SOFR Spread-Adj ICE Swap Rate 5Y + 1.73%, 5.974% 8/9/2028 (c)(d)
|
847,000
|
867,802
|
|
Regions Bank/Birmingham AL 6.45% 6/26/2037
|
2,368,000
|
2,448,051
|
|
TOTAL BANK NOTES
(Cost $3,278,549)
|
3,315,853
|
||
Collateralized Mortgage Obligations - 0.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Fannie Mae Mortgage pass-thru certificates Series 1999-57 Class PH, 6.5% 12/25/2029
|
9,253
|
9,488
|
|
Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.5468% 7/20/2034 (c)(d)
|
343
|
319
|
|
TOTAL UNITED STATES
|
9,807
|
||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $9,275)
|
9,807
|
||
Commercial Mortgage Securities - 3.8%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 3.8%
|
|||
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (b)
|
920,849
|
879,138
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class BNM, 3.465% 11/5/2032 (b)
|
265,000
|
247,696
|
|
BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class A, CME Term SOFR 1 month Index + 1.15%, 5.462% 1/15/2039 (b)(c)(d)
|
1,283,272
|
1,279,262
|
|
BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class B, CME Term SOFR 1 month Index + 1.55%, 5.862% 1/15/2039 (b)(c)(d)
|
242,144
|
240,347
|
|
BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class C, CME Term SOFR 1 month Index + 2.15%, 6.462% 1/15/2039 (b)(c)(d)
|
173,219
|
171,632
|
|
BANK Series 2018-BN10 Class A5, 3.688% 2/15/2061
|
118,089
|
115,864
|
|
BANK Series 2019-BN21 Class A5, 2.851% 10/17/2052
|
201,824
|
186,085
|
|
BBCMS Mortgage Trust Series 2023-C21 Class A3, 6.5058% 9/15/2056 (d)
|
1,307,000
|
1,405,141
|
|
Benchmark Mortgage Trust Series 2018-B4 Class A5, 4.121% 7/15/2051
|
420,518
|
413,905
|
|
Benchmark Mortgage Trust Series 2018-B8 Class A5, 4.2317% 1/15/2052
|
2,882,896
|
2,822,354
|
|
Benchmark Mortgage Trust Series 2019-B10 Class A4, 3.717% 3/15/2062
|
389,846
|
376,977
|
|
BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.6539% 3/15/2041 (b)(c)(d)
|
1,158,518
|
1,159,966
|
|
BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.6837% 6/15/2041 (b)(c)(d)
|
1,665,000
|
1,667,081
|
|
BMP Series 2024-MF23 Class B, CME Term SOFR 1 month Index + 1.6416%, 5.9533% 6/15/2041 (b)(c)(d)
|
822,000
|
823,028
|
|
BMP Series 2024-MF23 Class C, CME Term SOFR 1 month Index + 1.8413%, 6.153% 6/15/2041 (b)(c)(d)
|
581,000
|
581,726
|
|
BPR Commercial Mortgage Trust Series 2024-PARK Class A, 5.218% 11/5/2039 (b)(d)
|
4,579,000
|
4,637,113
|
|
BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class A, CME Term SOFR 1 month Index + 1.3917%, 5.7034% 3/15/2041 (b)(c)(d)
|
5,428,689
|
5,433,779
|
|
BX Commercial Mortgage Trust 21-SOAR Series 2022-IND Class A, CME Term SOFR 1 month Index + 1.491%, 5.8028% 4/15/2037 (b)(c)(d)
|
1,583,738
|
1,584,727
|
|
BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.9531% 5/15/2041 (b)(d)
|
2,925,317
|
2,928,974
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 5.3583% 4/15/2034 (b)(c)(d)
|
780,087
|
774,236
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class B, CME Term SOFR 1 month Index + 1.3463%, 5.6583% 4/15/2034 (b)(c)(d)
|
1,007,281
|
994,061
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class C, CME Term SOFR 1 month Index + 1.6463%, 5.9583% 4/15/2034 (b)(c)(d)
|
665,897
|
655,076
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class D, CME Term SOFR 1 month Index + 1.9463%, 6.2583% 4/15/2034 (b)(c)(d)
|
699,023
|
685,916
|
|
BX Commercial Mortgage Trust Series 2020-VIV2 Class C, 3.5424% 3/9/2044 (b)(d)
|
5,519,000
|
5,077,307
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 5.1156% 10/15/2036 (b)(c)(d)
|
2,648,253
|
2,642,461
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class B, CME Term SOFR 1 month Index + 1.0133%, 5.3253% 10/15/2036 (b)(c)(d)
|
396,287
|
394,553
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class C, CME Term SOFR 1 month Index + 1.2131%, 5.5251% 10/15/2036 (b)(c)(d)
|
530,325
|
527,342
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class D, CME Term SOFR 1 month Index + 1.4128%, 5.7248% 10/15/2036 (b)(c)(d)
|
514,682
|
511,465
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class E, CME Term SOFR 1 month Index + 2.062%, 6.374% 10/15/2036 (b)(c)(d)
|
1,789,733
|
1,780,784
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 5.3247% 2/15/2039 (b)(c)(d)
|
1,903,830
|
1,902,641
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class B, CME Term SOFR 1 month Index + 1.3123%, 5.6241% 2/15/2039 (b)(c)(d)
|
758,100
|
757,152
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class C, CME Term SOFR 1 month Index + 1.5617%, 5.8735% 2/15/2039 (b)(c)(d)
|
758,100
|
756,212
|
|
BX Commercial Mortgage Trust Series 2022-LP2 Class D, CME Term SOFR 1 month Index + 1.9608%, 6.2726% 2/15/2039 (b)(c)(d)
|
758,100
|
756,205
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 6.0732% 12/9/2040 (b)(c)(d)
|
1,346,813
|
1,350,590
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class B, CME Term SOFR 1 month Index + 2.1908%, 6.5026% 12/9/2040 (b)(c)(d)
|
297,860
|
298,787
|
|
BX Commercial Mortgage Trust Series 2023-XL3 Class C, CME Term SOFR 1 month Index + 2.6402%, 6.9519% 12/9/2040 (b)(c)(d)
|
161,102
|
161,577
|
|
BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6046% 12/15/2039 (b)(c)(d)
|
755,797
|
756,506
|
|
BX Commercial Mortgage Trust Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.7551% 4/15/2040 (b)(c)(d)
|
4,645,000
|
4,643,548
|
|
Bx Tr 2025-Tail Series 2025-TAIL Class A, CME Term SOFR 1 month Index + 1.4%, 5.7118% 6/15/2035 (b)(c)(d)
|
816,000
|
817,272
|
|
BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.7536% 4/15/2041 (b)(c)(d)
|
3,742,188
|
3,750,281
|
|
BX Trust 2024-CNY Series 2024-CNYN Class B, CME Term SOFR 1 month Index + 1.6915%, 6.0033% 4/15/2041 (b)(c)(d)
|
596,702
|
597,635
|
|
BX Trust 2024-CNY Series 2024-CNYN Class C, CME Term SOFR 1 month Index + 1.9412%, 6.2529% 4/15/2041 (b)(c)(d)
|
495,154
|
495,928
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.4556% 3/15/2030 (b)(c)(d)
|
6,080,000
|
6,042,000
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class B, CME Term SOFR 1 month Index + 1.3935%, 5.7052% 3/15/2030 (b)(c)(d)
|
890,000
|
883,325
|
|
BX Trust 2025-ROIC Series 2025-ROIC Class C, CME Term SOFR 1 month Index + 1.69%, 5.855% 3/15/2030 (b)(c)(d)
|
1,254,000
|
1,243,028
|
|
BX Trust Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 5.2265% 2/15/2036 (b)(c)(d)
|
278,000
|
277,826
|
|
BX Trust Series 2021-SOAR Class A, CME Term SOFR 1 month Index + 0.7845%, 5.0965% 6/15/2038 (b)(c)(d)
|
213,047
|
212,981
|
|
BX Trust Series 2022-IND Class B, CME Term SOFR 1 month Index + 1.94%, 6.2518% 4/15/2037 (b)(c)(d)
|
970,200
|
971,110
|
|
BX Trust Series 2022-IND Class C, CME Term SOFR 1 month Index + 2.29%, 6.6018% 4/15/2037 (b)(c)(d)
|
219,100
|
219,374
|
|
BX Trust Series 2022-IND Class D, CME Term SOFR 1 month Index + 2.839%, 7.1508% 4/15/2037 (b)(c)(d)
|
183,400
|
183,743
|
|
BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.7538% 2/15/2039 (b)(c)(d)
|
2,715,909
|
2,719,295
|
|
BX Trust Series 2024-XL4 Class B, CME Term SOFR 1 month Index + 1.7915%, 6.1033% 2/15/2039 (b)(c)(d)
|
350,379
|
351,145
|
|
BX Trust Series 2024-XL5 Class B, CME Term SOFR 1 month Index + 1.6912%, 6.003% 3/15/2041 (b)(c)(d)
|
927,835
|
928,995
|
|
BX Trust Series 2024-XL5 Class C, CME Term SOFR 1 month Index + 1.9409%, 6.2526% 3/15/2041 (b)(c)(d)
|
1,231,674
|
1,233,213
|
|
BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.4618% 2/15/2035 (b)(c)(d)
|
2,038,000
|
2,031,122
|
|
CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (b)
|
2,918,461
|
2,807,827
|
|
Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052
|
850,545
|
844,023
|
|
DTP Commercial Mortgage Trust Series 2023-STE2 Class A, 6.038% 1/15/2041 (b)(d)
|
563,000
|
576,686
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class A, CME Term SOFR 1 month Index + 0.8155%, 5.1275% 11/15/2038 (b)(c)(d)
|
3,654,041
|
3,649,473
|
|
ELP Commercial Mortgage Trust Series 2021-ELP Class B, CME Term SOFR 1 month Index + 1.2347%, 5.5467% 11/15/2038 (b)(c)(d)
|
1,013,820
|
1,012,553
|
|
Extended Stay America Trust Series 2021-ESH Class A, CME Term SOFR 1 month Index + 1.1945%, 5.5065% 7/15/2038 (b)(c)(d)
|
1,039,566
|
1,039,891
|
|
Extended Stay America Trust Series 2021-ESH Class B, CME Term SOFR 1 month Index + 1.4945%, 5.8065% 7/15/2038 (b)(c)(d)
|
591,832
|
592,016
|
|
Extended Stay America Trust Series 2021-ESH Class C, CME Term SOFR 1 month Index + 1.8145%, 6.1265% 7/15/2038 (b)(c)(d)
|
2,141,746
|
2,143,085
|
|
Extended Stay America Trust Series 2021-ESH Class D, CME Term SOFR 1 month Index + 2.3645%, 6.6765% 7/15/2038 (b)(c)(d)
|
880,029
|
881,129
|
|
GS Mortgage Securities Trust Series 2021-IP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.3765% 10/15/2036 (b)(c)(d)
|
1,559,690
|
1,553,877
|
|
GS Mortgage Securities Trust Series 2021-IP Class B, CME Term SOFR 1 month Index + 1.2645%, 5.5765% 10/15/2036 (b)(c)(d)
|
241,085
|
239,587
|
|
GS Mortgage Securities Trust Series 2021-IP Class C, CME Term SOFR 1 month Index + 1.6645%, 5.9765% 10/15/2036 (b)(c)(d)
|
2,497,757
|
2,482,240
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class CFX, 4.9498% 7/5/2033 (b)
|
223,602
|
166,583
|
|
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class DFX, 5.3503% 7/5/2033 (b)
|
386,779
|
245,605
|
|
Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.607% 5/15/2039 (b)(c)(d)
|
3,430,000
|
3,322,813
|
|
Life Financial Services Trust Series 2022-BMR2 Class B, CME Term SOFR 1 month Index + 1.7939%, 6.1057% 5/15/2039 (b)(c)(d)
|
2,383,000
|
2,168,530
|
|
Life Financial Services Trust Series 2022-BMR2 Class C, CME Term SOFR 1 month Index + 2.0931%, 6.4049% 5/15/2039 (b)(c)(d)
|
1,335,000
|
1,201,500
|
|
Life Financial Services Trust Series 2022-BMR2 Class D, CME Term SOFR 1 month Index + 2.5419%, 6.8537% 5/15/2039 (b)(c)(d)
|
1,187,000
|
1,062,505
|
|
LIFE Mortgage Trust Series 2021-BMR Class C, CME Term SOFR 1 month Index + 1.2145%, 5.5265% 3/15/2038 (b)(c)(d)
|
36,263
|
36,059
|
|
LIFE Mortgage Trust Series 2021-BMR Class D, CME Term SOFR 1 month Index + 1.5145%, 5.8265% 3/15/2038 (b)(c)(d)
|
330,648
|
328,169
|
|
LIFE Mortgage Trust Series 2021-BMR Class E, CME Term SOFR 1 month Index + 1.8645%, 6.1765% 3/15/2038 (b)(c)(d)
|
288,995
|
286,105
|
|
Morgan Stanley Capital I Trust Series 2018-H4 Class A4, 4.31% 12/15/2051
|
1,895,246
|
1,877,187
|
|
OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.4008% 11/15/2040 (b)(c)(d)
|
429,800
|
429,934
|
|
OPEN Trust Series 2023-AIR Class B, CME Term SOFR 1 month Index + 3.838%, 8.1667% 11/15/2040 (b)(c)(d)
|
804,800
|
805,303
|
|
Providence Place Group LP Series 2000-C1 Class A2, 7.75% 7/20/2028 (b)
|
607,128
|
618,406
|
|
SPGN Mortgage Trust Series 2022-TFLM Class B, CME Term SOFR 1 month Index + 2%, 6.3118% 2/15/2039 (b)(c)(d)
|
642,000
|
631,982
|
|
SPGN Mortgage Trust Series 2022-TFLM Class C, CME Term SOFR 1 month Index + 2.65%, 6.9618% 2/15/2039 (b)(c)(d)
|
334,000
|
327,023
|
|
SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.157% 11/15/2038 (b)(c)(d)
|
2,830,547
|
2,828,779
|
|
SREIT Trust Series 2021-MFP Class B, CME Term SOFR 1 month Index + 1.1943%, 5.506% 11/15/2038 (b)(c)(d)
|
1,734,655
|
1,733,570
|
|
SREIT Trust Series 2021-MFP Class C, CME Term SOFR 1 month Index + 1.4435%, 5.7552% 11/15/2038 (b)(c)(d)
|
737,143
|
736,682
|
|
SREIT Trust Series 2021-MFP Class D, CME Term SOFR 1 month Index + 1.6927%, 6.0044% 11/15/2038 (b)(c)(d)
|
484,482
|
484,179
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.5547% 12/15/2039 (b)(c)(d)
|
2,518,000
|
2,517,210
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.9042% 12/15/2039 (b)(c)(d)
|
613,000
|
611,466
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class C, CME Term SOFR 1 month Index + 1.9919%, 6.3036% 12/15/2039 (b)(c)(d)
|
452,000
|
450,870
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (b)
|
1,766,729
|
1,500,313
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class B, 2.453% 10/10/2042 (b)
|
113,488
|
91,490
|
|
Wells Fargo Commercial Mortgage Trust Series 2021-FCMT Class A, CME Term SOFR 1 month Index + 1.3145%, 5.6265% 5/15/2031 (b)(c)(d)
|
1,349,000
|
1,342,372
|
|
TOTAL UNITED STATES
|
118,966,509
|
||
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $120,777,487)
|
118,966,509
|
||
Foreign Government and Government Agency Obligations - 0.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
SAUDI ARABIA - 0.0%
|
|||
Kingdom of Saudi Arabia 3.25% 10/22/2030 (b)
|
966,000
|
905,287
|
|
Kingdom of Saudi Arabia 4.5% 4/22/2060 (b)
|
736,000
|
570,864
|
|
TOTAL SAUDI ARABIA
|
1,476,151
|
||
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $1,691,637)
|
1,476,151
|
||
Non-Convertible Corporate Bonds - 24.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Commonwealth Bank of Australia 3.61% 9/12/2034 (b)(d)
|
802,000
|
759,514
|
|
Westpac Banking Corp 4.11% 7/24/2034 (d)
|
1,139,000
|
1,100,689
|
|
TOTAL AUSTRALIA
|
1,860,203
|
||
BELGIUM - 0.1%
|
|||
Consumer Staples - 0.1%
|
|||
Beverages - 0.1%
|
|||
Anheuser-Busch InBev Worldwide Inc 3.5% 6/1/2030
|
1,135,000
|
1,094,997
|
|
Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059
|
3,472,000
|
3,555,925
|
|
TOTAL BELGIUM
|
4,650,922
|
||
CANADA - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Canadian Natural Resources Ltd 5.85% 2/1/2035
|
766,000
|
778,912
|
|
Cenovus Energy Inc 3.75% 2/15/2052
|
2,600,000
|
1,765,659
|
|
Cenovus Energy Inc 5.25% 6/15/2037
|
1,010,000
|
951,497
|
|
Enbridge Inc 4.25% 12/1/2026
|
544,000
|
542,945
|
|
4,039,013
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Emera US Finance LP 3.55% 6/15/2026
|
580,000
|
573,656
|
|
TOTAL CANADA
|
4,612,669
|
||
FRANCE - 0.3%
|
|||
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
BNP Paribas SA 5.786% 1/13/2033 (b)(d)
|
2,966,000
|
3,085,541
|
|
Societe Generale SA 1.488% 12/14/2026 (b)(d)
|
2,986,000
|
2,942,530
|
|
Societe Generale SA 5.5% 4/13/2029 (b)(d)
|
2,025,000
|
2,061,203
|
|
TOTAL FRANCE
|
8,089,274
|
||
GERMANY - 0.1%
|
|||
Financials - 0.1%
|
|||
Capital Markets - 0.1%
|
|||
Deutsche Bank AG/New York NY 4.999% 9/11/2030 (d)
|
600,000
|
604,543
|
|
Deutsche Bank AG/New York NY 6.72% 1/18/2029 (d)
|
1,600,000
|
1,680,756
|
|
2,285,299
|
|||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Bayer US Finance II LLC 4.25% 12/15/2025 (b)
|
1,338,000
|
1,334,234
|
|
TOTAL GERMANY
|
3,619,533
|
||
HONG KONG - 0.0%
|
|||
Financials - 0.0%
|
|||
Insurance - 0.0%
|
|||
AIA Group Ltd 3.2% 9/16/2040 (b)
|
1,070,000
|
822,455
|
|
IRELAND - 0.5%
|
|||
Financials - 0.3%
|
|||
Consumer Finance - 0.3%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026
|
1,236,000
|
1,204,206
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028
|
1,295,000
|
1,233,714
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032
|
1,385,000
|
1,254,796
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 4/3/2026
|
959,000
|
957,378
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027
|
4,054,000
|
4,186,088
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 7/15/2025
|
1,112,000
|
1,112,710
|
|
9,948,892
|
|||
Industrials - 0.2%
|
|||
Transportation Infrastructure - 0.2%
|
|||
Avolon Holdings Funding Ltd 4.25% 4/15/2026 (b)
|
485,000
|
482,184
|
|
Avolon Holdings Funding Ltd 4.375% 5/1/2026 (b)
|
1,433,000
|
1,424,362
|
|
Avolon Holdings Funding Ltd 5.15% 1/15/2030 (b)
|
219,000
|
220,593
|
|
Avolon Holdings Funding Ltd 5.375% 5/30/2030 (b)
|
1,183,000
|
1,203,697
|
|
Avolon Holdings Funding Ltd 6.375% 5/4/2028 (b)
|
2,774,000
|
2,892,594
|
|
6,223,430
|
|||
TOTAL IRELAND
|
16,172,322
|
||
ITALY - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Intesa Sanpaolo SpA 5.71% 1/15/2026 (b)
|
3,922,000
|
3,930,687
|
|
MEXICO - 0.8%
|
|||
Energy - 0.8%
|
|||
Oil, Gas & Consumable Fuels - 0.8%
|
|||
Petroleos Mexicanos 4.5% 1/23/2026
|
1,632,000
|
1,609,560
|
|
Petroleos Mexicanos 5.95% 1/28/2031
|
1,957,000
|
1,764,431
|
|
Petroleos Mexicanos 6.35% 2/12/2048
|
4,049,000
|
2,817,699
|
|
Petroleos Mexicanos 6.49% 1/23/2027
|
1,175,000
|
1,166,775
|
|
Petroleos Mexicanos 6.5% 1/23/2029
|
1,705,000
|
1,669,007
|
|
Petroleos Mexicanos 6.5% 3/13/2027
|
1,481,000
|
1,470,633
|
|
Petroleos Mexicanos 6.7% 2/16/2032
|
5,440,000
|
5,050,497
|
|
Petroleos Mexicanos 6.75% 9/21/2047
|
3,713,000
|
2,689,697
|
|
Petroleos Mexicanos 6.84% 1/23/2030
|
1,194,000
|
1,152,091
|
|
Petroleos Mexicanos 6.95% 1/28/2060
|
2,417,000
|
1,737,581
|
|
Petroleos Mexicanos 7.69% 1/23/2050
|
4,972,000
|
3,903,020
|
|
TOTAL MEXICO
|
25,030,991
|
||
NETHERLANDS - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
ABN AMRO Bank NV 4.988% 12/3/2028 (b)(d)
|
9,000,000
|
9,121,199
|
|
Cooperatieve Rabobank UA 4.375% 8/4/2025
|
2,285,000
|
2,283,892
|
|
TOTAL NETHERLANDS
|
11,405,091
|
||
QATAR - 0.0%
|
|||
Utilities - 0.0%
|
|||
Gas Utilities - 0.0%
|
|||
Nakilat Inc 6.067% 12/31/2033 (b)
|
409,102
|
427,127
|
|
SWITZERLAND - 0.3%
|
|||
Financials - 0.3%
|
|||
Capital Markets - 0.3%
|
|||
UBS Group AG 1.494% 8/10/2027 (b)(d)
|
1,788,000
|
1,729,292
|
|
UBS Group AG 3.869% 1/12/2029 (b)(d)
|
1,233,000
|
1,213,971
|
|
UBS Group AG 4.125% 9/24/2025 (b)
|
1,614,000
|
1,611,316
|
|
UBS Group AG 4.194% 4/1/2031 (b)(d)
|
2,950,000
|
2,888,757
|
|
UBS Group AG 4.55% 4/17/2026
|
790,000
|
790,142
|
|
8,233,478
|
|||
Insurance - 0.0%
|
|||
Swiss Re Finance Luxembourg SA 5% 4/2/2049 (b)(d)
|
200,000
|
199,200
|
|
TOTAL SWITZERLAND
|
8,432,678
|
||
UNITED KINGDOM - 0.7%
|
|||
Consumer Staples - 0.2%
|
|||
Tobacco - 0.2%
|
|||
BAT Capital Corp 6.421% 8/2/2033
|
1,030,000
|
1,118,601
|
|
Imperial Brands Finance PLC 4.25% 7/21/2025 (b)
|
490,000
|
489,834
|
|
Imperial Brands Finance PLC 6.125% 7/27/2027 (b)
|
1,136,000
|
1,172,487
|
|
Reynolds American Inc 5.7% 8/15/2035
|
373,000
|
380,767
|
|
Reynolds American Inc 6.15% 9/15/2043
|
1,227,000
|
1,241,306
|
|
Reynolds American Inc 7.25% 6/15/2037
|
909,000
|
1,016,143
|
|
5,419,138
|
|||
Financials - 0.5%
|
|||
Banks - 0.5%
|
|||
Barclays PLC 5.088% 6/20/2030 (d)
|
2,253,000
|
2,263,857
|
|
Barclays PLC 5.2% 5/12/2026
|
1,908,000
|
1,916,604
|
|
Barclays PLC 5.829% 5/9/2027 (d)
|
2,670,000
|
2,697,186
|
|
Barclays PLC 6.224% 5/9/2034 (d)
|
2,277,000
|
2,416,706
|
|
Barclays PLC 6.49% 9/13/2029 (d)
|
642,000
|
678,763
|
|
Barclays PLC 6.692% 9/13/2034 (d)
|
3,300,000
|
3,602,669
|
|
NatWest Group PLC 3.073% 5/22/2028 (d)
|
1,427,000
|
1,391,445
|
|
14,967,230
|
|||
Industrials - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
BAE Systems PLC 3.4% 4/15/2030 (b)
|
696,000
|
664,157
|
|
TOTAL UNITED KINGDOM
|
21,050,525
|
||
UNITED STATES - 20.6%
|
|||
Communication Services - 2.0%
|
|||
Diversified Telecommunication Services - 0.6%
|
|||
AT&T Inc 2.55% 12/1/2033
|
4,584,000
|
3,836,377
|
|
AT&T Inc 3.65% 9/15/2059
|
712,000
|
477,684
|
|
AT&T Inc 3.8% 12/1/2057
|
4,678,000
|
3,273,203
|
|
AT&T Inc 4.3% 2/15/2030
|
859,000
|
856,205
|
|
AT&T Inc 4.75% 5/15/2046
|
4,816,000
|
4,202,280
|
|
Verizon Communications Inc 2.55% 3/21/2031
|
1,698,000
|
1,522,916
|
|
Verizon Communications Inc 4.78% 2/15/2035
|
2,099,000
|
2,044,845
|
|
Verizon Communications Inc 4.862% 8/21/2046
|
2,282,000
|
2,036,825
|
|
Verizon Communications Inc 5.012% 4/15/2049
|
89,000
|
81,630
|
|
18,331,965
|
|||
Entertainment - 0.3%
|
|||
Walt Disney Co/The 3.8% 3/22/2030
|
7,061,000
|
6,952,239
|
|
Walt Disney Co/The 4.7% 3/23/2050
|
2,229,000
|
1,990,305
|
|
8,942,544
|
|||
Media - 1.0%
|
|||
Charter Communications Operating LLC / Charter Communications Operating Capital 2.25% 1/15/2029
|
1,100,000
|
1,013,083
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032
|
369,000
|
311,341
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033
|
1,073,000
|
1,010,307
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.8% 3/1/2050
|
816,000
|
652,856
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.908% 7/23/2025
|
273,000
|
272,979
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029
|
850,000
|
858,103
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047
|
5,834,000
|
5,063,390
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063
|
1,073,000
|
907,301
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029
|
1,545,000
|
1,617,529
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045
|
842,000
|
834,288
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034
|
1,067,000
|
1,138,444
|
|
Comcast Corp 2.937% 11/1/2056
|
2,100,000
|
1,233,018
|
|
Comcast Corp 3.9% 3/1/2038
|
329,000
|
286,144
|
|
Comcast Corp 4.65% 7/15/2042
|
779,000
|
692,022
|
|
Discovery Communications LLC 3.625% 5/15/2030
|
1,843,000
|
1,627,093
|
|
Discovery Communications LLC 4.125% 5/15/2029
|
64,000
|
59,443
|
|
Discovery Communications LLC 5% 9/20/2037
|
2,600,000
|
1,864,584
|
|
Time Warner Cable LLC 4.5% 9/15/2042
|
283,000
|
225,405
|
|
Time Warner Cable LLC 5.5% 9/1/2041
|
521,000
|
473,729
|
|
Time Warner Cable LLC 5.875% 11/15/2040
|
460,000
|
441,629
|
|
Time Warner Cable LLC 6.55% 5/1/2037
|
6,199,000
|
6,402,446
|
|
Time Warner Cable LLC 7.3% 7/1/2038
|
1,160,000
|
1,264,972
|
|
Warnermedia Holdings Inc 3.755% 3/15/2027
|
184,000
|
178,939
|
|
Warnermedia Holdings Inc 4.054% 3/15/2029
|
406,000
|
377,166
|
|
Warnermedia Holdings Inc 4.279% 3/15/2032
|
1,144,000
|
962,390
|
|
Warnermedia Holdings Inc 5.05% 3/15/2042
|
996,000
|
671,055
|
|
Warnermedia Holdings Inc 5.141% 3/15/2052
|
393,000
|
242,678
|
|
30,682,334
|
|||
Wireless Telecommunication Services - 0.1%
|
|||
T-Mobile USA Inc 3.75% 4/15/2027
|
1,871,000
|
1,851,463
|
|
T-Mobile USA Inc 3.875% 4/15/2030
|
2,705,000
|
2,627,144
|
|
T-Mobile USA Inc 4.375% 4/15/2040
|
404,000
|
357,979
|
|
T-Mobile USA Inc 4.5% 4/15/2050
|
793,000
|
655,694
|
|
5,492,280
|
|||
TOTAL COMMUNICATION SERVICES
|
63,449,123
|
||
Consumer Discretionary - 0.3%
|
|||
Automobiles - 0.0%
|
|||
General Motors Financial Co Inc 5.85% 4/6/2030
|
953,000
|
985,183
|
|
Hotels, Restaurants & Leisure - 0.0%
|
|||
McDonald's Corp 3.5% 7/1/2027
|
517,000
|
510,629
|
|
McDonald's Corp 3.6% 7/1/2030
|
615,000
|
594,926
|
|
1,105,555
|
|||
Specialty Retail - 0.3%
|
|||
AutoNation Inc 4.75% 6/1/2030
|
234,000
|
232,665
|
|
AutoZone Inc 4% 4/15/2030
|
1,629,000
|
1,594,855
|
|
Lowe's Cos Inc 3.35% 4/1/2027
|
211,000
|
207,857
|
|
Lowe's Cos Inc 3.75% 4/1/2032
|
649,000
|
612,087
|
|
Lowe's Cos Inc 4.25% 4/1/2052
|
2,647,000
|
2,071,820
|
|
Lowe's Cos Inc 4.45% 4/1/2062
|
2,720,000
|
2,110,707
|
|
Lowe's Cos Inc 4.5% 4/15/2030
|
1,170,000
|
1,178,928
|
|
O'Reilly Automotive Inc 4.2% 4/1/2030
|
361,000
|
357,337
|
|
8,366,256
|
|||
TOTAL CONSUMER DISCRETIONARY
|
10,456,994
|
||
Consumer Staples - 0.6%
|
|||
Beverages - 0.2%
|
|||
Molson Coors Beverage Co 3% 7/15/2026
|
2,300,000
|
2,265,772
|
|
Molson Coors Beverage Co 5% 5/1/2042
|
4,016,000
|
3,663,082
|
|
5,928,854
|
|||
Consumer Staples Distribution & Retail - 0.3%
|
|||
Mars Inc 4.8% 3/1/2030 (b)
|
2,106,000
|
2,133,799
|
|
Mars Inc 5% 3/1/2032 (b)
|
1,581,000
|
1,602,018
|
|
Mars Inc 5.2% 3/1/2035 (b)
|
1,314,000
|
1,329,741
|
|
Mars Inc 5.65% 5/1/2045 (b)
|
1,278,000
|
1,281,090
|
|
Mars Inc 5.7% 5/1/2055 (b)
|
2,548,000
|
2,541,780
|
|
8,888,428
|
|||
Food Products - 0.0%
|
|||
General Mills Inc 2.875% 4/15/2030
|
220,000
|
204,649
|
|
Tobacco - 0.1%
|
|||
Altria Group Inc 4.25% 8/9/2042
|
1,696,000
|
1,378,655
|
|
Altria Group Inc 4.5% 5/2/2043
|
1,137,000
|
947,871
|
|
Altria Group Inc 4.8% 2/14/2029
|
311,000
|
314,450
|
|
Altria Group Inc 5.95% 2/14/2049
|
407,000
|
404,743
|
|
3,045,719
|
|||
TOTAL CONSUMER STAPLES
|
18,067,650
|
||
Energy - 1.7%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Halliburton Co 3.8% 11/15/2025
|
18,000
|
17,931
|
|
Halliburton Co 4.85% 11/15/2035
|
661,000
|
636,185
|
|
654,116
|
|||
Oil, Gas & Consumable Fuels - 1.7%
|
|||
Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (b)
|
394,000
|
415,918
|
|
Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (b)
|
1,061,000
|
1,113,289
|
|
Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (b)
|
317,000
|
327,353
|
|
Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (b)
|
571,000
|
590,151
|
|
Columbia Pipelines Operating Co LLC 6.714% 8/15/2063 (b)
|
342,000
|
360,478
|
|
DCP Midstream Operating LP 5.6% 4/1/2044
|
376,000
|
343,033
|
|
DCP Midstream Operating LP 6.45% 11/3/2036 (b)
|
760,000
|
779,585
|
|
DCP Midstream Operating LP 6.75% 9/15/2037 (b)
|
1,037,000
|
1,091,951
|
|
Energy Transfer LP 3.75% 5/15/2030
|
710,000
|
681,216
|
|
Energy Transfer LP 4.95% 6/15/2028
|
1,242,000
|
1,260,446
|
|
Energy Transfer LP 5% 5/15/2050
|
2,045,000
|
1,708,946
|
|
Energy Transfer LP 5.25% 4/15/2029
|
629,000
|
644,168
|
|
Energy Transfer LP 5.4% 10/1/2047
|
414,000
|
368,675
|
|
Energy Transfer LP 5.8% 6/15/2038
|
692,000
|
694,322
|
|
Energy Transfer LP 6% 6/15/2048
|
451,000
|
433,077
|
|
Energy Transfer LP 6.25% 4/15/2049
|
432,000
|
426,114
|
|
Enterprise Products Operating LLC 3.7% 2/15/2026
|
1,472,000
|
1,464,577
|
|
Hess Corp 4.3% 4/1/2027
|
1,500,000
|
1,496,482
|
|
Hess Corp 5.6% 2/15/2041
|
4,059,000
|
4,030,411
|
|
Hess Corp 7.125% 3/15/2033
|
308,000
|
348,790
|
|
Hess Corp 7.3% 8/15/2031
|
411,000
|
466,137
|
|
Hess Corp 7.875% 10/1/2029
|
1,346,000
|
1,514,844
|
|
Kinder Morgan Energy Partners LP 6.55% 9/15/2040
|
141,000
|
150,764
|
|
Kinder Morgan Inc 5.55% 6/1/2045
|
747,000
|
704,645
|
|
MPLX LP 4.8% 2/15/2029
|
345,000
|
348,300
|
|
MPLX LP 4.95% 9/1/2032
|
2,116,000
|
2,096,430
|
|
MPLX LP 5.5% 2/15/2049
|
1,036,000
|
935,424
|
|
Occidental Petroleum Corp 6.2% 3/15/2040
|
521,000
|
509,782
|
|
Occidental Petroleum Corp 6.45% 9/15/2036
|
1,412,000
|
1,444,649
|
|
Occidental Petroleum Corp 6.6% 3/15/2046
|
1,751,000
|
1,725,511
|
|
Occidental Petroleum Corp 7.5% 5/1/2031
|
2,356,000
|
2,593,108
|
|
ONEOK Inc 4.25% 9/24/2027
|
752,000
|
750,735
|
|
ONEOK Inc 4.4% 10/15/2029
|
786,000
|
779,979
|
|
ONEOK Inc 4.75% 10/15/2031
|
1,529,000
|
1,513,831
|
|
Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029
|
405,000
|
387,122
|
|
Sabine Pass Liquefaction LLC 4.5% 5/15/2030
|
2,447,000
|
2,442,906
|
|
Targa Resources Corp 4.9% 9/15/2030
|
1,131,000
|
1,140,548
|
|
Targa Resources Corp 5.65% 2/15/2036
|
2,723,000
|
2,748,591
|
|
Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030
|
312,000
|
294,271
|
|
Transcontinental Gas Pipe Line Co LLC 3.95% 5/15/2050
|
1,007,000
|
760,554
|
|
Western Gas Partners LP 4.5% 3/1/2028
|
613,000
|
609,259
|
|
Western Gas Partners LP 4.65% 7/1/2026
|
2,778,000
|
2,772,158
|
|
Western Gas Partners LP 4.75% 8/15/2028
|
354,000
|
353,826
|
|
Western Gas Partners LP 6.35% 1/15/2029
|
978,000
|
1,023,853
|
|
Williams Cos Inc/The 3.5% 11/15/2030
|
2,609,000
|
2,466,408
|
|
Williams Cos Inc/The 4.65% 8/15/2032
|
2,206,000
|
2,163,782
|
|
Williams Cos Inc/The 5.3% 8/15/2052
|
500,000
|
456,198
|
|
51,732,597
|
|||
TOTAL ENERGY
|
52,386,713
|
||
Financials - 10.6%
|
|||
Banks - 4.8%
|
|||
Bank of America Corp 2.299% 7/21/2032 (d)
|
4,656,000
|
4,057,349
|
|
Bank of America Corp 3.419% 12/20/2028 (d)
|
5,817,000
|
5,686,023
|
|
Bank of America Corp 4.25% 10/22/2026
|
1,307,000
|
1,304,620
|
|
Bank of America Corp 4.45% 3/3/2026
|
465,000
|
464,505
|
|
Bank of America Corp 4.623% 5/9/2029 (d)
|
5,903,000
|
5,940,461
|
|
Bank of America Corp 5.015% 7/22/2033 (d)
|
17,054,000
|
17,253,673
|
|
Bank of America Corp 5.468% 1/23/2035 (d)
|
1,410,000
|
1,448,547
|
|
Citigroup Inc 4.3% 11/20/2026
|
532,000
|
531,231
|
|
Citigroup Inc 4.412% 3/31/2031 (d)
|
3,258,000
|
3,223,424
|
|
Citigroup Inc 4.45% 9/29/2027
|
5,245,000
|
5,250,034
|
|
Citigroup Inc 4.6% 3/9/2026
|
673,000
|
672,905
|
|
Citigroup Inc 4.91% 5/24/2033 (d)
|
3,492,000
|
3,484,174
|
|
Citigroup Inc 5.5% 9/13/2025
|
1,694,000
|
1,696,040
|
|
Citigroup Inc 6.174% 5/25/2034 (d)
|
1,574,000
|
1,647,709
|
|
Citigroup Inc 6.27% 11/17/2033 (d)
|
7,000,000
|
7,537,404
|
|
Citizens Financial Group Inc 2.638% 9/30/2032
|
1,490,000
|
1,255,416
|
|
Citizens Financial Group Inc 5.841% 1/23/2030 (d)
|
9,000,000
|
9,321,677
|
|
Fifth Third Bancorp 4.895% 9/6/2030 (d)
|
3,000,000
|
3,033,279
|
|
JPMorgan Chase & Co 2.956% 5/13/2031 (d)
|
1,324,000
|
1,224,303
|
|
JPMorgan Chase & Co 4.125% 12/15/2026
|
4,319,000
|
4,314,056
|
|
JPMorgan Chase & Co 4.493% 3/24/2031 (d)
|
3,926,000
|
3,921,067
|
|
JPMorgan Chase & Co 4.586% 4/26/2033 (d)
|
12,887,000
|
12,754,820
|
|
JPMorgan Chase & Co 4.912% 7/25/2033 (d)
|
5,229,000
|
5,259,272
|
|
JPMorgan Chase & Co 5.103% 4/22/2031 (d)
|
2,202,000
|
2,256,619
|
|
JPMorgan Chase & Co 5.14% 1/24/2031 (d)
|
4,500,000
|
4,614,655
|
|
JPMorgan Chase & Co 5.572% 4/22/2036 (d)
|
2,615,000
|
2,710,038
|
|
JPMorgan Chase & Co 5.717% 9/14/2033 (d)
|
2,500,000
|
2,605,744
|
|
Santander Holdings USA Inc 2.49% 1/6/2028 (d)
|
1,754,000
|
1,697,909
|
|
Santander Holdings USA Inc 6.499% 3/9/2029 (d)
|
2,600,000
|
2,710,955
|
|
Wells Fargo & Co 3.526% 3/24/2028 (d)
|
2,893,000
|
2,852,857
|
|
Wells Fargo & Co 4.478% 4/4/2031 (d)
|
4,386,000
|
4,365,302
|
|
Wells Fargo & Co 4.897% 7/25/2033 (d)
|
5,000,000
|
5,000,972
|
|
Wells Fargo & Co 5.013% 4/4/2051 (d)
|
4,931,000
|
4,489,762
|
|
Wells Fargo & Co 5.15% 4/23/2031 (d)
|
2,981,000
|
3,053,030
|
|
Wells Fargo & Co 5.244% 1/24/2031 (d)
|
4,173,000
|
4,280,820
|
|
Wells Fargo & Co 5.499% 1/23/2035 (d)
|
1,539,000
|
1,578,272
|
|
Wells Fargo & Co 5.605% 4/23/2036 (d)
|
2,633,000
|
2,717,834
|
|
146,216,758
|
|||
Capital Markets - 3.2%
|
|||
Ares Strategic Income Fund 5.45% 9/9/2028 (b)
|
1,840,000
|
1,840,903
|
|
Ares Strategic Income Fund 5.7% 3/15/2028
|
8,922,000
|
8,994,108
|
|
Ares Strategic Income Fund 5.8% 9/9/2030 (b)
|
1,489,000
|
1,494,202
|
|
Athene Global Funding 5.339% 1/15/2027 (b)
|
4,132,000
|
4,180,856
|
|
Athene Global Funding 5.583% 1/9/2029 (b)
|
2,079,000
|
2,137,019
|
|
Blackstone Private Credit Fund 7.05% 9/29/2025
|
2,656,000
|
2,670,623
|
|
Blackstone Private Credit Fund 7.3% 11/27/2028
|
3,100,000
|
3,306,134
|
|
Goldman Sachs Group Inc/The 2.383% 7/21/2032 (d)
|
2,893,000
|
2,526,590
|
|
Goldman Sachs Group Inc/The 3.102% 2/24/2033 (d)
|
4,837,000
|
4,353,526
|
|
Goldman Sachs Group Inc/The 3.691% 6/5/2028 (d)
|
12,774,000
|
12,592,427
|
|
Goldman Sachs Group Inc/The 3.8% 3/15/2030
|
4,751,000
|
4,636,335
|
|
Goldman Sachs Group Inc/The 4.25% 10/21/2025
|
696,000
|
695,146
|
|
Goldman Sachs Group Inc/The 6.75% 10/1/2037
|
689,000
|
756,370
|
|
HPS Corporate Lending Fund 5.45% 1/14/2028
|
5,651,000
|
5,666,928
|
|
Moody's Corp 3.25% 1/15/2028
|
732,000
|
716,659
|
|
Morgan Stanley 3.125% 7/27/2026
|
6,737,000
|
6,652,771
|
|
Morgan Stanley 3.622% 4/1/2031 (d)
|
3,078,000
|
2,951,671
|
|
Morgan Stanley 3.625% 1/20/2027
|
3,374,000
|
3,344,942
|
|
Morgan Stanley 4.431% 1/23/2030 (d)
|
1,348,000
|
1,346,105
|
|
Morgan Stanley 4.889% 7/20/2033 (d)
|
6,522,000
|
6,528,576
|
|
Morgan Stanley 5% 11/24/2025
|
4,489,000
|
4,495,733
|
|
Morgan Stanley 5.192% 4/17/2031 (d)
|
1,996,000
|
2,046,159
|
|
Morgan Stanley 5.25% 4/21/2034 (d)
|
2,830,000
|
2,878,812
|
|
Morgan Stanley 5.424% 7/21/2034 (d)
|
3,524,000
|
3,609,994
|
|
Morgan Stanley 5.664% 4/17/2036 (d)
|
1,583,000
|
1,640,380
|
|
Morgan Stanley 6.296% 10/18/2028 (d)
|
2,500,000
|
2,604,190
|
|
Morgan Stanley 6.342% 10/18/2033 (d)
|
5,000,000
|
5,428,539
|
|
Sixth Street Specialty Lending Inc 6.125% 3/1/2029
|
1,118,000
|
1,144,435
|
|
101,240,133
|
|||
Consumer Finance - 1.1%
|
|||
Ally Financial Inc 5.543% 1/17/2031 (d)
|
451,000
|
457,337
|
|
Ally Financial Inc 5.737% 5/15/2029 (d)
|
555,000
|
564,881
|
|
Ally Financial Inc 6.184% 7/26/2035 (d)
|
2,021,000
|
2,061,376
|
|
Ally Financial Inc 6.7% 2/14/2033
|
2,979,000
|
3,103,923
|
|
Ally Financial Inc 7.1% 11/15/2027
|
2,560,000
|
2,697,606
|
|
Ally Financial Inc 8% 11/1/2031
|
829,000
|
943,916
|
|
Capital One Financial Corp 3.273% 3/1/2030 (d)
|
1,912,000
|
1,828,845
|
|
Capital One Financial Corp 3.65% 5/11/2027
|
4,134,000
|
4,089,814
|
|
Capital One Financial Corp 3.8% 1/31/2028
|
2,165,000
|
2,136,429
|
|
Capital One Financial Corp 4.1% 2/9/2027
|
875,000
|
870,902
|
|
Capital One Financial Corp 4.5% 1/30/2026
|
1,437,000
|
1,436,306
|
|
Capital One Financial Corp 4.927% 5/10/2028 (d)
|
2,300,000
|
2,316,837
|
|
Capital One Financial Corp 4.985% 7/24/2026 (d)
|
2,151,000
|
2,150,903
|
|
Capital One Financial Corp 5.247% 7/26/2030 (d)
|
2,770,000
|
2,831,699
|
|
Capital One Financial Corp 5.468% 2/1/2029 (d)
|
1,952,000
|
1,998,807
|
|
Capital One Financial Corp 5.817% 2/1/2034 (d)
|
2,680,000
|
2,764,741
|
|
Synchrony Financial 3.95% 12/1/2027
|
2,356,000
|
2,316,713
|
|
34,571,035
|
|||
Financial Services - 0.7%
|
|||
Corebridge Financial Inc 3.65% 4/5/2027
|
2,280,000
|
2,249,839
|
|
Corebridge Financial Inc 3.85% 4/5/2029
|
904,000
|
885,741
|
|
Corebridge Financial Inc 3.9% 4/5/2032
|
1,076,000
|
1,009,945
|
|
Corebridge Financial Inc 4.35% 4/5/2042
|
245,000
|
205,642
|
|
Corebridge Financial Inc 4.4% 4/5/2052
|
724,000
|
578,434
|
|
Corebridge Global Funding 4.9% 12/3/2029 (b)
|
3,000,000
|
3,042,187
|
|
Corebridge Global Funding 5.9% 9/19/2028 (b)
|
1,659,000
|
1,733,348
|
|
Equitable Holdings Inc 4.35% 4/20/2028
|
1,304,000
|
1,301,524
|
|
Equitable Holdings Inc 4.572% 2/15/2029 (b)
|
450,000
|
448,968
|
|
Jackson Financial Inc 3.125% 11/23/2031
|
273,000
|
241,684
|
|
Jackson Financial Inc 5.17% 6/8/2027
|
1,014,000
|
1,027,454
|
|
Jackson Financial Inc 5.67% 6/8/2032
|
1,092,000
|
1,113,917
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032
|
3,400,000
|
2,976,571
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3.625% 1/15/2032
|
320,000
|
292,605
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.125% 2/1/2028
|
1,340,000
|
1,367,336
|
|
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.5% 1/15/2030
|
122,000
|
124,795
|
|
Pine Street Trust II 5.568% 2/15/2049 (b)
|
1,748,000
|
1,595,955
|
|
Sixth Street Lending Partners 6.125% 7/15/2030 (b)
|
1,928,000
|
1,963,225
|
|
22,159,170
|
|||
Insurance - 0.8%
|
|||
Five Corners Funding Trust II 2.85% 5/15/2030 (b)
|
3,419,000
|
3,173,812
|
|
Liberty Mutual Group Inc 4.569% 2/1/2029 (b)
|
1,255,000
|
1,255,813
|
|
Marsh & McLennan Cos Inc 4.375% 3/15/2029
|
1,220,000
|
1,224,682
|
|
Marsh & McLennan Cos Inc 4.75% 3/15/2039
|
560,000
|
532,073
|
|
Massachusetts Mutual Life Insurance Co 3.729% 10/15/2070 (b)
|
1,782,000
|
1,178,892
|
|
MetLife Inc 5.3% 12/15/2034
|
4,063,000
|
4,173,830
|
|
Pacific LifeCorp 5.125% 1/30/2043 (b)
|
1,611,000
|
1,490,917
|
|
Reinsurance Group of America Inc 6% 9/15/2033
|
3,764,000
|
3,945,316
|
|
Teachers Insurance & Annuity Association of America 4.9% 9/15/2044 (b)
|
1,640,000
|
1,474,275
|
|
Unum Group 3.875% 11/5/2025
|
1,491,000
|
1,485,477
|
|
Unum Group 4% 6/15/2029
|
1,353,000
|
1,328,070
|
|
Unum Group 4.046% 8/15/2041 (b)
|
101,000
|
80,691
|
|
Unum Group 5.75% 8/15/2042
|
2,118,000
|
2,041,822
|
|
Western-Southern Global Funding 4.9% 5/1/2030 (b)
|
871,000
|
879,194
|
|
24,264,864
|
|||
TOTAL FINANCIALS
|
328,451,960
|
||
Health Care - 1.1%
|
|||
Biotechnology - 0.1%
|
|||
Amgen Inc 5.15% 3/2/2028
|
1,463,000
|
1,494,837
|
|
Amgen Inc 5.25% 3/2/2030
|
1,336,000
|
1,376,590
|
|
Amgen Inc 5.25% 3/2/2033
|
1,508,000
|
1,544,227
|
|
4,415,654
|
|||
Health Care Providers & Services - 0.9%
|
|||
Centene Corp 2.45% 7/15/2028
|
3,009,000
|
2,794,263
|
|
Centene Corp 2.625% 8/1/2031
|
1,403,000
|
1,202,095
|
|
Centene Corp 3.375% 2/15/2030
|
1,564,000
|
1,440,496
|
|
Centene Corp 4.25% 12/15/2027
|
1,762,000
|
1,735,301
|
|
Centene Corp 4.625% 12/15/2029
|
2,738,000
|
2,663,068
|
|
Cigna Group/The 3.05% 10/15/2027
|
982,000
|
956,916
|
|
Cigna Group/The 4.375% 10/15/2028
|
1,860,000
|
1,862,237
|
|
Cigna Group/The 4.8% 8/15/2038
|
1,158,000
|
1,088,673
|
|
Cigna Group/The 4.9% 12/15/2048
|
1,157,000
|
1,010,105
|
|
CVS Health Corp 3% 8/15/2026
|
192,000
|
188,961
|
|
CVS Health Corp 3.625% 4/1/2027
|
551,000
|
544,069
|
|
CVS Health Corp 4.78% 3/25/2038
|
1,830,000
|
1,679,444
|
|
CVS Health Corp 5% 1/30/2029
|
1,114,000
|
1,130,946
|
|
CVS Health Corp 5.25% 1/30/2031
|
457,000
|
467,235
|
|
HCA Inc 3.5% 9/1/2030
|
1,260,000
|
1,191,498
|
|
HCA Inc 3.625% 3/15/2032
|
287,000
|
264,724
|
|
HCA Inc 5.625% 9/1/2028
|
1,311,000
|
1,349,050
|
|
HCA Inc 5.875% 2/1/2029
|
1,446,000
|
1,500,748
|
|
Humana Inc 3.7% 3/23/2029
|
827,000
|
801,452
|
|
Sabra Health Care LP 3.2% 12/1/2031
|
2,870,000
|
2,557,523
|
|
Toledo Hospital/The Series 2018 B, 5.325% 11/15/2028
|
647,000
|
644,977
|
|
27,073,781
|
|||
Pharmaceuticals - 0.1%
|
|||
Elanco Animal Health Inc 6.65% 8/28/2028 (d)
|
409,000
|
425,449
|
|
Mylan Inc 4.55% 4/15/2028
|
1,227,000
|
1,216,793
|
|
Utah Acquisition Sub Inc 3.95% 6/15/2026
|
472,000
|
467,541
|
|
2,109,783
|
|||
TOTAL HEALTH CARE
|
33,599,218
|
||
Industrials - 0.4%
|
|||
Aerospace & Defense - 0.3%
|
|||
Boeing Co 5.04% 5/1/2027
|
909,000
|
915,772
|
|
Boeing Co 5.15% 5/1/2030
|
909,000
|
925,452
|
|
Boeing Co 5.705% 5/1/2040
|
920,000
|
908,904
|
|
Boeing Co 5.805% 5/1/2050
|
920,000
|
882,281
|
|
Boeing Co 5.93% 5/1/2060
|
908,000
|
863,110
|
|
Boeing Co 6.259% 5/1/2027
|
645,000
|
663,586
|
|
Boeing Co 6.298% 5/1/2029
|
827,000
|
874,264
|
|
Boeing Co 6.388% 5/1/2031
|
626,000
|
672,759
|
|
Boeing Co 6.528% 5/1/2034
|
670,000
|
727,974
|
|
Boeing Co 6.858% 5/1/2054
|
1,009,000
|
1,104,569
|
|
Boeing Co 7.008% 5/1/2064
|
952,000
|
1,045,626
|
|
9,584,297
|
|||
Building Products - 0.0%
|
|||
Carrier Global Corp 5.9% 3/15/2034
|
262,000
|
278,939
|
|
Carrier Global Corp 6.2% 3/15/2054
|
163,000
|
174,655
|
|
453,594
|
|||
Professional Services - 0.0%
|
|||
Paychex Inc 5.1% 4/15/2030
|
271,000
|
277,552
|
|
Paychex Inc 5.35% 4/15/2032
|
377,000
|
387,121
|
|
Paychex Inc 5.6% 4/15/2035
|
294,000
|
303,897
|
|
968,570
|
|||
Trading Companies & Distributors - 0.1%
|
|||
Air Lease Corp 3.375% 7/1/2025
|
1,977,000
|
1,977,000
|
|
TOTAL INDUSTRIALS
|
12,983,461
|
||
Information Technology - 0.8%
|
|||
Electronic Equipment, Instruments & Components - 0.0%
|
|||
Dell International LLC / EMC Corp 6.02% 6/15/2026
|
342,000
|
345,232
|
|
Dell International LLC / EMC Corp 6.1% 7/15/2027
|
729,000
|
753,427
|
|
Dell International LLC / EMC Corp 6.2% 7/15/2030
|
631,000
|
675,233
|
|
1,773,892
|
|||
Semiconductors & Semiconductor Equipment - 0.5%
|
|||
Broadcom Inc 1.95% 2/15/2028 (b)
|
510,000
|
481,001
|
|
Broadcom Inc 2.45% 2/15/2031 (b)
|
4,340,000
|
3,880,806
|
|
Broadcom Inc 2.6% 2/15/2033 (b)
|
4,340,000
|
3,712,151
|
|
Broadcom Inc 3.419% 4/15/2033 (b)
|
392,000
|
355,516
|
|
Broadcom Inc 3.5% 2/15/2041 (b)
|
3,113,000
|
2,467,202
|
|
Broadcom Inc 3.75% 2/15/2051 (b)
|
1,645,000
|
1,230,469
|
|
Marvell Technology Inc 4.75% 7/15/2030
|
807,000
|
810,573
|
|
Marvell Technology Inc 5.45% 7/15/2035
|
1,313,000
|
1,322,137
|
|
14,259,855
|
|||
Software - 0.3%
|
|||
Oracle Corp 1.65% 3/25/2026
|
1,992,000
|
1,951,266
|
|
Oracle Corp 2.3% 3/25/2028
|
3,147,000
|
2,986,866
|
|
Oracle Corp 2.8% 4/1/2027
|
1,797,000
|
1,751,671
|
|
Oracle Corp 3.6% 4/1/2040
|
1,797,000
|
1,438,277
|
|
8,128,080
|
|||
TOTAL INFORMATION TECHNOLOGY
|
24,161,827
|
||
Materials - 0.1%
|
|||
Chemicals - 0.1%
|
|||
Celanese US Holdings LLC 6.85% 11/15/2028 (d)
|
1,381,000
|
1,451,122
|
|
Celanese US Holdings LLC 7.05% 11/15/2030 (d)
|
1,399,000
|
1,472,386
|
|
Celanese US Holdings LLC 7.2% 11/15/2033 (d)
|
817,000
|
867,294
|
|
3,790,802
|
|||
Real Estate - 2.2%
|
|||
Diversified REITs - 0.4%
|
|||
Piedmont Operating Partnership LP 2.75% 4/1/2032
|
451,000
|
375,578
|
|
Store Capital LLC 2.75% 11/18/2030
|
2,676,000
|
2,358,231
|
|
Store Capital LLC 4.625% 3/15/2029
|
550,000
|
540,874
|
|
VICI Properties LP 4.75% 2/15/2028
|
2,029,000
|
2,040,128
|
|
VICI Properties LP 4.75% 4/1/2028
|
496,000
|
500,057
|
|
VICI Properties LP 4.95% 2/15/2030
|
2,648,000
|
2,663,491
|
|
VICI Properties LP 5.125% 5/15/2032
|
720,000
|
717,350
|
|
VICI Properties LP 5.75% 4/1/2034
|
374,000
|
382,322
|
|
Vornado Realty LP 2.15% 6/1/2026
|
578,000
|
561,453
|
|
WP Carey Inc 2.4% 2/1/2031
|
1,166,000
|
1,025,248
|
|
WP Carey Inc 3.85% 7/15/2029
|
391,000
|
380,484
|
|
11,545,216
|
|||
Health Care REITs - 0.8%
|
|||
Alexandria Real Estate Equities Inc 4.9% 12/15/2030
|
1,278,000
|
1,287,126
|
|
Healthcare Realty Holdings LP 3.1% 2/15/2030
|
402,000
|
372,835
|
|
Healthcare Realty Holdings LP 3.5% 8/1/2026
|
419,000
|
413,750
|
|
Healthpeak OP LLC 3.25% 7/15/2026
|
176,000
|
173,888
|
|
Healthpeak OP LLC 3.5% 7/15/2029
|
201,000
|
194,043
|
|
Omega Healthcare Investors Inc 3.25% 4/15/2033
|
1,822,000
|
1,572,854
|
|
Omega Healthcare Investors Inc 3.375% 2/1/2031
|
810,000
|
741,210
|
|
Omega Healthcare Investors Inc 3.625% 10/1/2029
|
1,814,000
|
1,726,776
|
|
Omega Healthcare Investors Inc 4.5% 4/1/2027
|
4,967,000
|
4,976,894
|
|
Omega Healthcare Investors Inc 4.75% 1/15/2028
|
1,958,000
|
1,966,375
|
|
Omega Healthcare Investors Inc 5.25% 1/15/2026
|
1,744,000
|
1,744,861
|
|
Ventas Realty LP 3% 1/15/2030
|
2,340,000
|
2,195,975
|
|
Ventas Realty LP 4% 3/1/2028
|
688,000
|
681,606
|
|
Ventas Realty LP 4.125% 1/15/2026
|
478,000
|
476,050
|
|
Ventas Realty LP 4.375% 2/1/2045
|
234,000
|
191,088
|
|
Ventas Realty LP 4.75% 11/15/2030
|
3,072,000
|
3,083,826
|
|
21,799,157
|
|||
Industrial REITs - 0.0%
|
|||
LXP Industrial Trust 2.7% 9/15/2030
|
560,000
|
501,838
|
|
Office REITs - 0.2%
|
|||
Boston Properties LP 3.25% 1/30/2031
|
1,190,000
|
1,090,474
|
|
Boston Properties LP 4.5% 12/1/2028
|
1,193,000
|
1,183,585
|
|
Boston Properties LP 6.75% 12/1/2027
|
1,655,000
|
1,737,903
|
|
COPT Defense Properties LP 2% 1/15/2029
|
199,000
|
181,302
|
|
COPT Defense Properties LP 2.25% 3/15/2026
|
510,000
|
500,274
|
|
COPT Defense Properties LP 2.75% 4/15/2031
|
509,000
|
450,207
|
|
Hudson Pacific Properties LP 4.65% 4/1/2029
|
2,374,000
|
2,132,952
|
|
7,276,697
|
|||
Real Estate Management & Development - 0.3%
|
|||
Brandywine Operating Partnership LP 3.95% 11/15/2027
|
1,415,000
|
1,377,417
|
|
Brandywine Operating Partnership LP 4.55% 10/1/2029
|
1,792,000
|
1,687,823
|
|
Brandywine Operating Partnership LP 8.3% 3/15/2028
|
2,334,000
|
2,502,452
|
|
CBRE Services Inc 2.5% 4/1/2031
|
1,708,000
|
1,509,485
|
|
Tanger Properties LP 2.75% 9/1/2031
|
1,346,000
|
1,180,317
|
|
Tanger Properties LP 3.125% 9/1/2026
|
1,874,000
|
1,840,042
|
|
10,097,536
|
|||
Residential REITs - 0.2%
|
|||
American Homes 4 Rent LP 2.375% 7/15/2031
|
231,000
|
201,147
|
|
American Homes 4 Rent LP 3.625% 4/15/2032
|
989,000
|
912,549
|
|
American Homes 4 Rent LP 5.5% 7/15/2034
|
3,001,000
|
3,041,046
|
|
Invitation Homes Operating Partnership LP 4.15% 4/15/2032
|
1,453,000
|
1,375,413
|
|
Sun Communities Operating LP 2.3% 11/1/2028
|
512,000
|
478,600
|
|
Sun Communities Operating LP 2.7% 7/15/2031
|
1,323,000
|
1,172,480
|
|
7,181,235
|
|||
Retail REITs - 0.3%
|
|||
Brixmor Operating Partnership LP 4.05% 7/1/2030
|
1,554,000
|
1,507,560
|
|
Brixmor Operating Partnership LP 4.125% 5/15/2029
|
1,549,000
|
1,523,132
|
|
Brixmor Operating Partnership LP 4.125% 6/15/2026
|
1,425,000
|
1,419,572
|
|
Kite Realty Group Trust 4.75% 9/15/2030
|
2,980,000
|
2,974,585
|
|
Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034
|
473,000
|
486,511
|
|
Realty Income Corp 2.2% 6/15/2028
|
244,000
|
230,359
|
|
Realty Income Corp 2.85% 12/15/2032
|
301,000
|
263,433
|
|
Realty Income Corp 3.25% 1/15/2031
|
313,000
|
293,384
|
|
Realty Income Corp 3.4% 1/15/2028
|
489,000
|
479,522
|
|
Simon Property Group LP 2.45% 9/13/2029
|
499,000
|
463,685
|
|
9,641,743
|
|||
TOTAL REAL ESTATE
|
68,043,422
|
||
Utilities - 0.8%
|
|||
Electric Utilities - 0.5%
|
|||
Alabama Power Co 3.05% 3/15/2032
|
2,030,000
|
1,851,276
|
|
Cleco Corporate Holdings LLC 3.375% 9/15/2029
|
1,057,000
|
982,802
|
|
Cleco Corporate Holdings LLC 3.743% 5/1/2026
|
4,043,000
|
4,014,395
|
|
Consolidated Edison Co of New York Inc 3.35% 4/1/2030
|
242,000
|
232,577
|
|
Duke Energy Corp 2.45% 6/1/2030
|
854,000
|
774,953
|
|
Duquesne Light Holdings Inc 2.532% 10/1/2030 (b)
|
405,000
|
358,009
|
|
Duquesne Light Holdings Inc 2.775% 1/7/2032 (b)
|
1,402,000
|
1,208,918
|
|
Entergy Corp 2.8% 6/15/2030
|
876,000
|
809,179
|
|
Exelon Corp 2.75% 3/15/2027
|
449,000
|
438,086
|
|
Exelon Corp 3.35% 3/15/2032
|
546,000
|
503,662
|
|
Exelon Corp 4.05% 4/15/2030
|
534,000
|
525,319
|
|
Exelon Corp 4.1% 3/15/2052
|
404,000
|
309,731
|
|
Exelon Corp 4.7% 4/15/2050
|
238,000
|
200,639
|
|
Southern Co/The 4.85% 3/15/2035
|
1,930,000
|
1,886,697
|
|
Southern Co/The 5.7% 3/15/2034
|
2,053,000
|
2,145,329
|
|
16,241,572
|
|||
Independent Power and Renewable Electricity Producers - 0.1%
|
|||
AES Corp/The 2.45% 1/15/2031
|
673,000
|
588,365
|
|
AES Corp/The 3.95% 7/15/2030 (b)
|
2,298,000
|
2,184,770
|
|
2,773,135
|
|||
Multi-Utilities - 0.2%
|
|||
NiSource Inc 2.95% 9/1/2029
|
2,624,000
|
2,475,499
|
|
NiSource Inc 3.6% 5/1/2030
|
1,602,000
|
1,536,600
|
|
Puget Energy Inc 4.1% 6/15/2030
|
1,032,000
|
996,830
|
|
Puget Energy Inc 4.224% 3/15/2032
|
1,875,000
|
1,764,588
|
|
6,773,517
|
|||
TOTAL UTILITIES
|
25,788,224
|
||
TOTAL UNITED STATES
|
641,179,394
|
||
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $778,184,001)
|
751,283,871
|
||
U.S. Government Agency - Mortgage Securities - 21.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 21.1%
|
|||
Fannie Mae 2.5% 1/1/2052
|
253,148
|
211,632
|
|
Fannie Mae 2.5% 4/1/2052
|
1,370,113
|
1,149,275
|
|
Fannie Mae 2.5% 6/1/2052
|
813,945
|
687,585
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.48%, 7.48% 7/1/2034 (c)(d)
|
724
|
739
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.553%, 7.428% 6/1/2036 (c)(d)
|
857
|
879
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.643%, 6.905% 11/1/2036 (c)(d)
|
12,768
|
13,125
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.645%, 6.395% 5/1/2036 (c)(d)
|
10,161
|
10,458
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.7%, 6.564% 6/1/2042 (c)(d)
|
10,053
|
10,449
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.814% 7/1/2035 (c)(d)
|
917
|
943
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.788%, 6.788% 2/1/2036 (c)(d)
|
5,559
|
5,742
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 7.622% 7/1/2041 (c)(d)
|
2,495
|
2,599
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 7.318% 9/1/2041 (c)(d)
|
4,589
|
4,779
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 7.569% 7/1/2041 (c)(d)
|
5,578
|
5,817
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.82%, 6.695% 12/1/2035 (c)(d)
|
5,946
|
6,144
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.83%, 7.33% 10/1/2041 (c)(d)
|
1,492
|
1,536
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.95%, 7.385% 9/1/2036 (c)(d)
|
10,797
|
11,179
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.955%, 6.738% 7/1/2037 (c)(d)
|
3,778
|
3,924
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 1.945%, 6.995% 10/1/2033 (c)(d)
|
14,660
|
14,878
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.208%, 6.458% 3/1/2035 (c)(d)
|
1,221
|
1,250
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.224%, 6.508% 8/1/2036 (c)(d)
|
18,028
|
18,457
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.277%, 7.24% 10/1/2033 (c)(d)
|
1,641
|
1,674
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.464%, 6.711% 5/1/2035 (c)(d)
|
2,078
|
2,129
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036
|
592,071
|
528,575
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2041
|
97,528
|
81,166
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
1,264,918
|
1,129,263
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
1,203,491
|
1,079,313
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
655,993
|
585,642
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
12,720
|
11,408
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2040
|
94,284
|
78,593
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2041
|
1,746,587
|
1,440,834
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
1,252,246
|
1,117,950
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
13,203
|
11,787
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2040
|
95,527
|
79,565
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
298,143
|
266,169
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
14,741
|
13,160
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036
|
13,907
|
12,415
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2041
|
99,514
|
82,752
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
162,144
|
144,755
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036
|
17,356
|
15,495
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2041
|
101,593
|
84,421
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036
|
356,220
|
318,018
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036
|
17,876
|
15,959
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036
|
15,386
|
13,712
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036
|
19,594
|
17,462
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036
|
18,808
|
16,762
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051
|
821,055
|
617,493
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 7/1/2036
|
15,973
|
14,235
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2036
|
19,810
|
17,642
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036
|
20,549
|
18,300
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051
|
202,421
|
161,577
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
4,628,410
|
3,714,752
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
2,016,198
|
1,612,526
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
313,228
|
248,851
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052
|
65,536
|
52,292
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035
|
742,861
|
682,516
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2040
|
40,134
|
34,683
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
1,539,746
|
1,315,617
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
1,530,841
|
1,309,891
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
323,498
|
276,788
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
183,737
|
148,615
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
1,340,532
|
1,076,746
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
997,350
|
804,835
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040
|
2,429,585
|
2,097,021
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
1,469,752
|
1,256,952
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
716,595
|
613,178
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
573,708
|
490,835
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
329,087
|
281,453
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
135,653
|
108,705
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
140,632
|
121,683
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
15,092
|
13,017
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2041
|
777,142
|
663,666
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
737,745
|
589,807
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
2,759,510
|
2,214,777
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
785,945
|
629,816
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
545,818
|
438,072
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
305,228
|
246,024
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2041
|
16,065
|
13,837
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
1,530,941
|
1,222,989
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
16,865
|
13,483
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
4,761,389
|
3,805,114
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
734,995
|
586,460
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2041
|
16,450
|
14,159
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
17,655
|
14,104
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041
|
47,691
|
41,260
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
1,897,679
|
1,512,992
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2042
|
12,117,043
|
10,442,209
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2036
|
372,085
|
340,581
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
35,000
|
30,255
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
17,625
|
15,135
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
676,851
|
580,500
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
489,124
|
418,684
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
460,194
|
396,522
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
4,736,856
|
3,788,468
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
175,896
|
141,503
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
150,636
|
120,947
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
60,059
|
48,184
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
48,981
|
39,374
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
33,913
|
27,081
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041
|
931,060
|
796,946
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041
|
749,600
|
642,465
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041
|
93,634
|
80,188
|
|
Fannie Mae Mortgage pass-thru certificates 2% 9/1/2041
|
484,693
|
414,622
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033
|
24,193
|
23,171
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
514,236
|
453,334
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051
|
467,405
|
391,629
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
380,215
|
316,554
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2039
|
95,337
|
85,773
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2041
|
390,686
|
347,504
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050
|
2,685,775
|
2,270,500
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
2,687,737
|
2,237,723
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
144,769
|
121,344
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032
|
28,262
|
27,079
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036
|
2,032,659
|
1,900,435
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2040
|
327,176
|
292,260
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
209,858
|
185,500
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
136,754
|
120,944
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
3,111,571
|
2,590,593
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
1,874,969
|
1,575,100
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
1,308,896
|
1,095,880
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
1,009,294
|
845,037
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
1,279,987
|
1,071,676
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
755,561
|
634,723
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
683,828
|
573,607
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
151,946
|
143,629
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
51,378
|
48,566
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041
|
289,304
|
257,415
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040
|
89,498
|
80,086
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2047
|
86,055
|
72,830
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050
|
421,252
|
353,486
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052
|
494,580
|
415,326
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2041
|
271,578
|
241,562
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051
|
1,055,399
|
894,522
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
566,281
|
471,113
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
523,675
|
438,941
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
415,107
|
348,847
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040
|
65,958
|
59,015
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
110,410
|
98,393
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046
|
51,913
|
44,016
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
4,685,323
|
3,925,740
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
1,237,286
|
1,045,204
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
1,149,348
|
960,142
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2053
|
290,444
|
241,633
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2033
|
19,648
|
18,799
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050
|
375,349
|
317,430
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031
|
1,858,609
|
1,791,360
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
410,822
|
365,363
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
187,102
|
166,031
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2039
|
20,412
|
18,362
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2041
|
663,165
|
589,897
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
167,463
|
139,686
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2036
|
40,338
|
37,727
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2041
|
176,775
|
156,592
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
356,558
|
343,235
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
62,622
|
60,420
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
63,580
|
58,041
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
58,532
|
53,547
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
48,069
|
43,824
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
23,488
|
21,623
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
14,468
|
13,291
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
11,363
|
10,350
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
11,286
|
10,320
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
10,285
|
9,363
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
8,591
|
7,842
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
8,403
|
7,698
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
7,884
|
7,204
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
7,858
|
7,181
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
3,689
|
3,339
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051
|
536,320
|
468,993
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046
|
624,127
|
558,454
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049
|
273,519
|
241,747
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
937,578
|
819,585
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032
|
10,929
|
10,597
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
18,719
|
17,043
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
9,273
|
8,491
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
8,259
|
7,599
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
7,900
|
7,324
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
7,114
|
6,437
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
799,622
|
715,482
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
770,407
|
689,341
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050
|
103,934
|
90,886
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
1,221,824
|
1,070,731
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
749,015
|
656,859
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
149,753
|
145,179
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
484,851
|
466,735
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
138,008
|
133,154
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
62,015
|
56,647
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
35,678
|
32,620
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
25,698
|
23,397
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
25,595
|
23,369
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
25,408
|
23,228
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
24,567
|
22,260
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
23,917
|
21,865
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
10,545
|
9,725
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
8,081
|
7,385
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
7,026
|
6,421
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
5,131
|
4,641
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
3,225
|
2,974
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050
|
973,041
|
850,889
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
1,041,943
|
910,816
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
582,804
|
509,641
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
327,770
|
287,238
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
387,140
|
353,217
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
296,095
|
270,264
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
156,429
|
142,984
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
143,374
|
130,862
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
35,506
|
32,465
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
31,014
|
28,078
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
21,379
|
19,463
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
2,384
|
2,234
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050
|
546,984
|
481,907
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
5,375,210
|
4,695,385
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
1,690,937
|
1,472,850
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
814,436
|
711,431
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
202,880
|
196,585
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
59,403
|
57,748
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
32,985
|
31,945
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
19,444
|
18,869
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
32,183
|
29,398
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2044
|
36,871
|
33,229
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047
|
285,770
|
255,700
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048
|
3,642,569
|
3,258,145
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
1,393,246
|
1,215,295
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
78,869
|
72,037
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
65,977
|
59,479
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
29,784
|
27,169
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
23,656
|
21,561
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
21,463
|
19,563
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
11,558
|
10,548
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045
|
41,790
|
37,575
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045
|
3,651
|
3,306
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046
|
258,462
|
231,427
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050
|
141,676
|
124,820
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033
|
256,321
|
247,592
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
28,208
|
25,783
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2045
|
16,400
|
14,636
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
20,389
|
18,584
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045
|
20,268
|
18,161
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045
|
18,066
|
16,188
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
905,718
|
796,545
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032
|
186,359
|
180,848
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
184,476
|
167,948
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
90,914
|
81,433
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
35,136
|
31,472
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
12,879
|
11,536
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051
|
449,675
|
394,630
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032
|
39,109
|
37,962
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032
|
32,256
|
31,294
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049
|
225,484
|
199,080
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
73,532
|
68,921
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046
|
32,930
|
30,408
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
547,267
|
504,664
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
500,676
|
461,544
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
190,867
|
175,949
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
104,962
|
96,758
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
69,537
|
64,102
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
69,006
|
63,613
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
64,030
|
59,026
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
15,641
|
14,418
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
509,510
|
462,402
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
75,837
|
68,920
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046
|
623,396
|
574,867
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046
|
67,189
|
61,938
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2034
|
667,861
|
653,994
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
29,547
|
27,601
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2046
|
27,019
|
24,908
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048
|
2,443,808
|
2,252,801
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
869,397
|
813,609
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035
|
939,385
|
915,771
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2042
|
31,814
|
29,836
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046
|
96,811
|
89,395
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047
|
44,420
|
40,948
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
159,113
|
144,402
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
66,133
|
61,921
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2039
|
4,979
|
4,771
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
201,141
|
188,708
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
71,891
|
67,469
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
47,113
|
44,100
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
3,615
|
3,383
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046
|
376,272
|
347,568
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046
|
317,535
|
293,312
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046
|
206,413
|
190,602
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042
|
165,832
|
155,947
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042
|
120,550
|
113,169
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042
|
20,655
|
19,307
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042
|
6,140
|
5,837
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046
|
111,338
|
102,706
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046
|
47,475
|
43,795
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
92,937
|
85,732
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
61,960
|
57,156
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
59,758
|
55,125
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
54,291
|
50,082
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034
|
1,416,444
|
1,384,821
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2037
|
21,983
|
21,075
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
88,882
|
83,463
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
94,921
|
87,561
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
91,546
|
84,448
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050
|
1,046,686
|
957,027
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046
|
54,040
|
49,816
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
2,641
|
2,549
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
12,074
|
11,689
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043
|
89,760
|
86,583
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046
|
217,069
|
206,980
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
2,226
|
2,166
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
7,151
|
6,895
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
64,070
|
61,772
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
7,292
|
7,023
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047
|
811,834
|
772,831
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045
|
499,778
|
478,744
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046
|
9,183
|
8,750
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049
|
315,373
|
296,220
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
1,090,564
|
1,024,879
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045
|
2,911
|
2,799
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041
|
37,233
|
35,702
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045
|
2,002
|
1,909
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039
|
936
|
908
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2042
|
2,178
|
2,100
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046
|
198,848
|
189,854
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046
|
17,398
|
16,573
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040
|
11,758
|
11,360
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046
|
235,857
|
225,041
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046
|
10,591
|
10,082
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044
|
14,239
|
14,046
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2045
|
29,438
|
28,915
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044
|
6,086
|
5,978
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052
|
21,663
|
20,777
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
92,115
|
91,208
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2041
|
8,728
|
8,648
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042
|
64,338
|
63,698
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044
|
62,191
|
61,086
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2038
|
7,343
|
7,311
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
199,878
|
197,816
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043
|
71,690
|
70,747
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
24,436
|
24,001
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
23,040
|
22,631
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
10,564
|
10,376
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
7,174
|
7,055
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046
|
16,594
|
16,196
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048
|
460,372
|
449,167
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052
|
1,610,860
|
1,545,981
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044
|
16,830
|
16,571
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045
|
2,382
|
2,347
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047
|
175,289
|
172,502
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040
|
925
|
916
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
157,500
|
156,005
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
10,575
|
10,337
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2029
|
332
|
331
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
716,460
|
712,991
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
123,575
|
123,018
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041
|
26,786
|
26,477
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044
|
52,563
|
51,727
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044
|
24,457
|
24,068
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2045
|
16,185
|
15,877
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048
|
27,035
|
26,310
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039
|
298,437
|
297,422
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044
|
30,433
|
29,949
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
187,806
|
183,235
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
32,867
|
32,026
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2038
|
27,732
|
27,475
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
148,235
|
144,627
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
29,351
|
29,227
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
13,167
|
13,111
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
5,889
|
5,864
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2037
|
4,262
|
4,246
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041
|
13,508
|
13,371
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041
|
5,442
|
5,386
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044
|
26,555
|
26,132
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044
|
22,345
|
21,947
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049
|
519,089
|
503,373
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052
|
1,895,671
|
1,820,061
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
32,386
|
32,245
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
15,461
|
15,394
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
12,159
|
12,106
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
6,641
|
6,613
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
69,780
|
69,408
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044
|
34,106
|
33,500
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049
|
700,218
|
682,738
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2052
|
731,436
|
702,263
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2041
|
165,558
|
167,488
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
81,976
|
81,310
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
1,323,465
|
1,316,426
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
704,600
|
698,871
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
462,994
|
459,229
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054
|
8,379,771
|
8,214,089
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052
|
795,363
|
783,179
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052
|
465,486
|
461,556
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2035
|
13,107
|
13,242
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2033
|
6,178
|
6,236
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044
|
9,824
|
9,938
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053
|
245,969
|
247,658
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
450,611
|
456,381
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054
|
143,888
|
144,247
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053
|
1,529,784
|
1,549,374
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054
|
776,898
|
778,349
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.313%, 5.938% 5/1/2034 (c)(d)
|
5,789
|
5,847
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.42%, 5.998% 9/1/2033 (c)(d)
|
14,725
|
14,853
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.55%, 6.195% 10/1/2033 (c)(d)
|
580
|
589
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.565%, 6.369% 7/1/2035 (c)(d)
|
803
|
818
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038
|
35,988
|
37,881
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040
|
35,393
|
37,308
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2042
|
3,331
|
3,514
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
13,365
|
13,952
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037
|
36,642
|
38,513
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054
|
286,245
|
294,988
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
20,934
|
21,840
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
686,323
|
706,859
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
261,988
|
269,990
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
93,639
|
96,616
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
1,024,262
|
1,053,948
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038
|
12,990
|
13,696
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055
|
496,316
|
511,476
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2036
|
268,369
|
280,859
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040
|
50,417
|
53,107
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055
|
882,144
|
908,056
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
2,751,941
|
2,828,261
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
1,984,959
|
2,036,908
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055
|
499,157
|
515,067
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038
|
5,824
|
6,142
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041
|
107,791
|
113,601
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037
|
57,590
|
59,991
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054
|
6,446,176
|
6,566,534
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037
|
3,394
|
3,574
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
7,853,291
|
7,999,921
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
191,936
|
198,038
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2054
|
977,215
|
1,018,292
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2055
|
190,847
|
200,330
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053
|
891,595
|
929,073
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032
|
3,140
|
3,274
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2035
|
30,972
|
32,386
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2036
|
1,414
|
1,497
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054
|
176,045
|
182,220
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053
|
2,219,402
|
2,321,884
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
8,965
|
9,348
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
1,706
|
1,778
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035
|
3,702
|
3,878
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
310,905
|
323,974
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
27,385
|
28,623
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
21,485
|
22,446
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
5,039
|
5,272
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053
|
579,670
|
605,712
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2027
|
239
|
252
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028
|
240
|
252
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028
|
81
|
86
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028
|
50
|
53
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2029
|
34
|
36
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
176
|
186
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
5
|
5
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025
|
31
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025
|
19
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
312
|
328
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
6
|
6
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026
|
1
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2027
|
73
|
76
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2028
|
86
|
90
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
40
|
42
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2029
|
3,412
|
3,589
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026
|
14
|
14
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026
|
161
|
161
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026
|
129
|
129
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026
|
36
|
36
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026
|
91
|
91
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026
|
76
|
76
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026
|
20
|
20
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2026
|
454
|
456
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2025
|
4
|
4
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2027
|
31
|
32
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026
|
11
|
11
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
287
|
294
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
238
|
240
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
51
|
52
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
251
|
256
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
8
|
8
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2028
|
77
|
78
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029
|
132
|
138
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031
|
2,234
|
2,352
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027
|
79
|
80
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2028
|
18
|
18
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2029
|
81
|
84
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2026
|
19
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027
|
164
|
166
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
45
|
46
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
56
|
57
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2029
|
50
|
51
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2029
|
21
|
21
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
41
|
41
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2028
|
591
|
608
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2029
|
55
|
58
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027
|
1,244
|
1,271
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2028
|
204
|
210
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
37
|
37
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2028
|
1,303
|
1,325
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028
|
200
|
200
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
531
|
554
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
409
|
426
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
108
|
111
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
106
|
109
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
40
|
41
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
24
|
25
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
8
|
9
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2025
|
7
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
3,923
|
4,101
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
268
|
281
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
9
|
9
|
|
Freddie Mac Gold Pool 1.5% 1/1/2036
|
587,333
|
524,345
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
5,031,564
|
4,512,399
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
22,537
|
20,212
|
|
Freddie Mac Gold Pool 1.5% 12/1/2035
|
1,237,621
|
1,104,893
|
|
Freddie Mac Gold Pool 1.5% 12/1/2040
|
59,044
|
49,176
|
|
Freddie Mac Gold Pool 1.5% 2/1/2036
|
1,585,673
|
1,415,619
|
|
Freddie Mac Gold Pool 1.5% 2/1/2036
|
17,003
|
15,179
|
|
Freddie Mac Gold Pool 1.5% 2/1/2041
|
100,484
|
83,550
|
|
Freddie Mac Gold Pool 1.5% 3/1/2036
|
14,529
|
12,971
|
|
Freddie Mac Gold Pool 1.5% 3/1/2041
|
101,949
|
84,701
|
|
Freddie Mac Gold Pool 1.5% 4/1/2036
|
18,479
|
16,497
|
|
Freddie Mac Gold Pool 1.5% 4/1/2041
|
102,806
|
85,349
|
|
Freddie Mac Gold Pool 1.5% 4/1/2051
|
10,437,076
|
7,855,966
|
|
Freddie Mac Gold Pool 1.5% 5/1/2036
|
18,949
|
16,887
|
|
Freddie Mac Gold Pool 1.5% 6/1/2036
|
19,209
|
17,119
|
|
Freddie Mac Gold Pool 1.5% 7/1/2036
|
17,192
|
15,322
|
|
Freddie Mac Gold Pool 1.5% 8/1/2035
|
4,262,626
|
3,822,801
|
|
Freddie Mac Gold Pool 1.5% 8/1/2036
|
15,866
|
14,129
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
1,380,116
|
1,103,365
|
|
Freddie Mac Gold Pool 2% 1/1/2052
|
285,267
|
228,954
|
|
Freddie Mac Gold Pool 2% 10/1/2041
|
18,237
|
15,605
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
1,317,630
|
1,056,704
|
|
Freddie Mac Gold Pool 2% 11/1/2041
|
579,679
|
495,491
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
102,931
|
82,162
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
2,580,471
|
2,067,855
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
774,860
|
619,722
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
1,039,670
|
834,437
|
|
Freddie Mac Gold Pool 2% 12/1/2051
|
52,654
|
42,013
|
|
Freddie Mac Gold Pool 2% 2/1/2041
|
240,052
|
206,612
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
2,673,130
|
2,136,260
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
1,212,152
|
970,976
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
749,624
|
601,178
|
|
Freddie Mac Gold Pool 2% 3/1/2041
|
113,058
|
97,836
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
428,470
|
342,416
|
|
Freddie Mac Gold Pool 2% 3/1/2052
|
248,871
|
197,488
|
|
Freddie Mac Gold Pool 2% 4/1/2041
|
16,981
|
14,597
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
928,853
|
748,978
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
192,721
|
153,894
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
107,346
|
86,290
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
81,019
|
64,697
|
|
Freddie Mac Gold Pool 2% 6/1/2035
|
6,398,526
|
5,890,751
|
|
Freddie Mac Gold Pool 2% 6/1/2036
|
2,471,823
|
2,262,533
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
3,785,742
|
3,027,781
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
455,219
|
366,211
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
1,681,498
|
1,450,254
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
17,545
|
15,041
|
|
Freddie Mac Gold Pool 2% 7/1/2051
|
59,792
|
48,063
|
|
Freddie Mac Gold Pool 2% 9/1/2050
|
6,514,794
|
5,206,366
|
|
Freddie Mac Gold Pool 2.5% 1/1/2042
|
204,570
|
180,681
|
|
Freddie Mac Gold Pool 2.5% 1/1/2052
|
1,162,061
|
972,215
|
|
Freddie Mac Gold Pool 2.5% 10/1/2041
|
100,474
|
88,912
|
|
Freddie Mac Gold Pool 2.5% 10/1/2051
|
249,409
|
208,819
|
|
Freddie Mac Gold Pool 2.5% 11/1/2032
|
10,155
|
9,740
|
|
Freddie Mac Gold Pool 2.5% 11/1/2049
|
12,932
|
10,872
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
2,351,097
|
1,980,223
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
130,522
|
110,423
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
156,192
|
130,040
|
|
Freddie Mac Gold Pool 2.5% 12/1/2050
|
106,959
|
90,488
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
1,307,583
|
1,096,824
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
956,324
|
800,687
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
336,390
|
280,068
|
|
Freddie Mac Gold Pool 2.5% 2/1/2035
|
125,568
|
118,695
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
3,560,867
|
2,983,580
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
539,435
|
455,859
|
|
Freddie Mac Gold Pool 2.5% 3/1/2033
|
66,521
|
63,727
|
|
Freddie Mac Gold Pool 2.5% 3/1/2050
|
245,975
|
206,405
|
|
Freddie Mac Gold Pool 2.5% 3/1/2051
|
3,353,676
|
2,809,978
|
|
Freddie Mac Gold Pool 2.5% 4/1/2033
|
29,754
|
28,479
|
|
Freddie Mac Gold Pool 2.5% 4/1/2047
|
1,254,577
|
1,061,771
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
297,459
|
250,815
|
|
Freddie Mac Gold Pool 2.5% 5/1/2033
|
7,866
|
7,528
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
2,133,261
|
1,782,084
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
518,951
|
438,387
|
|
Freddie Mac Gold Pool 2.5% 6/1/2040
|
56,471
|
50,638
|
|
Freddie Mac Gold Pool 2.5% 7/1/2036
|
820,067
|
770,053
|
|
Freddie Mac Gold Pool 2.5% 8/1/2032
|
7,120
|
6,837
|
|
Freddie Mac Gold Pool 2.5% 8/1/2050
|
2,240,363
|
1,883,457
|
|
Freddie Mac Gold Pool 2.5% 8/1/2050
|
551,035
|
466,007
|
|
Freddie Mac Gold Pool 3% 1/1/2033
|
27,278
|
26,413
|
|
Freddie Mac Gold Pool 3% 1/1/2034
|
45,996
|
44,600
|
|
Freddie Mac Gold Pool 3% 1/1/2043
|
58,001
|
53,057
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
735,552
|
642,524
|
|
Freddie Mac Gold Pool 3% 11/1/2042
|
69,382
|
64,172
|
|
Freddie Mac Gold Pool 3% 11/1/2042
|
17,231
|
15,758
|
|
Freddie Mac Gold Pool 3% 11/1/2042
|
4,160
|
3,820
|
|
Freddie Mac Gold Pool 3% 11/1/2050
|
69,916
|
61,139
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
689,033
|
601,888
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
56,205
|
54,574
|
|
Freddie Mac Gold Pool 3% 12/1/2044
|
13,767
|
12,302
|
|
Freddie Mac Gold Pool 3% 12/1/2046
|
1,180,744
|
1,055,273
|
|
Freddie Mac Gold Pool 3% 12/1/2050
|
569,087
|
497,646
|
|
Freddie Mac Gold Pool 3% 2/1/2033
|
23,222
|
22,501
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
163,479
|
149,883
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
33,014
|
30,353
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
26,872
|
24,522
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
15,160
|
13,882
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
7,098
|
6,443
|
|
Freddie Mac Gold Pool 3% 3/1/2033
|
46,392
|
45,001
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
1,362,914
|
1,190,540
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
373,430
|
325,734
|
|
Freddie Mac Gold Pool 3% 4/1/2033
|
21,578
|
20,925
|
|
Freddie Mac Gold Pool 3% 4/1/2034
|
111,154
|
107,641
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
20,595
|
18,458
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
17,071
|
15,299
|
|
Freddie Mac Gold Pool 3% 4/1/2050
|
285,418
|
251,282
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
14,284
|
12,828
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
11,181
|
10,053
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
8,229
|
7,398
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
313,818
|
281,255
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
49,408
|
44,281
|
|
Freddie Mac Gold Pool 3% 5/1/2051
|
617,614
|
540,080
|
|
Freddie Mac Gold Pool 3% 5/1/2052
|
3,508,311
|
3,063,503
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
21,007
|
20,482
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
7,604
|
7,416
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
4,472
|
4,357
|
|
Freddie Mac Gold Pool 3% 6/1/2045
|
36,776
|
33,179
|
|
Freddie Mac Gold Pool 3% 6/1/2045
|
13,746
|
12,345
|
|
Freddie Mac Gold Pool 3% 6/1/2045
|
5,567
|
5,003
|
|
Freddie Mac Gold Pool 3% 6/1/2046
|
311,105
|
278,823
|
|
Freddie Mac Gold Pool 3% 6/1/2050
|
1,007,195
|
888,309
|
|
Freddie Mac Gold Pool 3% 6/1/2052
|
1,225,251
|
1,068,756
|
|
Freddie Mac Gold Pool 3% 7/1/2032
|
8,996
|
8,748
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
25,449
|
22,832
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
8,925
|
8,063
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
7,105
|
6,375
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
10,317
|
10,036
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
7,051
|
6,855
|
|
Freddie Mac Gold Pool 3% 8/1/2042
|
5,810
|
5,327
|
|
Freddie Mac Gold Pool 3% 8/1/2042
|
4,457
|
4,071
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
18,253
|
16,394
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
15,159
|
13,615
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
13,536
|
12,157
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
8,384
|
7,522
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
6,582
|
5,915
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
608,336
|
531,778
|
|
Freddie Mac Gold Pool 3.5% 1/1/2043
|
6,955
|
6,481
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
18,375
|
16,990
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
4,526
|
4,189
|
|
Freddie Mac Gold Pool 3.5% 10/1/2040
|
10,773
|
10,038
|
|
Freddie Mac Gold Pool 3.5% 10/1/2042
|
64,324
|
60,377
|
|
Freddie Mac Gold Pool 3.5% 10/1/2049
|
1,036,308
|
949,482
|
|
Freddie Mac Gold Pool 3.5% 11/1/2033
|
869,087
|
850,023
|
|
Freddie Mac Gold Pool 3.5% 11/1/2033
|
11,491
|
11,251
|
|
Freddie Mac Gold Pool 3.5% 11/1/2040
|
22,529
|
20,992
|
|
Freddie Mac Gold Pool 3.5% 11/1/2045
|
4,996
|
4,624
|
|
Freddie Mac Gold Pool 3.5% 12/1/2033
|
96,534
|
94,364
|
|
Freddie Mac Gold Pool 3.5% 12/1/2040
|
21,907
|
20,392
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
2,586,901
|
2,529,504
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
130,455
|
127,070
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
524,382
|
491,947
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
56,190
|
52,846
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
22,803
|
21,566
|
|
Freddie Mac Gold Pool 3.5% 2/1/2045
|
3,216
|
3,008
|
|
Freddie Mac Gold Pool 3.5% 2/1/2052
|
134,839
|
122,541
|
|
Freddie Mac Gold Pool 3.5% 3/1/2032
|
245,365
|
240,749
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
31,637
|
29,400
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
8,010
|
7,460
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
6,011
|
5,597
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
182,115
|
165,207
|
|
Freddie Mac Gold Pool 3.5% 4/1/2033
|
2,121,350
|
2,089,237
|
|
Freddie Mac Gold Pool 3.5% 4/1/2040
|
26,706
|
25,225
|
|
Freddie Mac Gold Pool 3.5% 4/1/2042
|
24,422
|
22,987
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
425,921
|
399,123
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
94,473
|
88,563
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
44,121
|
41,433
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
258,447
|
239,039
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
141,513
|
130,842
|
|
Freddie Mac Gold Pool 3.5% 4/1/2052
|
6,766,250
|
6,102,078
|
|
Freddie Mac Gold Pool 3.5% 5/1/2034
|
112,383
|
109,578
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
52,639
|
49,757
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
351,919
|
326,566
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
3,675
|
3,398
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
3,169
|
2,976
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
230,191
|
213,193
|
|
Freddie Mac Gold Pool 3.5% 6/1/2032
|
1,170,936
|
1,148,306
|
|
Freddie Mac Gold Pool 3.5% 6/1/2040
|
47,772
|
45,215
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
425,981
|
395,739
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
68,087
|
63,426
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
7,019
|
6,529
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
6,887
|
6,414
|
|
Freddie Mac Gold Pool 3.5% 6/1/2048
|
6,712
|
6,157
|
|
Freddie Mac Gold Pool 3.5% 7/1/2040
|
6,874
|
6,405
|
|
Freddie Mac Gold Pool 3.5% 7/1/2042
|
230,810
|
216,560
|
|
Freddie Mac Gold Pool 3.5% 7/1/2042
|
32,205
|
30,289
|
|
Freddie Mac Gold Pool 3.5% 7/1/2046
|
6,995
|
6,464
|
|
Freddie Mac Gold Pool 3.5% 8/1/2034
|
190,039
|
185,216
|
|
Freddie Mac Gold Pool 3.5% 8/1/2040
|
31,194
|
29,066
|
|
Freddie Mac Gold Pool 3.5% 8/1/2042
|
10,032
|
9,412
|
|
Freddie Mac Gold Pool 3.5% 9/1/2040
|
23,509
|
21,758
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
745,937
|
699,439
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
293,933
|
275,460
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
3,466
|
3,249
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
97,050
|
89,823
|
|
Freddie Mac Gold Pool 3.5% 9/1/2051
|
1,852,738
|
1,681,440
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
264,493
|
256,287
|
|
Freddie Mac Gold Pool 4% 1/1/2043
|
3,941
|
3,786
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
9,702
|
9,297
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
5,017
|
4,838
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
3,020
|
2,940
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
2,073
|
1,992
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
25,649
|
24,633
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
10,284
|
9,855
|
|
Freddie Mac Gold Pool 4% 10/1/2044
|
30,579
|
29,253
|
|
Freddie Mac Gold Pool 4% 10/1/2047
|
22,896
|
21,766
|
|
Freddie Mac Gold Pool 4% 10/1/2047
|
3,888
|
3,697
|
|
Freddie Mac Gold Pool 4% 10/1/2052
|
1,162,276
|
1,094,814
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
695,114
|
672,575
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
21,496
|
20,732
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
18,467
|
17,780
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
13,374
|
12,897
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
6,728
|
6,466
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
671
|
657
|
|
Freddie Mac Gold Pool 4% 11/1/2043
|
116,217
|
111,824
|
|
Freddie Mac Gold Pool 4% 11/1/2045
|
22,604
|
21,517
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
11,248
|
10,829
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
6,101
|
5,906
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
20,046
|
19,296
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
13,218
|
12,701
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
12,853
|
12,352
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
5,684
|
5,457
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
10,392
|
9,976
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
6,321
|
6,052
|
|
Freddie Mac Gold Pool 4% 2/1/2045
|
173,993
|
166,881
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
85,866
|
81,684
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
8,783
|
8,355
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
12,697
|
12,055
|
|
Freddie Mac Gold Pool 4% 3/1/2043
|
6,973
|
6,745
|
|
Freddie Mac Gold Pool 4% 3/1/2044
|
14,003
|
13,421
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
524,657
|
506,132
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
297,140
|
287,026
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
9,208
|
8,875
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
4,021
|
3,913
|
|
Freddie Mac Gold Pool 4% 4/1/2046
|
60,016
|
57,224
|
|
Freddie Mac Gold Pool 4% 4/1/2046
|
15,283
|
14,572
|
|
Freddie Mac Gold Pool 4% 5/1/2037
|
715,015
|
696,691
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
11,276
|
10,829
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
3,728
|
3,576
|
|
Freddie Mac Gold Pool 4% 5/1/2048
|
418,221
|
395,776
|
|
Freddie Mac Gold Pool 4% 5/1/2048
|
284,318
|
269,938
|
|
Freddie Mac Gold Pool 4% 6/1/2043
|
10,443
|
10,104
|
|
Freddie Mac Gold Pool 4% 6/1/2043
|
7,187
|
6,898
|
|
Freddie Mac Gold Pool 4% 6/1/2044
|
10,262
|
9,820
|
|
Freddie Mac Gold Pool 4% 6/1/2045
|
10,759
|
10,302
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
201,367
|
191,685
|
|
Freddie Mac Gold Pool 4% 6/1/2048
|
753,064
|
716,386
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
23,686
|
22,745
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
21,433
|
20,650
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
11,773
|
11,340
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
7,664
|
7,352
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
6,754
|
6,480
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
5,859
|
5,619
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
2,585
|
2,480
|
|
Freddie Mac Gold Pool 4% 7/1/2048
|
113,770
|
108,442
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
13,045
|
12,524
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
10,194
|
9,861
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
8,844
|
8,554
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
11,516
|
11,035
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
2,762
|
2,663
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
21,372
|
20,680
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
13,591
|
13,174
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
20,766
|
19,982
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
18,651
|
17,918
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
15,653
|
15,022
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
15,589
|
15,007
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
13,228
|
12,686
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
10,753
|
10,346
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
4,927
|
4,722
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
2,151
|
2,076
|
|
Freddie Mac Gold Pool 4% 9/1/2044
|
17,957
|
17,225
|
|
Freddie Mac Gold Pool 4% 9/1/2044
|
13,073
|
12,506
|
|
Freddie Mac Gold Pool 4% 9/1/2047
|
10,417
|
9,903
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
8,202
|
8,144
|
|
Freddie Mac Gold Pool 4.5% 1/1/2042
|
330,487
|
327,663
|
|
Freddie Mac Gold Pool 4.5% 1/1/2047
|
8,109
|
7,925
|
|
Freddie Mac Gold Pool 4.5% 10/1/2041
|
92,105
|
91,279
|
|
Freddie Mac Gold Pool 4.5% 10/1/2041
|
4,549
|
4,516
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
619,941
|
606,596
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
30,475
|
29,609
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
22,812
|
22,632
|
|
Freddie Mac Gold Pool 4.5% 12/1/2045
|
24,855
|
24,673
|
|
Freddie Mac Gold Pool 4.5% 12/1/2046
|
11,002
|
10,752
|
|
Freddie Mac Gold Pool 4.5% 12/1/2047
|
177,488
|
173,057
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
15,422
|
15,291
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
15,417
|
15,283
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
11,542
|
11,427
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
11,239
|
11,149
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
9,483
|
9,412
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
6,557
|
6,494
|
|
Freddie Mac Gold Pool 4.5% 2/1/2044
|
57,772
|
57,036
|
|
Freddie Mac Gold Pool 4.5% 2/1/2047
|
40,667
|
39,740
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
63,822
|
63,281
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
14,779
|
14,654
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
10,495
|
10,400
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
58,346
|
57,492
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
51,852
|
51,199
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
34,994
|
34,481
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
21,178
|
20,868
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
102,480
|
101,583
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
15,690
|
15,532
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
15,374
|
15,231
|
|
Freddie Mac Gold Pool 4.5% 4/1/2048
|
82,678
|
80,562
|
|
Freddie Mac Gold Pool 4.5% 4/1/2048
|
32,448
|
31,618
|
|
Freddie Mac Gold Pool 4.5% 4/1/2048
|
31,756
|
30,944
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
49,463
|
49,120
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
16,720
|
16,561
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
16,388
|
16,222
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
1,980
|
1,963
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
101,968
|
99,614
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
76,489
|
74,723
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
33,189
|
32,422
|
|
Freddie Mac Gold Pool 4.5% 5/1/2048
|
64,724
|
63,048
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
17,563
|
17,427
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
12,738
|
12,615
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
10,890
|
10,806
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
5,207
|
5,175
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
146,512
|
143,129
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
43,810
|
42,908
|
|
Freddie Mac Gold Pool 4.5% 7/1/2025
|
7
|
7
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
79,577
|
77,963
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
61,498
|
60,078
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
34,643
|
33,930
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
2,633
|
2,612
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
30,889
|
30,617
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
2,327
|
2,308
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
241,157
|
239,003
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
42,947
|
42,577
|
|
Freddie Mac Gold Pool 5% 1/1/2040
|
30,272
|
30,662
|
|
Freddie Mac Gold Pool 5% 10/1/2052
|
80,131
|
79,479
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
813,843
|
809,514
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
1,905,439
|
1,889,946
|
|
Freddie Mac Gold Pool 5% 4/1/2040
|
57,898
|
58,651
|
|
Freddie Mac Gold Pool 5% 5/1/2040
|
5,594
|
5,666
|
|
Freddie Mac Gold Pool 5% 5/1/2052
|
381,692
|
378,738
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
20,186
|
20,448
|
|
Freddie Mac Gold Pool 5% 6/1/2041
|
98,521
|
99,805
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
479,511
|
475,799
|
|
Freddie Mac Gold Pool 5% 7/1/2040
|
6,655
|
6,740
|
|
Freddie Mac Gold Pool 5% 8/1/2040
|
30,378
|
30,768
|
|
Freddie Mac Gold Pool 5.5% 1/1/2055
|
1,566,222
|
1,589,705
|
|
Freddie Mac Gold Pool 5.5% 3/1/2053
|
2,499,490
|
2,536,185
|
|
Freddie Mac Gold Pool 5.5% 3/1/2055
|
123,908
|
123,907
|
|
Freddie Mac Gold Pool 5.5% 9/1/2052
|
1,258,290
|
1,270,078
|
|
Freddie Mac Gold Pool 6% 2/1/2055
|
1,927,006
|
1,985,266
|
|
Freddie Mac Gold Pool 6% 4/1/2032
|
30,766
|
31,892
|
|
Freddie Mac Gold Pool 6% 4/1/2054
|
1,020,953
|
1,051,182
|
|
Freddie Mac Gold Pool 6% 5/1/2033
|
10,398
|
10,742
|
|
Freddie Mac Gold Pool 6% 5/1/2054
|
1,606,087
|
1,654,644
|
|
Freddie Mac Gold Pool 6% 7/1/2037
|
1,720
|
1,813
|
|
Freddie Mac Gold Pool 6% 8/1/2037
|
17,619
|
18,538
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
415,959
|
429,185
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
186,132
|
190,945
|
|
Freddie Mac Gold Pool 6.5% 1/1/2053
|
755,558
|
783,540
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054
|
1,288,218
|
1,345,991
|
|
Freddie Mac Gold Pool 6.5% 6/1/2054
|
1,240,453
|
1,302,383
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
126,746
|
132,678
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
122,505
|
127,664
|
|
Freddie Mac Gold Pool 6.5% 9/1/2054
|
1,475,214
|
1,549,326
|
|
Freddie Mac Gold Pool 7.5% 1/1/2027
|
46
|
46
|
|
Freddie Mac Gold Pool 7.5% 10/1/2027
|
10
|
10
|
|
Freddie Mac Gold Pool 7.5% 11/1/2029
|
617
|
645
|
|
Freddie Mac Gold Pool 7.5% 11/1/2031
|
46
|
50
|
|
Freddie Mac Gold Pool 7.5% 2/1/2028
|
30
|
31
|
|
Freddie Mac Gold Pool 7.5% 8/1/2026
|
7
|
7
|
|
Freddie Mac Gold Pool 7.5% 9/1/2031
|
1,224
|
1,297
|
|
Freddie Mac Gold Pool 8% 4/1/2027
|
40
|
40
|
|
Freddie Mac Gold Pool 8% 5/1/2027
|
18
|
19
|
|
Freddie Mac Gold Pool 8.5% 1/1/2028
|
52
|
53
|
|
Freddie Mac Gold Pool 8.5% 5/1/2027
|
11
|
11
|
|
Freddie Mac Manufactured Housing participation certificates 6% 3/1/2055
|
451,993
|
465,093
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 6/1/2055
|
800,339
|
841,922
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.375%, 6.382% 3/1/2036 (c)(d)
|
9,191
|
9,354
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.88% 4/1/2041 (c)(d)
|
873
|
910
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 7.601% 9/1/2041 (c)(d)
|
6,730
|
6,991
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.777% 5/1/2041 (c)(d)
|
8,633
|
9,002
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.838% 5/1/2041 (c)(d)
|
12,664
|
13,208
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.919% 6/1/2041 (c)(d)
|
12,129
|
12,642
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.785% 6/1/2041 (c)(d)
|
3,476
|
3,611
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.031%, 7.658% 3/1/2033 (c)(d)
|
126
|
128
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.16%, 6.785% 11/1/2035 (c)(d)
|
662
|
685
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.247%, 6.496% 1/1/2035 (c)(d)
|
1,001
|
1,022
|
|
Freddie Mac Non Gold Pool 5.5% 5/1/2053
|
1,073,114
|
1,086,521
|
|
Freddie Mac Non Gold Pool 5.5% 6/1/2053
|
539,185
|
544,742
|
|
Freddie Mac Non Gold Pool 5.5% 7/1/2053
|
4,504,392
|
4,549,406
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
1,300,911
|
1,316,757
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.655%, 6.303% 4/1/2035 (c)(d)
|
8,459
|
8,605
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 3.645%, 8.27% 10/1/2035 (c)(d)
|
147
|
154
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
563,283
|
578,905
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
520,016
|
533,463
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
479,189
|
491,730
|
|
Freddie Mac Non Gold Pool 6.5% 1/1/2055
|
435,930
|
454,969
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
679,194
|
572,453
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
571,784
|
481,924
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
503,016
|
423,963
|
|
Ginnie Mae I Pool 3% 1/15/2045
|
5,524
|
4,949
|
|
Ginnie Mae I Pool 3% 1/15/2045
|
5,345
|
4,794
|
|
Ginnie Mae I Pool 3% 1/15/2045
|
1,497
|
1,340
|
|
Ginnie Mae I Pool 3% 12/20/2042
|
616,995
|
564,365
|
|
Ginnie Mae I Pool 3% 2/15/2045
|
5,272
|
4,730
|
|
Ginnie Mae I Pool 3% 2/15/2045
|
4,664
|
4,180
|
|
Ginnie Mae I Pool 3% 2/15/2045
|
2,376
|
2,131
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
10,125
|
9,071
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
6,418
|
5,744
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
6,014
|
5,406
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
4,940
|
4,427
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
4,546
|
4,093
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
2,926
|
2,615
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
2,446
|
2,207
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
2,112
|
1,900
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
1,915
|
1,713
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
1,444
|
1,293
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
406,557
|
371,927
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
169,153
|
154,863
|
|
Ginnie Mae I Pool 3% 6/15/2045
|
3,370
|
3,044
|
|
Ginnie Mae I Pool 3% 6/15/2045
|
2,413
|
2,158
|
|
Ginnie Mae I Pool 3% 6/15/2045
|
1,614
|
1,444
|
|
Ginnie Mae I Pool 3% 7/15/2045
|
6,361
|
5,691
|
|
Ginnie Mae I Pool 3% 7/15/2045
|
6,059
|
5,434
|
|
Ginnie Mae I Pool 3% 7/15/2045
|
5,550
|
4,965
|
|
Ginnie Mae I Pool 3% 7/15/2045
|
5,248
|
4,695
|
|
Ginnie Mae I Pool 3% 7/15/2045
|
4,960
|
4,431
|
|
Ginnie Mae I Pool 3% 7/15/2045
|
4,037
|
3,611
|
|
Ginnie Mae I Pool 3% 7/15/2045
|
3,916
|
3,503
|
|
Ginnie Mae I Pool 3% 7/15/2045
|
3,695
|
3,305
|
|
Ginnie Mae I Pool 3% 7/15/2045
|
1,504
|
1,345
|
|
Ginnie Mae I Pool 3.5% 1/15/2041
|
28,772
|
27,080
|
|
Ginnie Mae I Pool 3.5% 1/20/2050
|
187,794
|
171,319
|
|
Ginnie Mae I Pool 3.5% 1/20/2050
|
95,840
|
87,672
|
|
Ginnie Mae I Pool 3.5% 1/20/2050
|
93,472
|
85,505
|
|
Ginnie Mae I Pool 3.5% 1/20/2050
|
53,148
|
48,602
|
|
Ginnie Mae I Pool 3.5% 10/20/2052
|
342,875
|
312,714
|
|
Ginnie Mae I Pool 3.5% 11/15/2042
|
106,514
|
99,488
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
23,837
|
21,812
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
10,859
|
9,913
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
8,420
|
7,708
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
2,516
|
2,297
|
|
Ginnie Mae I Pool 3.5% 2/15/2041
|
51,387
|
48,157
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
46,838
|
43,796
|
|
Ginnie Mae I Pool 3.5% 3/15/2043
|
50,943
|
47,336
|
|
Ginnie Mae I Pool 3.5% 5/15/2042
|
117,729
|
110,266
|
|
Ginnie Mae I Pool 3.5% 5/15/2042
|
82,931
|
77,652
|
|
Ginnie Mae I Pool 3.5% 5/15/2042
|
33,204
|
30,998
|
|
Ginnie Mae I Pool 3.5% 7/15/2043
|
74,979
|
69,601
|
|
Ginnie Mae I Pool 3.5% 7/20/2052
|
1,933,763
|
1,764,867
|
|
Ginnie Mae I Pool 3.5% 8/15/2042
|
58,087
|
54,329
|
|
Ginnie Mae I Pool 3.5% 8/20/2052
|
1,150,668
|
1,049,449
|
|
Ginnie Mae I Pool 3.5% 9/20/2052
|
4,451,471
|
4,059,895
|
|
Ginnie Mae I Pool 4% 1/15/2042
|
2,082
|
2,009
|
|
Ginnie Mae I Pool 4% 1/15/2043
|
9,808
|
9,437
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
12,039
|
11,642
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
102,914
|
99,209
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
92,452
|
89,232
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
80,437
|
77,515
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
50,564
|
48,829
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
23,242
|
22,473
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
15,686
|
15,132
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
12,216
|
11,797
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
11,898
|
11,490
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
9,243
|
8,934
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
6,278
|
6,057
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
4,623
|
4,456
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
4,207
|
4,050
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
1,121
|
1,083
|
|
Ginnie Mae I Pool 4% 10/20/2052
|
3,218,865
|
3,019,376
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
29,154
|
28,119
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
5,911
|
5,709
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
2,878
|
2,777
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
32,423
|
31,288
|
|
Ginnie Mae I Pool 4% 11/15/2042
|
2,447
|
2,355
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
45,972
|
44,325
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
25,870
|
24,943
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
15,049
|
14,530
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
10,080
|
9,715
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
5,777
|
5,590
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
1,113
|
1,074
|
|
Ginnie Mae I Pool 4% 12/15/2042
|
2,618
|
2,523
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
5,296
|
5,119
|
|
Ginnie Mae I Pool 4% 2/15/2042
|
3,604
|
3,476
|
|
Ginnie Mae I Pool 4% 3/15/2040
|
38,782
|
37,584
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
3,488
|
3,372
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
16,296
|
15,704
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
5,240
|
5,043
|
|
Ginnie Mae I Pool 4% 4/15/2042
|
6,431
|
6,194
|
|
Ginnie Mae I Pool 4% 4/15/2043
|
1,935
|
1,868
|
|
Ginnie Mae I Pool 4% 4/15/2046
|
436,052
|
417,701
|
|
Ginnie Mae I Pool 4% 4/20/2047
|
163,465
|
153,832
|
|
Ginnie Mae I Pool 4% 4/20/2047
|
160,131
|
150,695
|
|
Ginnie Mae I Pool 4% 4/20/2048
|
133,125
|
125,239
|
|
Ginnie Mae I Pool 4% 4/20/2048
|
126,402
|
118,914
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
4,094
|
3,952
|
|
Ginnie Mae I Pool 4% 7/15/2040
|
14,263
|
13,810
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
8,996
|
8,682
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
135,736
|
130,963
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
13,435
|
12,967
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
2,808
|
2,693
|
|
Ginnie Mae I Pool 4% 9/15/2040
|
6,289
|
6,081
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
14,953
|
14,427
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
12,587
|
12,151
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
11,126
|
10,755
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
2,774
|
2,674
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
1,325
|
1,284
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
11,639
|
11,514
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
1,357
|
1,342
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
223,361
|
220,595
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
175,468
|
173,513
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
58,120
|
57,479
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
2,630
|
2,601
|
|
Ginnie Mae I Pool 4.5% 4/15/2041
|
23,526
|
23,248
|
|
Ginnie Mae I Pool 4.5% 4/20/2053
|
4,272,805
|
4,118,198
|
|
Ginnie Mae I Pool 4.5% 5/15/2039
|
3,794
|
3,755
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
33,291
|
32,924
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
22,630
|
22,388
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
16,069
|
15,895
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
42,961
|
42,493
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
20,344
|
20,121
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
14,597
|
14,432
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
2,269
|
2,241
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
40,254
|
39,838
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
14,685
|
14,523
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
11,743
|
11,871
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
4,980
|
5,034
|
|
Ginnie Mae I Pool 5% 11/15/2040
|
10,432
|
10,546
|
|
Ginnie Mae I Pool 5% 11/15/2040
|
4,189
|
4,235
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
14,355
|
14,512
|
|
Ginnie Mae I Pool 5% 3/15/2039
|
6,783
|
6,856
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
1,748
|
1,767
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
5,390
|
5,449
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
3,086
|
3,120
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
2,008
|
2,030
|
|
Ginnie Mae I Pool 5% 4/20/2048
|
354,953
|
357,592
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
7,720
|
7,804
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
12,795
|
12,935
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
9,369
|
9,471
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
7,835
|
7,920
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
11,226
|
11,348
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
915
|
925
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
22,558
|
22,804
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
18,648
|
18,852
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
8,963
|
9,060
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
13,819
|
13,970
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
8,323
|
8,414
|
|
Ginnie Mae I Pool 6.5% 11/15/2035
|
2,449
|
2,557
|
|
Ginnie Mae I Pool 6.5% 4/15/2035
|
3,175
|
3,308
|
|
Ginnie Mae I Pool 6.5% 9/15/2035
|
7,178
|
7,462
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
457
|
462
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
21
|
20
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
81
|
82
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
1,936
|
1,996
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
134
|
136
|
|
Ginnie Mae I Pool 7% 12/15/2030
|
3,032
|
3,124
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
1,868
|
1,890
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
30
|
30
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
6,497
|
6,709
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
197
|
204
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
126
|
127
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
883
|
900
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
3,491
|
3,593
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
2,638
|
2,724
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
28
|
29
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
279
|
282
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
14
|
13
|
|
Ginnie Mae I Pool 7% 4/15/2029
|
753
|
767
|
|
Ginnie Mae I Pool 7% 4/15/2029
|
387
|
394
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
521
|
533
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
9,002
|
9,331
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
995
|
1,031
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
673
|
693
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
158
|
163
|
|
Ginnie Mae I Pool 7% 5/15/2029
|
711
|
725
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
285
|
295
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
1,277
|
1,282
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
336
|
341
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
109
|
110
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
2,634
|
2,728
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
961
|
991
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
77
|
80
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
72
|
75
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
403
|
404
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
58
|
59
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
22
|
22
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
1,445
|
1,490
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
596
|
613
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
319
|
330
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
942
|
963
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
341
|
354
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
1,220
|
1,235
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
896
|
926
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
95
|
97
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
1,111
|
1,141
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
301
|
309
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
149
|
154
|
|
Ginnie Mae I Pool 7.5% 1/15/2026
|
4
|
3
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
137
|
139
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
20
|
19
|
|
Ginnie Mae I Pool 7.5% 10/15/2028
|
1,777
|
1,818
|
|
Ginnie Mae I Pool 7.5% 11/15/2027
|
1
|
0
|
|
Ginnie Mae I Pool 7.5% 12/15/2025
|
3
|
2
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
358
|
366
|
|
Ginnie Mae I Pool 7.5% 2/15/2027
|
75
|
76
|
|
Ginnie Mae I Pool 7.5% 3/15/2028
|
1,160
|
1,182
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
450
|
454
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
377
|
382
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
170
|
172
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
138
|
140
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
116
|
118
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
71
|
72
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
50
|
50
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
39
|
39
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
26
|
26
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
143
|
144
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
186
|
187
|
|
Ginnie Mae I Pool 8% 3/15/2030
|
603
|
620
|
|
Ginnie Mae I Pool 8% 5/15/2030
|
312
|
321
|
|
Ginnie Mae I Pool 8% 9/15/2030
|
620
|
638
|
|
Ginnie Mae II Pool 2% 1/20/2051
|
20,991,402
|
17,114,802
|
|
Ginnie Mae II Pool 2% 10/20/2050
|
4,990,977
|
4,070,825
|
|
Ginnie Mae II Pool 2% 11/20/2050
|
2,226,347
|
1,815,195
|
|
Ginnie Mae II Pool 2% 12/20/2050
|
4,150,783
|
3,384,234
|
|
Ginnie Mae II Pool 2% 2/20/2051
|
4,607,850
|
3,756,892
|
|
Ginnie Mae II Pool 2% 9/20/2050
|
3,396,600
|
2,771,454
|
|
Ginnie Mae II Pool 2.5% 12/20/2051
|
74,445
|
63,304
|
|
Ginnie Mae II Pool 2.5% 2/20/2052
|
10,089,408
|
8,584,175
|
|
Ginnie Mae II Pool 2.5% 5/20/2052
|
14,244,066
|
12,119,002
|
|
Ginnie Mae II Pool 2.5% 6/20/2051
|
834,440
|
710,081
|
|
Ginnie Mae II Pool 2.5% 6/20/2054
|
434,374
|
369,672
|
|
Ginnie Mae II Pool 2.5% 7/20/2051
|
1,960,378
|
1,666,992
|
|
Ginnie Mae II Pool 2.5% 9/20/2051
|
1,985,843
|
1,688,646
|
|
Ginnie Mae II Pool 3% 1/20/2032
|
644,315
|
626,733
|
|
Ginnie Mae II Pool 3% 10/20/2031
|
213,389
|
207,675
|
|
Ginnie Mae II Pool 3% 11/20/2031
|
226,060
|
219,949
|
|
Ginnie Mae II Pool 3% 12/20/2031
|
345,764
|
336,417
|
|
Ginnie Mae II Pool 3% 12/20/2046
|
309,076
|
276,745
|
|
Ginnie Mae II Pool 3% 2/20/2031
|
27,695
|
27,022
|
|
Ginnie Mae II Pool 3% 3/20/2031
|
56,466
|
55,076
|
|
Ginnie Mae II Pool 3% 3/20/2046
|
53,192
|
47,678
|
|
Ginnie Mae II Pool 3% 3/20/2050
|
431,882
|
382,925
|
|
Ginnie Mae II Pool 3% 4/20/2031
|
209,378
|
204,167
|
|
Ginnie Mae II Pool 3% 4/20/2047
|
17,407
|
15,576
|
|
Ginnie Mae II Pool 3% 4/20/2052
|
2,649,736
|
2,342,953
|
|
Ginnie Mae II Pool 3% 5/20/2031
|
443,752
|
432,583
|
|
Ginnie Mae II Pool 3% 5/20/2052
|
7,624,997
|
6,742,184
|
|
Ginnie Mae II Pool 3% 7/1/2055 (e)
|
8,600,000
|
7,599,469
|
|
Ginnie Mae II Pool 3% 7/20/2031
|
5,793
|
5,642
|
|
Ginnie Mae II Pool 3% 8/20/2031
|
67,781
|
66,020
|
|
Ginnie Mae II Pool 3% 9/20/2031
|
27,468
|
26,747
|
|
Ginnie Mae II Pool 3.5% 12/20/2040
|
51,199
|
47,982
|
|
Ginnie Mae II Pool 3.5% 7/1/2055 (e)
|
11,775,000
|
10,688,733
|
|
Ginnie Mae II Pool 3.5% 8/1/2055 (e)
|
1,525,000
|
1,380,384
|
|
Ginnie Mae II Pool 4% 1/20/2041
|
169,205
|
163,307
|
|
Ginnie Mae II Pool 4% 1/20/2042
|
577,328
|
556,063
|
|
Ginnie Mae II Pool 4% 1/20/2046
|
2,264
|
2,146
|
|
Ginnie Mae II Pool 4% 10/20/2040
|
82,344
|
79,493
|
|
Ginnie Mae II Pool 4% 10/20/2045
|
2,026
|
1,924
|
|
Ginnie Mae II Pool 4% 11/20/2040
|
332,965
|
321,398
|
|
Ginnie Mae II Pool 4% 12/20/2045
|
2,723
|
2,587
|
|
Ginnie Mae II Pool 4% 12/20/2054
|
7,211,071
|
6,702,194
|
|
Ginnie Mae II Pool 4% 2/20/2041
|
5,499
|
5,306
|
|
Ginnie Mae II Pool 4% 3/20/2047
|
86,568
|
81,846
|
|
Ginnie Mae II Pool 4% 4/20/2047
|
311,004
|
293,843
|
|
Ginnie Mae II Pool 4% 5/20/2046
|
483,956
|
458,916
|
|
Ginnie Mae II Pool 4% 6/20/2045
|
55,129
|
52,656
|
|
Ginnie Mae II Pool 4% 7/20/2044
|
2,836
|
2,714
|
|
Ginnie Mae II Pool 4% 8/20/2043
|
20,460
|
19,641
|
|
Ginnie Mae II Pool 4% 8/20/2045
|
398,171
|
378,192
|
|
Ginnie Mae II Pool 4% 9/20/2040
|
129,971
|
125,465
|
|
Ginnie Mae II Pool 4% 9/20/2045
|
1,918
|
1,821
|
|
Ginnie Mae II Pool 4.5% 11/20/2054
|
1,871,317
|
1,792,055
|
|
Ginnie Mae II Pool 4.5% 3/20/2041
|
7,469
|
7,393
|
|
Ginnie Mae II Pool 4.5% 5/20/2040
|
50,089
|
49,600
|
|
Ginnie Mae II Pool 4.5% 5/20/2041
|
14,577
|
14,427
|
|
Ginnie Mae II Pool 4.5% 7/20/2040
|
38,146
|
37,767
|
|
Ginnie Mae II Pool 4.5% 7/20/2054
|
878,497
|
841,287
|
|
Ginnie Mae II Pool 4.5% 9/20/2040
|
173,507
|
171,769
|
|
Ginnie Mae II Pool 5% 12/20/2054
|
720,828
|
708,841
|
|
Ginnie Mae II Pool 5% 5/20/2055
|
7,699,997
|
7,563,535
|
|
Ginnie Mae II Pool 5.5% 12/20/2054
|
592,874
|
593,806
|
|
Ginnie Mae II Pool 5.5% 7/1/2055 (e)
|
12,000,000
|
12,011,921
|
|
Ginnie Mae II Pool 5.5% 8/1/2055 (e)
|
5,850,000
|
5,851,241
|
|
Ginnie Mae II Pool 6% 1/20/2055
|
983,115
|
997,588
|
|
Ginnie Mae II Pool 6% 12/20/2054
|
2,059,519
|
2,089,838
|
|
Ginnie Mae II Pool 6% 7/1/2055 (e)
|
25,600,000
|
25,958,461
|
|
Ginnie Mae II Pool 6% 8/1/2055 (e)
|
22,375,000
|
22,662,957
|
|
Ginnie Mae II Pool 6.5% 5/20/2055
|
3,649,968
|
3,750,588
|
|
Ginnie Mae II Pool 6.5% 7/1/2055 (e)
|
7,100,000
|
7,288,217
|
|
Ginnie Mae II Pool 6.5% 8/1/2055 (e)
|
2,600,000
|
2,663,237
|
|
Uniform Mortgage Backed Securities 2% 7/1/2055 (e)
|
43,825,000
|
34,676,522
|
|
Uniform Mortgage Backed Securities 2% 8/1/2055 (e)
|
21,800,000
|
17,258,611
|
|
Uniform Mortgage Backed Securities 2.5% 7/1/2055 (e)
|
8,600,000
|
7,129,598
|
|
Uniform Mortgage Backed Securities 2.5% 8/1/2055 (e)
|
5,600,000
|
4,644,279
|
|
Uniform Mortgage Backed Securities 3.5% 7/1/2055 (e)
|
1,375,000
|
1,237,554
|
|
Uniform Mortgage Backed Securities 3.5% 8/1/2055 (e)
|
850,000
|
764,934
|
|
Uniform Mortgage Backed Securities 4.5% 7/1/2055 (e)
|
2,625,000
|
2,509,951
|
|
Uniform Mortgage Backed Securities 6% 7/1/2055 (e)
|
19,550,000
|
19,865,402
|
|
Uniform Mortgage Backed Securities 6% 8/1/2055 (e)
|
10,700,000
|
10,864,265
|
|
Uniform Mortgage Backed Securities 6.5% 7/1/2055 (e)
|
8,600,000
|
8,876,813
|
|
Uniform Mortgage Backed Securities 6.5% 8/1/2055 (e)
|
7,000,000
|
7,215,470
|
|
TOTAL UNITED STATES
|
656,826,204
|
||
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
(Cost $669,539,502)
|
656,826,204
|
||
U.S. Treasury Obligations - 45.4%
|
||||
Yield (%) (g)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 1.125% 5/15/2040
|
1.02
|
12,353,900
|
7,680,651
|
|
US Treasury Bonds 1.75% 8/15/2041
|
1.94
|
43,542,800
|
28,908,337
|
|
US Treasury Bonds 1.875% 11/15/2051
|
1.95 to 2.04
|
13,856,800
|
7,708,927
|
|
US Treasury Bonds 2% 11/15/2041
|
2.00 to 2.14
|
16,500,000
|
11,347,617
|
|
US Treasury Bonds 2% 8/15/2051
|
1.86 to 1.94
|
32,104,200
|
18,508,824
|
|
US Treasury Bonds 2.25% 2/15/2052
|
2.26 to 2.90
|
36,300,000
|
22,172,777
|
|
US Treasury Bonds 2.875% 5/15/2052
|
3.07 to 3.19
|
23,300,000
|
16,397,375
|
|
US Treasury Bonds 3.375% 8/15/2042
|
3.46 to 3.75
|
34,200,000
|
28,705,289
|
|
US Treasury Bonds 3.625% 5/15/2053
|
3.90 to 4.02
|
26,100,000
|
21,287,813
|
|
US Treasury Bonds 4.125% 8/15/2053
|
4.18 to 5.00
|
53,171,000
|
47,494,580
|
|
US Treasury Bonds 4.25% 2/15/2054
|
4.37 to 4.78
|
67,700,000
|
61,755,094
|
|
US Treasury Bonds 4.25% 8/15/2054
|
3.96 to 4.65
|
41,100,000
|
37,532,648
|
|
US Treasury Bonds 4.625% 2/15/2055
|
4.60
|
5,000,000
|
4,865,643
|
|
US Treasury Bonds 4.625% 5/15/2054
|
4.49 to 4.65
|
12,830,000
|
12,461,138
|
|
US Treasury Bonds 4.75% 5/15/2055
|
4.82 to 4.98
|
34,951,000
|
34,754,401
|
|
US Treasury Notes 2.375% 3/31/2029
|
2.67
|
10,000,000
|
9,528,125
|
|
US Treasury Notes 3.375% 5/15/2033
|
3.64 to 4.04
|
67,451,000
|
64,297,139
|
|
US Treasury Notes 3.5% 2/15/2033
|
3.92
|
63,000,000
|
60,731,016
|
|
US Treasury Notes 3.75% 6/30/2030
|
3.91 to 4.12
|
64,800,000
|
64,635,469
|
|
US Treasury Notes 3.875% 11/30/2029
|
3.65 to 3.86
|
123,000,000
|
123,542,930
|
|
US Treasury Notes 3.875% 12/31/2029
|
3.47
|
85,000,000
|
85,361,914
|
|
US Treasury Notes 3.875% 8/15/2033
|
4.02 to 4.77
|
36,190,000
|
35,638,668
|
|
US Treasury Notes 3.875% 8/15/2034
|
3.64 to 4.27
|
128,800,000
|
125,745,380
|
|
US Treasury Notes 4% 1/31/2029
|
4.30
|
28,000,000
|
28,252,656
|
|
US Treasury Notes 4% 1/31/2031
|
4.13
|
39,100,000
|
39,376,449
|
|
US Treasury Notes 4% 4/30/2032
|
4.26 to 4.27
|
65,800,000
|
65,882,250
|
|
US Treasury Notes 4% 6/30/2032
|
3.98
|
4,600,000
|
4,603,594
|
|
US Treasury Notes 4.125% 11/15/2032
|
3.59
|
38,824,000
|
39,092,431
|
|
US Treasury Notes 4.125% 2/29/2032
|
4.15 to 4.23
|
70,000,000
|
70,639,843
|
|
US Treasury Notes 4.125% 5/31/2032
|
4.05
|
593,000
|
597,920
|
|
US Treasury Notes 4.125% 8/31/2030
|
4.61
|
24,900,000
|
25,259,883
|
|
US Treasury Notes 4.25% 11/15/2034
|
4.44
|
7,500,000
|
7,524,609
|
|
US Treasury Notes 4.25% 5/15/2035
|
4.48 to 4.49
|
25,000,000
|
25,039,063
|
|
US Treasury Notes 4.375% 1/31/2032
|
4.41
|
16,400,000
|
16,788,859
|
|
US Treasury Notes 4.375% 11/30/2030
|
4.27 to 4.35
|
88,200,000
|
90,480,798
|
|
US Treasury Notes 4.625% 2/15/2035
|
4.17 to 4.24
|
47,300,000
|
48,797,972
|
|
US Treasury Notes 4.875% 10/31/2030
|
4.91
|
22,600,000
|
23,723,820
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $1,495,569,340)
|
1,417,121,902
|
|||
Money Market Funds - 3.8%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (h)
(Cost $118,603,248)
|
4.32
|
118,579,925
|
118,603,641
|
|
TOTAL INVESTMENT IN SECURITIES - 106.3%
(Cost $3,435,754,915)
|
3,315,760,309
|
NET OTHER ASSETS (LIABILITIES) - (6.3)%
|
(196,732,901)
|
NET ASSETS - 100.0%
|
3,119,027,408
|
TBA Sale Commitments
|
||
Principal
Amount (a)
|
Value ($)
|
|
U.S. Government Agency - Mortgage Securities
|
||
Ginnie Mae II Pool 3.5% 7/1/2055
|
(11,775,000)
|
(10,688,733)
|
Ginnie Mae II Pool 5.5% 7/1/2055
|
(5,850,000)
|
(5,855,810)
|
Ginnie Mae II Pool 6% 7/1/2055
|
(22,375,000)
|
(22,688,304)
|
Ginnie Mae II Pool 6.5% 7/1/2055
|
(7,100,000)
|
(7,288,217)
|
Uniform Mortgage Backed Securities 2% 7/1/2055
|
(22,800,000)
|
(18,040,496)
|
Uniform Mortgage Backed Securities 2.5% 7/1/2055
|
(6,700,000)
|
(5,554,454)
|
Uniform Mortgage Backed Securities 3.5% 7/1/2055
|
(1,750,000)
|
(1,575,069)
|
Uniform Mortgage Backed Securities 6% 7/1/2055
|
(13,900,000)
|
(14,124,250)
|
Uniform Mortgage Backed Securities 6.5% 7/1/2055
|
(8,600,000)
|
(8,876,813)
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
|
(94,692,146)
|
|
TOTAL TBA SALE COMMITMENTS
(Proceeds $94,053,087)
|
(94,692,146)
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $458,648,570 or 14.7% of net assets.
|
(c)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(d)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(e)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(f)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(g)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(h)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
36,534,283
|
255,161,983
|
173,092,624
|
1,353,086
|
-
|
(1)
|
118,603,641
|
118,579,925
|
0.2%
|
Fidelity Securities Lending Cash Central Fund
|
7,141,810
|
124,356,334
|
131,498,144
|
2,631
|
-
|
-
|
-
|
-
|
0.0%
|
Total
|
43,676,093
|
379,518,317
|
304,590,768
|
1,355,717
|
-
|
(1)
|
118,603,641
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Asset-Backed Securities
|
248,156,371
|
-
|
248,156,371
|
-
|
Bank Notes
|
||||
Financials
|
3,315,853
|
-
|
3,315,853
|
-
|
Collateralized Mortgage Obligations
|
9,807
|
-
|
9,807
|
-
|
Commercial Mortgage Securities
|
118,966,509
|
-
|
118,966,509
|
-
|
Foreign Government and Government Agency Obligations
|
1,476,151
|
-
|
1,476,151
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
63,449,123
|
-
|
63,449,123
|
-
|
Consumer Discretionary
|
10,456,994
|
-
|
10,456,994
|
-
|
Consumer Staples
|
28,137,710
|
-
|
28,137,710
|
-
|
Energy
|
81,456,717
|
-
|
81,456,717
|
-
|
Financials
|
390,193,769
|
-
|
390,193,769
|
-
|
Health Care
|
34,933,452
|
-
|
34,933,452
|
-
|
Industrials
|
19,871,048
|
-
|
19,871,048
|
-
|
Information Technology
|
24,161,827
|
-
|
24,161,827
|
-
|
Materials
|
3,790,802
|
-
|
3,790,802
|
-
|
Real Estate
|
68,043,422
|
-
|
68,043,422
|
-
|
Utilities
|
26,789,007
|
-
|
26,789,007
|
-
|
U.S. Government Agency - Mortgage Securities
|
656,826,204
|
-
|
656,826,204
|
-
|
U.S. Treasury Obligations
|
1,417,121,902
|
-
|
1,417,121,902
|
-
|
Money Market Funds
|
118,603,641
|
118,603,641
|
-
|
-
|
Total Investments in Securities:
|
3,315,760,309
|
118,603,641
|
3,197,156,668
|
-
|
Other Financial Instruments:
|
||||
TBA Sale Commitments
|
(94,692,146)
|
-
|
(94,692,146)
|
-
|
Total Other Financial Instruments:
|
(94,692,146)
|
-
|
(94,692,146)
|
-
|
Statement of Assets and Liabilities
|
||||
As of June 30, 2025 (Unaudited)
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $3,317,151,667)
|
$
|
3,197,156,668
|
||
Fidelity Central Funds (cost $118,603,248)
|
118,603,641
|
|||
Total Investment in Securities (cost $3,435,754,915)
|
$
|
3,315,760,309
|
||
Cash
|
31,172
|
|||
Foreign currency held at value (cost $2)
|
2
|
|||
Receivable for investments sold
|
7,016,657
|
|||
Receivable for TBA sale commitments
|
94,053,087
|
|||
Receivable for fund shares sold
|
4,910,781
|
|||
Interest receivable
|
27,416,305
|
|||
Distributions receivable from Fidelity Central Funds
|
459,226
|
|||
Other receivables
|
7,056
|
|||
Total assets
|
3,449,654,595
|
|||
Liabilities
|
||||
Payable for investments purchased
|
||||
Regular delivery
|
$
|
22,736,288
|
||
Delayed delivery
|
213,174,356
|
|||
TBA sale commitments, at value
|
94,692,146
|
|||
Payable for fund shares redeemed
|
23,180
|
|||
Distributions payable
|
137
|
|||
Other payables and accrued expenses
|
1,080
|
|||
Total liabilities
|
330,627,187
|
|||
Net Assets
|
$
|
3,119,027,408
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
3,392,903,578
|
||
Total accumulated earnings (loss)
|
(273,876,170)
|
|||
Net Assets
|
$
|
3,119,027,408
|
||
Net Asset Value, offering price and redemption price per share ($3,119,027,408 ÷ 33,360,227 shares)
|
$
|
93.50
|
Statement of Operations
|
||||
Six months ended June 30, 2025 (Unaudited)
|
||||
Investment Income
|
||||
Interest
|
$
|
64,728,634
|
||
Income from Fidelity Central Funds (including $2,631 from security lending)
|
1,355,717
|
|||
Total income
|
66,084,351
|
|||
Expenses
|
||||
Custodian fees and expenses
|
$
|
3,235
|
||
Independent trustees' fees and expenses
|
3,781
|
|||
Total expenses before reductions
|
7,016
|
|||
Expense reductions
|
(5,272)
|
|||
Total expenses after reductions
|
1,744
|
|||
Net Investment income (loss)
|
66,082,607
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(15,906,635)
|
|||
Total net realized gain (loss)
|
(15,906,635)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
80,894,932
|
|||
Fidelity Central Funds
|
(1)
|
|||
TBA sale commitments
|
(725,908)
|
|||
Total change in net unrealized appreciation (depreciation)
|
80,169,023
|
|||
Net gain (loss)
|
64,262,388
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
130,344,995
|
Statement of Changes in Net Assets
|
||||
Six months ended
June 30, 2025
(Unaudited)
|
Year ended
December 31, 2024
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
66,082,607
|
$
|
128,401,332
|
Net realized gain (loss)
|
(15,906,635)
|
(30,155,778)
|
||
Change in net unrealized appreciation (depreciation)
|
80,169,023
|
(39,161,363)
|
||
Net increase (decrease) in net assets resulting from operations
|
130,344,995
|
59,084,191
|
||
Distributions to shareholders
|
(63,968,758)
|
(125,649,885)
|
||
Affiliated share transactions
|
||||
Proceeds from sales of shares
|
180,196,249
|
148,208,210
|
||
Reinvestment of distributions
|
63,968,697
|
126,302,464
|
||
Cost of shares redeemed
|
(122,105,758)
|
(174,129,028)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
122,059,188
|
100,381,646
|
||
Total increase (decrease) in net assets
|
188,435,425
|
33,815,952
|
||
Net Assets
|
||||
Beginning of period
|
2,930,591,983
|
2,896,776,031
|
||
End of period
|
$
|
3,119,027,408
|
$
|
2,930,591,983
|
Other Information
|
||||
Shares
|
||||
Sold
|
1,953,846
|
1,618,586
|
||
Issued in reinvestment of distributions
|
688,246
|
1,365,447
|
||
Redeemed
|
(1,316,586)
|
(1,862,421)
|
||
Net increase (decrease)
|
1,325,506
|
1,121,612
|
||
VIP Investment Grade Central Fund |
Six months ended
June 30, 2025
(Unaudited)
|
Years ended December 31, 2024
|
2023
|
2022
|
2021
|
2020
|
|||||||
Selected Per-Share Data
|
||||||||||||
Net asset value, beginning of period
|
$
|
91.48
|
$
|
93.71
|
$
|
91.75
|
$
|
109.19
|
$
|
114.93
|
$
|
108.80
|
Income from Investment Operations
|
||||||||||||
Net investment income (loss) A,B
|
2.052
|
4.025
|
3.608
|
2.711
|
2.481
|
3.026
|
||||||
Net realized and unrealized gain (loss)
|
1.955
|
(2.296)
|
1.882
|
(16.386)
|
(2.817)
|
7.583
|
||||||
Total from investment operations
|
4.007
|
1.729
|
5.490
|
(13.675)
|
(.336)
|
10.609
|
||||||
Distributions from net investment income
|
(1.987)
|
(3.959)
|
(3.530)
|
(2.765)
|
(2.717)
|
(3.070)
|
||||||
Distributions from net realized gain
|
-
|
-
|
-
|
(1.000)
|
(2.687)
|
(1.409)
|
||||||
Total distributions
|
(1.987)
|
(3.959)
|
(3.530)
|
(3.765)
|
(5.404)
|
(4.479)
|
||||||
Net asset value, end of period
|
$
|
93.50
|
$
|
91.48
|
$
|
93.71
|
$
|
91.75
|
$
|
109.19
|
$
|
114.93
|
Total Return C,D
|
4.41 % |
1.88%
|
6.13%
|
(12.69)%
|
(.28)%
|
9.87%
|
||||||
Ratios to Average Net Assets B,E,F
|
||||||||||||
Expenses before reductions G
|
-% H
|
-%
|
-%
|
-%
|
-%
|
-%
|
||||||
Expenses net of fee waivers, if any G
|
- % H |
-%
|
-%
|
-%
|
-%
|
-%
|
||||||
Expenses net of all reductions, if any G
|
-% H
|
-%
|
-%
|
-%
|
-%
|
-%
|
||||||
Net investment income (loss)
|
4.48% H
|
4.35%
|
3.93%
|
2.79%
|
2.23%
|
2.68%
|
||||||
Supplemental Data
|
||||||||||||
Net assets, end of period (000 omitted)
|
$
|
3,119,027
|
$
|
2,930,592
|
$
|
2,896,776
|
$
|
2,458,557
|
$
|
2,404,652
|
$
|
7,119,394
|
Portfolio turnover rate I
|
119 % H |
196%
|
205%
|
188%
|
178% J
|
169%
|
Fidelity Central Fund
|
Investment Manager
|
Investment Objective
|
Investment Practices
|
Expense RatioA
|
Fidelity Money Market Central Funds
|
Fidelity Management & Research Company LLC (FMR)
|
Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity.
|
Short-term Investments
|
Less than .005%
|
Gross unrealized appreciation
|
$29,629,338
|
Gross unrealized depreciation
|
(143,972,672)
|
Net unrealized appreciation (depreciation)
|
$(114,343,334)
|
Tax cost
|
$3,429,464,584
|
Short-term
|
$(38,447,660)
|
Long-term
|
(106,416,706)
|
Total capital loss carryforward
|
$(144,864,366)
|
Purchases ($)
|
Sales ($)
|
|
Fidelity VIP Investment Grade Central Fund
|
752,234,970
|
669,952,448
|
Total Security Lending Fees Paid to NFS ($)
|
Security Lending Income From Securities Loaned to NFS ($)
|
Value of Securities Loaned to NFS at Period End ($)
|
|
Fidelity VIP Investment Grade Central Fund
|
276
|
-
|
-
|
Fund
|
Ownership %
|
VIP Asset Manager 50% Portfolio
|
9.2%
|
VIP Asset Manager 70% Portfolio
|
1.6%
|
VIP Balanced Portfolio
|
89.2%
|
![]() |
Item 8.
Changes in and Disagreements with Accountants for Open-End Management Investment Companies
See Item 7.
Item 9.
Proxy Disclosures for Open-End Management Investment Companies
See Item 7.
Item 10.
Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies
See Item 7.
Item 11.
Statement Regarding Basis for Approval of Investment Advisory Contract
See Item 7.
Item 12.
Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies
Not applicable.
Item 13.
Portfolio Managers of Closed-End Management Investment Companies
Not applicable.
Item 14.
Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers
Not applicable.
Item 15.
Submission of Matters to a Vote of Security Holders
There were no material changes to the procedures by which shareholders may recommend nominees to the Fidelity Garrison Street Trusts Board of Trustees.
Item 16.
Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Garrison Street Trusts (the Trust) disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.
(a)(ii) There was no change in the Trusts internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Trusts internal control over financial reporting.
Item 17.
Disclosure of Securities Lending Activities for Closed-End Management Investment Companies
Not applicable.
Item 18.
Recovery of Erroneously Awarded Compensation
(a)
Not applicable.
(b)
Not applicable.
Item 19.
Exhibits
(a) | (1) | Not applicable. |
(a) | (2) | |
(a) | (3) | Not applicable. |
(b) |
|
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Fidelity Garrison Street Trust
By: | /s/Laura M. Del Prato |
| Laura M. Del Prato |
| President and Treasurer (Principal Executive Officer) |
|
|
Date: | August 22, 2025 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/Laura M. Del Prato |
| Laura M. Del Prato |
| President and Treasurer (Principal Executive Officer) |
|
|
Date: | August 22, 2025 |
By: | /s/Stephanie Caron |
| Stephanie Caron |
| Chief Financial Officer (Principal Financial Officer) |
|
|
Date: | August 22, 2025 |